Fourier Tranform and Laplace Transfrom

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\plain\pard\sl-493 \li18 \ri4465 \expndtw-13 \b \f20 \fs41 Chapter 13
\plain\par
\pard\pard\sl-200\fs20\par \par \pard\sl-600 \li18 \ri1602 \expndtw-10 \b \f20 \
fs49 Fourier Series, Fourier
\plain\par
\pard\pard\sl-597 \li18 \ri1461 \expndtw-10 \b \f20 \fs49 Transform and Laplace
\plain\par
\pard\pard\sl-599 \li18 \ri4254 \expndtw-22 \b \f20 \fs49 Transform
\par
\plain\pard\sl-200\fs20\par \par \par \par \pard\sl-359 \li18 \ri4113 \expndtw-3
6 \b \f20 \fs28 13.1
\plain\tx909 \tab \expndtw-11 \b \f20 \fs28 Introduction
\par
\plain\pard\sl-200\fs20\par \pard\sl-296 \li18 \ri1773 \expndtw-3 \f20 \fs21 In
the previous chapter, we discussed the Fourier series
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-188 \li2653 \ri3993 \expndtw-12 \i \f40 \fs1
5 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-273 \li1753 \ri67 \expndtw-6 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\
i0 \f20 ) =
\plain\tx3042 \tab \expndtw6 \i \f50 \fs21 c\dn5 \fs15 n\dn0 \fs21 e\up7 \f40 \f
s15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0 \f50 in\expndtw-14
{\field{\*\fldinst SYMBOL 112 \\f Symbol }}x/L\fs21 ,\f40 \expndtw-14{\field{\*
\fldinst SYMBOL 45 \\f Symbol }}\f50 L < x < L,
\plain\tx6615 \tab \expndtw-17 \f20 \fs21 (13.1)
\plain\par
\pard\pard\sl-252 \li2468 \ri3829 \expndtw-8 \i \f50 \fs15 n\i0 \f20 =\i \f40 \e
xpndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst
SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-255 \li18 \ri2868 \expndtw0 \f20 \fs21 for\
i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) in the interval\i \f40 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 45 \\f Symbol }}\f50 L < x < L\i0 \f20 where
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-220 \li3337 \ri3426 \expndtw35 \i \f50 \fs15
L
\par
\plain\pard\sl-200\fs20\par \pard\sl-231 \li2279 \ri67 \expndtw-6 \i \f50 \fs21
c\dn5 \fs15 n\i0 \dn0 \f20 \fs21 = 21
\plain\tx3534 \tab \expndtw3 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \f5
0 e\up5 \fs15 in\expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Symbol }}x/L\up0 \f
s21 dx.
\plain\par
\pard\pard\sl-218 \li2910 \ri3394 \expndtw39 \i \f50 \fs21 L
\plain\tx3231 \tab \expndtw-11 \i \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBO
L 45 \\f Symbol }}\f50 L
\par
\plain\pard\sl-200\fs20\par \pard\sl-222 \li18 \ri62 \expndtw-4 \f20 \fs21 Previ
ously, when sine and cosine series were discussed, we alluded to\i \f50 Dirich\plain\par
\pard\pard\sl-271 \li18 \ri62 \expndtw-3 \i \f50 \fs21 let's Theorem\i0 \f20 , w
hich tells us conditions under which Fourier series is a sat\plain\par
\pard\pard\sl-271 \li18 \ri67 \expndtw0 \f20 \fs21 isfactory representation of t
he original function\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ). The full Dirichlet
's
\plain\par
\pard\pard\sl-271 \li18 \ri4354 \expndtw-4 \f20 \fs21 Theorem is stated below.
\par
\plain\pard\sl-200\fs20\par \par \pard\sl-317 \li18 \ri3368 \expndtw-36 \b \f20
\fs28 13.2
\plain\tx908 \tab \expndtw-4 \b \f20 \fs28 Dirichlet Theorem
\par
\plain\pard\sl-200\fs20\par \pard\sl-296 \li18 \ri63 \expndtw0 \f20 \fs21 If\i \
f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is a bounded and piecewise continuous funct
ion in\i \f40 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\f50 L < x <
L\i0 \f20 , its
\plain\par
\pard\pard\sl-271 \li18 \ri64 \expndtw-4 \f20 \fs21 Fourier series representatio
n converges to\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) at each point\i \f50 x\i
0 \f20 in the interval
\plain\expndtw-5 \f20 \fs21 where\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is con
tinuous, and to the average of the left- and right-hand limits
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-347 \li3440 \ri3144 \expndtw-33 \f20 \fs21 1
67
\par
\pard\sl-80\fs8\sect\sectd\sbkpage\margtsxn3700\pard
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}}\margt1840\margb480\margr0\margl3020
\plain\pard\sl-318 \li13 \ri-56 \expndtw13 \f20 \fs21 168\i CHAPTER 13. FOURIER
SERIES, FOURIER TRANSFORM AND LAPLACE TRANSFOR
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-414 \li13 \ri1830 \expndtw0 \f20 \fs21 of\i
\f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) at those points where\i \f50 f\i0 \f20 (
\i \f50 x\i0 \f20 ) is discontinuous. If\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 )
is periodic with
\plain\par
\pard\pard\sl-271 \li13 \ri2598 \expndtw-1 \f20 \fs21 period 2\i \f50 L\i0 \f20
, the above statement applies throughout\i \f40 \expndtw-14{\field{\*\fldinst S
YMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}\f50
< x <\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}\i0 \f20 .
\plain\par
\pard\pard\sl-271 \li351 \ri1830 \expndtw2 \f20 \fs21 This theorem is easy to un
derstand. The Fourier series, consisting of
\plain\par
\pard\pard\sl-271 \li13 \ri1829 \expndtw0 \f20 \fs21 sines and cosines of period
2\i \f50 L\i0 \f20 , has period 2\i \f50 L\i0 \f20 . If\i \f50 f\i0 \f20 (\i
\f50 x\i0 \f20 ) itself is also has the
\plain\expndtw0 \f20 \fs21 same period, then the Fourier series can be a good re
presentation of\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 )
\plain\par
\pard\pard\sl-271 \li12 \ri1833 \expndtw0 \f20 \fs21 over the whole real axis\i
\f40 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*
\fldinst SYMBOL 165 \\f Symbol }}\f50 < x <\f40 \expndtw-14{\field{\*\fldinst
SYMBOL 165 \\f Symbol }}\i0 \f20 . If on the other hand,\i \f50 f\i0 \f20 (\i
\f50 x\i0 \f20 ) is either
\plain\expndtw1 \f20 \fs21 not periodic, or not defined beyond the interval\i \f
40 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\f50 L < x < L\i0 \f20
, the Fourier
\plain\expndtw-3 \f20 \fs21 series gives a good representation of\i \f50 f\i0 \
f20 (\i \f50 x\i0 \f20 ) only in the stated interval. Beyond
\plain\par
\pard\pard\sl-268 \li12 \ri1827 \expndtw0 \i \f40 \fs21 \expndtw-14{\field{\*\fl
dinst SYMBOL 45 \\f Symbol }}\f50 L < x < L\i0 \f20 , the Fourier series is peri
odic and so simply repeats itself, but
\plain\par
\pard\pard\sl-271 \li12 \ri1830 \expndtw4 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0
\f20 ) may or may not be so. The above statements apply where\i \f50 f\i0 \f20
(\i \f50 x\i0 \f20 ) is
\plain\expndtw-1 \f20 \fs21 continuous. When\i \f50 f\i0 \f20 (\i \f50 x\i0 \f
20 ) takes a jump at a point, say\i \f50 x\i0 \dn5 \f20 \fs15 0\dn0 \fs21 , the
value of\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) at
\plain\expndtw-1 \i \f50 \fs21 x\i0 \dn5 \f20 \fs15 0\dn0 \fs21 is not defined.
The value which the Fourier seris of\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) co
nverges to is
\plain\expndtw-2 \f20 \fs21 the average of the value immediately to the left of\
i \f50 x\i0 \dn5 \f20 \fs15 0\dn0 \fs21 and to the right of\i \f50 x\i0 \dn5
\f20 \fs15 0\dn0 \fs21 ,
\par
\plain\sect\sbknone\cols1\colno1\colw7186
\pard\sl-271 \qj\li13 \ri0 \expndtw0 \f20 \fs21 i.e. to lim\i \dn5 \f40 \fs15 \
expndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }}\i0 \dn0 \f20 0\up6 1\up0
\fs21 (\i \f50 f\i0 \f20 (\i \f50 x\i0 \dn5 \f20 \fs15 0\i \dn0 \f40 \fs21 \e
xpndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\i0 \f20 ) +\up5 \fs15 1\i
\up0 \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \dn5 \f20 \fs15 0\dn0 \fs21 + )). We
have already demonstrated this
\par
\sect\sectd\sbknone\plain\pard\sl-159 \li1343 \ri5840 \expndtw-1 \f20 \fs15 2
\plain\tx2635 \tab \expndtw-1 \f20 \fs15 2
\par
\plain\pard\sl-218 \li13 \ri1831 \expndtw0 \f20 \fs21 with the Fourier sine seri
es. The same behavior applies to the full Fourier
\plain\par
\pard\pard\sl-271 \li13 \ri7771 \expndtw-16 \f20 \fs21 series.
\par
\plain\pard\sl-200\fs20\par \pard\sl-484 \li13 \ri5388 \expndtw-37 \b \f20 \fs28
13.3
\plain\tx904 \tab \expndtw-9 \b \f20 \fs28 Fourier integrals

\par
\plain\pard\sl-200\fs20\par \pard\sl-287 \li13 \ri1828 \expndtw-3 \f20 \fs21 Unl
ess\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is periodic, the Fourier series repr
esentation of\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is an appro\plain\par
\pard\pard\sl-271 \li13 \ri1828 \expndtw0 \f20 \fs21 priate representation of\i
\f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) only over the interval\i \f40 \expndtw-14
{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\f50 L < x < L\i0 \f20 . Question:
\plain\par
\pard\pard\sl-271 \li13 \ri1832 \expndtw2 \f20 \fs21 Can we take\i \f50 L\f40
\expndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }} \expndtw-14{\field{\*\fld
inst SYMBOL 165 \\f Symbol }}\i0 \f20 , so as to obtain a good representation of
\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) over
\plain\expndtw0 \f20 \fs21 the whole interval\i \f40 \expndtw-14{\field{\*\fldi
nst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }
}\f50 < x <\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}\i0 \f20
? The positive answer leads to the Fourier
\plain\expndtw-6 \f20 \fs21 integral, and hence the Fourier transform, provided\
i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is "integrable" over
\plain\par
\pard\pard\sl-271 \li13 \ri6704 \expndtw-5 \f20 \fs21 the whole domain.
\plain\par
\pard\pard\sl-271 \li351 \ri3524 \expndtw-3 \f20 \fs21 We first rewrite (13.1) a
s a Riemann sum by letting
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-275 \li2216 \ri3811 \expndtw9 {\f0\fs32 \bul
let }\i \f50 \fs21 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f2
0 =\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Symbol }}/L\i0 \f20 a
nd\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\dn5 \fs15 n\i0
\dn0 \f20 \fs21 =\i \f50 n\expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Symbol
}}/L.
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-275 \li13 \ri6453 \expndtw-7 \f20 \fs21 Thus
, (13.1) becomes
\plain\par
\par
\plain\pard\sl-273 \li2094 \ri1833 \expndtw-5 \i \f50 \fs21 f\i0 \f20 (\i \f50
x\i0 \f20 ) = 21\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Symbol }}
\plain\tx3707 \tab \expndtw-10 {\f0\fs32 \bullet }\i \f50 \fs21 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 119 \\f Symbol }}F\dn5 \fs15 n\dn0 \f40 \fs21 \f50 e\up7 \
f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0 \f50 i\expnd
tw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\dn2 \fs11 n\dn0 \up6 \fs15 x\up
0 \fs21 ,
\plain\par
\pard\pard\sl-252 \li3136 \ri4992 \expndtw-8 \i \f50 \fs15 n\i0 \f20 =\i \f40 \e
xpndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst
SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-415 \li13 \ri7781 \expndtw-19 \f20 \fs21 where
\par
\plain\pard\sl-333 \li3666 \ri4894 \expndtw35 \i \f50 \fs15 L
\plain\par
\pard\pard\sl-232 \li1979 \ri1833 \expndtw0 \i \f50 \fs21 F\dn5 \fs15 n\dn0 \f40
\fs21 \expndtw-14{\field{\*\fldinst SYMBOL 186 \\f Symbol }}\i0 \f20 (2\i \f5
0 Lc\dn5 \fs15 n\i0 \dn0 \f20 \fs21 ) =
\plain\tx3860 \tab \expndtw-3 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \
f50 e\up5 \fs15 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\dn2 \up0
\fs11 n\dn0 \up6 \fs15 x\up0 \fs21 dx .
\plain\par
\pard\pard\sl-196 \li3568 \ri4864 \expndtw-11 \i \f40 \fs15 \expndtw-14{\field{\
*\fldinst SYMBOL 45 \\f Symbol }}\f50 L
\par
\plain\pard\sl-410 \li13 \ri1834 \expndtw4 \f20 \fs21 [We have changed the dummy
variable in (13.4) from\i \f50 x\i0 \f20 to\i \f50 x\i0 \f20 , to avoid
\plain\par
\pard\pard\sl-271 \li13 \ri6917 \expndtw-6 \f20 \fs21 confusion later.]
\par
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}}}
\plain\pard\sl-318 \li18 \ri64 \expndtw16 \i \f20 \fs21 13.4. FOURIER TRANSFORM

AND INVERSE TRANSFORM
\par
\plain\pard\sl-200\fs20\par \pard\sl-414 \li356 \ri61 \expndtw-2 \f20 \fs21 In t
he limit\i \f50 L\f40 \expndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }} \
expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}\i0 \f20 ,\i \f50 \expndtw
-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\dn5 \fs15 n\i0 \dn0 \f20 \fs21 b
ecomes\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 ,
which takes on continuous values in
\plain\par
\pard\pard\sl-271 \li18 \ri3311 \expndtw-3 \i \f40 \fs21 \expndtw-14{\field{\*\f
ldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbo
l }}\f50 < \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }} <\f40 \expnd
tw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}\i0 \f20 . So\i \f50 F\dn5 \fs1
5 n\dn0 \f40 \fs21 \expndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }}\f50
F\i0 \f20 (\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f
20 ), where
\plain\par
\par
\plain\pard\sl-235 \li2351 \ri67 \expndtw-11 \i \f50 \fs21 F\i0 \f20 (\i \f50 \
expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 ) =
\plain\tx3594 \tab \expndtw-2 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \
f50 e\up5 \fs15 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\up0 \fs
21 dx ,
\plain\par
*\fldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Sy
mbol }}
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-256 \li18 \ri3754 \expndtw-5 \f20 \fs21 and
(13.3) becomes the integral:
\par
\plain\pard\sl-200\fs20\par \pard\sl-198 \li3455 \ri3271 \expndtw-12 \i \f40 \fs
\par
f\i0 \f20 (\i \f50 x\i0 \f20 ) = 21\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL
112 \\f Symbol }}
\plain\tx3704 \tab \expndtw-3 \i \f50 \fs21 F\i0 \f20 (\i \f50 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 )\i \f50 e\up7 \f40 \fs15 \expndt
w-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0 \f50 i\expndtw-14{\field{\*\f
ldinst SYMBOL 119 \\f Symbol }}x\fs21 d\expndtw-14{\field{\*\fldinst SYMBOL 119
\\f Symbol }}.
\plain\par
mbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-256 \li18 \ri673 \expndtw-1 \f20 \fs21 Subs
tituting (13.5) into (13.6) leads to the\i \f50 Fourier integral formula\i0 \f2
0 :
\par
L 165 \\f Symbol }}
\par
f\i0 \f20 (\i \f50 x\i0 \f20 ) = 21\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL
112 \\f Symbol }}
\plain\tx3524 \tab \expndtw9 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \f
50 e\up5 \fs15 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\up0 \fs2
1 dx e\up7 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0
\f50 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\fs21 d\expndtw-14
{\field{\*\fldinst SYMBOL 119 \\f Symbol }} .
\plain\par
mbol }}
L 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-323 \li18 \ri60 \expndtw-1 \f20 \fs21 The v
alidity of the formula (13.7) is subject to the integrability of the func\plain\par
\pard\pard\sl-271 \li18 \ri60 \expndtw-2 \f20 \fs21 tion\i \f50 f\i0 \f20 (\i
\f50 x\i0 \f20 ) in (13.5). Furthermore, the left-hand side of (13.7) must be mo
di\plain\expndtw-4 \f20 \fs21 fied at points of discontinuity of\i \f50 f\i0 \f20
(\i \f50 x\i0 \f20 ) to be the average of the left- and right\plain\par
\pard\pard\sl-271 \li18 \ri63 \expndtw-1 \f20 \fs21 hand limits at the discontin
uity, because the Fourier series, upon which the
\plain\par
\pard\pard\sl-271 \li18 \ri3644 \expndtw-4 \f20 \fs21 (13.7) is based, has this
property.
\plain\par
\pard\pard\sl-283 \li356 \ri61 \expndtw0 \f20 \fs21 The formula shows that the o
peration of integrating\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \f50 e\up4 \fs
15 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\i0 \up0 \f20 \fs21
over all\i \f50 x
\plain\par
\pard\pard\sl-268 \li18 \ri66 \expndtw-2 \f20 \fs21 is "reversible", by multiply
ing it by\i \f50 e\up6 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f S
ymbol }}\up0 \f50 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\i0 \f
20 \fs21 and integrating over all\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL
119 \\f Symbol }}\i0 \f20 . (13.7)
\plain\par
\pard\pard\sl-271 \li18 \ri1210 \expndtw-4 \f20 \fs21 allows us to define Fourie
r transforms and inverse transforms.
\par
\plain\pard\sl-200\fs20\par \par \pard\sl-358 \li18 \ri582 \expndtw-36 \b \f20 \
fs28 13.4
\plain\tx909 \tab \expndtw-5 \b \f20 \fs28 Fourier transform and inverse transfo
rm
\par
\plain\pard\sl-200\fs20\par \pard\sl-308 \li18 \ri60 \expndtw1 \f20 \fs21 Let th
e Fourier transform of\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) be denoted by\i \
f40 F\i0 \f20 [\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 )]. We should use
\plain\par
\pard\pard\sl-271 \li18 \ri2810 \expndtw-5 \f20 \fs21 (13.5) for a definition of
such an operation:
\plain\par
\par
\plain\pard\sl-232 \li1888 \ri67 \expndtw-6 \i \f50 \fs21 F\i0 \f20 (\i \f50 \e
xpndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 ) =\i \f40 F\i0 \f
20 [\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 )]\i \f40 \expndtw-14{\field{\*\fldin
st SYMBOL 186 \\f Symbol }}
\plain\tx4148 \tab \expndtw5 \i \f50 \fs21 f\i0 \f20 (\i \f50 x\i0 \f20 )\i \f5
0 e\up5 \fs15 i\expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}x\up0 \fs21
dx .
\plain\par
mbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-340 \li18 \ri60 \expndtw-1 \f20 \fs21 Let\i
\f40 F\up4 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\i0 \up6
\f20 1\up0 \fs21 be the inverse Fourier transform, which recovers the original
func\plain\par
\pard\pard\sl-271 \li18 \ri66 \expndtw4 \f20 \fs21 tion\i \f50 f\i0 \f20 (\i \
f50 x\i0 \f20 ) from\i \f50 F\i0 \f20 (\i \f50 \expndtw-14{\field{\*\fldinst S
YMBOL 119 \\f Symbol }}\i0 \f20 ). (13.6) tells us that the inverse transform is
given
\plain\par
\pard\pard\sl-271 \li18 \ri6310 \expndtw-33 \f20 \fs21 by
\plain\par
\par
f\i0 \f20 (\i \f50 x\i0 \f20 ) =\i \f40 F\up4 \fs15 \expndtw-14{\field{\*\fldi
nst SYMBOL 45 \\f Symbol }}\i0 \up6 \f20 1\up0 \fs21 [\i \f50 F\i0 \f20 (\i \f5
0 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 )]\i \f40 \exp
ndtw-14{\field{\*\fldinst SYMBOL 186 \\f Symbol }}\i0 \f20 21\i \f50 \expndtw-1
4{\field{\*\fldinst SYMBOL 112 \\f Symbol }}
\plain\tx4319 \tab \expndtw0 \i \f50 \fs21 F\i0 \f20 (\i \f50 \expndtw-14{\fiel
d{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 )\i \f50 e\up7 \f40 \fs15 \expndtw
-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0 \f50 i\expndtw-14{\field{\*\fl
dinst SYMBOL 119 \\f Symbol }}x\fs21 d\expndtw-14{\field{\*\fldinst SYMBOL 119 \
\f Symbol }} .
\plain\par
mbol }}
\par
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}}}

\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-414 \li13 \ri1833 \expndtw-3 \f20 \fs21 Equa
tions (13.8) and (13.9) form the transform pair. Not too many integrals
\plain\par
\pard\pard\sl-271 \li13 \ri5142 \expndtw-10 \f20 \fs21 can be "reversed". Take f
or example
\plain\par
\plain\par
\pard\pard\sl-235 \li3472 \ri4522 \expndtw-6 \i \f50 \fs21 f\i0 \f20 (\i \f50 x
\i0 \f20 )\i \f50 dx.
\plain\par
mbol }}
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-311 \li13 \ri1833 \expndtw-3 \f20 \fs21 Once
integrated, the information about\i \f50 f\i0 \f20 (\i \f50 x\i0 \f20 ) is lo
st and cannot be recovered.
\plain\par
\pard\pard\sl-271 \li13 \ri1826 \expndtw-2 \f20 \fs21 Therefore the relationship
s such as (13.8) and (13.9) are rather special and
\plain\par
\pard\pard\sl-271 \li13 \ri4920 \expndtw0 \f20 \fs21 have wide application in so
lving PDEs.
\plain\par
\pard\pard\sl-299 \li351 \ri1826 \expndtw-1 \f20 \fs21 Note that our definition
of the Fourier transform and inverse transform
\plain\par
\pard\pard\sl-271 \li13 \ri1832 \expndtw0 \f20 \fs21 is not unique. One could, a
s in some textbooks, put the factor\dn7 \fs15 2\dn0 1\i \dn8 \f50 \expndtw-14{\
field{\*\fldinst SYMBOL 112 \\f Symbol }}\i0 \dn0 \f20 \fs21 in (13.8)
\plain\par
\pard\pard\sl-271 \li13 \ri1828 \expndtw6 \f20 \fs21 instead of in (13.9), or sp
lit it as\i \up4 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 214 \\f Symbol
}}\i0 \up0 \f20 12\i \dn10 \f50 \expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Sy
mbol }}\i0 \dn0 \f20 \fs21 in (13.8) and\i \up4 \f40 \fs15 \expndtw-14{\field{
\*\fldinst SYMBOL 214 \\f Symbol }}\i0 \up0 \f20 12\i \dn10 \f50 \expndtw-14{\fi
eld{\*\fldinst SYMBOL 112 \\f Symbol }}\i0 \dn0 \f20 \fs21 in (13.9). The
\plain\par
\pard\pard\sl-297 \li13 \ri1828 \expndtw1 \f20 \fs21 only thing that matters is
that in the Fourier integral formula there is the
\plain\par
\pard\pard\sl-271 \li13 \ri1830 \expndtw1 \f20 \fs21 factor\dn7 \fs15 2\dn0 1\i
\dn8 \f50 \expndtw-14{\field{\*\fldinst SYMBOL 112 \\f Symbol }}\i0 \dn0 \f20 \
fs21 when the two integrals are both carried out. Also, in (13.7), we
\plain\expndtw0 \f20 \fs21 can change\i \f50 \expndtw-14{\field{\*\fldinst SYMB
OL 119 \\f Symbol }}\i0 \f20 to\i \f40 \expndtw-14{\field{\*\fldinst SYMBOL 45
\\f Symbol }}\f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f2
0 without changing the form of (13.7). So, the Fourier
\plain\expndtw-4 \f20 \fs21 transform in (13.8) can alternatively be defined wit
h a negative sign in front
\plain\expndtw1 \f20 \fs21 of\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \
\f Symbol }}\i0 \f20 in the exponent, and the inverse transform in (13.9) with
a positive
\plain\expndtw-1 \f20 \fs21 sign in front of\i \f50 \expndtw-14{\field{\*\fldin

st SYMBOL 119 \\f Symbol }}\i0 \f20 in the exponent. It does not matter to the
final result as
\plain\expndtw-1 \f20 \fs21 long as the transform and inverse transform have opp
osite signs in front of
\plain\par
\pard\pard\sl-271 \li13 \ri6478 \expndtw-3 \i \f50 \fs21 \expndtw-14{\field{\*\f
ldinst SYMBOL 119 \\f Symbol }}\i0 \f20 in their exponents.
\par
\plain\pard\sl-200\fs20\par \par \pard\sl-461 \li13 \ri2301 \expndtw-36 \b \f20
\fs28 13.5
\plain\tx905 \tab \expndtw-5 \b \f20 \fs28 Laplace transform and inverse transfo
rm
\par
\plain\pard\sl-200\fs20\par \pard\sl-347 \li13 \ri1828 \expndtw1 \f20 \fs21 The
Laplace transform is often used to transform a function of time,\i \f50 f\i0 \f
20 (\i \f50 t\i0 \f20 )
\plain\par
\pard\pard\sl-271 \li13 \ri6152 \expndtw-6 \f20 \fs21 for\i \f50 t >\i0 \f20 0
. It is defined as
\plain\par
\par
\plain\pard\sl-232 \li2022 \ri1835 \expndtw-11 \i \f40 \fs21 L\i0 \f20 [\i \f50
f\i0 \f20 (\i \f50 t\i0 \f20 )] =
\plain\tx3397 \tab \expndtw1 \i \f50 \fs21 f\i0 \f20 (\i \f50 t\i0 \f20 )\i \f5
0 e\up7 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up6 \f5
0 st\up0 \fs21 dt\f40 \expndtw-14{\field{\*\fldinst SYMBOL 186 \\f Symbol }}\f5
0 f\i0 \f20 {\f63 \u732\'3f}(\i \f50 s\i0 \f20 )\i \f50 .
\plain\par
\pard\pard\sl-199 \li3085 \ri5444 \expndtw-2 \f20 \fs15 0
\par
\plain\pard\sl-200\fs20\par \pard\sl-349 \li13 \ri1843 \expndtw-3 \f20 \fs21 Mat
hematically, it does not matter whether we denote our independent vari\plain\par
\pard\pard\sl-271 \li13 \ri1829 \expndtw2 \f20 \fs21 able by the symbol\i \f50
t\i0 \f20 or\i \f50 x\i0 \f20 ; nor does it matter whether we call\i \f50 t\i
0 \f20 time and
\plain\par
\pard\pard\sl-271 \li13 \ri1840 \expndtw1 \i \f50 \fs21 x\i0 \f20 space or vice
versa. What does matter for Laplace transforms is the in\plain\par
\pard\pard\sl-268 \li13 \ri1828 \expndtw0 \f20 \fs21 tegration ranges only over
a semi-infinite interval, 0\i \f50 < t <\f40 \expndtw-14{\field{\*\fldinst SYM
BOL 165 \\f Symbol }}\i0 \f20 . We do not
\plain\par
\pard\pard\sl-271 \li13 \ri1833 \expndtw-3 \f20 \fs21 consider what happens befo
re\i \f50 t\i0 \f20 = 0. In fact, as we will see, we need to take
\plain\par
\pard\pard\sl-271 \li13 \ri6734 \expndtw-4 \i \f50 \fs21 f\i0 \f20 (\i \f50 t\i
0 \f20 ) = 0 for\i \f50 t <\i0 \f20 0.
\plain\par
\pard\pard\sl-302 \li351 \ri1833 \expndtw1 \f20 \fs21 Functions which are zero f
or\i \f50 t <\i0 \f20 0 are called one-sided functions. For
\plain\par
\pard\pard\sl-271 \li13 \ri1828 \expndtw-3 \f20 \fs21 one-sided\i \f50 f\i0 \f2
0 (\i \f50 t\i0 \f20 ), we see that the Laplace transform (13.10) is the same a
s the
\plain\expndtw4 \f20 \fs21 Fourier transform (13.8) if we replace\i \f50 x\i0 \
f20 by\i \f50 t\i0 \f20 and\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119
\\f Symbol }}\i0 \f20 by\i \f50 is\i0 \f20 . That is, from
\par
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}}}
\plain\cols2\colno1\colw6321\colsr203
\colno2\colw663
\pard\sl-318 \qj\li18 \ri0 \expndtw17 \i \f20 \fs21 13.5. LAPLACE TRANSFORM AND
INVERSE TRANSFORM
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-414 \qj\li18 \ri5175 \expndtw-17 \f20 \fs21
(13.8)
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-208 \qj\li2675 \ri1587 \expndtw-12 \i \f40 \
fs15 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}

L 165 \\f Symbol }}
\plain\par
\pard\pard\sl-235 \qj\li1650 \ri685 \expndtw-5 \i \f50 \fs21 F\i0 \f20 (\i \f50
is\i0 \f20 ) =
\plain\tx2927 \tab \expndtw-5 \i \f50 \fs21 f\i0 \f20 (\i \f50 t\i0 \f20 )\i \f
50 e\up7 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up6 \f
50 st\up0 \fs21 dt\i0 \f20 =
50 st\up0 \fs21 dt
\plain\par
\pard\pard\sl-196 \qj\li2579 \ri1749 \expndtw-31 \i \f40 \fs15 \expndtw-14{\fiel
d{\*\fldinst SYMBOL 45 \\f Symbol }}\expndtw-14{\field{\*\fldinst SYMBOL 165 \\f
Symbol }}
\plain\par
\pard\pard\sl-300 \qj\li2228 \ri3060 \expndtw-6 \i \f40 \fs21 \expndtw-14{\field
{\*\fldinst SYMBOL 186 \\f Symbol }}\f50 f\i0 \f20 {\f63 \u732\'3f}(\i \f50 s\i
0 \f20 )\i \f50 .
\plain\par\pard
\column\pard\sl-318 \qj\li338 \ri0 \expndtw-33 \f20 \fs21 171
\plain\par
\pard\pard\sl-200\fs20\par \par \par \par \par \par \par \pard\sl-354 \qj\li0 \r
i3 \expndtw-16 \f20 \fs21 (13.11)
\par
\sect\sectd\sbknone\plain\pard\sl-200\fs20\par \pard\sl-335 \li18 \ri59 \expndtw
-3 \f20 \fs21 Since the Laplace transform is essentially the same as the Fourier
transform,
\plain\par
\pard\pard\sl-271 \li18 \ri63 \expndtw2 \f20 \fs21 we can use the Fourier invers
e transform (13.9) to recover\i \f50 f\i0 \f20 (\i \f50 t\i0 \f20 ) from its
\plain\par
\pard\pard\sl-271 \li18 \ri4103 \expndtw0 \f20 \fs21 Laplace transform\i \f50 f
\i0 \f20 {\f63 \u732\'3f}(\i \f50 s\i0 \f20 ). Let
\plain\par
f\i0 \f20 (\i \f50 t\i0 \f20 ) =\i \f40 L\up4 \fs15 \expndtw-14{\field{\*\fld
inst SYMBOL 45 \\f Symbol }}\i0 \up6 \f20 1\up0 \fs21 [\i \f50 f\i0 \f20 {\f63 \
u732\'3f}(\i \f50 s\i0 \f20 )]\i \f50 .
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-337 \li18 \ri61 \expndtw3 \f20 \fs21 Then th
e operation\i \f40 L\up4 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symb
ol }}\i0 \up6 \f20 1\up0 \fs21 , giving the inverse Laplace transform, must be
\plain\par
\pard\pard\sl-271 \li18 \ri5633 \expndtw-21 \f20 \fs21 defined by
\plain\par
5 i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
f\i0 \f20 (\i \f50 t\i0 \f20 ) = 21
\plain\tx3937 \tab \expndtw-2 \i \f50 \fs21 f\i0 \f20 {\f63 \u732\'3f}(\i \f50 s
\i0 \f20 )\i \f50 e\up5 \fs15 st\up0 \fs21 ds.
\plain\par
*\fldinst SYMBOL 112 \\f Symbol }}i

L 45 \\f Symbol }}\f50 i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol
}}
\par
\plain\pard\sl-200\fs20\par \pard\sl-253 \li18 \ri5212 \expndtw-5 \f20 \fs21 Thi
s is because
\par
\plain\pard\sl-352 \li4129 \ri2664 \expndtw-12 \i \f40 \fs15 \expndtw-14{\field{
\*\fldinst SYMBOL 165 \\f Symbol }}
\par
1 f\i0 \f20 (\i \f50 t\i0 \f20 ) =\i \f40 F\up4 \fs15 \expndtw-14{\field{\*\fl
dinst SYMBOL 45 \\f Symbol }}\i0 \up6 \f20 1\up0 \fs21 [\i \f50 F\i0 \f20 (\i \
f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 )] = 21\i \f5
\plain\tx4366 \tab \expndtw-6 \i \f50 \fs21 F\i0 \f20 (\i \f50 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 119 \\f Symbol }}\i0 \f20 )\i \f50 e\up7 \f40 \fs15 \expndt
w-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up0 \f50 i\expndtw-14{\field{\*\f
ldinst SYMBOL 119 \\f Symbol }}t\fs21 d\expndtw-14{\field{\*\fldinst SYMBOL 119
\\f Symbol }}
\plain\par
mbol }}
\plain\par
\pard\pard\sl-201 \li2903 \ri3716 \expndtw-15 \i \f50 \fs15 i\f40 \expndtw-14{\f
ield{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-231 \li2053 \ri2861 \expndtw-14 \f20 \fs21
= 21
\plain\tx3199 \tab \expndtw-2 \i \f50 \fs21 f\i0 \f20 {\f63 \u732\'3f}(\i \f50 s
\i0 \f20 )\i \f50 e\up5 \fs15 st\up0 \fs21 ds
\plain\par
}}
\par
\plain\pard\sl-200\fs20\par \pard\sl-253 \li18 \ri62 \expndtw1 \f20 \fs21 throug
h the change from\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 119 \\f Symbol }}
\i0 \f20 to\i \f50 is\i0 \f20 . Since the inverse Laplace transform in\plain\par
\pard\pard\sl-271 \li18 \ri61 \expndtw2 \f20 \fs21 volves an integration in the
complex plane, it is usually not discussed in
\plain\expndtw0 \f20 \fs21 elementary mathematics courses which deal with real i
ntegrals. Tables of
\plain\par
\pard\pard\sl-271 \li18 \ri55 \expndtw0 \f20 \fs21 Laplace transforms and invers
e transforms are used instead. Our purpose
\plain\par
\pard\pard\sl-271 \li18 \ri65 \expndtw3 \f20 \fs21 here is simply to point out t
he connection between Fourier and Laplace
\plain\par
\pard\pard\sl-271 \li18 \ri2172 \expndtw-1 \f20 \fs21 transform, and the origin
of both in Fourier series.

\plain\par
\pard\pard\sl-287 \li356 \ri63 \expndtw1 \f20 \fs21 Note: The inverse Laplace tr
ansform formula in (13.12) was obtained
\plain\par
\pard\pard\sl-268 \li18 \ri60 \expndtw-3 \f20 \fs21 from the Fourier integral fo
rmula, which applies only to integrable functions.
\plain\expndtw-4 \f20 \fs21 For "nonintegrable", but one-sided\i \f50 f\i0 \f20
(\i \f50 t\i0 \f20 ), (13.12) should be modified, with
\plain\expndtw0 \f20 \fs21 the limits of integration changed to\i \f50 \expndtw
-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}\f40 \expndtw-14{\field{\*\fldinst
SYMBOL 45 \\f Symbol }}\f50 i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f
Symbol }}\i0 \f20 and\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symb
ol }}\i0 \f20 +\i \f50 i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symb
ol }}\i0 \f20 , where\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol
}}\i0 \f20 is some
\plain\par
\pard\pard\sl-271 \li18 \ri609 \expndtw-1 \f20 \fs21 positive real constant boun
ding the exponential growth of\i \f50 f\i0 \f20 allowed.
\plain\par
\pard\pard\sl-285 \li356 \ri62 \expndtw-2 \f20 \fs21 To show this, suppose\i \f5
0 f\i0 \f20 (\i \f50 t\i0 \f20 ) is not integrable because it grows as\i \f50
t\f40 \expndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }} \expndtw-14{\fiel
d{\*\fldinst SYMBOL 165 \\f Symbol }}\i0 \f20 .
\plain\par
\pard\pard\sl-271 \li17 \ri2600 \expndtw-2 \f20 \fs21 Suppose that for some posi
tive\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 the
product
\plain\par
g\i0 \f20 (\i \f50 t\i0 \f20 )\i \f40 \expndtw-14{\field{\*\fldinst SYMBOL 186
\\f Symbol }}\f50 f\i0 \f20 (\i \f50 t\i0 \f20 )\i \f50 e\up7 \f40 \fs15 \exp
ndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\dn3 \up0 \f50 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 97 \\f Symbol }}t\dn0 \f40 \fs21 \expndtw-14{\field{\*\fld
inst SYMBOL 174 \\f Symbol }}\i0 \f20 0 as\i \f50 t\f40 \expndtw-14{\field{\*
\fldinst SYMBOL 174 \\f Symbol }} \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f S
ymbol }}
\par
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}}}
\plain\par
\pard\pard\sl-200\fs20\par \pard\sl-414 \li13 \ri2025 \expndtw-2 \f20 \fs21 and
is thus integrable. We proceed to find the Laplace transform of\i \f50 g\i0 \f2
0 (\i \f50 t\i0 \f20 ):
\plain\par
\par
\plain\pard\sl-235 \li1880 \ri3532 \expndtw-8 \i \f50 \fs21 g\i0 \f20 (\i \f50 s
\i0 \f20 )\i \f40 \expndtw-14{\field{\*\fldinst SYMBOL 186 \\f Symbol }} L\i0 \
f20 [\i \f50 g\i0 \f20 (\i \f50 t\i0 \f20 )] =
50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}t\up0 \fs21 e\up7 \f40 \
fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up6 \f50 st\up0 \fs21
d\expndtw-14{\field{\*\fldinst SYMBOL 116 \\f Symbol }}
\plain\par
\plain\par
*\fldinst SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-232 \li2324 \ri4360 \expndtw10 \f20 \fs21 =
50 e\up7 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\i0 \up
0 \f20 (\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\
i \f50 s\i0 \f20 )\i \up6 \f50 t\up0 \fs21 dt.
\plain\par
\par
\plain\pard\sl-388 \li13 \ri7674 \expndtw-6 \f20 \fs21 Thus if
L 165 \\f Symbol }}
\plain\par
\pard\pard\sl-324 \li2058 \ri3671 \expndtw-5 \i \f50 \fs21 f\i0 \f20 (\i \f50 s
\i0 \f20 ) =\i \f40 L\i0 \f20 [\i \f50 f\i0 \f20 (\i \f50 t\i0 \f20 )] =
50 st\up0 \fs21 dt,
\plain\par
\plain\par
\pard\pard\sl-302 \li13 \ri7904 \expndtw-18 \f20 \fs21 then
\par
\plain\pard\sl-271 \li2828 \ri4362 \expndtw-6 \i \f50 \fs21 g\i0 \f20 (\i \f50 s
\i0 \f20 ) =\i \f50 f\i0 \f20 (\i \f50 \expndtw-14{\field{\*\fldinst SYMBOL 97
\\f Symbol }}\i0 \f20 +\i \f50 s\i0 \f20 )\i \f50 .
\par
\plain\pard\sl-398 \li352 \ri6160 \expndtw-4 \f20 \fs21 The inverse of\i \f50 g
\i0 \f20 (\i \f50 s\i0 \f20 ) is
\par
15 i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
1 g\i0 \f20 (\i \f50 t\i0 \f20 ) =\i \f40 L\up4 \fs15 \expndtw-14{\field{\*\fld
inst SYMBOL 45 \\f Symbol }}\i0 \up6 \f20 1\up0 \fs21 [\i \f50 g\i0 \f20 (\i \f5
0 s\i0 \f20 )] = 21
\plain\tx4534 \tab \expndtw-8 \i \f50 \fs21 g\i0 \f20 (\i \f50 s\i0 \f20 )\i \f5
0 e\up5 \fs15 st\up0 \fs21 ds
\plain\par
}}
\plain\par
\pard\pard\sl-201 \li3068 \ri5331 \expndtw-15 \i \f50 \fs15 i\f40 \expndtw-14{\f
ield{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
= 21
\plain\tx3365 \tab \expndtw-7 \i \f50 \fs21 f\i0 \f20 (\i \f50 \expndtw-14{\fie
ld{\*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\i \f50 s\i0 \f20 )\i \f50 e\up
5 \fs15 st\up0 \fs21 ds
\plain\par
}}
\par
\plain\pard\sl-201 \li3068 \ri5115 \expndtw-5 \i \f50 \fs15 \expndtw-14{\field{\
*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\i \f50 i\f40 \expndtw-14{\field{\*\f
ldinst SYMBOL 165 \\f Symbol }}
\par
= 21
\plain\tx3571 \tab \expndtw-6 \i \f50 \fs21 f\i0 \f20 (\i \f50 s\i0 \f20 )\i \
f50 e\up7 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\up6 \
f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}t\up0 \fs21 e\up5 \fs15
s\up6 t\up0 \fs21 ds
\plain\par
L 97 \\f Symbol }}\f40 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\f50
i\f40 \expndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
\plain\pard\sl-200\fs20\par \pard\sl-234 \li13 \ri1830 \expndtw-1 \f20 \fs21 whe
re we have made the substitution\i \f50 s\i0 \f20 =\i \f50 \expndtw-14{\field
{\*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\i \f50 s\i0 \f20 . Since\i \f50
g\i0 \f20 (\i \f50 t\i0 \f20 )\i \f40 \expndtw-14{\field{\*\fldinst SYMBOL 186
\\f Symbol }}\f50 f\i0 \f20 (\i \f50 t\i0 \f20 )\i \f50 e\up6 \f40 \fs15 \exp
ndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol }}\f50 \expndtw-14{\field{\*\fldi
nst SYMBOL 97 \\f Symbol }}t\i0 \up0 \f20 \fs21 , we
\plain\par
\pard\pard\sl-271 \li13 \ri4768 \expndtw-2 \f20 \fs21 obtain, on cancelling out
the\i \f50 e\up6 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Symbol
}}\f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}t\i0 \up0 \f20 \fs21
factor:
\plain\par
\expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\i \f50 i\f40 \e
xpndtw-14{\field{\*\fldinst SYMBOL 165 \\f Symbol }}
\par
1 f\i0 \f20 (\i \f50 t\i0 \f20 ) = 21
\plain\tx3940 \tab \expndtw-6 \i \f50 \fs21 f\i0 \f20 (\i \f50 s\i0 \f20 )\i \
f50 e\up5 \fs15 s\up6 t\up0 \fs21 ds .
\plain\par
\par
\plain\pard\sl-405 \li13 \ri1827 \expndtw0 \f20 \fs21 This is a modified, and mo
re general, formula for Laplace transform of a
\plain\par
\pard\pard\sl-271 \li13 \ri1829 \expndtw4 \f20 \fs21 one-sided function\i \f50

f\i0 \f20 (\i \f50 t\i0 \f20 ), whether or not it decays as\i \f50 t\f40 \exp
ndtw-14{\field{\*\fldinst SYMBOL 174 \\f Symbol }} \expndtw-14{\field{\*\fldinst
SYMBOL 165 \\f Symbol }}\i0 \f20 , as long as
\plain\par
\pard\pard\sl-271 \li13 \ri6415 \expndtw-4 \i \f50 \fs21 f\i0 \f20 (\i \f50 t\i
0 \f20 )\i \f50 e\up6 \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBOL 45 \\f Sym
bol }}\f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}t\i0 \up0 \f20 \
fs21 is integrable.
\plain\par
\par
\plain\pard\sl-235 \li1573 \ri3233 \expndtw-5 \i \f50 \fs21 f\i0 \f20 (\i \f50
s\i0 \f20 ) =\i \f40 L\i0 \f20 [\i \f50 f\i0 \f20 (\i \f50 t\i0 \f20 )] =
50 st\up0 \fs21 dt,\i0 \f20 Re\i \f50 s\f40 \expndtw-14{\field{\*\fldinst SYM
BOL 179 \\f Symbol }}\f50 \expndtw-14{\field{\*\fldinst SYMBOL 97 \\f Symbol }}
\plain\par
\plain\par
\pard\pard\sl-184 \li4076 \ri4208 \expndtw-5 \i \f50 \fs15 \expndtw-14{\field{\*
\fldinst SYMBOL 97 \\f Symbol }}\i0 \f20 +\i \f50 i\f40 \expndtw-14{\field{\*\fl
dinst SYMBOL 165 \\f Symbol }}
\par
1 f\i0 \f20 (\i \f50 t\i0 \f20 ) =\i \f40 L\up4 \fs15 \expndtw-14{\field{\*\fl
dinst SYMBOL 45 \\f Symbol }}\i0 \up6 \f20 1\up0 \fs21 [\i \f50 f\i0 \f20 (\i \
f50 s\i0 \f20 )] = 21
\plain\tx4575 \tab \expndtw-6 \i \f50 \fs21 f\i0 \f20 (\i \f50 s\i0 \f20 )\i \f
50 e\up5 \fs15 st\up0 \fs21 ds.
\plain\par
\par
}

Fourier Tranform and Laplace Transfrom

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Fourier Tranform and Laplace Transfrom

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{\rtf \ansi\ansicpg1252\deff0

{\fonttbl{\f10\fswiss\fcharset0 Arial;}{\f11\fswiss\fcharset0 Arial Narrow;}{\f1

\plain\tx904 \tab \expndtw-9 \b \f20 \fs28 Fourier integrals

\plain\pard\sl-318 \li18 \ri64 \expndtw16 \i \f20 \fs21 13.4. FOURIER TRANSFORM

{\sp{\sn fBehindDocument}{\sv 1}}

\plain\expndtw-1 \f20 \fs21 sign in front of\i \f50 \expndtw-14{\field{\*\fldin

\plain\tx4376 \tab \expndtw-12 \i \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBO

\plain\tx3520 \tab \expndtw-13 \i \f40 \fs15 \expndtw-14{\field{\*\fldinst SYMBO

of both in Fourier series.

\pard\pard\sl-271 \li13 \ri1829 \expndtw4 \f20 \fs21 one-sided function\i \f50

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