Difference between revisions of "Meijer transform"
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The [[Integral transform|integral transform]] | The [[Integral transform|integral transform]] | ||
− | + | $$ | |
+ | F( x) = \int\limits _ { 0 } ^ \infty e ^ {-} xt/2 ( xt) ^ {- \mu - 1/2 } W _ {\mu + | ||
+ | 1/2, \nu } ( xt) f( t) dt, | ||
+ | $$ | ||
− | where | + | where $ W _ {\mu , \nu } ( x) $ |
+ | is the Whittaker function (cf. [[Whittaker functions|Whittaker functions]]). The corresponding inversion formula is | ||
− | + | $$ | |
+ | f( t) = \lim\limits _ {\lambda \rightarrow + \infty } | ||
+ | \frac{1}{2 \pi i } | ||
+ | |||
+ | \frac{\Gamma ( 1- \mu + \nu ) }{\Gamma ( 1+ 2 \nu ) } | ||
+ | \times | ||
+ | $$ | ||
− | + | $$ | |
+ | \times | ||
+ | \int\limits _ {\beta - i \lambda } ^ { \beta + i \lambda } e | ||
+ | ^ {xt/2} ( xt) ^ {\mu - 1/2 } W _ {\mu - 1/2, \nu } ( xt) F( x) dx. | ||
+ | $$ | ||
− | For | + | For $ \mu = \pm \nu $ |
+ | the Meijer transform becomes the [[Laplace transform|Laplace transform]]; for $ \mu = - 1/2 $ | ||
+ | it becomes the $ K _ \nu $- | ||
+ | transform | ||
− | + | $$ | |
+ | F( x) = | ||
+ | \frac{1}{\sqrt \pi } | ||
+ | \int\limits _ { 0 } ^ \infty e ^ {-} xt/2 ( xt) ^ {1/2} K _ \nu \left ( | ||
+ | \frac{xt}{2} | ||
+ | \right ) f( t) dt, | ||
+ | $$ | ||
− | where | + | where $ K _ \nu ( x) $ |
+ | is the [[Macdonald function|Macdonald function]]. | ||
The Varma transform | The Varma transform | ||
− | + | $$ | |
+ | F( x) = \int\limits _ { 0 } ^ \infty ( xt) ^ {\nu - 1/2 } e ^ {-} xt/2 W _ {\mu , \nu } | ||
+ | ( xt) f( t) dt | ||
+ | $$ | ||
reduces to a Meijer transform. | reduces to a Meijer transform. | ||
− | The Meijer | + | The Meijer $ K $- |
+ | transform (or the Meijer–Bessel transform) is the integral transform | ||
− | + | $$ | |
+ | F( x) = \sqrt { | ||
+ | \frac{2} \pi | ||
+ | } \int\limits _ { 0 } ^ \infty K _ \nu ( xt) \sqrt xt f( t) dt. | ||
+ | $$ | ||
− | If the function | + | If the function $ f $ |
+ | is locally integrable on $ ( 0, \infty ) $, | ||
+ | has bounded variation in a neighbourhood of the point $ t = t _ {0} > 0 $, | ||
+ | and if the integral | ||
− | + | $$ | |
+ | \int\limits _ { 0 } ^ \infty e ^ {- \beta t } | f( t) | dt,\ \ | ||
+ | \beta > \alpha \geq 0, | ||
+ | $$ | ||
converges, then the following inversion formula is valid: | converges, then the following inversion formula is valid: | ||
− | + | $$ | |
+ | |||
+ | \frac{f( t _ {0} + 0) + f( t _ {0} - 0) }{2\ } | ||
+ | = | ||
+ | $$ | ||
− | + | $$ | |
+ | = \ | ||
+ | \lim\limits _ {\lambda \rightarrow \infty } | ||
+ | \frac{1}{i \sqrt {2 \pi } } | ||
+ | \int\limits _ {\beta - i \lambda | ||
+ | } ^ { \beta + i \lambda } I _ \nu ( t _ {0} x)( t _ {0} x) ^ {1/2} F( x) dx. | ||
+ | $$ | ||
− | For | + | For $ \nu = \pm 1/2 $ |
+ | the Meijer $ K $- | ||
+ | transform turns into the Laplace transform. | ||
− | The Meijer transform and Meijer | + | The Meijer transform and Meijer $ K $- |
+ | transform were introduced by C.S. Meijer in [[#References|[1]]] and, respectively, . | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> C.S. Meijer, "Eine neue Erweiterung der Laplace Transformation I" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''44''' (1941) pp. 727–737</TD></TR><TR><TD valign="top">[2a]</TD> <TD valign="top"> C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation I" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''43''' (1940) pp. 599–608</TD></TR><TR><TD valign="top">[2b]</TD> <TD valign="top"> C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation II" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''43''' (1940) pp. 702–711</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> Y.A. Brychkov, A.P. Prudnikov, "Integral transforms of generalized functions" , Gordon & Breach (1989) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> V.A. Ditkin, A.P. Prudnikov, "Operational calculus" ''Progress in Math.'' , '''1''' (1968) pp. 1–75 ''Itogi Nauk. Mat. Anal. 1966'' (1967) pp. 7–82</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> C.S. Meijer, "Eine neue Erweiterung der Laplace Transformation I" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''44''' (1941) pp. 727–737</TD></TR><TR><TD valign="top">[2a]</TD> <TD valign="top"> C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation I" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''43''' (1940) pp. 599–608</TD></TR><TR><TD valign="top">[2b]</TD> <TD valign="top"> C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation II" ''Proc. Koninkl. Ned. Akad. Wet.'' , '''43''' (1940) pp. 702–711</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> Y.A. Brychkov, A.P. Prudnikov, "Integral transforms of generalized functions" , Gordon & Breach (1989) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> V.A. Ditkin, A.P. Prudnikov, "Operational calculus" ''Progress in Math.'' , '''1''' (1968) pp. 1–75 ''Itogi Nauk. Mat. Anal. 1966'' (1967) pp. 7–82</TD></TR></table> |
Revision as of 08:00, 6 June 2020
$$ F( x) = \int\limits _ { 0 } ^ \infty e ^ {-} xt/2 ( xt) ^ {- \mu - 1/2 } W _ {\mu + 1/2, \nu } ( xt) f( t) dt, $$
where $ W _ {\mu , \nu } ( x) $ is the Whittaker function (cf. Whittaker functions). The corresponding inversion formula is
$$ f( t) = \lim\limits _ {\lambda \rightarrow + \infty } \frac{1}{2 \pi i } \frac{\Gamma ( 1- \mu + \nu ) }{\Gamma ( 1+ 2 \nu ) } \times $$
$$ \times \int\limits _ {\beta - i \lambda } ^ { \beta + i \lambda } e ^ {xt/2} ( xt) ^ {\mu - 1/2 } W _ {\mu - 1/2, \nu } ( xt) F( x) dx. $$
For $ \mu = \pm \nu $ the Meijer transform becomes the Laplace transform; for $ \mu = - 1/2 $ it becomes the $ K _ \nu $- transform
$$ F( x) = \frac{1}{\sqrt \pi } \int\limits _ { 0 } ^ \infty e ^ {-} xt/2 ( xt) ^ {1/2} K _ \nu \left ( \frac{xt}{2} \right ) f( t) dt, $$
where $ K _ \nu ( x) $ is the Macdonald function.
The Varma transform
$$ F( x) = \int\limits _ { 0 } ^ \infty ( xt) ^ {\nu - 1/2 } e ^ {-} xt/2 W _ {\mu , \nu } ( xt) f( t) dt $$
reduces to a Meijer transform.
The Meijer $ K $- transform (or the Meijer–Bessel transform) is the integral transform
$$ F( x) = \sqrt { \frac{2} \pi } \int\limits _ { 0 } ^ \infty K _ \nu ( xt) \sqrt xt f( t) dt. $$
If the function $ f $ is locally integrable on $ ( 0, \infty ) $, has bounded variation in a neighbourhood of the point $ t = t _ {0} > 0 $, and if the integral
$$ \int\limits _ { 0 } ^ \infty e ^ {- \beta t } | f( t) | dt,\ \ \beta > \alpha \geq 0, $$
converges, then the following inversion formula is valid:
$$ \frac{f( t _ {0} + 0) + f( t _ {0} - 0) }{2\ } = $$
$$ = \ \lim\limits _ {\lambda \rightarrow \infty } \frac{1}{i \sqrt {2 \pi } } \int\limits _ {\beta - i \lambda } ^ { \beta + i \lambda } I _ \nu ( t _ {0} x)( t _ {0} x) ^ {1/2} F( x) dx. $$
For $ \nu = \pm 1/2 $ the Meijer $ K $- transform turns into the Laplace transform.
The Meijer transform and Meijer $ K $- transform were introduced by C.S. Meijer in [1] and, respectively, .
References
[1] | C.S. Meijer, "Eine neue Erweiterung der Laplace Transformation I" Proc. Koninkl. Ned. Akad. Wet. , 44 (1941) pp. 727–737 |
[2a] | C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation I" Proc. Koninkl. Ned. Akad. Wet. , 43 (1940) pp. 599–608 |
[2b] | C.S. Meijer, "Ueber eine neue Erweiterung der Laplace Transformation II" Proc. Koninkl. Ned. Akad. Wet. , 43 (1940) pp. 702–711 |
[3] | Y.A. Brychkov, A.P. Prudnikov, "Integral transforms of generalized functions" , Gordon & Breach (1989) (Translated from Russian) |
[4] | V.A. Ditkin, A.P. Prudnikov, "Operational calculus" Progress in Math. , 1 (1968) pp. 1–75 Itogi Nauk. Mat. Anal. 1966 (1967) pp. 7–82 |
Meijer transform. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Meijer_transform&oldid=12567