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Unit-4 Fourier Integral

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238 views7 pages

Unit-4 Fourier Integral

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Faculty of Engineering and Technology.

Department of Applied Science & Humanities.

Subject: Mathematics – II (303191151)


Semester: 2nd Sem. B.Tech Programme (All Branches)
Lecture Notes: Unit – 4 Fourier Integral

Introduction:
We have learnt Fourier series for periodic functions. There exist many practical problems in
engineering which involve non-periodic functions. We can solve such problems on the basis of Fourier series
technique by converting non-periodic functions in terms of sine and cosine functions. This conversion will lead to
the extension of Fourier series to Fourier integral.
Fourier Integral:
Let 𝑓(𝑥) be a function which is piecewise continuous in every finite interval (−∞, ∞) and absolutely
integrable in (−∞, ∞), then Fourier integral is given by following formula.
Formula:
❖ Fourier Integral:

𝑓(𝑥) = ∫ [𝐴(𝜆) cos 𝜆𝑥 + 𝐵(𝜆) sin 𝜆𝑥] 𝑑𝜆
0
1 ∞ 1 ∞
𝑤ℎ𝑒𝑟𝑒 𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣, 𝐵(𝜆) = ∫ 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣
𝜋 −∞ 𝜋 −∞

❖ Fourier Cosine Integral:



2 ∞
𝑓(𝑥) = ∫ 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆, 𝑤ℎ𝑒𝑟𝑒 𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣
0 𝜋 0

❖ Fourier Sine Integral:



2 ∞
𝑓(𝑥) = ∫ 𝐵(𝜆) sin 𝜆𝑥 𝑑𝜆, 𝑤ℎ𝑒𝑟𝑒 𝐵(𝜆) = ∫ 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣
0 𝜋 0

❖ Existence of Fourier Integral:

The Fourier integral of function 𝑓(𝑥) exists if the area under the function is finite. This means that the

function must be absolutely integrable. If 𝑥 is point of continuity of 𝑓(𝑥), then the Fourier integral expansion

𝑓(𝑥+0)+𝑓(𝑥−0)
of 𝑓(𝑥) holds. If 𝑥 is a point of discontinuity, then 𝑓(𝑥) is replaced by .
2

Examples
𝟏 − 𝒙𝟐 𝒊𝒇 |𝒙| ≤ 𝟏
1. Find the Fourier Integral representation of the function 𝒇(𝒙) = {
𝟎 𝒊𝒇 |𝒙| > 𝟏

Solution:

𝑓(𝑥) = ∫ 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆
0

1 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.

2 ∞
𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣
𝜋 0

2 ∞
= ∫ (1 − 𝑣 2 ) cos 𝜆𝑣 𝑑𝑣
𝜋 0

2 2)
sin 𝜆𝑣 cos 𝜆𝑣 sin 𝜆𝑣 1
= |(1 − 𝑣 − (−2𝑣) (− ) + (−2) (− 3 )|
𝜋 𝜆 𝜆2 𝜆 0

2 2 cos 𝜆 2 sin 𝜆
= (− + ) [∵ sin 0 = 0]
𝜋 𝜆2 𝜆3

4 sin 𝜆 − 𝜆 cos 𝜆
= ( )
𝜋 𝜆3

4 ∞ sin 𝜆 − 𝜆 cos 𝜆
𝑓(𝑥) = ∫ ( ) cos 𝜆𝑥 𝑑𝜆
𝜋 0 𝜆3

2. Find the Fourier cosine and sine Integral of 𝒇(𝒙) = 𝒆−𝒌𝒙 , (𝒙 > 𝟎, 𝒌 > 𝟎)

Solution: (a)

2 ∞
𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣
𝜋 0

2 ∞ −𝑘𝑣
= ∫ 𝑒 cos 𝜆𝑣 𝑑𝑣
𝜋 0

2 𝑒 −𝑘𝑣
= [ 2 (−𝑘 cos 𝜆𝑣 + 𝜆 sin 𝜆𝑣)]
𝜋 𝑘 + 𝜆2 0

2 𝑘
= [0 + 2 ]
𝜋 𝑘 + 𝜆2

2𝑘
=
𝜋(𝑘 2+ 𝜆2 )

We obtain the Fourier cosine integral representation



𝑖. 𝑒. 𝑓(𝑥) = ∫ 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆
0

2𝑘 ∞ cos 𝜆𝑥
𝑓(𝑥) = 𝑒 −𝑘𝑥 = ∫ 𝑑𝜆, (𝑥 > 0, 𝑘 > 0)
𝜋 0 (𝑘 2 + 𝜆2 )

From this, we see that



cos 𝜆𝑥 𝜋 −𝑘𝑥
∫ 𝑑𝜆 = 𝑒 , (𝑥 > 0, 𝑘 > 0)
0 (𝑘 2 + 𝜆2 ) 2𝑘

(b) Similarly, we have

2 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.

2 ∞
𝐵(𝜆) = ∫ 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣
𝜋 0

2 ∞ −𝑘𝑣
= ∫ 𝑒 sin 𝜆𝑣 𝑑𝑣
𝜋 0

2 𝑒 −𝑘𝑣
= [ 2 (−𝑘 sin 𝜆𝑣 − 𝜆 cos 𝜆𝑣)]
𝜋 𝑘 + 𝜆2 0

2𝜆
=
𝜋(𝑘 2 + 𝜆2 )

We obtain the Fourier sine integral representation



𝑖. 𝑒. 𝑓(𝑥) = ∫ 𝐵(𝜆) sin 𝜆𝑥 𝑑𝜆
0

2𝑘 ∞ 𝜆 sin 𝜆𝑥
𝑓(𝑥) = 𝑒 −𝑘𝑥 = ∫ 𝑑𝜆, (𝑥 > 0, 𝑘 > 0)
𝜋 0 (𝑘 2 + 𝜆2 )

𝜆 sin 𝜆𝑥 𝜋
∴∫ 𝑑𝜆 = 𝑒 −𝑘𝑥 , (𝑥 > 0, 𝑘 > 0)
0 (𝑘 2 + 𝜆2 ) 2

𝟐 𝒊𝒇 |𝒙| < 𝟐
3. Find the Fourier Integral representation of the function 𝒇(𝒙) = {
𝟎 𝒊𝒇 |𝒙| > 𝟐

Solution: Here

2 𝑖𝑓 |𝑥| < 2 2 𝑖𝑓 |−𝑥| < 2


𝑓(𝑥) = { 𝑎𝑛𝑑 𝑓(𝑥) = {
0 𝑖𝑓 |𝑥| > 2 0 𝑖𝑓 |−𝑥| > 2

∴ 𝑓(−𝑥) = 𝑓(𝑥) ∴ 𝑓 𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛.



∴ Fourier integral reduces to Fourier cosine integral of 𝑓(𝑥) 𝑖. 𝑒. 𝑓(𝑥) = ∫0 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆.

1 ∞
𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣
𝜋 −∞

2 ∞
= ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣 , (∵ 𝑓(𝑥)𝑖𝑠 𝑎𝑛 𝑒𝑣𝑒𝑛 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛)
𝜋 0

2 2 ∞
= ∫ 2 cos 𝜆𝑣 𝑑𝑣 + ∫ 0. cos 𝜆𝑣 𝑑𝑣
𝜋 0 2

4 sin 2𝜆
= [ − 0]
𝜋 𝜆

4 sin 2𝜆
∴ 𝐴(𝜆) =
𝜆𝜋
∞ ∞
4 sin 2𝜆
Now 𝑓(𝑥) = ∫ 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆 = ∫ cos 𝜆𝑥 𝑑𝜆
0 0 𝜆𝜋

3 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.

𝟏 𝒊𝒇 |𝒙| < 𝟏
4. Find the Fourier Integral representation of the function 𝒇(𝒙) = {
𝟎 𝒊𝒇 |𝒙| > 𝟏

∞ 𝐬𝐢𝐧 𝝀 𝐜𝐨𝐬 𝝀𝒙
Hence evaluate (𝟏) ∫𝟎 𝝀
𝒅𝝀,

∞ 𝐬𝐢𝐧 𝝀
(𝟐) ∫𝟎 𝒅𝝀.
𝝀

Solution :

𝑓(𝑥) = ∫ 𝐴(𝜆) cos 𝜆𝑥 𝑑𝜆
0

2 ∞ 2 1 sin 𝜆𝑣 1 2 sin 𝜆
𝐴(𝜆) = ∫ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣 = ∫ cos 𝜆𝑣 𝑑𝑣 = [ ] =
𝜋 0 𝜋 0 𝜆𝜋 −1 𝜋𝜆

1 ∞ 1 1
𝐵(𝜆) = ∫ 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣 = ∫ sin 𝜆𝑣 𝑑𝑣 = 0
𝜋 −∞ 𝜋 −1

2 ∞ sin 𝜆 cos 𝜆𝑥
𝐻𝑒𝑛𝑐𝑒, 𝑓(𝑥) = ∫ 𝑑𝜆 … … … … … (1)
𝜋 0 𝜆

∞ 𝜋
sin 𝜆 cos 𝜆𝑥 𝜋 |𝑥| < 1
(𝑖) ∫ 𝑑 𝜆 = 𝑓(𝑥) = {2
0 𝜆 2 0 |𝑥| > 1

At |𝑥| = 1, 𝑖. 𝑒. 𝑥 = ±1, 𝑓(𝑥) is discontinuous.

1
At 𝑥 = 1, 𝑓(𝑥) = [ lim− 𝑓(𝑥) + lim+ 𝑓(𝑥)]
2 𝑥→1 𝑥→1

1
= (1 + 0)
2
1
=
2
1
At 𝑥 = −1, 𝑓(𝑥) = [ lim− 𝑓(𝑥) + lim+ 𝑓(𝑥)]
2 𝑥→1 𝑥→1

1
= (0 + 1)
2
1
=
2
𝜋
𝑖𝑓 |𝑥| < 1

sin 𝜆 cos 𝜆𝑥 2
Hence from Eq. (1), ∫ 𝑑𝜆 = 𝜋 𝑖𝑓 𝑥 = 1
0 𝜆 4
{0 𝑖𝑓 𝑥 > 1

4 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.


sin 𝜆 𝜋 𝜋
(ii)putting 𝑥 = 0 in Eq. (1) in ∫ 𝑑𝜆 = 𝑓(0) = ; [∵ 𝑓(0) = 1]
0 𝜆 2 2

𝟎 𝒊𝒇 𝒙 < 𝟎
∞ 𝐜𝐨𝐬 𝝀𝒙+𝝀 𝐬𝐢𝐧 𝝀 𝝅
5. Using the Fourier Integral representation prove that ∫𝟎 𝟏+𝝀𝟐
𝒅𝝀 = {𝟐 𝒊𝒇 𝒙 = 𝟎
𝝅𝒆−𝒙 𝒊𝒇 𝒙 > 𝟎

Solution:

0 𝑖𝑓 𝑥 < 0
Let 𝑓(𝑥) = { −𝑥
𝑒 𝑖𝑓 𝑥 > 0

𝑓(𝑥) = ∫0 [𝐴(𝜆) cos 𝜆𝑥 + 𝐵(𝜆) sin 𝜆𝑥] 𝑑𝜆.

1 ∞
𝐴(𝜆) = 𝜋 ∫−∞ 𝑓(𝑣) cos 𝜆𝑣 𝑑𝑣

1 0 ∞
= 𝜋 [∫−∞ 0 cos 𝜆𝑣 𝑑𝑣 + ∫0 𝑒 −𝑣 cos 𝜆𝑣 𝑑𝑣]

1 ∞
= ∫0 𝑒 −𝑣 cos 𝜆𝑣 𝑑𝑣
𝜋

1 𝑒 −𝑣 ∞
= 𝜋 [1+𝜆2 (− cos 𝜆𝑣 + 𝜆 sin 𝜆𝑣)]
0

1
=
𝜋(1+𝜆2 )

1 ∞
𝐵(𝜆) = 𝜋 ∫0 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣

1 ∞
= ∫0 𝑒 −𝑣 sin 𝜆𝑣 𝑑𝑣
𝜋

1 𝑒 −𝑣 ∞
= 𝜋 [1+𝜆2 (− sin 𝜆𝑣 + 𝜆 cos 𝜆𝑣)]
0

𝜆
= 𝜋(1+𝜆2 )

Hence

1 ∞ cos 𝜆𝑥+𝜆 sin 𝜆𝑥


𝑓(𝑥) = 𝜋 ∫0 𝜋(1+𝜆2 )
𝑑𝜆 … … … … … (1)

1 ∞ cos 𝜆𝑥+𝜆 sin 𝜆𝑥 0 𝑖𝑓 𝑥 < 0


∴ ∫ 𝑑𝜆 = 𝑓(𝑥) = {
𝜋 0 𝜋(1+𝜆2 ) 𝜋𝑒 −𝑥 𝑖𝑓 𝑥 > 0

To find 𝑓(0) directly put 𝑥 = 0 in (1)

1 ∞ 1 1 1 𝜋 1
𝑓(0) = 𝜋 ∫0 (1+𝜆2 )
𝑑𝜆 0 = 𝜋 ( 2 ) = 2.
= 𝜋 [tan−1 𝜆]∞

5 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.

0 𝑖𝑓 𝑥 < 0
1 ∞ cos 𝜆𝑥+𝜆 sin 𝜆𝑥 𝜋
∴ ∫ 𝑑𝜆 = {2 𝑖𝑓 𝑥 = 0
𝜋 0 𝜋(1+𝜆2 )
𝜋𝑒 −𝑥 𝑖𝑓 𝑥 > 0

𝟏 𝒊𝒇 𝟎 ≤ 𝒙 < 𝝅
6. Express the function 𝒇(𝒙) = { as a Fourier sine integral and Evaluate
𝟎 𝒊𝒇 𝒙 > 𝝅

∞ 𝟏−𝐜𝐨𝐬 𝝀𝝅
∫𝟎 𝝀
𝐬𝐢𝐧 𝒙𝝀 𝒅𝝀

Solution:

We have to obtain sin integral



𝑖. 𝑒. 𝑓(𝑥) = ∫ 𝐵(𝜆) sin 𝜆𝑥 𝑑𝜆
0

2 ∞
𝑤ℎ𝑒𝑟𝑒 𝐵(𝜆) = ∫ 𝑓(𝑣) sin 𝜆𝑣 𝑑𝑣
𝜋 0

2 𝜋 ∞
= [∫ sin 𝜆𝑣 𝑑𝑣 + ∫ 0. sin 𝜆𝑣 𝑑𝑣 ]
𝜋 0 𝜋

2 cos 𝜆𝑣 𝜋
= |− |
𝜋 𝜆 0

2 − cos 𝜆𝜋 + 1 2 1 − cos 𝜆𝜋
= ( ) = ( )
𝜋 𝜆 𝜋 𝜆

2 ∞ 1 − cos 𝜆𝜋
𝐻𝑒𝑛𝑐𝑒 𝑓(𝑥) = ∫ sin 𝜆𝑣 𝑑𝜆
𝜋 0 𝜆

∞ 𝜋
1 − cos 𝜆𝜋 𝜋 𝑖𝑓 0 ≤ 𝑥 < 𝜋
∴∫ sin 𝜆𝑣 𝑑𝜆 = 𝑓(𝑥) = {2
0 𝜆 2 0 𝑖𝑓 𝑥 > 𝜋

At 𝑥 = 𝜋, 𝑓(𝑥) is discontinuous.

1
𝑓(𝑥) = [ lim− 𝑓(𝑥) + lim+ 𝑓(𝑥)]
2 𝑥→𝜋 𝑥→𝜋

1
= (1 + 0)
2
1
=
2
𝜋
𝑖𝑓0 ≤ 𝑥 < 𝜋

1 − cos 𝜆𝜋 2
Hence from equation (1) , ∴ ∫ sin 𝜆𝑣 𝑑𝜆 = 𝜋 𝑖𝑓 𝑥 = 𝜋
0 𝜆 4
{0 𝑖𝑓 𝑥 > 𝜋

6 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)


Faculty of Engineering and Technology.
Department of Applied Science & Humanities.

EXERCISES:
𝒙 𝒊𝒇 |𝒙| < 𝟏
7. Find the Fourier Integral representation of the function 𝒇(𝒙) = {
𝟎 𝒊𝒇 |𝒙| > 𝟏
−𝒆𝒂𝒙 𝒊𝒇 𝒙 < 𝟎
8. Find the Fourier Integral representation of the function 𝒇(𝒙) = {
𝒆𝒂𝒙 𝒊𝒇 𝒙 > 𝟎

𝒔𝒊𝒏𝒙 𝒊𝒇 𝟎 ≤ 𝒙 < 𝝅
9. Express the function 𝒇(𝒙) = { as Fourier sine integral and show that
𝟎 𝒊𝒇 𝒙 > 𝝅

∞ 𝒔𝒊𝒏𝝀𝒙𝒔𝒊𝒏𝝀𝝅 𝝅
∫𝟎 𝟏−𝝀𝟐
𝒅𝝀 = 𝟐 𝒔𝒊𝒏𝒙

𝟏 − |𝒙| , 𝒊𝒇 |𝒙| < 𝟏


10. Find the Fourier Integral Representation of the function 𝒇(𝒙) = {
𝟎 , 𝒐𝒕𝒉𝒆𝒓𝒘𝒊𝒔𝒆

7 | P a g e Lecture Notes -Unit-4 Fourier Integral Mathematics – II (303191151)

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