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CHAPThR

2.1. INTEGRAL TRANSFORMS The integral transform of a function fix) is defin ed by the equation

Fourier Transforms

Ix)} = f(s) fix) K(s, x) dx, = where K(s, x) is a known function of s and x, called the kernel of the transform; s is called the parameter of the transform and fix) is calle d the inverse transform of f(s). Some of the well-known transforms are given belo w: (i) Laplace Transform. When K(s, x) = e_sx, we have the Laplace transform of fix).
Thus L{fix)
=

f(s)
=

(ii) Fourier Transform. When K(s, x) F(s)

fix) e dx

e, we have the Fourier transform offix). Thus

fix) e dx = (iii) Hanicel Transform. When K(s, x) = x J, (sx), we have the Hankel transform of fix). Thus Ha(s)
=

1:

fix) x J, (sx) dx

where J, (sx) is the Bessel function of the first kind and order n. (iv) Mellin Transform. When K(s, x) = x , we have the Mell 1 M(s)
=

in transform of fix). Thus

fix) x 1
=

(v) Fourier Sine Transform. When K(s, x) form of fix). Thus

sin sx, we have the Fourier sine trans

(s) 3 F fix) sin sx dx = .10 (vi) Fourier Cosine Transform. When K(s, x) = cos sx, we have the Fourier cosine transform of fix). Thus Fe(s)
=

fix) cos sx dx

We have already discussed Laplace transform and its appl ications to the solution of ordinary differential equations. In the present chapter, we shall discuss the Fourier integrals 48

FOURIER SERIES V

47

Its Fourier expansion is flx)=

;--ii

4a

El

cos 2x 1.3

cos 4x 3.5

cos 6x 5.7

FOURIER TRANSFORMS

49

and Fourier transforms which are useful in solving boundary value problems arising in engineering e.g. conduction of heat, theory of communication, wave propagation etc. Fourier series are helpful in problems involving periodic functions. However, in many practical problems, the function is non-periodic. A suitable representation for non-periodic functions can be obtained by considering the limiting form of Fourier series when the fundamental period is made infinite. In such case, the Fourier series becomes a Fourier integral which can be expressed in terms of Fourier transform which transforms a non-periodic function. The effect of applying an integral transform to a partial differential equation is to re duce the number of independent variables by one. The choice of a particular transform is decided by the nature of the boundary conditions and the facility with which the transform can

be inverted to give fix).


2.2.. FOURIER INTEGRAL THEOREM

Statement. If (i) fix) satisfies Dirichlets conditions in every interval ( c, c) however large.

(jj) then

I fix) I dx converges;

fix)=-J
fix)

Jfit)cos?(t_x)dtdk.

The integral on the right hand side is called Fourier Integral of f(x). Proof. Consider a function fix) satisfying Dirichiets conditions in every interval ( c, c), however large. Then

a = -

(
+

cos

nxx

sin

ntz

= 0 wherea

fit)dt,a=

fit)cos

dt

and

b=

fit)sin

dt

Substituting the values of a , a and b in (1), we get 0


fix)= fit) dt

f
1 c

2c

L
c

fit) dt

cos
-c

. fit) dt

If we assume that the integral

fix) I dx converges,

then Putting !

urn c-..L2c
=

rLSc f(t)dt] = o, since


-c

-U
2c
-c

f(t)dt

2c

If(t)Idt

&, the second term in (2) becomes

1=

cos {n&(t x)} fit) dt

This is of the form

F(n&.) &. whose limit as

0, is

F(A)d.

50 Hence as c

A TEXTBOOK OF ENGINEERING MATHEMATICS

00,

(2) reduces to

fix)

LJ

fit) cos ACt

x) dt dJ

which is known as Fourier Integral of fix). Equation (3) is true at a point of continuity. At a point of discontinuity the value of the integral on the right is [fix
+

0)

fix

0)].

2.3. FOURIER SINE AND COSINE INTEGRALS

cos A(t x) = cos At cos Ax + sin At sin Ax We know that Fourier integral of fix) can be written as

fix)=

--f J

fit){cosAtcosAx+snAtsinAx}dtdA
fit) cos At dt dA
+

cos Ax

sin Ax

fit) sin At dt dA

...(4)

When f(x) is an odd function, fit) cos At is odd while fit) sin At is even. Thus the first integral in (4) vanishes and, we get

fix)=

.$

sinAx

fit) sinAtdtdA

This is called Fourier sine integral. When f(x) is an even function, fit) cos At is even while fit) sin At is odd. Thus the second integral in (4) vanishes and, we get

fix)=

cosAx

fit)cosAtdtdA

This is called Fourier cosine integral.


2.4. COMPLEX FORM OF FOURIER INTEGRAL

Since cos A(t

x) is an even function of A, we have from (3)


fix)= fit)cosA(tx)dtdA x) is an odd function of A, so that 0
=

Also sin ACt

[..

2f f(x)dx=J

f(x)dxiff(x)iseven]

- Jf

fit) sin A (t

x) dt dA

La

f(x)dx=0iff(x)isodd]

FOURIER TRANSFORMS

51

Multiplying (8) by i and adding to (7), we get

fix)=

fit)(cos(tx)+isinX(tx)}dtd? . __f f 1 e$f(t)eiXtdtdX dtdX= t Lf: f(t)e


2t
-

which is known as the complex form of Fourier integral.

ILLUSTRATIVE EXAMPLES
Example 1. Express the function f(x) as a Fourier integral. Hence evaluate
Sol. The Fourier integral for fix) is 11
=

for IxI1, for x I >1, ?cos.x d&. (M.D.U. May 2008)

f sin
1

JOS:

fit)cos(tx)dtdX
1
=

$_

7t
=

rj ?(t f o [

1 x)1

[..
d

f(t)
=

{,

-i<t<ifl
otherwisJj

1
TCJO

sin?.(1x)sin(1x)

sin ?.(1 + x) + sin (1 1 itJo itjo dk

x)

d?.

for IxI<1 IxI>1 for 0 So SmCOSxfix){2 At I x I = 1, i.e., x = 1, fix) is discontinuous and the integral has the value
-

I +0
22
=

it
.

Note. Putting x

0, we get

Jo
=

sin?

d?. =

it

or

Jo

sinx

dx

it

11 for Oxjt for x> It as a Fourier sine integral and hence evaluate 1 cos (ic?) sin (xA) dA. Jo
Example 2. Express f(x)

(Kottayam 2005)

:1_

:;

52

A TEXTBOOK OF ENGINEERING MATHEMATICS

Sol. The Fourier sine integral for fix) is 2 r sin (Ax) fit) sin (At) dt dA J to 2 [Ct) sin (At) dt sin (Ax) = j

[f:
Jo

f(t) sin (At) dt] dA


[on substituting for fit)]

It 0

sin (Ax) sin(Ax)

J 2
2

sin (At) dt dA

fix)

1cos(At) sin(Ax)dA A 1cos(icA) sin(xA)dA A


=

cos(At)

r
=

At x

it,

for x>it which is a point of discontinuity of fix), we have fix)= -[f(tO)f(t+0)]=-(1+O)= 1

1cosOtA) sin (xA) dX A

fix)

for 0

< It

IiN 1cos(tA) sin (xA) dA = = o A Example 3. Using Fourier Integral representation, show that:

10
1 dx= SoL Fourier Integral for
it

ifx<0 if x=0 if x>0


(M.D.U. Dec. 2009)

fix)
is

{ex
-

if if

x<0 x>0

ItO

Jfit)cosx(t_x)dtdA

$
0

[$

1(t)

cos A(t

x) dt

f(t)

cos A (t

x) dt] dA

1 1

I e $ Jo o

cos A(t

x) dt dA
x) + A

e
[1+A2

{cos A (t

cos Ax + A sin Ax dA
1+A

sin A(t x)}l J

dA

FOURIER TRANSFORMS

53

1 cosax+asincLx da 7t Jo 1+a 2
=
, 10 if e_X, i

(Replacing ? by a)

r cos xa

Jo

a sin xa -da=f(x)
Xa

2 i+a

x<0 x>0 a
,,

When x

0,

Jo

+ a sin 2 1+a

da

.10

1 da = [tan 1+cx 2
,

t
=

0 r cos xa + a sin xa da Jo 2 i+a


It

ifx<0

ite, ifx>0

EXERCISE 2.1
Using Fourier integral representation, show that (1
1

9):

Csinx?. I Jo k + 2

7t

x>0, k >0
x0

2.

I Jo
JO

rcosxo)

1+0)2
sin
t.

dw=e,

sin

xk.

sin x 0

when when
0.

0x7t
X>lt

f Jo

COS kX

+a 2 ?

d=

2a

e, a> 0, x

5.

..o 4)

2
It

ifx>0.

6.

ecosx, ifx>0. 2 L(A J 4 sind 4 =

F
0

sinit
____

sindA=

jsinx
2

it

0
,

if if
if
.

x>it
IxI<
IT;

7t coscos

1 1 t

1?,2

d=J2

Icosx

[
dA

if

IxI> 2

it.

:kSfl;kX

9. 10.

Jo(2a2X22)

a
,

Find Fourier sine integral representation of

10
where k is a constant.

0<x<1
1<x<2

x>2

54 11.

A TEXTBOOK OF ENGINEERING MATHEMATICS

Find the Fourier integral representation for the following functions: (i)/x)

12

Icosx 0,

IxIit IxI>it

(ii)ftx)=

11,

ixIa

o,

ixi>a

, e (iii) fix) = 1

<x

<00,

Answers
10. 11. fix)
=

2k f(coscos2 I sin ?x d I
1tJO

(i) fix)

$
It

?sIti

cos

?X

(ii) fix)

sin

acos kx

(iii) fix)=f

1+A

cosrd?..

2.5. FOURIER TRANSFORMS AND INVERSION FORMULAE

(1) Fourier sine transform and its inversion formula


Fourier sine integral is fix) Replacing A by s, we get
=
-

sin At
=
--

L f(t) sin
sin sx

At dt dA

fix)

f(t) sin st dt ds

s), we have F ( Denoting the value of the inner integral by 3

fix)=
where

s)sinsxds F ( 3 $f(x) sin ax clx


. .

s) F ( 3

.(2)

The funetor Fe(s) as defined by equation (2) is known as the Fourier sine transform of fix) in 0 <x < oo, The function fix) as defined by equation (1) is called the inverse Fourier sine trans form of F (s). Thus equation (1) gives the inversion formula for the Fourier sine transform. 3 Note. Some authors write the above formulae as:
3 {fix)} s) or F F ( 3
=

and

fix)

$ J
=

fix) sin sx dx s) sin sx ds F ( 3

(2) Fourier cosine transform and its inversion formula Fourier cosine integral is fix) Replacing A by s, we get fix)

(Anna 2007)
At dt dA

--

cos At

$ f(t) cos

=
-

cos sx

$ f(t) cos st

dt ds

FOURIER TRANSFORMS

55

Denoting the value of the inner integral by Fe(s), we have fix) where Fe(s)
=

Fe(s) cos sx ds

.(3)

fix) cos sx dx

The function Fe(s) as defined by equation (4) is known as the Fourier cosine trans form of/tx) in 0 <x < oe. The function/tx) as defined by equation (3) is called the inverse Fourier cosine trans form of Fe(s). Thus equation (3) gives the inversion formula for the Fourier cosine transform. Note. Some authors write the above formulae as:
Fe(s) or F {fix))

and

fix)

=
-

5 5

f(x) cos

sx

Fe/s) cos sx ds

(3) Complex Fourier transform and its inversion formula Complex form of Fourier integral is fix) Replacing by s, we get
=

(Anna 2007)

.j 5
fix)
=

f(t)

dt d f(t) et dt ds

j!_ 5

Denoting the value of the inner integral by F(s), we have


fix)
=

F(s)

e8

,j9

.(5) .(6)

where

F(s)

f(x) e

dx

The function F(s) as defined by equation (6) is known as the Fourier transform of/tx). The function/tx) as defined by equation (5) is called the inverse Fourier transform of F(s). Thus equation (5) gives the inversion formula for the Fourier transform. Note. Some authors write the above formulae as:
F(s)
-

f(x) e

and

/tx)=_-Lf

F(s)eds

(4) Finite Fourier sine transform and its inversion formula The finite Fourier sine transform of/tx) in 0 <x < c is defined as
F(n)= S where n is an integer. f(x)sindx
C

56

A TEXTBOOK OF ENGINEERING MAThEMATICS

(n) 3 The function fix) is then called the inverse finite Fourier sine transform of F and is given by
fix)=
C

(n)sin. 3 F
C

nirx

(5) Finite Fourier cosine transform and its inversion formula The finite Fourier cosine transform of fix) in 0 <x < c is defmed as F(n)= I f(x)cosdx Jo C where n is an integer. The function fix) is then called the inverse finite Fourier cosine transform of F(n) and is given by fix)= F(O)+ F(n)cos.
n7r

ILLUSTRATIVE EXAMPLES
Example 1. Find the Fourier sine transform of e
X

Hence evaluate

xstnmx

dx

(V.T.U., 2007) fix)


=

e_x is

Sol. In the interval (0, given by {flx)} 3 F


=

oo),

x is positive so

that e

x I

e. Fourier sine transform of

L fix) sin cx dx
2 [1+s

e sin sx dx
S
=

=1

10 (srnsxscossxH

2 1+s

Using inversion formula for Fourier sine transform, we get


fix)
=

It

{ftx)} sin sx 9 F

ds
.

or e

2
It

s sin cx ds 1+s 2
1+X

Replacmg x by m, we have e Hence I Jo


rxsinmx

2
=

It

s sin ms ds 2 1+s

It JO

2rxsinmx I 2

e. dx = 2 1+m 2 Example 2. Find the Fourier sine transform of

It

x for Ocx<1 for 1<x<2. f(x)=2x O ,for x>2


, ,

FOURIER TRANSFORMS

57

Sol. Fourier transform of fix) is

F{fix)}

f(x)sinsxdx
=

I f(x) sin sx dx Jo

Ji

I f(x) sin sx dx

2 r

J2

I f(x) sm sx dx

Si
r

xsinsxdxf(2_x)sinsxdx+JOdx
cossx sinsx
S 1

= IX.

I.

s s

1.

sinsx cossx I (1). +1(2x). 2 S S Jo I.


++

( cos s sin s ( sin 2s I-+-I+I


) 2 s
s 2sinssin2s

cos s s

sin s

2sins2sinscoss

2sins(1coss)

2 s

2 s

Example 3. Find the Fourier sine transform of Sol. Fourier sine transform affix) F{fix)} e is x

!-_

(P.T.U. 2006; M.D.U. 2005)

5 f(x)sinsxdx sx dx $
sin
J

(say)

...(1)

Differentiating w.r.t. s, we have I

dI ds

a(e r I--sinsxldx as x r e _.xcossxdx=J e cossxdx 0 x (acossx+ssinsx) 2 1


Jo 1 (a)= 2 a

j0

=E

[a +s

0 Integrating w.r.t. s, we get

a 2 +s

s 2 +a 2

I=tanc

58
Now, when From(2),

A TEXTBOOK OF ENGINEERING MATHEMATICS

s = 0, from (1), I = 0 c=0 0=0+c I


I
= -ax

tan-

or F SXjI

1 tan-

Example 4. Find Fourier sine transform of


Sol. Fouriei sine transform of fix)

x(x 2 +a 2 )

(M.D.U. Dec. 2005, Dec. 2008)

x(x 2 +a 2 )

fix)} F { 8

f f(x)sinsxdx
r 0

sinsx dx=I 2 x(x 2 +a ) x cos sx


r

(say)

Differentiating w.r.t. s, we have

+a 2 x(x ) Differentiating again w.r.t. s, we have


O

=1

dI ds

dx=i

cos sx dx +a x 2

1 2 d
2 ds O

-xsinsx
+a 2 x

dx=i

sinsx 2 r x

dx
sin

+a 2 x(x )

2 r [a

s C (x + a 2 )] sin sx 2 dxi dxa 2 i Jo O x(xa ) 2 +a x(x ) 2

sx

dx

1 2 a

a I= 2 (D )
ItsA.E. is

where

D=

whence D= a a 0 2 D = e 2 C.F. = 3 e + c 1 c PT

(icit

D2_a2.
IC

)_

2D2_a2e

1_it

2a 2 2a

I=C.F.-f-P.I.

c + 2 I=c,e+ e
=

2e ac ac e 1

.(4)

FOURIER TRANSFORMS

59

When From (3),

s=0,from(1),I=0 I
=

1 c

2 2a
it

2a

When

s=0,from(2), dl

ds

La
2 ac

0 a]

2a

From (4),

1 ac
It

ac 1 ac = 2
or
it

2a

c i- =0 1 c 2 2a
Solving(5) and (6), =0, 1 c

= _!E 2 c 2a e
+

I
or {f(x)} 3 F

2 2a
=

2 2a

! (1 e).

2a

Example 5. Find the Fourier sine transform of Sol. Fourier sine transform of - is given by -sinsxcLx Putting sx 0

i.e., x
II 8

, we have
.

it dO rsinO rs I smO= I d0= Jo 0 2 s \x} JoO , n 1 Example 6. Find the Fourier sine and cosine transforms of x

(i

>

0.
(Madras, 2006)

Sol. We know that 3 (x) F and F(x)


1 x
=

sin sx dx cos sx

60

A TEXTBOOK OF ENGINEERING MATHEMATICS

Now

T(n)=fe_ttdt, n>0
0

Putting t = ax, a> 0, we have

1e_(ax)n_1adx =an r(n)= .10


JO

f Jo

x ex d 1

Iex
xn_l

Putting a = is, we have


re_isx

Jo

dx=-(isYZ dx = P(n) )fl F(n) -- = ( i

J(cos sx

i sin sx) x

= =

C (

It ..itiF(n) cosisin-I 2 2) s
. .

nit nlc)r(n) coszsm 2 2 ?

Equating real and imaginary parts on both sides, we get 1xz_cossxdx = T(n) cos nit Sn 2

and

Jo

sx dx =

F(n)

sin
.

Sn

nit 2

From(1), F 8 and from (2), Note. Taking

()=
)

nit T(n) sin 2 Sn

FC(X

F(n) cos

nit 2

1 j, we get

FSW

12)

;
V 2s

sln=

[..

rJ]

=cos=

2)

Fc[_]

FOURIER TRANSFORMS

61 (Rajasthan 2006)

Example 7. Find the Fourier cosine transform of Sol. Fourier cosine

. 2 e

transform of
=

2 e

is

given by
=

2 F {e_
dl ds

2 cos sx dx e

I (say)

Differentiating w.r.t. s, we have

=_Jr xe_x
=

sinsxdx=

(sinsx)(_2xe_x )dx

[{sinsxe2F _sf c:ssxe 2

(Integrating by parts) Fex 2 cos sxdx=


2Jo

!i
2

or

s =ds 2

dI 1

Integrating,wehavelogl=

!, +logA or I=A e
$e_x2

...(2)

Now when s

0, from (1), I

dx

From(2), F {e
x2

Hence Note.

I I

J7t e b-2 = x

,-__

= fetdx

Put

i.e.,

x =

I e t i.f 0 2J Jo

_jJ2_tj_LrIJ.I_Vfl e 22)2

fi

Example 8. Find the Fourier cosine transform of

fcosx , O<x<a 1. 0 , xa
SoL Fourier cosine transform of fix) is F(fix)}
= Jf(x)

cos sx dx

f cos

1: cos ax dx J
=

f(x)

cos ax dx

f(x)

cossx dx
+0

0 dx

f 2 cos x cos ax dx

62

A TEXTBOOK OF ENGINEERING MATHEMATICS

[cos(1+s)x+cos(1s)x]dx
=

iEsin(1+s)x 2[ 1+s

sin(1s)xT 1s Jo

1[sin(1+s)a 2 [ 1+s
1
+X

sin(1s)a 1s

Example 9. Find the Fourier cosine transform of f(x)


Hence derive Fourier sine transform of 4) (x)
=

1 x(1+x 2
is

Sol. Fourier cosine transform of /x)


F{ftx)}

1+x 2
dx
=

(say)

Differentiating w.r.t. s, we have dI ds


=

x sin sx 2 1+x

x sin sx 2 ) 2 x(1+x

)]sinsxd 2 f [1_(1+x ) 2 x(1-l-x


0

srnsx
0

dx_f

) 2 x(1+x

SlflSXd x

_I

sinsx ) 2 x(1+x

dx 2

Differentiating again w.r.t. s, we have


2 ds

f x(1+x ) 2
X COS SX 0

dx

fo

COS SX
=

2 1+x

1)I=O, where 2 (D Its A.E. is 2 D

D= D
=

1 =0 whence +c 8 1 I=c e 2
ce =c 3 e 1

dI

(4) =1
2

When From (3),

=tanix s=0,from(1),I=f 2 [ o1-i-x


I
=

1 c
7t

2 c

When

0,

from (2),

FOURIER TRANSFORMS

63
dI
=

From (4),

2 c

Solving (5) and (6),

1 c
I

0,

2 c 8 e

F{fix)}

Putting the values of c 1 and c 2 in (4)

dl ds

it

8 e
S1I1SX it

From (2),

e 2

9 It_
=

dx I Jo x(1+x 2 ) 2

SUISX

) 2 x(l+x

dx= 2
=

{p(x)} 8 F

!E (1

e).

Note. In example 10 above, we have proved that

Jo 1+x

I I

COSSX

dx=e

Differentiating w.r.t. s, we get (cossx Jo s1+x )


I
I

2
dx=_.e_8

Jo
I JO

XS]flSX

2 1+x
.

7t x sinsxdx=e 2 2 1+x 7t
=

3 e
is

where ,(x)

X =

1+

,2

=>

Fourier sine transform of

1+x 2

e.

Example 10. Find the Fourier transform of 10 fix)=


11,

xI<a IxI>a

(Anna 2007)

64 Hence evaluate
(j)

A TEXTBOOK OF ENGINEERING MATHEMATICS

SLflCLSCOSSX

(ii)

SflX cklt

Sol. Fourier transform of fix) is given by F{/(x)}

=$ =
I

f(x) e dx dx
dx

1_a J O.edx+Ja 1.edx+Ja O.edx


f(x) e 8 f(x) e8

$f(x) ei8x

dx

pa

pa

pOO

Fe1
L.

is

e is

2 For s

(e _e21

2i

1=

2sinas s

IsO

= 0, we find F{fix)}

2a

By inversion formula for Fourier transform, we have


fix)=

j_fF{f(x)).eds smase_isXds 2 l$

= 11 sinas(cossxisinsx) = 1 sin ascos i f sin as sin = 1 sin as cos


sx

sx

sx

[Second integral vanishes since the integrand is an odd function of s]

1-..

srnascossx

f(){1t

...(1)

Since the integrand in (1) is an even function of s, we have sin as cos


sx

fit,

IxI<a IxI>a

FOURIER TRANSFORMS

65

rsinascossx IirJ2, ds= O, s


Putting
= ,

IxIca

IxI>a a >0

f
0

sin as
8
=

0,

a<O

Puttinga=1,

J?i!ds=.

f
and use
it

dx

Eample 11. Find :he Fourier transform off(x) to evaluate

{i 0 2 x

x (<1

(xcosxsinx x cos dx. I 2 x j (M.D.U. May 2006, Dec. 2006, Dec. 2007; Anna, 2006, 2007; V.T.U., 2006) Sol. Fourier transform of fix) is given by

F{fix)}

f J
,.I Jo

fix)e dx
f(x)e d 1 x dx 9 f(x)e
+

f(x)e dx

Odx+I

J_1
L3X

(1x ) 2 edx+I Odx


J1
LSX

= ) 2 I(1 ._(_2X )i+(2) _x

is

(is)

(is)

[_4e +e)+-(e

_e_u8)]

r
r

(eis

4 (e 2 2i

4 coss sinsi i- (scosssms) =4 1 IT = S sJ L s By inversion formula for Fourier transform, we have

f(x)
=

F{f(x)} e ds
.

(scosssins (cossxzsinsx)ds I 7t...\ S


I

66

A TEXTBOOK OF ENGINEERING MATHEMA1

(s

cos s
S

sins

1to

2i (s cos s Icossxds+j I 1c-os S )

sin

S1flSXCLS

tJo
(since

(sc0ss_sins

cossxds

the integrand in the first integral is even and that in the second integral is odd)

j0
Putting

(
x

= _(1_x2),

s
1
=

ss)COSsXdSnf(X)

iflxl<1
iflxl>1

we

have

r(scosssins

j
x

j j
dx
3it
=

cos

ds =

it(

i
=

3ic

Hence

r(xcosxsinx

0 J

Y. 8 1 Example 12. Find the inverse Fourier transform ofF(s) = e_ 8 1 Sol. The inverse Fourier transform of F(s) = e_ is given by

fix)

F(s) e

ds =

-i--

Je

ISIY

e_SX

ds

8 e

e ds
ds

fe_8

ds]

e =

e8e

ds]

1 yix
y

1e1
ii
+

1
i( 2y 2 +x

i( 1 [yix

y+ixj

+x 2 (y )

Example 13. Solve the integral equation

f(x,) cos px dx

{1

Hence deduce that


Sol. Here F( C

I o

dt =
2 t
=

(K.U.K. 2005)

_1i Opl
0
,

f(x) cos px dx
p>l

F(p)

FOURIER TRANSFORMS

67

By inversion formula for Fourier cosine transform, we have

f(x)=-J F(p) cos px dp


Ito

F(p) cos px dp
=

fF(p) cos

px

dp]

(1 p) cos px dp
=

fo dP]
cospx
2

(Integrating by parts)
1

10

cosx 2 x

2(1cosx) 1 +jj= 2
fix)
=

Deduction. Since ff(x)cos px dx= o,


0

Oji 1 ,wh ere >1

2(1 cosx)

I1p, Opl 2 1cosx JCOSPXdX=t 0, p> 1 2 x


2
It

2sin

When Putting

0, we have t so that dx

Jo

lCOSXdl

or

2 x

.10
,t

dx
2 X

2dt, we have

t 2 sin

Example 14. Find the

finite Fourier sine transform of 1

2k x, (1 x),

1 Ox 2
x 1 is

Sol. Finite Fourier sine transform of fix) in 0 n)= F ( 8


=

f(x)sinjdx
f(x) sin

nItx

112

dx

I f(x) sin Jl/2

dx

.1/2
=

I JO

nirx Il 2k nnx 2k (lxjsin-dx _xsin__dxJ 1/2 1 1 1 1

2k 1 nirx 2k 1/2 xsin__-dx+_j 11/2 1 l.io

(lx)sindx

(Integrating by parts)

flux

COS

j--+

2k
I

cos---
-

sin--J
-(-1).
(nir\
/

nit

1 i(

iJ

112 .i

68
.

A TEXTBOOK OF ENGINEERING MATHEMATiCS

12 12 2k E 12 nit nIt nit 2k1 12 i----cos+ smi+icos + 22 sm 1 2nit 2 2 2 l 2 ic n j 2 2 L

1 nit

2 2 it n 2 Examp1e 15. Find the finite Fourier cosine transform of


2

2k 2 . nit . nit . 22 sin= 4kl sin.


i

fix)__1) ,Ox<it.

So!. Finite Fourier cosine transform of fix) in 0


F(n)
=

it

is (Integrating by parts) sin nx n

f(x) cos

dx

It)

cos nx dx

E(i_ . 2 sin _2(1_(__ cosnx 2 [L\ , t) 1 cJ 2

lt)

it)

when n

0.

2 Itfl

If n

0, then F(0)

2 .r(i_
ok... n)
=

dx

[.. cosOx=1]

.!(0 3

1)

2
F(n)= 3

if n =1,2,3,...
ifn=0. 1 cos flit
= 2 2 nit

Example 16. Find f(x), ifF (n) 9


So!. Here 3 F ( n) fix)

where 0

it.

1cosnit
= = 2 2 nit

is the fimte Founer sme transform of fix) m 0

it.

inverse finite Fourier sine transform of F (n) 8 2


C n=i

nitx F ( 8 n)sin----
.

C =

(1cosnit I I ,) nit %

Siflnx

(...

herec=it)

2
=

(1cosnit
2

I smnx.

n=i

FOURIER TRANSFORMS

69

EXERCISE 2.2
1. Find the Fourier sine and cosine transform of the function fix) x sin mx 7t -m C05 7fl3Z 7t dx = dx = je and . m 30 1 + 1+ 2 Find the Fourier sine transform of
=

e and hence show that (Anna, 2006)

2.

0<x<a
(i)fiX)={

0, Ox<a (ii)fix)=f: axb

3.

(Anna, 2007) Find the Fourier cosine transform of


2 x

(i)fix)=e+e,x>0 (M.D. U. May, 2006) for 0<x<1 x (iii)fix)= 2x, for 1<x<2 0, for x>2 (J.N. T. U. 2006)
,

(ii)fix)= e 2

(iv)fix)=2e,+5e
-

x,

0<x<(i)(1_)

(v)fix)= 1x, .<x<1 x>1 0, 4.

(P.T.U. 2006)

Find the Fourier sine and cosine transforms of

5.

Ii, for 0x<a (i)fix)= 10, for xa (ii)fix)=e,a>0 [Note. Remember the results of Q. 4.] Find the Fourier transforms of the following functions:
(i) fix) (iii) fix)
=

{: I
1 e ikx
,

() fi.2) (iv) fix)

{x
=

, 2 e

<X <

0o

(M.D. U 2005, May 2007) (v)fix)= a<x<b x<aandx>b 0, x<c (vi)fix)= 1, x<x<J3 0, x>[3 r iIxX 1>1 (K U.K 2009; Madras 2006; V.T. U 2006)

6.

(i) Find the Fourier transform of fix)


=

Hence evaluate

(ii) Find the Fourier transform of the function fora<x<0 a x 1, for 0<x<a a otherwise 0
,

dx.

--

70 (iii) Find the Fourier transform of the function 1 , for2<t<--1 2 , for1<t<1 1 , for 1<t<2 0, otherwise Using inverse Fourier sine transform, find fix) if ) (i) 8 F O 8.
=

A TEXTBOOK OF ENGINEERING MATHEMATICS

7.

(M.D.U. 2009)

(ii) F 0j 5

12

Find the finite Fourier sine and cosine transforms of the following functions: (ii)fix)=x(lx),0 xl (i)fix)=2x,0x4 Ox2 (iii)fix)=x , 2 kx (u)fix)=
,

(iu)fix)=a (ijJ,oxi

k(itx),

9.

Find the finite Fourier sine transform of the following functions:


--,

0x
3

(i) fix) 10. If fix)


=

cos x, 0 x

it

(ii)flx) x
it

sin kx, where 0

and k is a positive integer, show that 0, ifnk ifn=k

F(n)=
,

11.

Find the finite Fourier cosine transform of the following functions: kx (i)flx)= sinx, 0 x
it
,

(ii)flx)= k(lx),

Ox1 2

12.

Findflx),if n)= (i)F ( 8 (iii) F(n) (iv) F(n)


=

ltn 2l

4 (1 cos nit), 0 x 1 and F(0)


=

(ii)F(n)= ---sin,0xn ,2 3

--:in
----

ac, where 0x

(v)F(n)=

(1+cos nit) and F(0)= --,whereOxl

cos (vi) F(n)


=

(2nit

where 0 x

1.

2 (2n+1)

FOURIER TRANSFORMS

71

13.

Solve the following integral equations: (1, 0t<i f(x) sin tx dx = 2, 1 t < 2 (i) t2 [0,

(M.D. U. May 2006)

(ii) Jf(x) cos Ax dx jjj

e, A >0
liA

(Anna 2007)
iv jf(x)inAxdx
A
2

f(x)snAxdx

0<A<1

2 k

Answers
(i)

2.

1 sin(is)a sin 1+8 1s 2 2 6+3s

(1s)al
j
U:)

a cossab cossb + sinsbsinsa


S S

3.

(i)

4+582+54

2 10

c (
2

()

2coss(1coss)

s
1

(iv)

1 +25
+ 2

1 s +4

(v)(2C0S_1_c08SJ

(vj)j s a

(:)

cos as sin as s s

zi)

s+a

s+a 2
2

5.

(i) 2i
(iii)

as

cos as)

(ii)

s 2 [(a

2) sin as 2as cos as]

()
i(k+s)b ] [e i(k+s)a e

(v)
6.

(vi)

(i) (iii)
sin s(1 + 2 cos s)
=

() _(1_ COS as)

7. 8.

(i) fix)
(z)

1 tan
32(1Y

(ii) fix)
32[(1y
nit

32

11

COS fl7t =

nit

nit

2 2
+

F(0)
=

16

(ii)

2l
16

[1 ( 1Y] ; -- [( iY

1], F(0)

1)

16(

1), F(0)=

(iv) (v)

1)],F(0)=

72 a

A TEXTBOOK OF ENGINEERING MATHEMATICS

[1+( 1) 1 [1+ C4
)n],

(ii)

.1. flIt sin


-1-

12.

(i)

F(O) =2

() fix) 2
n=i

(- 1)n] F(O) =
flIt.

(z) fix) =

nit. nitx 2 1. sin i-- sin nirx 1 -(1cosnit)sin


.

1.

(ii)

sin

sin nx
nsa ntx

(uz)fix)=
412

(zv)fix)=

1 T+

ac

2c

Sin-

12 2 (v)fix)=--- -(1+cosnit)cos---

2nn cos
(vi)fix)=12
13.
OSnhtX 3 C 2

(2n+1)
+

(i) fix)

(1

cos x 2 cos 2x)

(ii) fix)

2
It(1+x )
2

(iii) fix)=

(iv)f(x)=e,x>O.
x

2.6. PROPERTIES OF FOURIER TRANSFORMS

1. Linearity Property. If F(s) and G(s) are Fourier transforms of f(x) and g(x) respec tively, then F[af(x) + bg(x)] = aF(s) + bG(s) where a and b are constants. Proof. By definition of Fourier transform, we have F(s) and F[afix)
+
=

F{fix)}

f(x) e dx
. .

G(s)
bg(x)1

F{g(x))

fg(x) e dx

f[af(x) + bg(x)] edx


.

= ajf(x)

edx

g(x) e dx
.

= ciF(s) + bG(s). Cor. (i) If F (s) and Ga(s) are the Fourier sine transforms of fix) and g(x) respectively, 3

then where a and (ii) If Fe(s) and Ge(s) are the Fourier cosine transforms of fix) and g(x) respectively, then F{afix) + bg(x)] = aFt(s) + bG(s) where a and b are b are constants. F[afix)
+

bg(x)J

aF(s)

bG(s)

constants.

FOURIER TRANSFORMS

73

2. Change of scale property (Similarity Theorem). IfF(s) is the complex Fourier trans form of f(x), then F[f(ax)]
=

0.

(Anna 2006, 2007)

Proof. By definition of complex Fourier transform, we have F(s)


=

F(fix))

f
=

f(x).e

dx

F[fl:ax)] Putting

$
t

f(ax).e

dx

...(2)

ax =

i.e.,

-f-, we have dx
-4
oc,

When x , 00, t From (2) we have

and when x

>

F[fiax)]
=

J .1:
1

f(t)e

1(t)

dt

2- F

[by (2)1

Cor. (i) If F (s) is the Fourier sine transform of fix), then 8 [fiax)] 8 F
=

8 F

(s

(ii) If Fe(s) is the Fourier cosine transform of fiz), then 1 (s F[fiax)1= Fj,a a 3. Shifting Property. If F(s) is the complex Fourier transform of f(x), then (Anna 2007) F[f(x a)] = eF(s). Proof. By definition of complex Fourier transform, we have

F(s) FE/tx
a)]

F{fix)}
=

f(x). e

dx
..

$ I:
eisa

f(x

a)e

dx

.(1)

Puttingxa=t i.e., x=a+t,wehavedx=dt When x , t oo and when x , -4 From (1) we have F[fix
a)]

f(t) e0+t) dt
.

f(t) e
.

dt

f(t) e dt

F(s)

74

A TEXTBOOK OF ENGINEERING MATHEMATICS

3. (a) Shifting on time axis. If F(s) is the complex Fourier transform of f(t) and to is any real number, then (M.D.U. May 2009) F[f(t t )] = e1St0F(s). 0

Proof. By definition of complex Fourier transform, we have


F(s)
=

F{fit)j

f(t)

dt

)= FJfltt ) 0

I: J $

t e t ) 0 f(tt d

t dT T,wehavedt= 0 t= T i.e., + Puttingtt = 0 When t * oo, T * oo and when t * o, T * From (1), we have F[fit

] t ) 0

f(T) e30 T) dT
f(T)eLs(0 F(s). F(s) is fit
. t ) 0
.ei8T

dT

= ei3to

s:

f(T)e dT

= e8t0

Remark. Inverse Fourier

transform of eL8to axis.

3. (b) Shifting on frequency 0 is any real number, then s


F[e0t

If F(s) is the complex Fourier transform off(t), and (M.D. U. May 2009

f(t)1

F(s

Proof. By definition of complex Fourier transform, we have

F(s)
t F[eiso

F[fit)]

1: f(t) e dt
.

f(t)]=$

e0t f(t).et

dt dt
F(s

L.

f(t).ei(3+80)t

) is e0tttt). 0 Remark. Inverse Fourier transform of F(s + s 4. Modulation Theorem. If F(s) is the complex Fourier transform off(x), then

F[f(x) cos ax]

[F(s

+ a) +

F(s

a)].

Proof. By definition of complex Fourier transform, we have


F(s)
=

F{fix)}

I:

f(x) e8X dx

FOURtER TRANSFORMS

75

F[fix)cosax]=

I: J
1

x f(x)cosax.e d t f(x)[e
iax

+e -iw

]e1dx

f(x)ei0)x

dxf f(x).e dx]

[F(s

a) F(s

a)].

Cor. If F (s) and Fe(s) are Fourier sine and cosine transforms of fix) iespectively, then 3 fix) cos F [ (i) 8 (ii) Fjfix) sin (iii) Fjfix) cos (iv) F[fix) sin
ax]

s {F ( 3 [F(s [F(s s [F ( 8

a)

s F ( 3 F(s F(s s F ( 8

a)] a)] a)] a)].

ax] =

a)
a)

ax] =

ax] =

a)
-

5. If F (s) and Fe(s) are Fourier sine and cosine transforms of f(x) respectively, 5 then

(i) (ii) Proof. (i)

5 Ix f(x)) F F(x f(x)) {F (s)}

(F (s)}

5 (s)) (F

=
.--

{f

f(x) cos sx cix}

=10

fix)(xsinsx)dx

{xf(x)}sinsxdx =L {xfix)} 3 =F xfi)}= (F(s)} F { 8 (ii) 3 (s)} IF


=

f {f

f(x) sin sx clx}

ff(x)(xcossx)dx

76
=

A TEXTBOOK OF ENGINEERING MATHEMATICS

f{xf(x)}cossxczx F {xftx)}

s)}. F{xfix)}=-{F ( 5 . Hence find the Fourier transform of 2 Example 1. Find the Fourier transform of e_X (i) e, (a >0)
(iii)

2 (M.D.U. May2009) (ii) e (iv) e_X cos2x


=
2

2 4(x3)

SoL Fourier transform of fix)


F{fix)}

2 e_X

is given

by e
x2

f
e

f(x)

eSX

L.

eiSXdx
2

[
= fe i5 2

dx=$

2)

4J

2)

= e_fe_22

dz

wherez

4 =2e

Fe_22dz=2e_.

Jo
2 S

-.Je
2

=F(s)
=

(i)

f(-Jx)

By change of scale property, we have


F{f(.,Jx))
=

F(e2)==/e4j =qe

(ii) Putting a

in deduction (i), we have


x2\

2 e2J=.ie_5 1 F 2

FOURIER TRANSFORMS

77

2 =f(2x) 2 =e tjji e By change of scale property, we have

F{fl2x)}

1
r

(s
1(s2
2

F{e4E}=e42) =-e 2 2 By shifting property F{/(x a)} = e F(s) 4 F{e

3)2)
=

LL!- e 3 e
2

16

16

(iv) By modulation theorem, F{ftx)cosaxj=


2 cos F{e_x

[F(s+a)+F(sa)]
S+2) 4 ( +
eZ8_2)2]

2x}=[e

+e__2)2

Example 2. Find the Fourier sine and cosine transform of x e. So!. Let us first find the Fourier sine and cosine transforms of e_ox.
ax
V

(Madras 2006)

F 8 (e) F (e)
( xe 8 \

Jo

e sin sx dx
=

a+s 2 [
ax

( a sin sx s cos sx)]


a cos

2 2 a+s

and

cos sx dx
=
j

sx
in :: 5 5
2 22

sx)]
=

+
S2a(_

2 a

2 s

,
ds
=

, -axj
IJ

dsa

+s}

(a

+s)

and

F(xex)

8 (e)}= {F .1s(2s) +s ) 2 2 (a +s (a ) 2

(a2 -f-s 2

s 2 +s (a ) 2
2 a

2.7. CONVOLUTION
The convolution of two functions fix) and g(x) over the interval (
oo, oo)

is defined as

flx)*g(x)=

f(u)g(xu)du.

78

A TEXTBOOK OF ENGINEERING MATHEMATICS

2.8. CONVOLUTION THEOREM FOR FOURIER TRANSFORMS (Anna 2007; M.D. U. 2007, 2008; K U.K 2009) (or Faltlng Theorem) The Fourier transform of the convolution of f(x) and g(x) is equal to the product of the Fourier transforms of f(x) and g(x), i.e., F[f(x) * g(x)] = F[f(x)]. F[g(x)] = F(s)G(s). Proof. By definition of Fourier transform F(s)=F[flx)]= G(s)=F[g(x)]= and by definition of convolution, f(x)*g(x)= *g(x)j
=

s:
J

x, f(x).e d t

x g(x).e d t

f(u)g(xu)du

[flX)

[f(x)*g(x)1edx

s: [f 1: f(u)E$
J I
f(u)

f(u)g(x_u)du]edx

g(x_u)edx]du

(By changing the order of integration) Puttingxu=t i.e., x=u+t,wehavedx=dt. When x * oo, t oo and when x * oo, t 4 F[flx) * g(x)]
=

[r

g(t) ei8+t) dt]du

f(u)[$

g(t).esu

.ei8tdt]du

[s:

f(u)et81du][f

g(t)etdt]

[ff(x)

dx] [s:cx e dx]


.

F[ftx)J F[g(x)] = F(s) G{s). Remark. The following properties of convolution can be easily proved. (i) fix) * g(x) =g(x) * fix) (ii) fix) * [g(i) * h(x)1 = [fix) * g(x)] * h(x) (iii) fix) * [e(x) + h(xiI = fix) * g(x) + fix) * h(x).
=

FOURIER TRANSFORMS

79

2.9.. RELATION BETWEEN FOURIER AND LAPLACE TRANSFORMS (P. T. U. 2005)


=

{e_xtg(o.

If

f(t)

then F[f(t)] = L[.(t)].

Proof. By definition of Fourier transform, we have

F[/tt)] =

f(t)e tst dt
+

= $O.e dt

etg(t) e dt
.

[By def. of /tt)]

f e f e_tg(t)dt,

where p = x

is

= L[g(t)].

2.10. PARSEVALS IDENTITY FOR FOURIER TRANSFORMS lithe Fourier transforms of /(x) and g(x) are F(s) and G(s) respectively, then (i) (ii)

i--f

F(s) G(s) ds
12

f(x) (x) dx
12

I F(s) ds fIf(x) dx. $ where bar stands for the complex conjugate.
=

Proof. (i) By definition of Fourier transform F(s) = F{fix)} and


=

s:
f
.

f(x). e8X dx

g(x).e dx G(s) = F{g(x)} = By inversion formula for Fourier transform fix)


= =

F(s). e8X ds G(s) f(x)


e

and

g(x)

ds

f(x) (x) dx

[__f

(s) e ds] dx f(x) ds

(Changing the order of integration)


=

G(s) [F(s)] ds

80
=

A TEXTBOOK OF ENGINEERING MATHEMATICS

ii-

F(s) G(s) ds.

(ii) By definition of Fourier transform F(s)


=

F{fix)}

f(x) e dx

By inversion formula for Fourier transform

fix)

--f 1 L

F(s)

ds

L11x)I2dx=Lf(xfxdx
f(x)

F(s)

eiSX

ds] clx

F(s)

[f f(x) e dx] ds
(Changing the order of integration)

J
rni-_f

F(s)[F(s)] ds
s. IF(s)I d 2

2itJ- Remark. The following Parsevals identities for Fourier sine and cosine transforms can be easily proved:

(s)G(s)ds=f f(x)g(x)dx 8 F
2 ds [F(s)]

$ iii --f (iv) J


(ii)

Fe(s) Ge(s)

2 dx f [f(x)] ds =J f(x) g(x) dx 2 dx. 2 ds f [f(x)] [F(s)]

ILLUSTRATIVE EXAMPLES
Example 1. Using Parsevals identities, prove that

)(9t 2 (4+t )

f;(429+2)

dt=

SoL Let

s::

=-

(iv)
=

dt=_jY..
2)2 r( 9

fix)

and g(x)

FOURIER TRANSFORMS

81
Ge(s)

Then

Fe(s)

2 +s

2 4+s

(s)= 8 G

2 9+s
f(x)=e

L
F(s)G(s)ds=J 1(x) We have
t 0 g(x)

F(s)=
i.e.,

a
a+s

,(s)= 2

2 2 a+s

(i) Using Parsevals identity for Fourier cosine transforms, dx dx

2 ds )9+s = 4+s ) 2
it

X 2 e_

X 3 e

ds Jo 2 )(9+s (4+s )

=Fe_5xczx
O

=II
it ds Jo 2 60 )(9+s (4+s )

Ee_5xi

=-.-(O1)= 5 5

it dt Jo 2 60 )(9+t (4+t ) (ii) Using Parsevals identity for fourier sine transforms, i.e.,

J
We have

(s)ds=J f(x)g(x)dx 8 F(s)G


=

S S 2 ds itJo ) ,R,9+s 2 4+s

X dx 3 X e 2 e_
.

S
lcJo 2 )(9+s (4+s )

ds=Fe_5xdx
.O

=[-j
Jo 82 )( 4 ( 1 )d5 982 d_it t_j.
)(9+t (4+t ) 2
2 s it

1
=(O1)=

Jo

(iii) Using Parsevals identity for Fourier cosine transform,

i.e.,

!$

2 ds [F(s)]

2 [f(x)]

82

A TEXTBOOK OF ENGINEERING MATHEMATICS

Wehave

2J 4 0 J
ds 8 f
m
0

x ds=f(e2j d 2

=,

2 ) 6 + 4 ( 2

fe

dx
1 =-(O-1)=

=Li

re_4x1

JO

ds (4+s)32

dt n Jo 2 2 (4+t) 3 (iv) Using Parsevals identity for Fourier sine transform, i.e.,

-.f
We have 2
i-JO
2

(s)1 ds 8 [G 2

$
I

2 dx [g(xXI
) dx 2 3 (e
X 6 e_

2 S

9+sJ
S

ds =

itJo (9+s ) 2

r
O

dx
1 =(O1)=

re_6xl =[___j
2 s 0 ) 2 (9+s

12

2 dt=---. 12 ) 2 (9+t Example 2. Using Parsevals identity, prove that

Jo

sin at

Jo t(a 2 +t ) 2 Sol. Let then fix) Fe(s)


= e, a >

. e_a ) 2
g(x)
=

and

to

Ii,

O<x<a x>a

sin as s Using Parsevals identity for Fourier cosine transforms,


a
= a 2

and Ge(s)

i.e.,

It .O

Fe(s) Ge(s) ds

f(x) g(x)

dx

Wehave

(snasJ_e_ax.g(x)dx

ia2+s2J

FOURIER TRANSFORMS
smas

83

It

s(a

+s

ds=J e .g(x)dx )
0

= ja
0

e .idx+J

e .g(x)dx
.Odx

1 1 _2 2 a _l)_(l_e_a) =I +0=(e a a 0 LaJ

Fex1
it

sinas
2 2 +s)

JOs(a

ds=- (l__a ) 2a

2a ) Example 3. Find the Fourier transform of


JO t(a

It 0 sin at dt=-(1e r 2 a ). 2 2

+t

1 f(x)=

f1IxI, IxI<1 lxI>1 0


,

and hence find the value of


Sol. Fourier transform

f
=

Sifl

of
=

dt.

fix) is given by

F{fix)}

f f(x)e t dx
SX dx t ff(x)e dx + $f(x) e clx + ff(x) e

Odx I Odx+J --1(1IxI)edx+I J1 . 0 J I (1IxI)(cossx+isinsx)dx


I (1IxI)(isinsx)dx I (1IxI)cossxdx+ Ji
.1 i.1

pi

pi

p.o

Ji

.1i

=2 I (1IxI)cossxdx +0 Jo

(1

I x I) cos sx is an even function of x where as (1 I x I) sin sx is an odd function

of xl

=2 I (1x)cossxdx Jo
=

[
Co:sx)]

Ix I =x wherex>O]

2 [u_x.

smSX
_(_

1)(.

84

A TEXTBOOK OF ENGINEERING MATHEMATICS

=2

coss

ii
+

= 2k,,

(1coss
s2

) = F(s)

Using Parsevals identity for Fourier transform,


i.e.,

I F(s) 12 ds We have
2 4(1:oss)

11(x) 12 dx

2 dx ds=f (llxI)

f(l_cos: 4

=2J(1_Ixl)2dx

(: Both integrands are even functions)


s/2) ds=2j 4f(2sin 2 (1_x)2dX 0

16 4 sin s/2 E(1x)1 ds=2i I lcJo 3 j 4 s 0

Putting

= t i.e., s = 2t, we have


(2dt)= 3
It

ItJO

4 16t

t 4 fsin Jo t 4

EXERCISE 2.3
1. Verify convolution theorem for fix) = g(x) = e_X. 2. Using Parsevals identities, prove that 2 x (ii) dx=. + 1)2 4 + 1)2 Jo 4 2 (x Jo 2 (x [Hint. Use Parsevals identity for Fourier sine and cosine transforms of fix)
(i)

e_x1
(May 2005)

3. Using Parsevals identity, show that

dt = t 2ab(a+b) (b (a ) + ) 2 [Hint. Use Parsevals identity for Fourier cosine transforms of fix) = e, g(x)

f Jo

= e]

FOURIER TRANSFORMS

85

4.

Ifttx)=

Ii

o,

IxI<a 2sinas ,(sO),thenprovethat IxI>a andF(s)=

srna

dx=.

5.

Using Parsevals identity, prove that 2 sin x it dx= 2 2 .o x Using Parsevals identity, prove that

(z) I

(u)

C 1 cos 2x dx=it. Jo x2

6.

2 fO_s)

it

4 / 2.11. FOURIER TRANSFORMS OF THE DERIVATIVES OF A FUNCTION

r Jo

sin 4 2 t

dt=i

The Fourier transform of the function

u(x,

t) is given by

F[u(x, t)j

ue

dx

(i) Fourier transform of


Suppose u 0 as x

Do, hfl the Fourier transform of

is given by (Integrating by parts)

F[]=j

-.e

dx

=J

.dx

= [e .uj

ise

.udx

=o_isfu.edx

[..

u0asx--*oo]

=isF(u)
Hence F

a1
[j
=

is F(u).

(ii) Fourier transform of

2 a
__

Suppose

and

0 as x

oo, then the Fourier transform of

u 2 a

is given by

Ea2ul
[j

I
[e .

u. 2 a

dx

= j

- dx

(Applying general rule of integration by parts)


=

ise uf
.

2 (is)

. u dx

86 2 =0s
=

A TEXTBOOK OF ENGINEERING MATHEMATICS

u.edx

u and

au

s F(u), 2
2 F(u). F(u) = ( is) 2 s

Hence

F[14]

(iii) Fourier transform of

Suppose given by

u 2 au a
u,

0 as x

00,

then the Fourier transform of-- is

au

.edx=I F= ] J 0 [ax

ra1

e.dx
(Applying general rule of integration by parts)

r [

Ie8

,n2
.ise

.__J+(is)2

.o
e

axn_a

( jsY

e udx
.

=0+(isY
Hence

1: u.edx=(js)F(u)
u 2 a
t) are given by

Fl s I = ( is) F(u).

ran 1 [axJ

2.12. FOURIER SINE AND COSINE TRANSFORMS OF

The Fourier sine and cosine transforms of the function


u(x, t)] F { 8 and Fju(x,
t)]
=

u(x,

f $

sin sx dx cos sx dx.

(i) Fourier sine transform of Suppose u and

u 2 a
then the Fourier transform of

au
-

0 as x

> oo,

is given by

Fs[]=J-H.sinsxdx=$ sinsx..4dx

(Integratingbyparts)

FOURIER TRANSFORMS

87
= [S1fl8X..j

r.

aul
j

(scossx).-dx

=0_sf (cossx)dx o ax

r [

---4Oasx-4oq

au

(Integrating again by parts)


=_s[fcossx.u}_f(_ssinsx).u dx]

sJusinsxdx] =_s[o_(u) 0
=

[. uOasx-.-oe)

0 s(u)

u) s ( 8 F 2

Hence F.[4] = s(u)o

u), s ( 8 F 2

(ii) Fourier cosine transform of l ax Sl4ppose u and

u 2 a

au

0 as x

> oo,

then the Fourier transform of

u 2 a

is given by

F[]=

u 2 fa

c:s sx dx

=10

cos sx

0 ax]

Jo

s sm sx

::
ax

sx.

dx

(Integrating by parts)

dx

du r 0ii

j 0 ax}_
+

au 1 +s r sinsxdx
JO ax

1
L

--,Oasx--+eo

ax

(au
X:=O -_j

sj sin sx

au dx

(Integrating again by parts)

s [{sin sx. u} fs cos sx u dx]

0 axj
(au

_s2fucossxdx
0

[...

u0asxoo]

s 2 F(u)

Hence F[]=_()_s2F(u)

r P

88 2.13.. APPLICATION PROBLEMS OF FOURIER

A TEXTBOOK OF ENGINEERING MATHEMATICS

TRANSFORMS

TO

BOUNDARY

VALUE

r Fourier transforms are very useful in solving boundary value problems. We take Fourie ons. transform of the given partial differential equation using given boundary and initial, conditi choice The rm. transfo inverse onding corresp The required solution is then obtained by taking problem. of particular transform to be employed depends on the boundary conditions of the (i) If the interval is <x < co and if boundary conditions are
u and

ax
oc

0 as x

00

use infinite Fourier transform. (ii) If the interval is 0 < x<

and
- *

(a) boundary conditions are u and all t, use Fourier sine transform. (b) boundary conditions are u and all t, use Fourier cosine transform. For the interval 0 <x
< oo,

au

0 as x

*oo

and u(x, t)

0 or fit) at x

0 and for

au -b---

0 aex

*00

and -j--- =Oorftt)atx= 0 and for

au

we always assume a and

--

0 as x

* oo,

even if it isnot

given in the problem. (iii) If the interval is 0 <x <L and (a) boundary conditions are u(0, t) form.
(b) boundary conditions are

u(L, t)

0 for all t, use finite Fourier sine trans

(0, t)

(L, t)

0 for all t, use finite Fourier cosine

transform.

ILLUSTRATIVE EXAMPLES
Example 1. Solve the equation
_-

a a 2 at ax 2
=

__,

x> 0, t

>

subject to the conditions (i)u=O, whenx=O,t>0 11 O<x<l (u)u= 1, x1 whent=0

and (iii) u(x, t) is bounded.

Sol. Given

au

at i-, ax
=

x> 0, t> 0 0

Boundary condition is u(0, t)

FOURIER TRANSFORMS

89

Initial conditions are u(x, 0)

and u(x, t) is bounded.

1 .(2)

Since u(0, t) is given, we take Fourier sine transform of both sides of (1). Thus

F ()
rau

FA

--sinsxdx
=

u 2 ra j-sinsxdx.Integratingbyparts j 1 0

dr au1 I usinsxdxlslflsx.1 dtio 0 axJ L

r.

au .dX r SCOSSX. so ax ax

=0si cossx..dx

[.
=s

u(x, t) is bounded

0 when x

_f_ssinsx.udx]

=_s[osJ
[

when x

co,

0 and when x

0, u

u(O, t)

01

dtso

u sm sx dx

so

u sin sx dx
where iZ
( 8 s, t)
=

3 i 2 s
Separating the variables,

3 [u(x, t)] F

3 du
us

s d 2 t t 2 s
+

Integrating

log

log c
=

t or 2 s

t 2 ce_5

Putting

t =

0 in (3),
c=

u (s,0)=F [u(x,0)j 8
Cl

Ju(x,0)sinsxdx

I u(x,0)sinsxdx+ I u(x,0)sinsxdx Jo Jl

90
1.1
=

A TEXTBOOK OF ENGINEERING MATHEMATICS

JO

I 0. sin I 1. sin sx dx + .11

8X

dx

[from (2)]

1C058X1
8

1coss
8

..

From (3),

1 u

(8,

t) =

(1coss e
8

2 _,

Taking its inverse Fourier sine transform, we get

2 r(1cos8je
2tJO 8

t 2 g

sinsxds

which is the required solution.


Example 2. Solve
=

for x

>

0, t

>

0 under the boundary conditions V


=

0 V

when x =0, t> 0 and the initial condition V = 0 when t

0, x >0.

Sol. Given

at

x> 0, t> 0

...(1)

Boundary condition is

, t> 0 0 V(0, t) = V V(x, 0) 0, x> 0 Initial condition is of (1). Thus Since V(0, t) is given, we take Fourier sine transform of both sides
F(aV F(Kav

. .

.(2)

2 i. ax
oax

fYsin sx dx=Kf _-Ysin sxdx.

oat

Integrating by parts

4$
=.

dto

V sin sx dx =

KFf sin sx.

clx rs cos sx ax Jo
.

=K[O.sJ cossx.cix]

r av

when x*

=_is[{cossx.V}

So_ssinsx.Vdx]

_V Vsinsxdx] s$ =_ic[ + 0
x*oo,V*Oandwhenx=O,V=V(0,t)=V 0 when [.. j

FOURIER TRANSFORMS

91

Jvsinsxdx=Ksvo_Ks2fVsinsxdx 0 KsV 8 2 Ks where

s, y ( 9

[V(x, t)j 9 t) = F

which is a linear differenUal equation. I.F.=e


..

t Ks d 2
=e

Its solution is
2 e

KsVo.e1 dt t =f 2

. 0 =KsV

t 2 eK8

2 Ks

or Putting t
=

t 2 +ce Ka V = 9

0 V

0 in (3), we hay: c
=

V (8,0) =
+

9 (8,0) V

F 9 [V(x, 0)J [from(2)]

=_!Q-+fosinsxdx 0 V
8 (8,t)=.(1_e2t)

9 From (3), V

Taking its inverse Fourier sine transform, we get V(x, t)


=

--(i_ -f ito
S

) e2 t 2

sin SX ds
t 2 Ks

[s:
0 2v it
e

sin sx cis]

2Jo
[i
2

s
e

sin sx ds

Fj

ds =

t 2 Ks

or

V(x, t)

0 v

which is the required solution.

92

A TEXTBOOK OF ENGINEERING MATHEMATICS

Example 3. The temperature

it

is a semi-infinite rod 0

<

co is determined by the

differential equation

au
---

= k p- subject to the conditions:

u 2 a

(i) u=Owhent=0,xO. (ii) Ji. (a constant) whenx= Oandt> 0. ax Determine the temperature formula.
Sol. Given

at
au

2 ax
----=-ii

Boundary condition is Initial condition is Since


-

whenx = 0,

>0 .(2)

u(x,

0) = 0

at x = 0 is given, we take Fourier cosine transform of both sides of (1). Thus


F

= F (k

.4J
Integrating by parts

rau u 2 ra j --cossxdx_kj rycossxdx.


dr au Ji i ucossxdx=kiicossx. dto 0 axj LI

88ifl8X.dX

au

ax

= k[0_(_$.IJsf

sin8x.-dX]

r
k[8{

au au -+0 whenxoo and=i.twhenx=0

sinsx.:r}_rscossx.u]

k[P.+8{0_s$ scossx.uaz]

[: :$o
ucossx.dx=kI.L_ks2f ucossxclx

= ki.i ks i4 2

where

Cs, t) = F[u(x, tYl

FOURIER TRANSFORMS

93

=kp. dt which is a linear differential equation.

I.F.=e Its solution is


1i
t 2 .eks

dt 2 J ks

=$ki.eks2t

dt+c

or
tkitting t = 0 in (3), we have

c=4+zZ(s,0)=4+F[u(x,0)]

=_4+JOcossxdx

[from(2)1

From (3),

) iZc(8,t)4(1e8 t 2

Taking its inverse Fourier cosine transform, we get


u(x,t)= or u(x,t)= )cossxds 4(1e t 2 x(l_e_ks2t)ds .fco: s 2

which is the required solution.


Example 4. If the initial temperature of an infinite bar is given by

forlxl<a 1O forIx>a determine the temperature at any instant x and at any instant t.

fOo

(x)

(M.D.U. 2006) nal heatone-dimensio the to solve have we t), Sol. To determine the temperature 9(x, flow equation

ai=c ;i t>0
subject to the initial condition

ae

e 2 a

f9 forlxl<a
for Ix I>a

.(2)

94
Taking Fourier transform of (1), we get
=2

A TEXTBOOK OF ENGINEERING MATHEMATICS

eisx

or or

) (s 2 cLx=c 9
=

O where C S 2

(s, t)

F[8(x, t)

(3)

Now taking the Fourier transform of (2), we get

0(s,O)=

0(x,O)edx=j

eoedx=0oI--
[is

re1
a

200

e_1 [ is J sinsa

e&a

= s

2i (4)

From (3),

t c d s 2
=

Integrating log

t log A s 2 c
when t
=

or

t 8 2 Ae

Smce

28 sin sa
=

0, from (4), we get A

20 sin sa
=

0=

in8a 2O s 0
S

e9t
26 sin as
8 2 e

Taking its inverse Fourier transform, we get 0(x, t)


=

e ds
z sin xs) ds
sin as

00

sin as
S

7tJ

t s 2 e -c (cos xs t 8 2 c

00 00

1cLJ-.

r r sin as .e
s

r cosxsdsi i
cosxsds

sin
S

as .e

J.

.e

t _c2 Z 9

sinxsds

t c s 2

7tJ

(The second integral vanishes since its integrand is an odd function)


=

Jo
.9-

sirtas

22 cos xsds = 80 e_C


+
x)s

t 2 e_8
.

2 sin as cos

xs ds

(sin (a

sin (a

x)sJ

which is the required solution.

FOURIER TRANSFORMS

95

Example 5. Use the method ofFourier transform to determine the displacement y(x, t) of an infinite string, given that the string is initially at rest and that the initial displacement is f(x), (_oo <X < Sol. The equation for the vibration of the string is
00).

2_

2 t

ay 2

subject to the initial conditions (ay = 0 and y(x, 0) Taking Fourier transform of (1), we get
=

fix)

) 2 C 2 c

where

F[y(x, t)]

or

_+c2s25i=O

Its solution is i = A cos cst + B sin cst where A, B are constants. Now taking Fourier transform of (2), we get
=
-

and

7 =

F(s) when t
=

Putting t Also

0, 57

F(s) in (3), we get A


-

F(s) csB
COB

esA sin cst

cst

Puttingt=0,

=O,weget B=O

37 = F(s) cos cst Taking inverse Fourier transform, we get

y(x, t)

if
:j

F(s) cos cst


+

e8X

dx
]eu8xdx

iC8t 1 =_$F(S)[e

iC8t

2
=

s:

[F(s)
Ct) +
fix

Ct)

1 8 + ct) t dx F(s) e_

= -[fx

ct)]

Example 6. Use the complex form of Fourier transform to show that 1 f(u)e u= 2iis the solution of the boundary value problem
(x

[..
=

f(x)

F(s)e dx]

u)2

4t

du

au
at
=

u 2 a
j,

00

<X <

00,

ax

>0;

f(x) when t

0.

96

A TEXTBOOK OF ENGINEERING MATHEMATICS

Sol. Given

2 au = a
at a

Initial condition is u(x, 0) = Taking Fourier transform of both sides of (1)

fix)

dx
=

f
[ei

dx

x ue i 1

isei3x

dx

=O_is$e.--dx

[. .
ise u

-40asx-4oo]

is[{e1. u}

dx]

_is[o_isf
ueuX

ue

dx]

u-_,Oasx_,col

$:1sx

dx=i282J

dii
U

2
U

--=s 2 dt
U

Integrating

log

t + 2 8

log

= ce

Putting

t=O, ii(8,0)=c

c= ii(s,0)=fu(x,0)edx

f(x) edx

[from (2)]

From (3),

11=
= e_8 t 2

f(x)

edx
[by changing the variable x to

Jft)ezSudU

is)

FOURIER TRANSFORMS

97

Taking its inverse Fourier transform, we get


u(x,

t)

f[e_22tff(u)edu]e_i8ds

s: s: s:e82tfuei L [s
Je_22tf(u)et

duds ds du ds] du

f(u)

2 e

(u-x

Jf(u)

t8+L9

2 r

. x 1 u

ds du

._f
2n
-

i(xu) 2 (xu) +2s.----+

(xu) 2 i
-

f(u)[fe[

2 4t

2 4t

]du

=_ffcu $etLJ

2 xrs]

(x

2 u)

ds du

= J:)[J_.
=

2 (x!4)

cs]u

(xu)2

[s:

et[52

cis] du

Put%Js+i-J=Y)then%Jiczs=cLY or

u(x, t)

Lfcu)
f(u) e
-

2 (xu)

[s:
du.

2 e

du

2 (xu)

4t

q du
4t

fe

dy
=

1 f(u)e 2fi

98

A TEXTBOOK OF ENGINEERING MATHEMATICS

Example 7. Using suitable transforms, solve the differential equation i- =

v av 2 a
ax
,

at

it,

0 where V (0, t)
=

V(ir, t) and V(x, 0) 0 x


it,

0 constant. V

Sol. Given

Boundary conditions are Initial condition is Since the interval 0 x Fourier sine transform.

V(0, t) = 0 = V(it, t)
it

.(2) 0 V(x, 0) = V is finite and V(O, t) and V(it, t) are given, we use finite
..

Let y 8 (n, t) denote finite Fourier sine transform of V(x, t), then
n,t) = rV(x,t)sin(!dx=iV(x,t)sinnxdx V ( 8

Taking finite Fourier sine transform of both sides of (1), we have


.o

rav I smnxdx= I sinnxdx o a at


. .

=.

av1 dr i Vsmnxdx=jsinnx.j 0 axj dto L

r.

JO

?cosnx.dx
ax

av

=0n I cosnx.dx

av

=_n[{c.v}s:-nsin.v]
nIOnlVsinnxdxl Jo J L
Vsinnxdx=_n2$ Vsinnxdx J dt
0 0 2

[: VOatx0andic]

Integrating,

3 log V

t + log C 2 n
...(3)

FOURIER TRANSFORMS

99

Putting t = 0 in (3), 5 (n, 0) c= V


=

=r
=

V(x, 0) sin nx dx

0 V

sin nx dx

[from (2)]

From (3),

9 (n, t) = V

t 2 [1 (_1)Th] e

Taking its inverse finite Fourier sine transform, we get


n,t)sinnx V ( V(x,t)=. 9

2 Y[1_(_1yz]e_12tsinnx

=
n 1,3,5,...

! (2)

e 2 e_h1

[...
or V(x, t) = 0 4V

1(1Y=Oforn=2,4,6,...]

sin nx

n =1,3,5,...

which is the required solution. Example 8. Using finite Fourier transform, find the solutioz of the wave equation

a 2 2 at

a __! subject to the conditions: 2

2 a

2 ax

u(O,t)=uOt,t)=O,t>O

u(x,O)=3sinx+4sin4x and

u(x,O)=OforO<x<ic.

Sol. Given -=a


and

2 au

U 2 a
,

0xir,t>0

u(0,t)=u(n,t)=O,t>0 x +4 sin 4x}f 0 <x


<

100

A TEXTBOOK OF ENGINEERING MATHE

Taking finite Fourier sine transform of both sides of (1), we have


2 7 1 j j tj

Jo

2 at

smnxdx=a2fsinnxdx Jo ax
=

V
I n cos nx

r i u sin nx dx
2 d
dt

2 I sin nx a

ri

au1
.

au
.

VV
dx
V

0 axJ

Jo

ax

=a

r 0ni 2
L

au cosnxdx

ax

n [{co 2 a

sin nx.u dx]

n 2 a
n 2 a

[onf:u

nxdx]

u(0, t)= u(n, t)

0]

Jo

I u sin nx dx

11 2 d 22 j--+an 0 9 u dt

where A.E. is D 2
+

8 = 8

(n, t)
=

f:u(x, t) sin ()dX =

u (x, t) sin nx dx

n 2 a

= =

ian
+

cos ant
=

2 sin ant c

Put t

0 in (3),

14(n, 0)

ci=1ls(n,o)=f u(x, 0) sin nx dx [from(2)]

=J:(3sinx+4ssinnxdx
.7t

=3 I sinnxsinxdx-t-4 I sin nx sin 4x dx Jo Jo


=

p1

$ 2 0 sj
3

xsinxdx 2 f2 sin nx sin 4x dx


tlt

A7t

2o

[cos (n

1) x

cos (n

1) xj dx

Jo [cos(n 4) x

cos (n

4) x] dx

FOURIER TRANSFORMS

101

(n4)xi (ni)x1+ sin(n_4)x_sin 2 _rsincn_i_sin r


2L ni

n+i

n4

n+4

=Oexceptforn= iandn=4

For n

1,

= 115

(n, 0)

f u(x,
dx
+

0) sin x dx

rt

Jo 3

I (3sinx+4sin4x)sinxdx

I Jo

2x sin

I JO
+

.1t

2 sin 4x sin xdx 2 (cos 3x cos 5x) dx 3 2

1
ix

cos 2x t 2xT
2 I Jo

dx

ar
2L
Jo

+2i

rsin 3x
L
3

Bin 5x9

I Jo

= it

11 0)= n, 5 = 1 c Forn=4, (

u(x,0)sin4xdx (3sinx4sin4x)sin4xdx

=$ f
=

3t

2o

2sin4xsinxcLx+4f
o

4xdx 2 sin
1
COB

(cos 3x

cos 5x)dx

8x

dx

rjn 3x
3

sn 5x1

2L
1 = C

+2ix

sn 8x1

Jo

=it

Jo

1 2 12it

I3it for n= 1 I
for n=4
+

Again from (3), Putting t


=

an sin ant

2 an cos ant c

0,
=

=0

[. .
1 c
=

whent=0,=0

-=0fort=0]

n Oc a 2

=0 2 c
=

(3) reduces to lZ
3it where 1 c
=
--

cos ant

.(4)
=

for n

and

2it for n

102

A TEXTBOOK OF ENGINEERING MATHEMJQJ:

Taking inverse finite Fourier sine transform of (4), we have


u(x, t)
=

!
3n

(n, t) sin

1 c

cos ant sin nx

2 --cosatsinx+2itcos4atsin4x
it

(for n = 1)

(for n

4)

or u(x,t)=3cosatsinx+4cos4atsin4x which is the required solution. Example 9. Using finite Fourier transform, solve
O<x<6,t>O (a)u(O,t)=u(6,t)=O, O<x<6. (b)u(x,O)=x(6x), Sol Since the boundary conditions are u (0, t) cosine transform.
_! =

a a 2 at ax 2

__

subject to the conditions:

u, (6, 0)

0, we take finite Fourier

Let

(n, t) denote finite Fourier cosine transform of u(x, t), then


= f6

(n, t)

u(x, t) cos (Jdx

[ L

61

Taking finite Fourier cosine transform of both sides of the given equation

at

we get

i cosdx= i cosdx Joat 6 6 Joax


=

6 Ou r

nitx

u 2 a

rntx

dt Jo

nitx d 6 r I u coB dx
6

r
[

cos

nicx aul 6 I 6 0 axJ


.

Jo

t 6 i

nit sin
.

nir
.

dx

au
ax

=0+

sin J 6
o

.-dxR ax L

=0 at x=0 and x=6

ax

nitEl. ism-.u

6[1 6L

Jo

i cos--.udx 6 Jo6

nxx 6 nnc nitr 10i ucosdx


6.o 6

nirx d r 6 dx I u cos dtJo 6 dii dt du

it C 2 n 6 dx I u cos 6 36 Jo it 2 n 36
it 2 n

dt

FOURIER TRANSFORMS

103

Integrating,
lt fl t 2

tlogA

86 ii=Ae

Puttingt=O, iZ(n,o)=A A= (n, 0)

finite Fourier cosine transform of u (x, 0)

=ru(x,o) CoB !&c=Jx(6_x) cos


flitX = flitX

C08

Sm

flitX

. (6xx ) 2

6._(6_) (niti

+(2).
(nit

6
16\2 162

=6.II cosnit6.I
knit)
216
2 2 nit

(1+cosnic)
(1
+

From (1),

U,

216

cos nit) e

To find inverse finite Fourier cosine transform, we need V (0, t). Now ii(0, 0) is cosine transform of u(x, 0) for n = 0. u(Q,0)= ru(x, 0)cos(0)xdx

=1
u (x, t)
=

3 16 2 x F 6x 36 x(6_x)dx=[-j__ = 0 j 1

From(1)and(2),putting n=0, ii (0,t)=A= i(0,0)=36 Taking inverse finite Fourier cosine transform of (3), we have
1 j ii (0, t) 1 2
+

2_ U j
n1

(ii,

t) cos
22

216

nirx
[.. L61

or

u(x, t)

6 -i

72

cos nit
2

----

cos

nlrx

which is the required solution.

104
-

A TEXTBOOK OF ENGINEERING MATHEMATICS

EXERCISE 2.4

1.

Solve the partial differential equation

at

&2

subject to the following conditions: (a) u(0, t) = 0, t > 0


(c) a and

(b) u(x, 0)

e, x> 0 (M.D. U. Dec. 2005, Dec. 2006)

ax -.0 as x au
--

Do

2.

Solve the equation


(a)j1

u 2 a
=
-,

>

0, t

>

0 where u(x, t) satisfies the conditions: Ix, (b)u(x,0)= , 10 0x1 x>1

(au

=0,t>0

3.

(c) I u (x, t) I <M. The initial temperature along the length of an infinite bar is given by
f2, IxI<1 Ix I> 1

If the temperature u(x, t) satisfies the equation 4. 5.

au
=

u 2 a
,

00

<x

<Do,

>

0, find the temperature

at any point of the bar at any time t. (M.D. U. Dec. 2005) Determine the distribution of temperature in the semi-infinite medium x 0, when the end x = 0 is maintained at zero temperature and the initial distribution of temperature is fix). (a) If the flow of heat is linear so that the variation of 0 (temperature) with z and y may be neglected and if it is assumed that no heat is generated in the medium, then solve the differ ential equation

ae at

o 2 a
2

by using Fourier transform, where < X < o and 0 = fix) when t = 0, fix) being a function of x. (b) If the initial temperature of an infinite bar is given by
00

lL(x, 0)

Ji, forc<x<c 10, otherwise

determine the temperature of the infinite bar at any point x and at any time t> 0. (U.P.T.U. 2005) 6. Solve the equation

au
--

2 a

<

< i,

t> 0 subject to the conditions (b)u(0,t)=u(x,t)0,t>.O

(a)u(x,0)=l,O<x<ic using appropriate Fourier transform.

7.

Use finite Fo rier transform to solve 9

--

2 a

given that

FOURIER TRANSFORMS 8. Use finite Fourier transform to solve ;=k.,0<x<4,t>O subject to the conditions (a)u(x,0)=2x, O<x<4 9. Solve

105

au

(Rajaathan 2006)

(b)u(0,t)=u(4,t)=O,t>0.

-i-p-, 0< x <6, t> 0 subject to the conditions


=

au

u 2 a

(a) u(O, t)

u(6, t) =0, t> 0


u 2 a

(b) u(x, 0)

4 i (0,

0< x <3 3<x<6

10.

Solve -=4---, given (a)u(0,t)=u(it,t)=0 fort>0 (c)u(x,0)=O for0<x<n. 0 <x <6, t>0 subject to conditions 1 1 (b)u(x,0)= j sinx+j ain4x

u 2 a

11. 12.

Solve

au

u 2

u(0, t)x u(6, t)= 0, u(x, O)= 2x.

Solve by using finite Fourier transform

u 2 a u 2 a =9,0 x2

at

ax

subject to the conditions: u(0, t)= u(2, t)= 0, u(x, 0)=x(2x) and u(x, 0)= 0.

Answers
1. 2. u(x,t)= u(x, t)

--J
Ii

1+s
8

1)e_B2

sxds

3 4. 5.

u(x, t)

!f_e_52t

(sin (1+x)s+sin (1_x)8)

u(x, t) = (a) 0 (x, t) (b) i(x, t) 2

J 1,
=

(8)

22 e

sin sx

ds wherej

(s) =

F, [fix)]

t 2 Jf(s) e_h1S

ax

where f(s) = Fflx)] ds 4

J
1
fl

sin

2 cse

e If

[sin (c + x)s

sin(c

x)s]ds

6.

u(x,

t) =

COS flit
e

1 it

sin

nx

or

It n..1,3,5

! et am nx

106
(1Yf1et.
a1

A TE)CBOOK OF ENGINEERING MATHEMATICS


iit 2 kn
e

7.

u(x,t)=4

8. u(x, t) =

1!
it

1Y

16

9.

nx\ u(x,t) ilcosle 2!1( it ni 2)


n-i

sm 6

10.
12. 16 u(x,t)= T
ii=1

24 (-lY-1 e 2
ji=1

t 1 2 n

1 cos nit

3nitt nitx sin5 cos .

2.14. FOURIER TRANSFORM OF AN INTEGRAL


Theorem. Let fit) be piecewise continuous on every interval [ 1,1] and

If(t) Idt

converge. Let F[fit))

F(s) and F(s) satisfies F(0)

0. Then

F[r f(T)dT]=-F(8)

215. FOURIER TRANSFORM OF DIRAC-DELTA FUNCTION

Dirac-delta function (or unit impulse function) 6(t


6(t a) = Jim
1
k,O k(t 8

a)

is defined as

a) where
1(t)

0, fort.<a

k(ta)= ,forat<a-,-k 8 0,forta+k


F(8(t_afl=J

8(ta)edt
Pakl
a

Ilk

=limI

edt
k

a+k

=limI
k+OkLi8
e04_e (ei

11

isk
=

kO

isk

e x 1

e
x-,O X

=e

=1

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