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Lecture notes

Integral Transforms 2022/23

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Introduction to Fourier and Laplace transforms and their reverse transform and their use to solve partial differential equations










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Uploaded on
August 3, 2023
Number of pages
13
Written in
2022/2023
Type
Lecture notes
Professor(s)
Duncan hewitt
Contains
All classes

Content preview

Integraltranforms
So we have focused on solving PDEs on boundeddomains Integral transforms can
far
help solvePDEs on unbounded domains
Integral transforms are operators
of the form
I fix ca JexMexRdx


for some function Mix k and constraints a b

FOURIER TRANSFORMS
Consider Fourier series
of a function fix on EL L
Aim take L to


fix Egancosknxtbusinknx withkn ng

I one with
café II Exercise




So
with Cn
II fix e ax Verify

f x
I É Igwetimeeiknx
Note fix Éckna kn fix e d ein
I kntz
n
It
In the limit L x thishas the form
of a Riemannintegral Skg kn fgadk
So in limit L a
dolt
f fyi
fix e e dk FOURIER INTEGRAL
FORMULA

Wedefine the FOURIERTRANSFORM to be

InLte eimax
F
fixD FCK
Integral formula produces INVERSETRANSFORM

F Jca fax jade elk

, Beware 1 Differentconventions exist wrt placementoffactor of21T
2 Differentnotationisused e
g fad fad FCK
3 There arevariousconvergence assumptionin this derivation
It turnsout that onsufficientconditionforexistenceoffac is fitfulaxe to
CALCULATING FOURIERTRANSFORMS
EXAMPLE
Find Jad if fix I 1 1 Kk s
Kbs


Fck q Ja txt feikdx fxeimdxt.fxe


imd I .EC
e ax
Ig
e
I IE
if e
EE on



E É't le
Yi Lege
e 4
7,41
4
E É e face
Tiki

Winnie
Note FT of EVENfunctions are always REAL
FT ODD function are always PURE IMAGINARY
of
because
FCK
I fWqyx ifeng.gsax and flood 0


Note it is typical that functions localisedinspace x become nonlocal in wavenumberspec
G and viceversa
e
g F six a try six de ax 1 Eff coskagginke
hd
Sfcw 81ktw
I Ife
FCsinwx Exercise Cuse Six a dp
Ig
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