Integral Transforms and their Applications

Integral Transforms and their Applications PDF

Author: B. Davies

Publisher: Springer Science & Business Media

Published: 2013-11-11

Total Pages: 427

ISBN-13: 1489926917

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In preparing this second edition I have restricted myself to making small corrections and changes to the first edition. Two chapters have had extensive changes made. First, the material of Sections 14.1 and 14.2 has been rewritten to make explicit reference to the book of Bleistein and Handelsman, which appeared after the original Chapter 14 had been written. Second, Chapter 21, on numerical methods, has been rewritten to take account of comparative work which was done by the author and Brian Martin, and published as a review paper. The material for all of these chapters was in fact, prepared for a transla tion of the book. Considerable thought has been given to a much more com prehensive revision and expansion of the book. In particular, there have been spectacular advances in the solution of some non-linear problems using isospectra1 methods, which may be re garded as a generalization of the Fourier transform. However, the subject is a large one, and even a modest introduction would have added substantially to the book. Moreover, the recent book by Dodd et al. is at a similar level to the present volume. Similarly, I have refrained from expanding the chapter on num erical methods into a complete new part of the book, since a specialized monograph on numerical methods is in preparation in collaboration with a colleague.

The Hypergeometric Approach to Integral Transforms and Convolutions

The Hypergeometric Approach to Integral Transforms and Convolutions PDF

Author: S.B. Yakubovich

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 335

ISBN-13: 9401111960

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The aim of this book is to develop a new approach which we called the hyper geometric one to the theory of various integral transforms, convolutions, and their applications to solutions of integro-differential equations, operational calculus, and evaluation of integrals. We hope that this simple approach, which will be explained below, allows students, post graduates in mathematics, physicists and technicians, and serious mathematicians and researchers to find in this book new interesting results in the theory of integral transforms, special functions, and convolutions. The idea of this approach can be found in various papers of many authors, but systematic discussion and development is realized in this book for the first time. Let us explain briefly the basic points of this approach. As it is known, in the theory of special functions and its applications, the hypergeometric functions play the main role. Besides known elementary functions, this class includes the Gauss's, Bessel's, Kummer's, functions et c. In general case, the hypergeometric functions are defined as a linear combinations of the Mellin-Barnes integrals. These ques tions are extensively discussed in Chapter 1. Moreover, the Mellin-Barnes type integrals can be understood as an inversion Mellin transform from the quotient of products of Euler's gamma-functions. Thus we are led to the general construc tions like the Meijer's G-function and the Fox's H-function.

Integral Equations and Integral Transforms

Integral Equations and Integral Transforms PDF

Author: Sudeshna Banerjea

Publisher: Springer Nature

Published: 2023-10-18

Total Pages: 269

ISBN-13: 9819963605

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This comprehensive textbook on linear integral equations and integral transforms is aimed at senior undergraduate and graduate students of mathematics and physics. The book covers a range of topics including Volterra and Fredholm integral equations, the second kind of integral equations with symmetric kernels, eigenvalues and eigen functions, the Hilbert–Schmidt theorem, and the solution of Abel integral equations by using an elementary method. In addition, the book covers various integral transforms including Fourier, Laplace, Mellin, Hankel, and Z-transforms. One of the unique features of the book is a general method for the construction of various integral transforms and their inverses, which is based on the properties of delta function representation in terms of Green’s function of a Sturm–Liouville type ordinary differential equation and its applications to physical problems. The book is divided into two parts: integral equations and integral transforms. Each chapter is supplemented with numerous illustrative examples to aid in understanding. The clear and concise presentation of the topics covered makes this book an ideal resource for students, researchers, and professionals interested in the theory and application of linear integral equations and integral transforms.

Integral Transforms and Their Applications

Integral Transforms and Their Applications PDF

Author: Lokenath Debnath

Publisher: CRC Press

Published: 2016-04-19

Total Pages: 723

ISBN-13: 1420010913

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Keeping the style, content, and focus that made the first edition a bestseller, Integral Transforms and their Applications, Second Edition stresses the development of analytical skills rather than the importance of more abstract formulation. The authors provide a working knowledge of the analytical methods required in pure and applied mathematics, physics, and engineering. The second edition includes many new applications, exercises, comments, and observations with some sections entirely rewritten. It contains more than 500 worked examples and exercises with answers as well as hints to selected exercises. The most significant changes in the second edition include: New chapters on fractional calculus and its applications to ordinary and partial differential equations, wavelets and wavelet transformations, and Radon transform Revised chapter on Fourier transforms, including new sections on Fourier transforms of generalized functions, Poissons summation formula, Gibbs phenomenon, and Heisenbergs uncertainty principle A wide variety of applications has been selected from areas of ordinary and partial differential equations, integral equations, fluid mechanics and elasticity, mathematical statistics, fractional ordinary and partial differential equations, and special functions A broad spectrum of exercises at the end of each chapter further develops analytical skills in the theory and applications of transform methods and a deeper insight into the subject A systematic mathematical treatment of the theory and method of integral transforms, the book provides a clear understanding of the subject and its varied applications in mathematics, applied mathematics, physical sciences, and engineering.

Integral Transforms in Science and Engineering

Integral Transforms in Science and Engineering PDF

Author: K. Wolf

Publisher: Springer Science & Business Media

Published: 2013-11-21

Total Pages: 495

ISBN-13: 1475708726

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Integral transforms are among the main mathematical methods for the solution of equations describing physical systems, because, quite generally, the coupling between the elements which constitute such a system-these can be the mass points in a finite spring lattice or the continuum of a diffusive or elastic medium-prevents a straightforward "single-particle" solution. By describing the same system in an appropriate reference frame, one can often bring about a mathematical uncoupling of the equations in such a way that the solution becomes that of noninteracting constituents. The "tilt" in the reference frame is a finite or integral transform, according to whether the system has a finite or infinite number of elements. The types of coupling which yield to the integral transform method include diffusive and elastic interactions in "classical" systems as well as the more common quantum-mechanical potentials. The purpose of this volume is to present an orderly exposition of the theory and some of the applications of the finite and integral transforms associated with the names of Fourier, Bessel, Laplace, Hankel, Gauss, Bargmann, and several others in the same vein. The volume is divided into four parts dealing, respectively, with finite, series, integral, and canonical transforms. They are intended to serve as independent units. The reader is assumed to have greater mathematical sophistication in the later parts, though.

Generalized Integral Transforms In Mathematical Finance

Generalized Integral Transforms In Mathematical Finance PDF

Author: Andrey Itkin

Publisher: World Scientific

Published: 2021-10-12

Total Pages: 508

ISBN-13: 9811231753

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This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an interconnected banking system in the structural credit risk model with default contagion; (c) finding first hitting time density for a reducible diffusion process; (d) describing the exercise boundary of American options; (e) calculating default boundary for the structured default problem; (f) deriving a semi-closed form solution for optimal mean-reverting trading strategies; to mention but some.The main methods used in this book are generalized integral transforms and heat potentials. To find a semi-closed form solution, we need to solve a linear or nonlinear Volterra equation of the second kind and then represent the option price as a one-dimensional integral. Our analysis shows that these methods are computationally more efficient than the corresponding finite-difference methods for the backward or forward Kolmogorov PDEs (partial differential equations) while providing better accuracy and stability.We extend a large number of known results by either providing solutions on complementary or extended domains where the solution is not known yet or modifying these techniques and applying them to new types of equations, such as the Bessel process. The book contains several novel results broadly applicable in physics, mathematics, and engineering.

Applied Integral Transforms

Applied Integral Transforms PDF

Author: M. Ya. Antimirov

Publisher: American Mathematical Soc.

Published: 2007

Total Pages: 288

ISBN-13: 9780821843147

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This book constructs the kernels of integral transforms by solving the generalized Sturm-Liouville problems associated with the partial differential equations at hand. In the first part of the book, the authors construct the kernels and use them to solve elementary problems of mathematical physics. This part requires little mathematical background and provides an introduction to the subject of integral transforms as it proceeds mainly by examples and includes a variety of exercises. In the second part of the book, the method of integral transforms is used to solve modern applied problems in convective stability, temperature fields in oil strata, and eddy-current testing. The choice of topics reflects the authors' research experience and involvement in industrial applications. The first part of the book is accessible to undergraduates, while the second part is aimed at graduate students and researchers. Because of the applications, the book will interest engineers (especially petroleum engineers) and physicists.

Integral Transforms and Their Applications

Integral Transforms and Their Applications PDF

Author: Brian Davies

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 380

ISBN-13: 1468492837

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This is a substantially updated, extended and reorganized third edition of an introductory text on the use of integral transforms. Chapter I is largely new, covering introductory aspects of complex variable theory. Emphasis is on the development of techniques and the connection between properties of transforms and the kind of problems for which they provide tools. Around 400 problems are accompanied in the text. It will be useful for graduate students and researchers working in mathematics and physics.

Integral Transforms and Their Applications, Third Edition

Integral Transforms and Their Applications, Third Edition PDF

Author: Lokenath Debnath

Publisher: CRC Press

Published: 2014-11-07

Total Pages: 820

ISBN-13: 1482223570

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Integral Transforms and Their Applications, Third Edition covers advanced mathematical methods for many applications in science and engineering. The book is suitable as a textbook for senior undergraduate and first-year graduate students and as a reference for professionals in mathematics, engineering, and applied sciences. It presents a systematic development of the underlying theory as well as a modern approach to Fourier, Laplace, Hankel, Mellin, Radon, Gabor, wavelet, and Z transforms and their applications. New to the Third Edition New material on the historical development of classical and modern integral transforms New sections on Fourier transforms of generalized functions, the Poisson summation formula, the Gibbs phenomenon, and the Heisenberg uncertainty principle Revised material on Laplace transforms and double Laplace transforms and their applications New examples of applications in mechanical vibrations, electrical networks, quantum mechanics, integral and functional equations, fluid mechanics, mathematical statistics, special functions, and more New figures that facilitate a clear understanding of physical explanations Updated exercises with solutions, tables of integral transforms, and bibliography Through numerous examples and end-of-chapter exercises, this book develops readers’ analytical and computational skills in the theory and applications of transform methods. It provides accessible working knowledge of the analytical methods and proofs required in pure and applied mathematics, physics, and engineering, preparing readers for subsequent advanced courses and research in these areas.