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91Ó°ÊÓ

Find the fourier transform off(x)=e−x2/(2σ2). Hint: Complete the square in the xterms in the exponent and make the change of variabley=x+σ2iα .Use tables or computer to evaluate the definite integral.

Short Answer

Expert verified

The fourier transform of f(x)=e−x2/(2σ2) isg(α)=σ2πe−σ2α2/2.

Step by step solution

01

Given Information.

The given function isf(x)=e−x2/(2σ2).

02

Definition of fourier transform

The Fourier transform is a mathematical technique for expressing a function as the summation of sines and cosines functions.

03

Step 3: To find the fourier transform of the given function

The fourier transform is given below.

g(α)=12π∫−∞∞e−x2/(2σ2)e−iαxdx

Put u=xσ2

Differentiate with respect to x.

du=dxσ2

g(α)=12π∫−∞∞e−u2−iα2σu2σdug(α)=σπ2∫−∞∞e−u2−iα2σudug(α)=σπ2∫−∞∞e−(u+iασ/(2))2−σ2α2/2du

Simplify further

g(α)=σπ2e−σ2α2/2∫−∞∞e−(u+iασ/(2))2d(u+iσα/2)

Putu+iσα/2=η

g(α)=σπ2e−σ2α2/2∫−∞∞e−η2dη

But the integral ∫−∞∞e−η2dηis Euler-poisson integral and its value isπ.

g(α)=σ2πe−σ2α2/2

The fourier transform of f(x)=e−x2/(2σ2)isg(α)=σ2πe−σ2α2/2.

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