MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

1 Lecture On Fourier Series

We will first recall some elementary notations from calculus course.

Definition 1.1 (Continuous function). Let f : [a, b] → R be a function. We say that f is continuous
at a point t0 ∈ [a, b], if
lim f (t) = f (t0 ).
t→t0

We say that the function f is continuous if it is continuous at every point of the domain [a, b].

Definition 1.2 (Smooth function). A function f : [a, b] → R be a function. We say that f is smooth
(or differentiable) at a point t ∈ (a, b), if
f (t + h) − f (t)
lim
h→0 h
exists and this limit of called derivative of f at that point t, it is denoted by f 0 (t). We say that f
is smooth if it is smooth at every point of the domain [a, b]. We say that the function f is infinitely
smooth if f 0 , f 00 , f (3) , · · · , f (n) , · · · exists for every n ∈ N.

The Tailors series of a infinite smooth function f is

∞
X
f (t) = cn tn ,
n=0
f (n) (0)
where cn = n!
.

Definition 1.3 (Periodic function). A function f : R → R is said to be periodic with period P , if

f (t + p) = f (t), for all t ∈ R.

Example 1.4. sin t, cos t etc.

Definition 1.5 (Piece wise continuous). A function f : R → R is said is said to be piece wise
continuous, if for every finite interval [a, b] of R there exists a finite set S ⊂ [a, b], such that f is
continuous on [a, b] except S.

Definition 1.6 (Piece wise smooth). A function f : R → R is said is said to be piece wise smooth,
if f and f 0 is piece wise continuous

Definition 1.7 (FOURIER SERIES REPRESENTATION). Let f : R → R be a periodic function

with period 2P . The Fourier Series representation of f , is
∞ h
1 X nπt nπt i
f (t) = a0 + an cos + bn sin (1)
2 n=1
P P

where Z P
1 nπt
an = f (t) cos dt, n = 0, 1, 2, · · ·
P −P P
Z P
1 nπt
bn = f (t) sin dt, n = 1, 2, · · · .
P −P P

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 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

Z P
Let L2 := {f : [−P, P ] → R : |f (x)|2 dx < ∞}. Define h·, ·i : V × V → R by
−P
Z P
hf, gi = f (x)g(x)dx.
−P

This is not an inner product space. This satisfies all the properties of the inner product except
the property that “if hf, f i = 0, then f = 0.”
Let us see all such function that satisfies the above property. It is clear that if f (x) = 0 expect
finitely many points then hf, f i = 0. To make this as an inner product space we want the condition
that a function is ”zero function” if it satisfies the above property, that is hf, f i = 0, then f = 0.
Hence we put the condition that if f (x) = 0 expect finitely many points, then f = 0.
Equivalently, to make the space L2 as an inner product space, we assume that another condition
on the space that “two functions f and g in L2 are equal if {x ∈ [−P, P ] : f (x) 6= g(x)} is a
finite set”. This space is called L2 space or square integrable function space and the elements of
the space are called square integrable functions Z P
As for any f ∈ L2 , by definition kf k = hf, f i = |f (x)|2 dx.
−P
Also we knew that from Riemann integration that, a function is Riemann integrable in its inte-
gration is finite if it has finitely many discontinuous points can not oscillates infinitely many times, is
it so we can find Riemann integral of the function). Hence the elements of L2 satisfying the following
conditions:

Definition 1.8 (Dirichlet’s conditions). A function f : R → R is said to satisfy the Dirichlet’s

conditions, if

1. f has finitely many discontinuous points and

2. f has finitely man maximums and minimums (that is f can not oscillates infinitely many times,
is it so we can find Riemann integral of the function).

Fact 1.9. Let L2 be the inner product space defined as above. The set {sin nπt
P
, cos nπt
P
: n ∈ N} is an
orthogonal subset of L2 .

Proof. For i 6= j ∈ N,
Z P
nπt nπt iπt jπt
hsin , sin i = sin · sin
P P −P P P
P
(i − j)πt i
Z h (i + j)πt
= 2 sin + 2 sin = 0.
−P P P

without proof we assume the following result.

Fact 1.10. Let L2 be the inner product space defined as above. The set
1 1 nπt 1 nπt
B = { √ , √ sin , √ cos : n ∈ N}
P P P P P
is an orthronarmal basis of L2 .

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Now using the orthonarmal basis property on every element of V , we get, for every f ∈ L2 ,
∞
1 X 1 nπt X 1 nπt
f (t) = α0 √ + αn √ sin + ∞βn √ cos ,
P n=1 P P n=1 P P
where

1. α0 = hf, √1P i.

2. αn = hf, √1P sin nπt

P
i.

3. βn = hf, √1P cos nπt

P
i.

After finding the values of α0 , αn and βn for all n, we get the Fourier series representation of f ,
∞ h
1 X nπt nπt i
f (t) = a0 + an cos + bn sin
2 n=1
P P

where Z P
1 nπt
an = f (t) cos dt, n = 0, 1, 2, · · ·
P −P P
Z P
1 nπt
bn = f (t) sin dt, n = 1, 2, · · · .
P −P P
Hence this is the Fourier series representation of the function f (if it exists).
For complex case, we know that
eix + e−ix eix − e−ix
cos x = and sin x = (2)
2 2i
Hence
nπt nπt an  inπt −inπt  bn  inπt −inπt 
an cos + bn sin = e P +e P + e P −e P
P P 2 2i
inπt  an bn  −inπt  an bn  inπt −inπt
= e P + +e P − = en e P + dn e P ,
2 2i 2 2i
an bn an bn
Where en = 2
+ 2i
and dn = 2
− 2i
. By replacing the above, the Fourier series representation, we
get

∞ h
1 X nπt nπt i
f (t) = a0 + an cos + bn sin
2 n=1
P P
∞
1 X h inπt −inπt
i
= a0 + en e P + dn e P
2 n=1
∞ ∞
1 X inπt
X −inπt
= a0 + en e P + dn e P
2 n=1 n=1
∞ −1
1 0 X inπt
X inπt
= a0 e + en e P + dn e P
2 n=1 n=∞
∞
inπt
X
= cn e P ,
n=−∞

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This is also know of (exponentiation form of )Fourier series representation of a function f , if it

exists.

Definition 1.11 (FOURIER SERIES REPRESENTATION). Let f : R → R be a periodic function

with period 2P . The Fourier Series representation (exponential form of f ), is
∞
inπt
X
f (t) = cn e P (3)
n=−∞

where 
an bn
 dn =
 2
− 2i
if nleq1 ,
1
Cn := a
2 0
if n = 0,
 an bn
en = + if n ≥ 1.

2 2i

The sine (respectively cosine) part in the above representation is called Fourier sine (respectively
Fourier cosine) representation of the function f .

Definition 1.12 (FOURIER SERIES SINE REPRESENTATION). Let f : R → R be a periodic

function with period 2P . The Fourier Series Sine representation of f , is
∞
1 X nπt
f (t) = a0 + bn sin (4)
2 n=1
P

where Z P
1 nπt
bn = f (t) sin dt, n = 1, 2, · · · .
P −P P
Definition 1.13 (FOURIER SERIES COSINE REPRESENTATION). Let f : R → R be a periodic
function with period 2P . The Fourier Series Cosine representation of f , is
∞
1 X nπt
f (t) = a0 + an cos (5)
2 n=1
P

where Z P
1 nπt
an = f (t) cos dt, n = 0, 1, 2, · · · .
P −P P
Example 1.14. Find the Fourier series expression of the function f , given below, and have a period
2π, where (
0 if − π ≤ x < 0,
f (t) :=
x if 0 ≤ x < π.
∞
X 1
Using the expression find the values of 2
.
n=1
n

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 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

2 Lecture On Fourier Transform

Definition 2.1 (Dirichlet’s conditions). A function f : R → R is said to satisfy the Dirichlet’s
conditions, if

1. f has finitely many discontinuous points and

2. f has finitely man extreme points.

The Fourier series representation of a function f which satisfies the Dirichlet’s condition is
∞ h
1 X nπt nπt i
f (t) = a0 + an cos + bn sin
2 n=1
P P
Z P ∞
Xh 1 P 1 P
Z Z
1 nπt nπt nπt nπt i
= f (x)dx + f (x) cos cos dx + f (x) sin sin dx
2P −P n=1
P −P P x P −P P P
Z P ∞
1 P
Z
1 X h nπt nπx nπt nπx i
= f (x)dx + f (x)dx cos cos + sin sin dx
2P −P n=1
P −P P P P P
Z P ∞
1 P nπ(t − x)
Z
1 X
= f (t)dt + f (t) cos dx.
2P −P n=1
P −P P

This is called the Fourier integral representation of a periodic function f , with period 2P .

Definition 2.2 (Fourier integral representation). Let f be a piece wise smooth periodic function with
period 2P and it satisfies the Dirichlet’s continuous. Then the Fourier integral representation of f is
Z P ∞
1 P nπ(t − x)
Z
1 X
f (t) = f (x)dx + f (x) cos dx. (6)
2P −P P −P n=1
P

Now we aim to get a similar kind of representation for a general ( or a non-periodic) function.

Definition 2.3 (Absolute integrable function). A function f : R → R is said is said to absolutely

integrable if Z ∞
|f (x)|dx < ∞.
−∞
R∞
That is the |f (x)|dx exists and finite.
−∞
RP π
Observe that in this case, −P f (t)dt → 0, as P → ∞. Also we write P = ∆w
. So in the case of
P → ∞, we have ∆w → 0. Hence

Z π ∞
∆w ∆w X

f (t) = lim f (x) cos n∆w(t − x) dx
∆w→0 π π
− ∆w n=1
Z π ∞
1 ∆δ X

= lim f (x) cos n∆w(t − x) ∆wdx
∆w→0 π − π
∆w n=1
1 ∞ hZ ∞
Z

i
= f (x) cos w(t − x) dw dx
π −∞ 0

by using the idea of Riemann integration. This is called Fourier integral theorem.

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Theorem 2.4 (Fourier Integral Theorem). Let f : R → R be a piece wise smooth function. Suppose
f satisfies the Dirichlet’s conditions and is a absolute integrable function. Then
1 ∞ ∞
Z Z


f (t) = f (x) cos w(t − x) dxdw. (7)
π 0 −∞

Note that the interchange of the integral is possible as piece wise smooth function. By further
simplifying the above equation, we have

1 ∞ ∞
Z Z


f (t) = f (x) cos w(t − x) dxdw
π 0
Z Z−∞
1 ∞ ∞  
= f (x) cos wt cos wx − sin wt sin wx dxdw
π 0 −∞
1 ∞ h ∞ Z ∞
Z Z   i
= f (x) cos wxdx cos wtdw + f (t) sin wxdx sin wtdw
π 0 −∞ −∞

This is called Fourier integral representation of the function f .

Definition 2.5 (Fourier integral representation). Let f : R → R be a piece wise smooth function.
Suppose f satisfies the Dirichlet’s conditions and is a absolute integrable function. Then the Fourier
integral representation of f is
Z ∞h i
f (t) = A(w) cos wt + B(w) sin wt dw (8)
0

where Z ∞
1
A(w) = f (x) cos wxdx and
π −∞
Z ∞
1
B(w) = f (x) sin wxdx.
π −∞

Example 2.6. Find the Fourier integral representation of the function f , where
(
1 if |t| ≤ 1,
f (t) :=
0 otherwise .

Example 2.7. Find the Fourier integral representation of the function f (t) = e−at u(t), where a > 0
is fixed and u is the unit step function defined as
(
1 if t ≥ 0,
u(t) :=
0 otherwise .

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 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

3 Lecture On Fourier Cosine and Sine Transforms

Definition 3.1 (Even function). A function f : R → R is said to be even if f (−t) = f (t) for all
t ∈ R.

Example 3.2. cos t, t2n for n ∈ N etc.

Definition 3.3 (Odd function). A function f : R → R is said to be odd if f (−t) = f (t) for all
t ∈ R.

Example 3.4. sin t, t2n+1 for n ∈ N etc.

Let us recall the Fourier integral representation of an even function, In this case

1 ∞
Z
A(w) = f (x) cos wxdx
π −∞
Z ∞
1h 0
Z i
= f (−x) cos(−wx)d(−x) + f (x) cos wxdx by replacing −x in place of x in the first term
π ∞ 0
Z ∞ Z ∞
1h i
= − f (−x) cos(−wx)d(−x) + f (x) cos wxdx
π
Z 0 0
1h ∞
Z ∞ i
= f (x) cos(wx)dx + f (x) cos wxdx
π 0 0
2 ∞
Z
= f (x) cos wxdx.
π 0

1 ∞
Z
B(w) = f (x) sin wxdx
π −∞
Z ∞
1h 0
Z i
= f (x) sin wxdx + f (x) sin wxdx
π −∞ 0
Z ∞ Z ∞
1h i
= − f (−x) sin(−wx)d(−x) + f (x) sin wxdx
π
Z0 ∞ Z ∞ 0
1h i
= − f (x)(− sin wx)d(−x) + f (x) sin wxdx as f is even and sin is odd
π 0 0
= 0.

We replace these A(w), B(w) values, we get the Fourier cosine integral representation.

Definition 3.5 (Fourier cosine integral representation). Let f : R → R be a piece wise smooth even
function. Suppose f satisfies the Dirichlet’s conditions and is a absolute integrable function. Then
the Fourier cosine integral representation of f is
Z ∞
f (t) = A(w) cos wtdw (9)
0

where Z ∞
2
A(w) = f (x) cos wxds.
π 0

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 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

Z ∞
2
In a similar fachsion, in case of a odd function, we have A(w) = 0 and B(w) = f (x) sin wxdx
π 0
So

Definition 3.6 (Fourier sine integral representation). Let f : R → R be a piece wise smooth even
function. Suppose f satisfies the Dirichlet’s conditions and is a absolute integrable function. Then
the Fourier cosine integral representation of f is
Z ∞
f (t) = A(w) cos wtdw (10)
0

where Z ∞
2
A(w) = f (x) cos wxdx.
π 0

Remark 3.7. For a function f : [0, ∞] → R which satisfies the Dirichlet’s conditions, by extending
it to a even (or odd) function f from R to R (that is defining f : R → R by f (−t) = f (t) (or f (−t) =
−f (t)), for all t ∈ [−∞, 0]), we can think for the Fourier cosine (or sine) integral representation of
f.

We know that from the Euler formula, cos t = 21 eit + e−it . By replacing this in the above Fourier

integral theorem we have,

1 ∞ ∞
Z Z


f (t) = f (x) cos w(t − x) dxdw
π 0
Z ∞ Z−∞
∞
1 h1
iw(t−x) −iw(t−x)

i
= f (x) e +e dxdw
π 0 −∞ 2
Z ∞Z ∞ Z ∞ hZ ∞
1 iw(t−x) 1 −iwx
i
= f (x)e dxdw = e f (x)eiwx dx dw
2π −∞ −∞ 2π −∞ −∞

This is called exponential form of the Fourier integral theorem. We also can represent the above
exponential form of Fourier integral theorem as
Z ∞
1
f (t) = √ e−iwt F (w)dw
2π −∞
where Z ∞
1
F (w) = √ f (s)eiwx dx.
2π −∞
These representation are called as Fourier and inverse Fourier Transformations.

Definition 3.8 (Fourier Transformations). Let f : R → R be a piece wise smooth function. Sup-
pose f satisfies the Dirichlet’s conditions and is a absolute integrable function. Then the Fourier
Transformation of f is Z ∞
1
F{f, w} = F (w) = √ f (x)eiwx dx. (11)
2π −∞
The inverse Fourier Transformation of F (s) = F{f, s} is
Z ∞
−1 1
F {F, t} = f (t) = √ e−iwt F (w)dw. (12)
2π −∞

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Hence, if f is Zabsolute integrable, then its Fourier Transformation is a bounded function (as
∞
1
|F{f, w}| ≤ √ |f (x)|dx). In a similar fashion we have if F (w) is absolute integrable, then its
2π −∞
inverse Fourier Transformation is a bounded function. Also as the integration is linear function we
can say that the Fourier and inverse Fourier transforms are linear transformations (or operators) on
their domains (which is set of all piece wiese smooth absolutely integrable functions that satisfying
the Dirichlet’s conditions).
Z ∞
Remark 3.9. We know that the integral g(x)dx is a continuous function, if g is integrable.
−∞
Hence we have the Fourier transform of a function, if it exists, F{f, w} is continuous. So the
Fourier transform sometimes called as smoothing the function (or process).

Remark 3.10. Let t 7→ f (t) be a function from R to R. Usually the t represents the space (or time)
variable and the variable w in the Fourier transform is w ≈ ∆w = Pπ , where P is the period of the
function which frequently denoted by λ. And we know the wave length of the function is proportional
to P1 . Hence some times the Fourier transform said to takes values for the space (or time) variable
to the wave length variable.

Remark 3.11. Also in electrical engineering terminology, and angular frequency, the frequency in
cycles of per second, Pπ which is the w. We the Fourier transform said to takes values from the time
variable to the frequency variable.

Example 3.12. Let a > 0 be fixed. Find the Fourier trasnform of the function f , where
(
t if |t| ≤ a,
f (t) :=
0 otherwise .
2
Example 3.13. Find the Fourier transform of the function f (t) = te−t .

Problem 3.14. Express (

1 if 0 ≤ t ≤ π,
f (t) :=
0 otherwise .
as Fourier sine integral and hence evaluate
Z ∞
1 − cos(πt)
dt.
0 t

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 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

4 On Properties of Fourier Transforms

Let f be an even function. Then the Fourier (cosine) integral representation is
2 ∞ ∞
Z Z
f (t) = f (x) cos wxdt cos wxdx
π 0 0
r Z ∞ hr 2 Z ∞
2 i
= cos wt f (x) cos wxdx dw
π 0 π 0
This gives us the Fourier cosine transform and inverse Fourier cosine transform.

Definition 4.1 (Fourier and inverse Fourier cosine transforms). Let f : R → R be a piece wise
smooth even function. Suppose f satisfies the Dirichlet’s conditions and is a absolute integrable
function. Then the Fourier Transformation of f is
r Z ∞
2
FC {f, w} = f (x) cos wxdx. (13)
π 0
And the inverse Fourier cosine transform is defined as
r Z ∞
−1 2
FC {F, t} = F (w) cos wxdx. (14)
π 0
For the similar fashion we get the Fourier sine transform and inverse Fourier sine transforms.

Definition 4.2 (Fourier and inverse Fourier sine transforms). Let f : R → R be a piece wise smooth
odd function. Suppose f satisfies the Dirichlet’s conditions and is a absolute integrable function.
Then the Fourier Transformation of f is
r Z ∞
2
FS {f, w} = f (x) sin wxdx. (15)
π 0
And the inverse Fourier cosine transform is defined as
r Z ∞
−1 2
FS {F, t} = F (w) sin wtdw. (16)
π 0
Example 4.3. Find the sine and cosine transforms of xn e−ax , for a fixed a ∈ R.

Theorem 4.4 (Algebraic properties of Fourier Transform). Let F{f, w} and F{g, w} be the Fourier
transforms of functions f and g respective. Then

1. (linearity) F(αf + βg) = αF(f ) + βF(g) for any scalars α and β,

2. (Time Shift) F{f (t − a), s} = eiaw F{f (t), w},

3. (Frequency Shirt) F{eiat f (t), w} = F{f (t), w + a},

4. (duality) F{F(w), t} = f (−t),

1
5. (change of variable property) F{f (at), w} = |a|
F{f (t), wa },

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Proof. (1.) The theorem holds, as the integral operator is linear.

(2.) By definition, the Fourier transform of eiat f (t) at w is
Z ∞
iat 1
F{e f (t), w} = √ eiax f (x)eiwx dx
2π −∞
Z ∞
1
= √ ei(a+w)x f (x)dx
2π −∞
= F{f (t), w + a}.

(3.) By definition, the Fourier transform of eiat f (t) at w + a is

Z ∞
1
F{f (t), w + a} = √ f (x)ei(w+a)x dx
2π −∞
Z ∞
1
= √ eiax f (x)eiwx dx
2π −∞
= F{eiat f (t), w}.

(4.) By definition
Z ∞
1
F{F(w), t} = √ F(x)eiwx dx
2π −∞
−1
= F {F, −t} = f (−t)

(5.) By definition, the Fourier transform of f (at) at w is

Z ∞
1
F{f (at), w} = √ f (ax)eiwx dx
2π −∞
Z ∞
1 iws ds
= √ f (s)e a by putting ax = s
2π −∞ a
Z ∞
1h 1 w
i
= √ f (s)ei( a )s ds
a 2π −∞
1 w
= F{f (t), }
a a

Theorem 4.5 (Differential properties of Fourier transform). Let f, f 0 , f 00 , f (3) , · · · , f (n−1) be contin-
uous and f (n) is piece wise continuous. Suppose f, f 0 , · · · f (n) are absolute integrable and

lim f (i) = 0 for all i = 0, 1, 2, · · · n − 1.

|t|→∞

Then

m
1. F{f (m) , w} = − is F{f, w}, for all m = 1, 2, · · · n,

2. F{tm f (t), w} = (−i)m F (m) {f (t), w}.

h i(m)
3. F{tm f (n) (t), w} = (−i)m+n sn F{f (t), w} .

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Proof. (1.) By definition of Fourier transform.

Z ∞
0 1
F{f (t), w} = √ f 0 (x)eiwx dx
2π −∞
Z ∞
1 h iwt 
t=∞ i
= √ f (t)e  − iw f (x)eiwx dx Using integral by parts
2π t=−∞ −∞
Z ∞
1
= (−iw) √ f (x)eiwx dx As lim f (t) = 0
2π −∞ |t|→∞

= (−iw)F{f (t), w}.

Using the induction we get

m
F{f (m) , w} = − is F{f, w}, for all m = 1, 2, · · · n.
Z ∞
1
(2.) We know that F{f (t), w} = √ f (x)eiwx dx. Then taking the derivative we have
2π −∞
Z ∞
0 1
F {f (t), w} = √ ixf (x)eiwx dx
2π −∞

. Hence −iF 0 {f (t), w} = F{tf (t), w}. By induction we can have

F{tm f (t), w} = (−i)m F (m) {f (t), w}.

(3.) By combining (1) and (2), we get (3).

Problem 4.6. Find the Fourier transform of the function f (t) = e−at u(t), where a > 0 is fixed and
u is the unit step function. Also

1. using the linearity and scaling properties, derive the Fourier transform of e−a|t| .
1
2. Further the duality property, determine the Fourier transform of .
1 + t2
Problem 4.7. Use the frequency shift property to obtain the Fourier Transform of the modulated
wave g(t) = f (t) cos ω0 t where f(t) is an arbitrary signal whose Fourier Transform is F (ω).

12 4 ON PROPERTIES OF FOURIER TRANSFORMS

 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

5 Convolution and Fourier Transform

One of the applicable notation in space of all functions is convolution and this is one of the operational
properties of Fourier transform.

Definition 5.1. Let f and g be two integral functions on R. Then the convolution of f and g denoted
by f ∗ g and defined as Z ∞
1
(f ∗ g)t = √ f (s)g(t − s)ds. (17)
2π −∞

By definition of Fourier transform of f ∗ g, we have

Z ∞
1
F{f ∗ g, w} = √ (f ∗ g)(x)eiwx dx
2π −∞
Z ∞h Z ∞
1 1 i
= √ √ f (s)g(x − s)ds eiwx dx
2π −∞ 2π −∞
Z ∞Z ∞
1
= f (s)g(x − s)eiwx ds dx
2π −∞ −∞
Z ∞Z ∞
1
= f (s)g(x − s)eiwx ds dx as f, g are absolute integrable
2π −∞ −∞
Z ∞Z ∞
1
= f (s)g(y)eiw(y+s) ds dy by putting x − s = y
2π −∞ −∞
Z ∞Z ∞
1
= f (s)g(y)eiwy .eiws ds dy
2π −∞ −∞
h 1 Z ∞ i h 1 Z ∞ i
iws iwt
= √ f (s)e ds · √ g(y)e dy
2π −∞ 2π −∞
= F{f, w} · F{g, w}

By apply inverse Fourier transform of the above, we get the following

Theorem 5.2. Let f, g : R → R be two functions that have Fourier transform. Then

F {f ∗ g, w} = F{f, w} · F{g, w} (18)

and
F −1 {(F{f, w} · F{g, w}), t} = (f ∗ g)t. (19)
Z ∞
−1
Hence, at t = o, we have F {(F{f, w} · F{g, w}), 0} = (f ∗ g)(0)., which gives us F{f, w} ·
Z ∞ −∞

F{g, w}dw = f (s)g(−s)ds. As a special case, if we set g(s) = f (−s), we have by change of
−∞
variable property of Fourier transform F{g, w} = F{f, w} Hence we have
Z ∞ Z ∞
2
|F{f, w}| dw = |f (s)|2 ds.
−∞ −∞

This is called as Parseval relation.

5 CONVOLUTION AND FOURIER TRANSFORM 13

 MA 102 - LINEAR ALGEBRA, INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS

Theorem 5.3 (Parseval relation (or Energy theorem)). Let f : R → R be a function that has Fourier
transform. Then Z ∞ Z ∞
|F{f, w}|2 dw = |f (s)|2 ds.
−∞ −∞

Example 5.4. Find the Fourier transform of h(t) = f (t) · g(t), where
(
1 − t if 0 ≤ t ≤ 1,
f (t) :=
0 otherwise
(
e−t if t ≥ 0,
and g(t) :=
0 otherwise .

Problem 5.5. Use the Fourier transform techniques to solve the differential equation y 00 − y = f ,
for a given function f .
Z ∞
sin2 x
Problem 5.6. Use the energy theorem, to compute dx.
0 x2

14 5 CONVOLUTION AND FOURIER TRANSFORM