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THE FOURIER INTEGRAL FOURIER
COSINE AND SINE INTEGRALS THE
CHAPTER 14 FOURIER TRANSFORM FOURIER COSINE
AND SINE TRANSFORMS THE DISCRETE
The Fourier
Integral and
Transforms
14.1 The Fourier Integral
If f (x) is defined for −L ≤ x ≤ L, we may be able to represent f (x) as a Fourier series on this
interval. However, Fourier series are tied to intervals. If f is defined over the entire line and is
not periodic, then the idea of a Fourier series representation is replaced with the idea of a Fourier
integral representation, in which the role of ∞ is played by ∞ .
n=0 0
We will give an informal argument to suggest the form that the Fourier integral should take.
∞
Assume that f is absolutely integrable, which means that | f (x)|dx converges. We also
−∞
assume that f is piecewise smooth on every interval [−L, L].
Write the Fourier series of f (x) on an arbitrary interval [−L, L]. With the formulas for the
coefficients included, this series is
1 L 1 L
∞
f (ξ)dξ + f (ξ)cos(nπξ/L)dξ cos(nπx/L)
2L −L n=1 L −L
L
1
+ f (ξ)sin(nπξ/L)dξ sin(nπx/L) .
L −L
We want to let L →∞ to obtain a representation of f (x) over the entire real line. It is not clear
what this quantity approaches, if anything, as L →∞, so we will rewrite some terms. First,
let
nπ
ω n =
L
and
π
ω n − ω n−1 = = ω.
L
465
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October 14, 2010 16:43 THM/NEIL Page-465 27410_14_ch14_p465-504