11.

1 Fourier Sine and Cosine Integrals

Consider the Fourier integral representation of a function f as

Z ∞
f (x) ∼ [A(α) cos αx + B(α) sin αx] dα
0
where the Fourier Integral Coefficients are
Z ∞ Z ∞
1 1
A(α) = f (u) cos αu du and B(α) = f (u) sin αu du
π −∞ π −∞

If the function f is an even function, the integral of A(α) has an even integrand. Therefore
we can simplify the integral to
Z ∞
2
A(α) = f (u) cos αu du
π 0
Since the integrand of the integral in B(α) is odd and therefore B(α) = 0. Thus for even
function f we have
Z ∞
f (x) ∼ A(α) cos αx dα
0
Similarly, for an odd function f we have
Z ∞
2
A(α) = 0 and B(α) = f (u) sin αu du
π 0
and
Z ∞
f (x) ∼ B(α) sin αx dα
0

Remark: Similar to half range Fourier series, we can represent a function defined for
all real x > 0 by Fourier sine or Fourier cosine integral by extending the function as an
odd function or as an even function over the entire real axis, respectively.
We summarize the above results in the following theorem:

11.1.1 Theorem

Assume that f is piecewise smooth function on every finite interval on the positive x-axis
and let f be absolutely integrable over 0 to ∞. Then f may be represented by either:
a) Fourier cosine integral
Z ∞
f (x) ∼ A(α) cos αx, dα 0 < x < ∞,
0
 Lecture Notes on Fourier Transform

where
Z ∞
2
A(α) = f (u) cos αu du
π 0

b) Fourier sine integral

Z ∞
f (x) ∼ B(α) sin αx dα 0<x<∞
0

where
Z ∞
2
B(α) = f (u) sin αu du
π 0

Moreover, the above Fourier cosine and sine integrals converge to [f (x+) + f (x−)]/2.

11.2 Example Problems

11.2.1 Problem 1

For the function 


 0, −∞ < x < −π ;

−1, −π < x < 0;

f=

 1, 0 < x < π;


0, π < x < ∞.
determine the Fourier integral. To what value does the integral converge at x = −π ?
Solution: Since the given function is an odd function we can directly put A(α) = 0 and
evaluate B(α) as
Z ∞ Z π
2 2 2
B(α) = f (u) sin αu du = sin αu du = (1 − cos απ)
π 0 π 0 πα

Therefore, the Fourier integral representation is

Z ∞
2 1 − cos απ
f (x) ∼ sin αx dα
π 0 α

The function is not defined at x = −π and therefore the Fourier integral at x = −π will
converge to the average value 0−1 1
2 = −2.

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 Lecture Notes on Fourier Transform

11.2.2 Problem 2

Find a Fourier sine and cosine integral representation of

(
1, 0 < x < π ;
f=
0, π < x < ∞.

Hence evaluate
Z ∞ Z ∞
sin πα cos πα (1 − cos πα) sin πα
dα and dα
0 α 0 α

Solution: Fourier sine representation is given as

Z ∞
f (x) ∼ B(α) sin αx dα
0

where Z ∞ Z π
2 2 2 (1 − cos πα)
B(α) = f (u) sin αu du = sin αu du =
π 0 π 0 π α
Therefore
Z ∞
2 (1 − cos πα)
f (x) ∼ sin αx dα
π 0 α

Using convergence theorem, we have


Z ∞ x > π;  0,

2 (1 − cos πα)
sin αx dα = 1/2, x = π ;
π 0 α 
1, 0 < x < π.


To get the desired integral we substitute x = π in the above integral

Z ∞ Z ∞
2 (1 − cos πα) 1 (1 − cos πα) π
sin πα dα = =⇒ sin πα dα =
π 0 α 2 0 α 4

For the Fourier cosine representation we evaluate

Z ∞ Z π
2 2 2 sin πα
A(α) = f (u) cos αu du = cos αu du =
π 0 π 0 π α

Thus, the Fourier cosine integral representation is given as

Z ∞
2 sin πα cos αx
f (x) ∼ dα
π 0 α

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 Lecture Notes on Fourier Transform

Applying convergence theorem we have


Z ∞  0,
 x > π;
2 sin πα cos αx
dα = 1/2, x = π ;
π 0 α 
1, 0 < x < π.


To get the required integral we now substitute x = π into the above integral
Z ∞ Z ∞
2 sin πα cos πα 1 sin πα cos πα π
dα = =⇒ dα =
π 0 α 2 0 α 4

4
 Lecture Notes on Fourier Transform

In this lesson we introduce Fourier cosine and sine transforms. Evaluation and proper-
ties of Fourier cosine and sine transform will be discussed. The parseval’s identities for
Fourier cosine and sine transform will be given.

11.3 Fourier Cosine and Sine Transform

Consider the Fourier cosine integral representation of a function f as

Z ∞Z ∞ r Z ∞ r Z ∞ !
2 2 2
f (x) = f (u) cos αu du cos αx dα = f (u) cos αu du cos αx dα
π 0 0 π 0 π 0

In this integration representation, we set

∞
r Z
2
fˆc (α) = f (u) cos αu du (11.1)
π 0

and then
∞
r Z
2
f (x) = fˆc (α) cos αx dα (11.2)
π 0

The function fˆc (α) as given by (11.1) is known as the Fourier cosine transform of f (x)
in 0 < x < ∞. We shall denote Fourier cosine transform by Fc (f ). The function f (x)
as given by (11.2) is called inverse Fourier cosine transform of fˆc (α). It is denoted by
Fc−1 (fˆc ).

Similarly we define Fourier sine and inverse Fourier sine transform by

r Z ∞ r Z ∞
2 −1 2
Fs (f ) = fˆs (α) := f (u) sin αu du and Fs (fˆ) = f (x) := fˆs (α) sin αx dα
π 0 π 0

11.4 Properties

We mention here some important properties of Fourier cosine and sine transform that will
be used in the application to solving differential equations.
1. Linearity: Let f and g are piecewise continuous and absolutely integrable functions.
Then for constants a and b we have

Fc (af + bg) = aFc (f ) + bFc (g) and Fs (af + bg) = aFs (f ) + bFc (g)

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 Lecture Notes on Fourier Transform

Note that these properties are obvious and can be proved just using linearity of the inte-
grals.
2. Transform of Derivatives: Let f (x) be continuous and absolutely integrable on
x−axis. Let f 0 (x) be piecewise continuous and on each finite interval on [0, ∞] and
f (x) → 0 as x → ∞. Then,
r
2
Fc {f 0 (x)} = αFs {f (x)} − f (0) and Fs {f 0 (x)} = −αFc {f (x)}
π

Proof: By the definition of Fourier cosine transform we have

r Z ∞
2
Fc {f 0 (x)} = f 0 (x) cos αx dx
π 0

Integrating by parts we get

∞
r  
∞
Z
2

0
Fc {f (x)} = (f (x) cos αx)  + α f (x) sin αx dx
π 0 0

Using the definition of Fourier sine integral we obtain

r
2
Fc {f 0 (x)} = − f (0) + α Fs {f (x)}.
π

Similarly the other result for Fourier sine transform can be obtained.

Remark: The above results can easily be extended to the second order derivatives to
have
r r
00 2 0 2
2
Fc {f (x)} = −α Fc {f (x)} − f (0) and Fs {f 00 (x)} = αf (0) − α2 Fs {f (x)}
π π

Note that here we have assumed continuity of f and f 0 and piecewise continuity of f 00 .
Further, we also assumed that f and f 0 both goes to 0 as x approaches to ∞.
3. Parseval’s Identities: For Fourier sine and cosine transform we have the following
identities
Z ∞ Z ∞ Z ∞ Z ∞
2
fˆc (α)ĝc (α) dα = fˆc (α) dα = [f (x)]2

i) f (x)g(x) dx ii)
0 0 0 0
Z ∞ Z ∞ Z ∞ 2
Z ∞
iii) fˆs (α)ĝs (α) dα = f (x)g(x) dx iv) fˆs (α) dα = [f (x)]2
0 0 0 0

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 Lecture Notes on Fourier Transform

Proof: We prove the first identity and rest can be proved similarly. We take the right hand
side of the identity and use the definition of the inverse cosine transform to get
Z ∞ r Z ∞ Z ∞
2
f (x)g(x) dx = f (x) ĝc (α) cos(αx) dα dx
0 π 0 0

Changing the order of integration we obtain

Z ∞ r Z ∞ Z ∞ Z ∞
2
f (x)g(x) dx = ĝc (α) f (x) cos(αx) dx dα = fˆc (α)ĝc (α) dα
0 π 0 0 0

11.5 Example Problems

11.5.1 Problem 1

Find the Fourier sine transform of e−x , x > 0. Hence show that
Z ∞
x sin mx πe−m
2
dx = ,m>0
0 1+x 2

Solution: Using the definition of Fourier sine transform

r Z ∞
2
Fs {e−x } = e−x sin αx dx
π 0

Let us denote the integral on the right hand side by i and evaluate it by integrating by parts
as
Z ∞ ∞ Z ∞ Z ∞
−x −x −x
I= e sin αx dx = −e sin αx + α e cos αx dx = α e−x cos αx dx

0 0 0 0

Again integrating by parts

 ∞ Z ∞ 
−x
I = α −e cos αx − α e−x sin αx dx = α [1 − αI]

0 0

This implies
α
I=
1 + α2
Finally substituting the value of I to the expression of Fourier sine transform above we
get r 
2 α

Fs {e−x } =
π 1 + α2

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 Lecture Notes on Fourier Transform

Taking inverse Fourier transform

r Z ∞ Z ∞
−x 2 2 α
e = fˆs (α) sin αx dα = sin αx dα
π 0 π 0 1 + α2

Changing x to m and α to x we obtain

Z ∞
x π
2
sin(xm) dx = e−m
0 1+x 2

11.5.2 Problem 2
2
Find the Fourier cosine transform of e−x , x > 0.
Solution: By the definition of Fourier cosine transform we have
r Z ∞ r Z ∞
2 2 2 2
Fc {e−x } = f (u) cos(αu) du = e−u cos(αu) du
π 0 π 0

Let us denote the integral on the right hand side by I and differentiate it with respect to α
as Z ∞ Z ∞
dI d −u2 2
= e cos(αu) du = − e−u sin(αu)u du
dα dα 0 0
Integrating by parts we get
i∞ Z ∞
dI 1 −u2 α α
h 2
= e sin(αu) − e−u cos(αu) du = − I
dα 2 0 2 0 2

This implies
2
I = c e−α /4

√ √
π π
Using I(0) = 2 , we evaluate the constant c = 2 . Then we have
√
π −α2 /4
I= e
2
Therefore the desired Fourier cosine transform is given as
r √
2 2 π −α2 /4 1 2
Fc {e−x } = e = √ e−α /4
π 2 2

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 Lecture Notes on Fourier Transform

11.5.3 Problem 3

Using Parseval’s identities, prove that

∞ ∞
t2
Z Z
dt π π
i) 2 2 2 2
= ii) 2
dt =
0 (a + t )(b + t ) 2ab(a + b) 0 (t + 1) 4

Solution: i) For the first part let f (x) = e−ax and g(x) = e−bx . It can easily be shown that
r Z ∞ r
2 −ax 2 a
Fc {f } = fˆc (α) = e cos αx dx = 2 2
π 0 π a +α

∞
r Z r
2 2 b
Fc {g} = fˆc (α) = e−bx cos αx dx =
π 0 π b + α2
2

Using Parseval’s identity we get

Z ∞ Z ∞ Z ∞ Z ∞
2 a b
fˆc (α)ĝc (α) dα = f (x)g(x) dx ⇒ dα = e−(a+b)x dx
0 0 π 0 a + α b + α2
2 2 2
0

This can be further simplified as

Z ∞
2ab dα e−(a+b)x ∞

d α = −
π (a2 + α2 )(b2 + α2 ) a+b 0

0

Thus we get Z ∞
dα π
=
0 (a2 + α2 )(b2 + α2 ) ab(a + b)
ii) For the second part we use Fourier sine transform of e−x as
r
2 α
Fs {e−x } = fˆs (α) = .
π 1 + α2

Using Parseval’s identity we obtain

Z ∞ 2
Z
2 α
2 1
dα = ∞ e−x dx =
π 0 (1 + α2 )2 0 2

Hence we have the desired results

∞
α2
Z
π
2 2
dα = .
0 (1 + α ) 2