15.1 CHAPTER 15 The Fourier Integral and Fourier Transforms The Fourier Integral If f(x) is defined on an interval [—L, L], we may be able to represent it, at least at “most” points on this interval, by a Fourier series. If fis periodic, then we may be able to represent it by a Fourier series on intervals along the entire real line. Now suppose /(x) is defined for all x, but is not periodic. Then we cannot represent f(x) by a Fourier series over the entire line. However, we may still be able to write a representation in terms of sines and cosines, using an integral instead of a summation. To see how this might be done, suppose f is absolutely integrable, which means that f—|/(2)| dx converges, and that 77 is piecewise smooth on every interval [—L, L]. Write the Fourier series of fon an arbirary Interval [—L, L], with the integral formulas for the coefficients included 1 [i nodes ale [. f6)cosnn/L)d6) convex /2) yt SURV eRe! + Gh Ag sin(nné Lat) in it) We want to let Z.—+ cto obtain a representation of f(+) over the whole line. To see what limit, if any, this Fourier series approaches, let %, =de . L 0, = Oy = 637CMAPTER 15 oy 15 The Fourier Integral and Fourler Transforms ‘Then the Pouri i the Bourier series on [=2, L] can be written i. (, neu) dwt (Ci fi 16 costa,6)46) ae on + (ZL, nosn(w, oe) sino, | de ash Now le L + 00, causing Aa —> 0. In the last expression, 3 ([/ noue) soo deoause by assumption /", f(g converges. The other terms in the expression (15.1) resemble @ Riemann sum for a definite integral, and we assert that, in the limit as L— ce and Ae — 0 his expression approaches the limit ££ [(L.sereotoerae) costs) + ( fie 19 snvw0)dé) sin(o)| du, ‘This is the Fourier integral of f on the real line, Under the assumptions made about /- integral converges to SU)+ f+) ‘ateach x In particular, if f is continuous at x, then this integral converges to f(x). Often this Fourier integral is written f “[A,,cos(wx) +B, sin(wx)]da, ( sn which the Fourier integral coefficients of ff are Aaa] Me cos(weas and B= fOsin(osas, ‘This Fourier integral representation of (x) is entirely analogous to a Fourier series overval, with «deo replacing S.,, and having integral formulas for the coefficients. TS coefficients are functions of «, which is the integration variable in the Fourier integra! (15715.1 The Fourier tntegral 639, PLE TSA foal) ekses! 0 for |x} >1 r FIGURE 15.1 1 for-lsxst f= sxs i for |x]>1 Figure 15,1 is a graph of /. i i , a Fourier coefficients iy Cay J is piecewise smooth, and {“.|/(X)| ax converges, The ie ; A= = [ cos(oseé = 2sinlo) and Lp aC B= = [_ MOsin(wHae=0. ‘The Fourier integral of / is [BBO couwnde. 0 To Because f is piecewise smooth, this converges t0 $FGoH) + £—)) fo all x, More explicitly, 1 for —l1 ‘There is an another expression for the Fourier integral of & function that we will SOMETIME find convenient, Write ib [A,cos(@x) > B,sin(wa)] do = i IG mo) caa( wea) conten) + (g fi e pPan(ooe’) ano} ae a2 [7 [roicntepenton 4p sin (og) sin(eord este SES. 2 bt =x) dito, asa) eof [Ls@cosioe0 the same convergence properties a the integral EXPENHR (sad course, this integral Nas a oe {of that integral, since it is ust ®