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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