Paper 4, Section I, E

Further Complex Methods
Part II, 2020

The Hilbert transform of a function f(x)f(x) is defined by

H(f)(y):=1πP+f(x)yxdx\mathcal{H}(f)(y):=\frac{1}{\pi} \mathcal{P} \int_{-\infty}^{+\infty} \frac{f(x)}{y-x} d x

Calculate the Hilbert transform of f(x)=cosωxf(x)=\cos \omega x, where ω\omega is a non-zero real constant.