Fourier Transforms

5.1. INTRODUCTION

Fourier* transforms play an important part in the theory of many branches of science. The
use of Fourier transforms is indispensible in solving the problems in the field of mathematics,
physics and engineering. Many types of integrals and differential equations can be solved by
using Fourier transforms.

5.2. FOURIER’S INTEGRAL THEOREM

Statement. Let f be a real valued function of the real variable x such that f(x) and f ′(x) are
piecewise continuous in every finite interval and the integral of |f(x)| from – ∞ to ∞ exists. Then
f(x) can be expressed as

f(x) = z ∞
( A(s) cos sx + B( s) sin sx) ds , where

z z
0

1 ∞ 1 ∞
f (v) cos sv dv and B(s) =
A(s) = f (v) sin sv dv .
π −∞ π −∞
At a point where f(x) is discontinuous the value of the integral on the right side equals
the average of left hand limit and right hand limit of f(x) at that point.
Note. The proof of this theorem is beyond the scope of this book.

The integral

function f(x).
z ∞

0
(A(s) cos sx + B(s) sin sx) ds is called the Fourier integral expression of the

Theorem. Prove that the Fourier integral expression of a function f(x) is same as the

integral
1
2π z FGH z
∞

−∞ −∞
∞
f (v) e is( x − v) dv ds .
IJ
K
Proof. The Fourier integral expression of f(x) is :

f(x) =
z ∞
(Α(s) cos sx + Β(s) sin sx) ds, where

z z
0

1 ∞
1 ∞
A(s) = f (v) cos sv dv and B(s) = f (v) sin sv dv
π −∞ π −∞

* Baron Baptiste Joseph Fourier (1768–1830) French physicist and mathematician lived and
taught in Paris. Fourier was appointed as Perfect of Isère by Nepoleon in 1802. He never married.
99
100 LAPLACE AND FOURIER TRANSFORMS

∴ f(x) = z FGHFGH z
∞

0
1
π −∞
∞ IJ
K
f (v) cos sv dv cos sx +
FG 1
Hπ z−∞
∞ IJ
K
f (v) sin sv dv sin sx ds
IJ
K
=
1
π z FGH z
∞

0
∞

−∞
f (v) [cos sv cos sx + sin sv sin sx ] dv ds
IJ
K
=
1
π z FGH z
∞

0
∞

−∞
f (v) cos (sv − sx) dv ds
IJ
K
∴ f(x) =
1
π z FGH z
∞

0
∞

−∞
f (v) cos s( x − v) dv ds
IJ
K ...(1)

The function f(v) cos s(x – v) is an even function of s.

∴ The function z ∞

−∞
f (v) cos s( x − v) dv is also an even function of s.

(∵ The integration is not w.r.t. s)

∴ (1) ⇒ f(x) =
1
2π z z ∞

−∞
FG
H
∞

−∞
f (v) cos s( x − v) dv ds
IJ
K ...(2)

FG∵
H If φ( x ) is an even function of x then z−∞
∞
φ( x ) dx = 2 z
0
∞
φ( x ) dx
IJ
K
The function f(v) sin s(x – v) is an odd function of s.

∴ The function z ∞
f (v) sin s( x − v) dv is also an odd function of s.

z FGH z
−∞
∞ ∞ IJ
∴
−∞ −∞
f (v) sin s( x − v) dv ds = 0
K
⇒
1 ∞
0=
2π − ∞ −∞
Adding (2) and ‘i’ times (3), we get
∞
z FGH z
f (v) sin s( x − v) dv ds
IJ
K ...(3)

f(x) + i . 0 =
1
2π z FGH z
∞

−∞
∞

−∞
f (v) (cos s( x − v) + i sin s( x − v)) dv ds
IJ
K
⇒

∴ The result holds.

f(x) =
1
2π z FGH z
∞

−∞
∞

−∞
IJ
K
f (v) e is( x − v) dv ds *.

5.3. FOURIER TRANSFORM AND ITS INVERSE

Let f be a real valued function of the real variable x such that f(x) and f ′(x) are piecewise
continuous in every finite interval and the integral of |f(x)| exists from – ∞ to ∞.

The integral z−∞

∞
f ( x) e − isx dx is called the Fourier transform of the function f(x) and

we write this as F(f(x)) or as f (s) .

*Why this step. We have used the Euler formula :

eix = cos x + i sin x.
FOURIER TRANSFORMS 101

Thus, f(s) = F(f(x)) =

By Fourier integral expression of f(x), we have

z ∞

−∞
f(x) e − isx dx .

f(x) =
1
2π zz
∞

−∞
FG
H
∞

−∞
f (v) e is( x − v) dv ds .
IJ
K
⇒ f(x) =
1
2π zz
∞ FG
H
∞ IJ
K
f (v) e − isv dv e isx ds

z
−∞ −∞

1 ∞
⇒ f(x) = f (s) e isx ds .
2π −∞

The function
1
2π z−∞
∞
f (s) e isx ds
–1
i.e., f(x) is called the inverse Fourier transform of
–1
the function f (s) and we write F ( f (s) ) = F (F(f(x)) = f(x).

The constants 1 and

1
2π
preceding the integrals z
1
∞

−∞
f ( x) e − isx dx and
1
2π z
−∞
∞
f (s) e isx ds

could be replaced by any constants whose product is . In our discussion, we shall stick to
2π
the above choice.
Remark 1. The Fourier transform of a function will in general be a complex-valued function.
Remark 2. In finding the Fourier transform of a function, we may require the following ‘general
rule of integration by parts’ :

z uv dx = uv1 – u′′v2 + u″″v3 – u′″

′″ v4 + ...... ,

where dashes denote the successive differentiation and suffixes denote the successive integration.

5.4. SHIFTING PROPERTY OF FOURIER TRANSFORMS

Theorem I. If the Fourier transform of the function f(x) is f (s) then prove that the Fourier
transform of the function f(x – a) is e–ias f (s) .
Proof. We have

F(f(x)) = f (s) = z ∞
f ( x) e − isx dx .

z
−∞
∞
∴ F(f(x – a)) = f ( x − a) e − isx dx
−∞
Let t = x – a. ∴ dt = dx

∴ F(f(x – a)) =
z ∞
f (t) e − is(t + a) dt = z ∞
f (t) (e − ist . e − ias ) dt

z
−∞ −∞
∞
= e–ias f (t) e − ist dt = e–ias f (s) .
−∞

Theorem II. If the Fourier transform of the function f(x) is f (s) then prove that the
Fourier transform of the function eiax f(x) is f (s − a) .
102 LAPLACE AND FOURIER TRANSFORMS

Proof. We have F(f(x)) = f (s) = z ∞

f ( x) e − isx dx .

z z
−∞
∞ ∞
∴ F(eiax f(x)) = ( e iax f ( x)) e − isx dx = f ( x) e − i( s − a) x dx
−∞ −∞

= f (s − a) .

5.5. MODULATION PROPERTY OF FOURIER TRANSFORMS

Theorem. If the Fourier transform of the function f(x) is f (s) then prove that the Fourier
1 1
transform of the function f(x) cos ax is f (s − a) + f (s + a) .
2 2

Proof. We have F(f(x)) = f (s) =

z −∞
∞
f ( x) e − isx dx .

∴ F(f(x) cos ax) = z ∞

−∞
( f ( x ) cos ax ) e − isx dx

=
z−∞
∞
f ( x)
Fe
GH
iax

2
I
+ e − iax − isx
JKe dx

=
1 ∞
2 −∞ z
f ( x ) e iax e − isx dx +
1 ∞
2 −∞ z
f ( x ) e − iax e − isx dx

=
1 ∞
2 −∞
1
z
f ( x) e − i( s − a) x dx +

1
1 ∞
2 −∞ z
f ( x) e − i( s + a) x dx

= f (s − a) + f (s + a) .
2 2

5.6. CONVOLUTION THEOREM

The convolution theorem is used to find the inverse Fourier transform of the product of two
functions with known inverse Fourier transforms of the factors of the product. This theorem is
also used in solving partial differential equations.

The convolution of the functions f(x) and g(x) is defined by the integral
and denoted by f ∗ g.
z−∞
∞
f(u) g(x – u) du

∴
Let v = x – u. ∴
(f ∗ g)(x) =
dv = – du
z ∞

−∞
f (u) g ( x − u) du ...(1)

∴ (1) ⇒ (f ∗ g)(x) = z −∞
f ( x − v) g (v) (− dv)

z
∞
−∞
=– g (v) f ( x − v) dv

z z
∞
∞ ∞
= g (v) f ( x − v) dv = g (u) f ( x − u) du
−∞ −∞
(Replacing v by u)
FOURIER TRANSFORMS 103

= (g ∗ f )(x)
∴ f ∗ g = g ∗ f.
Convolution Theorem. Let f(x) and g(x) be functions such that their Fourier
transforms exist. Prove that
F(f ∗ g) = F(f ) F(g).
Proof. It can be proved mathematically that the Fourier transform of the convolution
of f and g (i.e., f ∗ g) exists.

By definition, F(f ∗ g) = z∞

−∞
( f ∗ g )( x ) e − isx dx

= z FGH z
∞ ∞ IJ
K
f (u) g ( x − u) du e − isx dx

z FGH z
−∞ −∞
∞ ∞ IJ
=
−∞
f (u)
−∞
g ( x − u) e − isx dx du
K
(By changing the order of integration)
Let v = x – u. ∴ dv = dx

∴ z ∞
g ( x − u) e − isx dx = z F
∞
g (v) e − is(u + v) dv

z GH z
−∞ −∞
∞ ∞ IJ
∴ F(f ∗ g) = f (u) g (v) e − is(u + v) dv du
K
z FGH z
−∞ −∞
∞ ∞ IJ
= f (u) g (v) e − isu e − isv dv du
K
z FGH z
−∞ −∞
∞ ∞ I
dvJ du
= f (u) e − isu g (v) e − isv
K
Hz K Hz
−∞ −∞

FG ∞ IJ FG ∞ IJ
=
−∞
f (u) e − isu du
−∞
g (v) e − isv dv
K
= F(f ) F(g)
∴ F(f ∗ g) = F(f) F(g).

WORKING RULES FOR SOLVING PROBLEMS

Rule I. If A(s) =
1
π z ∞
f(v) cos sv dv and B(s) =
1
π z ∞
f(v) sin sv dv then

z
−∞ −∞
∞
f(x) = (A(s) cos sx + B(s) sin sx) ds .

z FGH z
0

1 ∞ ∞ IJ
Rule II. f(x) =
2 π −∞ −∞
f(v) e is(x − v) dv ds .
K
Rule III. The Fourier transform of the function f(x) is given by :

f(s) = F(f(x)) =
z −∞
∞
f(x) e − isx dx .
Rule IV. The inverse Fourier transform of the function g(s) is given by

F–1(g(s)) = z
1
2π
∞

−∞
g(s) e isx ds .
104 LAPLACE AND FOURIER TRANSFORMS

Rule V. F–1 (f(s)) = f(x).

Rule VI. (i) F(f(x)) = f(s) ⇒ F(f(x – a)) = e–ias f(s)
(ii) F(f(x)) = f(s) ⇒ F(eiax f(x)) = f (s − a) .
1 1
Rule VII. F(f(x)) = f(s) ⇒ F(f(x) cos ax) = f(s − a) + f(s + a) .

z
2 2
∞
Rule VIII. (i) (f ∗ g)(x) = f(u) g(x − u) du
−∞
(ii) F(f ∗ g) = F(f ) F(g).