Fourier Integrals

For non-periodic applications (or a specialized Fourier series

when the period of the function is infinite: L)

-L

-L-

 nx
nx
f L ( x ) a0 a n cos
bn sin

L
L
n 1

n
a0 a n cos wn x bn sin wn x , wn
L
n 1

a n cos wn x bn sin wn x
n 0

Note that : w wn 1 wn

( n 1) n

L
L
L

f L ( x)
1

cos w x w L f ( v ) cos( w v )dv sin w x w L f ( v ) sin( w v )dv

n
L
n
n
L
n

L
L

n 0

As L , w 0, ( )w ( )dw

f L ( x)
1

cos w x w L f ( v ) cos( w v )dv sin w x w L f ( v ) sin( w v )dv

n
n
n
n
L L
L L

n 0

cos wx f ( v ) cos( wv )dv sin wx f ( v ) sin( wv )dv dw

1
f ( v ) cos( wv )dv cos( wx )

f ( v ) sin( wv )dv sin( wx ) dw

f ( x ) A( w) cos( wx ) B( w) sin( wx )dw : Fourier integral of f(x)

0

1
where A( w)

1
f ( v ) cos( wv )dv, B( w)

f ( v ) sin( wv )dv

Fourier Cosine & Sine Integrals

1
If the function f(x) is even A(w) f ( v ) cos( wv )dv

1
1
2
( )dv ( )dv f ( v ) cos( wv )dv

0
0
B( w) 0

f ( x ) A( w) cos( wx )dw : Fourier Cosine Integral

0

If the function f(x) is odd B(w)

1
f ( v ) sin( wv )dv

A( w) 0, f ( x ) B ( w) sin( wx )dw : Fourier Sine Integral

0

Example
1 for - 1 x 1
Let f(x)
for x 1
0

1
1
2 sin( w)
A( w) f ( v ) cos( wv )dv cos( wv )dv

1
w
1

1
1
B( w) f ( v ) sin( wv )dv sin( wv )dv 0
1
1
The Fourier integral of f is

2 sin( w)
f(x) A( w) cos( wx )dw
cos( wx )dw
w
0
0

f10 integrate from 0 to 10

f100 integrate from 0 to 100
g(x) the real function
1.5
1
f 10 ( x)
f 100 ( x)
g( x)
0
0.5

2
2

0
x

2
2

Similar to Fourier series approximation, the Fourier integral

approximation improves as the integration limit increases. It
is expected that the integral will converges to the real function
when the integration limit is increased to infinity.
Physical interpretation: The higher the integration limit means
more higher frequency sinusoidal components have been
included in the approximation. (similar effect has been
observed when larger n is used in Fourier series
approximation) This suggests that w can be interpreted as the
frequency of each of the sinusoidal wave used to approximate
the real function.
Suggestion: A(w) can be interpreted as the amplitude function
of the specific sinusoidal wave. (similar to the Fourier
coefficient in Fourier series expansion)

Fourier Cosine Transform

For an even function f(x) :

2
f ( x ) A( w) cos( wx )dw, where A( w) f ( v ) cos( wv )dv.
0
0
2
Define A(w)
f c ( w)

f ( w) A( w) 2 f ( x ) cos( wx )dx, v has been replaced by x

c
2
0
f ( w) is called the Fourier cosine transform of f(x)
c

2
f ( x ) A( w) cos( wx )dw
f c ( w) cos( wx )dw

0
0
f ( x ) is the inverse Fourier cosine transform of fc ( w)

Fourier Sine Transform

Similarly, for an odd function f(x) :

2
f ( x ) B ( w) sin( wx )dw, where B ( w) f ( v ) sin( wv )dv.
0
0
2
Define B(w)
f S ( w)

f ( w) B( w) 2 f ( x ) sin( wx )dx, v has been replaced by x

S
2
0
f ( w) is called the Fourier sine transform of f(x)
S

2
f ( x ) B ( w) sin( wx )dw
f S ( w) sin( wx )dw

0
0
f ( x ) is the inverse Fourier sine transform of fS ( w)