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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
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