Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(Darren Dugan) #1

13


Integral transforms


In the previous chapter we encountered the Fourier series representation of a


periodic function in a fixed interval as a superposition of sinusoidal functions. It is


often desirable, however, to obtain such a representation even for functions defined


over an infinite interval and with no particular periodicity. Such a representation


is called aFourier transformand is one of a class of representations calledintegral


transforms.


We begin by considering Fourier transforms as a generalisation of Fourier

series. We then go on to discuss the properties of the Fourier transform and its


applications. In the second part of the chapter we present an analogous discussion


of the closely relatedLaplace transform.


13.1 Fourier transforms

The Fourier transform provides a representation of functions defined over an


infinite interval and having no particular periodicity, in terms of a superposition


of sinusoidal functions. It may thus be considered as a generalisation of the


Fourier series representation of periodic functions. Since Fourier transforms are


often used to represent time-varying functions, we shall present much of our


discussion in terms off(t), rather thanf(x), although in some spatial examples


f(x) will be the more natural notation and we shall use it as appropriate. Our


only requirement onf(t) will be that


∫∞
−∞|f(t)|dtis finite.
In order to develop the transition from Fourier series to Fourier transforms, we

first recall that a function of periodTmay be represented as a complex Fourier


series, cf. (12.9),


f(t)=

∑∞

r=−∞

cre^2 πirt/T=

∑∞

r=−∞

creiωrt, (13.1)

whereωr=2πr/T. As the periodTtends to infinity, the ‘frequency quantum’

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