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Fourier Series and Fourier Transforms with applications
SWAROOP NANDAN BORA
Department of Mathematics, IIT Guwahati
Guwahati-781039, Assam
Email: swaroop@iitg.ernet.in, swaroopnandan@gmail.com
1 FOURIER SERIES
Mathematics compares the most diverse phenomena and discovers the secret analogies that unite them.
Fourier
Like the familiar Taylor series, Fourier series are special types of expansions of functions. With Taylor
series we are interested in expanding a function in terms of the special set of functions 1, x, x
2
, x
3
, . . ..
With Fourier series, we are interested in expanding a function in terms of the special set of functions
1, cos x, cos 2x, cos 3x, . . . , sin x, sin 2x, sin 3x, . . ..
Fourier series arises naturally when we discuss the vibrations of a plucked string or the temperature
distribution of a thin metal rod. Fourier series are indeed the most suitable expansions for solving certain
classical problems in applied mathematics. They are fundamental to the description of important physical
diverse elds, such as mechanical and acoustic vibrations, heat transfer, planetary motion, optics, and signal
processing, to name just a few.
The importance of Fourier series stems from the fact that any function dened on a nite interval has a
Fourier series expansion.
1.1 Preliminaries
To understand why Fourier series are so useful, one would need to dene an inner product space and show
that trigonometric functions are an example of one. It is the properties of the inner product space, coupled
with the analytically familiar properties of the sine and cosine functions, that give Fourier series their use-
fulness and power. The basic assumption behind Fourier series is that any given function can be expressed
in terms of sine and/or cosine functions, and that once found the series is unique. For one who is familiar
with the theory of linear spaces, he/she has to recall that the sine and cosine functions are a basis for the
linear space of functions to which the given function belongs. It will be convenient if certain denitions and
theorems are stated (without proofs).
Theorem 1.1 (Bessels Inequality) If {e
1
, e
2
, . . . , e
n
, . . .} is an orthonormal basis for the linear space V ,
then for each a V the series

n=1
|a, e
n
|
2
1
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converges. In addition, the inequality

n=1
|a, e
n
|
2
||a||
2
holds.
An important consequence of Bessels inequality is the Riemann-Lebesgue lemma which is also stated as a
theorem:
Theorem 1.2 (Riemann-Lebesgue) Let {e
1
, e
2
, . . . , e
n
, . . .} be an orthonormal basis of innite dimension
for the inner product space V . Then, for any a V
lim
n
a, e
n
= 0.
Following are two denitions which will be very useful:
Denition 1.1 (Pointwise Convergence): Let {f
0
, f
1
, . . . , f
m
, . . .} be a sequence of functions dened on
the closed interval [a, b]. We say that the sequence {f
0
, f
1
, . . . , f
m
, . . .} converges pointwise to f on [a, b]
if for each x [a, b] and > 0 there exists a natural number N(, x) such that
|f
m
(x) f(x)| <
for all m N(, x).
Denition 1.2 (Uniform Convergence): Let {f
0
, f
1
, . . . , f
m
, . . .} be a sequence of functions dened on
the closed interval [a, b]. We say that the sequence {f
0
, f
1
, . . . , f
m
, . . .} converges uniformly to f on [a, b]
if for each > 0 there exists a natural number N() such that
|f
m
(x) f(x)| <
for all m N(, x) and for all x [a, b].
It is the difference and not the similarity of these two denitions that is important. All uniformly convergent
sequences are pointwise convergent, but not vice versa. This is because N in the denition of pointwise
convergence depends on x but in the denition of uniform convergence it does not which makes uniform
convergence a global rather than a local property. The N in the denition of uniform convergence will do
for any x in [a, b].
Denition 1.3 (Periodic Function): A function f is periodic if and only if, there exists a positive parameter
2p such that for every t in the domain of f, f(t + 2p) = f(t). The parameter 2p is called a period of f.
Thus with this denition we can show that if f is periodic, then
f(t) = f(t + 2p) = f(t + 4p) = f(t + 6p) = = f(t +np) =
where n = 1, 2, 3, . . . and hence 2p, 4p, 6p, . . . , 2np are also periods of f. Here 2p is the smallest of all the
periods and is usually dened as the fundamental period of f.
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1.2 Historical Background
In the 18th century, famous French mathematician and physicist J. B.J. Fourier came across a heat conduc-
tion problem while working in heat transfer involving Laplaces equation in two dimensions. He attempted
to solve the physical steady-state heat conduction problem for a rectangular plate 0 < x < , 0 < y < b in
order to obtain the temperature distribution u(x, y) inside the plate.
The mathematical model was formulated as follows:

2
u
x
2
+

2
u
y
2
= 0, 0 < x < , 0 < y < b, (1.1)
with boundary conditions:
u = 0 at x = 0, , (1.2)
u = 0 at y = b, (1.3)
u = f(x) at y = 0. (1.4)
By the use of the separation of variables methods for PDEs and utilization of the zero boundary conditions,
the following product solution was obtained:
u
n
(x, y) =
B
n
sinh nb
sinhn(b y) sin nx, n = 1, 2, 3, . . . (1.5)
Using the fourth boundary condition (1.4), the constant B
n
turned out to be
B
n
=
f(x)
sin nx
, (1.6)
which showed that B
n
is not a constant but a function of x. While tackling this difculty, the birth of Fourier
series took place.
Fourier realized that since Laplaces equation is a linear equation, so the linear combination of solutions
is a solution, which satises all homogeneous boundary conditions.
Thus the most general solution is
u(x, y) =

n=1
B
n
sinhnb
sinh n(b y) sin nx, (1.7)
where n is extended up to innity, assuming that this innite series converges to u(x, y).
On applying the boundary condition (1.4) at y = 0, it was obtained
f(x) =

n=1
B
n
sin nx. (1.8)
The series (1.8) is known as the Fourier sine series dened in 0 < x < . Since the right-hand side
is periodic, so f(x) must be periodic. Here B
n
is dened as the Fourier coefcient and is determined by
applying the orthogonal property of the sine function as
B
n
=
2

_

0
f(x) sin nx dx, n = 1, 2, 3, . . . (1.9)
Thus with the determination of B
n
the Fourier problem formulated in (1.1)-(1.4) is completely solved.
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1.3 Fourier Series and Fourier Coefcients
A series of the form
f(t) =
A
0
2
+

n=1
_
A
n
cos
nt
p
+B
n
sin
nt
p
_
(1.10)
is a trigonometric series. It will be termed a Fourier series if the coefcients A
n
and B
n
can be obtained
from a single integrable function f of period 2p in the following manner:
A
n
=
1
p
_
d+2p
d
f(t) cos
nt
p
dt, n = 0, 1, 2, 3, . . . , (1.11)
B
n
=
1
p
_
d+2p
d
f(t) sin
nt
p
dt, n = 1, 2, 3, . . . . (1.12)
The rst term of (1.10) is written as A
0
/2 instead of A
0
so that the expressions for A
0
is given by taking
n = 0 in (1.11) so that a separate formula is not needed. If (1.10) is a Fourier series, we say that it represents
the function in the interval (d, d + 2p) or that it is the Fourier expansion of f in this interval. Every Fourier
series is a trigonometric series but every trigonometric series is not a Fourier series.
In order that f(t) has a Fourier series expansion, f(t) has to satisfy the following:
(a) f(t) is dened in the interval d < t < d + 2p.
(b) f(t) and f

(t) are sectionally continuous in d < t < d + 2p.

(c) f(t) is periodic.
The above conditions are known as Dirichlet conditions and are sufcient (but not necessary) conditions for
convergence of Fourier series. Although there are some functions that do not obey these Dirichlet conditions,
it will not bother much. In the vast majority of physical problems involving a Fourier series these conditions
will be satised. In most physical problems we shall be interested in functions that are square integrable (in
the Hilbert space L
2
). In this space the sines and cosines form a complete orthogonal set.
At every point of continuity, there exists a Fourier expansion of f in the given interval. At points of
discontinuity, the value of Fourier series for f takes the mean of the one sided limits of f itself at the
discontinuous point. In other words, at a point of discontinuity t, we should modify f(t) as
f(t) =
1
2
[f(t + 0) +f(t 0)]. (1.13)
The coefcients A
n
and B
n
given by (1.11) and (1.12) are obtained by multiplying (1.10) by cos
mt
p
, m =
0, 1, 2, . . . and sin
mt
p
, m = 1, 2, . . . respectively and using the orthogonal properties of sine and cosine
functions.
The Fourier series of a function is dened whenever the integrals in (1.11) and (1.12) have meaning.
This is certainly the case if f(t) is continuous on the interval. However, the integrals also have meaning
when f(t) has jump discontinuities as in the following function:
f(t) =
_

_
f
1
(t), d < t < t
1
,
f
2
(t), t
1
< t < t
2
,
f
1
(t), t
2
< t < d + 2p.
(1.14)
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Then the Fourier coefcients A
n
and B
n
will be given by
A
n
=
1
p
_
t
1
d
f(t) cos
nt
p
dt +
1
p
_
t
2
t
1
f(t) cos
nt
p
dt +
1
p
_
d+2p
t
2
f(t) cos
nt
p
dt, (1.15)
B
n
=
1
p
_
t
1
d
f(t) sin
nt
p
dt +
1
p
_
t
2
t
1
f(t) sin
nt
p
dt +
1
p
_
d+2p
t
2
f(t) sin
nt
p
dt. (1.16)
For most of the Fourier series representations, the intervals for the functions are taken as [, ] and
[0, 2]. If we consider the interval to be [0, 2] and putting back the values of the coefcients in (1.10), we
can write f(t) as
f(t) =
1
2
_
2
0
f(x)dx +
1

n=1
_
2
0
f(x) cos(x t)dx. (1.17)
Equation (1.17) offers one approach to the development of the Fourier integral and Fourier transforms.
1.3.1 Sawtooth Wave
An idea of the convergence of a Fourier series and the error in using only a nite number of terms in the
series may be obtained by considering the expansion of
f(x) =
_
x, 0 x < ,
x 2, < x 2.
(1.18)
The interval to be considered is [, ] instead of [0, 2] for convenience. In this interval we have f(x) = x.
The Fourier coefcients would be
A
n
=
1

f(x) cos nx dx,

B
n
=
1

f(x) sin nx dx.

We will obtain the Fourier expansion for f(x) to be
f(x) = x = 2
_
sin x
sin 2x
2
+
sin 3x
3
+ (1)
n+1
sin nx
n
+
_
. (1.19)
Figures show f(x) for 0 x < for the sum of 4, 6 and 10 terms of the series. There are three features
that need to be observed.
(a) There is a steady increase in the accuracy of the representation as the number of terms included is
increased.
(b) All the curves pass through the midpoint f(x) = 0 at x = .
(c) In the vicinity of x = there is an overshoot that persists and shows no sign of diminishing.
1.4 Fourier Series in Complex Form
A function f(t) can also be expressed as a Fourier series expansion in complex form with the help of
exponential expression for cosine and sine functions as:
f(t) =

n=
C
n
e
int/p
, (1.20)
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where
C
n
=
1
2p
_
d+2p
d
f(t)e
int/p
dt, n = 0, 1, 2, . . . (1.21)
C
n
s are obtained from the expressions of A
n
and B
n
as
A
0
2
= C
0
, C
n
=
A
n
iB
n
2
, C
n
(= C

n
) =
A
n
+iB
n
2
.
1.5 Half-range Series
In many applications of Fourier series it may be noticed that f(t) possesses certain symmetric properties.
The given function may be symmetric in the origin, i.e., when it is an odd function, it contains only sine
terms. Again, when the function is symmetric about the vertical axis, i.e., when it is an even function, it
contains only cosine terms. Plainly speaking, the identication of oddness or evenness in functions literally
halves the amount of work required in nding the Fourier series. Well-known even functions are |t|, t
2
, cos t,
whereas well-known odd functions are t, sin t, tan t. From this point of view, for a function f(t) which is
even for all t, B
n
= 0 t whereas for a function f(t) which is odd for all t, A
n
= 0 t.
If f(t) is periodic with period 2p and is dened in (p, p) and f(t) is an even function, then the Fourier
series expansion can be written as
f(t) =
A
0
2
+

n=1
A
n
cos
nt
p
, (1.22)
where
A
n
=
2
p
_
p
o
f(t) cos
nt
p
dt. (1.23)
If f(t) is odd, then the Fourier series expansion can be written as
f(t) =

n=1
B
n
sin
nt
p
, (1.24)
where
B
n
=
2
p
_
p
o
f(t) sin
nt
p
dt. (1.25)
From the integrals (1.23) and (1.25), it may be observed as if the given periodic function with period 2p is
dened in the interval [0, p]. In practice, in many applications a function dened in the interval 0 < t < p
may then represent the function either as a cosine series or as a sine series. This is accomplished by making
either an even or odd periodic extension of the given function. The series (1.22) and (1.24) are respectively
called half-range cosine or half-range sine series. Consider the following:
Suppose we are given a function f, dened and integrable on the interval (0, p). Dene the even periodic
extension of f by f
1
(x) = f(x) if 0 < x < p, f
1
(x)f(x) if p < x < 0 and f
1
(x) = f
1
(x + 2p)
otherwise.
Dene the odd periodic extension of f by f
2
(x) = f(x() if 0 < x < p, f
2
(x) = f(x) if p < x < 0
and f
2
(x) = f
2
(x + 2p) otherwise.
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1.6 Parsevals Identity for Fourier Series
There is a very useful identity obtained from Fourier series which has found applications in electrical engi-
neering. But before we know Parsevals identity, we need the following theorem which is more general:
Theorem 1.3 If f(t) and g(t) are continuous in (l, l), and provided
_
l
l
|f(t)|
2
dt < and
_
l
l
|g(t)|
2
dt <
, and if A
n
, B
n
are Fourier coefcients of f(t) and C
n
, D
n
are Fourier coefcients of g(t), then
_
l
l
f(t)g(t)dt =
l
2
A
0
C
0
+l

n=1
(A
n
C
n
+B
n
D
n
).
Proof: We can express f(t) and g(t) in terms of Fourier series as
f(t) =
A
0
2
+

n=1
_
A
n
cos
nt
l
+B
n
sin
nt
l
_
,
g(t) =
C
0
2
+

n=1
_
C
n
cos
nt
l
+D
n
sin
nt
l
_
.
Taking product of f(t) with g(t) we obtain
f(t)g(t) =
A
0
2
g(t) +

n=1
_
A
n
g(t) cos
nt
l
+B
n
g(t) sin
nt
l
_
.
Integrating this series from l to l gives
_
l
l
f(t)g(t)dt =
A
0
2
_
l
l
g(t) dt +

n=1
_
A
n
_
l
l
g(t) cos
nt
l
dt +B
n
_
l
l
g(t) sin
nt
l
dt
_
.
Putting back the values of the Fourier coefcients C
n
and D
n
, we get
1
l
_
l
l
f(t)g(t)dt =
A
0
C
0
2
+

n=1
[A
n
C
n
+B
n
D
n
].
Theorem 1.4 (Parsevals Identity) If f(t) is continuous in the range (l, l) and is square integrable (i.e.
_
l
l
|f(t)|
2
dt < ) and has Fourier coefcients A
n
and B
n
, then
1
l
_
l
l
[f(t)]
2
dt =
A
2
0
2
+

n=1
[A
2
n
+B
2
n
].
This result can obtained easily from the previous theorem by taking g(t) = f(t).
The left-hand side represents the mean square value of f(t). It can, therefore, be thought of in terms
of energy if f(t) represents a signal. What Parsevals theorem states therefore is that the energy of a signal
expressed as a waveform is proportional to the sum of the squares of its Fourier coefcients. Parsevals
identity can be used to determine the power delivered by an electric current, I(t), owing under a voltage,
E(t), through a resistor of resistance R:
P = EI = RI
2
.
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In most applications I(t) is a periodic function.
Average Power = P
av
=
1
2l
_
l
l
RI
2
(t) dt
=
R
2l
_
l
l
I
2
(t) dt
= R
_
A
2
0
4
+
1
2

n=1
(A
2
n
+B
2
n
)
_
,
where we have made use of the Fourier expansion of I(t):
I(t) =
A
0
2
+

n=1
_
A
n
cos
nt
l
+B
n
sin
nt
l
_
.
Mean square of the current is:
I
ms
=
1
2l
_
l
l
I
2
(t)dt =
A
2
0
4
+
1
2

n=1
(A
2
n
+B
2
n
).
Root mean square of the current is:
I
rms
=

_
A
2
0
4
+
1
2

n=1
(A
2
n
+B
2
n
).
1.7 Gibbs Phenomenon
Consider the following periodic function whose denition in one period is:
f(t) =
_
1, 0 < t < 1,
0, 1 < t < 2.
(1.26)
This function can be represented as
f(t) =
1
2
+
2

n=1
sin(2n 1)t
2n 1
. (1.27)
This is an innite series which represents the given periodic function. To see how well this innite series
represents the function, let us truncate the series after N terms. Let the sum of these rst N terms of an
innite series be denoted by S
N
:
S
N
=
1
2
+
2

n=1
sin(2n 1)t
2n 1
. (1.28)
Graphs of equation (1.28) can be plotted for N = 2, 4, 8, 16, 32 and 64. Each gure will show an overshoot
at t = 1 0 and an undershoot at t = 1 + 0. These are characteristics of Fourier series at points of
discontinuity and are known as the Gibbs phenomenon, named after the American mathematical physicist
JW Gibbs. It persists even though a large number of terms are considered in the partial sums.
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1.8 Applications of Fourier Series
Example 1.1: Square wave-high frequencies
One application of Fourier series, the analysis of a square wave in terms of its Fourier components, occurs
in electronic circuits designed to handle sharply rising pulses. Suppose that our wave is dened by
f(x) =
_
0, < x < 0,
h, 0 < x < .
(1.29)
We can easily calculate the Fourier coefcients to be
A
0
= h, (1.30)
A
n
= 0, n = 1, 2, 3, . . . , (1.31)
B
n
=
_
2h
n
, n odd,
0, n even.
(1.32)
So, the resulting series is
f(x) =
h
2
+
2h

_
sin x
1
+
sin 3x
3
+
sin 5x
5
+
_
. (1.33)
Except for the rst term, which represents an average of f(x) over the interval [, ], all cosine terms
have vanished. Although only the terms in the sine series occur, they fall only as n
1
. This conditional
convergence is like that of the harmonic series. Physically, this means that our square wave contains many
high-frequency components. If the electronic apparatus will not pass these components, our square wave
input will emerge more or less rounded off.
Example 1.2: Full-wave rectier
Let us examine how well the output of a full-wave rectier approaches pure direct current. Our rectier can
be thought of as having passed the positive peaks of an incoming sine wave and inverting the negative peaks.
This yields
f(t) =
_
sin t, 0 < t < ,
sin t, < t < 0.
(1.34)
Here f(t) is even and hence the Fourier coefcients can be obtained as
A
0
=
4

, (1.35)
A
n
=
_

2

2
n
2
1
, n even,
0, n odd.
(1.36)
Hence the resulting series is
f(t) =
2

n=1
cos 2nt
4n
2
1
. (1.37)
Nowthe lowest frequency oscillation is 2. The high frequency components fall off as n
2
, showing that the
full-wave rectier does a fairly good job of approximating direct current. Whether this good approximation
is adequate depends on the particular application.
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These two examples bring out the following two features characteristic of Fourier expansions:
If f(x) has discontinuities (as in the square wave in Example 1.1), we can expect the nth coefcient to
be decreasing as O(1/n). Convergence is conditional only.
If f(x) is continuous (although possibly with discontinuous derivatives as in the full-wave rectier of
Example 1.2), we can expect the nth coefcient to be decreasing as 1/n
2
, that is, absolute convergence.
2 Fourier Series Fourier Integral Fourier Transform
A generalization made not for the vain pleasure of generalizing but in order to solve previously existing
problems is always a fruitful generalization. -Henri Lebesgue
We already know that Fourier series and orthogonal expansions can be used as tools to solve boundary
value problems over bounded regions such as intervals, rectangles, disks and spheres. But we can understand
that the modelling of certain physical phenomena will give rise naturally to boundary value problems over
unbounded regions. For example, to describe the temperature distribution in a very long insulated wire, we
can suppose that the length of the wire is innite, which gives rise to a boundary value problem over an
innite line. To solve this type of problem we will generalize the notion of Fourier series by developing the
Fourier transform. While Fourier transform will be suitable to solve problems over innite domains, Fourier
sine and Fourier cosine transform will be helpful for problems with semi-innite domains.
But before going to discuss Fourier transforms, we need to know about Fourier integrals which can be
derived from Fourier series. The Fourier integrals are to be used while describing Fourier transforms.
2.1 Fourier Integral
We have seen that a periodic function can be adequately represented by a Fourier series expansion satisfying
certain conditions. In many problems of physical interest the impressed force is non-periodic rather than
periodic. The non-periodic function can be obtained when the period of a function goes to innity. Let
us consider the complex exponential form of a Fourier series for the function f
p
(t) over (p, p) (same as
equation (1.20)):
f(t) =

n=
C
n
e
int/p
, (2.1)
where
C
n
=
1
2p
_
p
p
f
p
()e
in/p
d, n = 0, 1, 2, . . . (2.2)
Substituting (2.2) into (2.1), we obtain
f
p
(t) =

n=
_
1
2
_
p
p
f
p
()e
in/p
d
_
e
int/p
_

p
_
. (2.3)
Dene the frequency of the general term by

n
=
n
p
, (2.4)
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and the difference in frequencies between successive terms by
=
n+1

n
=
(n + 1)
p

n
p
=

p
. (2.5)
Then (2.3) reduces to
f
p
(t) =

n=
_
e
i
n
t
2
_
p
p
f
p
()e
i
n

d
_
. (2.6)
Now, as p , 0. Thus as, p , (2.6) can be written as
f(t) =
_

_
1
2
e
it
_

f()e
i
d
_
d, (2.7)
which is known as the complex form of Fourier integral. Equation (2.7) is actually a valid representation of
the non-periodic limit function f(t) provided that
(a) in every nite interval f(t) is dened and is piecewise continuous.
(b) the improper integral
_

|f(t)|dt exists.
Now we obtain the trigonometric representation of the Fourier integral. Equation (2.7) can, after writing
e
i(t)
= cos ( t) +i sin ( t), be expressed as
f(t) =
1
2
_

f()e
i(t)
dd
=
1
2
_

f() cos ( t)dd

(since sin( t) is an odd function of )
=
1

_

0
f() cos ( t)dd. (2.8)
(since cos ( t) is an even function of )
2.2 Fourier cosine and sine integrals
Expanding cos ( t) in (2.8)
f(t) =
1

_

0
__
0

f() cos cos t d +

_

0
f() cos cos t d
_
d
+
1

_

0
__
0

f() sin sin t d +

_

0
f() sin sin t d
_
d. (2.9)
Changing to in the rst and third integrals, we get
f(t) =
1

_

0
__

0
f() cos cos t d +
_

0
f() cos cos t d
_
d
+
1

_

0
__

0
f()(sin ) sin t d +
_

0
f() sin sint d
_
d. (2.10)
Now if f() = f(), i.e. if f is an even function of , then (2.10) becomes
f(t) =
2

_

0
_

0
f() cos cos t d d. (2.11)
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If f() = f(), i.e. when f is an odd function, equation (2.10) becomes
f(t) =
2

_

0
_

0
f() sin sin t d d. (2.12)
Equation (2.11) is called the Fourier cosine integral of f and is analogous to the half-range cosine expansion
of an even periodic function.
Equation (2.12) is called the Fourier sine integral of f and is analogous to the half-range sine expansion of
an odd periodic function.
Having attained the knowledge of representing a non-periodic function by Fourier integrals, we are in a
position to dene Fourier transform.
2.3 Fourier Transforms
The Fourier transform method is a powerful device for solving partial differential equations. Its importance
stems from its ability to handle a large variety of problems. Choosing the appropriate transform is a crucial
step in implementing the method. The choice is suggested by the type of region and the boundary conditions.
2.3.1 Complex Fourier transform
Referring to equation (2.7), we are now in a position to dene the complex Fourier transform pair. The
Fourier transform of a function f L
1
(R) is dened by
F{f(t)} = g() =
_

e
it
f(t) dt. (2.13)
The inverse Fourier transform is dened as
f(t) = F
1
{g()} =
1
2
_

g()e
it
d. (2.14)
Here g() is in the frequency domain and f(t) in the time domain.
2.3.2 Fourier cosine transform
Referring to equation (2.11), we can dene the Fourier cosine transform of f as
F
c
{f(t)} = g
c
() =
_

0
f(t) cos t dt. (2.15)
The inverse Fourier cosine transform is dened as
f(t) = F
1
c
{g
c
()} =
2

_

0
g
c
() cos t d. (2.16)
It is obvious that this transform pair exists for even f(t) only.
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2.3.3 Fourier sine transform
Referring to equation (2.12), we can dene the Fourier sine transform of f as
F
s
{f(t)} = g
s
() =
_

0
f(t) sin t dt. (2.17)
The inverse Fourier sine transform is dened as
f(t) = F
1
s
{g
s
()} =
2

_

0
g
s
() sint d. (2.18)
It is obvious that this transform pair exists for odd f(t) only.
2.3.4 Finite Fourier cosine and sine transforms
It is also possible to dene Fourier transforms over a nite interval. Finite Fourier cosine and sine transforms
can be deduced from the half-range Fourier cosine and sine series respectively of f(t), dened in 0 < t < p.
We know that the half-range Fourier cosine series is:
f(t) =
A
0
2
+

n=1
A
n
cos
nt
p
,
where
A
n
=
2
p
_
p
0
f(t) cos
nt
p
dt.
If we dene
F
FC
(n) =
_
p
0
f(t) cos
nt
p
dt, (2.19)
then
A
n
=
2
p
F
FC
(n),
A
0
2
=
1
p
F
FC
(0). (2.20)
Then f(t) can be represented as
f(t) =
1
p
F
FC
(0) +
2
p

n=1
F
FC
(n) cos
nt
p
. (2.21)
Here F
FC
(n) is called the nite Fourier cosine transform of f. f(t) is the inverse where n is an integer.
The half-range Fourier sine series is
f(t) =

n=1
B
n
sin
nt
p
,
where
B
n
=
2
p
_
p
0
f(t) sin
nt
p
dt.
If we dene
F
FS
(n) =
_
p
0
f(t) sin
nt
p
dt, (2.22)
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then
B
n
=
2
p
F
FS
(n). (2.23)
Then f(t) can be represented as
f(t) =
2
p

n=1
F
FS
(n) sin
nt
p
. (2.24)
Here F
FS
(n) is called the nite Fourier sine transform of f. f(t) is the inverse where n is an integer.
2.3.5 Some examples of Fourier integrals
Example 2.1 Find the Fourier integral representation of the following non-periodic function
f(t) =
_
e
at
, t < 0,
e
at
, t > 0.
a > 0
Solution: The Fourier transform of f(t) can be obtained as
F{f(t)} = g()
=
_

f(t)e
it
dt
=
_
0

e
(ai)t
dt +
_

0
e
(a+i)t
dt
=
2a
a
2
+
2
.
Taking the inverse
f(t) = F
1
{g()} =
1
2
_

g()e
it
d
=
a

_

0
cos t
a
2
+
2
d.
Example 2.2 Find the Fourier integral representation of the following non-periodic function
f(t) =
_
sin t, t
2

2
,
0, t
2
>
2
.
Solution: The Fourier transform of f(t) can be obtained as
F{f(t)} = g()
=
_

f(t)e
it
dt
=
_

sin t e
it
dt
=
2i sin
1
2
.
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Taking the inverse
f(t) = F
1
{g()} =
1
2
_

g()e
it
d
=
1
2
_

_
2i sin
1
2
_
e
it
d
=
2

_

0
sin sin t
1
2
d.
Example 2.3 Find the Fourier integral representation of the following non-periodic function
f(t) =
_

_
0, < t < 1,
1, 1 < t < 0,
1, 0 < t < 1,
0, 1 < t < .
Hint to the solution: Draw the graph of the given function and realize that the function is an odd function.
Hence apply Fourier sine integral formula to get f(t) as
f(t) =
2

_

0
(1 cos )

sin t d.
2.3.6 Convolution Integral and the Convolution Theorem
Denition 2.1 A convolution is an integral that expresses the amount of overlap of one function g as it is
shifted over another function f. It therefore blends one function with another.
Mathematically, the convolution of two functions f(t) and g(t), < t < , is dened as
f(t) g(t) =
_

f()g(t ) d =
_

f(t )g() d = g(t) f(t).

This is known as the convolution integral.
Theorem 2.1 If y(t) is the response obtained by convolving the function f(t) with g(t), then
F{y(t)} = F{f g} = F{f(t)}F{g(t)}.
In other words, we can say that the Fourier transform of the convolution of f(t) and g(t) is the product of
the Fourier transforms of f(t) and g(t).
Proof: By denition
F{y(t)} = F{f g} =
_

y(t)e
it
dt
=
_

__

f()g(t ) d
_
e
it
dt
=
_

f()
__

g(t )e
it
dt
_
d.
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Putting t = in the inner integral, we get
F{y(t)} = F{f g} =
_

f()
__

g()e
i(+)
d
_
d
=
__

f()e
i
d
___

g()e
i
d
_
= F{f(t)}F{g(t)}.
Example 2.4 A linear system has the impulse response given by f(t) and is subjected to the rectangular
pulse given by g(t) as follows:
f(t) =
_
0, < t < 0,
ae
at
, 0 < t < ,
g(t) =
_

_
0, < t < 1,
1, 1 < t < 1,
0, 1 < t < .
Find the output time function by convolving f(t) with g(t).
2.4 Application of Fourier Transform to Partial Differential Equations
For the partial differential equations dened on nite regions, the solutions depended in an essential way
on the boundary conditions. When modelling problems over regions that extend very far in at least one
direction, we can often idealize the situation to that of a problem having innite extent in one or more
directions, where any boundary conditions that would have applied on the far-away boundaries are discarded
in favour of simple boundedness conditions on the solution as the appropriate variable is sent to innity.
Such problems are mathematically modelled by differential equations dened on innite regions. For one-
dimensional problems we distinguish two types of innite regions: innite intervals extending from to
and semi-innite intervals extending from one point (usually the origin) to innity (usually +).
2.4.1 Complex Fourier transform
The complex Fourier transform of a function U(x, t) with respect to x is dened as
F{U(x, t)} =
_

e
ix
U(x, t) dx = U(, t). (2.25)
Under the assumption that U and
U
x
vanish as x , we obtain the following results of transforms of
the partial derivatives:
F
_
U(x, t)
x
_
= iU(, t), (2.26)
F
_

2
U(x, t)
x
2
_
= (i)
2
U(, t), (2.27)
F
_
U(x, t)
t
_
=
d
dt
U(, t), (2.28)
F
_

2
U(x, t)
t
2
_
=
d
2
dt
2
U(, t). (2.29)
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The use of the Fourier transform to solve partial differential equations is best described by examples.
Example 2.5 An innitely long string extending in < x < under uniform tension is displaced into
the curve y = f(x) and let go from rest with velocity g(x). To nd the displacement U(x, t) at any point at
any subsequent time.
Solution: The boundary value problem is

2
U
t
2
= c
2

2
U
x
2
, < x < , t > 0, (2.30)
U(x, 0) = f(x) (initial displacement), (2.31)
u
t
(x, 0) = g(x) (initial velocity). (2.32)
Taking Fourier transform on both sides of the differential equation (2.30),
d
2
dt
2
U(, t) = c
2

2
U(, t), (2.33)
which can be written in standard form as
d
2
dt
2
U(, t) +c
2

2
U(, t) = 0. (2.34)
On solving, we get
U(, t) = A() cos(ct) +B() sin(ct). (2.35)
Taking Fourier transforms on the initial conditions (2.31) and (2.32), we get
U(, 0) = f(), (2.36)
d
dt
U(, 0) = g(). (2.37)
Using the initial conditions, A() and B() can be obtained as:
U(, 0) = A() = f(),
d
dt
U(, 0) = cB() = g().
So
U(, t) = f() cos(ct) +
1
c
g() sin(ct). (2.38)
To get the solution, we use the inverse Fourier transform to obtain
U(x, t) =
1
2
_

_
f() cos(ct) +
1
c
g() sin(ct)
_
e
ix
d. (2.39)
Formula (2.39) gives us the solution of the wave boundary value problem in the form of an integral involving
the Fourier transform of the initial displacement and velocity. It can be computed explicitly in terms of f
and g to yield dAlemberts form of the solution:
U(x, t) =
1
2
[f(x ct) +g(x +ct)]. (2.40)
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Example 2.6 Consider the heat conduction in an innite rod with thermal diffusivity with initial temper-
ature distribution f(x). To nd the temperature distribution U(x, t) at any point at any subsequent time.
Solution: The boundary value problem is
U
t
=

2
U
x
2
, < x < , t > 0, (2.41)
U(x, 0) = f(x) (initial temperature distribution). (2.42)
Proceed as in the previous example to get
U(, t) = f()e

2
t
. (2.43)
To get the solution, we use the inverse Fourier transform to obtain
U(x, t) =
1
2
_

f()e

2
t
e
ix
d. (2.44)
We summarize the Fourier transform method as follows:
Step 1: Take Fourier transform on the given boundary value problem in U(x, t) and get an ordinary differ-
ential equation in U(, t) in the variable t.
Step 2: Solve the ordinary differential equation and nd U(, t).
Step 3: Take inverse Fourier transform to get U(x, t)
2.4.2 Fourier sine and cosine Transform
The Fourier sine and cosine transforms can be employed to solve a partial differential equation when the
range of the spatial variable extends from 0 to . The choice of sine or cosine transform is decided by the
form of the boundary conditions at x = 0. If the boundary condition is in terms of some value of U(0, t)
(i.e. Dirichlet boundary condition), then sine transform is to be used whereas when the boundary condition
is in terms of some value of
U
x
(0, t) (i.e. Neumann boundary condition), then cosine transform is to be
used.
The Fourier sine transform of a function U(x, t) with respect to x is dened as
F
s
{U(x, t)} =
_

0
U(x, t) sin x dx = U
s
(, t). (2.45)
Under the assumption that U and
U
x
vanish as x , we obtain the following results of transforms of the
partial derivatives:
F
s
_
U(x, t)
t
_
=
d
dt
U
s
(, t), (2.46)
F
s
_

2
U(x, t)
t
2
_
=
d
2
dt
2
U
s
(, t), (2.47)
F
s
_

2
U(x, t)
x
2
_
= U(0, t)
2
U
s
(, t). (2.48)
The Fourier cosine transform of a function U(x, t) with respect to x is dened as
F
c
{U(x, t)} =
_

0
U(x, t) cos x dx = U
c
(, t). (2.49)
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Under the assumption that U and
U
x
vanish as x , we obtain the following results of transforms of the
partial derivatives:
F
c
_
U(x, t)
t
_
=
d
dt
U
c
(, t), (2.50)
F
c
_

2
U(x, t)
t
2
_
=
d
2
dt
2
U
c
(, t), (2.51)
F
c
_

2
U(x, t)
x
2
_
=
U
x
(0, t)
2
U
c
(, t). (2.52)
Now let us demonstrate the applications of these transforms through examples:
Example 2.7 If U(x, t) is the temperature at time t and the thermal diffusivity of a semi-innite metal
bar, nd the temperature distribution in the bar at any point at any subsequent time by solving the following
boundary value problem:
U
t
=

2
U
x
2
, x > 0, t > 0, (2.53)
U(x, 0) = f(x), x > 0 U(0, t) = 0, t > 0. (2.54)
Solution: The boundary condition suggests that we need to use Fourier sine transform. Taking the transform
on (2.53), we get
d
dt
U
s
(, t) = [U(0, t)
2
U
s
(, t)]. (2.55)
It gives us the differential equation
d
dt
U
s
(, t) +
2
U
s
(, t) = 0. (2.56)
which on solving yields
U
s
(, t) = Ae

2
t
. (2.57)
Using the initial condition, we evaluate the value of A() as A() =

f() where

f() is the Fourier
transform of f(x). It gives us
U
s
(, t) =

f()e

2
t
. (2.58)
the inversion gives
U(x, t) =
2

_

0
e

2
t
sin x d. (2.59)
Example 2.8 Consider the same equation as in the previous example subject to the boundary conditions
U
x
(0, t) = 0, U(x, 0) = f(x)
Solution: Taking Fourier cosine transform, we get the ordinary differential equation
d
dt
U(, t) +
2
U = 0, (2.60)
which gives us
U(, t) = Ae

2
t
(2.61)
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Using the initial condition, we get
U(, t) = F()e

2
t
, (2.62)
where F() is the Fourier cosine transform of f(x).
Taking inverse
U(x, t) =
2

_

0
F()e

2
t
cos x d. (2.63)
Similarly, we can try the vibration of a semi-innite string, 0 < x < . In this case, there will be a
second-order ordinary differential equation due to the presence of the term

2
U
t
2
. The two initial conditions
U(x, 0) and
U
t
(x, 0) will help us in determining the coefcients of U(, t).
20