R∞ 2

We will also need the value of the integral I = −∞ e−x dx to which

end we consider
Z ∞ Z ∞ Z ∞Z ∞
2
The Fourier transform of e−ax
−x2 −y 2 2 2
2
I = e dx · e dy = e−(x +y ) dy dx
Z−∞
Z −∞ −∞ −∞
2 2
= e−(x +y ) dA.
R2

Using polar coordinates x = r cos θ and y = sin θ, the above integral

may be rewritten as
Introduction Z 2π Z ∞ Z ∞
−r2 2
2
2
I = e r dr dθ = 2π re−r dr.
Let a > 0 be constant. We define a function fa (x) by fa (x) = e−ax and 0 0 0
denote by fˆa (w) the Fourier transform of fa (x). We wish to show that
Thus
2 ∞
I 2 = 2π · − 21 e−r 0 = π
2

fˆa (w) = F (fa )(w) = √1 e−w /(4a)
2a √
and we finally get I = π.
for all w ∈ R.
The proof consists of three parts,
A differential equation for fˆa (w)
1. ancillary results
Direct insertion into the definition of the Fourier transform yields
2. the derivation of an ordinary differential equation for fˆa (w), as Z ∞
1 2
well as a suitable initial condition to determine a uniqe solution of ˆ
fa (w) = √ e−ax e−iwx dx.
the ODE 2π −∞
We note in particular that
3. the resolution of the initial value problem (i.e. the ODE and the
initial condition) Z ∞
1 2
fˆa (0) = √ e−ax dx.
We will only require tools already presented in prior mathematics courses 2π −∞
at NTNU. √ √
Using the substitution u = a x we find du = a dx from which dx =
√
du/ a. Consequently,
Ancillary results Z ∞ Z ∞
1 −u2 √1 1 2
Using the substitution u = −ax2 we get du = −2ax dx and x dx = ˆ
fa (0) = √ e a
du = √ e−u du
2π −∞ 2πa −∞
du/(−2a). Consequently, (1)
1 √ 1
Z Z =√ · π=√ .
−ax2 1 −ax2 2πa 2a
xe dx = eu −2a
1 1 u
du = − 2a e + C = − 2a e + C.

1 2
We incidentally remark that this result is consistent with the desired We determine the value of C by means of the initial value as fˆa (0) =
end result we wish to prove. Differentiating fˆa (w) with respect to the C = √12a . In other words,
independent variable w further gives
2
fˆa (w) = √1 e−w /(4a)
dfˆa
Z ∞
d 1 2 2a
(w) = √ e−ax e−iwx dx
dw dw 2π −∞ as we wanted to prove.
Z ∞
1 ∂ −ax2 −iwx
=√ (e e ) dx (2)
2π −∞ ∂w Concluding remarks
Z ∞
i 2
= −√ xe−ax e−iwx dx. It is particularly noteworthy that the Fourier transform of fa (x) is an-
2π −∞
other function of the same general form as the function itself. That is,
2
Integrating equation (2) by parts now gives fˆa (w) = e−kw in which k is a positive constant. This is highly remark-
able and does not hold in the general case. On the other hand, other
dfˆa iw ∞ −ax2 −iwx

Z
i 1 −ax2 −iwx ∞ functions do exist for which the Fourier transform is of the same form
(w) = − √ [− e e ]−∞ − e e dx
dw 2π | 2a {z } 2a −∞ as the original function, meaning that fa (x) is not entirely exceptional
Z ∞ =0 in this respect.
w 1 2 w
=− √ e−ax e−iwx dx = − fˆa (w),
2a 2π −∞ 2a
the latter equality following from the definition of the Fourier transform
of fa (x).

Resolution of the initial value problem for fˆa (w)

Combining this with the result (1) we find

dfˆa w √
= − fˆa , fˆa (0) = 1/ 2a.
dw 2a
This is a linear, first order separable ordinary differential equation and
initial value to determine fˆa . The process of separation then gives

dfˆa w
= − dw
ˆ
fa 2a
2
from which anti-differentiation yields ln fˆa (w) = − w4a + K. Here, K is
an arbitrary constant of integration. Consequently
2
fˆa (w) = C e−w /(4a) , C = eK .
3 4