Integral transforms

A function g(y) of a variable y (which may be complex) is called the integral transform of a function f(x) with respect to a kernel K(x, y) when $$g(y) = \int\limits_a^b {K(x,y)f(x)} dx.$$.

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Literature

5nz=tanhz cnz=dnz=sechz

+ e1 + 3e1 cosech [z(3e1f"21] •

P(z) =

K=oo

(nK)

1

q=l. e1=e2=-Tea'

1 Ii k'-2 exp -]{' = 16 k~

g2

=

3e;, ga = e:.

Literature BELLMAN, R.: A brief introduction to theta functions. New York: Holt, Rinehart and Winston 1961. BYRD, P., and M. FRIEDMAN: Handbook of elliptic integrals for engineers and physicists: BerlinjGottingenjHeidelberg: Springer 1954. ERDELYI, A.: Higher transcendental functions, Vol. 2. New York: Mc-GrawHill 1953. HANCOCK, H.: Theory of elliptic functions. New York: Dover 1958. - Elliptic integrals. New York: Wiley 1917. JAHNKE, E., F. EMDE and F. LOESCH: Tables of higher functions. New York: M:cGraw-Hill1960. MILNE-THOMSON, L. M.: Jacobian elliptic function tables. New York: Dover 1950. MACRoBERT, T. M.: Functions of a complex variable. London: MacMillan 1958. NEVILLE, E. H.: Jacobian elliptic functions. Oxford 1951. OBERHETTINGER, F., and W. MAGNUS: Anwendung der elliptischen Funktionen in Physik und Technik. BerlinjGottingenjHeidelberg: Springer 1949. SCHULER, M., und H. GEBELEIN: Five place tables of elliptic functions. BerlinjGottingenjHeidelberg: Springer 1955. TRICOMI, F.: Elliptische Funktionen. BerlinjGottingen/Heidelberg: Springer 1948. WHITTAKER, E. T., and G. N. WATSON: A course of modern analysis. Cambridge 1944.

Chapter XI

XI. Integral transforms A function g(y) of a variable y (which may be complex) is called the integral transform of a function t (x) with respect to a kernel K (x, y) when g(y) =

f

a

b

K(x. y) t(x) dx.

W. Magnus et al., Formulas and Theorems for the Special Functions of Mathematical Physics © Springer-Verlag Berlin Heidelberg 1966

396

XI. Integral transforms

The kernel functions K (x, y) and the limits a, b of the interval considered here are the following most frequently encountered in applications. a

0

I

b

1

00

---0

00

(n-2 f cos (xy)

Fourier cosine

1

Fourier sine

2

(2 ;Tt) -"2 eixy

exponential Fourier

3

e- Xy

One sided Laplace

4

e- XY

Two sided Laplace

5

x y- 1

Mellin

6

2 I

(!? sin

----

00

00

00

00

---0 00 --

(xy)

I

---00 0 --

Type of transform

K(x. y)

I

0

00

(xy)"2 J~ (xy)

Hankel

00 0 - -- -

1

00

Kix(Y)

Lebedev

\l! -..!..+jx(y)

Mehler

\l!~..!.. +ix (y)

generalised Mehler

-10

e-h(x-y)'

Gauss (or Weierstrass)

11

2

- -- 1

00

-=-:~I

7

-8 -9

--

2

These transform types listed before admit (under certain conditions) explicit inversion formulas: 1. Fourier cosine transform 1

i

g(y} =

(!)"2

t(x} =

2 ..!.. (n-)2 !

00

t(x) cos (xy) dx, g(y) cos (xy) dy.

XI. Integral transforms 2. Fourier sine transform

(2).!.. j

00

I(x) sin (xy) dx,

(2).!.. j

00

g(y) sin (xy) dy.

g(y) = -;; I(x) = -;;

2

2

3. Exponential Fourier transform 1

2n/

1\g(y) = (

f

I(x) i

j

g(y)

00

1Pl

dx,

-00

nr

1

I(x) = (21 2

-00

e-''"'' dy.

4. One sided Laplace transformation

g(y) =

00

f

o

I(x) e-'"" dx,

1

cHoo

I(x) = -nz 2. f . g(y) e'"" dy. C-tOO 5. Two sided Laplace transform 00

f

g(y) =

I(x) e-'"" dx,

-00

1

I(x) = -n~ 2.

c+.oo

f.

g(y) e'