This covers all transformations of functions by integrals, including but not limited to the Radon, X-Ray, Hilbert, Mellin transforms. Use (wavelet-transform), (laplace-transform) for those respective transforms, and use (fourier-analysis) for questions about the Fourier and Fourier-sine/cosine ...

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53
votes
6answers
9k views

Connection between Fourier transform and Taylor series

Both Fourier transform and Taylor series are means to represent functions in a different form. My question: What is the connection between these two? Is there a way to get from one to the other (and ...
6
votes
1answer
2k views

Fourier transform of $\text{sinc}^3 {\pi t}$

$$f(t)=\frac{\sin^3(\pi t)}{(\pi t)^3}$$ I want to calculate the Fourier transform. I can't calculate this integral: $$\int_0^\infty\frac{\sin^3(\pi t)}{(\pi t)^3}\cos(ut)\,\mathrm{d}t$$
3
votes
2answers
432 views

Series of nested integrals

I'm trying to calculate the following series of nested integrals with $\varepsilon(t)$ being a real function. $$\sigma = 1 + \int_{t_0}^t\mathrm dt_1 \, \varepsilon(t_1) + \int_{t_0}^t\mathrm dt_1 ...
6
votes
1answer
1k views

Bessel function integral and Mellin transform

Gradshteyn&Ryzhik 6.635.3 provides the following integral, with the usual constraints on $\nu,\alpha,\beta$, $$\int\limits_0^\infty \exp\left(-\frac{\alpha}{x}-\beta x\right)J_\nu(\gamma ...
3
votes
0answers
64 views

Uniqueness for Integral Transform

What can be said about the uniqueness of the following integral transformation: $ (Tf)(u) = \int_0^{\infty} f(t)G(tu)dt$ defined for all $u\geq 0$, where the kernel $G(z) \in [0,1]$ for all ...
1
vote
1answer
406 views

fancy about inverse discrete Fourier sine and cosine transform (i.e. Fourier sine and cosine series)

In order to find $f(x)$ so that $F(u)=\sum\limits_{x=0}^\infty f(x)\sin\dfrac{\pi ux}{L}$ and $F(u)=\sum\limits_{x=0}^\infty f(x)\cos\dfrac{\pi ux}{L}$ , we can borrow the idea from Fourier sine ...
5
votes
1answer
312 views

Multiple Fourier Integrals involving Heaviside Theta Function

I want to evaluate the integral: $$I=\int_{-\infty}^{\infty}dx_1 \int_{-\infty}^{\infty}dx_2 \ \Theta(x_1-x_2) \ e^{i(ax_1+bx_2)}$$ where $\Theta(x)$ is the Heaviside function. What I was doing now ...
3
votes
1answer
2k views

Fourier transform of $\log x$ $ |x|^{s} $ and $\log|x| $

Can anyone provide or give an expression in the sense of distribution theory for the functions $|x|^{s} , \log|x| $? I mean I would like to evaluate the Fourier transform $ ...
21
votes
1answer
2k views

Does a Fourier transformation on a (pseudo-)Riemannian manifold make sense?

the Fourier transformation of a scalar function with respect to one variable might be defined as $\mathcal{F}\left[w\right](\omega )\equiv ...
46
votes
3answers
1k views

Laplace, Legendre, Fourier, Hankel, Mellin, Hilbert, Borel, Z…: unified treatment of transforms?

I understand "transform methods" as recipes, but beyond this they are a big mystery to me. There are two aspects of them I find bewildering. One is the sheer multiplicity of such transforms. Is ...
20
votes
7answers
16k views

Laplace transformations for dummies

Is there a simple explanation of what the Laplace transformation do exactly and how they work? Reading my math book has left me in a foggy haze of proofs that I don't completely understand. I'm ...
27
votes
2answers
4k views

Why do engineers use the Z-transform and mathematicians use generating functions?

For a (complex valued) sequence $(a_n)_{n\in\mathbb{N}}$ there is the associated generating function $$ f(z) = \sum_{n=0}^\infty a_nz^n$$ and the $z$-Transform $$ Z(a)(z) = \sum_{n=0}^\infty ...
15
votes
1answer
479 views

Is Fourier transform characterized by its diagonalization properties?

Let us fix the following convention for the Fourier transform in $L^1(\mathbb{R})$ space: $$\hat{f}(\xi)=\int_{-\infty}^\infty f(x)\, e^{-2\pi i x\xi}\, dx.$$ We then have the following properties: ...
8
votes
2answers
560 views

Fourier series is to Fourier transform what Laurent series is to …?

Since the coefficients $$a_k = \frac1{2\pi i}\oint_C\frac{f(z)}{(z-c)^{k+1}}\,dz$$ for the Laurent series $$f(z)\Big|_{r\le|z|\le R} = \sum_{k=-\infty}^{\infty}a_k\cdot(z-c)^k $$ of a function ...
7
votes
2answers
287 views

An alternating series identity with a hidden hyperbolic tangent

How does one use the inverse Mellin transform to prove that the following identity holds? $$\sum_{n=1}^{\infty}\frac{(-1)^n}{n(e^{n\pi} + 1)} = \frac{1}{8}(\pi - 5\log(2))$$ The identity follows ...
4
votes
0answers
9k views

Relationship Between The Z-Transform And The Laplace Transform

Below I've quoted Wikipedia's entry that relates the Z-Transform to the Laplace Transform. The part I don't understand is $z \ \stackrel{\mathrm{def}}{=}\ e^{s T}$; I thought $z$ was actually an ...
6
votes
1answer
163 views

How fast does the function $\displaystyle f(x)=\lim_{\epsilon\to0}\int_\epsilon^{\infty} \dfrac{e^{xt}}{t^t} \, dt $ grow?

Let $x$ be a positive real number and $f(x):=\lim_{\epsilon\to0}\int_\epsilon^{\infty} \dfrac{e^{xt}}{t^t} \, dt $. How fast does this function grow ? In other words can we find a good asymptote for ...
6
votes
1answer
370 views

Qualitative interpretation of Hilbert transform

the well-known Kramers-Kronig relations state that for a function satisfying certain conditions, its imaginary part is the Hilbert transform of its real part. This often comes up in physics, where ...
5
votes
1answer
1k views

Hilbert transform and Fourier transform

Assume the following relationship between the Hilbert and Fourier transforms: $$ \mathcal{H}(f) = {\mathcal{F}^{-1}}(-i ~ \text{sgn}(\cdot) \cdot \mathcal{F}(f)), $$ where $ \displaystyle ...
0
votes
1answer
1k views

Inverse of Laplace transform

There is a very simple expression for the inverse of Fourier transform. What is the easiest known expression for the inverse Laplace transform? Moreover, what is the easiest way to prove it?
4
votes
1answer
130 views

An inequality involving arctan of complex argument

I have the following conjecture: \begin{equation} \text{Re}\left[(1+\text{i}y)\arctan\left(\frac{t}{1+\text{i}y}\right)\right] \ge \arctan(t), \qquad \forall y,t\ge0. \end{equation} Which seems to be ...
4
votes
2answers
2k views

Solving an initial value ODE problem using fourier transform

I am a physics undergrad and studying some transform methods. The question is as follows: $y^{\prime \prime} - 2 y^{\prime}+y=\cos{x}\,\,\,\,y(0)=y^{\prime}(0)=0\,\,\, x>0$ I am having some ...
4
votes
1answer
4k views

What exactly is the Probability Integral Transform?

I've been going back over my notes from Stats class and came across the Probability Integral Transform. From my limited understanding, the basic idea is that from a cdf in terms of one variable, can ...
3
votes
1answer
33 views

Prove that the Laplace transform of $I_0\left(2\sqrt t\right)$ is $\exp\left(1/s\right)/s$

Wolfram Alpha gave me the answer to this, but unfortunately Wolfram Alpha doesn't show its work, I can't find a proof anywhere else, and my feeble attempts to show it myself went nowhere. How can it ...
2
votes
1answer
1k views

Evaluating improper integrals using laplace transform

I want to calculate the following improper integral using Laplace and transforms (and laplace transforms only). $$\int_0^{\infty} x e^{-3x} \sin{x}\, dx$$ I propose the following method. I plan to ...
1
vote
1answer
72 views

Example for finite dimensional analog of integral transforms

I understand that integral transforms are generalisations of the dot product of functions that could be interpreted as infinite dimensional vectors. The most significant advantage then is that ...
4
votes
2answers
190 views

Why does it seem I can't apply the Radon transform to the Helmholtz equation?

Say we a function $u$ and a bounded region $\Omega \subset \mathbb{R}^2$, such that $(\Delta+\lambda)u = 0$ everywhere, and $u=0$ on the boundary. We extend it to the entire plane by defining $u=0$ ...
3
votes
1answer
169 views

Contradiction in inverse Laplace transform problem with Mellin's inverse formula?

Let say we have to solve a given differential equation $$ty''+y'+ty=0$$ $$y(0)=1,\ y'(0)=0$$ (which is Bessel equation with the solution $y=J_0 (t)$, of course) with the Laplace transform. Then we ...
3
votes
0answers
44 views

fancy about some properties of kernel functions at infinity

Consider the two common types of kernel functions $\sum\limits_{t=a}^bf(t)K(x,t)$ and $\int_a^bf(t)K(x,t)~dt$ , prove whether the following properties are correct or not: $1.$ If $K(x,t)$ is bounded ...
2
votes
2answers
1k views

2 dimensional Fourier transform integral

I'm trying to calculate the 2D fourier transform of this function: $$\frac{1}{(x^2+y^2+z^2)^{3/2}}$$ I only want to do the fourier transform for x and y (and leave z as it is). So far, I've tried ...
1
vote
2answers
221 views

calculate $\int_{-\infty}^{+\infty} \cos(at) e^{-bt^2} dt$

Could someone please help me to calculate the integral of: $$\int_{-\infty}^{+\infty} \cos (at) e^{-bt^2} dt.$$ a and b both real, b>0. I have tried integration by parts, but I can't seem to ...
0
votes
1answer
78 views

PDEs for string deflection.

Okay, I have to find $u(x,t)$ for the string of length $L=\pi$ when $c^2=1$. I know: $$\text{wave equation}: \frac{\partial^2 u}{\partial t^2} = c^2 \frac{\partial^2 u}{\partial x^2}$$ $$u(x,0)=\frac ...
0
votes
1answer
46 views

Help me to understand the Gaussian blurring

Here is an unknown luminosity function $f(x,y)$ and its integration results: $$p_{i,j}= \frac{\iint\limits_{D_{i,j}} \! f(x,y) \, dx \, dy}{\iint\limits_{D_{i,j}} \,dx\,dy}$$ I need to express the ...
0
votes
2answers
161 views

Fourier transform in $\mathbb R^3$

I try to show that $$ \int\limits_{R^3} \frac{e^{i\xi x} d\xi}{\xi^2 - k^2 - i0} = e^{ikx} \int\limits_{R^3} \frac{e^{i\xi x}d\xi}{\xi^2 + 2(k + i0\frac{k}{|k|})\xi}, \;\;\; k,x \in \mathbb R^3 $$ ...