第一章 傅立叶变换

Fourier变换

1.1 Fourier积分

若一个以$T$为周期的函数$f_T(t)$可展成$Fourier$级数，在$f_T(t)$的连续点处，级数的三角式为
$$f_T(t)=\frac{a_0}{2}+\sum _{n=1}^{\infty }(a_n\cos n\omega t+b_n\sin n\omega t)\text{\hspace{1em}(1.1)}$$
其中
  $\begin{array}{rl}\omega & =\frac{2\pi }{T}\\ a_n& =\frac{2}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)\cos n\omega t\mathrm{d}t\\ b_n& =\frac{2}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)\sin n\omega t\mathrm{d}t\end{array}$

复指数形式

利用$Euler$公式
$$\begin{array}{rl}\cos \phi & =\frac{e^{i\phi }+e^{-i\phi }}{2}\\ \sin \phi & =\frac{e^{i\phi }-e^{-i\phi }}{2i}=-i\frac{e^{i\phi }-e^{-i\phi }}{2}\end{array}$$
代入公式$(1.1)$得

$$\begin{array}{rl}{f}_T(t)& =\frac{a_0}{2}+\sum _{n=1}^{\infty }\left[a_n\frac{e^{in\omega t}+e^{-in\omega t}}{2}+b_n\frac{e^{in\omega t}-e^{-in\omega t}}{2i}\right]\\ & =\frac{a_0}{2}+\sum _{n=1}^{\infty }\left[\frac{a_n-i{b}_n}{2}{e}^{inwt}+\frac{a_n+i{b}_n}{2}{e}^{-in\omega t}\right]\end{array}$$
令
$c_0=\frac{a_0}{2}=\frac{1}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)\mathrm{d}t$
$\begin{array}{rl}{c}_n& =\frac{a_n-i{b}_n}{2}\\ & =\frac{1}{T}\left[{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)\cos n\omega t\mathrm{d}t-i{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)\sin n\omega t\mathrm{d}t\right].\\ & =\frac{1}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)e^{-in\omega t}\mathrm{d}t\end{array}$
$c_{-n}=\frac{a_n+i{b}_n}{2}=\frac{1}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)e^{in\omega t}\mathrm{d}t$
合写为
$$c_n=\frac{1}{T}{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(t)e^{-in\omega t}\mathrm{d}t$$
若令
$${\omega }_n=n\omega$$
式$(1.1)$可写为

$$\begin{array}{rl}{f}_T(t)& =c_0+\sum _{n=1}^{\infty }\left[c_n{e}^{i{\omega }_{n}t}+c_{-n}{e}^{-i{\omega }_{n}t}\right]\\ & =\sum _{n=-\infty }^{+\infty }{c}_n{e}^{i{\omega }_{n}t}\\ or& =\frac{1}{T}\sum _{n=-\infty }^{+\infty }\left[{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(\tau )e^{i{\omega }_n\tau }\mathrm{d}\tau \right]e^{i{\omega }_{n}t}\end{array}\text{\hspace{1em}(1.2)}$$
对于非周期函数的展开问题，任何一个非周期函数$f(t)$可看作某个周期函数$f_T(t)$当$T\to +\infty$时转化而来的，即

$$\underset{T\to +\infty }{\lim }{f}_T(t)=f(t)$$

$$f(t)=\underset{T\to +\infty }{\lim }\frac{1}{T}\sum _{n=-\infty }^{+\infty }\left[{\int }_{\frac{T}{2}}^{\frac{T}{2}}{f}_T(\tau )e^{-i{\omega }_n\tau }\mathrm{d}\tau \right]e^{i{\omega }_{n}t}$$
由$\omega =\frac{2}{T},{\omega }_n=n\omega .$得

$$\Delta {\omega }_n={\omega }_n-{\omega }_{n-1}=\frac{2\pi }{T}\text{ or }T=\frac{2\pi }{\Delta {\omega }_n}$$
$f(t)$可改写为

$$f(t)=\underset{\Delta {\omega }_n\to 0}{\lim }\frac{1}{2\pi }\sum _{n=-\infty }^{+\infty }\left[{\int }_{-\frac{T}{2}}^{\frac{T}{2}}{f}_T(\tau )e^{-i\omega \tau }\mathrm{d}\tau \right]e^{i{\omega }_{n}t}\Delta {\omega }_n\text{\hspace{1em}(1.3)}$$
$\Delta {\omega }_n\to 0$即$T\to +\infty$时，有

$$f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )e^{-i\omega \tau }\mathrm{d}\tau \right]e^{i\omega t}\mathrm{d}\omega$$
上式只是从$(1.3)$式的右端从形式上推出来的，不严格。下面为非周期函数$f(t)$用$Fourier$积分公式的条件。

Fourier积分定理

若$f(t)$ 在 $(-\infty ,+\infty )$上满足下列条件

1. $f(t)$在任一有限区间上满足$Dirichlet$条件
2. $f(t)$在无限区间$(-\infty ,+\infty )$上绝对可积，$({\int }_{-\infty }^{+\infty }\left|f(t)\right|\mathrm{d}t收敛)$,则有

$$f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )e^{-i\omega \tau }\mathrm{d}\tau \right]e^{i\omega t}\mathrm{d}\omega \text{\hspace{1em}(1.4)}$$
成立，$f(t)$在间断点处，以$\frac{f(t+0)+f(t-0)}{2}$来代替。

Fourier积分公式的三角形式

$$\begin{array}{rl}f(t)& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )e^{-i\omega \tau }\mathrm{d}\tau \right]e^{i\omega t}\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )e^{i\omega (t-\tau )}\mathrm{d}\tau \right]\mathrm{d}\omega \\ & ={\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )\cos \omega (t-\tau )\mathrm{d}\tau +i{\int }_{-\infty }^{+\infty }f(\tau )\sin \omega (t-\tau )\mathrm{d}\tau \right]\mathrm{d}\omega \end{array}$$
而${\int }_{-\infty }^{+\infty }f(\tau )\sin \omega (t-\tau )\mathrm{d}\tau$是$\omega$ 的奇函数，就有
$${\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )\sin \omega (t-\tau )\mathrm{d}\tau \right]\mathrm{d}\omega =0$$
则$f(t)$可表示为

$$f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )\cos \omega (t-\tau )\mathrm{d}\tau \right]\mathrm{d}\omega \text{\hspace{1em}(1.5)}$$

而积分
$${\int }_{-\infty }^{+\infty }f(\tau )\cos \omega (t-\tau )\mathrm{d}\tau$$
是$\omega$的偶函数。$(1.5)$ 又可写为
$$f(t)=\frac{1}{\pi }{\int }_0^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )\cos \omega (t-\tau )\mathrm{d}\tau \right]\mathrm{d}\omega \text{\hspace{1em}(1.6)}$$
$f(t)$为奇函数时
$$f(t)=\frac{2}{\pi }{\int }_0^{+\infty }\left[{\int }_0^{+\infty }f(\tau )\sin \omega \tau \mathrm{d}\tau \right]\sin \omega t\mathrm{d}\omega \text{\hspace{1em}(1.7)}$$
$f(t)$为偶函数时
$$f(t)=\frac{2}{\pi }{\int }_0^{+\infty }\left[{\int }_0^{+\infty }f(\tau )\cos \omega \tau \mathrm{d}\tau \right]\cos \omega t\mathrm{d}\omega \text{\hspace{1em}(1.8)}$$
分别称作$Fourier$正弦积分公式和$Fourier$余弦积分公式

Dirichlet积分

$${\int }_0^{+\infty }\frac{\sin \omega }{\omega }\mathrm{d}\omega =\frac{\pi }{2}$$

1.2 Fourier变换

由$f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }f(\tau )e^{-i\omega \tau }\mathrm{d}\tau \right]e^{i\omega t}\mathrm{d}\omega$出发，有
$$F(\omega )={\int }_{-\infty }^{+\infty }f(t)e^{-i\omega t}\mathrm{d}t\text{\hspace{1em}(1.9)}$$
$$f(t)=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }F(\omega )e^{i\omega t}\mathrm{d}\omega \text{\hspace{1em}(1.10)}$$
$f(x)$与$F(\omega )$通过指定的积分运算可以相互表达，$(1.9)$式叫做$f(t)$的变换式，可记为
$$F(\omega )=\mathcal{F}\left[f(t)\right]$$
$F(\omega )$叫做$f(t)$的象函数，$(1.10)$叫做$F(\omega )$的$Fourier$变换式,记为
$$f(t)={\mathcal{F}}^{-1}[F(\omega )]$$
$f(t)$叫做$F(\omega )$的象原函数。
当$f(t)$为奇函数时，从式$(1.1)$出发，则
$$F_s(\omega )={\int }_0^{+\infty }f(t)\sin \omega t\mathrm{d}t\text{\hspace{1em}(1.11)}$$
叫做$f(t)$的$Fourier$正弦变换式
$$F_s(\omega )={\mathcal{F}}_s\left[f(t)\right]$$
而
$$f(t)=\frac{2}{\pi }{\int }_0^{+\infty }{F}_s(\omega )\sin \omega t\mathrm{d}\omega \text{\hspace{1em}(1.12)}$$
叫做$f(t)$的$Fourier$正弦逆变换式，即
$$f(t)={\mathcal{F}}_s^{-1}\left[F_s(\omega )\right]$$
当$f(t)$为偶函数时
$$F_c(\omega )={\int }_0^{+\infty }f(t)\cos \omega t\mathrm{d}t$$
叫做$f(t)$的$Fourier$余弦变换式

$$F_c(\omega )={\mathcal{F}}_c\left[f(t)\right]$$
而
$$f(t)=\frac{2}{\pi }{\int }_0^{+\infty }{F}_c(\omega )\cos \omega t\mathrm{d}\omega$$
叫做$f(t)$的$Fourier$余弦逆变换式

$$f(t)={\mathcal{F}}_c^{-1}\left[F_c(\omega )\right]$$

1.3 Fourier变换的性质

1. 线性性质
设$F_1(\omega )=\mathcal{F}\left[f_1(t)\right]$，$F_2(\omega )=\mathcal{F}\left[f_2(t)\right]$，$\alpha$和$\beta$是常数，则
$$\mathcal{F}\left[\alpha f_1(t)+\beta f_2(t)\right]=\alpha F_1(\omega )+\beta F_2(\omega )\text{\hspace{1em}(1.13)}$$
证明
$$\begin{array}{rl}\mathcal{F}\left[\alpha f_1(t)+\beta f_2(t)\right]& ={\int }_{-\infty }^{+\infty }\left[\alpha f_1(x)+\beta f_2(x)\right]e^{-i\omega x}\mathrm{b}x\\ & =\alpha {\int }_{-\infty }^{+\infty }{f}_1(x)e^{-i\omega x}\mathrm{d}x+\beta {\int }_{-\infty }^{+\infty }{f}_2(x)e^{-i\omega x}\mathrm{d}x\\ & =\alpha \mathcal{F}\left[f_1(x)\right]+\beta \mathcal{F}\left[f_2(x)\right]\end{array}$$
$Fourier$逆变换也具有类似的线性性质
$${\mathcal{F}}^{-1}\left[\alpha F_1(\omega )+\beta F_2(\omega )\right]=\alpha f_1(t)+\beta f_2(t)\text{\hspace{1em}(1.14)}$$

2. 位移性质
$$\mathcal{F}\left[f(t\pm t_0)\right]=e^{\pm i\omega t_0}\mathcal{F}\left[f(t)\right]\text{\hspace{1em}(1.15)}$$
证明

$$\begin{array}{rl}\mathcal{F}[f(t\pm t_0)]& ={\int }_{-\infty }^{+\infty }f(t\pm t_0)e^{-i\omega t}\mathrm{d}t\\ & ={\int }_{-\infty }^{+\infty }f(u)e^{i\omega (-u\pm t_0)}\mathrm{d}u\\ & =e^{\pm i\omega t_0}{\int }_{-\infty }^{+\infty }f(u)e^{-i\omega u}\mathrm{d}u\\ & =e^{\pm i\omega t_0}\mathcal{F}\left[f(t)\right]\end{array}$$
同样，$Fourier$逆变换亦具有类似的位移性质，即
$${\mathcal{F}}^{-1}\left[F(\omega \mp {\omega }_0)\right]=f(t)e^{\pm i{\omega }_{0}t}\text{\hspace{1em}(1.16)}$$

3. 微分性质

1. 如果$f(t)$在$(-\infty ,+\infty )$上连续或只有有限个可去间断点，且当$|t|\to +\infty$时，$f(t)\to 0$，则
   $$\mathcal{F}\left[f^{\prime }(t)\right]=i\omega \mathcal{F}\left[f(t)\right]\text{\hspace{1em}(1.17)}$$
   证明
   $$\begin{array}{rl}\mathcal{F}\left[f^{\prime }(t)\right]& ={\int }_{-\infty }^{+\infty }{f}^{\prime }(t)e^{-i\omega t}\mathrm{d}t\\ & ={f(t)e^{-i\omega t}|}_{-\infty }^{+\infty }+i\omega {\int }_{-\infty }^{+\infty }f(t)e^{-i\omega t}\mathrm{d}t\\ & =i\omega \mathcal{F}\left[f(t)\right]\end{array}$$
   推论
   若$f^{(k)}(t)$在$(-\infty ,+\infty )$上连续或只有有限个可去间断点，且$\underset{t\to +\infty }{\lim }{f}^{(k)}(t)=0$，$k=0,1,2,\cdots ,n-1$，则有
   $$\mathcal{F}\left[f^{(n)}(t)\right]=(i\omega {)}^n\mathcal{F}\left[f(t)\right]\text{\hspace{1em}(1.18)}$$

2. 设$\mathcal{F}\left[f(t)\right]=F(\omega )$，则
   $$\frac{\mathrm{d}F(\omega )}{\mathrm{d}\omega }=\mathcal{F}\left[-itf(t)\right]\text{\hspace{1em}(1.19)}$$
   证明

$$\begin{array}{rl}\frac{\mathrm{d}}{\mathrm{d}\omega }F(\omega )& =\frac{\mathrm{d}}{\mathrm{d}\omega }{\int }_{-\infty }^{+\infty }f(t)e^{-i\omega t}\mathrm{d}t\\ & ={\int }_{-\infty }^{+\infty }f(t)\frac{\mathrm{d}}{\mathrm{d}\omega }{e}^{-i\omega t}\mathrm{d}t\\ & ={\int }_{-\infty }^{+\infty }-itf(t)e^{-i\omega t}\mathrm{d}t\\ & =\mathcal{F}[-itf(t)]\end{array}$$
一般地，有

$$\frac{{\mathrm{d}}^n}{\mathrm{d}{\omega }^n}F(\omega )=(-i{)}^n\mathcal{F}\left[t^{n}f(t)\right]\text{\hspace{1em}(1.20)}$$

4. 积分性质

如果当$t\to +\infty$时，$g(t)={\int }_{-\infty }^{t}f(t)\mathrm{d}t\to 0$。则
$$\mathcal{F}\left[{\int }_{-\infty }^{t}f(t)\mathrm{d}t\right]=\frac{1}{i\omega }\mathcal{F}\left[f(t)\right]\text{\hspace{1em}(1.21)}$$
证明
因为
$$\frac{\mathrm{d}}{\mathrm{d}t}{\int }_{-\infty }^{t}f(t)\mathrm{d}t=f(t)$$
所以
$$\mathcal{F}\left[\frac{\mathrm{d}}{\mathrm{d}t}{\int }_{-\infty }^{t}f(t)\mathrm{d}t\right]=\mathcal{F}\left[f(t)\right]$$
又根据微分性质
$$\mathcal{F}\left[\frac{\mathrm{d}}{\mathrm{d}t}{\int }_{-\infty }^{t}f(t)\mathrm{d}t\right]=i\omega \mathcal{F}\left[{\int }_{-\infty }^{t}f(t)\mathrm{d}t\right]$$
故

$$\mathcal{F}\left[{\int }_{-\infty }^{t}f(t)\mathrm{d}t\right]=\frac{1}{i\omega }\mathcal{F}\left[f(t)\right]$$

5. 乘积性质

若$F_1(\omega )=\mathcal{F}\left[f_1(t)\right]$，$F_2(\omega )=\mathcal{F}\left[f_2(t)\right]$，则

$$\begin{array}{lc}{\int }_{-\infty }^{+\infty }\overline{f_1(t)}{f}_2(t)\mathrm{d}t& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\overline{F_1(\omega )}{F}_2(\omega )\mathrm{d}\omega \\ {\int }_{-\infty }^{+\infty }{f}_1(t)\overline{f_2(t)}\mathrm{d}t& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_1(\omega )\overline{F_2(\omega )}\mathrm{d}\omega \end{array}\}\text{\hspace{1em}(1.22)}$$
其中$\overline{f_1(t)},\overline{f_2(t)},\overline{F_1(\omega )},$及$\overline{F_2(\omega )}$分别为$f_1(t),f_2(t),F_1(\omega )$及$F_2(\omega )$的共轭函数

$$\begin{array}{rl}{\int }_{-\infty }^{+\infty }\overline{f_1(t)}{f}_2(t)\mathrm{d}t& ={\int }_{-\infty }^{+\infty }\overline{f_1\left(t\right)}\left[\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_2(\omega )e^{i\omega t}\mathrm{d}\omega \right]\mathrm{d}t\\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_2(w)\left[{\int }_{-\infty }^{+\infty }\overline{f_1(t)}{e}^{i\omega t}\mathrm{d}t\right]\mathrm{d}\omega (积分次序变换)\\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_2(\omega )\left[{\int }_{-\infty }^{+\infty }\overline{f_1(t)e^{-i\omega t}}\mathrm{d}t\right]d\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_2(\omega )\left[\overline{{\int }_{-\infty }^{+\infty }{f}_1(t)e^{-iwt}dt}\right]\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\overline{F_1(\omega )}{F}_2(\omega )\mathrm{d}\omega \end{array}$$
同理可证
$${\int }_{-\infty }^{+\infty }{f}_1(t)\overline{f_2(t)}\mathrm{d}t=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_1(\omega )\overline{F_2(\omega )}\mathrm{d}\omega$$
若$f_1(t),f_2(t)$为实函数，则乘积定理结论可写为

$$\begin{array}{rl}{\int }_{-\infty }^{+\infty }{f}_1(t)f_2(t)\mathrm{d}t& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\overline{F_1(\omega )}{F}_2(\omega )\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }{F}_1(\omega )\overline{F_2(\omega )}\mathrm{d}\omega \end{array}\text{\hspace{1em}(1.23)}$$

6. 能量积分($Parseval$等式)

若$F(\omega )=\mathcal{F}\left[f(t)\right]$，则有

$${\int }_{-\infty }^{+\infty }[f(t){]}^2\mathrm{d}t=\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }|F(\omega ){|}^2\mathrm{d}\omega \text{\hspace{1em}(1.24)}$$
设$f_1(t)=f_2(t)=f(t)$，则
$$\begin{array}{rl}{\int }_{-\infty }^{+\infty }[f(t){]}^2\mathrm{d}t& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }F(\omega )\overline{F(\omega )}\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }|F(\omega ){|}^2\mathrm{d}\omega \end{array}$$
注
$${\int }_{-\infty }^{+\infty }\frac{{\sin }^{2}x}{x^2}\mathrm{d}x=\pi$$

1.4卷积与相关函数

1.4.1卷积的概念

若已知函数$f_1(t),f_2(t)$，则积分
$${\int }_{-\infty }^{\infty }{f}_1(\tau )f_2(t-\tau )\mathrm{d}\tau$$
称为函数$f_1(t)$与$f_2(t)$的卷积，记为$f_1(t)\ast f_2(t)$，即
$${\int }_{-\infty }^{\infty }{f}_1(\tau )f_2(t-\tau )\mathrm{d}\tau =f_1(t)\ast f_2(t)\text{\hspace{1em}(1.25)}$$
卷积满足交换律和加法分配律
$$\begin{array}{rl}{f}_1(t)\ast f_2(t)& =f_2(t)\ast f_1(t)\\ f_1(t)\ast \left[f_2(t)+f_3(t)\right]& =f_1(t)\ast f_2(t)+f_1(t)\ast f_3(t)\end{array}$$

1.4.2 卷积定理

假定$f_1(t),f_2(t)$都满足$Fourier$积分定理中的条件，且$\mathcal{F}\left[f_1(t)\right]=F_1(\omega ),\mathcal{F}\left[f_2(t)\right]=F_2(\omega )$，则

$$\begin{array}{lcc}\mathcal{F}& \left[f_1(t)\ast f_2(t)\right]& =F_1(\omega )\cdot F_2(\omega )\\ or& & \\ {\mathcal{F}}^{-1}& \left[F_1(\omega )+F_2(\omega )\right]& =f_1(t)\ast f_2(t)\end{array}\}\text{\hspace{1em}(1.26)}$$
证明
根据$Fourier$变换的定义，有

$$\begin{array}{rl}\mathcal{F}\left[f_1\left(t\right)\ast f_2\left(t\right)\right]& ={\int }_{-\infty }^{+\infty }\left[f_1\left(t\right)\ast f_2\left(t\right)\right]e^{-i\omega t}\text{d}t\\ & ={\int }_{-\infty }^{+\infty }\left[{\int }_{-\infty }^{+\infty }{f}_1\left(\tau \right)f_2\left(t-\tau \right)\text{d}\tau \right]e^{-i\omega t}\text{d}t\\ & ={\int }_{-\infty }^{+\infty }{\int }_{-\infty }^{+\infty }{f}_1\left(\tau \right)e^{-i\omega t}{f}_2\left(t-\tau \right)e^{-i\omega \left(t-\tau \right)}\text{d}\tau \text{d}t\\ & ={\int }_{-\infty }^{+\infty }{f}_1\left(\tau \right){\text{e}}^{-i\omega \tau }\left[{\int }_{-\infty }^{+\infty }{f}_2\left(t-\tau \right)e^{-i\omega \left(t-\tau \right)}\text{d}t\right]\text{d}\tau \\ & =F_1\left(\omega \right)\cdot F_2\left(\omega \right)\end{array}$$
下式不证
$$\mathcal{F}\left[f_1(t)\cdot f_2(t)\right]=\frac{1}{2\pi }{F}_1(\omega )\cdot F_2(\omega )\text{\hspace{1em}(1.27)}$$
推论
若$f_k(t)$满足$Fourier$积分定理中的条件，且$\mathcal{F}\left[f_k(t)\right]=F_k(\omega )(k=1,2,\cdots ,n)$ ，则有

$$\mathcal{F}\left[f_1(t)\ast f_2(t)\ast \cdots \ast f_n(t)\right]=F_1(\omega )\cdot F_2(\omega )\cdot \cdots \cdot F_n(\omega )$$

$$\mathcal{F}\left[f_1(t)\cdot f_2(t)\cdots \cdot f_n(t)\right]=\frac{1}{(2\pi {)}^{n-1}}{F}_1(\omega )\ast F_2(\omega )\ast \cdots \ast F_n(\omega )$$

1.5 δ函数

1.5.1 δ函数的定义

$$\delta \left(x-x_0\right)=\{\begin{array}{ll}0& \left(x\ne x_0\right)\\ \infty & \left(x=x_0\right)\end{array}\text{\hspace{1em}(1.28)}$$

$${\int }_{-\infty }^{\infty }\delta \left(x-x_0\right)\mathrm{d}x=1\text{\hspace{1em}(1.29)}$$

1.5.2 δ函数性质

1）
$${\int }_{-\infty }^{+\infty }\delta \left(x-x_0\right)f(x)\mathrm{d}x=f\left(x_0\right)\text{\hspace{1em}(1.30)}$$
证明

$$\begin{array}{rl}{\int }_{-\infty }^{\infty }f(x)\delta \left(x-x_0\right)\mathrm{d}x& ={\int }_{x_0-\epsilon }^{x_0+\epsilon }f(x)\delta \left(x-x_0\right)\mathrm{d}x\\ & =f\left(x_0\right){\int }_{x_0-\epsilon }^{x_0+\epsilon }\delta \left(x-x_0\right)\mathrm{d}x\\ & =f\left(x_0\right)\end{array}$$
2) $\delta$函数是偶函数
证明
设$f_1(x)=\delta (x-x_1),f_2(x)=\delta (x-x_2)$，作积分${\int }_{-\infty }^{+\infty }{f}_1(x)f_2(x)\mathrm{d}x$
$${\int }_{-\infty }^{+\infty }{f}_1(x)f_2(x)\mathrm{d}x={\int }_{-\infty }^{+\infty }\delta (x-x_1)f_2(x)\mathrm{d}x=f_2(x_1)=\delta (x_1-x_2)\text{\hspace{1em}(1.31 a)}$$

$${\int }_{-\infty }^{+\infty }{f}_1(x)f_2(x)\mathrm{d}x={\int }_{-\infty }^{+\infty }{f}_1(x)\delta (x-x_2)\mathrm{d}x=f_1(x_2)=\delta (x_2-x_1)\text{\hspace{1em}(1.31 b)}$$

式$(1.31)$的两式相等，故
$$\delta (x_1-x_2)=\delta (x_2-x_1)\text{\hspace{1em}(1.32)}$$
若$x_1-x_2=x$，则
$$\delta (-x)=\delta (x)\text{\hspace{1em}(1.33)}$$
所以$\delta$是偶函数。
3) 若$f(t)$有无穷次可微的函数，则有
$${\int }_{-\infty }^{+\infty }{\delta }^{\prime }(t)f(t)\mathrm{d}t=-f^{\prime }(0)\text{\hspace{1em}(1.34)}$$
一般地，有

$${\int }_{-\infty }^{+\infty }{\delta }^{(n)}(t)f(t)\mathrm{d}t=(-1{)}^n{f}^{(n)}(0)$$
4)

$${\int }_{-\infty }^t\delta (\tau )\mathrm{d}\tau =u(t),\frac{\mathrm{d}}{\mathrm{d}t}u(t)=\delta (t)\text{\hspace{1em}(1.35)}$$
其中$u(t)=\{\begin{array}{l}0t<0\\ 1t>0\end{array}$，称为单位阶跃函数。

设$\varphi (x)$是一个任意的连续函数，我们有

$$\begin{array}{rl}{\int }_{-\infty }^{+\infty }\varphi (x)\frac{\mathrm{d}u(x)}{\mathrm{d}x}\mathrm{d}x& ={\int }_{-\infty }^{+\infty }\varphi (x)\mathrm{d}u(x)\\ & ={\varphi (x)u(x)|}_{-\infty }^{+\infty }-{\int }_{-\infty }^{+\infty }u(x)\mathrm{d}\varphi (x)\\ & =\varphi (+\infty )-{\int }_0^{+\infty }\mathrm{d}\varphi (x)\\ & =\varphi (+\infty )-[\varphi (+\infty )-\varphi (0)]=\varphi (0)\end{array}$$
另一方面
$${\int }_{-\infty }^{+\infty }\varphi (x)\delta (x)\mathrm{d}x=\varphi (0)$$
所以
$${\int }_{-\infty }^{+\infty }\varphi (x)\frac{\mathrm{d}u(x)}{\mathrm{d}x}\mathrm{d}x={\int }_{-\infty }^{+\infty }\varphi (x)\delta (x)\mathrm{d}x$$
$${\int }_{-\infty }^{+\infty }\varphi (x)\left[\frac{\mathrm{d}u(x)}{\mathrm{d}x}-\delta (x)\right]\mathrm{d}x=0$$
由于$\varphi (x)$是任意的，所以
$$\frac{\mathrm{d}u(x)}{\mathrm{d}x}=\delta (x)$$

1.6 Fourier变换应用

1.6.1 微分、积分方程的Fourier变换解法

根据$Fourier$变换的线性性质，微分性质和积分性质，对欲求解的方程两端取$Fourier$变换将其转化为象函数的代数方程，由这个代数方程求出象函数，然后再取$Fourier$逆变换，就得出原来方程的解。

例1

求解积分方程
$$g(t)=h(t)+{\int }_{-\infty }^{+\infty }f(\tau )g(t-\tau )\mathrm{d}\tau$$
其中$h(t),f(t)$为已知函数，且$g(t),h(t)$和$f(t)$的$Fourier$变换都存在
解
设$\mathcal{F}\left[g(t)\right]=G(\omega ),\mathcal{F}\left[h(t)\right]=H(\omega )$和$\mathcal{F}\left[f(t)\right]=F(\omega )$。

$$\begin{array}{rl}G(\omega )& =H(\omega )+F(\omega )\cdot G(\omega )\\ G(\omega )& =\frac{H(\omega )}{1-F(\omega )}\\ {\mathcal{F}}^{-1}\left[G(\omega )\right]& =\frac{1}{2\pi }{\int }_{-\infty }^{\infty }G(\omega )e^{i\omega t}\mathrm{d}\omega \\ g(t)& =\frac{1}{2\pi }{\int }_{-\infty }^{\infty }\frac{H(\omega )}{1-F(\omega )}{e}^{i\omega t}\mathrm{d}\omega \end{array}$$

例2

求常系数非齐次线性微分方程

$$\frac{{\mathrm{d}}^2}{\mathrm{d}{t}^2}y(t)-y(t)=-f(t)$$
的解，其中$f(t)$为已知函数
解
设$\mathcal{F}\left[y(t)\right]=Y(\omega ),\mathcal{F}\left[f(t)\right]=F(\omega )$

$$\begin{array}{rl}(i\omega {)}^{2}Y(\omega )-Y(\omega )& =-F(\omega )\\ Y(\omega )& =\frac{1}{1+{\omega }^2}F(\omega )\\ y(t)& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }Y(\omega )e^{i\omega t}\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }\frac{1}{1+{\omega }^2}F(\omega )e^{i\omega t}\mathrm{d}\omega \\ & =f(t)\ast \left(\frac{1}{2}{e}^{-|t|}\right)\\ & =\frac{1}{2}{\int }_{-\infty }^{+\infty }f(\tau )e^{-|t-\tau |}\mathrm{d}\tau \end{array}$$

例3

求微分积分方程
$$a{x}^{\prime }(t)+b(x)+c{\int }_{-\infty }^{t}x(t)\mathrm{d}t=h(t)$$
的解，其中$-\infty <t<+\infty ,a,b,c$ 均为常数。
解
根据$Fourier$变换的线性性质、微分性质和积分性质，且记
$$\mathcal{F}\left[x(t)\right]=X(\omega ),\mathcal{F}\left[h(t)\right]=H(\omega )$$
对上述方程两端取$Fourier$变换，可得

$$\begin{array}{rl}ai\omega X(w)+bX(\omega )+\frac{c}{i\omega }X(\omega )& =H(\omega )\\ X(\omega )& =\frac{H(\omega )}{b+i\left(a\omega -\frac{c}{\omega }\right)}\end{array}$$
由上式的$Fourier$逆变换为

$$\begin{array}{rl}x(t)& =\frac{1}{2\pi }{\int }_{-\infty }^{+\infty }X(\omega )e^{i\omega t}\mathrm{d}\omega \\ & =\frac{1}{2\pi }{\int }_{\infty }^{+\infty }\frac{H(\omega )}{b+i\left(a\omega -\frac{c}{\omega }\right)}{e}^{i\omega t}\mathrm{d}w\end{array}$$

1.6.2 偏微分方程的Fourier变换解法

对于$u=u(t)$及其偏导数$\frac{\partial u}{\partial x},\frac{{\partial }^{2}u}{\partial x^2}$作为$x$的一元函数取$Fourier$变换时都满足$Fourier$变换中的微分性质的条件，$\frac{\partial u}{\partial t},\frac{{\partial }^{2}u}{\partial t^2}$关于$t$取$Fourier$变换时允许(偏)导数运算与积分运算交换次序，即

$$\begin{array}{rl}\mathcal{F}\left[\frac{\partial u}{\partial t}\right]& ={\int }_{-\infty }^{+\infty }\frac{\partial u}{\partial t}{e}^{-i\omega t}\mathrm{d}t\\ & =\frac{\partial }{\partial t}{\int }_{-\infty }^{+\infty }u(x,t)e^{-i\omega x}\mathrm{d}x\\ & =\frac{\partial }{\partial t}\mathcal{F}[u(x,t)]\end{array}$$
同理
$$\mathcal{F}\left[\frac{{\partial }^{2}u}{\partial t^2}\right]=\frac{{\partial }^2}{\partial t^2}\mathcal{F}[x(u,t)]$$