1

FOURIER TRANSFORMS
Introduction
Fourier Transform is a technique employed to solve ODEs, PDEs,IVPs,
BVPs and Integral equations.
The subject matter is divided into the following sub topics :

FOURIER TRANSFORMS

Infinite
Fourier
Transform

Sine
Transform

Cosine
Transform

Convolution
Theorem &
Parsevals
Identity

Infinite Fourier Transform

Let f(x) be a real valued, differentiable function that satisfies the following conditions:
1) f(x) and its derivative f x are continuous, or have only a finite number of
simple discontinuities in every finite interval, and

2) the integral

f x dx exists.

Also, let be non - zero real parameter. The infinite Fourier Transform of f(x)
is defined by

f F f x f x e ix dx

provided the integral exists.

The infinite Fourier Transform is also called complex Fourier Transform or
just the Fourier Transform. The inverse Fourier Transform of f denoted by
F-1 f is defined by
1
F 1 f f x
f e ix d
2
Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if f f .

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Basic Properties
Below we prove some basic properties of Fourier Transforms:
1. Linearity Property
For any two functions f(x) and (x) (whose Fourier Transforms exist) and any two
constants a and b,
F af x b x aF f x bF x

Proof
By definition, we have

F af x b x

af x b x e ix dx

a f x e ix dx b x e ix dx
aF f x bF x
This is the desired property.
In particular, if a = b = 1, we get
F f x x F f x F x
Again if a= -b = 1, we get
F f x x F f x F x
2. Change of Scale Property
If f Ff x , then for any non - zero constant a, we have

Ff x

1
a

f
a

Proof : By definition, we have

F f ax

f ax e ix dx

(1)

Suppose a > 0. let us set ax = u. Then expression (1) becomes

F f ax

i u

f u e a

du
a

1
f
(2)
a a
Suppose a < 0. If we set again ax = u, then (1) becomes

F f ax

f u e

u
i
a

i u
1
f u e a du
a

du
a

3
1
f
(3)
a a
Expressions (2) and (3) may be combined as
1
F f ax
f
a a
This is the desired property

3. Shifting Properties
For any real constant a,
(i ) F f x a e ia f

(ii ) F eiax f x f a

Proof : (i) We have

F f x f f x e ix dx

Hence, F f x a

f x a e ix dx

Set x-a = t. Then dx = dt.Then,

F f x a

f t e i (t a ) dt

= e i a

f t e

it

dt

= e ia f
ii) We have

f a f x e i a x dx

f x e e

iax

i x

dx

g x e iax dx , where g ( x ) f ( x ) e iax

F g x
F e iax f x

This is the desired result.

4. Modulation Property
If F f x f ,
1
then, F f x cos ax f a f a
2
where a is a real constant.

Proof :

We have

cos ax

e iax e iax
2

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4
Hence

e iax e iax
F f x cos ax F f x

1
f a f a , by using linearity and shift properties.
2

This is the desired property.

Note : Similarly

F f x sin ax

1
2

f a f a

Examples

1. Find the Fourier Transform of the function f(x) e

-a x

where a 0

For the given function, we have

F f x e

a x

e ix dx

0 a x
a x
e e ix dx e e ix dx

0
Using the fact that x x, 0 x and x - x, - x 0, we get
0

F f x e ax e ix dx e ax e ix dx

0

0
a i x
e a i x dx e
dx

0
e a i x
e a i x



a i a i 0

1
1

a i a i

2a
2
2
a
2. Find the Fourier Transform of the function
1, x a
f(x)
0, x a

where a is a positive constant. Hence evaluate

sin a cos x
d

sin
(ii )
d
0

(i )

For the given function, we have

F f x f ( x)e ix dx

5
a
a

f ( x)e ix dx f ( x)e ix dx f ( x)e ix dx

a
a
a
e ix dx
a

sin a
2

sin a
Thus F f x f 2
(1)

Inverting f by employing inversion formula, we get
1
sin a ix
e d
f x
2

1 sin acos x i sin x

d

sin a sin x
1 sin acos x

d i
d

Here, the integrand in the first integral is even and the integrand in the second integral
is odd. Hence using the relevant properties of integral here, we get

sin a cos x
d

f ( x) 1

or

sin a cos x
d f ( x )

, x a

0, x a
For x 0, a 1, this yields
sin
d
Since the integrand is even, we have
sin
2
d
0

or
sin

0 d 2

2 2
3. Find the Fourier Transform of f(x) e - a x where ' a' is a positive constant.
Deduce that f(x) e

2
x

2 is self reciprocal with respect to Fourier Transform.

Here

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F f x e a x e ix dx

2 2

e a

x i x

2 2

dx

i 2
ax 2
2 a 4 a

e
Setting t ax -

4a2

dx

ax
2a

dx

i
, we get
2a

F f x e

4a2

e t

dt
a

1 2 2
e 4 a 2 e t dt
0
a
2

1 2
e 4 a , using gamma function.
a
2

4 a 2
f
e
a
This is the desired Fourier Transform of f(x).
2 2
For a 2 1 in f(x) e - a x
2
2

we get f(x) e
f 2 e

-x

and hence,

Also putting x in f(x) e

- x2

, we get f( ) e - 2 2 .

Hence, f( ) and f are same but for constant multiplication by

Thus f( ) f

It follows that f( x) e

-x

2
2

is self reciprocal

ASSIGNMENT
Find the Complex Fourier Transforms of the following functions :
x,
(1) f x
0,

x a
where ' a' is a positive constant
x a

xa
0,

(2) f x 1, a x b where ' a' and ' b' are positive constants
0,
xb

2 .

7
1 x ,
(3) f x
0,

x 1
x 1

a 2 x 2 ,
(4) f x
0,

(5) f ( x) xe

a x

x a
x a

where ' a' is a positive constant

( 6) f ( x ) e
(7) f ( x) cos 2 x 2
(8) f ( x) sin 3 x 2
2
(9) Find the inverse Fourier Transform of f e

FOURIER SINE TRANSFORMS

Let f(x) be defined for all positive values of x.

The integral f x sin xdx is called the Fourier Sine Transform of f(x). This is denoted
0

by fs or Fs f x . Thus

fs Fs f x f x sin x dx
0

The inverse Fourier sine Transform of fs is defined

2
f s sin x d
0
This is denoted by f(x) or Fs-1 f s . Thus
through the integral

f(x) Fs-1 f s

2
f s sin x d
0

Properties
The following are the basic properties of Sine Transforms.
(1) LINEARITY PROPERTY
If a and b are two constants, then for two functions f(x) and (x),
we have
Fs af x b x aFs f x bFs g x
Proof : By definition, we have

Fs af x b x af x b x sin x dx

aFs f x bFs x
This is the desired result. In particular, we have
Fs f x x Fs f x Fs x
and
Fs f x x Fs f x Fs x

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8
(2) CHANGE OF SCALE PROPERTY

If Fs f x fs , then for a 0, we have

Fs f ax

1
fs
a a

Proof : We have

Fs f ax f ax sin x dx

Setting ax = t , we get

dt
Fs f ax f t sin t
0
a a
1
fs
a a

(3) MODULATION PROPERTY

If Fs f x fs , then for a 0, we have

F f x cos ax 1 f a f a
s

Proof : We have

Fs f x cos ax f x cos ax sin x dx

1
f x sin a x sin a xdx

2 0
1
2 f s a fs a , by using Linearity property.

EXAMPLES
1. Find the Fourier sine transform of

1, 0 x a
f x
xa
0,
For the given function, we have
a

fs sin x dx 0 sin x dx
0

cos x

0
1 cos a

2. Find the Fourier sine transform of f(x)

Here

e -ax
x

e ax sin x dx
fs

x
0

Differentiating with respect to , we get

d
d e ax sin x dx
f s

d
d 0
x

e ax
sin x dx
0
x
performing differentiation under the integral sign
ax
e

x cos x dx
0
x

e ax

a cos x sin x
2
2
a
0
a
2
a 2
Integrating with respect to , we get

f s

tan

c
a

But fs 0 when 0
c=0

fs tan 1
a

3. Find f(x) from the integral equation

1, 0 1

f x sin xdx 2, 1 2
0, 2

Let () be defined by

1, 0 1

2, 1 2
0, 2

Given

f x sin xdx f
s

Using this in the inversion formula, we get

2
f x 0 sin x dx

2 0 sin x d sin x d sin x d

1
2

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10
1

2 sin x d 2 sin x d 0
2

2
1 cos x 2 cos 2 x
x

ASSIGNMENT
Find the sine transforms of the following functions
0 x 1
x,

(1) f x a x, 1 x a
0,
xa

(2) f x xe ax , a 0
sin x, 0 x a
(3) f x
xa
0,
(4) Solve for f(x) given

1 , 0 1
0 f x sin x dx 0, 1
Find the inverse sine transforms of the following functions :
e a
(5) fs
,a0

(6) fs 2

FOURIER COSINE TRANSFORMS

Let f(x) be defined for positive values of x. The integral f x cos x dx

0

is called the Fourier Cosine Transform of f(x) and is denoted by fc or Fc f x . Thus

2
fc Fc f x f x cos xdx
0
The inverse Fourier Cosine Transform of fc is defined through

the integral

fc cos x d .

This is denoted by f x or Fc- 1 fc . Thus

2
f x Fc-1 f 0 fc cos x d

Basic Properties
The following are the basic properties of cosine transforms :
(1) Linearity property
If ' a' and ' b' are two constants, then for two functions f(x) and (x), we have
Fc af x b x aFc f x bFc x

11

(2) Change of scale property

If Fc f x fc , then for a 0, we have
1
Fc f ax fc
a a
(3) Modulation property
If Fc f x fc , then for a 0, we have
1
Fc f x cos ax fc a fc a
2
The proofs of these properties are similar to the proofs of the corresponding
properties of Fourier Sine Transforms.

Examples
(1) Find the cosine transform of the function
0 x 1
x,

f x 2 x , 1 x 2
0,
x2

We have

f f x cos xdx

1
2

x cos xdx 2 x cos xdx 0 cos xdx

0

1
2
Integrating by parts, we get
1
2

f x sin x cos x 2 x sin x 1 cos x

c
2
2
0


1

2 cos cos 2 1

(2) Find the cosine transform of f(x) e -ax , a 0. Hence evaluate

cos kx
0 x 2 a 2 dx
Here

f e ax cos xdx
c

e ax

a cos x sin x
2
2
a
0
Thus

fc 2
2
a
Using the definition of inverse cosine transform, we get
2 a
f x 2
cos xd
0 a 2

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12

or

cos x
ax
e
d
0
2a
2 a2

Changing x to k, and to x, we get

cos kx
e ax
0 x 2 a 2 dx 2a
(4) Solve the integral equation

a
0 f x cos x dx e

Let () be defined by
() = e-a

Given f x cos x dx fc
0

Using this in the inversion formula, we get

2
cos xd
0
2 a

e
cos xd
0

f x

0 a 2 x 2 a cos x sin x
0
2a

a2 x2
ASSIGNMENT

Find the Fourier Cosine Transforms of the following functions :

4 x, 0 x 1

(1) f(x) 4 x, 1 x 4
0,
x4

(2) f x e ax , a 0
cos x, 0 x a
(3) f ( x)
xa
0,
ax
(4) f ( x) xe , a 0
1
(5) f ( x)
1 x2
cos 2 x
( 6) f ( x )
1 x2
2

13
(7) Solve for f(x) given

1 , 0 1
f ( x) cos x dx
1
0,
(8) Show that
(i) F f(x)sin ax 1 f a f a

(ii) Fs f(x)sin ax

f a f a

1
2

CONVOLUTION
Let f(x) and g(x) be two functions such that

f ( x)dx and g ( x)dx exist.

Then the integral

f x t g t dt

is called the convolution of f(x) and g(x), and is denoted by f * g. Thus

f *g

f x t g t dt

Note that f * g is a function of x

Properties

1. f * g g * f
2. f * g h f * g f * h
Convolution Theorem
Let f( )and g ( ) be the Fourier Transforms of f(x) and g(x) respectively. Then
Ff * g f( ) g ( )

The convolution theorem may also be rewritten as

f * g F-1 f g

Parsevals Identity
A direct consequence of convolution theorem is Parsevals identity. The Parsevals
identities in respect of Fourier transforms, sine transforms and cosine transforms are
as indicated below :
Fourier Transforms:
(a)

(b)

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f g d f x g x dx

2
f d f x dx
2

14
Fourier Sine Transforms:
(a)

(b)

fs g d f x g x dx

2
fs d f x dx
2

Fourier CosineTransforms:
(a)

(b)

fc g d f x g x dx

2
fc d f x dx
2

Examples
(1) Employ convolution theorem to find the inverse Fourier Transform of
1
2
4 2 9
1
1
Let f 2
, g 2
4
9
We recall the result
a
a x
Fe
2
a 2
or

F 1

e a x
1

a
2 a2

For a=2, 3, we get

Convolution theorem is

2 x
1
e

f
2
2 4

f ( x)

e 3 x
1

3 g ( x)
2 9

F 1

F 1

F 1 f g f * g f x t g t dt

1 2 x t 1 3 t

e
e
dt
2
3
1 2 x t 3 t

e
dt
12
2. Employ Parseval' s identity to evaluate
1, x 1
given that f(x)
0, x 1
For the given function, we have

sin 2 x
dx
x2

15

1
2

1
1

i x

(1) e dx

1 e i x

2 i 1

1 2 sin
2
Parsevals identity for Fourier Transforms is

f x dx
2

f d
2

or

2
1 1 dx
1

1 2 sin
d
2

or
2

2 sin 2
d
2

or
sin 2
2 d

or
sin 2

0 2 d 2 , as the integrand on the L.H.S. is even.

Replacing by x, we get

sin 2 x

dx
2
2
x

ASSIGNMENT

1 1

1. Given that F e

-x

, employ convolution theorem

1
to find F -1

2 2
1
2. Use Parsevals identity to prove the following :

dx

2
x 1 x 4 12
0

dx

(ii)

2
2
4
0 x 1
(i)

(iii)
0

x2
2

2 2

dx

, a0
4

1 x ,
(iv ) If f ( x)
0,

x 1
1 - cos x 2 dx
, Prove that
x 1
6
x4
0

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16

Z TRANSFORMS
Introduction
The Z-transform plays an important role plays in the study of communications,
sample data control systems, discrete signal processing , solutions of difference
equations etc.

Z - TRANSFORMS

Definition

Properties

Examples

Definition
Let un = f(n) be a real-valued function defined for n=0,1,2,3,.. and u n = 0 for n<0.
Then the Z-transform of un denoted by Z(un) is defined by

u ( z ) Z (u n ) u n z n

(1)

n 0

The transform also is referred to as the one sided Z-transform or unilateral Ztransform. Next, we define un = f(n) for n=0, 1, 2, .
The two-sided Z-transform is defined by

Z (un ) un z n

(2)

The region of the Z-plane in which the series (1) or (2) converges is called the region
of convergence of the transform.
Properties of Z-transform
1. Linearity property
Consider the sequences {un} and {vn} and constants a and b. Then
Z[aun + bvn ] = aZ(un) + bZ(vn)
Proof : By definition, we have

17

Z [aun bvn ] [aun bvn ]z n

n0

n0

n0

a un z n b vn z n
aZ (un ) bZ (vn )
In particular, for a=b=1, we get
Z[un+vn] = Z(un) + Z(vn)
and for a=-b=1, we get
Z[un - vn] = Z(un) - Z(vn)
2. Damping property
Let Z(un) = u (z ) . Then

(i) Z ( a nu n ) u z

(ii) Z (a nun ) u (az )

Proof : By definition, we have

z
Z ( a nun ) ( a nun ) z n un
a
n0
n0
z
u
a

Thus
z
Z ( a nun ) u
a
This is the result as desired. Here, we note that that if Z(un) = u (z ) , then
z
Z ( a nu n ) [u z ] Z Z = u
a
a

Next,

n0

n0

Z (a nun ) (a nun ) z n un (az ) n

u (az )
Thus

Z (a nun ) u (az )
This is the result as desired.
3. Shifting property
(a) Right shifting rule :
If

Z(un) = u (z ) , then Z(un-k) = z-k u (z ) where k>0

Proof : By definition, we have

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18

Z un k un k z n
n0

Since un = 0 for n<0, we have un-k = 0 for n=0,1,(k-1)

Z un k un k z n
nk

u0 z k u1 z ( k 1) .......
z k [u0 u1 z 1 ....... ]

Hence

z k un z n
n0

z u( z)

Thus
Z(un-k) = z-k u (z )
(b)Left shifting rule :

Z (un k ) z k [u ( z ) u0 u1 z 1 u2 z 2 ...... uk 1 z ( k 1) ]
Proof :

Z u n k u n k z n
n 0

z k u n k z ( k n ) z k u n k z ( k n ) , where m n k
n 0
n 0

k 1

z k u n z n u n z n
n 0
n 0

= z k [u ( z ) u0 u1 z 1 u2 z 2 ...... uk 1 z ( k 1) ]
Particular cases :
In particular, we have the following standard results :
1. Z (un 1 ) z[u ( z ) u0 ]
2. Z (un 2 ) z 2 [u ( z ) u0 u1 z 1 ]
3. Z (un 3 ) z 3[u ( z ) u0 u1 z 1 u2 z 2 ]

etc.

19
Some Standard Z-Transforms :
1.Transform of an
By definition, we have

Z (a n ) a n z n
n0
n

a a
a
1 .....
z z
n0 z
The series on the RHS is a Geometric series. Sum to infinity of the series is
z
1
z
Thus, Z (a n )
or
za
za
1 a
z
z
In particular, when a=1, we get Z(1) =
z 1
2. Transform of ean
Here

Z (e an ) Z (k n )
z
z

z k z ea

where k = ea

Thus
Z (e an )

z
z ea

3. Transform of np , p being a positive integer

We have,

Z (n p ) n p z n
n 0

z n p 1 z ( n 1) n
n 0

Also, we have by defintion

Z (n p 1 ) n p 1 z n
n0

Differentiating with respect to z, we get

d
d
Z (n p 1 ) n p 1 z n
dz
dz n 0

n p 1 ( n) z ( n 1)
n0

Using this in (1), we get

Z (n p ) z

d
[ Z (n p 1 )]
dz

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(1)

20
Particular cases of Z (n p ) :1. For p = 1, we get
Z ( n) z

d
Z (1) z d z z 2
dz
dz z 1 ( z 1)

Thus,
Z ( n)

z
( z 1) 2

2. For p = 2, we get

Z (n 2 ) z

2
d
Z (n) z d z 2 z z3
dz
dz ( z 1) ( z 1)

Thus,

Z (n 2 )

z2 z
( z 1)3

Z (n3 )

z3 4z 2 z
( z 1) 4

3. For p = 3, we get

4. Transform of nan
By damping property, we have

z
Z (na n ) Z (n)Z Z
2
a
( z 1) Z Z a
z

, in view of damping

az

2
( z a)2
z
1
a
a

property
Thus,
Z (na n )

az
( z a)2

5. Transform of n2an
We have,

z2 z
Z (n 2 a n ) Z (n 2 ) Z Z
3
a
( z 1) Z Z

Thus,

Z (n 2 a n )

az 2 a 2 z
( z a )3

21

6. Transforms of coshn and sinhn

We have
e n e n
cosh n
2
1
Z (cosh n ) Z (e n e n )
2

1
Z (e n ) Z (e n ) , by using the linearity property
2
1 z
z

2 z e
z e

(e e )
z

z ze ze
2
2

z 2

2 z z (e e ) 1
z z (e e ) 1

zz cosh
z 2 z cosh 1
2

Next,
e n e n
2
z 1
1
Z (sinh n )

2 z e
z e

sinh n

z
e e
2

2 z 2 z cosh 1

z sinh
z 2 z cosh 1
2

7. Transforms of cosn and sinn

We have

ein e in
2
1
Z (cos n ) Z (ein e in )
2

cos n

1 z
z

2 z e
z e i

z 2 z (ein e in )

2 z 2 z (ein e in ) 1

z[ z cos ]
z 2 z cos 1
2

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22
Next,
ein e in
2i
1 z
z
Z (sin n )

i
2i z e
z e i

sin n

z e i e i
2

2i z 2 z cos 1

z sin
z 2 z cos 1
2

Examples :
Find the Z-transforms of the following :
n

1.

1 1
un
2 4

We have,

1 n 1 n
Z (un ) Z
2 4
n

1
1
Z Z
2
4
z
z
2z
4z

1
1 2z 1 4z 1
z
z
2
4
2 z (8 z 3)

(2 z 1)(4 z 1)

2.

un

1
n!

Here
Z (un ) Z

1
1
z n
n! n 0 n!
2

1

z

n!
n0

1 1

1
z
z
1 ........ e z
1!
2!

,
, by exponential theorem

23
3.
We have

un a n cos n
Z (cos n )

z ( z cos )
z 2 z cos 1
2

By using the damping rule, we get

z ( z cos )
Z (a n cos n ) 2

z 2 z cos 1 Z Z a
zz

cos
aa

2
z
z
2 cos 1
a
a
z ( z a cos )
2
z 2az a 2

4.
Let us denote vn =

un =

1
(n 2)!

1
1
, so that vn+2 =
= un
(n 2)!
n!

Here
1

Z (v n ) e z

Hence
v

Z (un ) Z (vn 2 ) z 2 Z (vn ) v0 1 ,

z

1 1 1 1
z 2 e z .
0! z 1!

1z
1
z e 1
z

ASSIGNMENT
Find the Z-transforms of the following :
1. un = cos(2n+3)
2. un = cosh2n
3. un = n4
4. un = an coshn
5. un = an sinhn
6. un = e-an cosn
7. un = e-an sinn
8. un = a-n n2
9. un = (n-2)3
10. un = (n+1)4

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by left shifting rule