Fourier Transforms
1. **Find the Fourier sine transform of $e^{-3x}$.**
The Fourier sine transform is defined as:
$$F_s\{f(x)\} = \sqrt{\frac{2}{\pi}} \int_0^\infty f(x) \sin(sx) \, dx$$
For $f(x) = e^{-3x}$:
$$F_s\{e^{-3x}\} = \sqrt{\frac{2}{\pi}} \int_0^\infty e^{-3x} \sin(sx) \, dx$$
Using the integral formula:
$$\int_0^\infty e^{-ax} \sin(bx) \, dx = \frac{b}{a^2 + b^2}, \quad a > 0$$
Here, $a=3$, $b=s$, so:
$$F_s\{e^{-3x}\} = \sqrt{\frac{2}{\pi}} \cdot \frac{s}{9 + s^2}$$
2. **Prove that $F[f(ax)] = \frac{1}{a} F\left(\frac{s}{a}\right), a > 0$.**
The Fourier transform is:
$$F\{f(x)\} = \int_{-\infty}^\infty f(x) e^{-isx} \, dx$$
Substitute $u = ax \Rightarrow x = \frac{u}{a}$, $dx = \frac{du}{a}$:
$$F\{f(ax)\} = \int_{-\infty}^\infty f(ax) e^{-isx} \, dx = \int_{-\infty}^\infty f(u) e^{-is \frac{u}{a}} \frac{du}{a} = \frac{1}{a} \int_{-\infty}^\infty f(u) e^{-i \frac{s}{a} u} \, du = \frac{1}{a} F\left(\frac{s}{a}\right)$$
3. **Define Self reciprocal under Fourier transform.**
A function $f(x)$ is called self reciprocal under the Fourier transform if applying the Fourier transform to $f(x)$ returns the same function (possibly up to a constant factor). Formally:
$$F\{f(x)\} = \lambda f(s)$$
where $\lambda$ is a constant.
4. **Find the Fourier sine transform for $\frac{1}{x}$.**
The Fourier sine transform is:
$$F_s\left\{\frac{1}{x}\right\} = \sqrt{\frac{2}{\pi}} \int_0^\infty \frac{1}{x} \sin(sx) \, dx$$
Using the integral:
$$\int_0^\infty \frac{\sin(ax)}{x} \, dx = \frac{\pi}{2}, \quad a > 0$$
So:
$$F_s\left\{\frac{1}{x}\right\} = \sqrt{\frac{2}{\pi}} \cdot \frac{\pi}{2} = \sqrt{\frac{\pi}{2}}$$
5. **Find the Fourier transform for**
$$f(x) = \begin{cases} 1 - |x|, & |x| < 1 \\ 0, & |x| > 1 \end{cases}$$
The Fourier transform is:
$$F(s) = \int_{-1}^1 (1 - |x|) e^{-isx} \, dx$$
Since $f(x)$ is even, the transform reduces to:
$$F(s) = 2 \int_0^1 (1 - x) \cos(sx) \, dx$$
Calculate:
$$\int_0^1 (1 - x) \cos(sx) \, dx = \int_0^1 \cos(sx) \, dx - \int_0^1 x \cos(sx) \, dx$$
First integral:
$$\int_0^1 \cos(sx) \, dx = \frac{\sin s}{s}$$
Second integral by parts:
Let $u = x$, $dv = \cos(sx) dx$;
then $du = dx$, $v = \frac{\sin(sx)}{s}$.
So:
$$\int_0^1 x \cos(sx) \, dx = \left. x \frac{\sin(sx)}{s} \right|_0^1 - \int_0^1 \frac{\sin(sx)}{s} \, dx = \frac{\sin s}{s} - \frac{1}{s} \int_0^1 \sin(sx) \, dx$$
Calculate:
$$\int_0^1 \sin(sx) \, dx = \frac{1 - \cos s}{s}$$
So:
$$\int_0^1 x \cos(sx) \, dx = \frac{\sin s}{s} - \frac{1}{s} \cdot \frac{1 - \cos s}{s} = \frac{\sin s}{s} - \frac{1 - \cos s}{s^2}$$
Therefore:
$$\int_0^1 (1 - x) \cos(sx) \, dx = \frac{\sin s}{s} - \left( \frac{\sin s}{s} - \frac{1 - \cos s}{s^2} \right) = \frac{1 - \cos s}{s^2}$$
Hence:
$$F(s) = 2 \cdot \frac{1 - \cos s}{s^2}$$
**Deduce:**
(1) $$\int_0^\infty \left( \frac{\sin x}{x} \right)^2 dx = \frac{\pi}{2}$$
(2) $$\int_0^\infty \left( \frac{\sin x}{x} \right)^4 dx = \frac{\pi}{3}$$
These results follow from Parseval's theorem applied to the Fourier transform of $f(x)$.
6. **Find the Fourier cosine transform of**
$$f(x) = \begin{cases} x, & 0 < x < 1 \\ 2 - x, & 1 < x < 2 \\ 0, & x > 2 \end{cases}$$
The Fourier cosine transform is:
$$F_c(s) = \sqrt{\frac{2}{\pi}} \int_0^\infty f(x) \cos(sx) \, dx = \sqrt{\frac{2}{\pi}} \left( \int_0^1 x \cos(sx) \, dx + \int_1^2 (2 - x) \cos(sx) \, dx \right)$$
Calculate each integral separately.
First integral (by parts):
$$\int_0^1 x \cos(sx) \, dx = \frac{\sin s}{s} - \frac{1 - \cos s}{s^2}$$
Second integral:
$$\int_1^2 (2 - x) \cos(sx) \, dx = 2 \int_1^2 \cos(sx) \, dx - \int_1^2 x \cos(sx) \, dx$$
Calculate:
$$\int_1^2 \cos(sx) \, dx = \frac{\sin(2s) - \sin s}{s}$$
Calculate $\int_1^2 x \cos(sx) \, dx$ by parts:
Let $u = x$, $dv = \cos(sx) dx$;
then $du = dx$, $v = \frac{\sin(sx)}{s}$.
So:
$$\int_1^2 x \cos(sx) \, dx = \left. x \frac{\sin(sx)}{s} \right|_1^2 - \int_1^2 \frac{\sin(sx)}{s} \, dx = \frac{2 \sin(2s) - \sin s}{s} - \frac{1}{s} \int_1^2 \sin(sx) \, dx$$
Calculate:
$$\int_1^2 \sin(sx) \, dx = \frac{-\cos(2s) + \cos s}{s}$$
So:
$$\int_1^2 x \cos(sx) \, dx = \frac{2 \sin(2s) - \sin s}{s} - \frac{-\cos(2s) + \cos s}{s^2} = \frac{2 \sin(2s) - \sin s}{s} + \frac{\cos(2s) - \cos s}{s^2}$$
Therefore:
$$\int_1^2 (2 - x) \cos(sx) \, dx = 2 \cdot \frac{\sin(2s) - \sin s}{s} - \left( \frac{2 \sin(2s) - \sin s}{s} + \frac{\cos(2s) - \cos s}{s^2} \right) = \frac{\sin s - \cos(2s) + \cos s}{s^2}$$
Hence:
$$F_c(s) = \sqrt{\frac{2}{\pi}} \left( \frac{\sin s}{s} - \frac{1 - \cos s}{s^2} + \frac{\sin s - \cos(2s) + \cos s}{s^2} \right)$$
7. **Evaluate**
$$\int_0^\infty \frac{x^2}{(x^2 + a^2)(x^2 + b^2)} \, dx, \quad a > 0, b > 0$$
Rewrite the integrand using partial fractions:
$$\frac{x^2}{(x^2 + a^2)(x^2 + b^2)} = \frac{A}{x^2 + a^2} + \frac{B}{x^2 + b^2}$$
Multiply both sides by denominator:
$$x^2 = A(x^2 + b^2) + B(x^2 + a^2) = (A + B) x^2 + A b^2 + B a^2$$
Equate coefficients:
- Coefficient of $x^2$: $1 = A + B$
- Constant term: $0 = A b^2 + B a^2$
From constant term:
$$A b^2 = - B a^2 \Rightarrow B = - \frac{b^2}{a^2} A$$
From $1 = A + B$:
$$1 = A - \frac{b^2}{a^2} A = A \left(1 - \frac{b^2}{a^2}\right) = A \frac{a^2 - b^2}{a^2}$$
So:
$$A = \frac{a^2}{a^2 - b^2}, \quad B = - \frac{b^2}{a^2 - b^2}$$
Integral becomes:
$$\int_0^\infty \frac{x^2}{(x^2 + a^2)(x^2 + b^2)} dx = A \int_0^\infty \frac{dx}{x^2 + a^2} + B \int_0^\infty \frac{dx}{x^2 + b^2}$$
Recall:
$$\int_0^\infty \frac{dx}{x^2 + c^2} = \frac{\pi}{2c}$$
Therefore:
$$= A \frac{\pi}{2a} + B \frac{\pi}{2b} = \frac{\pi}{2} \left( \frac{A}{a} + \frac{B}{b} \right) = \frac{\pi}{2} \left( \frac{a^2}{a(a^2 - b^2)} - \frac{b^2}{b(a^2 - b^2)} \right) = \frac{\pi}{2} \frac{a - b}{a^2 - b^2}$$
Since $a^2 - b^2 = (a - b)(a + b)$, simplify:
$$= \frac{\pi}{2} \frac{1}{a + b}$$
**Final answer:**
$$\int_0^\infty \frac{x^2}{(x^2 + a^2)(x^2 + b^2)} dx = \frac{\pi}{2(a + b)}$$