⇣ 5 ⌘

e.g. Find F 1
39
2 ! + 3i!
.
2

now 2-w+3in= (2+in)(Hiw)

Frsiw)=F3 Fin. Hiw)=15Hitse2) *

(HA)
By definition Ht)
5He* Het= *

5)He2. HA-et-t > I

H(t)H(A-I) 1 ,if
E
=
0 IA
=
=

HIt]
0, otherwise X

thus for A <0,

HITHIA-T) 0
=
St

if
91,
As O, HIl) HIA-I) =
02T=A

0, otherwise
-

5He** HAlet

Seft etdt=bef(-et)
=O
for A 20

5Hte(l-e
=

Drill 6.
Use convolution to find the inverse Fourier transform of the function.
1
(1)
(1 + i!)(2 + i!)
1
(2)
(1 + i!)2
sin(3!)
(3)
!(2 + i!)
Use the Fourier transform to solve y00 + 6y0 + 5y = (x 3).

© 2023 I-Fan Lin. All Rights Reserved. 29

Fourier Cosine & SineTransform i
Definition 6. Fourier Cosine Theorem
The Fourier cosine transform of f (t) is denoted FC ( f (t)), and is defined by
Z 1
FC ( f (t)) = FC (!) = f (t) cos(!t)dt.
0

Recall Fourier cosine integral

"fit i) AlW) cos(wASdw

=

with Alw) =

2/5 f(A) COS(WA)dA 2Fc(w)

=

:.
E,"(Fcl)) f() 2),fA)cos(wA)dw
=

Definition 7. Fourier Sine Theorem

The Fourier sine transform of f (t) is denoted FS ( f (t)), and is defined by
Z 1
FS ( f (t)) = FS (!) = f (t) sin(!t)dt.
0

Es" Es101) =

E). Fs(rsinwAsdw
Some properties
• Linearity: Let ↵ and be numbers, and suppose f (t) and g(t) have Fourier cosine and sine transforms.

FC (↵ f (t) + g(t)) = ↵FC (!) + GC (!)

FS (↵ f (t) + g(t)) = ↵FS (!) + GS (!)

• Derivatives: Let f (t) and f 0 (t) be continuous on [0, 1) and assume f (t) ! 0 and f 0 (t) ! 0 as t ! 1.

FC ( f 00 (t)) = !2 FC (!) f 0 (0)

FS ( f 00 (t)) = !2 FS (!) + ! f (0)

© 2023 I-Fan Lin. All Rights Reserved. 30

 Drill 7.
Determine the Fourier cosine transform and the Fourier sine transform of the function.

(1) f (x) = xe ax with a any positive number

8
>
>
>1, 0x<K
>
>
<
(2) f (x) = >
> 1, K  x < 2K
>
>
>
:0, x 2K
8
>
<sinh(x), K  x < 2K
>
(3) f (x) = >
>
:0, 0  x < K and x 2K

© 2023 I-Fan Lin. All Rights Reserved. 31

 Summary: Fourier Analysis
I. Fourier Series
X1 " ! !#
n⇡x n⇡x
f (x) = a0 + an cos + bn sin
n=1
L L
Z L
1
a0 = f (x)dx
2L L
Z !
1 L n⇡x
an = f (x) cos dx
L L L
Z !
1 L n⇡x
bn = f (x) sin dx
L L L

II. Fourier Cosine Series

8
>
< f (x),
>
> 0xL
h(x) = >
>
>
: f ( x), Lx0
1
X !
n⇡x
h(x) = f (x) = a0 + an cos over [0, L]
n=1
L
Z L Z
1 1 L
a0 = h(x)dx = f (x)dx
2L L L 0
Z ! Z !
1 L n⇡x 2 L n⇡x
an = h(x) cos dx = f (x) cos dx
L L L L 0 L

III. Fourier Sine Series

8
>
< f (x),
>
> 0xL
h(x) = >
>
>
: f ( x), Lx0
1
X !
n⇡x
h(x) = f (x) = bn sin over [0, L]
n=1
L
Z L ! Z !
1 n⇡x 2 L n⇡x
bn = h(x) sin dx = f (x) sin dx
L L L L 0 L

IV. Complex Fourier Series

1
X
f (x) = cn ein!0 x
n= 1
Z p
1 2
in!0 x 2⇡
cn = f (x)e dx, p is the fundamental period with period !0 = p
p p
2

c 2023 I-Fan Lin. All Rights Reserved. 32

 V. Fourier Integral
Z
1 1⇣ ⌘
f (x) = A(!) cos(!x) + B(!) sin(!x) d!
⇡ 0
Z 1
A(!) = f (x) cos(!x)dx
1
Z 1
B(!) = f (x) sin(!x)dx
1

VI. Fourier Cosine Integral

Z
1 1
f (x) = A(!) cos(!x)d!
⇡ 0
Z 1
A(!) = 2 f (x) cos(!x)dx
0

VII. Fourier Sine Integral

Z
1 1
f (x) = B(!) sin(!x)d!
⇡ 0
Z 1
B(!) = 2 f (x) sin(!x)dx
0

VIII. Complex Fourier Integral

Z
1 1
f (x) = C(!)ei!x d!
⇡ 1
Z
1 1
C(!) = f (x)e i!x dx
2 1

c 2023 I-Fan Lin. All Rights Reserved. 33

 Z !
n⇡x
How to compute x cos dx ?
L

Z ! Z ! " ! Z ! #
n⇡x L n⇡x L n⇡x n⇡x
x cos dx = xd sin = x sin sin dx
L n⇡ L n⇡ L L
" ! !#
L n⇡x L n⇡x
= x sin + cos
n⇡ L n⇡ L
! !2 !
L n⇡x L n⇡x
= x sin + cos +C
n⇡ L n⇡ L

Similarly,
Z ! Z ! " ! Z ! #
n⇡x L n⇡x L n⇡x n⇡x
x sin dx = xd cos = x cos cos dx
L n⇡ L n⇡ L L
" ! !#
L n⇡x L n⇡x
= x cos sin
n⇡ L n⇡ L
! !2 !
L n⇡x L n⇡x
= x cos + sin +C
n⇡ L n⇡ L
Z
What is the result of x2 e i!x
dx ?
Z Z " Z #
2 i!x 1 2 i!x 1 2 i!x i!x 2
x e dx = x de = x e e dx
i! i!
Z
x2 i!x 1 i!x
= e + 2xe dx
i! i!
Z
x2 i!x 2 1 i!x
= e + xde
i! i! i!
" Z #
x2 i!x 2 i!x i!x
= e + xe e dx
i! !2

x2 i!x 2x i!x 2 1 i!x

= e + e e +C
i! !2 !2 i!

x2 i!x 2x i!x 2 i!x

= e + e + e +C
i! !2 i!3
!
x2 2x 2 i!x
= + 2+ 3 e +C
i! ! i!

ix2 !2 + 2x! 2i i!x

= e +C
!3

c 2023 I-Fan Lin. All Rights Reserved. 34