Evaluate ∫∞−∞xexp(−x2/2)sin(ξx) dx
The answer given by Wolfram Alpha is √2πξexp(−ξ2/2).
Observe how this is related to the Fourier transform of xexp(−x2/2):
the part ∫∞−∞xexp(−x2/2)cosξx dx=0 since the integrand is odd.
In addition, what are the Fourier transforms of xkexp(−x2/2) for k=2,3?
Related:
How do I compute ∫∞−∞e−x22te−ikxdx for t∈R>0 and k∈R?
Answer
Using contour integration, then differentiating, we get
∫∞−∞e−x2/2e−iξxdx=e−ξ2/2∫∞−∞e−(x+iξ)2/2dx=e−ξ2/2∫∞−∞e−x2/2dx=√2πe−ξ2/2∫∞−∞(−ix)ke−x2/2e−iξxdx=(ddξ)k√2πe−ξ2/2
By taking real and imaginary parts, for k=1, (2) gives
∫∞−∞xe−x2/2sin(ξx)dx=√2πξe−ξ2/2
and
∫∞−∞xe−x2/2cos(ξx)dx=0
For larger k, (2) says that the Fourier Transforms of xke−x2/2 are polynomials in ξ, with integer coefficients, times √2πe−x2/2.
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