Saturday, 13 February 2016

real analysis - Evaluate intiinftynftyxexp(x2/2)sin(xix)mathrmdx



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 ex22teikxdx for tR>0 and kR?


Answer



Using contour integration, then differentiating, we get
ex2/2eiξxdx=eξ2/2e(x+iξ)2/2dx=eξ2/2ex2/2dx=2πeξ2/2(ix)kex2/2eiξxdx=(ddξ)k2πeξ2/2
By taking real and imaginary parts, for k=1, (2) gives
xex2/2sin(ξx)dx=2πξeξ2/2
and
xex2/2cos(ξx)dx=0
For larger k, (2) says that the Fourier Transforms of xkex2/2 are polynomials in ξ, with integer coefficients, times 2πex2/2.


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