Fourie Transform

Exponential Transformation: The exponential Fourier transform of a function 𝐹(𝑥) is defined as

∞
𝑓 𝑛 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥
1 ∞
The exponential inverse transform is 𝐹 𝑥 = 2𝜋 ‫׬‬−∞ 𝑓(𝑛)𝑒 −𝑖𝑛𝑥 𝑑𝑛

Infinite sine Transformation: The infinite sine transform of a function 𝐹(𝑥) is defined as
∞
𝑓𝑠 𝑛 = ‫׬‬0 𝐹 𝑥 sin(𝑛𝑥)𝑑𝑥
2 ∞
The inverse transform is 𝐹 𝑥 = 𝜋 ‫׬‬0 𝑓𝑠 𝑛 sin(𝑛𝑥)𝑑𝑛

Infinite cosine Transformation: The infinite cosine transform of a function 𝐹(𝑥) is defined as
∞
𝑓𝑐 𝑛 = ‫׬‬0 𝐹 𝑥 cos(𝑛𝑥)𝑑𝑥
2 ∞
The inverse transform is 𝐹 𝑥 = 𝜋 ‫׬‬0 𝑓𝑐 𝑛 cos(𝑛𝑥)𝑑𝑛
 Fourie Transform

Finite sine Transformation: The infinite sine transform of a function 𝐹(𝑥) for 0 < 𝑥 < 𝑙 is defined as

𝑙 𝑛𝜋𝑥
𝑓𝑠 𝑛 = ‫׬‬0 𝐹 𝑥 sin( )𝑑𝑥
𝑙
𝜋
When 𝑙 = 𝜋 then 𝑓𝑠 𝑛 = ‫׬‬0 𝐹 𝑥 sin(𝑛𝑥)𝑑𝑥

2
The inverse transform is 𝐹 𝑥 = 𝜋 σ∞
𝑛=1 𝑓𝑠 𝑛 sin(𝑛𝑥)

Finite cosine Transformation: The infinite sine transform of a function 𝐹(𝑥) for 0 < 𝑥 < 𝑙 is defined as

𝑙 𝑛𝜋𝑥
𝑓𝑐 𝑛 = ‫׬‬0 𝐹 𝑥 cos( )𝑑𝑥
𝑙
𝜋
When 𝑙 = 𝜋 then 𝑓𝑐 𝑛 = ‫׬‬0 𝐹 𝑥 cos(𝑛𝑥)𝑑𝑥

2
The inverse transform is 𝐹 𝑥 = σ∞
𝑛=1 𝑓𝑐 𝑛 cos(𝑛𝑥)
𝜋
 Fourie Transform

𝑒− 𝑥 𝑥 < 1 𝑜𝑟 − 1 < 𝑥 < 1

Example 1: Find the Fourier transformation of 𝐹 𝑥 = ൝
0 𝑥 > 1 𝑜𝑟 − ∞ < 𝑥 < −1, 1 < 𝑥 < ∞

𝑒𝑥 − 1 < 𝑥 < 0
Solution: 𝐹 𝑥 = ቐ𝑒 −𝑥 0 < 𝑥 < 1
0 − ∞ < 𝑥 < −1, 1 < 𝑥 < ∞

We have Fourier transformation

∞ −1 0 1 ∞
𝑓 𝑛 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬−1 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬0 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬1 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥
0 1
0 1 0 1 𝑒 (𝑖𝑛+1)𝑥 𝑒 (𝑖𝑛−1)𝑥
= ‫׬‬−1 𝑒 𝑥 𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬0 𝑒 −𝑥 𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−1 𝑒 (𝑖𝑛+1)𝑥 𝑑𝑥 + ‫׬‬0 𝑒 (𝑖𝑛−1)𝑥 𝑑𝑥 =
𝑖𝑛+1 −1
+
𝑖𝑛−1 0

1−𝑒 −(𝑖𝑛+1) 𝑒 (𝑖𝑛−1) −1 1 𝑒 − 𝑖𝑛+1 𝑒 𝑖𝑛−1 1 𝑖𝑛−1−𝑖𝑛−1 −1 (𝑖𝑛+1)𝑒 𝑖𝑛 −(𝑖𝑛−1)𝑒 −𝑖𝑛

= + = − 𝑖𝑛+1 + − 𝑖𝑛−1 = +𝑒
𝑖𝑛+1 𝑖𝑛−1 𝑖𝑛+1 𝑖𝑛−1 −𝑛2 −1 −𝑛2 −1

2 −1 𝑖𝑛 𝑒 𝑖𝑛 −𝑒 −𝑖𝑛 +(𝑒 𝑖𝑛 +𝑒 −𝑖𝑛 ) 2 𝑖𝑛×2𝑖𝑠𝑖𝑛(𝑛)+2cos(𝑛) 2 −2𝑛𝑠𝑖𝑛(𝑛)+2cos(𝑛)

= +𝑒 = 𝑛2 +1 + 𝑒 −1 = 𝑛2 +1 + 𝑒 −1
𝑛2 +1 −𝑛2 −1 −𝑛2 −1 −𝑛2 −1

2
= 𝑛2 +1 [1 + 𝑒 −1 (𝑛𝑠𝑖𝑛 𝑛 − cos 𝑛 )]
 Fourie Transform
1 − 𝑥2 𝑤ℎ𝑒𝑛 𝑥 < 1 𝑜𝑟 − 1 < 𝑥 < 1
Example 2: Find the Fourier transformation of 𝐹 𝑥 = ቊ
0 𝑤ℎ𝑒𝑛 𝑥 > 1 𝑜𝑟 − ∞ < 𝑥 < −1, 1 < 𝑥 < ∞
∞ 𝑥 cos 𝑥−sin 𝑥 𝑥 −3𝜋
and hence show that ‫׬‬0 cos 𝑑𝑥 =
𝑥3 2 16

Solution: We have Fourier transformation

∞ −1 1 ∞
𝑓 𝑛 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬−1 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬1 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥
1 1
1 (1−𝑥 2 )𝑒 𝑖𝑛𝑥 2 1 2 𝑥𝑒 𝑖𝑛𝑥 𝑒 𝑖𝑛𝑥
= ‫׬‬−1(1 − 𝑥 2 )𝑒 𝑖𝑛𝑥 𝑑𝑥 = + ‫׬‬ 𝑥𝑒 𝑖𝑛𝑥 𝑑𝑥
=0+ −
𝑖𝑛 −1 𝑖𝑛 −1 𝑖𝑛 𝑖𝑛 𝑖 2 𝑛2 −1

𝑖𝑛𝑥 1
2 𝑒 2 𝑖𝑛 𝑒 𝑖𝑛 𝑒 −𝑖𝑛
2 1
= − 2 𝑥𝑒 𝑖𝑛𝑥 − =− 2 𝑒 − + 𝑒 −𝑖𝑛 + = − 2 𝑒 𝑖𝑛 + 𝑒 −𝑖𝑛 − (𝑒 𝑖𝑛 − 𝑒 −𝑖𝑛 )
𝑛 𝑖𝑛 −1
𝑛 𝑖𝑛 𝑖𝑛 𝑛 𝑖𝑛

2 2 4
=− 2cos 𝑛 − sin 𝑛 = − ncos 𝑛 − sin 𝑛
𝑛2 𝑛 𝑛3
 Fourie Transform
The inverse Fourier transformation is
∞ ∞ ∞
1 −𝑖𝑛𝑥
1 4 −𝑖𝑛𝑥
2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
𝐹 𝑥 = න 𝑓(𝑛)𝑒 𝑑𝑛 = − න 3 ncos 𝑛 − sin 𝑛 𝑒 𝑑𝑛 = − න 𝑒 𝑑𝑛
2𝜋 2𝜋 𝑛 𝜋 𝑛3
−∞ −∞ −∞
0 ∞
2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥 2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
=− න 𝑒 𝑑𝑛 − න 𝑒 𝑑𝑛
𝜋 𝑛3 𝜋 𝑛3
−∞ 0

Replace 𝑛 by −𝑛 in the first integral we get

0 ∞
2 −ncos −𝑛 − sin(− 𝑛) −𝑖 −𝑛 𝑥
2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
𝐹 𝑥 =− න 𝑒 −𝑑𝑛 − න 𝑒 𝑑𝑛
𝜋 −𝑛 3 𝜋 𝑛3
∞ 0
0 ∞
2 −ncos 𝑛 + sin( 𝑛) 𝑖𝑛𝑥 2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
= න 𝑒 𝑑𝑛 − න 𝑒 𝑑𝑛
𝜋 −𝑛3 𝜋 𝑛3
∞ 0
0 ∞
2 ncos 𝑛 − sin( 𝑛) 𝑖𝑛𝑥 2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
= න 𝑒 𝑑𝑛 − න 𝑒 𝑑𝑛
𝜋 𝑛3 𝜋 𝑛3
∞ 0
 Fourie Transform
∞ ∞
2
2 ncos 𝑛 − sin( 𝑛) 𝑖𝑛𝑥 2 ncos 𝑛 − sin 𝑛 −𝑖𝑛𝑥
1−𝑥 =− න 𝑒 𝑑𝑛 − න 𝑒 𝑑𝑛
𝜋 𝑛3 𝜋 𝑛3
0 0
∞
2 ncos 𝑛 − sin( 𝑛) 𝑖𝑛𝑥 −𝑖𝑛𝑥
=− න (𝑒 +𝑒 )𝑑𝑛
𝜋 𝑛3
0
∞
2 ncos 𝑛 − sin( 𝑛)
=− න 2cos 𝑛𝑥 𝑑𝑛
𝜋 𝑛3
0
1
Putting 𝑥 = 2 we get
∞
1 4 ncos 𝑛 − sin( 𝑛) 𝑛
1− =− න cos 𝑑𝑛
4 𝜋 𝑛3 2
0
∞
3 4 ncos 𝑛 − sin( 𝑛) 𝑛
=− න cos 𝑑𝑛
4 𝜋 𝑛3 2
0
∞
−3𝜋 𝑥cos 𝑥 − sin( 𝑥) 𝑥
=න cos 𝑑𝑥 [Replacing 𝑛 by 𝑥 ]
16 𝑥3 2
0
 Fourie Transform
∞ cos 𝑎𝑥 𝜋
Example 3: Show that ‫׬‬0 𝑑𝑎 = 𝑒 −𝑥
𝑎2 +1 2

𝜋
Solution: Here 𝐹 𝑥 = 2 𝑒 −𝑥

We have Fourier cosine transformation

∞ 𝜋 ∞ 𝜋 1
𝑓𝑐 𝑎 = ‫׬‬0 𝐹(𝑥) cos 𝑎𝑥 𝑑𝑥 = 2 ‫׬‬0 𝑒 −𝑥 cos 𝑎𝑥 𝑑𝑥 = 2 𝑎2 +1

The inverse Fourier cosine transformation is

∞ ∞
2 2 𝜋 1
𝐹 𝑥 = න 𝑓𝑐 𝑎 cos 𝑎𝑥 𝑑𝑎 = න cos 𝑎𝑥 𝑑𝑎
𝜋 𝜋 2 𝑎2 + 1
0 0

∞
𝜋 −𝑥 cos 𝑎𝑥
𝑒 =න 2 𝑑𝑎
2 𝑎 +1
0
 Fourie Transform
1 𝑤ℎ𝑒𝑛 𝑥 < 𝑎 𝑜𝑟 − 𝑎 < 𝑥 < 𝑎
Example 4: Find the Fourier transformation of 𝐹 𝑥 = ቊ
0 𝑤ℎ𝑒𝑛 𝑥 > 𝑎 𝑜𝑟 − ∞ < 𝑥 < −𝑎, 𝑎 < 𝑥 < ∞
∞ sin 𝑎𝜆 𝜋
and hence show that ‫׬‬0 𝑑𝜆 =
𝜆 2

Solution: We have Fourier transformation

∞ −𝑎 𝑎 ∞
𝑓 𝑛 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫׬‬−𝑎 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 + ‫𝑥𝑑 𝑥𝑛𝑖 𝑒)𝑥(𝐹 𝑎׬‬
𝑎 𝑎
𝑎 𝑒 𝑖𝑛𝑥 𝑒 𝑖𝑛𝑎 −𝑒 −𝑖𝑛𝑎 2
= ‫׬‬−𝑎 1 ∙ 𝑒 𝑖𝑛𝑥 𝑑𝑥 = = = 𝑛 sin 𝑎𝑛
𝑖𝑛 −𝑎 𝑖𝑛 −𝑎

The inverse Fourier transformation is

∞ ∞ ∞
1 1 2 1 sin 𝑎𝑛 −𝑖𝑛𝑥
𝐹 𝑥 = න 𝑓(𝑛)𝑒 −𝑖𝑛𝑥 𝑑𝑛 = න sin 𝑎𝑛 𝑒 −𝑖𝑛𝑥 𝑑𝑛 = න 𝑒 𝑑𝑛
2𝜋 2𝜋 𝑛 𝜋 𝑛
−∞ −∞ −∞
0 ∞
1 sin 𝑎𝑛 −𝑖𝑛𝑥 1 sin 𝑎𝑛 −𝑖𝑛𝑥
= න 𝑒 𝑑𝑛 + න 𝑒 𝑑𝑛
𝜋 𝑛 𝜋 𝑛
−∞ 0
 Fourie Transform

Replace 𝑛 by −𝑛 in the first integral we get

0 ∞ 0 ∞
1 sin −𝑎𝑛 𝑖𝑛𝑥 1 sin 𝑎𝑛 −𝑖𝑛𝑥 1 sin 𝑎𝑛 𝑖𝑛𝑥 1 sin 𝑎𝑛 −𝑖𝑛𝑥
𝐹 𝑥 = න 𝑒 (−𝑑𝑛) + න 𝑒 𝑑𝑛 = − න 𝑒 𝑑𝑛 + න 𝑒 𝑑𝑛
𝜋 −𝑛 𝜋 𝑛 𝜋 𝑛 𝜋 𝑛
∞ 0 ∞ 0
∞ ∞ ∞
1 sin 𝑎𝑛 𝑖𝑛𝑥 1 sin 𝑎𝑛 −𝑖𝑛𝑥 1 sin 𝑎𝑛 𝑖𝑛𝑥
= න 𝑒 𝑑𝑛 + න 𝑒 𝑑𝑛 = න (𝑒 − 𝑒 −𝑖𝑛𝑥 )𝑑𝑛
𝜋 𝑛 𝜋 𝑛 𝜋 𝑛
0 0 0
∞ ∞
1 sin 𝑎𝑛 2 sin 𝑎𝑛 𝑐𝑜𝑠𝑛𝑥
= න 2𝑐𝑜𝑠𝑛𝑥𝑑𝑛 = න 𝑑𝑛
𝜋 𝑛 𝜋 𝑛
0 0

Putting 𝑥 = 0 we get ∞
2 sin 𝑎𝑛 ∙ 1
𝐹 0 = න 𝑑𝑛
𝜋 𝑛
0
∞
2 sin 𝑎𝑛
1= න 𝑑𝑛
𝜋 𝑛
∞ 0
sin 𝑎𝜆 𝜋
න 𝑑𝜆 =
𝜆 2
0
 Fourie Transform
2
Example 5: Find the Fourier transformation of 𝑒 −𝑥

Solution: We have Fourier transformation

2 2 2 2
∞ ∞ 2 ∞ 2 ∞ −(𝑥 2 −𝑖𝑛𝑥+𝑖 𝑛 −𝑖 𝑛 )
𝑓 𝑛 = ‫׬‬−∞ 𝐹(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑒 −𝑥 𝑒 𝑖𝑛𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑒 −(𝑥 −𝑖𝑛𝑥) 𝑑𝑥 = ‫׬‬−∞ 𝑒 4 4 𝑑𝑥

2 𝑛2
∞ −((𝑥−𝑖𝑛)2 +𝑛 ) − ∞ −(𝑥−𝑖𝑛)2 𝑖𝑛
= ‫׬‬−∞ 𝑒 2 4 𝑑𝑥 =𝑒 4 ‫׬‬−∞ 𝑒 2 𝑑𝑥
Put 𝑡 = 𝑥 − ∴ 𝑑𝑡 = 𝑑𝑥
2

𝑛2 𝑛2 𝑛2 𝑛2
−4 ∞ 2 −4 ∞ 2 −4 𝜋 −4
=𝑒 ‫׬‬−∞ 𝑒 −𝑡 𝑑𝑡 = 2𝑒 ‫׬‬0 𝑒 −𝑡 𝑑𝑡 = 2𝑒 ∙ 2
= 𝜋𝑒

The inverse Fourier transformation is

𝑛2
1 ∞ −𝑖𝑛𝑥 𝑑𝑛 1 ∞ −4 1 ∞ −1(𝑛2 +4𝑖𝑛𝑥)
𝐹 𝑥 = ‫׬‬ 𝑓(𝑛)𝑒 = ‫׬‬ 𝜋𝑒 𝑒 −𝑖𝑛𝑥 𝑑𝑛 = ‫ 𝑒 ׬‬4 𝑑𝑛
2𝜋 −∞ 2𝜋 −∞ 2 𝜋 −∞

2 1 ∞ −1(𝑛2 +4𝑖𝑛𝑥)
𝑒 −𝑥 = ‫ 𝑒 ׬‬4 𝑑𝑛
2 𝜋 −∞
2 ∞ −1(𝑛2 +4𝑖𝑛𝑥)
2 𝜋𝑒 −𝑥 = ‫׬‬−∞ 𝑒 4 𝑑𝑛
 Fourie Transform
∞ sin 𝑎𝑥 𝑒 −𝑥
Example 6: Find the values of ‫׬‬0 𝑒 −𝑥 𝑑𝑥 or find the Fourier transformation of
𝑥 𝑥

𝑒 −𝑥
Solution: Let 𝐹 𝑥 = . We have Fourier sine transformation
𝑥
∞ ∞ 𝑒 −𝑥
𝑓𝑠 𝑎 = ‫׬‬0 𝐹 𝑥 sin 𝑎𝑥 𝑑𝑥 = ‫׬‬0 𝑥 sin 𝑎𝑥 𝑑𝑥

Differentiating with respect to 𝑎

∞ 𝑒 −𝑥 ∞ 1
𝑓𝑠′ 𝑎 = ‫׬‬0 𝑥 𝑥 cos 𝑎𝑥 𝑑𝑥 = ‫׬‬0 𝑒 −𝑥 cos 𝑎𝑥 𝑑𝑥 = 1+𝑎2

Now integrating both sides we get

𝑓𝑠 𝑎 = tan−1 𝑎

∞
𝑒 −𝑥
න sin 𝑎𝑥 𝑑𝑥 = tan−1 𝑎
𝑥
0
 Fourie Transform
∞ sin 𝑎𝑥
Example 7: Find the values of ‫׬‬0 𝑑𝑥
𝑥(𝑏2 +𝑥 2 )

1
Solution: Let 𝐹 𝑥 = 𝑥(𝑏2 +𝑥2). We have Fourier sine transformation Here complimentary function is

𝑓𝑠 𝑎 =
∞
‫׬‬0 𝐹 𝑥 sin 𝑎𝑥 𝑑𝑥 =
∞ sin 𝑎𝑥
‫׬‬0 𝑥(𝑏2+𝑥 2) 𝑑𝑥 𝐶𝐹 = 𝑐1 𝑒 𝑎𝑏 + 𝑐2 𝑒 −𝑎𝑏

Differentiating with respect to 𝑎, we get Particular integral

∞ 𝑥 ∞ cos 𝑎𝑥
𝜋
𝑓𝑠′ 𝑎 = ‫׬‬0 𝑥(𝑏2+𝑥 2) cos 𝑎𝑥 𝑑𝑥 = ‫׬‬0 (𝑏2+𝑥 2) 𝑑𝑥 (i) 𝑃𝐼 = 2
2𝑏
∞ 𝑥 sin 𝑎𝑥 ∞ 𝑥 2 sin 𝑎𝑥 ∞ (𝑥 2 +𝑏2 −𝑏2 ) sin 𝑎𝑥
𝑓𝑠′′ 𝑎 = − ‫׬‬0 (𝑏2+𝑥2) 𝑑𝑥 = − ‫׬‬0 𝑥(𝑏2+𝑥2) 𝑑𝑥 = − ‫׬‬0 𝑑𝑥
𝑥(𝑏2 +𝑥 2 )

∞ sin 𝑎𝑥 ∞ sin 𝑎𝑥 𝜋
= − ‫׬‬0 𝑑𝑥 + 𝑏2 ‫׬‬0 𝑑𝑥 = − 2 + 𝑏2 𝑓𝑠 𝑎
𝑥 𝑥 𝑏2 +𝑥 2

𝜋
𝑓𝑠′′ 𝑎 − 𝑏2 𝑓𝑠 𝑎 =−
2
𝜋
𝑓𝑠 𝑎 = 2 + 𝑐1 𝑒 𝑎𝑏 + 𝑐2 𝑒 −𝑎𝑏 (ii)
2𝑏
 Fourie Transform

𝑓𝑠′ 𝑎 = 𝑏𝑐1 𝑒 𝑎𝑏 − 𝑏𝑐2 𝑒 −𝑎𝑏 (iii)

1 𝑥 ∞ 𝜋
When 𝑎 = 0, then from Eq. (i) we get 𝑓𝑠′ 0 = tan −1 =
𝑏 𝑏 0 2𝑏
𝜋 𝜋
When 𝑎 = 0, 𝑓𝑠 𝑎 = 0 then from Eq. (ii) we get 0 = 2 + 𝑐1 + 𝑐2 𝑐1 + 𝑐2 = − 2 (iv)
2𝑏 2𝑏

𝜋 𝜋
From Eq. (iii) we get 𝑓𝑠′ 0 = 𝑏𝑐1 − 𝑏𝑐2 = 𝑐1 − 𝑐2 = (v)
2𝑏 2𝑏2

𝜋
Solving Eq. (iv) and Eq. (v), we get 𝑐1 = 0, 𝑐2 = −
2𝑏2

𝜋 𝜋 −𝑎𝑏
𝑓𝑠 𝑎 = − 𝑒
2𝑏2 2𝑏2

∞ sin 𝑎𝑥 𝜋
‫׬‬0 𝑑𝑥 = 2𝑏2 1 − 𝑒 −𝑎𝑏
𝑥(𝑏2 +𝑥 2 )
 Fourie Transform
𝜕𝑈 𝜕2 𝑈
Example 8: Find the solution of = , 𝑈 0, 𝑡 = 0; 𝑈 4, 𝑡 = 0; 𝑈 𝑥, 0 = 2𝑥 𝑤ℎ𝑒𝑟𝑒 0 < 𝑥 < 4; 𝑡 > 0.
𝜕𝑡 𝜕𝑥 2

𝜕𝑈 𝜕2 𝑈
Solution: We have =
𝜕𝑡 𝜕𝑥 2
𝜕𝑢 𝑛2 𝜋 2
Now taking Fourier finite sine transformation we get =− 𝜕𝑡
𝑢 16
𝑙 𝜕𝑈 𝑛𝜋𝑥 𝑙 𝜕2 𝑈 𝑛𝜋𝑥
‫׬‬0 𝜕𝑡 sin 𝑙 𝑑𝑥 = ‫׬‬0 𝜕𝑥 2 sin 𝑙 𝑑𝑥 Integrating we get
4 𝜕𝑈 𝑛𝜋𝑥 4 𝜕2 𝑈 𝑛𝜋𝑥 𝑛2 𝜋 2 𝑛2 𝜋2
− 16 𝑡
‫׬‬0 𝜕𝑡 sin 4 𝑑𝑥 = ‫׬‬0 𝜕𝑥 2 sin 4 𝑑𝑥 log 𝑢 = − 𝑡 + log 𝐴 = log 𝐴 𝑒
16
4 𝑛𝜋𝑥 𝑛2 𝜋2
Let 𝑢 𝑛, 𝑡 = ‫׬‬0 𝑈(𝑥, 𝑡) sin 𝑑𝑥 𝑢= 𝐴𝑒 − 16 𝑡
4

𝜕𝑢 𝜕𝑈 𝑛𝜋𝑥 4 𝑛𝜋 4 𝜕𝑈 𝑛𝜋𝑥 ∴ 𝑢(𝑛, 0) = 𝐴

∴ = sin 4 − ‫׬‬ cos 𝑑𝑥
𝜕𝑡 𝜕𝑥 0 4 0 𝜕𝑥 4
Also we get
𝑛𝜋 𝑛𝜋𝑥 4 𝑛𝜋 2 4 𝑛𝜋𝑥 4 𝑛𝜋𝑥
= 0− 𝑈 cos 4 + ‫׬‬0
𝑈(𝑥, 𝑡) sin 𝑑𝑥 𝑢 𝑛, 0 = ‫׬‬0 𝑈(𝑥, 0) sin 𝑑𝑥
4 0 4 4 4
4 𝑛𝜋𝑥
𝑛𝜋 𝑛𝜋 2 𝑛2 𝜋2
𝐴 = ‫׬‬0 2𝑥 sin 𝑑𝑥
4
=− 0−0 + 𝑢 𝑛, 𝑡 =− 𝑢
4 4 16
 Fourie Transform

4 𝑛𝜋𝑥 4 4 4 𝑛𝜋𝑥
𝐴 = 2 −𝑥 𝑛𝜋 cos + 𝑛𝜋 ‫׬‬0 cos 𝑑𝑥
4 0 4

16 16 𝑛𝜋𝑥 4
=2 − 𝑛𝜋 cos 𝑛𝜋 +0 + s𝑖𝑛 4
𝑛2 𝜋2 0

16 𝑛 16 32 𝑛
= 2 − 𝑛𝜋 −1 + 𝑛2 𝜋2 0 − 0 = − 𝑛𝜋 −1

32 𝑛 2 𝜋2
∴𝑢=− −1 𝑛 𝑒 16 𝑡
−
𝑛𝜋

Now by Fourier inverse transformation we get

2 𝑛𝜋𝑥
𝑈 𝑥, 𝑡 = 4 σ∞
𝑛=1 𝑢(𝑛, 𝑡) s𝑖𝑛 4

𝑛2 𝜋2
1 ∞ 32 𝑛 𝑒 − 16 𝑡 s𝑖𝑛 𝑛𝜋𝑥
𝑈 𝑥, 𝑡 = σ𝑛=1 − −1
2 𝑛𝜋 4
2 2
16 ∞ −1 𝑛 − 𝑛 𝜋 𝑡 𝑛𝜋𝑥
𝑈 𝑥, 𝑡 = − 𝜋 σ𝑛=1 𝑛 𝑒 16 s𝑖𝑛 4
 Fourie Transform
𝜕2 𝑈 1 𝜕2 𝑈 𝜕
Example 9: Find the solution of = , 𝑤ℎ𝑒𝑟𝑒 𝑈 𝑥, 0 = 𝐹 𝑥 ; −∞ < 𝑥 < ∞, 𝑈 𝑥, 𝑡 = 0, 𝑡 = 0,
𝜕𝑥 2 𝑐 2 𝜕𝑡 2 𝜕𝑡

𝑈 𝑥, 𝑡 is bounded. (wave equation)

𝜕2 𝑈 1 𝜕2 𝑈 𝑢 𝑛, 𝑡 = 𝐴 𝑛 𝑒 𝑖𝑛𝑐𝑡 + 𝐵(𝑛)𝑒 −𝑖𝑛𝑐𝑡 (i)
Solution: We have =
𝜕𝑥 2 𝑐 2 𝜕𝑡 2
Now taking Fourier complex transformation we get ∞
𝑢 𝑛, 0 = ‫׬‬−∞ 𝑈(𝑥, 0) 𝑒 𝑖𝑛𝑥 𝑑𝑥
∞ 𝜕2 𝑈 𝑖𝑛𝑥 1 ∞ 𝜕2 𝑈 𝑖𝑛𝑥
‫׬‬−∞ 𝜕𝑥 2 𝑒 𝑑𝑥 = ‫׬‬
𝑐 2 −∞ 𝜕𝑡 2
𝑒 𝑑𝑥 ∞
𝑓(𝑛) = ‫׬‬−∞ 𝐹 𝑥 𝑒 𝑖𝑛𝑥 𝑑𝑥
∞ 𝜕2 𝑈 𝑖𝑛𝑥 1 𝜕2 ∞ 𝑖𝑛𝑥 𝑑𝑥
‫׬‬−∞ 𝜕𝑥 2 𝑒 𝑑𝑥 = 2
𝑐 𝜕𝑡 2 ‫׬‬−∞
𝑈(𝑥, 𝑡) 𝑒
when 𝑡 = 0 then Eq. (i) becomes
∞
Let 𝑢 𝑛, 𝑡 = ‫׬‬−∞ 𝑈(𝑥, 𝑡) 𝑒 𝑖𝑛𝑥 𝑑𝑥
𝑓(𝑛) = 𝐴 𝑛 + 𝐵(𝑛)
𝜕𝑈 𝑖𝑛𝑥 ∞ ∞ 𝜕𝑈 1 𝜕2 𝑢
∴ 𝑒 − 𝑖𝑛 ‫׬‬−∞ 𝜕𝑥 𝑒 𝑖𝑛𝑥 𝑑𝑥 = 𝜕
𝜕𝑥 −∞ 𝑐 2 𝜕𝑡 2 when 𝑡 = 0 then 𝑢 𝑛, 0 = 0
𝜕𝑡
∞ ∞ 1 𝜕2 𝑢
0 − 𝑖𝑛 𝑈𝑒 𝑖𝑛𝑥 −∞ − 𝑖𝑛 ‫׬‬−∞ 𝑈𝑒 𝑖𝑛𝑥 𝑑𝑥 = 𝑖𝑐𝑛{𝐴 𝑛 − 𝐵 𝑛 } = 0
𝑐 2 𝜕𝑡 2

1 𝜕2 𝑢 𝐴 𝑛 =𝐵 𝑛
0 − 𝑛2 𝑢 𝑛, 𝑡 = 𝑐 2 𝜕𝑡 2
∴ 𝑓(𝑛) = 2𝐴 𝑛 )
𝜕2 𝑢 1
+ 𝑐 2 𝑛2 𝑢 𝑛, 𝑡 = 0 ∴𝐴 𝑛 =𝐵 𝑛 = 𝑓(𝑛)
𝜕𝑡 2
2
 Fourie Transform

1 1 1
𝑢 𝑛, 𝑡 = 𝑓 𝑛 𝑒 𝑖𝑛𝑐𝑡 + 𝑓 𝑛 𝑒 −𝑖𝑛𝑐𝑡 = 𝑓 𝑛 (𝑒 𝑖𝑛𝑐𝑡 + 𝑒 −𝑖𝑛𝑐𝑡 )
2 2 2

Now by Fourier inverse transformation we get

1 ∞ 1
∴ 𝑈(𝑥, 𝑡) = 2𝜋 ‫׬‬−∞ 2 𝑓 𝑛 (𝑒 𝑖𝑛𝑐𝑡 + 𝑒 −𝑖𝑛𝑐𝑡 ) 𝑒 −𝑖𝑛𝑥 𝑑𝑛

1 1 ∞ 1 ∞
𝑈(𝑥, 𝑡) = 2 {2𝜋 ‫׬‬−∞ 𝑓 𝑛 𝑒 𝑖𝑛𝑐𝑡 𝑒 −𝑖𝑛𝑥 𝑑𝑛 + 2𝜋 ‫׬‬−∞ 𝑓 𝑛 𝑒 −𝑖𝑛𝑐𝑡 𝑒 −𝑖𝑛𝑥 𝑑𝑛}

1 1 ∞ 1 ∞
𝑈(𝑥, 𝑡) = { ‫𝑓 ׬‬ 𝑛 𝑒 −𝑖𝑛(𝑥−𝑐𝑡) 𝑑𝑛 + ‫𝑓 ׬‬ 𝑛 𝑒 −𝑖𝑛(𝑥+𝑐𝑡) 𝑑𝑛}
2 2𝜋 −∞ 2𝜋 −∞

1
𝑈(𝑥, 𝑡) = 2 {𝐹 𝑥 − 𝑐𝑡 + 𝐹 𝑥 + 𝑐𝑡 }
 Fourie Transform

𝜕𝑈 𝜕2 𝑈
HW1: Prove that the solution of the boundary value problem = 3 2 , 𝑤ℎ𝑒𝑟𝑒 𝑈 0, 𝑡 = 𝑈 2, 𝑡 = 0, 𝑡 > 0
𝜕𝑡 𝜕𝑡

4(−1) 𝑛+1 𝑛𝜋𝑥 −3𝑛2 𝜋2 𝑡

𝑈 𝑥, 0 = 𝑥, 0 < 𝑥 < 2 is 𝑈 𝑥, 𝑡 = σ∞
𝑛=1 sin 𝑒 4
𝑛𝜋 2

𝜕𝑈 𝜕2 𝑈
HW2: Use Fourier transform to solve = , 𝑤ℎ𝑒𝑟𝑒 𝑈 0, 𝑡 = 𝑈 4, 𝑡 = 0, 𝑡 > 0
𝜕𝑡 𝜕𝑡 2

𝑈 𝑥, 0 = 2𝑥, 0 < 𝑥 < 4

𝜕𝑈 𝜕2 𝑈 1 0<𝑥<1
HW3: Solve = ,𝑥 > 0, 𝑡 > 0, 𝑆𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑡ℎ𝑒 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛 𝑈 0, 𝑡 = 0 𝑈 𝑥, 0 = ቊ
𝜕𝑡 𝜕𝑡 2 0 𝑥≥1

and 𝑈(𝑥, 𝑡) is bounded

𝜕𝑈 𝜕2 𝑈
HW4: Solve the boundary value problem = , 𝑤ℎ𝑒𝑟𝑒 𝑈 0, 𝑡 = 1, 𝑈 𝜋, 𝑡 = 3, 𝑈 𝑥, 0 = 2,
𝜕𝑡 𝜕𝑡 2

𝑤ℎ𝑒𝑟𝑒 0 < 𝑥 < 𝜋, 𝑡 > 0