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14.2 Fourier Cosine and Sine Integrals  469



                                           Similarly, we can reflect the graph of f (x) through the origin to obtain an odd extension f o
                                        defined for all real x. Now the Fourier coefficients of the Fourier expansion of f o on the line are
                                                                       1     ∞
                                                                  B ω =      f o (ξ)sin(ωξ)dξ
                                                                       π
                                                                          −∞
                                                                       2     ∞
                                                                     =       f (ξ)sin(ωξ)dξ
                                                                       π  0
                                        and
                                                                           A ω = 0.

                                        This Fourier expansion of f o (x) on the whole line contains just sine terms. Furthermore f o (x) =
                                        f (x) for x ≥ 0.



                                          We define the Fourier sine integral of f on x ≥ 0is
                                                                         ∞

                                                                          B ω sin(ωx)dω                      (14.7)
                                                                        0
                                          in which
                                                                       2     ∞
                                                                   B ω =     f (ξ)sin(ωξ)dξ                  (14.8)
                                                                       π  0
                                          is the Fourier integral sine coefficient.



                                           Theorem 14.1 immediately gives us a convergence theorem for Fourier cosine and sine
                                        integrals on the half-line.


                                  THEOREM 14.2   Convergence of Fourier Cosine and Sine Integrals

                                        Suppose f (x) is defined for x ≥ 0 and is piecewise smooth on every interval [0, L] for L > 0.
                                                      ∞
                                        Assume that  | f (ξ)|dξ converges. Then, at each x > 0, the Fourier cosine and sine integral
                                                   0
                                        representations converge to
                                                                      1
                                                                       ( f (x+) + f (x−)).
                                                                      2
                                        Further, the cosine integral converges to f (0+) at x = 0, and the sine integral converges to 0 at
                                        x = 0.



                                 EXAMPLE 14.2 Laplace’s Integrals
                                        Let f (x) = e  −kx  for x ≥ 0, with k a positive number. Then f has a continuous derivative and is
                                        absolutely integrable on [0,∞). For the Fourier cosine integral, compute the coefficients
                                                                  2     ∞              2   k
                                                             A ω =     e −kξ  cos(ωξ)dξ =      .
                                                                  π  0                π k + ω 2
                                                                                         2
                                        Then, for x ≥ 0,
                                                                      2k     ∞  1
                                                                e −kx  =          cos(ωx)dω.
                                                                             2
                                                                      π  0  k + ω 2



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                                   October 14, 2010  16:43  THM/NEIL   Page-469        27410_14_ch14_p465-504
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