Rewriting kernel using Fourier transform

fourier transform

Show (using the Fourier transform) that
$$
K(u) = \frac{1}{2} \exp \left(- \frac{|u|}{\sqrt{2}} \right) \sin \left(\frac{|u|}{\sqrt{2}} + \frac{\pi}{4} \right)
$$

can also be written
$$
K(u) = \int_{-\infty}^\infty \frac{\cos(2\pi t u)}{1+(2\pi t)^4} \, \mathrm{d}t.
$$

I have no idea how to proceed. Any thoughts or hints?

EDIT:

I've accepted Mark Viola's answer since it was very helpful and, I assume, even more so if you're familiar with complex integrals. I ended up using a different approach myself though:

Noting that $K$ is symmetric, the Fourier transform can be written
$$
\mathcal{F}(K) = \int K(u) \cos(u \omega) \, \mathrm{d}u .
$$

Using symmetry of $K(u)\cos(u\omega)$ and the product-to-sum trigonometric identity: $2\sin x \cos y = \sin( x+y )+ \sin (x-y)$, we get
$$
\mathcal{F}(K) = \frac{1}{2} \int_0^\infty \exp \left(-\frac{u}{\sqrt{2}} \right) \sin \left( \left[ \frac{1}{\sqrt{2}} + \omega \right] u + \frac{\pi}{4} \right)\, \mathrm{d}u \\
+ \frac{1}{2} \int_0^\infty \exp \left(-\frac{u}{\sqrt{2}} \right) \sin \left( \left[ \frac{1}{\sqrt{2}} – \omega \right] u + \frac{\pi}{4} \right)\, \mathrm{d}u .
$$

Using the integral formula, derived by change-of-variables and partial integration,
$$
\int_0^\infty \exp(-ax)\sin(bx+c) \, \mathrm{d}x = \frac{\cos(c)b+\sin(c)a}{a^2+b^2}
$$

we get that
$$
\mathcal{F}(K) = \frac{1}{1+\omega^4}.
$$

Now applying the inverse Fourier transform yields the desired result.

Best Answer

HINT:

Note from even symmetry that $K(u)$ is the Fourier Transform of $\frac1{1+(2\pi t)^4}$ with Fourier kernel $e^{i(2\pi u)t}$. That is to say that

$$\int_{-\infty}^\infty \frac{\cos(2\pi ut)}{1+(2\pi t)^4}\,dt=\int_{-\infty}^\infty \frac{e^{i2\pi ut}}{1+(2\pi t)^4}\,dt$$

Now, determine the inverse Fourier Transform of $K(u)=\frac12 e^{-|u|/\sqrt 2}\sin\left(\frac{|u|}{\sqrt 2} +\frac\pi4\right)$.

Can you proceed now?

Related Question