Fourier and Z-Transform
Fourier and Z-Transform
If a function F(x) defined on the interval (– ∞, ∞) is piecewise continuous in each finite partial
interval and absolutely integrable in (– ∞, ∞), then
f(p) = F{F(x)} = z
−∞
∞
F(x) . eipx dx
is defined as the Fourier transform of F(x) and is denoted by f(p). The function F(x) is called
the inverse Fourier transform of f(p).
The inverse formula for Fourier transform is given by
−∞
f(p) . e–ipx dp.
f(p) =
1
2π z−∞
∞
eipx . F(x) dx and F(x) =
1
2π z
−∞
∞
e–ipx . f(p) dp.
The infinite Fourier sine transform of the function F(x), 0 < x < ∞ is denoted by Fs {F(x)} or fs(p)
and defined by
fs(p) = z
0
∞
F(x) . sin px dx
and the function F(x) is called the inverse Fourier sine transform of Fs {F(x)}.
The inverse formula is given by
0
fs (p) . sin px dp.
The infinite Fourier cosine transform of the function F(x). 0 < x < ∞ is denoted by Fc{F(x)} or
fc(p) and defined by
fc(p) = Fc{F(x)} = z ∞
0
and the function F(x) is called inverse Fourier cosine transform of fc(p).
F(x) . cos px dx
1. z0
∞ sin mx
x
π
dx = , (m > 0)
2
2. z
0
∞ 2
e − x dx =
2
π
3. z
e +e∞ ax
0 e πx + e − πx
− ax
1 a
dx = sec , (– π < a < π)
2 2
4. z
0
∞ e ax − e − ax
e πx − e − πx
1 a
dx = tan , (– π < a < π)
2 2
5.
∞
z sin rx
−∞ ( x − b) 2 + a 2
π
dx = e − ar sin br, (r > 0).
a
INTEGRAL TRANSFORMS 139
F [c1F1(x) + c2F2(x)] = z ∞
−∞
[ c1F1 ( x) + c2 F2 ( x)] . e ipx dx
= c1 z−∞
∞
F1 ( x) . e ipx dx + c2 z
−∞
= c1 F [F1(x)] + c2F[F2(x)] = c1 f1(p) + c2 f2(p).
∞
F2 ( x) eipx dx
1 FG pIJ
F [F(ax)] =
a
f
H aK , a ≠ 0.
Proof. F[F(ax)] = z ∞
−∞
e ipx . F(ax) dx
Put ax = t
⇒ dx =
dt
a
z
F pI
=
−∞
ez ∞
F(t)
dt = 1 ∞ e i GH a JK t F(t) dt = 1 f p .
a
ip
a −∞
t
a
a a
From this property, it is evident that if the width of a function is decreased while its
FG IJ
H K
height is kept constant then its Fourier transform becomes wider and shorter. If its width is
increased, its transform becomes narrower and taller.
Remark. If fs(p) and fc(p) are Fourier sine and cosine transforms of F(x) respectively then
1 FG p IJ 1
fc
FG p IJ .
Fs [F(ax)] =
a
fs
H aK and Fc [F(ax)] =
a H aK
2.10.3. Shifting Property
If f (p) is the complex Fourier transform of F(x) then
= z∞
−∞
F(u) e ip(u + a) du = eiap
z ∞
−∞
F(u) e ipu du = eiap f(p).
1
F [F(x) cos ax] = [f(p + a) + f(p – a)]
2
140 A TEXTBOOK OF ENGINEERING MATHEMATICS
= z ∞
−∞
e ipx . F( x) .
Fe
GH
iax
+ e − iax
2
dx
I
JK
1 ∞ i ( p + a) x
2 −∞
1
=e
LM
z
. F( x) dx +
N
∞
−∞
e i( p− a) x . F( x) dx z OP
Q
= [f(p + a) + f(p – a)].
2
This result has application in radio and television where the harmonic carrier wave is
modulated by an envelope.
Note. If fs(p) and fc(p) are Fourier sine and cosine transforms of F(x) respectively then
1
(i) Fs [F(x) cos ax] = [f (p + a) + fs(p – a)]
2 s
1
(ii) Fs [F(x) sin ax] = [f (p – a) – fc(p + a)]
2 c
1
(iii) Fc [F(x) sin ax] = [f (p + a) – fs(p – a)].
2 s
2.10.5. Convolution Theorem
The convolution of two functions F(x) and G(x) over the interval (– ∞, ∞) is defined as
F∗G= z
−∞
∞
F(u) . G(x – u) du = H(x).
Statement. The Fourier transform of the convolution of F(x) and G(x) is the product of their
Fourier transform i.e.,
Proof. We have,
F{F(x) ∗ G(x)} = F
RS
T z ∞
−∞
F(u) . G ( x − u) du
UV
W
= z z ∞
−∞
RS
T −∞
∞
F(u) . G ( x − u) du e ipx dx
UV
W
= z RSTz
∞
−∞
F(u)
∞
−∞
G ( x − u) . e ipx dx du
UV
W
on changing the order
of integration
= z RSTz
∞
−∞
F(u) .
∞
−∞
UV
e ip( x − u) . G ( x − u) d( x − u) e ipu du
W
= z RSTz
∞
−∞
e ipu F(u)
∞
−∞
e ipt G (t) dt du
UV
W | where x – u = t (say)
= z ∞
−∞
e ipu F(u) du . F{G(t)}
= z ∞
−∞
e ipx . F( x) dx . F{G( x)} = F{F(x)} . F{G(x)}.
INTEGRAL TRANSFORMS 141
d
⇒ Fs [x F(x)] = – [f (p)]
dp c
(ii) fs(p) = z0
∞
F( x) . sin px dx
d
{f (p)} =
dp s z 0
∞
F( x) . x cos px dx = Fc [x F(x)]
d
⇒ Fc [x F(x)] = [f (p)]
dp s
EXAMPLES
(v) F(t) =
t, for|t|< a
.
UV
0, for|t|> a W
Sol. (i) f(p) = z−∞
∞
F( x) . e ipx dx = z b
a
e iωx . e ipx dx
L e OP
= M
i(ω + p) x b
=
e i(ω + p)b − e i(ω + p) a
.
N i(ω + p) Q a
i(ω + p)
(ii) f(p) = z ∞
−∞
F( x) . e ipx dx
= z−ε
ε 1 ipx
2ε
e dx =
1
2∈ z −ε
ε
(cos px + i sin px) dx
=
1
2ε
.2 z
0
ε
cos px dx =
1 sin px
ε p
FG
H
IJ
K
ε
0
=
sin pε
pε
.
(iii) f(p) = z ∞
−∞
F( x) e ipx dx = z−∞
∞
e–|x| eipx dx
= z0
−∞
e x e ipx dx + z 0
∞
e–x eipx dx
142 A TEXTBOOK OF ENGINEERING MATHEMATICS
L e OP
=M
(1+ ip) x 0 Le
+M
OP
− (1− ip) x ∞
=
1
+
1
=
2
.
N 1 + ip Q −∞ N − (1 − ip) Q 0
1 + ip 1 − ip 1 + p2
(iv) We have just proved that
2
F{e–|x|} =
1 + p2
using change of scale property, we get
F{e–a|x|} =
1 LM 2 OP = 2a
.
a MM 1 + FG pIJ 2
PP p2 + a 2
N H aK Q
(v) f(p) = z −∞
∞
F(t) . eipt dt = z a
−a
t eipt dt
= zL a
−a
t (cos pt + i sin pt) dt = 2i z 0
a
t sin pt dt
= 2i MSt . G −
a
MNT H p K W H p K PQ 0
0
L a 1 F sin pt I O
a
= 2i M− cos ap + G JP
MN p pH p K P
Q 0
L a
= 2i M− cos ap +
1 O
sin apP =
2i
(sin ap – ap cos ap).
N p p Q p 2 2
z z
−∞
= z 0
−∞
x eax eipx dx +
0
∞
x e–ax eipx dx = z
−∞
0
x e(a+ip)x dx +
∞
0
x e–(a–ip)x dx
R x e UV − 1 . e dx + RSx . e
z UV − 1 . e
z
( a + ip) x 0 ( a + ip) x − ( a − ip) x ∞ − ( a − ip) x
0 ∞
=S dx
|T a + ip |W a + ip
−∞
|T − (a − ip) |W
−∞ − (a − ip) 0
0
=– M
Le OP + LM e
( a + ip) x 0 OP = − 1 + 1 = 4 iap − ( a − ip) x ∞
z
−∞ 0
(ii) f(p) =
−∞
sin ax ipx
∞
x
e dx =
∞ sin ax
x
(cos px + i sin px) dx z
z RST
−∞
=2
0 z
∞ sin ax
x
cos px dx =
0
∞ sin ( a + p) x
x
+
sin (a – p) x
x
dx
UV
W ...(1)
INTEGRAL TRANSFORMS 143
Case I. If |p| < a then a + p and a – p both are positive and then (1) gives
π π
+ = π. f(p) =
2 2
Case II. If |p| > a then for positive values of p, (a + p) is positive whereas (a – p) is
negative and for negative values of p, (a + p) is negative while (a – p) is positive. Consequently,
we get
π π π π
f(p) = − or – + = 0
2 2 2 2
Hence, f(p) =
RSπ, | p|< a UV
T0, | p|> a W
(iii) f(p) = z ∞
−∞
F(x) . eipx dx = z−a
0 FG 1 + x IJ e
H aK ipx dx + z FGH
0
a
1−
IJ
x ipx
aKe dx
= z a
−a
eipx dx +
1
a z−a
0
x eipx dx –
1
a z0
a
x eipx dx ...(1)
1 LMF e I OP LMF e I OP
F e I
z z
ipx a ipx 0 a
0 e ipx ipx
e ipx
dx – 1
a
=G
H ip JK a MNGH x . ip JK
+
−a −a
−
−a
1.
ip a PQ MNGH x . ip JK 0
−
0
1.
ip
dx
PQ
F I 1 LM e F I OP − 1 LMa e F I OP
ipa − ipa − ipa 0 a
e −e 1 e ipx ipa
1 e ipx
=G
H ip JK a MNa ip+ − GH JK P a M ip
ip ip
Q N −a
−
ip
.
ip GH JK P
Q 0
1L 1 1 O
= M − 1)P
− ipa ipa
(1 − e )− (e
a Np 2
p 2
Q
2 1 2
= 2
− 2 [e–ipa + eipa] = (1 – cos ap) ; p ≠ 0
ap ap ap2
when p = 0,
f(p) = z−a
a
1 . dx +
1
a z 0
−a
x dx −
1
a z a
0
x dx | From (1)
1 x2 F I 0
1 x2 F I a
a a
= 2a +
a 2 GH JK −a
−
a 2 GH JK 0
= 2a – − = 2a – a = a
2 2
R| 2 (1 − cos ap) ; p≠0
U|
Hence, f(p) = S ap 2
V| .
|Ta; p = 0W
Example 3. Find the complex Fourier transform of dirac delta function δ(x – a).
z F I a+ h
a+ h 1 ipx 1 e ipx
= Lim
h→0 a h
e dx = Lim
h→0 h ip GH JK a
F e − 1I = e
iph F e − 1I = 1
iph
= Lim e ipa
h→0
GH iph JK ipa ∵ Lt
iph → 0
GH iph JK
Remark. For the function δ(t), F[δ(t)] = 1.
144 A TEXTBOOK OF ENGINEERING MATHEMATICS
2
Example 4. Find the Fourier transform of e − x . Hence find the Fourier transform of
2
− ax 2
(i) F(x) = e , (a > 0) (ii) F(x) = e − x /2
2 2
(iii) F(x) = e −4(x − 3) (iv) F(x) = e − x cos 2x.
−∞
e−( x
2
− ipx)
dx
z
2
p2
∞ − S|H 2 K + V|
= e T 4 W dx
−∞
z
FG ip IJ 2
Put x −
ip
=z
=e
2
− ( p / 4)
∞
e
H
− x−
2 K dx 2
−∞ ⇒ dx = dz
= e −( p
2
/ 4)
z ∞
e − z dz
2
z
−∞
∞
− x2 − ( p2 / 4 ) 2 2
⇒ F( e ) = 2e e − z dz = π e − ( p / 4)
...(1)
0
(i) By change of scale property,
−
1 FG p IJ 2
F(e − ax ) =
2 1
πe
4 H aK =
π − ( p 2 / 4 a)
e
a a
1
(ii) Comparing with the result of deduction (i), we get a =
2
2 2
Hence, F(e − x / 2 ) = 2π e − ( p / 2)
1 F pI 2
2 π − 4 GH 2 JK
2 π −( p2 / 16)
∴ F ( e −4 x ) = F { e –( 2 x ) } = e = e | By change of scale property
2 2
2 π 3ip –( p2 / 16) π [3ip− ( p2 / 16)]
Hence, F { e −4 ( x − 3) } = e e = e | By shifting property
2 2
(iv) We have, from (1),
2 2
F(e − x ) = π e − ( p / 4)
2 π 1
− ( p + 2) 2
1
− ( p − 2) 2 LM OP
∴ F( e − x cos 2x) =
2 e 4 +e 4 .
N | By Modulation theorem
Q
Example 5. Find the inverse Fourier transform of f(p) = e–|p|y.
Sol. F(x) =
1 ∞ −| p|y − ipx
2π −∞
e .e dp z
=
1
2π −∞
0
e py e − ipx dp +
LM
N
L
0
∞
z
e − py e − ipx dp
O
OP
Q z
1 MR e UV + RS e UV P
p( y − ix ) 0 − ( y + ix) p ∞
= S
2π M|T y − ix |W |T − ( y + ix) |W PQ
N −∞ 0
1 L 1 1 O y
= M +
2π N y − ix y + ix QP =
π( y + x )
. 2 2
INTEGRAL TRANSFORMS 145
F(x) =
1, |x|< a
.
UV
0, |x|> a W
Hence evaluate
(i) z
−∞
∞ sin ap cos px
p
dp (ii) z0
∞ sin p
p
dp .
Sol. f(p) = z ∞
−∞
2 sin ap
F( x) . e ipx dx = z a
−a
1 . e ipx dx = 2 z0
a
cos px dx
= ,p≠0
p
For p = 0, we find f(p) = 2a
Taking Inverse Fourier transform of f(p), we get
F(x) =
1
2π z ∞
−∞
f ( p) . e − ipx dp =
1
2π z ∞
−∞
2 sin ap − ipx
p
e dp
=
1
π z ∞
−∞
sin ap (cos px − i sin px)
p
dp
⇒
RS1,
T0,
| x| < a
| x| > a
=
1
π
UV
W z ∞
−∞
sin ap cos px
p
dp | Second integral vanishes
⇒
−∞ z
sin ap cos px
p
∞
dp =
–∞
eipx . F(x) dx = z
−1
1
eipx (1 – x2) dx
=
z1
−1
cos px (1 – x2) dx + i
z 1
−1
sin px (1 – x2) dx
=2 z 1
0
cos px (1 − x 2 ) dx | Using property of Definite Integral
146 A TEXTBOOK OF ENGINEERING MATHEMATICS
LMR O
=2
N
2
Q
1
0
z
SMT(1 − x ) sinppx UVW − (− 2 x) . sinppx dxPP = 4p x sin px dx0
1
z 0
1
= M S xG
1
p MT H
J
KWV − 1. G
H p K PQ p MN p p H p K PQ
N p 0
0
0
4
= (sin p − p cos p)
p3
By inversion formula for Fourier transform
F( x) =
1
2π z ∞
−∞
4
p3
(sin p − p cos p) . e − ipx dp
=
2
π z∞
−∞
(cos px − i sin px) .
F sin p − p cos pI dp
GH p
JK
3
=
4
π z FGH
∞
0
sin p − p cos p
p3
I
JK
. cos px dp | Using prop. of definite integral
Put x =
1
2
, F
FG 1IJ = 4
H 2K π z
0
∞ (sin p − p cos p)
p 3
p
. cos dp
2
⇒
3
4 GH
=−
4
π p z
F p cos p − sin p I . cos p dp
JK 20
∞
3 ...(2)
where F 1I F 1I
F G J = 1− G J = 1− =
1 3
2
H 2K H 2K 4 4
0 p 3
p
. cos dp = −
2
3π
16
Replacing p by x, we get
0 z
( x cos x − sin x)
x 3
∞ x
cos dx = −
2
3π
16
Example 8. Find the Fourier transform of the function
.
F(t)
shown in the adjoining figure.
2
R|
2 , for − 1 < t < 1 U|
Sol. Here, S|
F(t) = 1, for − 2 < t < − 1 V| 1
T
1, for 1 < t < 2 W
–2 –1 0 1 2 t
Fourier transform is given by,
f(p) = z
−2
−1
1 . e ipt dt + z−1
1
2 . e ipt dt + z
1
2
1 . e ipt dt
Fe I +2Fe I +Fe I
ipt −1 ipt 1 ipt 2
=GH ip JK GH ip JK GH ip JK
−2 −1 1
=G
Fe − e I +2Fe − e I +Fe
− ip −2 ip ip − ip 2 ip
− e ip I
H ip JK GH ip JK GH ip JK
INTEGRAL TRANSFORMS 147
Fe ip
− e − ip I F
e 2ip − e −2ip I
= GH ip
+ JK GHip JK
1 1 2
= (2 sin p) + 2 sin 2 p = sin p (1 + 2 cos p).
p p p
Fs{f(x)} = z ∞
0
f(x) sin px dx = z0
∞
e–x sin px dx
Le −x O ∞
p
=M (− sin px − p cos px)P =
N1 + p 2
Q 0
1 + p2
Using inversion formula for Fourier sine transform, we get
f(x) =
2 ∞
z
F {f(x)} sin px dp or e–x =
π 0 s
2
π z
0
∞ p
1 + p2
sin px dp
Replacing x by m, we have
1+ p
e–m =
2
π z
0
∞ p
2
sin mp dp =
2
π z
0
∞ x sin mx
1 + x2
dx
Hence, z ∞
0
x sin mx
1 + x2
dx =
π
2
e–m.
e − ax
Example 10. Find Fourier sine transform of , a > 0. Hence find Fourier sine
x
1
transform of .
x
Sol. fs (p) = z 0
∞
F(x) sin px dx = z
0
∞ e −ax
x
. sin px dx = I (say) ...(1)
∴
dI
dp
=
d
dp
F
GH z
0
∞ e − ax
x
. sin px dx
I
JK | Differentiating (1) w.r.t. p
= z0
∞ e − ax ∂
x ∂p
(sin px) dx = z 0
∞ e − ax
x
. x cos px dx = z ∞
0
e–ax cos px dx
Take limit as a → 0
1
x z ∞
sin px dx =
0
π
2
Example 11. Find Fourier cosine transform of the following functions:
R| x, 0<x<
1
| 1
2
(i) F(x) = S 1 − x, < x<1
|| 0, 2
x>1
|T
(ii) F(x) = S
R|cos x, 0<x<a
(iii) F(x) =
e ax + e − ax
or
cosh ax
,–π<a<π
|T 0, x>a e πx + e − πx cosh πx
x2
(iv) F(x) = e–2x + 4e–3x (v) F(x) = sin .
2
Sol. (i) fc(p) = z
0
∞
F(x) cos px dx = z
0
1/2
x cos px dx + z1/2
1
(1 – x) cos px dx
F x sin px IJ
z RS UV
z
1/2 1
1/2 sin px sin px 1 sin px
=G – dx + (1 − x) – (– 1) dx
H p K 0
0 p p T W 1/2
1/2 p
1 p cos px F
I – 1 sin p – 1 FG cos pxIJ
1/2 1
=
2p
sin
2
+
p2
GH
JK 2 p 2 p H K 0
2
1/2
z z
0
a 1 a
= cos x cos px dx = [cos (1 + p) x + cos (1 – p)x] dx
0 2 0
=
LM
1 sin (1 + p) x sin (1 − p) x
+
OP a
=
LM
1 sin (1 + p) a sin (1 − p) a
+
OP
2 1+ p N 1− p Q 0
2 N
1+ p 1− p Q
I FG e I
(iii) fc(p) = z
0
∞ Fe
GH e
ax
πx
+ e − ax
+e − πx
I cos px dx = F e
JK GH e z ∞
0
ax
πx
+ e − ax
+e − πx JK H
ipx
+ e − ipx
2 JK dx
=
1
2
LM e
N z
e +e
0
+e
∞ ( a + ip) x
dx + πx
e − ( a + ip) x
+e
− πx
e +e z ∞
0
( a − ip) x
πx
− ( a − ip) x
− πx
dxP
O
Q
L OP
1 L1 F a + ip I 1 F a − ip I O 1M
H 2 JK + 2 sec GH 2 JK PQ = 4 MM cos FG a + ipIJ + cos FG a − ipIJ PP
1 1
sec G
2 MN 2
=
MN H 2 K H 2 K PQ
INTEGRAL TRANSFORMS 149
a ip a p
2 cos
cos cos cosh
1 2 2 2 2
= . = ∵ cos ip = cosh p
4 FG
a + ip a − ipIJ FG IJ cos a + cosh p
cos
2 H cos
2 K H K
(iv) fc(p) = z0
∞
(e–2x + 4e–3x) cos px dx
= z0
∞
e–2x cos px dx + 4 z ∞
0
e–3x cos px dx = 2
p +4
2
+ 2
p +9
12
0
F x + pxI dx = 1
sin G
H 2 JK 2
2
z ∞
−∞
sin G
F x + pxI dx
H 2 JK
2
Fx I
z z
2
1 ∞ i GH 2 + px JK 1 ∞ i ( x 2 + 2 px )
= Im. part of e dx = Im. part of e2 dx
2 −∞ 2 −∞
= Im. part of
1
2 z ∞
−∞
e
i
2 {( x + p) 2 − p2 }
dx = Im. part of
1 − ip2 /2
2
e z −∞
∞
e
−
( x + p) 2
2i dx
1 −(ip2 / 2) π
= Im. part of e
2 1
2i
π F cos p 2
p I 1 π F 2
p p I 2 2
=
2 GH 2 − sin J
2 K
.
2
=
2 G cos
H 2 − sin
2 JK
.
1
Example 12. Find Fourier cosine transform of and hence find Fourier sine
1 + x2
x
transform of .
1 + x2
Sol. fc(p) = z
0
∞
1
1 + x2
cos px dx = I (say) ...(1)
∴
dI
dp
= z
∞
0
− x sin px
1 + x2
dx = – z 0
∞ (1 + x 2 − 1) sin px
x(1 + x 2 )
dx
=– z
0
∞ sin px
x
dx + z0
∞ sin px
x(1 + x 2 )
dx
dI
dp
=–
π
2
+ z ∞
0
sin px
x(1 + x 2 )
dx ...(2)
150 A TEXTBOOK OF ENGINEERING MATHEMATICS
Again,
d 2I
dp2
= z 0
∞ x cos px
x (1 + x ) 2
dx = z0
∞ cos px
1 + x2
dx = I | From (1)
d 2I
⇒ –I=0 ...(3)
dp2
Solution of (3) is, I = c1 ep + c2 e–p ...(4)
dI
∴ = c1 ep – c2 e–p ...(5) | From (4)
dp
When p = 0,
dI
I=
∞ 1
0 1+ x
π
z2 dx =
π
2
| From (1)
⇒ z
∞ cos px
0 1+ x 2
dx =
π –p
2
e
z
0
∞ − x sin px
1+ x 2 dx = –
π –p
2
e ⇒ z 0
∞ x sin px
1+ x
2
2
dx =
π –p
2
e .
0
2
e − x cos px dx = I (say) ...(1)
dI
dp
=–
0
∞
zL 2
x e − x sin px dx =
1 ∞
2 0
2
(sin px) (– 2x e − x ) dx z
=
1
2 MN{
sin px e − x
2 ∞
0
−p
∞
0
2
}
cos px e − x dx z
(Integrating by parts)
OP
Q
dI
p ∞ − x2
=–
2 0
p
e z
cos px dx = –
p
2
I
=– dp
dp 2
p2
p2 −
4
Integrating, we have log I = – + log A or I=A e ...(2)
4
π
∴ From (2), =A
2
INTEGRAL TRANSFORMS 151
p2
− x2 π − 4
Hence, I = Fc { e }= e .
2
1 F I 2
Example 14. If f c (p) =
2 GH JK
tan −1 2 , then find F(x).
p
F 2 I = tan LM 2 OP = tan F 1 I − tan F 1 I
Sol. tan −1 GH p JK
2
−1
N ( p − 1) + 1Q 2 GH p − 1JK GH p + 1JK −1 −1
F( x) =
2
π 2
1
z∞
tan G
0
F 2 I cos px dp
H p JK
−1
2
=
1 R
π z
STtan FGH p 1− 1IJK − tan FGH p 1+ 1IJK UVW cos px dp
0
∞
−1 −1
1L
= M tan G
πN
F 1 IJ cos px dp − tan FG 1 IJ cos px dpOP
z ∞
H p − 1K
0
−1
H p + 1K Q z0
∞
−1
= I1 + I2 (say) ...(1)
LMR F 1 I sin px U OP
where I1 =
1
π MNSTtan GH p − 1JK . x VW
−1
∞
0
− z
0
∞ −1
( p − 1) 2
.
1
RS1 + 1 UV .
sin px
x
dp
Q
T ( p − 1) W 2
=
1
πx z0
∞ sin px
( p − 1) 2 + 1
dp
Similarly, I2 =
−1
πx z 0
∞ sin px
( p + 1) 2 + 1
dp
From (1), I=
1
πx z RST
0
∞ sin px
( p − 1) 2 + 1
−
sin px
( p + 1) 2 + 1
UV dp
W
1 π −x π
e sin x − e − x
=
LM O
sin (− x)P = e
−x
sin x
2πx 1 1 N Q x
.
Example 15. Solve the integral equations:
R| 1,
z z
0≤t<1
∞ ∞
(i) f(x) cos λx dx = e −λ
(ii) F(x) sin tx dx = S 2, 1 ≤ t < 2.
0 0
|T 0, t≥2
Sol. (i) f ( x) =
2
π z0
∞
e – λ cos λx dλ =
2
.
1
π 1 + x2
∵ f c (λ ) = e – λ
(ii) F( x) =
2
π z∞
0
fs (t) sin tx dt =
2
π
LM
N z
0
1
sin tx dt + z 2
1
2 sin tx dt
OP
Q
LMFG − cos tx IJ − 2 FG cos tx IJ OP
2
1 2
MNH x K H x K PQ
=
π 0 1
z 0
∞
F(x) cos px dx =
RS1 − p,
T 0,
0≤ p≤1
p>1
Sol. Let z0
∞
F( x) cos px dx = fc ( p) , then fc ( p) =
RS1 − p,
T 0,
0≤ p≤1
p>1
∴ By inversion formula for Fourier cosine transform, we have
F( x) =
2
π z ∞
0
fc ( p) cos px dp =
2
π
LM
N z
0
1
(1 − p) cos px dp + z1
∞
0 . cos px dp
OP
Q
=
2 LM
(1 − p) .
sin px
− (– 1) .
− cos px OP 1
=
2LM
−
cos x 1
+ 2 =
OP
2(1 − cos x)
π N x x2 Q 0 π N x2 x Q
πx 2
.
Deduction. Since
z 0
∞
F( x) cos px dx =
RS1 − p,
T 0,
0≤ p≤1
p>1
where F(x) =
2(1 − cos x)
πx 2
∴
2
π z ∞
0
1 − cos x
x 2 . cos px dx =
1 − p, 0 ≤ p ≤ 1
0, p > 1
RS
T
x
When p = 0, we have
2
π z
0
∞ 1 − cos x
x2
dx = 1 or
z
0
∞ 2 sin 2
x2
2 dx = π
2
H p K
0
|T 0,
0<x<π
x>π
.
Sol. Consider F( x) = S
R1, 0 < x < π
T0 , x > π
Taking sine transform,
fs ( p) = z
0
∞
F( x) . sin px dx =
z π
0
1 . sin px dx =
1 − cos pπ
p
By inversion formula for Fourier sine transform.
2
π z FGH
0
∞
p
IJ
1 − cos pπ
K sin px dp =
RS
1, 0 < x < π
T
0, x > π
R| π , 0 < x < π
⇒ z FGH
0
∞ 1 − cos pπ I
p
JK sin px dp = S| 2
T 0, x > π.
INTEGRAL TRANSFORMS 153
Example 18. Find Fourier sine and cosine transform of F(x) = xn e–ax ; a > 0, n > – 1
Hence find Fourier sine and cosine transforms of
(i) xm–1 (ii) x–m.
Sol. Here F(x) = xn e–ax
fs(p) = z0
∞
xn e–ax . sin px dx = z 0
∞
xn e–ax .
Fe
GH
ipx
− e − ipx
2i
I dx
JK
=
1
2i z
LM x e
N0
∞
n − ( a − ip) x
dx − z 0
∞
x n e − ( a + ip) x dx
OP
Q
=
1
2i
LM Γ(n + 1)
N (a − ip) n+ 1
−
Γ (n + 1)
(a + ip) n + 1
OP
Q
∵ z0
∞
e − zx x n − 1 dx =
Γ(n)
zn
Put a = r cos θ, p = r sin θ
so that, a + ip = r(cos θ + i sin θ)
∴ (a + ip)n+1 = rn+1 {cos (n + 1) θ + i sin (n + 1) θ}
and a – ip = r (cos θ – i sin θ)
∴ (a – ip)n+1 = rn+1 {cos (n + 1) θ – i sin (n + 1) θ}
p
Also, r2 = a2 + p2 and tan θ =
a
Γ(n + 1) LM 2i r n+1
sin (n + 1) θ OP
Now, fs(p) =
2i N r 2(n + 1) Q
Γ(n + 1) sin (n + 1) θ Γ(n + 1) sin (n + 1)θ p
= n+1 = where tan θ =
r 2
(a + p ) 2 ( n + 1)/ 2 a
Γ(n + 1) cos (n + 1)θ p
Similarly, fc (p) = 2 2 ( n + 1)/ 2 where tan θ =
(a + p ) a
∴ We have the relations,
z0
∞
e–ax . xn sin px dx =
Γ(n + 1) sin (n + 1)θ
(a 2 + p2 ) ( n + 1)/ 2
...(1)
and z ∞
0
e–ax xn cos px dx =
Γ(n + 1) cos (n + 1)θ
(a 2 + p2 ) ( n + 1)/ 2
...(2)
p
where tan θ =
a
Put a = 0 and replace n by m – 1 in (1) and (2), we get
z
∞
0
xm–1 sin px dx =
pm
Γ(m) sin m π / 2
...(3)
and
∞
0 z
xm–1 cos px dx =
Γ(m) cos m π / 2
pm
Replace m by m + 1 in (3) and (4), we get
...(4)
z
0
∞
xm sin px dx =
Γ(m + 1) sin (m + 1) π/2
p m+ 1 =
Γ(m + 1) cos m π / 2
pm +1
...(5)
154 A TEXTBOOK OF ENGINEERING MATHEMATICS
and
0 z ∞ − Γ(m + 1) sin m π / 2
xm cos px dx =
pm+ 1
Replacing m by – m in (5) and (6), we get
...(6)
0 z
x–m sin px dx =
Γ(1 − m) cos m π / 2
p1 − m
π
π 1 cos m π / 2 ∵ Γ (m) Γ (1 − m) = ;
= . . sin mπ
sin m π Γ(m ) p1−m 0< m<1
π
π cos m
p m−1 2 π p m−1 mπ
= . = . cosec
Γ(m) 2 sin m π cos m π 2 Γ( m ) 2
2 2
Similarly, z0
∞
x–m cos px dx =
π p m−1
.
2 Γ( m )
sec
mπ
2
ASSIGNMENT
R| 0, for x < a U|
1. Find Fourier transform of F(x) = S| 1, for a < x < b . V|
T 0, for x > b W
2. (i) Show that the Fourier transform of
F(x) =
RSa −| x|,
T 0,
for | x | < a
for | x | > a > 0
(ii) Find the Fourier transform of
2 UV
is 2 (1 – cos ap). Hence show that
p W z0
∞ sin2 t
t2
dt =
π
2
.
3.
F(x) =
| x|< 1
| x|> 1
RS1,
T0,
UV
hence evaluate
W
∞ sin x
0 x
dx. z
If f(p) is the Fourier transform of F(x), prove that F[eiax F(x)] = f(p + a). F(t)
1
4. Find the Fourier transform of the single gate function (rectangular pulse)
shown in the adjoining figure.
– T/2 T/2 t
F(t)
5. Find the Fourier transform of the function F(t)as shown in the figure:
LM U|OP
R| At , 0<t<T
MNHint. F(t) = S|A,T
V
T < t < 2T |WPQ
A
M N
T
Find Fourier transform of F(x) = S0,
Rx , 2
| x |< a UV
6.
T | x|> a . W O T 2T t
7. Find Fourier sine and cosine transform of
Fig. of Q. 5
(i) F(x) = e–x, x ≥ 0 (ii) F(x) = 2e–5x + 5e–2x
x, R| for 0<x<1 U|
8. Obtain Fourier cosine transform of F(x) = 2 − x, S| for 1< x < 2 V|
0, T for x>2 W
Also find its Fourier sine transform.
9. Find Fourier sine transform of
R|
0, 0 < x < a U| 1
S|
(i) F(x) = x, a ≤ x ≤ b V| (ii) F(x) =
x ( x 2 + a2 )
T
0, x > b W
2 eax + e− ax cosh ax
(iii) F(x) = x e− x /2
(iv) F(x) = or ,–π<a<π
eπx − e− πx sinh πx
e − ax − e −bx
(v)
x
1 1
10. Find Fourier sine transform of and deduce that fs (cosec h πx) = tanh (p/2)
e −e πx − πx 2
11. Find Fourier cosine transform of F(x) = sech πx.
Fe I
GH p JK and hence evaluate F FGH 1p IJK .
− ap
12. Find Fs–1 s
–1
14.
z
0 a + p
∞ cos px
2
π –ax
2a
e 2 dp =
and
Find F(x) if its Fourier sine transform is
z ∞
0
p sin px
a2 + p2
dp =
π –ax
2
e .
(i)
p
(ii)
π
(iii) (2πp)1/2 (iv)
RSsin p, 0< p< π
.
UV
1 + p2 2
2 2
T 0, p≥π W
2 2
15. Find Fourier cosine transform of e− a x
and hence evaluate Fourier sine transform of x e− a x
.
1
16. Find Fourier sine and cosine transform of .
x
dn
17. If f(p) is the Fourier transform of F(x), prove that F[xn F(x)] = (– i)n {f(p)}.
dpn
1 2
/( p2 + 1)}
18. A certain function of time F(t) has the following Fourier transform f(p) = e− { 2 p
p2 + 1
Using the properties of the Fourier transform, obtain the Fourier transforms of
(i) F(2t) (ii) F(t – 2)
(iii) F(t) cos 2t (iv) e2it F(t).
19. State and prove the convolution theorem for the Fourier transform. Verify this theorem for the
functions f(t) = e–t and g(t) = sin t.
Answers
( eibp − eiap ) 2 sin p π
1. 2. (ii) ,p≠0;
ip p 2
FG pT IJ FG where sin c θ = sin θ IJ A
( eipT − 1) +
A 2ipT
e
4. T sin c H 2 KH θ K
5.
Tp 2 ip
156 A TEXTBOOK OF ENGINEERING MATHEMATICS
F 2a 2
4 I
6. GH p − J sin ap + 4pa cos ap
p K
3 2
p
;
1 F 2 5 I ; 10 F 1 1 I
7. (i)
1 + p2 1 + p2
(ii) p GH p 2
+ 25
+
p 2 J GH p
+ 4K 2
+ 25
+ 2
p
J
+ 4K
p
;
1 FG 1 − cos ap IJ ; sin ap 2ap
;
a2 − p2
(iii)
1+ p 2
1+ p 2 (iv)
H p K p (v) 2
(a + p ) 2 2
(a2 + p2 )2
2 2
8. 2 cos p (1 – cos p) ; sin p (1 – cos p)
p p2
2
− GH p + 4 JK
2 1 2
/ ( p2 + 1)}
18. (i) e (ii) e2ip . 2
e− {2 p
p2 + 4 p +1
LM |RS 2( p + 2) |UV2
|RS 2( p − 2) |UV O 2
|RS 2( p + 2) U|V
2
T| ( p − 2) + 1 W| PP
− −
(iii)
1
MM ( p + 21) e T| ( p + 2) + 1 W| +
2 1
e
2
(iv)
1
e
−
T| ( p + 2) + 1 W| .
2
2
MN
2
+1 ( p − 2)2 + 1 PPQ ( p + 2)2 + 1
Then
∂u
u ( p, t) = z
−∞
∞
u( x, t) e ipx dx
∂ 2u
Suppose u and both vanish as x → ± ∞. Then the Fourier transform of is given
∂x ∂x 2
by
F
RS ∂ u UV =
2
T ∂x W 2 z −∞
∞ ∂ 2u ipx
∂x 2
e dx
LMRe OP
=
MNST
ipx ∂u
∂x
− ipe ipx . u
UV
W
∞
−∞
+ z−∞
∞
(ip) 2 e ipx . u dx = − p2
PQ z
−∞
∞
ue ipx dx = − p2 u
F ∂ uI 2
Hence, F GH ∂x JK = – p
2
2
u where u = F(u)
INTEGRAL TRANSFORMS 157
If us ( p, t) and uc ( p, t) be the Fourier sine and cosine transforms of u(x, t), then
us ( p, t) = z
0
∞
u sin px dx and
∂ 2u
u ( p, t) = z ∞
0
u cos px dx
Fs
RS ∂ u UV =
2
T ∂x W2 z
0
∞ ∂ 2u
∂x 2
sin px dx
0
z0
∞
2
L R U − p u sin px dxOP R U
= M pSuV
MN T W x=0
z
0
∞
PQ = pSTuVW − p u
2
x=0
2
s
F ∂ uI 2
F G
H ∂x JK = p(u) – p u
Hence, 2
where u = F (u)
s 2 x=0 s s s
Similarly, we have,
F ∂ u I = – FG ∂uIJ
2
Fc GH ∂x JK H ∂x K
2
x=0
– p2 u c where uc = Fc(u)
F d FI n
F GH dx JK = (– ip)
n
n F{F(x)}
∂ 2u
For exclusion of from a differential equation, we require
∂x 2
∂u FG IJ
(i) (u)x = 0 in sine transform. (ii) ∂x
x=0
in cosine transform. H K
2.13 APPLICATIONS OF FOURIER TRANSFORMS TO HEAT CONDUCTION
(TRANSFER) EQUATIONS
In one dimensional heat transfer eqns, the partial differential equation can easily be trans-
formed into an ordinary differential equation by applying Fourier transforms. The required
solution is then obtained by solving this equation and inverting by means of the complex inversion
formula. This is illustrated through the following examples.
158 A TEXTBOOK OF ENGINEERING MATHEMATICS
EXAMPLES
∂u ∂ 2 u
Example 1. Solve the equation = , x > 0 , t > 0 subject to the conditions
∂ t ∂x 2
z
0
∞ ∂u
∂t
sin px dx = z ∞
0
∂ 2u
∂x 2
sin px dx
Hz
d FG ∞
u sin px dx = p(u)
IJ
⇒
dt 0 K2
x=0– p u
⇒
du
dt
+ p2 u = 0
2
...(1) where u = z0
∞
u sin px dx
( u )t = 0 = z0
∞
u(x, 0) sin px dx = z
0
1
1. sin px dx + z
1
∞
0 . sin px dx
F − cos px IJ
=G
1
=
1 − cos p
H p K 0
p
∴ From (2), ( u ) t = 0 = c1
1 − cos p
⇒ c1 =
p
∴ From (2), u =
FG 1 − cos pIJ e− p
2
t
H p K
Applying inverse Fourier sine transform, we have
u(x, t) =
0 p
IJ
1 − cos p − p2t
e
Ksin px dp
z0
∞ ∂u
∂t
sin px dx = c2 z ∞
0
∂ 2u
∂x 2
sin px dx
du
⇒ = c2 [p (u)x = 0 – p2 u ] = – c2p2 u ∵ (u) x = 0 = 0
dt
⇒
du
dt
+ c 2 p2 u = 0
2 2
...(4) where u = z
0
∞
u sin px dx
−c p t
Solution to (4) is u = c1 e ...(5)
Taking Fourier sine transform of (2), we get
From (5),
( u )t = 0 = z
0
( u ) t = 0 = c1
∞
F( x) sin px dx = fs(p)
⇒ c1 = fs(p)
| say
2 2
−c p t
∴ From (5), u = fs(p) e
Now Taking its inverse Fourier sine transform, we get
u(x, t) =
2
π z ∞
0
fs ( p) e − c
2
p2 t
sin px dp
∂u ∂ 2u
Example 3. Use Fourier sine transform to solve the equation =2 under the
∂t ∂x 2
conditions
(i) u(0, t) = 0 (ii) u(x, 0) = e–x (iii) u(x, t) is bounded.
Sol. The given equation is
∂u ∂ 2u
=2 ...(1)
∂t ∂x 2
Taking Fourier sine transform on both sides of eqn. (1), we get
z 0
∞ ∂u
∂t
sin px dx = 2
du
∞ ∂ 2u
0 ∂x 2 zsin px dx
⇒ = 2 [p(u)x = 0 – p2 u ]
dt
⇒
du
dt
+ 2p2 u = 0
2
where u = z
0
∞
u sin px dx
Its solution is u = c1 e − 2 p t
...(2)
where c1 is a constant.
At t = 0,
From (2),
( u )t = 0 = z
0
( u ) t = 0 = c1
∞
(u) t = 0 sin px dx = z0
∞
e − x sin px dx =
p
1 + p2
...(3)
...(4)
p
∴ From (3) and (4), c1 =
1 + p2
p 2
From (2), u = 2
e− 2 p t
...(5)
1+ p
Taking inverse Fourier sine transform, we get
u(x, t) =
2
π z ∞
0 1+ p
p
2
2
e −2 p t sin px dp.
160 A TEXTBOOK OF ENGINEERING MATHEMATICS
Sol. Taking Fourier cosine transform on both sides of given equation, we get
z ∞
0
∂u
∂t
. cos px dx = k zL 0
∞ ∂ 2u
∂x 2
cos px dx
OP
⇒
du
dt
=k −
∂u
∂x
MN FGH IJK x =0
− p2 u
Q
du
= kμ – kp2 u where u = z0
∞
u cos px dx
⇒ + kp2 u = kμ ...(1)
dt
2
kp t
I.F. = e
Solution to (1) is
u . e kp2 t
= zμ
2
kμ . e kp t dt + c1 =
2
μ
p 2
e kp2 t
+ c1
⇒ u = 2
+ c1 e − kp t
...(2)
p
At t = 0, ( u )t = 0 = z ∞
0
μ
(u) t = 0 cos px dx = 0 ...(3)
From (2), ( u )t = 0 =
+ c1 ...(4)
p2
μ
⇒ c1 = – 2 | From (3) and (4)
p
μ − kp2 t
∴ From (2), u = 2 (1 – e )
p
Taking inverse Fourier cosine transform, we get
u=
2 ∞ μ
π 0 p2
2
z
(1 − e – kp t ) cos px dp.
θ(x) =
RSθ , for| x|< a
0
T0, for| x|> a
determine the temperature at any point x and at any instant t.
(ii) If the initial temperature of an infinite bar is given by
RS1,
μ(x, 0) = 0, otherwise
for − c < x < c UV
T W
determine the temperature of an infinite bar at any point x and at any time t > 0.
INTEGRAL TRANSFORMS 161
Sol. (i) To determine the temperature θ(x, t), we have to solve the heat-flow equation
∂θ ∂ 2θ
= c2 2 , t>0 ...(1)
∂t ∂x
z ∞∂θ ipx
−∞ ∂t
e dx = c 2 z−∞
∞ ∂ 2θ
∂x 2
e ipx dx
or
d
dt z ∞
−∞
θ e ipx dx = − c 2 p2 θ
or
dθ
dt
= − c 2 p2 θ
Now taking the Fourier transform of (2), we get
...(3) where θ = z
–∞
∞
θ e ipx dx
z z L e OP ipx a
∞ a
θ ( p, 0) = θ( x, 0) e ipx
dx = θ e dx = θ M
ipx
−∞ −a
0
N ip Q 0
−a
LM e ipa
−e − ipa OP = 2θ 0
LM e − e OP = 2θ sin pa
ipa − ipa
0
= θ0 ...(4)
N ip Q p N 2i Q p
dθ
From (3), = − c 2 p2 dt
θ
2
p2 t
Integrating, log θ = − c 2 p2 t + log A or θ = A e−c
2θ 0 sin pa 2θ 0 sin pa
Since θ = when t = 0, from (4), we get A=
p p
2θ 0 sin pa − c2 p2 t
∴ e θ=
p
Taking its inverse Fourier transform, we get
θ( x, t) =
1
2π z ∞
−∞
2θ 0 sin ap − c2 p2t − ipx
p
.e .e dp
=
θ0
π z ∞
−∞
sin ap − c2 p2 t
p
.e (cos xp − i sin xp) dp
Nz z
=
θ0 LM ∞ sin ap − c2 p2t
.e cos xp dp − i
∞ sin ap − c2 p2 t
.e sin xp dp
OP
π −∞ p −∞ p Q
=
θ0
π z −∞
∞sin ap − c 2 p2t
p
.e cos xp dp
=
2θ 0
π z ∞
0
sin ap − c 2 p2 t
p
.e
θ
cos xp dp = 0
π z 0
∞
p
2
e−c p t
2
. 2 sin ap cos xp dp
=
θ0
π z ∞
0
e−c
2
p2 t FG sin (a + x) p + sin (a − x) pIJ dp
H p K
162 A TEXTBOOK OF ENGINEERING MATHEMATICS
=
θ0
π z
0
∞ 2
e − v sin
RS
T
(a + x)v
c t
+ sin
(a – x)v dv
c t v
UV
where v2 = c2p2t
W
=
θ0
2
erf
RS F
a+x
T GH
2c t
+ erf
a− x
2c t
IJ ∞
−t 2 FG dt π IJ UV
. ∵ 0 e sin ( ct / x ) . t = 2 erf
K H KW
c
2 x
. z FG
H
IJ
K
(ii) To determine the temperature μ(x, t), we have to solve the heat-flow equation
∂μ ∂ 2μ
= k2 ,t>0 ...(1)
∂t ∂x 2
subject to the initial condition μ(x, 0) = 1, for − c < x < c ...(2) UV
0, otherwise W
Taking Fourier transform of (1), we get
z ∞ ∂μ ipx
− ∞ ∂t
. e dx = k2
∞ ∂2μ
− ∞ ∂x 2
. e ipx dx z
⇒
d ∞
dt − ∞z μ e ipx dx = – k2p2 μ
⇒
dμ
dt
= – k2 p2 μ where μ = z
−∞
∞
μ e ipx dx
dμ
⇒ = – k2p2 dt
μ
Integrating, we get
log μ = – k2p2t + log A | A is a constant
2 2
or, μ = A e −k p t ...(3)
Now, taking Fourier transform of (2), we get
μ (p, 0) = z−∞
∞
μ(x, 0) eipx dx
= zc
−c
eipx dx =
e ipc − e − ipc
ip
=
2
p
sin cp ...(4)
2
From (3), At t = 0, sin cp = A
p
2 2 2
∴ μ = sin cp e − k p t
p
Taking its inverse Fourier transform, we get
μ(x, t) =
which is the required solution.
1 ∞ 2
2π − ∞ p
2 2
z
sin cp e − k p t . e–ipx dp
Example 6. Use Fourier cosine transform to show that the steady temperature u in the
semi-infinite solid y > 0 when the temperature on the surface y = 0 is kept at unity over the strip
| x | < a and at zero outside the strip is
1 LM
tan −1
a+ x FG
+ tan −1
a−x IJ FG IJ OP
π MN y H y K H K PQ
The results z
0
∞
e − px x −1 sin rx dx = tan −1
FG r IJ (r , p > 0) may be assumed.
H pK
INTEGRAL TRANSFORMS 163
∂ 2u ∂ 2u
Sol. Taking Fourier cosine transform of + = 0 , we have
∂x 2 ∂y 2
z0
∞ ∂ 2u
∂x 2
. cos px dx + z ∞
0
∂ 2u
∂y 2
. cos px dx = 0
FG ∂uIJ
–
H ∂x K x=0
− p2 u +
d2
dy 2
(u ) = 0 where u = z0
∞
u cos px dx
d2 u ∂u
⇒ − p2 u = 0 ∵ → 0 as x → ∞ ...(1)
dy 2 ∂x
Its solution is u = c1e py + c2 e − py ...(2)
But u is finite so c1 = 0, otherwise u → ∞ as y → ∞
∴ From (2), u = c2 e − py ...(3)
But u= z ∞
u cos px dx
z
0
From (3),
(u ) y = 0 =
(u ) y = 0 = c2
z
0
∞
(u) y = 0 cos px dx =
0
a
1 . cos px dx =
sin pa
p
...(4)
sin pa
∴ c2 =
p
sin pa − py
∴ From (3), u= e
p
Applying inverse Fourier cosine transform, we get
u=
2
π z ∞
0
sin pa − py
p
e cos px dp =
1
π z 0
∞ e − py
p
(2 sin pa cos px) dp
=
1
π z ∞
0
e − py
p
[sin (a + x) p + sin (a − x) p] dp
=
1 LM
tan −1
a+ x FG
+ tan −1
a−x IJ FG IJ OP .
π N y H y K H KQ
ASSIGNMENT
1. Apply appropriate Fourier transform to solve the partial differential equation
∂V ∂2 V
= ; x > 0, t > 0
∂t ∂x2
subject to the conditions
RS
x, 0 ≤ x ≤ 1
(i) Vx (0, t) = 0
T
(ii) V(x, 0) = 0, x > 1 (iii) V(x, t) is bounded.
∂u ∂ 2u
2. Solve = k 2 for x ≥ 0, t ≥ 0 under the conditions
∂t ∂x
(i) u(0, t) = u0, t > 0 (ii) u(x, 0) = 0, x ≥ 0 (iii) u(x, t) is bounded.
164 A TEXTBOOK OF ENGINEERING MATHEMATICS
3. Using the method of Fourier transform, 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), – ∞ < x < ∞. Show
1
that the solution can also be put in the form y(x, t) = [ f ( x + ct) + f ( x − ct)] .
2
4. Using Fourier transform, solve
∂V ∂2 V
= , − ∞ < x < ∞, t > 0; V ( x, 0) = f ( x)
∂t ∂x2
5. Using Fourier transforms, solve the following initial boundary value problem:
∂u 2
2 ∂ u
1, − 1 < x < 0 U|
∂t
=c
∂x 2
, − ∞ < x < ∞, t > 0 ; u( x, 0) = −1, 0 < x < 1 V|
0, otherwise W
Answers
1. V(x, t) =
2
π z FGH F
∞
0
sin p cos p − 1 −
p
+
p2
e
I
JK p2 t
cos px dp
2. u(x, t) =
2u0
π z GGH
0
∞ 1 − e− kp
p
2
t I
JJ sin px dp.
K
4. V(x, t) =
1
2π z ∞
−∞
2
F( p) e− p t . e− ipx dp where F( p) =
z
−∞
∞
f ( x) eipx dx
5. u(x, t) =
1
iπ z−∞
∞ 1
p
2 2
(1 − cos p) e − c p t e − ipx dp
fs ( p) =
0
l
F( x) . sin
p πx
l z
dx ; p ∈ I
Similarly, the finite Fourier cosine transform of F(x), 0 < x < l is defined as
fc ( p) =
0
l
F( x) . cos
p πx
l z
dx ; p ∈ I
Generally, the choice of π as the upper limit of integration in these transforms is found
convenient and can easily be arranged by having suitable substitutions to actual problems,
then
F( x) =
1
π
fc (0) +
2
π
∞
F( x) =
1
l
fc (0) +
2
l p =1
∞
∑ f ( p) cosc
pπ x
l
where fc(0) stands for z 0
l
F( x) dx.
EXAMPLES
x
Example 1. Find finite Fourier sine transform of F(x) = 1 − .
π
Sol. The finite Fourier sine transform of F(x) is given by,
fs ( p) = z FGH
π
0
IJ
K 1−
x
π
sin px dx
TH π K H p K W H π K H p K 0
0
1 F sin px I
π
1
= − G
p πp H p K
J = 1p . 0
cos k( π − x)
Example 2. Find finite Fourier cosine transform of F(x) = − .
k sin kπ
Sol. fc ( p) = z
− cos k (π − x)
0
π
k sin kπ
cos px dx
= –
1
2k sin kπ 0
π
z
[cos { k (π – x) + px} + cos { k(π – x) – px}] dx
= –
1 LM
sin (kπ – kx + px) sin (kπ – kx – px)
–
OP π
2k sin kπ p– k N p+k Q 0
=
1 1
−
1
= 2
1 LM
, k ≠ 0, 1, 2, ...
OP
2k p − k p + k p − k2 N Q
Example 3. Find F.F.S.T. and F.F.C.T. of F(x) = 2x, 0 < x < 4.
Sol. (i) fs ( p) = zL
0
4
2 x . sin
pπx
4
dx (Here l = 4)
MM | FG pπ IJ V|PP
= 2x . S − z0
4
2.S
|
F pπ I
4 | dx |
V
|| GH 4 JK || |T
= S pπ
(1 − cos pπ) , p ≠ 0
N |T H 4 K |WQ 0 T W 0, p=0
166 A TEXTBOOK OF ENGINEERING MATHEMATICS
(ii) fc ( p) = z
0
4
2 x . cos
pπx
4
dx
|| 4 ||P
= M2 x . S
MM | FG pπ IJ V|PP
− 2.S
| 4 |V dx
z
|| FGH p4π IJK ||
0
4
N |T H 4 K |WQ T
0 W
R| − cos pπx U| 4
32 8 | 4 | = 32 (cos pπ − 1), p ≠ 0
= sin pπ − S
pπ | F pπ I |
V pπ 2 2
pπ
G J
|T H 4 K |W 0
When p = 0, zR
fc ( p) = fc (0) =
4
0
2 x dx = 16 .
U|
Example 4. Find F(x) if fc (p) =
|S sin2ppπ/2 , p = 1, 2 , ...
V| where 0 < x < 2π.
|T π/4, p=0 W
∞
1 π 2 sin pπ/2 pπx
Sol. F( x) = . +
2π 4 2π
∑
p=1
2p
. cos
2π
∞
1 π 2 sin pπ / 2 px
= . +
2π 4 2π ∑
p =1
2p
cos
2
∞
1 1 sin ( pπ/2) px
F( x) = +
8 π ∑
p =1
2p
cos
2
.
ASSIGNMENT
1. Find finite Fourier sine and cosine transforms of
(i) F(x) = x2, 0 < x < π (ii) F(x) = 1, 0 < x < π (iii) F(x) = x, 0 < x < π.
H π K .
(i) F( x) =
π
−x+
x2
(ii) sin nx, n ∈ I (iii) F( x) =
1, 0 < x < π / 2
.
UV
3 2π − 1, π / 2 < x < π W
R|x, 0 ≤ x ≤ π / 2 U|
5. Find finite Fourier sine transform of F( x) = S|π − x, π ≤ x < πV| .
T 2 W
6. Find inverse finite Fourier sine transform of
2π (− 1) p− 1 1 − cos pπ
(i) fs ( p) = , p = 1 , 2 , ... (0 < x < π) (ii) fs ( p) = , 0 < x < π.
p3 p2 π 2
INTEGRAL TRANSFORMS 167
Answers
R|− π (− 1) + 2 [(− 1)
2 p
U R| 2π(− 1) , p ≠ 0U|
p
p ≠ 0| | |V
p
− 1], 2
1. (i) (a) f ( p) = S p p 3
V (b) f ( p) = S p
s
|T 0, p = 0|W
c
|| , p = 0||
π 3
T 3 W
R| 1 {1 − (− 1) p}, p ≠ 0U| R0, if p ≠ 0UV
(ii) (a) f ( p) = S p V (b) f ( p) = S
s
|T 0, p = 0|W
c
Tπ, if p = 0W
R| {(− 1) p − 1} , p ≠ 0U|
R| π (− 1) p+1, p ≠ 0U| | p2 |V
(iii) (a) f ( p) = S p V (b) f ( p) = S
s
|T 0, p = 0|W
c
|| π , 2
p = 0|
|
T 2 W
R 2 , p ≠ 0U
2.
| 2
f ( p) = S πp
|V
c
|| , p = 0||
π
T3 W
3.
(− 1) p+ 1
(i) (ii) π
0, if p ≠ n
(iii)
UV 6π
(− 1) p+ 1
p / 2, if p = n W p3
2 p p p
(iv) 3 [1 − (− 1) ] (v) [1 − (− 1) p eπc ] (vi) [1 − (− 1) p cos mπ]
p p + c2
2
p − m2
2
1 2n
4. (i) 2 (ii) 2 ; (n − p) is odd and 0 if even
p n − p2
2 pπ 2 pπ
(iii) sin ; p ≠ 0 and 0 if p = 0 5. 2 sin
p 2 p 2
2
∞
2π(− 1) p− 1 2
∞
F 1 − cos pπ I
6. (i)
π ∑
1
p3
sin px (ii)
π3 ∑ GH p JK sin px.
1
2
(i)
1 ∞
2π – ∞ z
f ( p) g ( p) dp = ∞ F( x) G ( x) dx
–∞ z
(ii)
1 ∞
2π − ∞ z
| f ( p)|2 dp =
∞
−∞ z
|F( x)|2 dx
where bar implies the complex conjugate.
Proof. z ∞
F( x) G ( x) dx = z ∞
F( x)
RS 1 z ∞ UV
g ( p) e ipx dp dx
Using inversion formula
−∞ −∞ T 2π −∞ W for Fourier transform
=
1
2π z−∞
∞
g ( p) RSz
T−∞
∞
F( x) e ipx dxUV dp
W
|Changing order of integration
=
1
2π z−∞
∞
f ( p) g ( p) dp ...(1) | By definition
168 A TEXTBOOK OF ENGINEERING MATHEMATICS
−∞
F( x) F( x) dx
⇒
1 ∞
2π – ∞
Corollary 1. Following Parseval’s identities for Fourier cosine and sine transforms can be
proved as above:
(i)
2
π z
0
∞
f c ( p) gc(p) dp =
z
0
∞
F( x) G(x) dx (ii)
2
π z ∞
0
|f c ( p)|2 dp = z0
∞
|F( x)|2 dx
(iii)
2
π z
0
∞
f s ( p) gs(p) dp = z
0
∞
F( x) G ( x) dx (iv)
2
π z ∞
0
|f s ( p)|2 dp = z0
∞
| F( x)|2 dx .
EXAMPLES
Hence find z0
∞ x2
( x 2 + 1) 2
dx .
p
Sol. If F(x) = e– ax then fs(p) =
a + p2 2
⇒
2
π z ∞
0
p
a 2 + p 2 b2 + p 2
⋅
p
dp =
z
0
∞
e – ax . e – bx dx
LM OP
z
∞
∞ p2 π e
– ( a + b) x
π
⇒ dp = =
0 (a 2 + p2 )(b2 + p2 ) MN
2 – (a + b) PQ 0
2(a + b)
Thus,
z ∞
(a 2 + x 2 ) (b2 + x 2 )
0
x2
dx =
π
2(a + b)
For a = b = 1, we get
z ∞
0 ( x + 1)2
x2
2
dx =
π
4
z
2
∞ sin ax π (1 − e − a )
Example 2. Using Parseval’s identity, show that dx = .
0 x( a 2 + x 2 ) 2 a2
INTEGRAL TRANSFORMS 169
0
f c ( p) gc (p) dp = z
0
∞
F( x) G ( x) dx
z z
2
2 ∞ a sin ap ∞
1 – e–a
⇒ dp = e – ax . 1 dx =
π 0 p ( a 2 + p2 ) 0 a
∴ z ∞
0
sin ax
2
x( a + x )
2
dx =
2a
π
2
(1 – e – a )
2
ASSIGNMENT
Hence evaluate z
0
∞ dx
( x 2 + 1) 2
2. If F(x) =
RS1,
T0,
| x| < a
| x| > a
UV
, prove that
W z
0
∞ sin 2 ax
x2
dx =
πa
2
using Parseval’s identity.
(i) z
0
FG 1 – cos x IJ dx
∞
H x K
2
(ii) z
0
∞ sin 4 x
x 2
dx
LMHint: Take F( x) = 1,
N 0,
0≤ x≤1
x≥1
OP
Q
z
FG sin x IJ
∞
4
dx = π/3
LMHint: Take F( x) = RS1 –| x|, | x|< 1 UVOP
4. Prove that:
H x K
0
N T 0, otherwise WQ
5. Use Parseval’s identity to prove that: z
0
∞ ( x cos x – sin x) 2
x 6
dx =
π
15
Answers
The Z-transform plays an important role in the field of Communication Engineering and Control
Engineering at the stage of analysis and representation of discrete-time linear shift invariance
system. When continuous signals are sampled, discrete-time functions arise. The application
of Z-transform in discrete time systems is similar to that of the Laplace transform in continuous
time systems.
170 A TEXTBOOK OF ENGINEERING MATHEMATICS
2.18 DEFINITIONS
u(k) =
RS1, k≥0 UV
T0, k<0 W
Unit impulse sequence is defined as –2 –1 0 1 2 3 k
δ(k) =
RS1, k=0 UV 1
–2 –1 0 1 2 3 k
∞
u(k) = ∑ δ(k)
k=−∞
and δ(k) = u(k) – u(k – 1)
INTEGRAL TRANSFORMS 171
We have δ(n – k) =
RS1, k=n UV
T0, k≠n W
∞
Also, f(n) = ∑
k=−∞
f (k) δ (n − k) .
Hence, Z{δ(k)} = 1
k=−∞
1 z
= 1 + z–1 + z–2 + ...... = −1 = ; | z | > 1.
1− z z−1
If f(t) is a function defined for discrete values of t, where t = nT, n = 0, 1, 2, ......, T being the
sampling period, then Z-transform of f(t) is defined as
∞
Z{f(t)} = ∑ f (nT)z
k=0
−k
= F( z ).
Note. The important element of discrete-time systems is the samples in which a switch close to admit
an input signal in every T seconds. A samples is a conversion device which converts a continuous signal
into a sequence of pulses occurring at sampling instants 0, T, 2T, ...... where T is the sampling period.
EXAMPLES
Example 1. Find the Z-transform of the following sequences:
(i) f(k) = {15, 10, 7, 4, 1, − 1, 0, 3, 6 } (ii) f(k) = {5, 6, 1, 2, – 1, 0, 8, 4, 3}
A
(iii) f(k) =
RS 1 UV (iv) f(k) =
RS 1 UV , – 3 ≤ k ≤ 3
T4 W
k
T2 Wk
(v) f(k) =
RS5 ,
k
k<0
.
UV
T2 ,
k
k≥0 W
172 A TEXTBOOK OF ENGINEERING MATHEMATICS
Sol. (i) The symbol ↑ is used to denote the term in zeroth position i.e., when k = 0. k is
an index of position of a term in a sequence.
1 1 3 6
Z{f(k)} = 15z3 + 10z2 + 7z + 4 + − 2 + 0 + 4 + 5
z z z z
1 1 3 6
⇒ F(z) = 15z3 + 10z2 + 7z + 4 + − 2 + 4 + 5
z z z z
(ii) In case the symbol ↑ is not given, extreme left term is considered as zeroth term
corresponding to k = 0. Here, the zeroth term is 5.
6 1 2 1 8 4 3
∴ Z{f(k)} = 5 + + 2 + 3 − 4 + 0 + 6 + 7 + 8
z z z z z z z
6 1 2 1 8 4 3
⇒ F(z) = 5 + + 2 + 3 − 4 + 6 + 7 + 8
z z z z z z z
∞ ∞
1
(iii) Z{f(k)} =
k=−∞
∑
f (k) z − k =
k=−∞
4 k
z−k ∑
1 1 1
= ...... + 64z3 + 16z2 + 4z + 1 + + 2
+ + ......
4 z 16 z 64 z 3
3
(iv) Z{f(k)} = ∑ f (k) z
−3
−k
(since – 3 ≤ k ≤ 3)
3
1 1 1 1
= ∑2
−3
k
z − k = 8z3 + 4z2 + 2z + 1 + +
2z 4 z 2
+ 3
8z
−1 ∞
(v) Z{f(k)} =
k=−∞
∑ 5k z−k + ∑
k=0
2k z− k
−1 ∞ F aI
∞
+ az) + ∑ GH z JK
k
=
k=−∞
∑ a −k
z −k
+ ∑
k=0
k
a z −k
= (...... + a3 z 3 + a 2z 2
k=0
az a FG IJ −1
az z ∵ (1 − x) −1 =
∞
∑ xk
=
1 − az
+ 1−
z H K = +
1 − az z − a
.
k=0
INTEGRAL TRANSFORMS 173
F 1I
ZG J=∑
∞
1 −k
(ii)
H kK k=1
k
z
1 1 1 1 1 FG IJ
= + 2 + 3 + ...... = – log 1 −
z 2z 3z z
if
z
<1 H K
zFG IJ
= log
z−1 H K if | z | > 1.
RS 1 UV = Z FG 1 − 1 IJ = Z FG 1IJ − Z FG 1 IJ
T k(k + 1) W H k k + 1K H kK H k + 1K
(iii) Z
F z IJ − ∑ 1 z = log F z I − FG 1 + 1 + 1
= log G
∞
IJ
H z − 1K k+1 k=0
GH z − 1JK H 2z 3z
−k
2
+ ......
K
F z IJ − zR|S 1 + 1 FG 1IJ + 1 FG 1IJ + ......U|V
= log G
2 3
H z − 1K |T z 2 H z K 3 H z K W|
F z I R F I 1 U
H z − 1JK − z ST− log GH 1 − z JK VW
= log G
F z IJ − z log FG z IJ = (1 – z) log FG z IJ .
= log G
H z − 1K H z − 1K H z − 1K
F kπ IJ = ∑ cos kπ z
Z G cos
∞
−k
(iv)
H 2K k=0
2
1 1 FG 1 IJ −1
z2
= 1−
z2
+
z4
− ...... ∞ = 1 +
H z2 K = 2
z +1
if | z | > 1.
∞ ∞
1
(v) Z{f(k)} = ∑
k=−∞
f (k) z − k = ∑
k=0
zk =
1− z
; if | z | < 1.
(ii)
L 1 OP = ∑ 1 z = 1 + 1 z + 1 z + ......
ZM
∞
–k –1 –2
N (k + 1) ! Q (k + 1) !
k=0 2! 3!
L 1 z + 1 z + ......OP
= z Mz + −1 −2 −3
N 2! 3! Q
L
= z M1 + z +
1
z +
1 O
z + ...... − 1P
−1 −2 −3
N 2 ! 3 ! Q
−1
= z (ez – 1) = z(e1/z –1).
174 A TEXTBOOK OF ENGINEERING MATHEMATICS
∑
∞
1 . z−k =
1 1 1
+ 2 + 3 + ...... =
1 1 1 FG IJ
Sol. (i) Z{f(k)} =
k=1
z z z z
1 + + 2 + ......
z z H K
1 1 1
= if <1
z FG 1 − 1IJ z
H zK
1
= if | z | > 1.
z−1
∞
4
(ii) Z{f(k)} = ∑
k=0
4k δ(k – 1) z–k =
z
.
∞
1
(iii) Z{f(k)} = ∑
k=0
δ(k – n) z–k =
zn
, n is (+)ve integer.
n
(iv) Z{f(k)} = ∑
k=0
nC
k z–k = 1 + nC1 z–1 + nC2 z–2 + ...... + nCn z–n = (1 + z–1)n.
(k-even) (k-odd)
∑2
∞
−m m
∞
F 1I
+ ∑G J
2p
−2 p F 1I
∞
+ ∑ G J
2q + 1
z − (2 q + 1)
=
m=1
z
H 2K
p=0
z
H 3K
q=0
where m = − k,
k k−1
p= ,q=
2 2
= F1(z) + F2(z) + F3(z)
z/2 z2 z/3
= + +
1 − z / 2 z2 − 1 1
z2 −
4 9
INTEGRAL TRANSFORMS 175
ASSIGNMENT
2
2 1 2
1
0.5 1
–1 3
k k
–2 –1 0 1 2 –2 0 1 2
–1 – 0.5
Answers
7 1 2 7 1
1. (i) 2z2 + 4z + 5 + + 3 + 4 (ii) 3z3 + z2 + 2z + 5 + + 3
z z z z z
(iii) z–2 + 2z–3 + 5z–4 + 4z–5 + z–7 (iv) 1 + 2z–1 + 5z–2 + 4z–3 + z–5 (v) zn
2. 1 + z + z + z + z + z + 2(z + z + z + ...... + z ) + 3(z + z–12 + ......)
–1 –2 –3 –4 –5 –6 –7 –8 –10 –11
176 A TEXTBOOK OF ENGINEERING MATHEMATICS
z −4 z
−
z
3. (i) ;|z|>1 (ii) z–5 (iii) 1
1− z −1
z− z+2
3
4. F(z) = 1 + 4.7 z–1 + 0.75 z–4 + 2 z–5
5. (i) f(k) = 0.5 δ(k + 1) + 2δ(k) + 2δ(k – 1) + δ(k – 2); F(z) = 0.5z + 2 + 2z–1 + z–2
(ii) f(k) = δ(k + 2) – δ(k + 1) + 2δ(k) + δ(k – 2) – 0.5 δ(k – 3); F(z) = z2 – z + 2 + z–2 – 0.5 z–3.
∞
Proof. Z{a f(k) ± b g(k)} = ∑
k=−∞
{ a f (k) ± b g (k)} z − k | by definition
∞ ∞
=a ∑
k=−∞
f (k) z − k ± b ∑
k=−∞
g (k) z − k = a Z{f(k)} ± b Z{g(k)}.
Remark. If Z{f(k)} = F(z) and Z{g(k)} = G(z), then Z–1 [a F(z) ± b G(z)] = a Z–1 {F(z)} ± b Z–1 {G(z)}
where a and b are constants and Z–1 is inverse Z-transform operator.
Z{|ak f(k)|} = F
FG z IJ
If Z{f(k)} = F(z), then
H aK
∞
Proof. F(z) = Z{f(k)} =
k=−∞
∑ f (k) z −k
z
Substituting for z, we get
a
zFG IJ ∞
FG z IJ −k ∞
F
a H K ∑
=
k=−∞
f (k)
H aK = ∑a
k=−∞
k
f (k) z − k = Z{|ak f(k)|}.
z/a z
Remark (i) Z{ak U(k)} = = if | z | > | a |
z
−1 z−a
a
z z
(ii) Z{ak} = since Z(1) = .
z−a z−1
2.24.3. Multiplication by kn
∞ ∞
d −k d
=−z
k=−∞
∑ f (k) (− kz −k−1
) =−z ∑ f ( k)
dz
(z ) = − z
dz
F( z)
k=−∞
∞
= z±n ∑ f (r) z
k=−∞
−r
(r = k ± n)
= z±n F(z).
Corollary 1. For casual sequence,
Z{f(k – n)} = z–n F(z)
Also, Z{f(k + 1)} = z F(z) – z f(0)
and Z{f(k + 2)} = z2 F(z) – z2f(0) – z f(1)
RS
f (1)
= z 2 F( z) – f (0) –
and so on.
UV
T
z W
Corollary 2. Z–1[z–n F(z)] = f(k – n) = Z–1[F(z)]k → k – n.
2.24.5. Division by k
Proof.
R f (k) UV = ∑
ZS
∞
f ( k) − k
z
TkW k=−∞
k
= ∑
∞
k=−∞
f ( k)
FG 1 z IJ = − ∑
Hk K
−k
∞
k=−∞
f (k) z z
z − k − 1 dz
=− z z ∞
∑ f (k) z
k=−∞
−k−1
dz
178 A TEXTBOOK OF ENGINEERING MATHEMATICS
F I
=− z z
z –1
H
∞
GG ∑ f (k) z
k=−∞
−k
JJ dz = –
K z z
z −1 F( z) dz .
∞
Proof. Z{f(k)} = ∑ f (k) z
k=0
−k
n
z F(z) – f(0) – F(z) = Lt
n→∞
∑
k=0
{ f (k + 1) − f (k)} z − k
n
Lt ( z − 1)F( z) = f (0) + Lt . Lt
z→1 z→1 n→∞
∑ { f (k + 1) − f (k)} z
k=0
−k
n
= f (0) + Lt
n→∞
∑
k=0
z→1
Lt { f (k + 1) − f (k)} z − k
z–1
dF( z)
dz −1
= ∑
k=0
kf(k) z–k = Z{kf(k)}
INTEGRAL TRANSFORMS 179
dF( z)
∴ Z{kf(k)} = z–1 ...(2)
dz −1
Differentiating (1) w.r.t. z–1 again, we get
∞
d 2 F( z)
d( z −1 ) 2
= ∑
k=0
k(k – 1) f(k) (z–1)k – 2
2 ∞
d F( z)
z–2
d( z −1 ) 2
= ∑
k=0
k(k – 1) f(k) z–k = Z{k(k – 1) f(k)}
d 2 F( z)
∴ Z[k(k – 1) f(k)] = z–2 ...(3)
d( z −1 ) 2
If it is one sided (right) sequence, take f(k) = 0, g(k) = 0 for k < 0, then
∞
w(n) = ∑ f (k ) g(n – k) = f * g.
k=0
Statement. If w(n) is the convolution of two sequences f(n) and g(n), then
LM ∞ OP LM ∞ ∞ OP
MN ∑ f ( k) g ( n − k)
PQ ∑ MN ∑ f ( k) g ( n − k)
Proof. W(z) = Z{w(n)} = Z = –n
k=0 n=0 k=0
PQ z
∞ L ∞ O
= ∑ f(k) M ∑ g (n − k) z P
−n
k=0
MN n=0
PQ
(by changing the order of summation)
∞ L ∞ OP
= ∑ f(k) M ∑ g ( p) z
− ( p+ k)
k=0
MN p=0
PQ , (putting n – k = p)
L ∞ OL ∞ O
= M ∑ f (k) z P M ∑ g ( p) z P = F(z) G(z).
−k −p
MN k=0
PQ MN p=0
PQ
Note. This result will be true only for the values of z inside the region of convergence.
R| ∞ U| R| g(nT) z
∞ U|
F(z) G(z) = S ∑ f (mT) z
|T
−m
V| S| ∑ V|−n
m=0 WT n=0 W
∞ ∞ F
∞ n I
= ∑ ∑ f(mT) g(nT) z–m–n = ∑ GG ∑ f ( pT) g{(n − p)T}JJ z –n
n=0 m=0 H
n=0 p=0 K
R| U
S| ∑ f ( pT) g{(n − p)T}|V| z
∞
=Z –n = Z{f ∗ g}.
T p=0 W
2.24.11. Time Reversal Property
If F(z) is the Z-transform of f(k), then Z{f (– k)} = F(z–1)
1. δ(k) 1
z
2. U(k) or 1
z−1
z
3. k ,|z|>1
( z − 1)2
FG − z d IJ n
4. kn f(k)
H dz K F(z)
kn
FG − z d IJ n
z
5.
H dz K z−1
,|z|>1
z
6. ak or ak U(k) ;|z|>|a|
z−a
1 FG z IJ , | z | > 1
7.
k
log
H z − 1K
8.
1
z log G
F z IJ
k+1 H z − 1K
INTEGRAL TRANSFORMS 181
1
9. e1/z
k!
∞
13. rf1 f2 (l) =
k=−∞
∑ f1(k) f2(k – l) R f1 f2 (z) = F1(z) F2(z–1)
EXAMPLES
z
We know that, Z(1) =
z−1
z/a z
∴ Z(ak) = = (By change of scale property)
( z/a) − 1 z − a
za3
∴ From (1), Z{f(k)} = .
z−a
(ii) FG
Z(k2) = − z
d IJ 2
Z(1) = − zFG d IJ LMFG − z d IJ FG z IJ OP
H dz K H dz K NH dz K H z − 1K Q
=− z
d LM
z
=
z( z + 1) .OP
N
dz ( z − 1) 2
( z − 1) 3 Q
(iii) Z
RS (k + 1)(k + 2) UV = 1 Z(k 2
+ 3k + 2)
T 2 W 2
182 A TEXTBOOK OF ENGINEERING MATHEMATICS
1 1 z( z + 1)
+3 −z
d
Z(1) +
LM
2z RS UV OP
[Z(k2) + 3 Z(k) + Z(2)] =
=
2 2 ( z − 1) 3
dz N
z−1 T W Q
=
LM
1 z( z + 1)
− 3z
d z
+
2z
=
FG
1 z( z + 1) IJ
+
3z
+
2z OP LM OP
N
2 ( z − 1) 3
dz z − 1 z−1 H
2 ( z − 1) 3
K( z – 1) 2
z−1
.
Q N Q
(iv) Z(abk) = a Z(bk) = a
FG z IJ
H z − bK if | z | > | b |.
z ( z + 1) z 2z
(v) Z{k(k – 1)} = Z(k2 – k) = Z(k2) – Z(k) = 3
− 2
= .
( z − 1) ( z − 1) ( z − 1) 3
Example 3. Find the Z-transform of f(k) = u(– k).
z
Sol. We know that Z{u(k)} =
z−1
By time reversal property, we have
z −1 1
Z{u(– k)} = −1 = ; | z | < 1.
z −1 1− z
Example 4. Find the Z-transform of
(i) {k + nCn} or {k + nCk} ; k ≥ 0 (ii) {k + nCn ak} ; k ≥ 0.
Sol. (i) Z{k+nCn} = Z{k+nCk}
∞
= ∑
k=0
k+nC
k z–k = 1 + n+1C1 z–1 + n+2C
2 z–2 + ......
(n + 2)(n + 1) –2
= 1 + (n + 1) z–1 + z + ......
2!
(− n − 1)(− n − 2)
= 1 + (– n – 1)(– z–1) + (– z–1)2 + ......
2!
F z IJ
=G
n+1
= (1 – z–1)–n–1 = (1 – z–1)–(n+1)
H z − 1K .
F z / a IJ
=G
n+ 1
(ii) Z{k+nC n ak }
H z / a − 1K | Change of scale property using (i)
F z IJ .
=G
n +1
H z − aK
Example 5. Find the Z-transform of
(i) sin αk, k ≥ 0 (U.P.T.U. 2009, 2015) (ii) sin (3k + 5), k ≥ 0.
∞ ∞
1
Sol. (i) Z(sin αk) = ∑
k=0
sin αk z–k =
2i ∑
k=0
(eiαk – e–iαk) z–k
1 LM ∞ ∞ OP
MN ∑ (e ∑ (e
iα
= z –1 ) k − − iα
z –1 ) k
2i
k=0 k=0
PQ
1
= [(1 – eiα z–1)– 1 – (1 – e–iα z–1)–1]
2i
INTEGRAL TRANSFORMS 183
=
1 LM 1 −
1 OP = 1 LM z −
z OP
2i N1 − e z iα −1
1− e − iα
z −1
Q 2i N z − e iα
z−e − iα
Q
=
1 LM z(e iα
− e − iα ) OP = z sin α
.
2i N z − z(e
2 iα
+e − iα
) + 1Q z 2
− 2 z cos α + 1
∞ ∞
1
(ii) Z{sin (3k + 5)} = ∑ sin (3k + 5) z–k =
2i
∑
k=0
{ei(3k + 5) – e–i(3k + 5)} z–k
k=0
1 LM ∞ ∞ OP
=
2i MN ∑
k=0
e5i (e 3i z –1 ) k − ∑
k=0
e −5i (e −3i z –1 ) k
PQ
1 5i
= [e (1 – e3i z–1)–1 – e–5i (1 – e–3i z–1)–1]
2i
e 5iF 1 I F
e −5i 1 I
= GH
2i 1 − e z JK
3 i −1
–
2i
GH 1 − e −3 i z −1
JK
e F z I
5i
e F z −5i
I=1 LM e 5i
z( z − e −3i ) − e −5i z( z − e3i ) OP
= G J
2i H z − e K
–
2i GH z − e 3i −3i JK 2i N 3i
(z − e ) (z − e −3i
) Q
1 L (e − e ) z − z(e − e
5i −5i 2 2i − 2i
)O 2
= M 1 − z (e + e ) + z
2i N 3i −3i 2 PQ = zz 2
sin 5 − z sin 2
− 2 z cos 3 + 1
; | z | > 1.
H cK H cK
∞
F e + e I z = 1 LM (e
i αk − iαk ∞ ∞ OP
2 M∑ ∑ (e
Z{cos (αk)} = ∑ G
H 2 JK
iα
(ii) –k z −1 ) k + − iα
z −1 ) k
k=0 N k=0 k=0
PQ
=
1
(1 − e iα z −1 ) −1 + (1 − e − iα z −1 ) −1 =
1 z
+
z LM OP
2 2 z−e iα
z − e − iα N Q
184 A TEXTBOOK OF ENGINEERING MATHEMATICS
zF 2 z − 2 cos α z ( z − cos α) I
= GH2
2 z − 2 z cos α + 1
= 2
z − 2 z cos α + 1
JK
By change of scale property,
FG z IJ FG z − cos αIJ
k
Z{c cos (αk)} =
H cK H c K = z (z − c cos α)
FG z IJ − 2 FG z IJ cos α + 1 z − 2cz cos α + c
2 2 2
H cK H cK
R F I U ∞
F I R| FGH ∞ kπ IJ
K
FG kπ + αIJ U
H 2 K |V z–k
∑ e
1 +α −
kπ
T H 2 JK VW = ∑ cosh GH 2 + αJK z = 2 S|T
kπ
(iii) Z Scosh G
2
+α –k +e
k=0 k=0 |W
1 L O
∞ ∞
= M
2 MN
e ∑ (e
α π/2
z ) + e ∑ (e
–1 k
z ) P
−α
PQ
−π /2 –1 k
0 0
1
= [eα (1 – eπ/2 z–1)–1 + e–α (1 – e–π/2 z–1)–1]
2
LM F
1 α z F z I OP = z LM e (z − e ) + e (z − e ) OP
I α −π/2 −α π/2
MN GH JK
GH z − e JK PQ 2 N (z − e ) (z − e ) Q
= e . + e–α
2 z−e π/2 −π /2 π/2 −π /2
L F π IO
z M z cosh α − cosh G − αJ P
=
L
z 2 z cosh α − cosh (α − π/2)
M O
P =
N H 2 KQ .
2 N z − (2 cosh π/2) z + 1 Q
2
z − 2 z cosh π/2 + 1 2
T H 8 KW H8 K
k=0 H 8
–k
8k=0 K
–k
F kπ IJ – sin α Z FG sin kπ IJ
= cos α Z G cos
H 8K H 8K
R| U F I
z ( z − cos π / 8) | G z sin π / 8 JJ
= cos α . S V – sin α . G
|T z − 2z cos 8 + 1|W
π 2
GH z − 2 z cos 8 + 1JK
π 2
z( z − cos aT)
∴ f(0) = Lt 2 = 1 by L’ Hospital rule.
z→∞ z − 2 z cos aT + 1
z
Example 9. If F(z) = , find Lt f(t).
z − e−T t→∞
Lt f(t) = Lt (z – 1)F(z) = Lt (z – 1) z
= 0.
t→∞ z→1 z→1 z − e −T
T z + 1W T z + 1W
Sol. Z S
R 1 UV = Z RSz . z UV
–1 –1 −1
T z + 1W T z + 1W
=Z S
R z UV = R|SFG − 1IJ U|V k
|TH K |W
–1 = {(– 1) }, k = 1, 2, 3, ...... k–1
T z + 1W k→ k − 1 k→ k− 1
R| 1 U| LM R UOP
Sol. Z S
R–1
3 U
V =Z –1 = Z Mz S
| z |VP –1 −1
T 3z − 1W S| z − V| 1 M | z − |P
1
T 3W NM T 3 WQP
=Z |
R z U| = FG 1IJ or F 1I u(k – 1). k− 1 k− 1
–1
S| z − 1 V| H 3K GH 3 JK
T 3W k→ k − 1
Example 12. Using differentiation property, find the Z-transform of
(i) k ak u(k) (ii) k(k – 1) ak u (k).
d FG z IJ
Sol. (i) Z{kak u(k)} = z–1
dz −1 H z − aK
d a az −1
= z–1 −1 (1 – az–1)–1 = z–1 . =
dz (1 − az ) −1 2
(1 − az −1 ) 2
d2 2 a 2 z −2
(ii) Z {k(k – 1) ak u(k)} = z–2 (1 – az–1)–1 = .
d( z −1 ) 2 (1 − az −1 ) 3
z −1 2 z −2
Note. If a = 1, then Z{k u(k)} = −1 2 and Z{k(k – 1) u(k)} = .
(1 − z ) (1 − z −1)3
Example 13. Find the Z-transform of f ∗ g where
(i) f(n) = u(n), g(n) = 2n u(n)
(ii) f(n) = 3n u(n), g(n) = 4n u(n) using convolution theorem.
∞
z
Sol. (i) F(z) = Z{u(n)} = ∑
n=0
1 . z–n =
z−1
if | z | > 1
186 A TEXTBOOK OF ENGINEERING MATHEMATICS
∞
z
G(z) = Z{2n u(n)} = ∑
n=0
2n z–n =
z−2
if | z | > | 2 |
By convolution theorem
Z{f ∗ g} = Z{w(n)} = W(z) = F(z). G(z)
z z z2
= . = if | z | > | 2 |.
z−1 z−2 ( z − 1)( z − 2)
z
(ii) F(z) = Z{3nu(n)} = if | z | > | 3 |
z−3
z
G(z) = Z{4nu(n)} = if | z | > | 4 |
z−4
By convolution theorem
Z{f ∗ g} = Z{w(n)} = W(z) = F(z) . G(z)
z z z2
= . = if | z | > | 4 |.
z−3 z−4 ( z − 3)( z − 4)
Example 14. Compute the convolution f(k) of the two sequences :
Sol. F(z) =
1
.
LM 2 + 5z + 14 z OP
−1 −2
z 2
N (1 − z ) Q
−1 4
LM 2z + 5z + 14 − 2 OP
2
= Lt z3 .
z→∞ N (z − 1) z Q
4 2
R 13z + 2z + 8 z − 2 UV
3 2
= Lt z .S
3
z→∞ T z (z − 1) W = 13.
2 4
ASSIGNMENT
1. Find the Z-transform (one sided) of the following sequences {f(k)} where f(k) is
(i) FG 1IJ k
u(k) (ii) (cos θ + i sin θ)k (iii) (– 1)k u(k)
H 4K
kπ kπ FG 1IJ k
(iv) 3k sin
2
(v) 2k cos
2
(vi) 4k +
H 2K + u(k – 3).
Answers
4z z z 3z
1. (i) (ii) (iii) (iv)
4z − 1 z−e iθ z+1 2
z +9
188 A TEXTBOOK OF ENGINEERING MATHEMATICS
z2 z 2z 1
(v) 2 (vi) + + 2
z +4 z − 4 2 z − 1 z ( z − 1)
2z 2 z2 z2 ( z − cos θ)
2. 8. (i) (ii)
( z − 2)2 ( z − 1)3 ( z − 3) ( z − 3)( z2 − 2 z cos θ + 1)
z3 z2
(iii) 10. .
( z + 1)2
2
( z − 2)( z − 3)
Inverse Z-transform is a process for determining the sequence which generates given
Z-transform. If F(z) is the Z-transform of the sequence {f(k)}, then {f(k)} is called the inverse
Z-transform of F(z). The operator for inverse Z-transform is Z–1.
If Z{f(k)} = F(z), then Z–1 [F(z)] = {f(k)}.
EXAMPLES
T (z − a)(z − b) W
–1
Sol. We know that Z {F(z) G(z)} = f ∗ g
Let F(z) =
z R z UV = a
∴ f(k) = Z {F(z)} = Z S –1 –1 k
(z − a) Tz − a W
G(z) =
z
∴ g(k) = Z {G(z)} = Z S
R z UV = b
–1 –1 k
z−b Tz − bW
Z–1{F(z) G(z)} = f ∗ g = ak ∗ bk
∑ FGH ab IJK
k k m
= ∑
m=0
ambk–m = bk
m=0
(a G.P.)
R| FG a IJ − 1U|
k+1
= bk
|S H b K |V = a k+ 1
− b k+ 1
.
|| b − 1 ||
a a−b
T W
INTEGRAL TRANSFORMS 189
R| z2 U|
Example 2. Using Convolution theorem, evaluate Z–1 (z − 1)(z − 3) . S| V|
T W
Sol. We know that
Z–1 {F(z) . G(z)} = f ∗ g
z
Let F(z) = ∴ f(k) = (1)k
z−1
z
G(z) = ∴ g(k) = (3)k
z−3
Now, Z–1 {F(z) . G(z)} = (1)k ∗ (3)k
∑ FGH 31IJK
k k m
= ∑
m=0
1m 3k–m = 3k
m=0
(a G.P.)
R| FG 1IJ − 1U|
k+ 1
= 3k
|S H 3 K |V = (1) k+ 1
− (3) k+ 1
=
RS
1 k+ 1
(3 − 1) .
UV
|| 3 − 1 ||
1 1− 3 2 T W
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2.27.2. Long Division Method
∞
Since Z-transform is defined by the series F(z) = ∑
k =0
f(k) z–k (one sided), to find the inverse
Z-transform i.e., Z–1 [F(z)], expand F(z) in the proper power series and collect the coefficient of
z–k to get f(k).
EXAMPLES
∑
k=0
f(k) z–k = f(0) + f(1)z–1 + f(2) z–2 + ......
We get the sequence f(k) as f(0) = 0, f(1) = 10, f(2) = 30, f(3) = 70, ......
i.e., we can get f(k) = 10(2k – 1), k = 0, 1, 2, ......
2 z( z 2 − 1) 2 z −1 − 2 z − 3
(ii) F(z) = =
( z 2 + 1) 2 1 + 2 z − 2 + z −4
By actual division, we get F(z) = 2z–1 – 6z–3 + 10z–5 – 14z–7 + ......
∞
Comparing the quotient with ∑
k=0
f(k) z–k = f(0) + f(1)z–1 + f(2)z–2 + ......
We get f(0) = 0, f(1) = 2, f(2) = 0, f(3) = – 6, f(4) = 0, f(5) = 10, f(6) = 0, ......
kπ
In general f(k) = 2k sin
, k = 0, 1, 2, ......
2
Example 2. Find the inverse Z-transform of
4z
F(z) =
z−a
for (i) | z | > | a | (ii) | z | < | a |.
Sol. (i) For | z | > | a |, we have
4z 4z FG 1 − a IJ −1
∑ FGH az IJK
∞ k
a
z−a
=
z H zK =4
k=0
if
z
<1
∞
= ∑
k=0
4ak z–k, where | z | > | a |
Z–1
FG 4z IJ = {4a }. k
H z − aK
(ii) For | z | < | a |, we have
4z 4z FG 1 − z IJ −1
z−a
=–
a H aK
4z F z z 2
z3 I
=–
a H G 1+ +
a a 2
+
a 3 JK
+ ...... , if |z|<|a|
4z 4 z2 4 z3 4 z4
=– – 2 − 3 − 4 – .....
a a a a
Z–1
FG 4z IJ = {f(k)}
H z − aK
where
RS
{f(k)} = ......−
4
,
−4 −4 −4
, , .
UV
T a 4
a3 a2 a W
INTEGRAL TRANSFORMS 191
∴ Z–1{F(z)} = {f(k)} =
3 k− 1 RS
−2 k− 1
, k≥1
.
0,T k≤0
F( z) 1 1 A B
Sol. (i) = 2 = = +
z z + 7 z + 10 ( z + 2)( z + 5) z+2 z+5
1 1
− .
1 1 1 1 FG IJ
=
3 z+2 3 z+5
∵ A = ,B= −
3 3 H K
1 z 1 z
∴ F(z) = −
3 z+2 3 z+5
∴ f(k) = Z–1{F(z)} =
1 –1
Z
RS z UV − 1 Z RS z UV −1
3 T z + 2W 3 T z + 5W
=
RS 1 (– 2) k –
1
(– 5)k
UV LM∵ Z(a k ) =
z OP
T3 3 W N z−a Q
z 3 − 20 z F( z) z 2 − 20
(ii) F(z) = or =
( z − 2) 3 ( z − 4) z ( z − 2) 3 ( z − 4)
F( z) z 2 − 20 A + Bz + Cz 2 D
Now = 3 = 3
+
z ( z − 2) ( z − 4) ( z − 2) z−4
1 1
⇒ D=– , A = 6, B = 0, C =
2 2
1 2 1 FG IJ
∴
F( z)
=
6+
2
z
+
−
2 H K
3
z ( z − 2) z − 4
or F(z) =
RS 12z + z − z UV = 1 RS z(z − 2) + 4 z + 8z − z UV
1 3 2 2
T (z − 2) z − 4 W 2 T (z − 2)
2 3
z − 4W 3
1 R z 2z + 4 z z U
2
= S
2 Tz − 2
+ 2.
( z − 2)
− V
z − 4W 3
1 LM∵ Z R az + a z U = k a OP 2 2
Now –1
f(k) = Z {F(z)} = {2 + 2k 2 – 4 },
2
k 2 k
MN ST ( z − a) VW
k
PQ
−1
3
2 k
= {2k–1 + 2k . k2 – 22k–1}
2
8 z2 z
(iii) F(z) = =
(2 z − 1)(4 z − 1) 1 FG
1 IJ FG IJ
z−
2
z−
4H KH K
F( z) z A B 2 1
= = + = −
z FG z − 1IJ FG z − 1IJ z−
1
z−
1
z−
1
z−
1
H 2K H 4K 2 4 2 4
2z z
∴ F(z) = −
z − (1 / 2) z − (1 / 4 )
R| FG 1IJ − FG 1IJ U| , k = 0, 1, 2, ......
k k
f(k) = Z–1{F(z)} = 2 S| H 2 K H 4 K V|
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