Important Examples

\[\DeclareMathOperator{\sinc}{sinc}\]

General Tips

  • Integration techniques

    • integration by substitution

    • integration by parts

Rectangular Function

\[\begin{split}\pi (t) = \begin{cases} 1 & -0.5 \le t \le 0.5 \\ 0 & t < -0.5 \lor t > 0.5 \end{cases} \implies \mathcal{F} \pi (s) = \sinc (s)\end{split}\]

Proof:

\[\begin{split}\mathcal{F} \pi (s) & = \int_{-\infty}^{+\infty} e^{-2 \pi i s t} \pi(t) dt \\ & = \int_{-0.5}^{0.5} e^{-2 \pi i s t} dt \\ & = -\frac{1}{2 \pi i s} \cdot e^{-2 \pi i s t} |_{-0.5}^{0.5} \\ & = -\frac{1}{2 \pi i s} (e^{- \pi i s} - e^{\pi i s}) \\ & = -\frac{1}{2 \pi i s} (\cos (\pi s) - i \cdot \sin (\pi s) - \cos (\pi s) - i \cdot \sin (\pi s)) \\ & = -\frac{- 2 i \cdot \sin (\pi s)}{2 \pi i s} \\ & = \frac{\sin (\pi s)}{\pi s} \\ & = \sinc(x)\end{split}\]
\[\tag*{$\blacksquare$}\]

Triangle Function

\[\begin{split}\Lambda (t) = \begin{cases} t + 1 & -1 \le t \lt 0 \\ -t + 1 & 0 \le t \le 1 \\ 0 & t < -1 \lor t > 1 \end{cases} \implies \mathcal{F} \Lambda (s) = \sinc^2 (s)\end{split}\]

Proof:

\[ \begin{align}\begin{aligned}\begin{split}\mathcal{F} \Lambda (s) & = \int_{-\infty}^{\infty} e^{-2 \pi i s t} \Lambda (t) dt \\ & = \int_{-1}^0 e^{-2 \pi i s t} (t + 1) dt + \int_0^1 e^{-2 \pi i s t} (-t + 1) dt \\ & = \int_{-1}^0 e^{-2 \pi i s t} t dt + \int_{-1}^0 e^{-2 \pi i s t} dt - \int_0^1 e^{-2 \pi i s t} t dt + \int_0^1 e^{-2 \pi i s t} dt \\ & = \int_{-1}^0 e^{-2 \pi i s t} t dt - \int_0^1 e^{-2 \pi i s t} t dt + \int_{-1}^1 e^{-2 \pi i s t} dt\end{split}\\\begin{split}\\\end{split}\\\begin{split}\because \int_{-1}^0 e^{-2 \pi i s t} t dt - \int_0^1 e^{-2 \pi i s t} t dt & = \int_{-1}^0 e^{-2 \pi i s t} t dt + \int_1^0 e^{-2 \pi i s t} t dt \\ & = \int_{-1}^0 e^{-2 \pi i s t} t dt + \int_{-1}^0 e^{-2 \pi i s (-u)} (-u) d(-u) \\ & = \int_{-1}^0 e^{-2 \pi i s t} t dt + \int_{-1}^0 e^{2 \pi i s u} u du \\ & = \int_{-1}^0 (e^{-2 \pi i s t} + e^{2 \pi i s t}) t dt \\ & = \int_{-1}^0 ( \cos (2 \pi s t) - i \cdot \sin (2 \pi s t) + \cos (2 \pi s t) + i \cdot \sin (2 \pi s t)) t dt \\ & = 2 \int_{-1}^0 \cos (2 \pi s t) t dt \\ & = 2 \frac{1}{2 \pi s} \int_{-1}^0 t d \sin (2 \pi s t) \\ & = \frac{1}{\pi s} (t \cdot \sin (2 \pi s t) |_{-1}^0 - \int_{-1}^0 \sin (2 \pi s t) dt) \\ & = - \frac{-1 \cdot \sin (2 \pi s \cdot (-1))}{\pi s} - \frac{1}{-2 \pi^2 s^2} \cos (2 \pi s t) |_{-1}^0 \\ & = - \frac{\sin (2 \pi s)}{\pi s} + \frac{1}{2 \pi^2 s^2} (1 - \cos (2 \pi s)) \\ & = - \frac{\sin (2 \pi s)}{\pi s} + \frac{\sin^2 (\pi s)}{\pi^2 s^2} ,\end{split}\\\begin{split}\\ \int_{-1}^1 e^{-2 \pi i s t} dt & = -\frac{1}{2 \pi i s} \cdot e^{-2 \pi i s t} |_{-1}^{1} \\ & = -\frac{1}{2 \pi i s} (e^{-2 \pi i s} - e^{2 \pi i s}) \\ & = -\frac{1}{2 \pi i s} (\cos (2 \pi s) - i \cdot \sin (2 \pi s) - \cos (2 \pi s) - i \cdot \sin (2 \pi s)) \\ & = -\frac{-2 i \cdot \sin(2 \pi s)}{2 \pi i s} \\ & = \frac{\sin (2 \pi s)}{\pi s}\end{split}\\\begin{split}\\ \therefore \mathcal{F} \Lambda (s) & = \int_{-1}^0 e^{-2 \pi i s t} t dt - \int_0^1 e^{-2 \pi i s t} t dt + \int_{-1}^1 e^{-2 \pi i s t} dt = - \frac{\sin (2 \pi s)}{\pi s} + \frac{\sin^2 (\pi s)}{\pi^2 s^2} + \frac{\sin (2 \pi s)}{\pi s} \\ & = \frac{\sin^2 (\pi s)}{\pi^2 s^2} \\ & = \sinc^2 (s)\end{split}\end{aligned}\end{align} \]
\[\tag*{$\blacksquare$}\]

Gaussian function

\[f (t) = e^{- \pi t^2} \implies \mathcal{F} f (s) = f (s)\]

Proof:

\[ \begin{align}\begin{aligned}F(s) = \mathcal{F} f (s) = \int_{-\infty}^{\infty} e^{-2 \pi i s t} f (t) dt = \int_{-\infty}^{\infty} e^{-2 \pi i s t} e^{- \pi t^2} dt\\\begin{split}\\\end{split}\\\begin{split}F'(s) & = \int_{-\infty}^{\infty} \frac{d}{ds} e^{-2 \pi i s t} e^{- \pi t^2} dt \\ & = \int_{-\infty}^{\infty} e^{- \pi t^2} \frac{d}{ds} e^{-2 \pi i s t} dt \\ & = \int_{-\infty}^{\infty} e^{- \pi t^2} \cdot (-2 \pi i t) \cdot e^{-2 \pi i s t} dt \\ & = i \cdot \int_{-\infty}^{\infty} e^{-2 \pi i s t} \cdot (-2 \pi t) \cdot e^{- \pi t^2} dt \\ & = i \cdot \int_{-\infty}^{\infty} e^{-2 \pi i s t} d e^{- \pi t^2} \\ & = i \cdot e^{-2 \pi i s t} \cdot e^{- \pi t^2} |_{-\infty}^{+\infty} - i \cdot \int_{-\infty}^{+\infty} e^{- \pi t^2} d e^{-2 \pi i s t}\end{split}\\\begin{split}\\\end{split}\\\begin{split}\because \lim_{t \to -\infty} e^{-2 \pi i s t} \cdot e^{- \pi t^2} & = \lim_{t \to +\infty} e^{2 \pi i s t} \cdot e^{- \pi t^2} \\ & = \lim_{t \to +\infty} \frac{e^{2 \pi i s t}}{e^{\pi t^2}} \\ & = \lim_{t \to +\infty} \frac{\cos (2 \pi s t) + i \cdot \sin(2 \pi s t)}{e^{\pi t^2}} \\ & = 0,\end{split}\\\begin{split}\\\end{split}\\\begin{split}\lim_{t \to +\infty} e^{-2 \pi i s t} \cdot e^{- \pi t^2} & = \lim_{t \to +\infty} e^{-2 \pi i s t} \cdot e^{- \pi t^2} \\ & = \lim_{t \to +\infty} \frac{e^{-2 \pi i s t}}{e^{\pi t^2}} \\ & = \lim_{t \to +\infty} \frac{\cos (2 \pi s t) - i \cdot \sin(2 \pi s t)}{e^{\pi t^2}} \\ & = 0\end{split}\\\begin{split}\\\end{split}\\\begin{split}\therefore F'(s) & = i \cdot e^{-2 \pi i s t} \cdot e^{- \pi t^2} |_{-\infty}^{+\infty} - i \cdot \int_{-\infty}^{+\infty} e^{- \pi t^2} d e^{-2 \pi i s t} \\ & = -i \cdot \int_{-\infty}^{+\infty} e^{- \pi t^2} d e^{-2 \pi i s t} \\ & = -i \cdot \int_{-\infty}^{+\infty} (-2 \pi i s) \cdot e^{- \pi t^2} \cdot e^{-2 \pi i s t} dt \\ & = -2 \pi s \int_{-\infty}^{+\infty} e^{-2 \pi i s t} \cdot e^{- \pi t^2} dt \\ & = -2 \pi s \cdot F(s)\end{split}\\\begin{split}\\\end{split}\\\begin{split}\therefore \mathcal{F} f(s) & = F(s) = e^{- \pi s^2} \\ & = f(s)\end{split}\end{aligned}\end{align} \]
\[\tag*{$\blacksquare$}\]

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