Questions tagged [integral-transforms]
For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.
325 questions
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Range of (dual) Radon transform on the manifold of affine hyperplanes
Let $\overline{\mathbb{P}}^{n-1}$ denote the manifold of affine hyperplanes in $\mathbb{R}^n$. Let $S(\overline{\mathbb{P}}^{n-1})$ denote the space of Schwartz functions (infinitely smooth with rapid ...
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integral over the unit sphere of $\Bbb C^n$
Please, is there a way to calculate this integral
$$\int_{S_{2n-1}} \frac{e^{a \langle z, \zeta \rangle}}{|z - \zeta|^{\beta}} \, d\sigma(\zeta)$$
where $ z $ is a fixed point in the complex unit ball ...
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How to calculate this integral [migrated]
Is there a formula of this integral
$$\int_{S_{2n-1}} \frac{e^{i a \langle z, \zeta \rangle}}{|z - \zeta|^{2\lambda}} \, d\sigma(\zeta)$$
and how to calculate it.
Thank you in advance
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Is the Fourier Transform of $e^{i(zR\arctan(k/R))} \frac{1}{\sqrt{1 + k^2/R^2}}$ a nascent delta function?
Let $R > 0 $ and set $h = \frac{1}{R}$. Let $G \in C^\infty(\mathbb{R})\cap L^\infty(\mathbb{R})$. Further restrictions on $G$ are allowed.
Consider the (R-dependent) integral operator $K_R: L^2(\...
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How to find the inverse of this linear integral operator?
Let $f(x): \mathbb{R}^d \rightarrow \mathbb{R}$ be a function that decays ``fastly enough'' at infinity.
We can define the following linear operator
$$L[f](x):= \int_{\mathbb{R}^d} d^d y \, \frac{f(y)}...
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Krein-Rutman for integral transforms: proof of convergence to leading eigenvector
Disclaimer: This is a question in functional analysis, on which I don't have much background. It arose from me trying to prove on my own a folklore result in probability theory.
Consider an integral ...
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Characterizing the integral as a function of $n$
Let $\alpha \in [0,3], \beta \geq 1, \lambda \geq 1$ and fix $n \in \mathbb{N}$. Consider the function $f(x;\alpha, \beta, \lambda) = x^{\alpha}\exp(-\lambda x^\beta)$. Let $I(n; \alpha,\beta,\lambda) ...
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Integral convolution equation $\int_{B_n(R) } e^{- \| x - t\|} d\nu(t) = e^{- \|x \|^2/2}$ on $x \in B_n(R)$. Find measure $\nu$
Let $B_n(R)$ denote the $n$ ball centered at zero with radius $R$. We are interested in the following integral equation: given $R>0$ and $\lambda>0$, let
\begin{align}
\int_{B_n(R)} e^{- \...
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Existence of solutions to a series of integral equations
I am trying to solve the following integral equation analytically:
$$
\sum_{n \geq 1} \left( \int_0^te^{-n^2(t-s)} f_n(s) \, ds \right) = g(t), \quad t \in [0, T],
$$
where $(f_n(t))_n$ is the unknown ...
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Reference for Mellin inversion; Meijer G-function
We have $$\frac {\Gamma (a)}{2^a}=\int _{(c)}\Gamma (s)\Gamma (a-s)\,ds,$$ see e.g. Exercise C.23 of Montgomery and Vaughan's "Multiplicative Number Theory".
I would like a similar formula ...
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Mellin transform of confluent Lauricella hypergeometric function
The $F_D^{(n)} $ Lauricella's hypergeometric function can be defined as follow
$$F_D\left(a,b_1,\cdots,b_n;c;x_1,\cdots,x_n\right) = \sum_{m_1=0,\cdots,m_n=0}^{\infty}\frac{\left(a\right)_{m_1+\cdots+...
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Bernstein type representation with logarithmic kernel
Consider the integral operator $T$ which maps nonnegative measures $\mu$ on $\mathbb{R}_{\geq 0}^2$ such that $$\int_0^\infty\int_0^\infty\left|\ln(ux+vy)\right|\,d\mu(u,v)<+\infty$$ into functions ...
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Integral involving Bessel function and Laguerre polynomial for a Hankel transform
I'm attempting to solve the Hankel transform
\begin{align}
\int_0^\infty x^\alpha e^{-x^2/2} L_n^\nu(x^2) J_\nu(x p) \sqrt{x p} \, dx
\end{align}
or the unmodified version (redefining $\alpha$)
\begin{...
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Does transforming a periodic function imply periodicity
Let $f(x,y)$ be a periodic function for every fixed $y = \beta$ with respect to $x$ in the domain $x\in \mathbb{R}$ and consider this transform of $f$:
\begin{equation}
f^\star(\alpha,\beta ) = \sum_{...
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Is there an generalisation of convolution theorem to integral transforms
Basic convolutions can be computed efficiently by taking fourier transforms and applying the convolution theorem. Is there something analogous for a more general transform, where we have a varying ...
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How to talk about the “shape” of the kernel of an integral transform
So I'm learning about integral transforms, and although it isn't a complete specification, the fact that the Fourier transform decomposes functions into sinusoids, the Laplace into damped sinusoids, ...
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When is this operator positive semi-definite?
I have the following operator
$$\Phi(\chi_A)=\int \text{d}\eta\, \text{d}\zeta\,\chi_A(\eta,\zeta)\,e^{i(\eta \hat{P}+\zeta\hat{Q})}.$$
With $\chi_A$ the indicator function associated to a set $A\...
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automorphisms and mellin transforms
If a real analytic function $f$ is involutive i.e. $f(f(x))=x$ and its Mellin transform can be taken on a section of the real axis, and is analytic for $x>0$, in certain cases can this imply that $\...
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Discretization of oscillating integral
Suppose I am interested in computing
$$
I \equiv \int_0^B dx \, g(x) f(x)
$$
where $B$ is a known upper bound for the integral,
$g(x)$ is a known oscillating function and
$f(x)$ is a smooth function ...
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Mellin transform of the volume form of a probability zonoid and its fundamental strip
Let $ L^n_+$ be the set of all $n$-dimensional nonnegative random vectors $\mathbf X = (X_1, X_2,\cdot\cdot\cdot,X_n)^⊤$ with finite and positive marginal expectations, and let $\mathbf Ψ^{(n)}$ be ...
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Radial Fourier transform vs Hankel transform
I was wondering about the relationship between the Hankel transform and the Fourier transform for radial functions.
Let $f : \mathbb{R}^d \to \mathbb{R}$ be a (sufficiently regular) radial function. ...
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Counterexamples in Laplace transforms
Of all the examples I know of (bilateral) Laplace transforms $F$ defined on their maximal vertical strips $V_{a,b}=\{ z \in \mathbf{C} : a < \operatorname{Re}(z) < b \}$ with $-\infty < a <...
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Mellin-Barnes integral representation of the exponential function with a non-real argument
I have been studying a definite integral that I found out to be a particular (and possibly one of the simplest) case(s) of the arcane Mellin-Barnes integral. Solving this problem would lead to a ...
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Computing the Laplace transform of an expression
I would like to find the Laplace transform of the following expression with respect to the Laplace parameter s
$ \int_{z=u}^{\infty} e^{-az/c} g^{'}(\dfrac{z-u}{c}) \int_{x=0}^{\infty} \varphi(z-x)dF(...
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Possibility of bounding one functional by another functional (under certain constraints)
Suppose that we consider a class of $L^2(\mathbb{R}_+)$ functions $h$ such that $h$ can be expressed as a difference of two cumulative distribution functions $F$ and $G$ (whose corresponding densities ...
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Surjectivity of a class of integrals in dimensions two
Let $\Omega \subset \mathbb{R}^2$ be an open set and $G(x,\theta): \Omega \times [0,2\pi]\rightarrow \mathbb{R}$ be a positive continuous function. Assume $F:\Omega \rightarrow \mathbb{R}^2$ defined ...
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How can I calculate the derivative of an integral with respect to a parameter if Leibniz's formula gives a divergent integral?
We are working on the problem related to a magnetic field in an axially symmetric magnetic plasma trap. Let's express the vector potential through the magnetic flux function
\begin{gather}
\label{1:01}...
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How fast can the Mellin transform of a twist $\eta(t) e(\alpha t)$ decay?
Let $\eta:[0,\infty)\to [0,\infty)$. Consider the Mellin transform $F_{\alpha}$ of $\eta(x) e(\alpha x)$, and examine its behavior on a vertical line, such as $\Re s = 1/2$.
If $\alpha$ is close to $0$...
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Mellin transform of $(1-x)^k 1_{[0,1]}(x) e(\alpha x)$?
Let $f:[0,\infty)\to [0,\infty)$ be given by $$f(x) = \begin{cases} (1-x)^k e(\alpha x) &\text{for $0\leq x\leq 1$}\\ 0&\text{for $x>1$,}\end{cases}$$ where $e(t) = e^{2\pi i t}$ and $k\geq ...
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Scale convolution decomposition of a density
Is it possible to decompose the density:
$$p(x) = \frac{8}{\,\pi^2} \frac{x^3\tanh(x)}{\cosh^2(x)},\quad x>0$$
into a scale convolution of two non-negative densities: $p(x) = \int_0^{\infty} \xi^{-...
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How to find the inverse of a product of two integral equations
Problem
I am trying to invert an equation of the form:
$R(l_0)=(\int_{0}^{l_0} \rho(x) \, dx)(\int_{l_0}^{l} \rho(x) \, dx)$
where $0\leq l_0 \leq l$
I.e. I want to find $\rho(x)$ given $R(l_0)$ via ...
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A question regarding Hermite polynomials and exponential operators $\exp[e^{x^2/2}p(\frac{d}{dx})e^{-x^2/2}]f(x)$
Is it possible to express $$\exp\left[\mathrm{e}^{x^2/2}p\left(\frac{d}{dx}\right)\mathrm{e}^{-x^2/2}\right] f(x)$$ as an integral transform or something similar? $p(x)$ is a polynomial.
$$\exp\left[\...
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PDE coupled with the pronic numbers (related to triangular numbers)
I am studying the linear PDE:
$$ t^2\frac{\partial^3}{\partial t^3}\sum_{n=1}^\infty \Psi_n(t,s)=s^2\frac{\partial}{\partial s}\sum_{n=1}^\infty \Psi_n(t,s)+\sum_{n=2}^\infty b(n)\frac{\partial}{\...
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Contour integral with two essential singularity
I'm solving problems on the Gamma random variables and there is this question where it wants me to calculate the Mellin transform of sum of two independent Gamma variables from their moment generating ...
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Solution or approximation to $\int x^{-a} \Gamma\left( b, c x^{-d} + e \right) dx$
I'm looking for a solution or approximation to the following indefinite integral $$\int x^{-a} \Gamma\left( b, c x^{-d} + e \right) dx.$$
I've tried Mathematica, but it does not converge to a solution....
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Numerical methods for integral eigenvalue equation
I have an integral equation which is not exactly an eigenvalue type equation, but similar:
$$\int d^3 y\, K(x,y,\lambda) f(y) = f(x)$$
Here $\lambda$ can be thought of as an eigenvalue, so it is ...
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Are these continued fractions of integrals known?
Simplified repost of Are these continued fractions of integrals known? on MSE
EDIT: The period of the oscillations of $$f(s)=\dfrac1{1+\dfrac s{1+\dfrac{s^2/2!}{1+\dfrac{s^3/3!}{1+\cdots}}}}$$ ...
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Expressing a double Riemann Sum as a definite integral
I am reading a paper where the authors rewrite the following expression (for a continious function $\alpha$) into an integral:
$$\lim_{n\to \infty} \left(\min_{1\leq j \leq n}\left(\sum_{k=1}^{j-1} \...
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On an asymptotic integral decay
Let $f\in C^{\infty}([-1,0])$ be real-valued and suppose that
$$ \left| \int_{-1}^{0} f(t)\,e^{\lambda t} \,{\rm d} t \right| \leq e^{-\sqrt{\lambda}},$$
for all $\lambda > 0$. Does it follow that $...
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Transporting a Cauchy foliation of Minkowski space
Consider a spacetime $(\zeta^{3,1},g)$
where $$g=\frac{du\,dv}{uv}-\frac{dr^2}{r^2}-\frac{dw^2}{w^2} \quad \forall u,v,r,w \in (0,1)$$ Now this is just Minkowski space in different coordinates (...
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A density claim
Suppose that $g_k\in C([1,2])$, $k\in \mathbb N$ are continuous functions such that $\|g_k\|_{C([1,2])} \leq \epsilon^k$ for some sufficiently small $\epsilon>0$. Is the following claim true:
If $f\...
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Question on estimate in one of Jean Bourgain's 1992 papers
The paper in question is A Remark on Schrodinger Operators.
The goal of the argument is to estimate the following integral:
$$K_1(x,y)=\int_{\mathbb{R}^2} e^{i(x-y)\cdot\xi+i(t(x)-t(y))|\xi|^2}\...
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Monotonicity of a function defined by an integral
The question below is motivated by the related question Integral of a function changing sign and the associated answer:
Can we study the monotonicity of the following function on $(0,1)$?
$$\small f(x)...
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A geometric interpretation of the fractional Fourier transform
I was reading Joe Polchinsky’s autobiography which contains the following anecdote from his time at Caltech (page 18):
Once a week, Feynman led Physics X, where freshman and sophomores could ask ...
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Sonin inversion formula, equivalence of two solutions of an integral equation
Let me first specify the problem I am facing, and then below explain where it arises. Given a function $f(x)$ on the interval $0<x<1$ and a real number $s\in(-1,1)$ I consider the integral ...
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Integral of a function changing sign
By some numerical tests, we can see that the following function is negative on $(0,1)$:
$$\small f(x)=\int_0^\infty\frac{s^{x-1} e^{-2 s} (\pi \cos(\pi x) (s^{2 x}+(0.1)^2)-\sin(\pi x) \ln(s) (s^{2 x}-...
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Fourier transform of an exponential function with radical argument divided by a radical
I have $f(t)=\dfrac{e^{-i\sqrt{(t-t_0)^2+A^2}}}{\sqrt{(t-t_0)^2+A^2}}$ where $t_0$ and $A$ are constant. I need to take the Fourier transform of $f(t)$. I made few substitutions to take it to a form ...
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44
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When can convolutional integral operators be sampled
Consider an integral operator $F:C^{1/2}([0,T],\mathbb{R}^n)\rightarrow \mathbb{R}$ of the form
$$
f\mapsto \int_0^T f(t)^{\top}\kappa(T-t)dt,
$$
for some $\kappa\in C^{\infty}(\mathbb{R})(\mathbb{R},\...
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Proof of covariant convolution for a kernel function that is rotation symmetric in Fourier space
Problem Statement
Let $g:\mathbb R^{d}\to \mathbb R,d\in\{2,3\}$ be an integrable function (assumption I1). Suppose $\mathcal T$ is a rotation, and $f:\mathbb R^d\to\mathbb C$ (assumption C) is an ...
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Representation of the Dirac delta function
The Dirac delta function appears in the Sokhotsky formula,
$$\text{Im}\lim_{\epsilon\to 0^+} \frac{1}{x-i\epsilon} = \pi\delta(x),$$
to be understood in the integral sense
$$\text{Im}\lim_{\epsilon\to ...
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