I'm having trouble on how I should work with this particular Fourier transform:
$$ g(t)= \begin{cases} 1-|t| & |t|\leq1,\\ ~~~~0 &\text{everywhere else} \end{cases} $$
I understand the integral notation, but I can't seem to reason that any of the Fourier pairs known to me can be used to simplify it.
Thank you in advance!
Let $f$ denote the characteristic function of the interval $[-1/2, 1/2]$. You can easily check that $g$ is the convolution of $f$ with itself: $$g(x) = \int_{-1/2}^{1/2}f(y)f(x-y)\ dy = \int_{-1/2}^{1/2}f(x-y)\ dy$$ Consequently, the Fourier transform of $g$ is the product of the Fourier transform of $f$ with itself: $$\mathcal Fg = (\mathcal Ff)^2$$ It is straightforward to compute $\mathcal Ff$: $$\begin{aligned} \mathcal Ff(u) &= \int_{-1/2}^{1/2}f(x)e^{-iux}\ dx \\ &= \int_{-1/2}^{1/2}e^{-iux}\ dx \\ &= \frac{1}{-iu}(e^{-iu/2} - e^{iu/2}) \\ &= \frac{-2i\sin(u/2)}{-iu} \\ &= \frac{\sin(u/2)}{u/2} \end{aligned}$$ Consequently, $$\mathcal Fg(u) = (\mathcal Ff(u))^2 = \left(\frac{\sin(u/2)}{u/2}\right)^2$$
Alternatively, you can calculate the Fourier transform directly: $$\begin{aligned} \mathcal Fg(u) &= \int_{-1}^{1}g(x) e^{-iux}\ dx \\ &= \int_{-1}^{1}g(x)\cos(ux)\ dx \qquad \text{since $g\cdot \sin$ is odd} \\ &= 2\int_0^{1}g(x)\cos(ux)\ dx \qquad \text{since $g\cdot \cos$ is even} \\ &= 2\int_0^1(1-x)\cos(ux)\ dx \\ &= 2\int_0^1\cos(ux)\ dx - 2\int_0^1 x\cos(ux)\ dx \\ \end{aligned}$$ The first integral is easy: $$2\int_0^1\cos(ux)\ dx = \frac{2}{u}(\sin(u) - \sin(0)) = \frac{2\sin(u)}{u}$$ The second integral can be evaluated using integration by parts to yield $$2\int_0^1x\cos(ux)\ dx = \frac{2(u\sin(u)+\cos(u)-1)}{u^2}$$ Therefore, $$\begin{aligned} \mathcal Fg(u) &= \frac{2\sin(u)}{u} - \frac{2(u\sin(u)+\cos(u)-1)}{u^2} \\ &= \frac{2(1 - \cos(u))}{u^2} \\ &= \frac{2(2\sin^2(u/2))}{u^2} \\ &= \frac{\sin^2(u/2)}{(u/2)^2} \\ &= \left(\frac{\sin(u/2)}{u/2}\right)^2 \end{aligned}$$ The first proof is quite a bit less work! Exploit properties such as convolution $\mapsto$ product when you can.