MA 201: Lecture - 17

Fourier Transforms and its properties

MA201(2017):PDE
Fourier Transform

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 type of the boundary
conditions.

MA201(2017):PDE
Integral Transform
The integral transform of a function F (t) is defined by
Z b
I{F (t)} = K (, )F ( )d.
a

Here the values of a and b can be finite or infinite and K (, ) is called the
kernel of the transform.

As the kernel changes, we get different types of integral transforms.

The selection of transform depends on the coordinates chosen, which is

influenced by the type of the problem.

MA201(2017):PDE
Complex Fourier Transform R
Let f be a piecewise continuous function such that R |f (x)| dx < (denote
as f L1 (R)).
Recall the following representation for f (t):
Z  Z 
1 it
f (t) = e f ( )e i d d,
2

We define the complex Fourier transform pair.

The Fourier transform of a function f is defined by

Z
1
F{f (t)} = g () = e i f ( ) d. (1)
2

The inverse Fourier transform is defined as

Z
1
f (t) = F 1 {g ()} = g ()e it d. (2)
2

Here g () is in the frequency domain and f (t) in the time domain.

MA201(2017):PDE
Fourier cosine transform
Recalling the following representation for f (t):
Z Z
2
f (t) = f ( ) cos cos t d d,
0 0

we can define the Fourier cosine transform of f as

2
r Z
Fc {f (t)} = gc () = f ( ) cos d. (3)
0

The inverse Fourier cosine transform is defined as

2
r Z
f (t) = Fc1 {gc ()} = gc () cos t d. (4)
0

It is obvious that this transform pair exists for even f (t) only.

MA201(2017):PDE
Fourier sine transform
Recalling the following representation for f (t):
Z Z
2
f (t) = f ( ) sin sin t d d,
0 0

we can define the Fourier sine transform of f as

2
r Z
Fs {f (t)} = gs () = f ( ) sin d. (5)
0

The inverse Fourier sine transform is defined as

2
r Z
f (t) = Fs1 {gs ()} = gs () sin t d. (6)
0

It is obvious that this transform pair exists for odd f (t) only.

MA201(2017):PDE
Some Properties of Fourier transform
Linear Property:
If F{f1 (t)} = g1 (), F{f2 (t)} = g2 (), then

F{c1 f1 (t) c2 f2 (t)} = c1 F{f1 (t)} c2 F{f2 (t)} = c1 g1 () c2 g2 (),

where c1 and c2 are constants.

Theorem I:
If F{f (t)} = g (), then

F{f (t a)} = e ia g ()

Proof:
By definition,
Z
1
F{f (t a)} = e i f ( a)d
2
Z
1
= e i(+a) f ()d, by taking a =
2
= e ia g ()

This is known as shifting property.

MA201(2017):PDE
Some Properties of Fourier transform
Theorem II:
If F{f (t)} = g (), then

1
F{f (at)} = g (/a)
a

Proof:
By definition,
Z
1
F{f (at)} = e i f (a )d
2
Z
1
= e i(/a) f ()d/a, by taking a =
2
1
= g (/a)
a


This is known as scaling property.

MA201(2017):PDE
Some Properties of Fourier transform
Theorem III:
If F{f (t)} = g (), then

F{e iat f (t)} = g ( a)

Proof:
By definition,
Z
1
F{e iat f (t)} = e i e ia f ( )d
2
Z
1
= e i(a) f ( )d
2
= g ( a)

This is known as translation property.

MA201(2017):PDE
Some Properties of Fourier transform
Theorem III:
If F{f (t)} = g (), f (t) is continuously differentiable and f (t) 0 as
|t| , then
F{f 0 (t)} = ig ().

Proof:
By definition,
Z
1
F{f 0 (t)} = e i f 0 ( )d
2
Z
1
= {[f ( )e i ] + i e i f ( )d }
2
= ig ().

Theorem IV (Extension of Theorem III):

If f (t) is continuously n-times differentiable and f (k) (t) 0 as |t| for
k = 1, 2, . . . , (n 1), then the Fourier transform of the n-th derivative of f (t)
is given by
F{f (n) (t)} = (i)n F{f (t)} = (i)n g ().

MA201(2017):PDE
Some examples of Fourier integrals
Example

Find the Fourier integral representation of the following non-periodic

function
e at ,

t < 0,
f (t) = a>0
e at , t > 0.

Solution :-The Fourier transform of f (t):

F{f (t)} = g ()
Z
1
= f ( )e i d
2
Z 0 Z
1
= e (ai) d + e (a+i) d
2 0
1 2a
= .
2 a2 + 2

Taking the inverse

Z
1
f (t) = F 1 {g ()} = g ()e it d
2
Z
2a cos t
= d.
0 a2 + 2

MA201(2017):PDE
Convolution

A convolution is an integral that expresses the amount of overlap of one

function f2 as it is shifted over another function f1 .

It therefore blends one function with another.

In other words, the output which produces a third function can be viewed as a
modified version of one of the original functions.

Definition:
The convolution of two functions f1 (t) and f2 (t), < t < , is defined as
Z Z
1 1
f1 (t)f2 (t) = f1 ( )f2 (t ) d = f1 (t)f2 () d = f2 (t)f1 (t),
2 2
provided the integral exists for each t.

This is known as the convolution integral.

MA201(2017):PDE
Convolution: Some algebraic properties
Property I (Commutative):

f1 f2 = f2 f1

Property II (Associative):

f1 (f2 f3 ) = (f1 f2 ) f3

Property III (Distributive):

(f1 + f2 ) f3 = (f1 f3 ) + (f2 f3 )

MA201(2017):PDE
Convolution
Convolution Theorem

Theorem
If h(t) is the response obtained by convolving the function f1 (t) with f2 (t),
then
F{h(t)} = F{f1 f2 } = F{f1 (t)}F{f2 (t)}.

In other words,
we can say that the Fourier transform of the convolution of f1 (t) and f2 (t) is
the product of the Fourier transforms of f1 (t) and f2 (t).
Recall: The convolution of two functions f1 (t) and f2 (t), < t < ,
is defined as
Z
1
f1 (t) f2 (t) = f1 ( )f2 (t ) d.
2

MA201(2017):PDE
Convolution
Proof: By definition

Z
1
F{h(t)} = F{f1 f2 } = (f1 (t) f2 (t))e it dt
2
Z Z 
1
= f1 ( )f2 (t ) d e it dt
2
Z Z 
1
= f1 ( ) f2 (t )e it dt d.
2

Putting t = in the inner integral

Z Z 
1
F{h(t)} = F{f1 f2 } = f1 ( ) f2 ()e i(+ ) d d
2
 Z  Z 
1 1
= f1 ( )e i d f2 ()e i d
2 2
= F{f1 }F{f2 }.

This is known as the convolution integral.

MA201(2017):PDE
Convolution
Example:
A system has the impulse response given by f1 (t) and is subjected to the
rectangular pulse given by f2 (t) as follows:


0, < t 0,
f1 (t) =
ae at , 0 < t < , a > 0

0, < t 1,
f2 (t) = 1, 1 < t 1,
0, 1 < t < .

Find the output time function h(t) by convolving f1 (t) with f2 (t).

MA201(2017):PDE
Convolution
Solution:

The Fourier transform of f1 (t):

F{f1 (t)} = g1 ()
Z
1
= f1 (t)e it dt
2
Z
1
= ae at e it dt
2 0
 
a e  (a+i)t 
= 

2 (a + i) 0


a
= .
2(a + i)

The Fourier transform of f2 (t):

F{f2 (t)} = g2 ()
Z
1
= f2 (t)e it dt
2
Z 1
1
= e it dt
2 1
 1
1  e (i)t 

= 
2  i 

1
1 e i e i
=
2 i
r
2 sin
= .

MA201(2017):PDE
Convolution
Therefore
1 a sin
F{f1 (t)}F{f2 (t)} =
(a + i)

According to convolution theorem:

F{h(t)} = F{f1 f2 } = F{f1 (t)}F{f2 (t)}.

Hence
 
1 a sin
h(t) = F 1 [F{f1 (t)}F{f2 (t)}] = F 1
(a + i)

which will give us

Z
1 1 a sin it
h(t) = e d
2 (a + i)
which is the output time function.
MA201(2017):PDE
Application of Fourier Transform to PDEs
As of now we have defined all variants of Fourier transform
for a function of one variable only.

It is obvious that if we want to use Fourier transforms to solve PDEs,

we need to define Fourier transform for a function of at least two variables.

Based on the definitions discussed earlier for a function of one variable,

let us define Fourier transform of a function of two variables x and t and
those of their partial derivatives

so that we can at least solve one-dimensional transient IBVPs governed by a

PDE.

MA201(2017):PDE
Application of Fourier Transform to PDEs
Fourier transform:
The Fourier transform of a function U(x, t) with respect to x is defined as

Z
1
F{U(x, t)} = e ix U(x, t) dx = U(, t). (7)
2

Inverse Fourier transform:

The inverse Fourier transform U(x, t) of U(, t) is defined as

Z
1
U(x, t) = F 1 {U(, t)} = e ix U(, t) d.
2

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) = i U(, t),
x
 2 

F 2
U(x, t) = (i)2 U(, t),
x
 
d
F U(x, t) = U(, t),
t dt
 2  2
d
F 2
U(x, t) = U(, t).
t dt 2

MA201(2017):PDE
Application of Fourier Transform to PDEs
Result I:
 

F U(x, t) = i U(, t). (8)
x

Proof:

  Z
1 U
F U(x, t) = e ix dx
x 2 x
 Z 
1 ix
= [e U(x, t)]
+ i e ix U(x, t)dx
2
= i U(, t).

Result II:
2
 
F U(x, t) = (i)2 U(, t). (9)
x 2

Proof:

Z
2 2U
  
1
F U(x, t) = e ix 2 dx
x 2 2 x
 Z 
1 U U
= [e ix ] + i e ix dx
2 x x
 Z 
1
= i([e ix U(x, t)]
+ i e ix U(x, t)dx)
2
= (i)2 U(, t).

MA201(2017):PDE
Application of Fourier Transform to PDEs
Result III:
 
d
F U(x, t) = U(, t). (10)
t dt

Proof:

  Z
1 U
F U(x, t) = e ix dx
t 2 t
Z
1
= e ix U(x, t)dx
2 t
Z
1 d
= e ix U(x, t)dx
2 dt
d
= U(, t).
dt

Proceeding in a similar manner as above, Result 4 as given below can be
obtained:
2 d2
 
F U(x, t) = 2 U(, t). (11)
t 2 dt


The use of Fourier transform to solve partial differential equations is best

described by examples.

MA201(2017):PDE
Application of Fourier Transform to PDEs
Example A:
An infinitely 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
find the displacement U(x, t) at any point at any subsequent time.

Solution:
The boundary value problem is

2U 2
2 U
= c , < x < , t > 0, (12)
t 2 x 2
U(x, 0) = f (x) (initial displacement), (13)
U
(x, 0) = g (x) (initial velocity). (14)
t

Taking Fourier transform on both sides of PDE (12),

d2
U(, t) = c 2 2 U(, t), (15)
dt 2

MA201(2017):PDE
Application of Fourier Transform to PDEs
(15) can be written in standard form as

d2
U(, t) + c 2 2 U(, t) = 0. (16)
dt 2

On solving, we get

U(, t) = A() cos(ct) + B() sin(ct). (17)

Taking Fourier transforms on the initial conditions (13) and (14),

U(, 0) = f(), (18)

d
U(, 0) = g (), (19)
dt

where f() and g (), are, respectively the Fourier transform of f (x) and g (x).

Using the initial conditions, A() and B() can be obtained as:

U(, 0) = A() = f(),

d
U(, 0) = cB() = g ().
dt

MA201(2017):PDE
Application of Fourier Transform to PDEs
Now
1
U(, t) = f() cos(ct) + g () sin(ct). (20)
c

To get the solution, we use the inverse Fourier transform to obtain

Z  
1 1
U(x, t) = f () cos(ct) + g () sin(ct) e ix d. (21)
2 c

Formula (21) 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.

MA201(2017):PDE
Application of Fourier Transform to PDEs
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 differential equation in U(, t) in the variable t.

Step 2: Solve the ordinary differential equation and find U(, t).

Step 3: Take inverse Fourier transform to get U(x, t)

MA201(2017):PDE
Application of Fourier Transform to PDEs
Example B:
Consider the heat conduction in an infinite rod with thermal diffusivity with
initial temperature distribution f (x). To find the temperature distribution
U(x, t) at any point at any subsequent time.

Solution:
The boundary value problem is

U 2U
= 2 , < x < , t > 0, (22)
t x
U(x, 0) = f (x) (initial temperature distribution). (23)

Taking Fourier transform on both sides of PDE (22), we observe

2
U(, t) = f()e t , (24)
where f() is the Fourier transform of f (x).

We use the inverse Fourier transform to obtain

Z
1 2
U(x, t) = f()e t e ix d. (25)
2

MA201(2017):PDE