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04-BS-5 · December 2019

Question 3 of 7: Fourier Transform of a Two-Sided Exponential (Laplace) Pulse

Nivaar worked solution (AI-drafted; not reviewed by a licensed engineer)

Notes on this paper

National Examinations, December 2019 — 04-BS-5 Advanced Mathematics, 3 hours, closed book (approved Casio/Sharp calculator and one double-sided aid sheet permitted). Any five of the seven questions constitute a complete paper and all questions are of equal value; all seven are answered below as a full study resource.

Reference texts: Kreyszig, Advanced Engineering Mathematics, 10th ed. (Wiley) — Ch. 11 (Sturm–Liouville Problems, Fourier Series, Fourier Integrals and Transforms), Ch. 19 (Numerics in General: interpolation, numerical differentiation, Romberg integration, iterative equation solving), Ch. 20 (Numeric Linear Algebra: LU factorization). Supporting: Chapra & Canale, Numerical Methods for Engineers, 7th ed. — Ch. 5–6 (bracketing and open root-finding methods), Ch. 18 (interpolation), Ch. 22 (Romberg integration).

Question 3: Fourier Transform of a Two-Sided Exponential (Laplace) Pulse (a: 5 marks; b: 9 marks; c: 3 marks; d: 3 marks)

Question text not reproduced: the examination questions are © Engineers and Geoscientists BC. Open the official past paper (linked at the top of this page) to read the question, then follow the worked solution below.

Given. The two-sided exponential (Laplace-type) pulse $f(x)=\dfrac{K}{2a}e^{-|x|/a}$ (the two branches combine into this single even expression), $K,a>0$.

Find. (a) $\int_{-\infty}^{\infty}f(x)\,dx$ and a graph of $f$. (b) $F(\omega)$. (c) A graph of $F(\omega)$. (d) The limiting behaviour as $a\to0$.

Approach. Recognize $f$ is even, so split every integral at $x=0$ and double the $x>0$ half; evaluate the area and the Fourier transform as standard exponential integrals, then read off the $a\to0$ limit.

  1. (a) Area under $f$. By symmetry, $$\int_{-\infty}^{\infty}f(x)\,dx=2\int_0^{\infty}\frac{K}{2a}e^{-x/a}\,dx=\frac{K}{a}\Big[-a\,e^{-x/a}\Big]_0^{\infty}=\frac{K}{a}\cdot a=\boxed{K}$$ Remarkably the area is independent of $a$ — for $K=20$ the area is $\mathbf{20}$ regardless of whether $a=2$ or $a=1$. The two curves (peak height $K/2a=5$ for $a=2$, $10$ for $a=1$) enclose the same total area but trade height for width.
  2. -8-5.3-2.702.75.38-0.841.23.25.27.39.311xf(x)a = 2a = 1
    Fig. 1 — $f(x)=\frac{K}{2a}e^{-|x|/a}$ for $K=20$: $a=2$ (blue, peak $5$) and $a=1$ (red, peak $10$). Both curves enclose the same area, $K=20$.
  3. (b) Fourier transform. $f$ is even, so $\int_{-\infty}^{\infty}f(x)e^{-i\omega x}dx=2\int_0^{\infty}f(x)\cos(\omega x)\,dx$ (the odd $\sin$ part integrates to zero): $$F(\omega)=\frac{1}{\sqrt{2\pi}}\cdot\frac{K}{a}\int_0^{\infty}e^{-x/a}\cos(\omega x)\,dx$$ The standard Laplace-transform integral $\int_0^{\infty}e^{-x/a}\cos(\omega x)\,dx=\dfrac{1/a}{(1/a)^2+\omega^2}=\dfrac{a}{1+a^2\omega^2}$ gives $$\boxed{F(\omega)=\dfrac{K}{\sqrt{2\pi}\,\big(1+a^2\omega^2\big)}}$$ a Lorentzian (Cauchy-shaped) spectrum, peaking at $F(0)=K/\sqrt{2\pi}$ for every $a$.
  4. (c) Graph of $F(\omega)$. For $K=20$: $F(0)=20/\sqrt{2\pi}\approx7.978846$ regardless of $a$; the $a=2$ curve (narrower time pulse… here the wider time pulse) falls off as $1/(1+4\omega^2)$ (narrower in $\omega$) while $a=1$ falls off as $1/(1+\omega^2)$ (wider in $\omega$) — the classic inverse relationship between time-domain and frequency-domain widths.
  5. -3-2-10123-0.680.962.64.25.97.59.2ωF(ω)a = 2a = 1
    Fig. 2 — $F(\omega)=\dfrac{K}{\sqrt{2\pi}(1+a^2\omega^2)}$ for $K=20$: $a=2$ (blue, narrower) and $a=1$ (red, wider). Both peak at $F(0)=20/\sqrt{2\pi}\approx7.978846$.
  6. (d) Limit $a\to0$. As $a\to0$, the peak height $K/2a\to\infty$ while the decay length $a\to0$, but the area stays fixed at $K$ for every $a$ (Step 1) — this is exactly the defining property of a Dirac delta impulse, so $$\boxed{f(x)\ \longrightarrow\ K\,\delta(x)\qquad\text{as } a\to0}$$ In the frequency domain, $$\lim_{a\to0}F(\omega)=\lim_{a\to0}\frac{K}{\sqrt{2\pi}(1+a^2\omega^2)}=\boxed{\frac{K}{\sqrt{2\pi}}}\ \text{(a constant, independent of }\omega\text{)}$$ A perfectly flat (all-frequencies-equal) spectrum — the well-known result that an impulse in time contains equal energy at every frequency.
QuantityResult
Area under $f(x)$$K=20$ (independent of $a$)
Peak $f(0)$$K/2a$: $5$ ($a=2$), $10$ ($a=1$)
$F(\omega)$$\dfrac{K}{\sqrt{2\pi}(1+a^2\omega^2)}$
$F(0)$$20/\sqrt{2\pi}\approx7.978846$ (both $a$)
$a\to0$ limit$f(x)\to K\delta(x)$; $F(\omega)\to K/\sqrt{2\pi}$ (flat)