Differential Equations

ID2301
3. Fourier Transform and Applications

Eng.N.Sulaxshan
Lecturer in Mathematics

Department of Interdisciplinary Studies,

Faculty of Engineering,
South Eastern University of Sri Lanka
1
 Fourier Transform
Let 𝐹(𝑥) be a function defined in −∞, ∞ and be piece wise
continuous in each finite interval and absolutely integrable in
−∞, ∞ .
Then the Fourier Transform of 𝐹(𝑥) is defined by
∞
𝑓 λ = 𝑒 −𝑖λ𝑥 . 𝐹 𝑥 𝑑𝑥
−∞
And can written as
𝑓 λ = 𝐅 𝐹(𝑥)
The function 𝐹(𝑥) is the inverse Fourier Transform of 𝑓 λ
and is written as
𝐹 𝑥 = 𝐅 −1 𝑓 λ

2
Inversion Theorem for Fourier Transform
If 𝐹(𝑥) satisfies the Dirichlet’s conditions in every finite
interval −𝑙, 𝑙 and it is absolutely integrable in the range and
if 𝑓 λ denotes the Fourier Transform of 𝐹(𝑥), then at every
point of discontinuity of 𝐹(𝑥), we have
1 ∞ 𝑖λ𝑥
𝐹 𝑥 = 𝑒 . 𝑓 λ 𝑑λ
2𝜋 −∞
Remarks
If 𝐹(𝑥) is even function then
∞
 𝑓 λ = 2 0 𝑐𝑜𝑠λ𝑥 . 𝐹 𝑥 𝑑𝑥
1 ∞
𝐹 𝑥 = 𝑐𝑜𝑠λ𝑥 . 𝑓 λ 𝑑λ
𝜋 0

If 𝐹(𝑥) is odd function then

∞
 𝑓 λ = −2𝑖 0 𝑠𝑖𝑛λ𝑥 . 𝐹 𝑥 𝑑𝑥
𝑖 ∞
𝐹 𝑥 = 𝑠𝑖𝑛λ𝑥 . 𝑓 λ 𝑑λ Proof ???
𝜋 0 3
Questions
1. Find the Fourier Transform of
1 𝑖𝑓 𝑥 < 𝑎
𝐹 𝑥 =
0 𝑖𝑓 𝑥 > 𝑎

2. Find the Fourier Transform of

1 − 𝑥 2 𝑖𝑓 𝑥 < 1
𝐹 𝑥 =
0 𝑖𝑓 𝑥 > 1
Hence, evaluate
∞ 𝑥𝑐𝑜𝑠𝑥−𝑠𝑖𝑛𝑥 𝑥
0 3 𝑐𝑜𝑠 𝑑𝑥
𝑥 2

4
Qu 01 𝐹 𝑥 = 1 𝑖𝑓 𝑥 < 𝑎 ; −𝑎 < 𝑥 < 𝑎
0 𝑖𝑓 𝑥 > 𝑎 ; 𝑥 < −𝑎 𝑜𝑟 𝑥 > 𝑎
Fourier Transform of 𝐹(𝑥) is defined by
∞
𝑓 λ = 𝑒 −𝑖λ𝑥 . 𝐹 𝑥 𝑑𝑥
−∞
−𝑎 𝑎 ∞
𝑓 λ = 𝑒 −𝑖λ𝑥 . 0 𝑑𝑥 + 𝑒 −𝑖λ𝑥 . 1 𝑑𝑥 + 𝑒 −𝑖λ𝑥 . 0 𝑑𝑥
−∞ −𝑎 𝑎
𝑎
𝑓 λ =0+ 𝑒 −𝑖λ𝑥 . 1 𝑑𝑥 + 0
−𝑎
𝑎
𝑓 λ = 𝑒 −𝑖λ𝑥 𝑑𝑥
−𝑎
𝑎
𝑓 λ =2 𝑐𝑜𝑠λ𝑥 𝑑𝑥
0
𝑎
𝑠𝑖𝑛𝜆𝑥
𝑓(λ) = 2
𝜆 0
𝒔𝒊𝒏𝒂𝝀
𝒇(𝝀) = 𝟐
𝝀 5
 Qu 02 1 − 𝑥2 𝑖𝑓 𝑥 < 1
𝐹 𝑥 =
0 𝑖𝑓 𝑥 > 1
Fourier Transform of 𝐹(𝑥) is defined by
∞
𝑓 λ = 𝑒 −𝑖λ𝑥 . 𝐹 𝑥 𝑑𝑥
−∞
−1 1 ∞
𝑓 λ = 𝑒 −𝑖λ𝑥
. 0 𝑑𝑥 + 𝑒 −𝑖λ𝑥
. 1 − 𝑥 2 𝑑𝑥 + 𝑒 −𝑖λ𝑥 . 0 𝑑𝑥
−∞ −1 1
𝑎 𝑎
𝑓 λ = 𝑒 −𝑖λ𝑥 . 1− 𝑥2 𝑑𝑥 𝑓 λ =2 𝑐𝑜𝑠λ𝑥. (1 − 𝑥 2 ) 𝑑𝑥 ; (1 − 𝑥 2 ) 𝑖𝑠 𝑒𝑣𝑒𝑛
−𝑎 0
1
𝑠𝑖𝑛𝜆𝑥 −𝑐𝑜𝑠𝜆𝑥 −𝑠𝑖𝑛𝜆𝑥
𝑓(λ) = 2 1 − 𝑥 2 − −2𝑥 + (−2)
𝜆 𝜆2 𝜆3 0

𝑐𝑜𝑠𝜆 𝑠𝑖𝑛𝜆
𝑓(λ) = 2 0−2 2 +2 3 − 0
𝜆 𝜆

𝝀𝒄𝒐𝒔𝝀 − 𝒔𝒊𝒏𝝀
𝒇 𝝀 = −𝟒
𝝀𝟑

6
Qu 02 Cont. Now we have 𝑓 λ = −4
𝜆𝑐𝑜𝑠𝜆−𝑠𝑖𝑛𝜆
𝜆3
Inverse Fourier Transform of 𝐹(𝑥) is defined by
∞
1
𝐹 𝑥 = 𝑒 𝑖λ𝑥 . 𝑓 λ 𝑑λ
2𝜋 −∞
∞
1 𝜆𝑐𝑜𝑠𝜆 − 𝑠𝑖𝑛𝜆
𝐹 𝑥 = 𝑒 𝑖λ𝑥 . −4 𝑑λ
2𝜋 −∞ 𝜆3
∞
−4 𝜆𝑐𝑜𝑠𝜆 − 𝑠𝑖𝑛𝜆
𝐹 𝑥 = 𝑐𝑜𝑠𝜆𝑥 . 3
𝑑λ ; (1 − 𝑥 2 ) 𝑖𝑠 𝑒𝑣𝑒𝑛
𝜋 0 𝜆
∞
−4 𝜆𝑐𝑜𝑠𝜆 − 𝑠𝑖𝑛𝜆
𝐹 𝑥 = 𝑐𝑜𝑠𝜆𝑥𝑑λ
𝜋 0 𝜆3
2
When 𝑥 = 1/2 𝐹 𝑥 = 1− 1 2 =3 4
∞
−4 𝜆𝑐𝑜𝑠𝜆 − 𝑠𝑖𝑛𝜆 𝜆 3
𝐹 𝑥 = 𝑐𝑜𝑠 𝑑λ = 4
𝜋 0 𝜆3 2
∞
𝜆𝑐𝑜𝑠𝜆 − 𝑠𝑖𝑛𝜆 𝜆
3
𝑐𝑜𝑠 𝑑λ = −3𝜋 16
0 𝜆 2
∞
𝒙𝒄𝒐𝒔𝒙 − 𝒔𝒊𝒏𝒙 𝒙
𝟑
𝒄𝒐𝒔 𝒅𝒙 = −𝟑𝝅 𝟏𝟔
𝟎 𝒙 𝟐 7
 Fourier Sine Transform
Let 𝐹(𝑥) be a function defined for all 𝑥 ≥ 0.
Then the function defined by
∞
𝑓𝑠 λ = 𝑠𝑖𝑛λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
is called the Fourier Sine Transform of 𝐹 𝑥
The function defined by
2 ∞
𝐹 𝑥 = 𝑠𝑖𝑛λ𝑥 . 𝑓𝑠 λ 𝑑λ
𝜋 0
is called the Inverse Fourier Sine Transform of 𝑓𝑠 λ

8
 Fourier cosine Transform
Let 𝐹(𝑥) be a function defined for all 𝑥 ≥ 0.
Then the function defined by
∞
𝑓𝑐 λ = 𝑐𝑜𝑠λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
is called the Fourier cosine Transform of 𝐹 𝑥
The function defined by
2 ∞
𝐹 𝑥 = 𝑐𝑜𝑠λ𝑥 . 𝑓𝑐 λ 𝑑λ
𝜋 0
is called the Inverse Fourier cosine Transform of 𝑓𝑠 λ

9
Questions
1. Find the sine and cosine Fourier Transform of
𝐹 𝑥 = 𝑒 −𝑎𝑥

2. Find the sine and cosine Fourier Transform of

𝐹 𝑥 = 𝑒 −𝑥
and hence, using the inversion formula show that
∞ 𝑥𝑠𝑖𝑛𝑎𝑥 𝜋 −𝑎 ∞ 𝑐𝑜𝑠𝑎𝑥
0 2 𝑑𝑥 = 𝑒 = 0 2 𝑑𝑥
1+𝑥 2 1+𝑥
where 𝑎 is a constant.

10
Qu 01 𝐹 𝑥 = 𝑒 −𝑎𝑥
Fourier Sine Transform of 𝐹(𝑥) is defined by
∞
𝑓𝑠 λ = 𝑠𝑖𝑛λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
∞
𝑓𝑠 λ = 𝑠𝑖𝑛λ𝑥 . 𝑒 −𝑎𝑥 𝑑𝑥 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥𝑑𝑥
0 We know 𝑒 𝑎𝑥
∞ = 2 (𝑎𝑠𝑖𝑛𝑏𝑥 − 𝑏𝑐𝑜𝑠𝑏𝑥)
𝑎 + 𝑏2
𝑓𝑠 λ = 𝑒 −𝑎𝑥 . 𝑠𝑖𝑛λ𝑥 𝑑𝑥
0
∞
𝑒 −𝑎𝑥
𝑓𝑠 λ = 2 (−𝑎𝑠𝑖𝑛λ𝑥 − λ𝑐𝑜𝑠λ𝑥)
𝑎 + λ2 0 𝑒∞ = ∞
1
𝑓𝑠 λ = 0 − (0 − λ) 𝑒 −∞ = 0
𝑎 2 + λ2
λ
𝑓𝑠 λ = 2
𝑎 + λ2

11
Qu 01 Cont 𝐹 𝑥 = 𝑒 −𝑎𝑥
Fourier Cosine Transform of 𝐹(𝑥) is defined by
∞
𝑓𝑐 λ = 𝑐𝑜𝑠λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
∞
𝑓𝑐 λ = 𝑐𝑜𝑠λ𝑥 . 𝑒 −𝑎𝑥 𝑑𝑥 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥
We know
0 𝑒 𝑎𝑥
∞ = 2 (𝑎𝑐𝑜𝑠𝑏𝑥 + 𝑏𝑠𝑖𝑛𝑠𝑏𝑥)
𝑎 + 𝑏2
𝑓𝑐 λ = 𝑒 −𝑎𝑥 . 𝑐𝑜𝑠λ𝑥 𝑑𝑥
0
∞
𝑒 −𝑎𝑥
𝑓𝑐 λ = 2 (−𝑎𝑐𝑜𝑠λ𝑥 + λ𝑠𝑖𝑛λ𝑥)
𝑎 + λ2 0 𝑒∞ = ∞
1
𝑓𝑐 λ = 0 − (−𝑎 + 0) 𝑒 −∞ = 0
𝑎 2 + λ2
𝑎
𝑓𝑐 λ = 2
𝑎 + λ2

12
Qu 02 𝐹 𝑥 = 𝑒 −𝑥
Fourier Sine Transform of 𝐹(𝑥) is defined by
∞
𝑓𝑠 λ = 𝑠𝑖𝑛λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
∞
𝑓𝑠 λ = 𝑠𝑖𝑛λ𝑥 . 𝑒 −𝑥 𝑑𝑥 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥𝑑𝑥
0 We know 𝑒 𝑎𝑥
∞ = 2 (𝑎𝑠𝑖𝑛𝑏𝑥 − 𝑏𝑐𝑜𝑠𝑏𝑥)
𝑎 + 𝑏2
𝑓𝑠 λ = 𝑒 −𝑥 . 𝑠𝑖𝑛λ𝑥 𝑑𝑥
0
∞
𝑒 −𝑥
𝑓𝑠 λ = 2 (−𝑠𝑖𝑛λ𝑥 − λ𝑐𝑜𝑠λ𝑥)
1 + λ2 0 𝑒∞ = ∞
1
𝑓𝑠 λ = 0 − (0 − λ) 𝑒 −∞ = 0
1 + λ2
𝝀
𝒇𝒔 𝝀 =
𝟏 + 𝝀𝟐

13
Qu 02 Cont 𝐹 𝑥 = 𝑒 −𝑥
Inverse Fourier Sine Transform of 𝐹(𝑥) is defined by
∞
2
𝐹 𝑥 = 𝑠𝑖𝑛λ𝑥 . 𝑓𝑠 λ 𝑑λ
𝜋 0
∞
2 λ
𝐹 𝑥 = 𝑠𝑖𝑛λ𝑥 . 𝑑λ
𝜋 0 1 + λ2
∞
2 λ𝑠𝑖𝑛λ𝑥 −𝑥
𝐹 𝑥 = 𝑑λ = 𝑒
𝜋 0 1 + λ2
When 𝑥 = 𝑎
∞
2 λ𝑠𝑖𝑛𝑎𝑥
𝐹 𝑎 = 2
𝑑λ = 𝑒 −𝑎
𝜋 0 1+λ

∞
λ𝑠𝑖𝑛𝑎𝑥 𝜋 −𝑎
𝑑λ = 𝑒 ………….(A)
0 1 + λ2 2

14
Qu 02 Cont 𝐹 𝑥 = 𝑒 −𝑥
Fourier Cosine Transform of 𝐹(𝑥) is defined by
∞
𝑓𝑠 λ = 𝑐𝑜𝑠λ𝑥 . 𝐹 𝑥 𝑑𝑥
0
∞
𝑓𝑐 λ = 𝑐𝑜𝑠λ𝑥 . 𝑒 −𝑥 𝑑𝑥 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥
0 We know 𝑒 𝑎𝑥
∞ = 2 (𝑎𝑐𝑜𝑠𝑏𝑥 + 𝑏𝑠𝑖𝑛𝑏𝑥)
𝑎 + 𝑏2
𝑓𝑐 λ = 𝑒 −𝑥 . 𝑐𝑜𝑠λ𝑥 𝑑𝑥
0
∞
𝑒 −𝑥
𝑓𝑐 λ = 2 (−𝑐𝑜𝑠λ𝑥 + λ𝑠𝑖𝑛λ𝑥)
1 + λ2 0 𝑒∞ = ∞
1
𝑓𝑐 λ = 0 − (−1) 𝑒 −∞ = 0
1 + λ2
𝟏
𝒇𝒄 𝝀 =
𝟏 + 𝝀𝟐

15
Qu 02 Cont 𝐹 𝑥 = 𝑒 −𝑥
Inverse Fourier Cosine Transform of 𝐹(𝑥) is defined by
∞
2
𝐹 𝑥 = 𝑐𝑜𝑠λ𝑥 . 𝑓𝑐 λ 𝑑λ
𝜋 0
∞
2 1
𝐹 𝑥 = 𝑐𝑜𝑠λ𝑥 . 𝑑λ
𝜋 0 1 + λ2
∞
2 𝑐𝑜𝑠λ𝑥 −𝑥
𝐹 𝑥 = 𝑑λ = 𝑒
𝜋 0 1 + λ2
When 𝑥 = 𝑎
∞
2 𝑐𝑜𝑠𝑎𝑥
𝐹 𝑎 = 2
𝑑λ = 𝑒 −𝑎
𝜋 0 1+λ

∞
𝑐𝑜𝑠𝑎λ 𝜋 −𝑎
𝑑λ = 𝑒 ………….(B)
0 1 + λ2 2

Form (A),(B) ∞ ∞
𝝀𝒔𝒊𝒏𝒂𝝀 𝝅 −𝒂 𝒄𝒐𝒔𝒂𝝀
𝒅𝝀 = 𝒆 = 𝒅𝝀
𝟎 𝟏 + 𝝀𝟐 𝟐 𝟎 𝟏 + 𝝀𝟐
16
 Application
Fourier Transforms of Partial Derivative Of A Function
𝜕2 𝑢
𝐅 = −𝜆2 𝐅(u) where 𝐅(u) is Fourier transform of u w.r.t 𝑥
𝜕𝑥 2

𝜕2 𝑢
𝐅𝒔 = 𝜆(𝑢)𝑥=0 −𝜆2 𝐅𝒔 (u) …… sine transform
𝜕𝑥 2

𝜕2 𝑢 𝜕𝑢
𝐅𝒄 =− − 𝜆2 𝐅𝒄 (u) …… cosine transform
𝜕𝑥 2 𝜕𝑥 𝑥=0

17
Questions
𝜕𝑢 𝜕2 𝑢
1. Find the Fourier Transform of , 2 where 𝑢 = 𝑢 𝑥, 𝑡
𝜕𝑥 𝜕𝑥
𝜕𝑢
be a function such that 𝑢 and approaches 0 as 𝑥
𝜕𝑥
approaches ∞.

18
 𝜕𝑢
Proof of 𝐅
𝜕𝑥
Let 𝐅 𝑢 𝑥,𝑡 be the Fourier transform of the function 𝑢 𝑥,𝑡
∞
𝐅𝑢 𝑥,𝑡 = 𝑒 −𝑖𝜆𝑥 . 𝑢 𝑥,𝑡 𝑑𝑥
−∞
𝜕𝑢
Fourier transform of is given by
𝜕𝑥
∞
𝜕𝑢 𝜕𝑢
𝐅 = 𝑒 −𝑖𝜆𝑥 . 𝑑𝑥
𝜕𝑥 −∞ 𝜕𝑥
𝜕𝑢 ∞ ∞
𝐅 = 𝑒 −𝑖𝜆𝑥 . 𝑢 − −∞
−𝑖𝜆𝑒 −𝑖𝜆𝑥 . 𝑢 𝑑𝑥
𝜕𝑥 −∞
𝜕𝑢 −𝑖𝜆𝑥 ∞ ∞ −𝑖𝜆𝑥
𝐅 = 𝑒 . 𝑢 −∞ + 𝑖𝜆 −∞
𝑒 . 𝑢 𝑑𝑥
𝜕𝑥

𝜕𝑢 ∞
𝐅 = 0 + i𝜆 𝑒 −𝑖𝜆𝑥 . 𝑢 𝑑𝑥
𝜕𝑥 −∞

𝜕𝑢 ∞
𝜕𝑢
𝐅 = i𝜆 𝑒 −𝑖𝜆𝑥 . 𝑢 𝑑𝑥 𝐅 = i𝜆𝐅 𝑢 𝑥,𝑡
𝜕𝑥 −∞ 𝜕𝑥
19
 𝜕2 𝑢
Proof of 𝐅
𝜕𝑥 2
∞
𝜕2 𝑢 𝜕2𝑢 𝜕 2𝑢
Fourier transform of is given by 𝐅 2
= 𝑒 −𝑖𝜆𝑥 . 2 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 𝜕𝑥
−∞

𝜕2 𝑢 𝜕𝑢 ∞ 𝜕𝑢 ∞
𝐅 = 𝑒 −𝑖𝜆𝑥 . − −𝑖𝜆𝑒 −𝑖𝜆𝑥 . 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 −∞ 𝜕𝑥 −∞
∞ ∞
𝜕2𝑢 −𝑖𝜆𝑥
𝜕𝑢 𝜕𝑢
𝐅 = 𝑒 . + 𝑖𝜆 𝑒 −𝑖𝜆𝑥 . 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 −∞ −∞ 𝜕𝑥
∞
𝜕2𝑢 −𝑖𝜆𝑥 .
𝜕𝑢 𝜕𝑢
𝐅 = 𝑒 + 𝑖𝜆𝐅
𝜕𝑥 2 𝜕𝑥 −∞
𝜕𝑥
𝜕2𝑢
𝐅 = 0 + 𝑖𝜆. i𝜆𝐅 𝑢 𝑥,𝑡
𝜕𝑥 2

𝜕2𝑢 2𝐅 𝑢
𝐅 = −𝜆 𝑥,𝑡
𝜕𝑥 2

20
 𝜕𝑢
Proof of 𝐅𝑠
𝜕𝑥

Let 𝐅𝑠 𝑢 𝑥,𝑡 be the Fourier sine transform of the function 𝑢 𝑥,𝑡

∞
𝐅𝑠 𝑢 𝑥,𝑡 = 𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
0
𝜕𝑢
Fourier transform of is given by
𝜕𝑥
∞
𝜕𝑢 𝜕𝑢
𝐅𝑠 = 𝑠𝑖𝑛𝜆𝑥. 𝑑𝑥
𝜕𝑥 0 𝜕𝑥
𝜕𝑢 ∞ ∞
𝐅𝑠 = 𝑠𝑖𝑛𝜆𝑥. 𝑢 0 − 0
𝜆𝑐𝑜𝑠𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥
∞
𝜕𝑢
𝐅𝑠 = 0−𝜆 𝑐𝑜𝑠𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥 0

𝜕𝑢 ∞
𝐅𝑠 = −𝜆 0
𝑐𝑜𝑠𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥

𝜕𝑢
𝐅𝑠 = −𝜆𝐅𝑐 𝑢 𝑥,𝑡
𝜕𝑥
21
 𝜕2 𝑢
Proof of 𝐅𝑠
𝜕𝑥 2
∞
𝜕2 𝑢 𝜕2𝑢 𝜕2𝑢
Fourier transform of is given by 𝐅𝑠 2
= 𝑠𝑖𝑛𝜆𝑥. 2 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 𝜕𝑥
0

𝜕2 𝑢 𝜕𝑢 ∞ ∞ 𝜕𝑢
𝐅𝑠 = 𝑠𝑖𝑛𝜆𝑥. − 𝜆𝑐𝑜𝑠𝜆𝑥. 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 0 0 𝜕𝑥

𝜕2 𝑢 ∞ 𝜕𝑢
𝐅𝑠 =0−𝜆 𝑐𝑜𝑠𝜆𝑥. 𝑑𝑥
𝜕𝑥 2 0 𝜕𝑥

𝜕2 𝑢 ∞ ∞
𝐅𝑠 = −𝜆 𝑐𝑜𝑠𝜆𝑥. 𝑢 0 − −𝜆𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥 2 0

𝜕2 𝑢 ∞
𝐅𝑠 = −𝜆 0 − 𝑢 0,𝑡 +𝜆 𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥 2 0
𝜕2 𝑢 ∞
𝐅𝑠 = 𝜆𝑢 0,𝑡 − 𝜆2 𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥 2 0

𝜕2 𝑢
𝐅𝑠 = 𝜆𝑢 0,𝑡 − 𝜆2 𝐅𝑠 𝑢 𝑥,𝑡
𝜕𝑥 2

22
 𝜕𝑢
Proof of 𝐅𝑐
𝜕𝑥

Let 𝐅𝑐 𝑢 𝑥,𝑡 be the Fourier cosine transform of the function 𝑢 𝑥,𝑡

∞
𝐅𝑐 𝑢 𝑥,𝑡 = 𝑐𝑜𝑠𝜆𝑥. 𝑢 𝑑𝑥
0
𝜕𝑢
Fourier transform of is given by
𝜕𝑥
∞
𝜕𝑢 𝜕𝑢
𝐅𝑐 = 𝑐𝑜𝑠𝜆𝑥. 𝑑𝑥
𝜕𝑥 0 𝜕𝑥
𝜕𝑢 ∞ ∞
𝐅𝑐 = 𝑐𝑜𝑠𝜆𝑥. 𝑢 0 − 0
−𝜆𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥
∞
𝜕𝑢
𝐅𝑐 =0−𝑢 0,𝑡 +𝜆 𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥
𝜕𝑥 0

∞
𝜕𝑢
𝐅𝑐 =𝜆 𝑠𝑖𝑛𝜆𝑥. 𝑢 𝑑𝑥 − 𝑢 0,𝑡
𝜕𝑥 0
𝜕𝑢
𝐅𝑐 = 𝜆𝐅𝑠 𝑢 𝑥,𝑡 −𝑢 0,𝑡
𝜕𝑥

23
 𝜕2 𝑢
Proof of 𝐅𝑐
𝜕𝑥 2
∞
𝜕2 𝑢 𝜕2𝑢 𝜕2𝑢
Fourier transform of is given by 𝐅𝑐 = 𝑐𝑜𝑠𝜆𝑥. 2 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 2 0 𝜕𝑥

𝜕2 𝑢 𝜕𝑢 ∞ ∞ 𝜕𝑢
𝐅𝑐 = 𝑐𝑜𝑠𝜆𝑥. − −𝜆𝑠𝑖𝑛𝜆𝑥. 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 0 0 𝜕𝑥

∞
𝜕2𝑢 𝜕𝑢 𝜕𝑢
𝐅𝑐 = 0 − +𝜆 𝑠𝑖𝑛𝜆𝑥. 𝑑𝑥
𝜕𝑥 2 𝜕𝑥 𝑥=0 0 𝜕𝑥

𝜕2 𝑢 𝜕𝑢
𝐅𝑐 𝜕𝑥 2
=− 𝜕𝑥 𝑥=0
+𝜆 −𝜆𝐅𝑐 𝑢 𝑥,𝑡

𝜕2𝑢 𝜕𝑢
𝐅𝑐 =− − 𝜆2 𝐅𝑐 𝑢 𝑥,𝑡
𝜕𝑥 2 𝜕𝑥 𝑥=0

24
Questions

2. Solve the partial differential equation

𝜕𝑢 𝜕2 𝑢
=
𝜕𝑡 𝜕𝑥 2
For 𝑥 > 0, t > 0 given that
a) 𝑢 0, 𝑡 = 0
1 𝑓𝑜𝑟 0 < 𝑥 < 1
b) 𝑢 𝑥, 0 =
0 𝑓𝑜𝑟 𝑥 ≥ 1
c) 𝑢 𝑥, 𝑡 is bounded.

 If 𝑢 at 𝑥 = 0 is given, take Fourier sine transform

𝜕𝑢
 If at 𝑥 = 0 is given, take Fourier cosine transform
𝜕𝑡

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