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41 votes
6 answers
87k views

Fourier vs Laplace transforms

In solving a linear system, when would I use a Fourier transform versus a Laplace transform? I am not a mathematician, so the little intuition I have tells me that it could be related to the boundary ...
pirata's user avatar
  • 411
32 votes
8 answers
4k views

Motivation and physical interpretation of the Laplace transform

Concerning the one-sided Laplace transform, $$\mathcal{L}\{f\}(s) = \int_0^\infty f(t)e^{-st} dt$$ what is a motivation to come up with that formula? I am particularly interested in "physical&...
AlpinistKitten's user avatar
23 votes
0 answers
1k views

Laplace Transform in the context of Gelfand/Pontryagin

Questions: Is there a class of objects (presumably related to locally compact abelian groups) for which the quasi-characters canonically generalize the Laplace transform? If not, is there a ...
Greg Zitelli's user avatar
  • 1,124
11 votes
3 answers
1k views

What is the intuition behind applying the Mellin Transform to prime distribution?

I am an undergraduate student writing an expository thesis on the complex-analytic proof of the Prime Number Theorem. I understand that applying the Mellin Transform to the partial sum of the van ...
onionbread's user avatar
7 votes
1 answer
1k views

Where does the Laplace transform come from?

The Gelfand transform on the commutative Banach *-algebra $L^1(\mathbb{R})$ is just the Fourier transform. Q. What can we say concerning the Laplace transform?
ABB's user avatar
  • 4,058
6 votes
2 answers
336 views

On frequency decay of an integral transform of a function

Suppose $f \in C^{\infty}_c((-1,1))$ and assume that there exists constants $a,b>0$ such that $$ \bigg|\int_{\mathbb R} f(t) \,e^{\tau t^2+i\tau t}\,dt\bigg| \leq a\,e^{-b|\tau|},$$ for all $\tau \...
Ali's user avatar
  • 4,143
3 votes
0 answers
144 views

Minimizing vertical integral of a Mellin transform

Let $\eta:[0,\infty)\to [0,\infty)$ satisfy $\eta(0)=1$ and $\int_0^\infty \eta(x) dx = 1$ (say). Write $M\eta$ for the Mellin transform of $\eta$. Let $\epsilon>0$ be small. What is the choice of $...
H A Helfgott's user avatar
  • 20.2k
3 votes
0 answers
140 views

Decay of Laplace (or Mellin) transform beyond region of convergence?

Let $f:[0,\infty)\to \mathbb{R}$ be a piecewise differentiable function with $f(0)=0$ and $f'(t)$ of bounded variation. Its Laplace transform $\mathcal{L}f$ converges for $\Re s > 0$. Assume it can ...
H A Helfgott's user avatar
  • 20.2k
2 votes
1 answer
190 views

Can Mellin transform be applied in this function? What's the result?

$$f(x) = \mathop {\lim }\limits_{T \to \infty } {i}\int_{-1/2-i\,T}^{-1/2+i\,T} \frac{(x-1)^{s}}{2^{s+1}}\,\frac{1}{sin(\pi*s)\,}\,\frac{ds}{s}$$
Dimitris Valianatos's user avatar
2 votes
0 answers
106 views

Evaluate action of $f(\frac{d}{dx})$ using the Fourier/Laplace transform

Consider a function $f(x)$ that is numerically defined in $-1 \leq x \leq 1$ interval (assume $N$ samples). I am trying to compute the action of $f(d/dx)$ on a function $g(x)$ using the Fourier ...
Mirar's user avatar
  • 350
1 vote
1 answer
116 views

Examining the Hilbert transform of functions over the positive real line

$\DeclareMathOperator\supp{supp}$Let $H:L^{2}(\mathbb{R})\to L^{2}(\mathbb{R})$ be the Hilbert transform. Let suppose we have a compaclty supported function $f \in L^{2}(\mathbb{R})$ such that $\supp(...
Gabriel Palau's user avatar
1 vote
0 answers
202 views

Discretizing a differential operator which is a function of the derivative operator

Assume that $p(x)$ and $f(x)$ are sufficiently smooth functions and $D\equiv \frac{d}{dx}$. My question is concerned with the discretization of $p(x+D)f(x)$. As an example, let $p(x)=x^{2}+2x$. Then ...
Mirar's user avatar
  • 350
1 vote
0 answers
38 views

Solving an equation containing Laplace transform

Consider the equation \begin{equation} \frac{f(p)}{f(s_{1})}\mathcal{L}(y)(s_{1})+\frac{g(p)}{g(s_{2})}\mathcal{L}% (y)(s_{2})=\mathcal{L(}y)\mathbf{(}p), \end{equation} where $\mathcal{L}$ is the ...
Goga's user avatar
  • 47
1 vote
0 answers
96 views

Is harmonic mean of linear functions a Bernstein function?

According to some experiments I've been running, for any $n$ and non-negative $a_1, a_2, \ldots a_n$, the following function: $f(t) = \frac{n}{\sum_{i=1}^n 1/(a_i+t)}$ is a Bernstein function, ...
Timothy Chu's user avatar
1 vote
0 answers
100 views

Expressing 1-e^{-z} as a Fourier integral

According to the theory of screw functions and screw lines by John Von Neumann and Issai Schoenberg (see here), any function $F:\mathbb{R} \rightarrow \mathbb{R}$ such that $F(|x_i - x_j|) = \|f(x_i)-...
Timothy Chu's user avatar
1 vote
0 answers
233 views

Mellin transform of time-shifted function

The Mellin transform of a function $f(x)$ can be written as $$ \mathcal M[f(x);z]=\int_0^\infty f(x)x^{z-1} dx $$ Is there a simple expression for the Mellin transform of the function $f(x-x_0)$? ...
aslan's user avatar
  • 385
0 votes
1 answer
227 views

Laplace transform injectivity for different values of $p$

Let $y\in L^{2}(0,1)$ and let $\widetilde{y}$ be its extension on $(0,\infty ).$ Assume that there exist $p_{0},p_{1}\in %TCIMACRO{\U{2102} }% %BeginExpansion \mathbb{C} %EndExpansion ,$ $p_{0}\neq ...
Gustave's user avatar
  • 617