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MATH 5311 Advanced Engineering Math
Fourier Cosine and Sine Transforms
Section 11.8
Fourier Cosine Transform
( ) ( )
0
cos f x A xd e e e

=
}
( ) ( ) ( )
0
2
cos A f x x dx e e
t

=
}
Recall the Fourier cosine integral
Substitute A() into the Fourier cosine integral.
( ) ( ) ( )
0 0
2
cos cos f x f x x dx x d e e e
t

| |
=
|
\ .
} }
( ) ( )
0 0
2 2
cos cos f x x dx x d e e e
t t

| |
=
|
\ .
} }
( )

C
f e
Fourier Cosine
Transform
( ) ( ) ( ) ( ) ( )
0
2

cos
C C
f f x x dx f x e e
t

= =
}
F
Inverse Fourier
Cosine Transform
( ) ( ) ( ) ( )
( )
0
2

cos
-1
C C C
f x f x d f e e e e
t

= =
}
F
Page
534
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Fourier Sine Transform
Fourier Sine
Transform
( ) ( ) ( ) ( ) ( )
0
2

sin
S S
f f x x dx f x e e
t

= =
}
F
Inverse Fourier
Sine Transform
( ) ( ) ( ) ( )
( )
0
2

sin
-1
S S S
f x f x d f e e e e
t

= =
}
F
Page 535
Linearity of Fourier transforms
Theorem Let a and b be constants and f and g be functions with
Fourier cosine transforms. Then
( ) ( ) ( ) ( ) ( ) ( ) ( )
C C C
af x bg x a f x b g x + = + F F F
Proof The Fourier cosine transform of is ( ) ( ) af x bg x +
( ) ( ) ( ) ( ) ( ) ( ) ( )
0
2
cos
C
af x bg x af x bg x x dx e
t

+ = +
}
F
( ) ( ) ( ) ( ) ( )
0
2
cos cos af x x bg x x dx e e
t

= +
}
( ) ( ) ( ) ( )
0 0
2 2
cos cos af x x dx bg x x dx e e
t t

= +
} }
( ) ( ) ( ) ( )
0 0
2 2
cos cos a f x x dx b g x x dx e e
t t

= +
} }
( ) ( ) ( ) ( )
C C
a f x b g x = + F F
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Fourier transforms of derivatives
Theorem Let f be a function with a Fourier sine transform and assume
( ) lim 0
x
f x

=
( ) ( ) ( ) ( ) ( )
2
' 0
C s
f x f f x e
t
= + F F
Then
Proof
( ) ( ) ( ) ( )
0
2
' ' cos
C
f x f x x dx e
t

=
}
F
( )
( )
cos '
sin
u x dv f x dx
du x dx v f x
e
e e
= =
= =
( ) ( ) ( ) ( )
0
0
2
cos sin f x x f x x dx e e e
t

| |
= +
|
\ .
}
( ) ( ) ( )
0
2 2
0 sin f f x x dx e e
t t

= +
}
( ) ( ) ( )
2
0
s
f f x e
t
= + F
Fourier transforms of derivatives
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
2
2
2
' 0
'
2
'' ' 0
2
'' 0
C s
S C
C C
s S
f x f f x
f x f x
f x f f x
f x f f x
e
t
e
e
t
e e
t
= +
=
=
=
F F
F F
F F
F F
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MATH 5311 Advanced Engineering Math
Fourier Transform, Discrete and Fast
Fourier Transforms
Section 11.9
Deborah Koslover
dkoslover@uttyler.edu
RBN 4010
Complex form of the Fourier Integral
( ) ( ) ( )
0
cos sin f x A x B x d e e e e e

= +
}
( ) ( ) ( )
1
sin B f d e v ev v
t

=
}
( ) ( ) ( )
1
cos A f d e v ev v
t

=
}
Substitute A and B into the Fourier integral.
Simplify. Note The sine and cosine can be brought into the integrals
because they have different variables.
( ) ( ) ( ) ( ) ( )
0
1 1
cos cos sin sin f x f dx f d x d v ev ev v ev v e e
t t


= +
} } }
Combine inner integrals into one integral.
( ) ( ) ( ) ( ) ( )
0
1
cos cos sin sin f x f x x d d v ev e ev e v e
t

= +
} }
( )
( )
x
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Complex form of the Fourier Integral
( ) ( ) ( ) ( ) ( )
0
1
cos cos sin sin f x f x x d d v ev e ev e v e
t

= +
} }
Use the trigonometric identity ( ) cos cos sin sin cos A B A B B A + =
( ) ( ) ( )
0
1
cos f x f x d d v e ev v e
t

=
} }
Notice that ( ) ( ) ( ) cos f x d g v e ev v e

=
}
is a function of .
and further that it is an even function of .
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
cos cos
cos
g f x d f x d
f x d g
e v e ev v v e ev v
v e ev v e

= = (

= =
} }
}
So
( ) ( ) ( )
0
1 1
2
f x g d g d e e e e
t t

= =
} }
( ) ( )
1
cos
2
f x d d v e ev v e
t


=
} }
Complex form of the Fourier Integral
( ) ( ) ( )
1
cos
2
f x f x d d v e ev v e
t


=
} }
( ) ( ) ( ) sin h f x d e v e ev v

=
}
The new function is an odd function of .
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
sin sin
sin
h f x d f x d
f x d h
e v e e v v v e ev v
v e ev v e

= = (

= = (

} }
}
So
( ) ( ) ( ) 0 sin
2 2
i i
h d f x d d e e v e ev v e
t t


= =
} } }
Therefore,
( ) ( ) ( )
1
cos 0
2
f x f x d d v e ev v e
t


= +
} }
( ) ( ) ( ) ( ) ( )
1
cos sin
2 2
i
f x f x d d f x d d v e ev v e v e ev v e
t t


= +
} } } }
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Complex form of the Fourier Integral
( ) ( ) ( ) ( ) ( )
1
cos sin
2 2
i
f x f x d d f x d d v e ev v e v e ev v e
t t


= +
} } } }
Simplify.
( ) ( ) ( ) ( ) ( )
1
cos sin
2
f x f x d d f i x d d v e ev v e v e ev v e
t


| |
= +
|
\ .
} } } }
Combine into one integral.
( ) ( ) ( ) ( ) ( )
1
cos sin
2
f x f x i x d d v e ev e ev v e
t


= +
} }
Using Eulers equation, cos sin
i
i e
u
u u + = , the integral become
( ) ( )
( )
1
2
i x
f x f e d d
e v
v v e
t

=
} }
This is the complex Fourier integral.
Fourier Transform
( ) ( )
( )
1
2
i x
f x f e d d
e v
v v e
t

=
} }
Beginning with the Fourier integral
Breakup the constant and
( ) i x
e
e v
( ) ( )
1 1
2 2
i i x
f x f e d e d
ev e
v v e
t t

=
} }
Call ( )

f e
Fourier transform
( ) ( ) ( ) ( )
1

2
i
f f e d f x
ev
e v v
t

= =
}
F
Inverse Fourier
transform
( ) ( ) ( )
( )
1

2
i x -1
f x f e d f
e
e e e
t

= =
}
F
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Fourier Transform
This function, f (t), is
almost a sine wave.
Its Fourier transform,
peaks at 1000 Hz.
( )

f e
Function Its Fourier transform
Spectral density and total energy
The Fourier transform, , is also called the spectral density or spectrum
because it measures the intensity of f (t) in the frequency interval between
and + .
( )

f e

The total signal energy is given by and ( )
2

E f d e e

=
}
( )
2

f d e e
represents the signal energy in the band between and + .
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Linearity of the Fourier transform
The Fourier transform is linear.
( )
2 2
3
5 / 20
2 2
1 1
and
3 2 3 10
x
e
e e
x
e
e
t

| |
= =
|
+
\ .
F F
Example Suppose one wishes to find the Fourier transform of
2
5
2 2
2
10
3
x
e
x

+
+
and one notes on page 536 of the textbook that
( ) ( ) ( ) ( ) ( ) ( ) ( )
af x bg x a f x b g x + = + F F F
Then
( )
2 2
5 5
2 2 2 2
2 1
10 2 10
3 3
x x
e e
x x

| |
| |
+ = +
| |
+ +
\ .
\ .
F F F
2 2
3 3
/ 20 / 20
1
2 10
2 3 3 10
e e
e e
e e
e e
t
t


= + = +
Fourier transform of derivatives
Let f (x) be continuous and f (x) 0 as |x| . Further let
( ) ' f x dx

<
}
Then
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
2
'
''
f x i f x
f x f x
e
e
=
=
F F
F F
To apply, lets take a detour and define a Dirac delta function.
It is not a real function, but a generalization of a function, called a
generalized function.
Informally, the Dirac delta function, (x) is a function which is zero
everywhere except at x = 0 where it is .
The function, (x-a) is zero everywhere except at x = a where it is .
Additionally, it has the properties that
( ) ( ) ( ) ( ) 1 and x a dx f x x a dx f a o o


= =
} }
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Example
Solve the following differential equation using Fourier transforms.
( ) ( ) '' 9 cos5 f x f x x =
( ) ( ) ( ) ( ) '' 9 cos5 f x f x x = F F
Fourier transform-both sides
( ) ( ) ( ) ( ) ( ) '' 9 cos5 f x f x x = F F F Linearity
( ) ( ) ( ) ( ) ( )
2
9 cos5 f x f x x e = - F F F Fourier of 2
nd
derivative
( ) ( ) ( ) ( ) ( ) ( ) ( )
2
9 5 5
2
f x f x x x
t
e o o = + + - F F
Fourier of cosine
( ) ( ) ( ) ( ) ( ) ( ) ( )
2
9 5 5
2
f x f x x x
t
e o o = + + - F F
( ) ( ) ( ) ( ) ( ) ( )
2
9 5 5
2
f x x x
t
e o o = + + - F
Factor
( ) ( )
( )
( )
( )
( )
2 2
5 5
2 9 9
x x
f x
o o t
e e
| |
+
= + |
|

\ .
F
- -
Divide
( )
( )
( )
( )
( )
-1
2 2
5 5
2 9 9
x x
f x
o o t
e e
( | |
+
( = + |
|

(
\ .
F
- -
Inverse Fourier
Example
( ) ( ) '' 9 cos5 f x f x x =
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Example
( )
( )
( )
( )
( )
-1
2 2
5 5
2 9 9
x x
f x
o o t
e e
( | |
+
( = + |
|

(
\ .
F
- -
( )
( )
( )
( )
( )
2 2
5 5 1 1
2 2 9 9
i x i x
x x
f x e d e d
e e
o o
e e
e e


+
= +

} }
- -
( )
( )
( )
( )
( )
2 2
5 5 1
2 9 9 2
i x
x x
f x e d
e
o o t
e
e e t

( | |
+
( = + |
|

(
\ .
}
- -
Definition
Simplify
( )
( ) ( )
5 5
1 1 1 1
2 34 2 34
i x i x
f x e e

= +
- -
5 5
1 1 1
34 2 2
i x i x
e e
| |
= +
|
\ .
-
1
cos5
34
x =
-
( ) ( ) '' 9 cos5 f x f x x =
1 1
cos
2 2 2
i i
i i
e e
e e
u u
u u
u

+
+ = =
Convolution
The convolution of functions f and g is defined by f g -
( ) ( ) ( ) ( ) f g f p g x p dp f x p g p dp


- = =
} }
The Convolution Theorem Suppose f (x) and g(x) are piecewise
continuous, bounded and absolutely integrable on the x-axis. Then
( ) ( ) ( ) 2 f g f g t - = F F F
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If one of the functions has one peak
at x
0
, the convolution will shift the
other function by x
0
and then blur
the outline by an amount that
depends on the width of the peak.
The amplitude will also be affected
by the value of the peak.
Convolution
Signal Processing Input-Output
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Discrete Fourier Transform
2
(x
0
, f (x
0
))
(x
1
, f (x
1
))
N equally spaced points
Find a function of the form
( )
1
0
N
inx
n
n
f x c e

=
=
that fits all the points
( )
( )
1
0
0 0
0
N
inx
n
n
f f x c e

=
= =

( )
( )
1
1
1 1
0
N
inx
n
n
f f x c e

=
= =

( )
1
( 1)
1 1
0
N
inx N
N N n
n
f f x c e

=
= =

N equations and
N unknowns
0 1 2 1
, , , ,
N
c c c c

Solve for c
n

1
( )
0
1
N
inx k
n k
k
c f e
N

=
=

Discrete Fourier Transform
1
( )
0
1
N
inx k
n k
k
c f e
N

=
=

Define
1
( )
0

N
inx k
n n k
k
f Nc f e

=
= =

0 1 n N s s
Since the points are equally spaced
2
k
x k
N
t
=
2
1
0

i
N
nk
N
n k
k
f f e
t

=
=

Let
2 i
N
w e
t
=
1
0

N
nk
n k
k
f f w

=
=

( )
1
0
N
inx
n
n
f x c e

=
=

Compare to
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Discrete Fourier Transform
2 i
N
w e
t
=
1
0

N
nk
n k
k
f f w

=
=
0 1 n N s s
To reconstruct the original signal, we find the inverse of F
N

0
1
1

N
f
f
f
f

(
(
(
=
(
(
(

0
1
1 N
f
f
f
f

(
(
(
=
(
(
(

( ) ( ) ( )( )
0 0 0 0
0 1 2 1
0 2 4 2( 1)
0 1 1 2 1 1 1
N
N
N
N N N N
w w w w
w w w w
F
w w w w
w
w w w

(
(
(
( =
(
(
(

and

N
f F f =
We can write this as a matrix equation by letting
1

N
f F f

=
Discrete Fourier Transform
Problems with this technique.
To be meaningful, one needs many sample points. Imagine a 1000 by
1000 matrix.
Unwieldy, computationally intensive. N
2
operations
Need a less computational intensive technique.
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Fast Fourier Transform
Presented in a paper by J.W. Cooley and J.
Tukey, An algorithm for machine calculation of
complex Fourier Series, 1965.
J. Tukey
1915-2000
J. W. Cooley
b. 1926
Uses the results of the Discrete Fourier
Transform, but in a divide and conquer way.
One obtains the same results but with N log N
operations
To use this method, one must start with 2 points.
p
The vector is broken into an even piece and an odd piece. n
f
,0 ,2 ,4 , 2 / 2
,1 ,3 ,5 , 1 / 2

, , , ,

, , , ,
even ev ev ev ev N N even
odd od od od od N N odd
f f f f f F f
f f f f f F f

(
= =

(
= =

,0 ,2 ,4 , 2 ,1 ,3 ,5 , 1
, , , , , , , ,
even ev ev ev ev N odd od od od od N
f f f f f f f f f f

( ( = =

The Fourier transform is then written.
Fast Fourier Transform
,0 ,2 ,4 , 2 ,1 ,3 ,5 , 1
, , , , , , , ,
even ev ev ev ev N odd od od od od N
f f f f f f f f f f

( ( = =

,0 ,2 ,4 , 2 / 2
,1 ,3 ,5 , 1 / 2

, , , ,

, , , ,
even ev ev ev ev N N even
odd od od od od N N odd
f f f f f F f
f f f f f F f

(
= =

(
= =

One then obtains using the formulas

f
( )
( )
, ,
, ,

1, 2, , / 2 1

1, 2, , / 2 1
n
n ev n od n
n
n M ev n od n
f f f n N
f f f n N
e
e
+
= + =
= =
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Fast Fourier Transform
One can continue cutting the vector in half until one is left with
just 2 by 2 matrices.
This process greatly reduces the number of computations
needed.
MATH 5311 Advanced Engineering Math
Partial Differential Equations
Basic Concepts
Section 12.1
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Partial Derivatives
Definition - Consider a function f of three variables, f (x, y, z)
If y and z are held constant and only x is allowed to vary, the partial
derivative of f with respect to x is denoted by or and is defined
by the limit
f
x
c
c
x
f
( ) ( ) ( )
0
, , , , , ,
lim
h
f x y z f x h y z f x y z
x h

c +
=
c
Similar definitions can be give for the partial derivatives of f with
respect to y and to z.
Example: Given ( )
2 2
, , 2 cos( ) f x y z xy x yz xyz xyz = + +
( )
( ) ( ) ( )
2 2
, ,
2 cos( )
f x y z
xy x yz xyz xyz
x x x x
c c c c
= + +
c c c c
( ) ( ) ( )
2 2
2 cos( ) y x yz x yz x xyz
x x x
c c c
= + +
c c c
( )
2
2 2 cos( ) cos( ) y yz x yz x xyz xyz x
x x
c c | |
= + + +
|
c c
\ .
( )
2
2 2 sin( ) cos( ) y xyz yz x xyz xyz xyz
x
c | |
= + + +
|
c
\ .
Partial Derivatives
( )
2
2 2 sin( ) cos( ) y xyz yz xyz xyz xyz = + + +
2 3 2
2 2 sin( ) 2 cos( ) y xyz xy z xyz yz xyz = + +
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Partial Differential Equations
Definition A partial differential equation (PDE) is an equation containing
partial derivatives of the dependent variable.
Example In each of the following equations, u is the dependent variable
and x, y and t are independent variables.
( ) ( )
( ) ( )
( )
( )
( ) ( ) ( )
( ) ( ) ( )
2 2
2 2
2 2 2
2
2 2
2
2
2
, ,
0
, ,
,
, , ,
, 2 3 4
, , ,
0
x
u x t u x t
c
t x
u x y u x y
f x y
x y
u x y u x y u x y
x y x e
x x y y
u x y u x y u x y
x x y
o
c c
+ =
c c
c c
+ =
c c
c c c
+ + =
c c c c
| | c c c | | | |
+ =
| | |
c c c
\ . \ . \ .
Partial Differential Equations
We want to solve a PDE in a certain domain.
Definition A domain is an open, connected set of points (usually in (x,y),
(x,y,z) or (x,y,z,t))
Definition An open sent of points is one that does not include its
boundary.
Open set
Not 0pen set
(Closed set)
Not 0pen set
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Partial Differential Equations
Definition A domain is an open, connected set of points (usually in (x,y),
(x,y,z) or (x,y,z,t))
Definition A connected set is one where any two points can be joined by
a path without leaving the set.
Connected set Not connected set
Partial Differential Equations
Definition A domain is an open, connected set of points (usually in (x,y),
(x,y,z) or (x,y,z,t))
Domain
Not domain, not connected
Not domain, not open
Not domain, not connected
and not open