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DHARMAPURI

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TRB MATHEMATICS

Fourier series and Fourier Integrals

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CLASS - III

The Laplace transforms

t
If a function f(t) is defined for all positive values of the variable t and if

Ne
∞
0
𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡 exists .It is equal to F(s) , then F(s) is called Laplace transform of f(t)
and denoted by L{f(t)}
∞ −𝑠𝑡
L{f(t)}= 0
𝑒 𝑓 𝑡 𝑑𝑡 = F(s)
1
1. L(𝑒 −𝑠𝑡 ) =

ai.
𝑠+𝑎
𝑎𝑡 1
2. L(𝑒 ) =
𝑠−𝑎
𝑠
3. L(coshat)=
𝑠 2 −𝑎 2
𝑎
4. L(sinhat)=
𝑠 2 −𝑎 2

5. L(cosat)=
6. L(sinat)=
7. L(𝑡 𝑛 ) =
0

0
sal
∞ −𝑠𝑡
𝑒 𝑐𝑜𝑠𝑎𝑡𝑑𝑡 = 2 2
∞ −𝑠𝑡
𝑒
𝑛 +1 !
𝑠 𝑛 +1
𝑠𝑖𝑛𝑎𝑡𝑑𝑡 =
𝑠
𝑠 +𝑎
𝑎
𝑠 +𝑎 2
2
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Complex form of the Fourier integral Formula
If F(x)is pointwise continuously differentiable in (-𝜋, 𝜋) then f(x) has the complex
Fourier series expansion,
∞ −𝑖𝑛𝑥
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f(x) = 𝑛=1 𝐶𝑛 𝑒 Where the coefficients 𝐶𝑛 are given by

1 𝜋
𝐶𝑛 = −𝜋
𝑓(𝑥) 𝑒 −𝑖𝑛𝑥
2𝜋

Fourier integral theorem

If f(x) is piece wise continuously differentiable and Integrable in the entire line (x
w

axis),then,
∞1 ∞
f(x) = 𝑓(𝑡)𝑒 𝑖 𝑡−𝑥 𝑠
𝑑𝑡𝑑𝑠
2𝜋 −∞ −∞
ww

This is the complex form of Fourier integral

∞ ∞ 1 1
f(x) = −∞ −∞ 2𝜋
{ 𝑓 𝑡 𝑒 𝑖𝑡𝑠 𝑑𝑡}𝑒 −𝑖𝑥𝑠 𝑑𝑠
2𝜋

∞ 1
f(x) = −∞ 2𝜋
𝐹(𝑠)𝑒 −𝑖𝑥𝑠 𝑑 𝑠
∞ 1
Where, F(s) == −∞ 2𝜋
𝑓(𝑡)𝑒 𝑖𝑠𝑡 𝑑t

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1 ∞
f(x) = 𝐹(𝑠)𝑒 −𝑖𝑥𝑠 𝑑 𝑠

t
2𝜋 −∞
1 ∞
F(s) == 𝑓(𝑡)𝑒 𝑖𝑠𝑡 𝑑t is called the Fourier transform of f(x)

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2𝜋 −∞

Note :
1. F(s) is a complex function if f(t) is real function

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2. F(s) is a real function if f(t) is real even function

3. F(s) is a purely imaginary if f(t) is real odd function

4. If F{f(x)} = F(s) ,then, f(x) = 𝐹 −1 {𝐹 𝑠 }. 𝐹 −1 denotes the inverse of F

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Properties of Fourier transform
 F{af(x)+bf(x)} = aF{f(x)}+bf{f(x)}
 F{f(x-a)} = 𝑒 𝑖𝑎𝑠 𝐹(𝑠)
 F{𝑒 𝑖𝑎𝑥 f(x)} = F(s+a) where F(s) = F[f(x)]
da
1 𝑠
 F{f(ax)] = 𝐹( ) ,a ≠ 0
𝑎 𝑎

 F{f(-x)} =F(-s)
𝑛
𝑛 𝑑
 F{𝑥 𝑛 𝑓(𝑥)} = −1 𝐹[𝑓(𝑥)]
𝑑𝑥 𝑛
.Pa

𝑑𝑛
 F{ 𝑓(𝑥)} = −𝑖𝑠 𝑛 𝐹(𝑠)
𝑑𝑥 𝑛

 F{F(x)} = f(-s)
 F{F(-x)} = f(s)
 F{𝑓 𝑥 ,}=𝐹 −𝑠 where 𝑓 𝑥 𝑠𝑡𝑎𝑛𝑑𝑠 𝑓𝑜𝑟 𝑡𝑕𝑒 𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑐𝑜𝑛𝑗𝑢𝑔𝑎𝑡𝑒 𝑜𝑓 𝑓(𝑥)
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 F{𝑓 −𝑥 , }= 𝐹 𝑠
Fourier cosine Transform
If f(x) is an even function, it is denoted by 𝑓+ (𝑥)
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The Fourier cosine transform of f(x) is defined as the Fourier transformation of 𝑓+ (𝑥)
and is denited by 𝐹𝑐 (𝑠) [real part of F{𝑓+ (𝑥)} ]
1 ∞
𝐹𝑐 (𝑠) = F[𝑓+ (𝑥)] = −∞
𝑓+ (𝑥) 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋

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2 ∞
𝐹𝑐 (𝑠) = 0
𝑓(𝑥) cos⁡
(𝑠𝑥)𝑑𝑥
𝜋
2 ∞

t
f(x) = 𝐹 (𝑠) cos⁡
(𝑠𝑥)𝑑𝑠 are Fourier cosine transform pair.
𝜋 0 𝑐

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Fourier sine Transform
If f(x) is an odd function, it is denoted by 𝑓− (𝑥)
The Fourier sine transform of f(x) is defined as the Fourier transformation of 𝑓− (𝑥)
and is denited by 𝐹𝑠 𝑠 [ Imaginary part of F{𝑓− (𝑥)} ]
1 ∞
𝐹𝑠 (𝑠) = F[𝑓+ (𝑥)] = 𝑓 (𝑥) 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋 −∞ −

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2 ∞
𝐹𝑠 (𝑠) = 𝑓(𝑥) sin⁡
(𝑠𝑥)𝑑𝑥
𝜋 0
2 ∞
f(x) = 0
𝐹𝑠 (𝑠) sin⁡
(𝑠𝑥)𝑑𝑠 are Fourier sine transform pair.
𝜋

sal
Properties of 𝑭𝒄 (𝒔) and 𝑭𝒔 (𝒔)
1. (a) 𝐹𝑐 𝑎𝑓 𝑥 + 𝑏𝑓 𝑥 = a𝐹𝑐 {𝑓 𝑥 } +b𝐹𝑐 {𝑓 𝑥 }
(b) 𝐹𝑠 𝑎𝑓 𝑥 + 𝑏𝑓 𝑥 = a𝐹𝑠 {𝑓 𝑥 } +b𝐹𝑠 {𝑓 𝑥 }

1
2. 𝐹𝑐 𝑓 𝑥 cos 𝑎𝑥 = [𝐹𝑐 (𝑠 + 𝑎) +𝐹𝑐 (𝑠 − 𝑎) ]
da
2

1
3. 𝐹𝑐 𝑓 𝑥 sin 𝑎𝑥 = [𝐹𝑠 (𝑠 + 𝑎) +𝐹𝑠 (𝑎 − 𝑠) ]
2

1
𝐹𝑐 𝑓 𝑥 cos 𝑎𝑥 = [𝐹𝑠 (𝑠 + 𝑎) -𝐹𝑠 (𝑠 + 𝑎) ]
.Pa

2
1
𝐹𝑠 𝑓 𝑥 sin 𝑎𝑥 = [𝐹𝑐 (𝑠 − 𝑎) -𝐹𝑐 (𝑠 + 𝑎) ]
2
1 𝑠
1. 𝐹𝑐 {𝑓 𝑎𝑥 } = 𝐹𝑐 ( )
𝑎 𝑎
1 𝑠
2. 𝐹𝑠 {𝑓 𝑎𝑥 } = 𝐹𝑠 ( )
𝑎 𝑎
w

2
3. 𝐹𝑐 {𝑓 1 (𝑥)} = - f(0) +s𝐹𝑠 (𝑠) if f(x) → 0 as x → 0
𝜋

4. 𝐹𝑠 {𝑓 1 (𝑥)} = -s𝐹𝑐 (𝑠)

ww

2
5. 𝐹𝑐 {𝑓 11 (𝑥)} = - 𝑓 1 (0) - 𝑠 2 𝐹𝑐 (𝑠)
𝜋

2
6. 𝐹𝑠 {𝑓 11 (𝑥)} = 𝑠𝑓 0 - 𝑠 2 𝐹𝑠 (𝑠)
𝜋

7. 𝐹𝑠 {𝐹𝑠 𝑥 } = f(x)
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Parseval’s identity

t
∞ ∞ ∞
0
𝐹𝑐 (𝑠) 2 𝑑𝑠 = 0
𝐹𝑠 (𝑠) 2 𝑑𝑠 = 0
𝑓(𝑥) 2 𝑑𝑠

Ne
Example
1. Find 𝐹𝑐 𝑒 −𝑎𝑥 and 𝐹𝑐 𝑒 −𝑎𝑥
2 ∞ −𝑎𝑥
𝐹𝑐 𝑒 −𝑎𝑥 = 𝑒 cos⁡
(𝑠𝑥)𝑑𝑥
𝜋 0
2

ai.
= 𝐿{cos 𝑠𝑥 }
𝜋
2 𝑎
=
𝜋 𝑠 2 +𝑎 2

2 ∞
𝐹𝑠 𝑒 −𝑎𝑥

=
2
𝜋
2
𝜋
𝐿{sin 𝑠𝑥 }
𝑠
𝑠 2 +𝑎 2
=
𝜋 0

sal 𝑒 −𝑎𝑥 sin⁡

(𝑠𝑥)𝑑𝑥
da
𝑑𝐹𝑠 𝑑𝐹𝑐
2. Prove that (i) 𝐹𝑐 𝑥𝑓(𝑥) = (ii) ) 𝐹𝑠 𝑥𝑓(𝑥) = -
𝑑𝑠 𝑑𝑠
2 ∞
(i) 𝐹𝑠 (𝑥) = 𝑒 −𝑎𝑥 sin⁡
(𝑠𝑥)𝑑𝑥
𝜋 0
.Pa

𝑑[𝐹𝑠 𝑠 ] 2 ∞ 𝜕
= 0
𝑓 𝑥 sin 𝑠𝑥 𝑑𝑥
𝑑𝑠 𝜋 𝜕𝑥

2 ∞
= 0
𝑥𝑓 𝑥 cos⁡
(𝑠𝑥)𝑑𝑥
𝜋

= 𝐹𝑐 𝑥𝑓(𝑥)
w

2 ∞
𝑖𝑖 𝐹𝑐 (𝑥) = 𝑒 −𝑎𝑥 cos⁡
(𝑠𝑥)𝑑𝑥
𝜋 0
ww

𝑑[𝐹𝑐 𝑠 ] 2 ∞ 𝜕
= 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝑑𝑠 𝜋 0 𝜕𝑥

2 ∞
=− 𝑥𝑓 𝑥 sin⁡
(𝑠𝑥)𝑑𝑥
𝜋 0

= −𝐹𝑠 𝑥𝑓(𝑥)

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𝑑𝐹𝑐
𝐹𝑠 𝑥𝑓(𝑥) = -
𝑑𝑠
𝑑
3. 𝐹𝑐 𝑥𝑒 −𝑎𝑥 = 𝐹𝑠 {𝑒 −𝑎𝑥 }

t
𝑑𝑠

Ne
𝑑 2 𝑠
=
𝑑𝑠 𝜋 𝑠 2 +𝑎 2

2 𝑎 2 −𝑠 2
=
𝜋 (𝑠 2 +𝑎 2 )2

𝑑
4. 𝐹𝑠 𝑥𝑒 −𝑎𝑥 =− 𝐹𝑐 {𝑒 −𝑎𝑥 }

ai.
𝑑𝑠

2 𝑑 𝑎
= −
𝜋 𝑑𝑠 𝑠 2 +𝑎 2

2 2𝑎𝑠
=

5. 𝐹𝑐

6. 𝐹𝑐
1+𝑥 2
1

𝑥
=

=
2
𝜋
2
sal
𝑒 −𝑠

𝑒 −𝑠
𝜋 (𝑠 2 +𝑎 2 )2

1+𝑥 2 𝜋
da
1 1 1
7. 𝐹𝑐 = 𝐹𝑠 =
𝑥 𝑥 𝑠

Convolution
.Pa

The convolution of two function f(x) and g(x) is difined by

1 ∞
𝑓 𝑡 𝑔 𝑥 − 𝑡 𝑑𝑡 and it is denoted by f*g
2𝜋 −∞

Convolution theorem
F(f*g) = F(s)G(s) where F(s) and G(s) are the Fourier transform of f(x) and g(x)
respectively.
w

Identities
∞ ∞
(i) 0 𝑐
𝐹 𝑠 𝐺𝑐 𝑠 𝑑𝑥 = 0
𝑓 𝑥 𝑔 𝑥 𝑑𝑥
∞ ∞
ww

(ii) 0 𝑠
𝐹 𝑠 𝐺𝑠 𝑠 𝑑𝑥 = 0 𝑓 𝑥 𝑔 𝑥 𝑑𝑥
1 ∞ 1 ∞
(iii) 𝑓 𝑥 ∗𝑔 𝑥 = 𝑓 𝑡 𝑔 𝑥 − 𝑡 𝑑𝑡 = 𝑔 𝑡 𝑓 𝑥 − 𝑡 𝑑𝑡
2𝜋 −∞ 2𝜋 −∞

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Parseval’s identity
A function f(x) and its Fourier transform F(s) satisfy the identity

t
Ne
∞ ∞
−∞
𝑓(𝑥) 2 𝑑𝑥 = 0
𝐹(𝑠) 2 𝑑𝑠

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-Material Available with Question papers-

ai.
CONTACT
82486 17507 , 70108 65319

sal
da
w .Pa
ww

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