Professional Documents
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Integral Transforms and Their Applications
Integral Transforms and Their Applications
Mathematical
Sciences
EDITORS
FrttzJohn J.E. Marsden l..awntnce Sirovich
Coutant Inslitute d Department d DlvisIond
MathemtJtJc8J ScIences Mathematics ApplIed Mathematics
New YOft( Univ8rslty University of California Brown University
New York, NY 10012 Bertteley, CA 94720 Providence, RI 02912
ADVISORS
H. cabanne8 University of ParIs-VI J. Kaler Stanford University
M. GhI New YOft( University G.B. Whitham California Inst. of Technology
J.K. Hale Brown University
EDITORIAL STATEMENT
The mathematization of all sciences, the fading of traditional scientific bounda-
ries, the impact of computer technology, the growing importance of mathematical-
computer modelling and the necessity of scientific planning all create the need both
in education and research for books that are introductory to and abreast of these
developments.
The purpose of this series is to provide such books, suitable for the user of
mathematics, the mathematician interested in applications, and the student scientist.
In particular, this series will provide an outlet for material less formally presented and
more anticipatory of needs than finished texts or monographs, yet of immediate in-
terest because of the novelty of its treatment of an application or of mathematics
being applied or lying close to applications.
The aim of the series is, through rapid publication in an attractive but inexpen-
sive format, to make material of current interest widely accessible. This implies the
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Many of the books will originate out of and will stimulate the development of
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and act as signposts for new directions in the mathematical sciences. This series will
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exposure here, will be further developed and refined. These will appear in conven-
tional format and in hard cover.
MANUSCRIPTS
The Editors welcome all inquiries regarding the submission of manuscripts for
the series. Final preparation of all manuscripts will take place in the editorial offices
of the series in the Division of Applied Mathematics, Brown UniverSity, Providence,
Rhode Island.
Integral Transforms
and their Applications
Second Edition
With 50 Illustrations
AII rights reserved. No part of this book may be translated or reprodueed in any form
without written permis sion from Springer-Verlag, 175 Fifth Avenue, New York, New
York 10010, V.S.A.
987 654 3 2 1
B. Davies
Canberra, 1984
v
Preface to the First Edition
vii
believe that their inclusion would make the book too long.
Some of the omitted material is outlined in various problems
can only hope that the course which I have steered will be
of great interest and help to students and research workers
who wish to use integral transforms.
It was my privilege as a student to attend lectures
on mathematical physics by Professor Barry W. Ninham, now at
this university. For several years it was his intention to
publish a comprehensive volume on mathematical techniques in
physics, and he prepared draft material on several important
topics to this end. In 1972 we agreed to work on this pro-
ject jointly, and continued to do so until 1975. During
and criticism.
References to sources of material have been made in
two ways, since this is now a fairly old subject area. First,
there is a selected bibliography of books, an~ I have
referred, in various places, to those books which have been
of particular assistance to me in preparing lectures or in
Brian Davies
Canberra, Australia
1977
ix
Table of Contents
Page
PART I: THE LAPLACE TRANSFORM 1
1. Definition and Elementary Properties 1
5. Integral Equations 59
xi
Page
6.4. Asymptotic Forms for Large t 84
6.5. Heaviside Series Expansion 86
PART II: THE FOURIER TRANSFORM
7. Definitions and Elementary Properties 89
7.1. The Exponential, Sine and Cosine Transforms 89
xii
Page
PART III: OTHER IMPORTANT TRANSFORMS
xiii
Page
17. Integral Transforms Generated by Green's
Functions 267
17.1. The Basic Formula 267
17.2. Finite Intervals 269
17.3. Some Singular Problems 272
17.4. Kontorovich-Lebedev Transform 276
17.5. Boundary Value Problem in a Wedge 278
17.6. Diffraction of a Pulse by a Two-Dimen-
sional Half-Plane 280
PART IV: SPECIAL TECHNIQUES
18. The Wiener-Hopf Technique 288
18.1. The Sommerfeld Diffraction Problem 289
18.2. The Wiener-Hopf Procedure: Half-plane
Problems 299
18.3. Integral and Integro-Differential
Equations 301
19. Methods Based on Cauchy Integrals 313
19.1. Wiener-Hopf Decomposition by Contour
Integration 313
19.2. Cauchy Integrals 315
19.3. The Discontinuity Theorem 320
19.4. The Riemann Hilbert Problem 321
19.5. Simple Applications 323
19.6. Problems in Linear Transport Theory 324
19.7. The Albedo Problem 329
19.8. A Diffraction Problem 332
20. Laplace's Method for Ordinary Differential
Equations 342
xiv
Page
20.4. Bessel Functions: Integral Representations 351
20.5. Bessel Functions of the First Kind 353
20.6. Functions of the Second and Third Kinds 356
20.7. Poisson and Related Representations 362
20.8. Modified Bessel Functions 364
21. Numerical Inversion of Laplace Transforms 374
21.1. Gaussian Quadrature Formulae for the Laplace
Inversion Integral 374
21.2. Use of Laguerre Polynomials 379
21.3. Approximation of FCp) by Chebyshev
Polynomials for Real p 382
21.4. Representation by Fourier Series 385
21.5. Pade Approximation 386
21.6. Rational Approximation of FCp) 389
APPENDICES
A: The Factorial Function 396
B: Riemann's Zeta Function 399
C: The Exponential Integral 402
BIBLIOGRAPHY 403
INDEX 406
xv
Part I: The Laplace Transform
1
§l. DEFINITION AND ELEMENTARY PROPERTIES
1
2 PART I: THE LAPLACE TRANSFORM
2
theorem on uniform convergence that F(p) is analytic in
the half-plane Re(p) > a.
As simple examples of Laplace transforms, we have
(i) Heaviside unit step function
I, t > 0
h(t) = {
(3)
0, t < 0
H(p) ( e- pt dt
(ii)
iwt,
f (t) e w real (5)
F(p) J: e- pt e iwt d t
1 Re(p) > 0, (6)
p-iw ,
(iii)
St
f (t) tY e , a real > -1 (7)
(10)
dn
-n:
dp
F(p) (16 )
get) = ft
f(T) dT. (17)
o
Then by interchanging orders of integration, we get
G(p) =
r e- pt dt
I: f (T) dT
r
0
00
-pt
f(T) dT e dt
0 IT (18)
P
1
f: e- PT f(T) dT
1
F(p),
P
(19)
= rp
F(q) dq,
Y[f(t-T)]
J:
T
(23)
pt
f CO e-pT f (T) dT Jco e- ' f (t')dt'
o 1 0 2
= Fl (p) F2 (p).
Simple Applications:
(i)
1 - iwt
.5f[sin wt] 2i .5f[e ]
(24)
§1. Definition and elementary properties 7
(i i)
..st'[ co s wt]
(2 S)
(iii)
.,St[t sin wt] ~p .st'[sin wt]
2pw (26)
(iv)
-at w
..st'[e sin wt] (27)
(a+p)2+w2
[by replacing p by a+p in (24)].
r
(v)
JP
OO w dq
q2+w 2
(28)
then
Si (z) r0
sin t dt
t '
(29)
0 e
-pt
dt
(31)
= f(O)/p, p » 1.
F (P) - ~
y+l'
- p » i3 (32)
P
shows that we need a sharper result than (31).
then we write
f(x) = o(g(x)), (37)
( 40)
(44)
F(p) (4S)
n
<Pn(t) = f: e
-CIS
(47)
of I cf>n (t) I , t
n -
< t < co. Using these definitions, we can
§1. Definition and elementary properties 11
Problems
Deduce the following general relationships. 3
1 d
2. If f(t) = t dt get).
FCp) = 100
p
q G(q) dq.
12 PART I: THE LAPLACE TRANSFORM
If f(t)
t u
-1
g(u) du,
r
3.
0
F (p) p-l G(q) dq.
4. If f(t) r t
P
u- l g (u) du,
J~
F(p) -1
p G(q) dq.
14.
I: t- l sin(wt) dt
15.
I: t
-1
{e
- at
-e
- bt
} dt, a > 0, b > O.
16.
I: x sin (xt) dx
1+x 2
17. f: r
l
t21 dx.
exp _x 2 -Z
x J
~1. Definition and elementary properties 13
18. Let
{ t p-1 , t > 0, Re (p) > 0
f(t)
o , t < 0,
get)
= L: :r q-1 t >
t < 0,
0, ROe (q) > 0
h(t) =
r
'J
(E - 1) ! (9. - 1) !
(p+q-1)! t
p+q-1
, t > 0
o.
L 0 t <
-1 q-1 (p-1)!(q-1)!
J1 xP (I-x) dx
o (p+q-l)!
(-1) v-1(v/2_1)!
(Xl
):
v=l 2p(v/2+1)
-1/2 -1/2
~[t (t+2) ] 'V
Footnotes
1. The results given in this section may be found in many
places. We mention in particular DITKIN & PRUDNIKOV
(1965), DOETSCH (1971), and WIDDER (1944).
2. AHLFORS (1966), Ch. 5.
3. Many more general relationships may be found in ERDELYI,
et al. (1954), Ch. 4.
4. Extensive tables of Laplace transforms are available; for
instance, ERDELYI, et. al. (1954).
5. Anticipating the result that the Laplace transform has a
unique inverse.
§2. The inversion theorem 15
fa +7T / w
a
f(x) e
iwx
dx - t- a
7T / W
f(x+7T/W) eiwxdx (2)
and
I (w) t-
a
7T / W
f(x) e
iwx
dx +
b
Jb - 7T / W f(x) e iwx dx, (3)
and thus
1 fa+7T /w il'lx 1 iwx
I (w)
2 a
f(x) e dx +
2 J:- f(x) e dx
t-
7T / W
(4)
l 7T / W iwx
+ [f (x) - f (X+7T /w)] e dx.
2 a
It is easily seen, by a mean value theorem for integrals,
that the first two integrals in (4) are functions of asymp-
-1
totic order w furthermore, since f(x) is uniformly
continuous, we can make the integrand in the third integral
16 PART I: THE LAPLACE TRANSFORM
lim
w+oo
Jba f(x) e
iwx
dx = 0, (5)
r o
I f(x) 1 dx (6)
r o
f(x) e iwx dx Ja
o
f(x) + E,
r
(7)
IE I ~ I f (x) I dx,
a
and because of the absolute convergence (6), it is possible
to make I EI arbitrarily small by a suitable choice of a.
Using (5) on the finite integral, we have its extension to
the infinite integral, i.e.,
iwx
lim J OO
f(x) e dx o. (8)
w+oo 0
r
interval such that
a
f(x) g(x) dx = f(a) ra
g(x) dx + feb) t
c
g(x) dx. (9)
f(a) fC
a
e iwx dx + feb)
r c
e
iwx
dx (10)
6'(w - 1) , w + 00
fb.
a
f(x) e 1WX dx = 6'(w
-1
), W + 00. (11)
I:
write
f(O+) sin~Wx) dx
[f(x)_f(O+)]sin(w x ) dx
x (14 )
f(O+) Io sin(wx)
C
x
dx
sin x
dx (15 )
x
I: Sin~wx~
expression
I dx (16)
lim
w+oo
fco f(x) sin(Wx) dx
x
1l f(O+) +
2
£
(17)
1£1 < If(c) - f(O+)IM
lim
w+oo
Io -b
f(x) sin(wx) dx
x
~f(O-). (19)
1
"if I: fey) e y(x-y) sin R(x-r) dy
x-y (22)
1 e- Yu sin Ru duo
"if ex f(x+u) u
20 PART I: THE LAPLACE TRANSFORM
IR(x) + { if(O+), x = 0
t[f(x-O) + f(x+O)], x > O. (23)
FCp) r0
f (x) e- Px dx, Re(p) > c, (24)
1
fCx) = 21T i r+~oo F(p) e Px dp, Y > c, (25)
Y-l 00
1
where f(x) is taken as Z[f(x-O) + f(x+O)] at a point of
discontinuity.
F(p) = ~
B (p) ,
(26)
where
A(p)
B (p) = (27)
1
hi JC A(p) e Px dp,
B(p)
(28)
Im(p)
Re(p)
C=L+ r
Figure 2.1
ia
p = y - Re , -Tl/2 ~ a ~ Tl/2 (29)
I Jr &12l
B(p)
e Px dPI < K JTl/2 e- Rx cos ada
-Tl/2
Y2
+ + ... + (32)
(p_ a) 2
f(x)
Y2
-
1: x + -
Y3
2: x 2 + ••• +
(m-l):
Ym
x J
m- II
e
ax
. (33)
An Example: If
f (p) = 1 (34)
l_p4
to
-1 + 1 i + i
F(p) (35 )
'47(p=--'l") 4 (p+ 1) 4 (p - i) 4 (p+ i)
and
~2. The inversion theorem 23
F(p) (37)
then
FCp) (38)
(_l)n x2n+1
f(x) = l: (39)
n=O (2n+l) !
sin x.
Problems
. wnJ
l~m
b
f(x) e iwx dx = 0
W·HO a
where a and/or b may be infinite.
\p+]J
2.
(p+ a) 2
\p+]J
3.
(p+a) (p+b)
an
F(p) = l: n+l
n=O p
which is convergent for Ipl > R, then the inverse func-
tion has the power series expansion
00
f(t) l:
n=O n!
§2. The inversion theorem 25
Footnotes
yeO) Yo (5)
y' (0) vo
2 -1 (7)
G(p) = [p +bp+c] .
2
Unegual Roots: If P + bp + c = (p - 0. 1 ) (p - 0. 2 ) with 0. 1 f
0. 2 '
then we can write
G(p) = 1
0. 1 -0.2 G~o.l - P~o.2J, (8)
yep)
_1_
0. 1 -0. 2 t
rco. l +b)yO+vO
P-\ -
(o. 2+b)Yo+v;l
p-o. 2 J + G(p) FCp),
r
=
(9)
2
Egual Roots: If p2 + bp + c (p-o.) , then we have
1
G(p)
(p _a.) 2 '
(10)
Yo (o.+b)yo + vo
Y (p) = + ----"--,2,.--=- + G (p ) F (p) ,
p-o. (p-o.)
and inversion gives
§3. Ordinary differential equations 29
+
t
f
h(t-T) f(T) dT,
0
g (t) eat ,
(11)
at
h(t) t e
n-l n
H(p) = I y(p)(O) ) a k pk-~-l
~=O k=t+l
t
yet) y-l[GH] + fo g(t-T) f(T) dT,
(15 )
get) =y-l[G],
Ct.t
.,st'-l[G] = .. t i e J ,
~ g 1J
i ,j
(17)
Ct.t
.,st'- 1 [GH] .. t i e J
~ h 1J
i,j
where the poles of G(p) are at p = Ct. , and on substitution
J
into (16) it is readily seen that the large time behav:ior of
the contribution of the pole at Ctk is determined as follows:
F
G .,v
Figure 3.1
Gl(p) yep)
(19)
Gl (p) G(p) F(p),
--~F~~~L- ____
G____ ~~-----~.Y------~~___ G_l____ ~~
Figure 3.2
An ExamEle: If
my I + kYI - k(YZ-YI) 0,
k
(Z 5)
my z + cY z - k(YZ-YI) O.
2 2 -1 2 2 -1
G(p) (p +rlP+D l ) (p +r 2P+D 2 ) ,
E (t)
L
Figure 3.4
i Z RZ•
RlYl + RZY Z = E,
(31)
LYi - LyZ - RZYZ = O.
we have
RlYl(P) + RZYZ(p) = E(p),
(3Z)
pL Yl(p) - (pL+R Z) YZ(p) = L[Yl(O) - YZ(O)].
§3. Ordinary differential equations 37
-1
G(p) [pL(Rl+R Z) + RlR Z] , (33)
but the inversion integral for gl(t) does not exist in the
classical sense. The most straightforward way out of this
problem is to rearrange (33) by writing (pL+RZ)G(p) and
pLG(p) as quotients plus remainders, where each remainder
is a fraction with the denominator of higher order in p
than the numerator. Explicitly,
YZ (p)
E (t) + -at
e
Rl+R Z R +R
1 Z
R Z t
+ z J e-a(t-T) E(T) dT,
(Rl+RZ)ZL 0
~ _ Rl[Yl(O) - YZ(O)] e- at
YZ (t) (36)
Rl+RZ
E (t).
(37)
R2
uZ(t) + au 2 (t) = E(t). (38)
(R 1 +R 2)L
However, the output voltage Ef = R2 i Z is given by
RR
E(t) - ~ u (t) (39)
Rl +R2 2
and this will exhibit the phenomenon of being discontinuous
wherever E(t) is discontinuous.
my' + 2kY1 - ky = 0,
3 2
cy' + mY4 - kY1 + kY2 0,
2 (41)
y' - Y3 0,
1
yZ - Y4 0,
40 PART I: THE LAPLACE TRANSFORM
L
j
(a .. p
1J
+ b .. ) Y.(p)
1J J
( 42)
H·=La .. y.(O).
1 j 1J J
G.. (p)
1J
= (-1) i + j I CJ..1 (p) I / I C I , (44)
to (40) is
-j=l)
r H.
n
g .. (t)
1)
+ r
n
Jt
gi·(t-T)
j=l 0 )
f.(T) dT.
)
( 45)
From this we see that the solutions are continuous for finite
inputs f. (t), and that no restrictions are placed on the
)
i=l
f Cl.
1
a ..
1)
= 0, j = 1,2, ... ,no (46)
r r
n n
Cli b i )· y).(t) = Cl.
11'
f. (t) (47)
i,j=l i=l
which is a linear relationship between the unknown functions
Yi(t) and the inputs fi(t). One possibility is to use
this relationship to eliminate one unknown from (40), which
will give a new system of n-1 equations. If necessary,
this can be repeated until eventually we obtain a normal
set.
42 PART I: THE LAPLACE TRANSFORM
J~ (x) + x1 J ~ (x) +
rII - xv2]2 Jv(x) = 0. ( 48)
( 51)
Av
(52)
ZV(V_ 1:.)'
2 •
(53)
Problems
1. y' + y = 1, y (0) = Z.
Z
Z. y" + w y = cos (vt) , v " w.
3. y" + y = sin (Wt).
4. y" + 4y' + Sy = 1, y (0) = y'(O) = O.
5. y'" + y 1, y (0) y' (0) y" (0) O.
6. y'" + Y t, Y(0) y' (0) y" (0) O.
44 PART I: THE LAPLACE TRANSFORM
7. y' - z -t 2 ,
y - z' 2t e -t
8. x' y,
y' z,
z' x.
9. y" + 2z 0,
Y - 2z' O.
10. x" + ay' bx 0,
y" - ax' - by O.
11. x'n + a(x n + xn - l ) 0, n > 1,
x'0 + ax O = 0,
x (0) 0, n > I,
n
Xo (0) 1.
14. For the same circuit as in Problem 13, find the charge
on C if the applied voltage is EO sin (wt).
Footnotes
3. See, for example, KAPLAN (1962) and VAN DER POL &BREMMER
(1955), Ch. 8.
K-
au (1)
at
where K is a constant given by K oc/k, and 0 is the
density, c the specific heat, and k the thermal conductivity
of the material. (We have assumed that 0, c, and k are
all constants.) A method of solution of (1) for particular
problems is illustrated by the following two examples. l
au (2)
at
By analogy with Section 3, where we showed that the Laplace
transform reduces the problem of solving ordinary differen-
tial equations with constant coefficients to an algebraic
problem, we might expect that a similar method applied to a
48 PART I: THE LAPLACE TRANSFORM
I 2
pU(x,p) - TO = - -d U(x,p). (4)
a dx 2
2
Thus the problem will be solved if we solve the ordinary dif-
ferential equation (4) subject to appropriate boundary con-
ditions. The boundary conditions on u(x,t) are:
(i) u(O,t) = TI and (ii) u(x,t) remains finite as x goes
to infinity. The boundary conditions on U(x,p) are obtained
by taking the transforms of these, so we have
U(O,p) (5)
erfc (x) =
2
I1r rx
e- u 2 duo (8)
§4. Partial differential equations 49
Infinite Slab: We consider the case when the body fills the
region 0 < x < ~ and is initially at temperature TO' One
face (x = 0) is maintained at this temperature, while the
second face is supplied with heat from time t = 0 at a con-
stant rate H. We want to find the heat flow through the
first face as a function of time. Our partial differential
equation is again (2), and the Laplace transform is again
(4). The general solution of (4) is
TO
U(x,p) -- + A sinh (Bx/p) + B cosh (Bx/p) , (9)
p
Q(O,p) = H (11)
p cosh (B~/p)
This function may be inverted using the methods of Sections
6.2 or 6.1. The results are, respectively,
00
(_l)r-l erfc 1
q(O,t) = 2H L {B~(r-2)/lt},
r=l (12)
00 r
4 1 2 n2t/B2~2}].
H[l+ TI L (-1) exp {-(r--)
2
r=l (2r-l)
50 PART I: THE LAPLACE TRANSFORM
(14 )
U (0, p) = <P (p ),
u(x,t)
{:(t - x/a), x < at
(16 )
x > at.
is easily found to he
sinh[p(~-x)/al
U(x,p) = <I>(p) (17)
- sinh[p~/al
-p (x- H) / a
-e + ••• l,
(18 )
u (x, t) cp(t-x/a) ¢(t+(x-2~)/a) + CP(t-(x+Z~)/a)
- ¢(t+(x-4t)/a) + ... ,
where we assume in writing the expression for u (x, t) that
¢(t) = 0 for t < O. This result represents the propaga-
tion of ¢ (t) at velocity a while t < t/a; however, the
L 6x
i(x. t) i (x+6x. t)
e(x+8x,t)
e(x,f) C6x
o~--------~----------~0 T
Figure 4.1
(19), we get
oE(x,p) - pLI(x,p),
ax (20)
aI(x,p) - pCE(x,p),
ax
which must be solved subject to E(O,p) ~(p). The solution
which is bounded as x + 00 is
E (x,p) ~(p) e- px / v ,
(21)
v2 l/LC,
Figure 4.2
Problems
z = IL7C ,
v = l/ILC".
16. A finite line of length ~ and parameters Land C,
is connected at x = 0 to a potential source E(t) in
series with a resistance R. The end x = ~ is open.
Find the potential at x = ~ for t > O. Is there any
value of R for which transmission takes place without
distortion?
Footnotes
The equation
b
g(x) = f(x) + \ Ja k(x-y) g(y) dy, (1)
1 1
.. = -p-l G(p) '
~ (8)
P
hence E.:.l _ 1 1
G(p)
p2 - P - p2 '
(9)
get) l-t.
G(p)
(12)
g (x) = cos x.
easily obtain
§s. Integral equations 61
_A_
n (p)
p-A-l
-(A+l)s . (14)
r (s) A e
g(s) ,. f(s) + A ro
e(A+l) (s-t) f(t) dt. (15)
K(p) Jo e-pt
OO dt
(l+t) 2
1 - P fooo e -pt dt
(l+t)
(17)
JOO
e
-u
u
du
'
p
g (t) 21Ti
1 r+ ico e pt K(p)
Y-ico I-a K(p)
dp, (20)
r
K(O) 1,
(21)
K' (p) = - t e -pt k(t) dt < 0,
o
so that if a < 1, I-a K(p) has no zeros; if a = 1 the
origin is a zero; and if a > 1 there is one simple zero for
some real positive PO' We assign the analysis of the spec-
ial case a = 1 to the problems. For a < 1, we can deform
the contour in (20) to encircle the negative real axis.
Using the superscripts ± to denote the values of a func-
tion at p = -~ ± iE, ~ > 0, E + 0, we obtain in this
case
get) l(t)
(22)
-
[K (- 0 ]*
(23)
~5. Integral equations 63
r
we have
E; e-(l+t)E; dE;
I (t) = > O. (24)
o 11 - a K+ ( - E;) I 2
A
I (t) < 2 . (25)
(1 +t)
1m (p)
isolated pole
Re(p)
branch cut
Figure 5.1
Pot
Po e
get) = + I(t), a > 1 (26)
a (PO - a-I)
showing that the solution is exponentially growing in this
case.
64 PART I: THE LAPLACE TRANSPORM
ro r
obtain
pep) = A[G(p)K(p) + e- Px dx k(y-x)g(y) dy]. (28)
x
2 2
2aA G(p) = - [p pep) - pf(O) - fl (0)] + a pep)
(31)
f (0) x G(a),
(32)
f' (0) aX G(a).
n -a..s
k (s) I
i=l
CP.(s) e
1
1
(36)
cp.1 (s) = ~i
j=O
Substituting a representative term from (36) into the double
integral occuring in (35) yields
fo g(y)
00
dy
foo
0
a iJ. (x+y)J e
. -a.. (x+y) + px
1 dx
a· . f j!
1J k=O k!(j-k)!
00
fo g(y)yJ-ke
• -a..y 00 k (p-a.i)x
1 fo x e dx
t
G(j -k) (a..)
a .. j! 1 (37)
1J k=O (j - k) ! (p_a..)k+l
1
( 40)
G(p) = rF(p)
L
Yl
+ -- +
p-a
Y2
(p-a) 2
J
[1 + 'I'(p)],
-J:
( 42)
( 43)
Q2 = 1 - n f~oo ~(x') f(x') dx',
I: e- Px dx r
x
h(x") g(x-x") dx" (47)
0,
§5. Integral equations 69
where we have used the variable change x" x-x', and the
properties
g (s) 0, Is I < a,
( 48)
h (s) 0, Is I > a.
JOOo
e- Px dx foo g(x') hex-x') dx
x
(53)
2 2 -1
P G(p) [Q P - H(-p)] (54 )
hex)
{-Q 2 (1 - nx), Ixl < a
(57)
0, Ixl > a.
Problems
2.
<PC t)
f:
2 2
f(s) = k(s -u ) g(u) du
f:
and
<P (x) = k(x-y) 1jJ(y) dy
are related.
6. Define
<p(x) = lim 1m [K(x+i£)]
£+0
0 , x > 0
<p (x) {
1Txe x , x < O.
72 PART 1: THE LAPLACE TRANSFORM
t~i+oo 1m [K(p)] : 0,
9. f(x) :
r 0
e-(x-t) get) dt
10. f(x)
r 0
[sinh(x-t) - sin(x-t)] get) dt
11. f(x)
J: 2
sin (x-t) get) dt
12. f(x)
r 0
e
x-t
erf(/x-t) get) dt
14. f (s) = 2 ts
t g (t) dt
ft2:2
t -s
fs
00
I:
19. Solve
g(x) sinClx-yl) g(y) dy.
r
20. Solve
g(x) = 1 + Ix-yl cos(lx-yl) g(y) dy.
o
21. Show that if the pair distribution function g(x) is
bounded as x + 00, then the function defined in (53)
is bounded as Ipl + 00.
g (x).
Footnotes
327.
5. We must first take Re(p) < a, and then use analytic con-
tinuation on the final result to extend it to Re(p) > a.
§5. Integral equations 75
approximation.
1m (p)
Re (p)
poe
Figure 6.1
k > 0 (2)
§6. The inversion integral 77
f(t) =
I G (ak)
(5)
k=l H' (a k )
This result, first formulated by Heaviside in relation to
his operational calculus, is known as the Heaviside expan-
sion theorem.
Examples:
1 , c > 0
(i) Pcp) (6)
P cosh (yip)
that the Taylor series for the cosh function has only even
powers of its argument, so that F(p) does not have a branch
point at the origin. For negative t, we can close the con-
tour in the right-hand half-plane (Figure 2), and readily
show that the integral along r goes to zero for large R.
1m (p)
Re(p)
Figure 6.2
(2.23)].
f(t) (8)
§6. The inversion integral 79
(ii)
F(p) cosh (tS/p) c > 0 (9)
P cosh (yip)
Again the function does not have a branch point, and the
Heaviside expansion theorem gives
(_l)k cos[tS(k-l)n/y] _(k_l)2n2t/y2
00
f(t) = 1 + ~ L 2 e 2 (10)
n k=l (k- ~)
1m (p)
Re(p)
Figure 6.3
+ _1_
21Ti
JB F (p) e pt dp. (11)
J F(p) e pt dp = (12)
B
1 -yip
F(p) = - e (13)
Ip
Substituting into (12) leads to
F (p ) = 1:. e - Y Ip , (16)
p
into three parts (Figure 4). For the integral around the
Figure 6.4
1
fB F(p) e pt dp = 1 + 6'(£). (17)
Z
For the other two contributions, we can use (lZ) with the
lower limit replaced by u = £; subsequently setting £ to
zero gives
(19)
Z ~ -1/2 fYIZlt Z
e _u du
o
= - erf (y/Z/t),
where Re(A l ) < Re(A Z) < Re(A 3 )< ••• , and Re(A v ) increases
without bound as v .... "', then the loop integral
f(t)
1
Z~i
fO_:_ F(p) e P t dp (Z Z)
a\l
f(t) 'V
L A +i
v= 1 v
(-Av-l)! t
(24)
+ -
1
-
27fi
t+
-~
F (p) e pt dp.
n
(25)
1
!iT
JO+
_~
A pt
p e dp
1
(26)
-
1 f O+ F (p) e pt dp = tJ(t
-A
n+ 1
-1
). (27)
27fi -~
n
'V e at (29)
1
F(p) = a > 0 (30)
Ip (p+a)
which has branch points at p o and p = - a. Sine e a > 0,
[1 J
~L
e- i7r / 4 E.:i. 3 (p-i) 2
4i 32 +... , p ... i
12(p-i)
F(p) '"
e i7f / 4
12(p+i)
p+i
[1 + '2f1
3(p+i)2 +
32
J
. .. , p .... - i,
(34)
(37)
(38)
f(t) ~ (39)
v=l (Av-l)!
lIT"
00
F(p) ~ l ( 40)
k=l (-k-i)! k! p(2k+l)
with the corresponding Heaviside series expansion
00
(-l)k ft/2)2k
J 0 (t) = r (41)
k=O k! k!
Since the expansion of F (p) is a convergent series for
§6. The inversion integral 87
Problems
1
1.
p/p+1
2. 1
a+1p
-ap
3. 1-e
p
, a > 0
e-ap_e- bp
4.
p
o< a < b
- ap - bp
5. e -e 0 < a < b
2
P
6. R.n
[~J
p+a
7. R.n
[~]
p2+a
where
1/1 (a.+ 1)
d
da. [R.n a.!].
10. Invert
2 2
F(p) = P R.n (1 - a /p ).
11. Find power series for the functions whose inverses were
found in Problems 1, 2, 6, and 7.
F(p)
122
Ip +a.
Footnotes
F(w) (1)
we have
F (w) (3)
89
90 PART II: THE FOURIER TRANSFORM
1 JY+l.· 00 pt
f(t) = "ZiTI e [f+ (p) + f (-p)] dp
Y-l°O
(5)
1
271"
F
s
(w) =2 JOO sin(wt) f(t) dt,
o
f:
(7)
F (w)
s
-
[f+(-iW) + f+(iW)] ,
(8)
Examples:
(10)
e -altl .
Few)
2 2
e-w /40. (13)
('lr/a.) 1/2
1, -1 < t < 1
(iii) f(t) = { (14 )
0, It I > 1
r1 iwt
F(w) e dt
Ll (15 )
2 sin w
w
I
1
~i
JC e -iw w(t -1) dw _ ---:-
1
~1
fC e-iw(t+l)
w
dw (16)
can close the contour in the upper half plane for both in-
tegrals, giving I = O. If -1 < t < 1, we close in the
Im(w)
c
__________________~~----------------------~ Re(w)
'pole
Figure 7.1
(iv) (17)
F (w) = lim
r
-00
Iwl < a
(19)
Iwl > a
-iwt
JO(at) =!11 ( _ a e dw
2 2 I a _w
= ~ Ja cos(wt) dw ( 20)
r/
11 0 / a 2-w 2
=~ 2
cos (at sin e) de.
11 0
ft- l / 2 t 0
to :
>
(v) f (t) (21)
t < 0
F(w)
J: t
-1/2
e
iwt
dt
(22)
e ill/4 ITT Im(w) > 0
rw
The inversion integral is (see Figure 2 for details)
fet) = e
-ill/4
2 ITT
Ic --iwt
e - dw.
IW
(23)
1m (w)
-c ...
Re (w)
Figure 7.2
97. Definitions and elementary properties 95
t -1/2 .
-iw F(w),
d
-++ -iw,
dt
d (27)
-++
dw it.
iWT
e (00 e iwu feu) du (28)
iWT
e F(w),
= K (w) F (w).
(32)
~7I f~oo F(w') G(w-w') dw'.
1
f(t) = 2'IT
foo
_00 F(w) e
-iwt
dw (35)
fOO 2
If(t)1 dt = 2'IT
1 foo IF(w)1 2 dw (36)
_00 _00
1
(39)
Figure 7.3
f
0 t < 0
f (t) sin t, 0 < t < 2'1T (41)
l 0 t > 2'1T
( 43)
1 [00 -i[wt+8(w)]
x(t) = --
2'1T _00 F(w) B(w) e dw. (45)
2 2
E ~1T f oo
_00 IF(w) I IwB(w) I dw
2 (46)
1T
"2
which agrees with (43). This illustrates the fact that the
energy is spread out over a wide range of frequencies.
fC K(W) W-rl
dw (48)
1m (w)
Re (w)
Figure 7.4
r
Kr (w) + iKi (w)]
Ki (w) dw
KrCn) - -1 PV
TT -ex> w-n
r
(50)
Kr(w) dw
Ki(n) = !TT PV _ex>
w-n
which are the Kramers-Kronig relations. Thus the require-
ment of causality leads to a connection between the real and
imaginary parts of K(w) for a very general class of linear
systems.
Another important relation of this type is obtained
by considering the integral (see Figure 5)
§7. Definitions and elementary properties 103
Im(w)
Figure 7.5
(51)
K(i~) = 2
'If
Joo0 (52)
Problems
1 [F (w+b) + F (w-b))
6. ~ [cos (bt) feat)]
s 2a s a s a
1 [F (w-b)
7. ~s [sin (bt) feat))
za c a
Fc(W:b)]
1 [F (w+b) + F (W- b) ]
8. ~ [cos(bt) feat)]
c Za c a c a
1 [F (w+b) _ F (w-b)]
9. ~
c
[sin(bt) feat)]
za s a s a
16. ~2 fOO
F (w) Gc(w) sin(wt) dw
nos
f:
2 0
(~x)
2 = <x 2> - <x> 2 ,
(~p)
2 = <p 2> - <p> 2
Show that 4
(~x) (~p)
- 2
> 1:.
for any function f(x).
[Consider the inequality
iat
,
{:
19. P < t < q
f (t)
, t > q or t < P
eip (a+w) _ eiq(a+w)
F (w)
w
2
21. f(t) cos (at )
F (w) (~/a)1/2cos[(w2/4a)-(~/4)]
106 PART II: THE FOURIER TRANSFORM
[ fa2::2 al 1 / 2
+
a 2+w 2 J
F (w)
25. t < a
t > a
28. f(t)
sin[bia 2 + t 2]
1a2 + t 2
F(w)
/w/ < b
§7. Definitions and elementary properties 107
2w
F (w)
s 1+w2
2
-t
31. f(t) = e
2
F (w) = liTe- w /4
s
F (w) = tn 11+wl
s 1-w
sinh(w)
Fs(W)
cosh(w) + cos(a)
sinh(at)
35. f (t) coshC'lft)
dt 7f
36.
2ab(a+b)
108 PART II: THE FOURIER TRANSFORM
'" 2
37. t dt 'IT
fo (a 2+t 2) (b 2+t 2) 2(a+b)
38.
r 0
sin(at) sin(bt)dt
t2
{ oa/2,
'lTb/2,
a < b
a > b
'"
~f(O) + l f+ (an)
n=l
!f(O) +
2
-Y
n=-l
f_(an) =! Y F (2'ITm)
a m=-oo - a '
by representing f±(an) by its inverse Fourier trans-
form and evaluating the integral (after performing
the summation first) by residues. Adding these gives
00 00
l f(an) = !a l F(2'ITm)
a ,
n=-'" m=-'"
known as the Poisson summation formula.
'" 2 2
41. l e -n q
n=-'"
[7. Definitions and elementary properties 109
42.
l
n=-oo
JO(na) ir ~ 0 < a < 21T
a'
~
a
+ 4 ~
k=l
1 , 2m1T<a<2(m+l)1T
00
*l
00
44. l
n=-oo ~2 1T2 n 2 m=-oo
I"a +
Footnotes
(1)
Example 1:
2
V ¢(x,y) = 0, _00 < x < +00, y > 0
(2)
¢(x,O) = ~(x)
d2
~(w,y) - w2 ~(w,y) 0,
dy2 (3)
~ (w, 0) 'I' (w) ,
(4 )
¢(x,y) = I.
".
I"" -00
(6 )
1 a (r~) + a2~ 0,
r aT ar az2
(V, Izl < ~
cjJ(a,z)
1. 0, Izl > L
(7)
ll2 PART II: THE FOURIER TRANSFORM
Z =--l Z=.f
Z
Figure 8.1
Now we take the Fourier transform with respect to z, so that
equations (7) become
d 2 <Jl(r,w) 1 d 2
+
r dr <Jl(r,w)
- w <Jl(r,w) 0,
dr 2
(8)
2V sin (w,Q,)
<Jl (a ,w) =
w
1 d (r dU(r,w)) _ w2U(r w) 0,
17 dr dr '
U(a,w) e iwz dz
(12)
Iz2+a 2
= - 2q KO(wa).
(13)
¢(r, z) = -q>--- -~
'If
fo KO (wa)
oo 10 (wr)
cos (wz) dw. (14 )
/r 2+z Z 10(wa)
114 PART II: THE FOURIER TRANSFORM
p
av
~ + p(v·V)v + Vp = Pg, (16)
at - - - -
where & is a constant vector, the acceleration due to grav-
ity. One consequence of (16) is that if V x v = 0 at one
§8. Application to partial differential equations 115
v = ~~. (17)
~i + ~. (p~) = o. (18)
(19)
v !t
- at
+ l2 -V(v 2) + VE - g =
p-
o. (20)
a'"'I' 1
+ - V
2 + n
~ + gz A(t) , (21)
'IT 2 p
o. (22)
~ + an o on z = n. (23)
az at
o on Z = 0, (25)
= 0 on Z = 0, (26)
d2 2
---2 ~(w,z,t) - w ~(w,z,t) = 0, (28)
dz
and the solution for real w which is bounded as z + -00 is
~(w,z,t) = A(w,t) e
Iwlz (29)
(30)
nO(x) =
{' o ,
2a' Ixl
Ixl
<
>
a
a
(34)
-1(;i1"i'T"
¥WIAI -
+ .!.. I I = a. ,
2/1xl
(36)
i/~ = a,
after which the expression for <p becomes
<P(x,O,t) - n l
_ 1 (..L1l/2{ foo sin[(a/lxl)(a.-a)2]
2 sin(a. 2 -a 2)da.
llxlJ a (a/lxl)(a.-a)
a2A(w,t)
--"-:~':'" + g I w I A(W, t) in 'l'(W) e
-int (43 )
p ,
at 2
which is obtained from the boundary condition (27). The
solution is
e it/lwlg
2 (n + If(;j''fg)
(47)
-i til wi g ]
+ ..;;.e_ _.........,==-
2 (n-/rwrg)
n(x,t) =
1
2'11
foo0 [H(w,t)e
-iwx
+ H(-w,t)e
iwx
] dw ( 49)
and then deform the contour to the one shown in Figure 2 which
avoids the point w = n2 /g. This enables us to consider the
various terms in (49) separately, and to write n(x,t) as
the sum of two functions n(s)(x,t) and nCt)(x,t), where
n
(s)
(x, t) e
-int I w ['I'(w)e
-iwx
+ 'I'(-w)e
iwx
] dw,
z:;;-P c n2 -wg
n(t)(x,t) 1
fc r
IWI'I'(w)
{ e
- iwx+it/Wg
_ e
-iwx-it,/Wg
2'11P 2;g L n + rwg
iwx+it/wg
+ 'I'(-w) { ~e ________ dw . (50)
n + Iwg
§8. Application to partial differential equations 123
1m (w)
c
Re (w)
w= Q~g
Figure 8.2
(t)
Now we may show that for any fixed x, Tl is of order
-1
t provided that ~(w) falls off sufficiently fast as
w+ 00. To do this, we proceed as follows. First observe
that the terms having the factor n + ~ as denominator may
-1
be evaluated as real integrals, and are of order t for
large t by Problem 2.1. Also, by the same consideration,
the contribution from the other two terms which come from
integrating along portions of the real axis are of order
-1
t . If we denote the integral around the small semi-circle
by I, the argument of w - n 2/g on the semi-circle by $,
and the minimum value of In - IWgI by tJ., then we have the
t
bound
sin $ d$
II I < A
-'IT
e ttJ.
(51)
= tr(t -1)
(t)
so that is indeed a transient term, and the steady
Tl
n(s) (x,t)
(52)
-1
For large x, the integral is of order x leaving the
°
secon d term as t h e maJor contrl°butlon.
° 7 This describes
Problems
1. Find the stationary temperature distribution u(x,y) of
a semi-infinite body y > 0, i f the boundary is held at
the temperature
2.
u (x, 0)
f' 0,
u(x,y) of
a quadrant x ~ 0, y ~ 0, if the face y = 0 is held at
zero temperature while the other, x = 0, is thermally in-
sulated for y ~ b, while heat flows into the strip
o~ y < b at a constant density q. Find the distri-
bution of heat flow through the face y = o.
126 PART II: THE FOURIER TRANSFORM
r
then show that
u (x, 0) 2 t f(t) dt.
y 'IT
a x 2+t 2
4. Show that the solution ~(x,y) of Laplace's equation in
an infinite strip _00 < x < 00, a~ y < a, subject to the
boundary conditions
~ (x, 0) f(x) ,
Hx,a) g (x),
is
f
f(t)dt
00
¢ (x, y)
za Sln (~)
1 .
a
~f
l-oo cosh'IT(x-t)/a - cos'ITy/a
g(t)dt 1
cosh'IT(x-t)/a + cos'ITy/aJ .
[Use Problem 7.26.]
( Va' Ixl ~ a
(i) f(x) = g(x)
La, Ixl < a
L
( Va' Ixl ~ b
(ii) f(x) g (x)
a , Ixl > b
§8. Application to partial differential equations 127
q 2 I~ KO (w a )
cp(r,z) - ~ 0 IO(wa) IO(wr)cos(wz) dw.
1r2 +z2
9. The end of a semi-infinite cylinder o< r ~ a, 0 ~ z ~ ~
Ixl < a
Ix I > a.
n a~ a~
~ + gn + at + U ax 0,
an + U an _ a~ 0
at ax az .
Show that if p(x,t) = p(x) cos(nt), t > 0 with the
motion undisturbed initially, then the following be-
haviour is predicted: 8
2
(i) If U > gh, the disturbance dies out both upstream
and downstream of the region where p(x) is non-
zero.
[8. Application to partial differential equations 129
Footnotes
is.
(3)
defined by
a
~a(x) = J ¢a(x-x') f(x') dx' (7)
-a
are test functions, and that we may choose a O so that for
§9. Generalized functions 133
(10)
we define <f,~> by
(12 )
0,
tions; for example, the delta function arose from the chang-
ing of orders of integration in quantum mechanics. We
shall show in this section that the natural extensions of
everyday concepts from functions to generalized functions
leads to the lifting of many restrictions, and this is why
generalized functions find so many applications.
w(g) = Hx(g))/g'(x(g)).
= - <f,cp'>.
f~
----------~----r---~r_----~~------------~x
Figure 9.1
lim
a+O
foo _00
f (x)
a
~(x) dx I: ¢Cx) dx; (26)
hence we write
(ii) Let
f f1/2V
00
(31)
r
_00
~ (x) dx
x
lim
e;+O
f
Ixl>e;
~(x) dx.
x
(32)
<f' ,~>.
...
00
lim 1 1
i n o(x), (40)
y+O x+iy x
-1
where the generalized function x is the principal value
integral when applied to a test function.
Examples
-1
Ci) Consider the function G(w) = (w-w o) ,where is
real. We may use it to define two different analytic func-
tionals, namely
( 45)
(46)
1
27Ti
I q,(w) dw ( 48)
C w-a
w2
<F,q,> e q, (w) dw. ( 49)
(51)
Here (52) gives <F,~(w» = 27f¢(-x O)' Using the Fourier in-
version theorem to represent ¢(-x O), we obtain the analytic
.
f unctlona 112
(ii)
<F,~(w»
r_00
e
+iwxO
~(w) dw. (55)
- iwOx
f(x) e (56)
«-iw)nF(w),~(-w»
Examples:
(i)
f(x) <5 I (x)
(60)
<F,~>
(co (- iw) Hw) dw
(E)
f(x) = x
(61)
F(w) -iw <5 I (w)
148 PART II: THE FOURIER TRANSFORM
(iii) -iw x
f (x) e 0 hex), (62)
<F,il?> = lim
£+0 r _00 W
iil? (w)
- wo + i£
dw
(63)
i <l?(w) dw
Ie w - wo
Problems
1. Show that
b
¢Cx) = f ~a(x-y) dy,
a
with ~a defined by (4) , is a test function, and that
f(x) g(x).
§9. Generalized functions 149
4. Show that
d 1
(i) ac;: o (o.x) = - 2" 0 (x)
a.
d 2
(ii) ac;: 0' (o.x) - 0' (x)
0. 3
(iii) f(x) o(x) = f (0) o (x)
r
a.
a.
6. lim w sin(wx) 0
w+oo
v _v 2 x 2
7. lim - e o (x)
v+oo I7T
a. -o.lxl
8. lim "2 e o (x)
0.+
00
inx
00
1:
n=-oo
ane
where
a < A nk , 0, k > O.
n n "
t>how that i f P ~ k + 2, then
inx
1: a e = a O + f(P)(x)
n=-oo n
where
00 a
_n_ inX
f(x) e
n~o
n=-oo
(in)P
150 PART II: THE FOURIER TRANSFORM
10. Evaluate
00
L m > o.
n=-oo
= ~ (_l)n m! o(m-n)(x),
L (m-n)! m > n
A
x cjl(x) dx, Re (A) > -1.
+ I OO
1
A
x ¢(x) dx +
n
I
¢(k-l)(O)
k=l (k-l)! (A+k)
15. Show that
A f 0,-1,-2, . . . .
A iTIA fO A
<x_,¢> = e -00 (-x) ¢(x)dx, Re(A) > -1,
to x A by
±
§9. Generalized functions 151
lim (x ± ie:) A
e:+0
A ±i7TA A
x+ + e x
-1
17. The generalized function x was defined in Section
9.3 as the principal value integral, and we showed that
(x ± iO)-l = x- 1 ; i7To(x).
m
x f(x) 0
is
an F(n)
L
00
F(w+a) Cw)
n=O n!
for all a.
§9. Generalized functions 153
Footnotes
a
< max l¢n(x)lf If(x)ldx,
-a<x<a -a
and if the sequence converges uniformly to zero,
154 PART II: THE FOURIER TRANSFORM
9. The proof is easy because (37) and (38) are both regular,
whereas to prove (40) directly is more difficult.
iwx
e o(x-x ) dx =
o
we lose essential information regarding the contour of
the analytic functional.
§10. Green's functions 155
L[y] = 0 (3)
156 PART II: THE FOURIER TRANSFORM
(4)
vL(X)
t uR(~)
f(~) d~,
r
x p (~) w(~)
(7)
uL(q
vR(x) = f(~) d~.
a p(O W(O
Equations (4) and (7) may now be combined to read
UL (x) UR (0 (8)
x < ~
p(q W(q
g (x,~)
uR(x) uL(O
x > C
p (0 W(~)
+ [p(vu'-uv') + uv(q_p,)]b
a
Jba vL[u] dx =
Jb
a
u Lt [v] dx (11)
for every u(x) satisfying (Z). From (Z) and (9), we see
this is equivalent to the boundary conditions
(lZ)
[blP (b) + bZp' (b) - bzq (b)] v(b) + bZp (b) v' (b) = O.
ut (x) u~ (0
r P (~) wt (~)
x < ~
1
t
g (X,O
4. (x) ut (~)
x > ~ (14 )
p (0 wt (~)
g(~,x).
The Green's function for such a problem has the important pro-
perty of symmetry: g(x,~) = g(~,x). Furthermore, since we
may easily show that p(x) W(x) is a constant, (8) simpli-
fies to
/:; = 1
p(~) W(~)
(17)
lim o
x-+-oo (20)
lim
x++oo
It may be shown that if p(x) f 0 for -00 < x < 00, then the
only solutions of the homogeneous problem L[g] = 0, where
g is a generalized function, are the solutions in the ordi-
nary sense. 2 (That is, they are the regular functionals con-
structed from the usual solutions.) Since we have assumed
uL(x) uR(S)
g(x,O ----- h(~-x)
p (0 W(S)
( 21)
uR(x) uL(~)
+ h(x-~)
peo W(O
(22)
2 2
(w +a ) G(w,~) = -e iw~ . (23)
(i) If we write
(24)
-1 -alx-~I
g(x,~) = 2a e . (25)
r 0, x < !;
Li
g (x,S) = ~ (27)
sinh[a(x-!;)), x > !;.
1 alx-!;I
g (x,S) 2a e • (28)
1m (101)
Re(w)
Figure 10.1
2
'iJ g(r,r') OCr-r')
(29)
o(x-x') o(y-y')
.1L
iwx'
-e e -wly-y'l , Re(w) > 0
2w (31)
G(w,y,x',y') iwx'
e l.llly-y'l
e , Re(w) < O.
2w
1 Jia e-iw(x-x')+wly-y'
z;{ -00 2w
1
dw
- Jia
oo e-iw(x-x')-wly-y'l
2w
dw} (32)
(35)
V2 g(E'E') 0(:-:'),
g(:,:') 0, r on 51' (36)
n'yg(r,r') 0, r on 52'
2
V u(!) feE),
u(r) $1 (r), r on 51' (37)
~·~u(!) $2(E), r on 52'
fR g(r,r') fer) dr
E
IR E
[g(E-E') V 2U(E) - U(E) v2g(!'E')] dE
(38)
I5 [geE,!') $2(E) - $l(E) n'V g(E,E')] d~
+ ~w J:w [~n E ~~ + ~] dB.
(41)
g(x,y,x' ,y')
(44 )
e-iw(x-x') sinh(wy<) sinh[w(t-y»]d
= - ~TI [00_00 w.
w sinh(wt)
g(x,y,x',y') = 2l1f Re I
n=-oo
tn rY - Y '+2nt +iCX-X')]
LY+Y'+2nt +i(x-x')
(46)
( 48)
(49)
(50)
(51)
a2 2 2
[-2 - w + k] E(w,y,x',y') = e
iwx'
o(y-y'). (52)
ay
Suppose that we choose the integration contour for inversion
so that Re(,r~2_k2) ~ 0 on it; then the solution which is
bounded for large Iy-y' I is
iwx' _!w2_ k 2Iy-y'l
E(W,y,x',y') -e e (53)
1m (w)
branch cut
Figure 10.2.
x - x' p cos e
(54)
Iy-y'l p sin e
W : -k cos (~+it),
(56)
__d""w~_: _ dt,
Iw-Z"7
where we have chosen the branch of ~2_k2 which makes it
§10. Green's functions 171
\
\
\
'\
\
III =-k \
/
/
/
/
/
/
/
Figure 10.3
1
e(!,!') - In ~n p, kp « 1
(58)
-3in/4
_ .::.e_-,-_
4
[~Jl/2
nkp
kp » 1.
e(r,r')
(59)
- ikp
e , kp » 1.
(V 2 + k 2 ) g(~,~') o(r-r'),
g(~>E') 0, (60)
n·Vg(r,r') 0,
(V 2 + k 2) uC:O -
fer) ,
u(r) tPl (~) , r on Sl' (61)
(62)
Problems
z > 0, subject to g = 0 on z = 0 is
where
174 PART II: THE FOURIER TRANSFORM
;z---z
ck, tan a Ix~+y~
where
2 >
s2 w y< min(y,y'), y max(y ,y').
910. Green's functions 175
HO,y) 0, y < 0,
x
1/2 t _ cos 6
v(R,cosex)
Icos ex + cos 6
d(cos ex)
1 av
0,
P ap
P R sin 6,
1',; R cos 6,
and Iz f( -1',;), < 0
av {
= 1T/i7I
1',;
lim p
p+O ap 0 1',; > O.
f(r)} r
on S,
gC:O
176 PART II: THE FOURIER TRANSFORM
2
Cv 2 + k ,2 H l,2 = 0,
l
CV2+k2)2~ 0,
~
-
(r) fCr) "I
g(~) J
r on S.
V2~ C:)
- ~k Is {k 2 f(E') + geE')} a2
akan
GCE.E') dS'
4
V cp(x,y,z) 0, -00 < x < 00, -00 < y < 00, z > 0,
subject to
§10. Green's functions 177
~(x,y,O) = f(x,y),
[V2~lz=0 = g(x,y).
Footnotes
1. Excellent accounts are given in STAKGOLD (1968) and MORSE
& FESHBACH (1953), Ch. 7.
defined by
1
(i) Derivatives:
~[~f(!) ] - i~ F (~) (4)
(ii) Translations:
ik·a
~[f(!-~)] = e - - F(!5) (7)
(8)
(iii) Convolutions: If
n
her) = J g(r-r') f(:')d :', (9)
then
H(k) G (k) F (k). (10)
Also
g (r)] = 1 G(k') dnk'.
~[f(r)
(27T) n J F(k-k') (11)
J
n
f (r) g*(r)d r =
1
(27T)n
I F(!5) G*(!5)d n !5. (12)
1, (l4 )
where
I(~,y) = _I OO e-iny dn
(18)
-00 (n- is) (n+is)
We integrate along the real axis, since the poles lie off it
§ll. Fourier transforms in two or more variables 181
1m (~)
c
-k
Re (~)
k
Figure 11.1
1(;, y)
1Te -slyl (19)
s
(25)
(~1T)Z f
e-ig.~
1>(g,~) ¢(~,z)d~. (Z8)
d Z",
'!'
dz Z
-
Z Z
(q -k )1>
°, k rile, (Z9)
x
l(1 --
-
(2n)2
f d 2 s' e - iq·
-
__s'
Qz g /c2
q -k
2
~n J d2~, ¢(~' ,0) h [e~kRj,
z2 + /s-s,/2.
R
.
~' ~' - (32)
'" r - r's' +
2r
This replacement is made in the exponential function; else-
ikr
ze -
-
27rr2
f d 2s' e-ik~.?'
_- ~'I'(~' ,0)
(33)
27rz
-;Z e ikr F(k~/r).
V'E 47rp,
y. x .§ 1m
c at
(34 )
V'H 0,
v x H
186 PART II: THE FOURIER TRANSFORM
where p and j are the sources, i.e., the charges and cur-
rents which generate the fields. It is usual to express E
and H in terms of a vector potential A and a scalar poten-
tial ~ via the relations
H v x ~,
(35 )
1 a~
at --y~,
E
c
V'A + 1:.c ~
at
= o. (36 )
lV'
and by
~
- p
-~
1
2' 1
_ A
at Z -
4'TT
c
j ,
[ vZ _ ,,'atZ
cZ
] ~
- 4'TTp.
(37)
@(~,w) = f ~(r,t) e
i(k'r+wt) 3
- - d r dt, (38)
4'TT
p(~,w). (39)
iwr/c
1 e ( 40)
Z;Z r
A(r,t) 1
c
-j(r',t-lr-r'l/c)
- - ~ d 3;r.
, (42)
I r-r' I
This is called a retarded solution because the source at
(!' ,t') only influences the potential at r at a later time t
( 43)
j (r, t)
_ __0 I/c)
__I'D = r(t-Ir'-r is a function of r'. The simplest pro-
cedure is to introduce a new variable s = E'-Eo; then it is
readily shown that the Jacobian of this transformation is
1 + R'v(t')/R, where R :0-: = and t' = t-R/C. Now the
delta function is simply o(~), so we have
<PC!' , t ) = -=-_e=-c~--,~-::
cR + R'v(t')
C46)
ev(t')
~(!"t) =
cR+R'v(t')
These are the Lienard-Wiechert potentials.
Problems
Verify the following Fourier transform pairs.
-ar 2 2 + y2
1. f(x,y) e Ir, r x
F(/;;,T)) 2Trl ~
+a, k2 /;;2 + T) 2
2 2
2. f(x,y) xe-ar/r 2 , r x2 + y
-a 2r 2
3. feE) e r = (x ,y, z)
I 2 2
F(k) (71 3 2/a3)e-k 14a
-ar
4. fer) e Ir, r = (x,y,z)
471
F(k)
k 2+a 2
(1, r < a
S. fer)
lo, r > a
471
F(k) {sinCka) - ka cos(ka)}
k3
§11. Fourier transforms in two or more variables 189
y.~(!) ~ - i~'Y(~),
'Vxu(r) ~ - ikxU(k).
u(r,e,O) fer),
to show that
u(r,e,t) = -1 J
oo 2
pf(p)e- P /4Kt IO(pr/2Kt) dp.
4'ITKt 0
2
'V u(x,y,t)
1 a2u(x,y,t)
c2 at 2
u(x,y,O) f(x,y) ,
u t (x,y, 0) 0,
au
at
2
KV U + <P
(V2_A2)u(~,z) 0,
u (~, 0) g (~),
(xl x 2 '···, x n _l ),
may be written
u(~,z) f g(~') L(~-!' ,z) d!'.
Show that 4
L(~,z) = 2(A/2lf) n/2 Kn / 2 (AP),
2 2
P + z •
§11. Fourier transforms in two or more variables 191
x 2 + (y_s)2 ,
ut(X,y,O) 0
and the boundary condition
u(O,y,t) = fey)
is
t < x/c
u(x,y,t)
Jyy+y'
_y ,
f(s)
p2
ds
-::/c;':;c2~t::;2F_=p:;;2 '
t > x/c
z>O, z'>O,
G(~-:>::r) 0, s = (s x , s y ,0),
~
z > 0,
is given by
GCE-E' ,y) e
-ik'(r-r')
~ ~ ~ d\.
1 + ik'v
6
Double Laplace Transforms: If f(x,y) is defined in the
quadrant x > 0, Y ~ 0, we define the double Laplace trans-
form F(p,q) of f(x,y) by
18. ~[f(x-y)]
peE) + P(q) f even
p+q
F(2) - F(g) f odd.
p+q
where 7
2
20. ~ [a 2u/ax 2 ] p U(p,q) - p IT (q) - IT (q)
1
0
where
au x > 0, y > 0
ax
subject to
u(x,O) = a(x)
using the double Laplace transform.
[Hint: U(p,q) must be analytic for Re(p) > a, Re(q)
> a, for some fixed a,a. This imposes a restriction on
the possible value of u(O,y), and thus determines the
solution uniquely.]
au a 2u
at = K , x > 0,
ax 2
u (x, 0) 0, JC > 0,
a 2u 1 a 2u
a;z , x > 0, t > 0,
c 2 at 2
u (x, 0) f (x),
u t (x, 0) g (x),
u(O,t) o.
Show how the solution, which may be constructed by
D'Alembert's method, can be recovered using the double
9
Laplace transform.
194 PART II: THE FOURIER TRANSFORM
Footnotes
1. These results apply either to functions having the neces-
sary behavior at infinity to allow integration by parts,
or to generalized functions with no restrictions.
12.1. Definitions
In this and the next two sections we study the Mellin
transform, which, while closely related to the Fourier trans-
form, has its own peculiar uses. In particular, it turns
out to be a most convenient tool for deriving expansions, a1-
though it has many other applications. We recall first that
the Fourier transform pair can be written in the form
and
a (t ) = 12n I y+oo
i
.
1Y-00
A("')e-
~
.
1wt d w, a. < y < B. (2)
P iw,
x = et , (3)
195
196 PART III: OTHER IMPORTANT TRANSFORMS
f(x) = 2~i
1 JC+ 1.· '" x- p F(p) dp. (5)
C-1'"
f (x)
-ax
(i) e , a > 0, (6)
1
f(x) = 2~i J
C + 1.·'"
(p-1)! (ax)-Pdp, C = Re (p) > O. (8)
C-1'"
-ax '" ~ r
e =
r=O
L r! (ax) (9)
§12. Mellin transforms 197
r p-l dy
x p - ldx
(
00
F (p) B- P (ll)
fo (l+Bx)Y (l+y)Y
_p (p-l)!(y-p-l)!
13 , (12)
(Y -1) !
(y-l)! f(x) = 1
y-:-
TIl
fc-i
C+ ioo
oo
(p-l)! (y-p-l)! li3x)-Pdp, (14 )
Im(p)
Re (p)
------~--~~--~--~~----~--~--_M~--~--_M~
-3 -2 -1 c y Y+1 Y+2 y+3
Figure 12.1
198 PART III: OTHER IMPORTANT TRANSFORMS
... 00
, (15)
f(x) = (BX)-y~
L
_ 1- + y(y+l) _ X(y+l) (y+2) + ..
Bx 2! (Bx)2 3! (Bx)2
J, (18)
§12. Mellin transforms 199
I exl·
(iii) The exponential integral is
El (x) = r
x
-u duo
_e_
u
(19)
Denoting by
r
n(p) the Mellin transform of E1 (x), we have
n(p)
r0
xp - 1 dx
1
e
-wx
-w-- dw
f OO dw foo x p - l e- wx dx (20)
1 w 0
(p-l) ! Re(p) > O.
p
Thus,
1 fC+l.· OO
El(x) = (p-l)! x- p ~ c > O. (21)
2~i C-l OO P ,
- in x - y - L (22)
k=l
In this case, as with the exponential function [example (i)],
we do not recover a descending expansion, because there are
no singularities in the right-hand half-plane. The real
reason is deeper than this; the exponential function has an
essential singularity at infinity, and hence no expansion in
the function
=Jm dw fm e-x(w-l) xp - l dx
f:
I w 0 (24)
(p-l)! w- l (w-l)-P dw
-x ~ xk
EI(X) =e L k.' [W(k) - tn x],
k=O
(26)
w(a+l) = dd a tn(a!).
EI(x)
x
e- .
= ---2
1[1
f C + im
. F(p) x -p dp, O<C<1. (27)
C-1 m
(Z9)
Derivatives:
L[f' ;p] f oo
f' (x) x P -
1
dx
o
~(X) xp-~: (p-l) I: f(x) xp - Z dx. (31)
0, Re(p) > a,
(3 Z)
0, Re(p) < S,
and thus
Powers:
1
J
00
~[x~f(x);p] = x~f(x) x P - dx = F(p+~). (34)
o
Laplacian in Plane-Polar Coordinates: In two dimensions, the
2
Laplace operator V is
(35 )
(36)
form.
Convolutions: If
r
0
F(p) G(~-p+l).
Similarly, if
then
K(p) F (p) G(~+p+l). (40)
§lZ. Mellin transforms Z03
fo g(x)
OO
xP -
1
dx
1
Zrri
fc-iioooo F(s)x -s ds
C+
(41)
1 fC+ 1.' 00
Zrri F(s) G(p-s) ds.
C-1 00
I, o < r < a
u(r ,±a) = ( (43)
0, r > a,
which determines the solution of a potential problem in an
infinite wedge of angle Za. If we assume that u(r,a) is
-8
bounded as r + 0, and that as r + 00, u (r, a) 'V r for some
8 > 0, then the Mellin transform of u with respect to r
exists. Before applying (36) to the partial differential
Z
equation, we multiply by r so as to obtain an equation for
U(p,a) rather than U(p-Z,a). Then (4Z) and (43) transform
to
["d- ZZ +
zl
p °1 U (p , a) 0,
Lda J
p (44)
U(p,a) = U(p,-a) alp,
wihh the solution
r1 - - arctan
1 ~(ar)S
L cos sel,
J 0 < r < a
u(r ,e)
= JI ~ arc an
't ~(ar/~::r::J
2 ' r > a
(46 )
L 7T r 2S _a S
where S = 7T/20..
1
12.5. Transforms Involving Polar Coordinates
In problems involving polar coordinates, one is con-
fronted with transforms of the type F(p)sin(pe) and
F(p)cos(pe), as in (45). Suppose that F(p) is the Mellin
transform of a real function fer); then proceeding formally
we have 2
ie roo i e -1
~[f(re ); r + pl f(re ) rP dr
J 0
e- ipe J f(s) s
P -1
ds (47)
e- ipe F(p),
ie
F (p) cos (pe) ~[Re f(re ); r + pl,
(48)
ie
F(p) sin (pe) = ~[-Im f(re ); r + pl.
t o
f(re i9 ) r P - l dr = e- iP9 {t 0
f(s) sp-l ds
( 49)
Im(s)
c
Re(s)
o R
Figure lZ.Z
Applicat.ions:
n
Ci) 1IR.n(1+r)] -1 < Re (p) < O. (5Z)
p sin pn
Hence
1 Z n cos pe
1IZ R.n(l+Zr cos e + r )] (53)
p sin p'!T
and
1Iarctan ( r sin e )] -n sin pe
l+r cos e p sin p'!T
- n/Z < e < '!T/Z,
-1 < Re(p) < O.
n
(ii) 1I; - arctan r]
Zp cos (p'!T/Z)
(54)
o < Re (p) < 1.
arctan , r > 1
T (s+l)
(s- jv)
'1' (s) (59)
2 (s+i) (s+l) •
A particular solution is
-s 1 1
T(s) = K 2 (s-r-1)! (-s-Z)! (-s-l)!, (60)
YCs+1)
Y (s)
1. (61)
HV (x) = K
Z'1Tl
r+ ioo (s-ZV-1)
c-ioo
1
! (-s-2)!(-s-1)!"2
1 [x')' ds, (63)
Re (v) < - 2.
1
Complete Descending Expansion: The poles of (s-ZV-l)! lie
1
at s = (zv-r) , r = 0,1, ... , with residues ( -1 ) r / r ! Thus
2v/ Z
H (x)
v
( l)r (--v+r--)!
1 1 1
00
x I ----
r! 2 2
(--v+r-l)!
2
(65)
r=O
xv- v(v-l) xV-Z + v(v-l)(v-Z)(v-3) x v - 4 + ••••
2 2! z2
§12. Mellin transforms 209
2v/2
(-.!.v-!.)! (-!.2v-l)!
2 2
x
r=O
00
I
r_l)r(
7:'- t 11
(r-iv-i)! (- r+i)!
1
(66)
1
z
+ (r- V-l)!(-r+'2)!
1
( ]r}
x2
'2 .
Problems
Prove the following general properties of the Mellin trans-
form.
1. 1[f (ax) ;p] a- P F(p)
-1 -1
3. 1[x f(x ) ;p] F(l-p)
d
4. 1[tn x f(x);p] dp F Cp)
S. n n n
1[(xd/dx) f(x);p] = (-1) p FCp)
7. I
.A<-
fJoox
L.: l
f(U)du;pJ = i; F(p+l)
Verify the following Mellin transforms.
-a (E-l)! (a-E-l) !
8. ...I[ (l+x) ;p] o< Re(p) < Re(a)
(a-I)!
-1 '11'
9. ..L[ (l+x) ;p]
sin 'I1'p
a -1 '11'
10. .L[ (l+x) ;p]
a sin('I1'P/a)
11. ..L[e
iSx
;p] (E- 1 2! ei'ITp/2 o< Re(p) < 1
sP
2P-l(iv+~-I)!
14. L[J (x) ;p] -v < Re (p) < v+2
v c}v-}P) !
Jv(x).]
18.
r l+x cos e l '11' cos pe
1G+2X cos e+x2 ;~ sin P'l1'
19.
..Lr x sin e l '11' sin pe
Ll+2X cos e+x2;~ sin P'l1'
H2. Mellin transforms 211
21. ~ [J oOO
u
2/3
(u+x)
-1/3 _ 2
e u du;p
~
=
(p-1):(-p-2/3):(~P-l/3):
2(-2/3):
q(r) = Qo(r-a)
is maintained. Show that the steady state temperature
distribution is
212 PART III: OTHER IMPORTANT TRANSFORMS
u(r,a) =
Q
2w K cosh[wtn(r/a)/2~]
x tn
rcosh[wtn(r/a)/2~] + sin(wa/2~)l
ILcosh[wtn(r/a)/2~] - sin(wa/2~)
J'
26. A thin charged wire with charge q per unit length is
placed along the line r = ro' a = aO' inside a wedge
shaped region 0 < r < 00, 0 ~ a ~ ~, whose boundaries
are held at zero potential. Show that the electrostatic
potential may be written as
i oo
sin p (~-a 0) sin pa
cj>(r ,a)
(
¥ f_ioo p sin p~
[:or dp, a < a
0
u(r,-~) f (r) ,
u(r,~) g (r) ,
where a w/2~.
§12. Mellin transforms 213
11 m-R.-1,
I; R. (R.+1),
where R. and m are non-negative integers.
L(p) K(l-p) = 1.
Footnotes
S = L f (n). (1 )
n=l
If the function fen), regarded as a function of a continuous
variable, has the Mellin transform F(p), then we may write
fen) (2)
and consequently
cos Sn
S = L o < S < 271. (4)
n=l n2
s -~ 2
4 'IT
fc+ioo
c-i 1 oo
(2'IT)P
~
r;Cl-p)
(p-l) (p-2)
dp. (8)
s = _ ~ [(2'Tf)2 1;(-1) -
2 2 L8 ~'IT 1;(0) - iJ (9)
2 2
'IT _ 1LB. + .fL
"6 2 4
S (x) I
m=l
(1_xm2/3)1/2
m2/ 3
(10)
-3/2
M largest integer < x
S (x ) = x f(xm) , (11)
where
_ J(1_t 2/ 3 )1/2/ t 2/3, t < 1
f (t)
-l 0 , t > 1,
(12)
!.a F(E. - 1)
a (13)
we obtain
3 [(3p/2) -2]! (1/2)!
F (p) (14 )
"2 [(3p/2)-(1/2)]!
and
c > 2/3.
3Tf 1 1 2
Sex) " - + 1;(2/3) + iX - g1;(-2/3)x + ••• , (16 )
4IX
where the remainder term, which is a difficult integral, even-
tually increases with increasing n. Nevertheless, (16) is
a useful asymptotic series for small x.
2
13.2. A Problem of Ramanujan
Consider the function
~ -xe n -eiil
f(x) = n~-oo e J' (17)
00
- e
in x as follows.
§13. Mellin transforms in summation 217
The relation
r0
e- y yp-l dy = (p-l)! , Re (p) > 0 (19)
-y _ 1 fC+i~ -p
e - 2Tri . (p-l)! Y dp, c > O. (20)
C-l~
r+~~
~
1
f(x) = L 2Tri (p-l) ! e- np (x-P-l)dp
n=-oo C-l~
r+~~
~
1
L
2Tri (p-l) ! e-np(x-p-l)dp (21)
n=O C-l~
_1_ r+~~
~
fc'-i~
~ c'+i~
5 = L _1_ (p-l)! emp(x-p-l)dp, -1 < c' < O. (23)
2 m=l 2Tri
S2 -
1
21fi
r'
c'-ioo
-p
+ioo (p-l) ! (x -1) dp
(l-e- P)
(24)
and
f(x) S + Sz
1
(x-P-l)
Z;i Ie (p-l)!
(l-e- P )
dp (25)
poles of _'_=-
1-e-P
/
poles of(p-1)!
Figure 13.1
-J/,n x (26 )
I
00
Our function f(x) then does not coincide with the function
-~n x, except at isolated points given by
4
Stirling's Series: It is shown in many places that for
lal < 1 we can write
220 PART III: OTHER IMPORTANT TRANSFORMS
'"
Jl.n(a!) = -ya + }; (_l)n an r;;(n)/n. (31)
n=2
Using (30), we have
Jl.n(a!) = -ya + 1
2~i
fC +i '" ~--~~-
~as r;;(s)
ds, 1 < c < 2. (32)
c-i'" s sin(~s)
a! - (a,z)! (35)
fez) =z
a+1 '"}; zk '"}; (- z)n
k!
k=O n=O n! (a+1+n)
za+1 '"}; zm
m=O
ry ( -1) JI.
LJI.=O (m-Jl.)!JI.! (a+1+JI.)J
l (36)
a+1 '"}; a! zm
z
m=O (a+1+m) !
§13. Mellin transforms in summation 221
a+1 -z 00
1
-a! z e L (40)
k=O (a-1)! zk+1 '
larg(-z) I < n/2.
co
(k- a-I)!
(a.,z)! I (_ z) k
(-a-I) ! k=O
(41)
I arg (z) I < TT/2.
Problems
co
sin an
1. Evaluate I
n=l
n
2. Show that
co
(_l)n+l n -s (1- 2l - S g (s),
I
n=l
co
-s -s
I
n=O
(2n+l) = (1-2 )1;(s).
co J 1 [C2n+l)y]
3. Evalute I
n=O 2n+l
L l. + (1fla.)1/2 ~' e
-1f
n=l 2 m=O
5
5. Show that
co
TT2 _ 1 x
[. R.n(l-e -nx )
~
6x ZR.n(x/2TT) + 24
n=l
00
2
+ I R.n(1-4TT nix).
n=l
§13. Mellin transforms in summation 223
6. Show that S
L ~n[1_e-(2n-l)x]
n=l
I
00
x
- 24 - n=l
7. By writing
(CL+~)-
1 fl u CL+~-l du,
o
show that
y (_1)R. (a.-I) !
~=O (m-R.)! R.! (CL+~) (m+CL) !
8. Let
00
f(x) L
n=O n! (2n+l)
and
x
g(x) e £(x).
Show that
I1r xn
00
g (x) =Z- I
n=O (n+j) !
Hence deduce the integral representations
r 1
2~i
fy + ioo (p-l)!x-Pdp
l-2p ,
larg(x)1 < ~/2
lZ!i I::;:
f (x)
l
£(x)
e- x -1/2)' 00 -1/2 (
- In +. + O(x ),larg(-x)1 < ~/2.
21Ti" n=O (-x)n 1
224 PART III: OTHER IMPORTANT TRANSFORMS
Footnotes
I f[ (n+a) v].
n=O
2. This treatment is due to B. w. NinLam.
r
The Mellin transform is simply
2
f:
2lrl/2 e- yk
G(p) yp-l d y y 3/2 k dk
0 e lr/k - 1
I: (p+ l)
2 ., k- - dk
2p 2
2lr l / 2 (2)
e lr/k - 1
1
21r - 2p-Z (p + l) , (2p)! r.;(2p+l).
2 .
n=O
Ii:- (2 n)! r.;(n+2)y (3 )
h(A) = f: fey) e- AY dy ( 6)
{ f (x) , x < 1
flex)
o , x > 1
(8)
{ 0 , x < 1
f 2 (x)
f(x) , x > 1
- ~ a xAn x + 0
L n '
n (9)
-1 < Al < A2 < •••
§14. Integrals involving a parameter 227
(10)
III < 112 < •••
f(x) r
n=O
(ix)n
n! I: A(k) kn dk. ( 12)
(15)
J: A(k)k- P dk
n at
r
nn(p) + t=O p+v+ t - 1 ' (16)
§14. Integrals involving a parameter 229
~
n.
JW0 R (k)k n dk.
n
( 18)
(-v-n)! e iw (1-v-n)/2 an x v +n - l
J: A(k) e ikx dk
J:
W
(ix)m
I
m=O iii!
m
Rm(k) k dk (20)
w v-I iw(1-v) /2
W am(ix)m
+
Sln wv x e I
m=O (m+v-l)!
where
q(x) 2 e -Kx
e: x
(22)
e-
Y
-1 + Y -
Y2
2 _ _1_ fC+ioo (p-l)! y-Pdp, -3 < c < -2. (23)
hi .
C-1 OO
(25)
-3 < c < -2.
§14. Integrals involving a parameter 231
( 26)
so that
2;1 JC+1.· 00
C-1 OO
(p-l)! (p+2)! A- 3 - p (_p)-3- Pdp. (27)
- 1/J(n-3)]. (28)
J J
OOo du J~ dq ~l (-~) n [R(u)]n (~)n-2, (30)
q n=2 q
where
Ru = 1 - u arctan (l/u) (31)
p
Ltn(1+y) 1
00
- -1 Joo ~1
p dy
POP 0 lJ.+YJ
1
tn(1+y) = Zlri r+~oo lr yP dp, o< Re(p) < 1. (34)
C-;lOO P SIn lrp
Hence, translating the contour to the right, the sum which
occurs in (30) may be written as
n
L
00
n=Z
(-~) [R(u))n (xq z)n-Z
1 IC+ I.' lr p-z
[R(U))P(~)
00
1 < c < Z.
1 ioo
J = I i I r+
'If
~ x P - Z dp,
c-ioo Zp sin 'lfP p-
I < c < Z, ( 37)
§14. Integrals involving a parameter 233
I:
where
~(p) = [R(u)]P duo (38)
hence
( 40)
f
OOL [R(u)]P du = fooL' u-3p2P du + (an integral convergent at p
+ (remainder).
J (42)
1 1
J = - 2 [~(2) tnx - 2~(2) + ~'(2)] + O(x tn x). (43)
Problems
1. Obtain expansions corresponding to (7) for s not equal
to an integer.
u 2/ 3 Cl_u 2)1/2
4.
f~ (u+x)1/3
du [See Problem (12.20).]
I:
2/3 _u 2
S. u e du [See Problem (12.21).J
(u+x)1/3
6.
I: u 2 tn(l-e -/u 4+a) du
1
7. If u(y) = fo t 3 (1_t 4)1/2 e- ty sin(ty) dt,
- l'Zl1Tx"J
l / Z{cOS[X-(V1T/Z)-(1T/4)]
00 r (4v Z-1) (4v Z-3 Z) ... (4v Z- (4r-l) ZJ
)
L (-1)
r=l CZr)! Z6r x Zr
+sin[x-(v1T/Z)-(1T/4)] [ L
00
(_l)r
Z Z Z Z
(4v -1)(4v -3 ) ... (4v -(4r-3) )JJ .
Z""'
n r
s(s-r+l) _ x~{~nlxl-~(s)+~(O)}
r~s x r! s.
r=O
n+l
+ 0 (x ).
10. If
Z
f(a) = J1 dx Joo dy l-exp[-ay X(l-X)],
o 0 l+yZ
show directly that for small a
1T 3/ Z 1T
f' (a) '"
l6al/Z - 12 '
3/Z l/Z 1Ta
rCa) '" 1T 8 a -TI
where
n
Rn(k) = A(k) - L a r k-r_a k- n - l h(k-l),
r=l n+l
Footnotes
(1)
1o J v (kt)
00
k dk fb J (kx) f(x) x dx,
a v
0 < a < b, (3)
Im(x)
c,
d b Re(x)
Figure 15.1
+ t fooo J v (kt)
k dk J H(2) (kx) f(x) x dx.
C v
2
We may reverse the order of integration because the Hankel
functions falloff exponentially on the contours Cl and
C2 as k + 00; using Lommel's integra1 2 this yields
1 r
(t/x)v-l f(x) dx (5)
= hi Jc {x\ - x!t}
2
f (r) e ik'r
1
F (k) 27f J - d r,
(6)
-ik·r
f
1
fer) F(~) e - - d2~.
27f
r ->- (r,e),
(7)
is->- (k,¢),
Fn(k) = (2~)2 I:
7f
e- in ¢ d¢I: r dr f: 7f
de e
ikr cos (e- ¢)
ime
x e
m=-oo
(10)
1-
27f fo r
OO
dr
dr J n (kr) f n (r).
240 PART III: OTHER IMPORTANT TRANSFORMS
Equations (10) and (11) are the Hankel transform pair with
v = n.
Gv (k)
f: f t ex) J ekx) x dx
v
00
Hence we have
(14 )
d2 1 d v 2
g ex) = f (x) +
x dx
fex) - 2" f(x). (15)
dx 2 x
Integrating by parts, assuming at each stage that the con-
tributions from x = 0 and x = 00 are zero, we have
fo Ldx
OOI~ x df _ v
dx x
2 f (x)l J" (kx) dx
j v
(16)
- k 2 roo f(x) Jvekx ) x dx
J0
- k 2 F v (k) .
fo Fv (k) Gv (k) k dk
OO
v 2 2]1
f(x) = x Ca -x) hCa-x), ]1 > -1; (18)
F (k)
v
(19)
00
C_l)m(k/2)v+2m fao 2v+2m+l( 2 2)]1
l
m=O (v+m) !m!
x a -x dx.
Jo x l-]1+V
oo
J (ax) J (bx) dx
]1 v
r
J dx
o x
(ab)-v-l k2v+l h(k-a) h(k-b) dk
0 (22)
(23)
J Q/a 2 , r < a
l
-KU =
z 0 , r > a.
2
Uzz(k,z) - k U(k,z) 0,
(24)
J 1 (ka) -kz
U(k,z) = Q... e (25)
Ka k
u(r, z) (26 )
equations
0,
(28)
~(k,±a) = -qe -ka Ik,
Z Ckr)
v
= J v (kr) Y (ka) - Y (kr) J (ka),
v v v (31)
6
chosen so that Zv(ka) = O. It can be shown that if Zv(kr)
rather than Jv(kr) is used in (1), we obtain the transform
pair
u(r,±~) 0, (34)
u(a,z) = TO.
2 2
Uzz(k,z) - klJ(k,z) =;:rTO' (35)
5;"1'12 .t
3i7l'/21
~
brlzl.
C.
C2
- i11'''2.e
Cll
-3i7l'/2.{'
- 5i11'IU
Figure 15.2
+ TO
'TTi
JC KO(~r)
KO(~a)
11 _COS(~Z)I
cos(~t)
it
~
(38)
4
= - 2T 0 I
n=O
Problems
Z.
v-I d I-v
3. Hv[x ax{x f(x)};k] = -kFv_l(k)
4.
5.
P 1 1
Z CZV+ F _ 1:.)'
Z •
8.
[Use (Zl).]
v-n-l n-v -n
= 2 (v-n-l)! k a In(ka).
<j>(r,z) = r
0
JO(kr)e
-kz
k dk
00
fo JO(ks)f(s) 5 ds.
u(r,t) = ~
2t
f0 e-K(r +s
oo 2 2 /
) 4t I O(Krs/2t) f(s) s ds.
fer),
0,
w(r,t)
Io JOCkr)
OO
JOCks) cos Cctk 2 ) kdk
-q +q
Figure 15.3
j -l7 u
where
fco
u(r,z) =
J
7Tao a e -kz dk
J l (ka) Ja(kr) k
18. If
1
f(x) g"(x) + - g' (x)
x
252 PART III: OTHER IMPORTANT TRANSFORMS
2 2
F (k) -k G (k) - - g(a).
v v 'IT
f OO
Zv (kx) x dx
ICb Zv(px)
F (p) pdp
o J 2 (pa) + y2(pa) v
v v
and using Lommel's integral,2 construct a proof of the
inversion theorem for Weber's transform.
J:
2 (T 1 - T0) Zo(kr)(l-e-Kk It) dk
u (r , t) = TO
J~(ka) + Y6(ka) k
+
'IT
Footnotes
2. Lomme1's integral is
and
Hr,O) = V, r < a,
(2)
~z(r,O+) = ~z(r,O-), r > a.
I:
(4)
~ (r,O)
r
(5)
0, r < a,
§16. Dual integral equations 255
(6)
0, r > a.
l ~2I!f, r < a.
2
Finally, this implies C = Va /ZTIT, so the solution is
'" . (k ) - k Iz I
<p(r,z) = ~V J0 Sln ~ e JO(kr)dk . (10)
(11)
where f(x) and g(x) are only known over part of the
range 0 < x < '" and A(k) is sought, occur in certain
mixed boundary value problems of which the electrified disc
256 PART III: OTHER IMPORTANT TRANSFORMS
transform defined by
oo -a
S f = (2/k)af x f(x)J 2\)+a (kx)x dx. (12)
\) , a 0
transform is given by
S-l = S (13)
\),a \)+a,-a
(i) S Y, 8 '
(15 )
LZ Sl = Sy 8;
'2\)-B,2B '
(ii) Llf(x) only involves values of f(x) for x ~ a;
Ll S Sl ,
Y,8 -lJ+a. -2a.
2 ' (17)
LZ S Sl
y,o ZV+I3,-ZI3
We will deal here with Ll , leaving the corresponding calcu-
lations for LZ to the reader. Written as a double inte-
gral, Llf is
r
as
Llf = w(x,u) feu) du, (19)
o
w(x,u) = Z8-2a.x-o ul+Za. x f: k2a.-oJ2Y+8(kX)JlJ(kU)kdk. (ZO)
1
Z(v-11) ± a-B > O. (25 )
K f
n,a
=
2x 2n
(a-I)!
These definitions are restricted by
r x
u
-2a-2n+l (u 2_x 2 )a-l feu)
Re(n)
duo
> -
1
Z' Re (a)
(27)
> O.
28
(28)
x I
n+0."a f (x).
Secondly, consider
(29)
2u-2n-2a-28 fU 2n+2a+l 2 2 8-1
x t (u -t) f(t) dt.
(8-l)! 0
Interchanging the order of integration and evaluating the
inner (u) integral by the variable change
2 2 2 2
s = [l-(t lu )]/[l-(t Ix )], which transforms it to a Beta
function, we find that
I x - 2n Dx x 2n f(x)
n,a
2x- 2a - 2n
(a-I)! I: (2
x -u 2)a-l
1 d 2n
"2 du [u f (u)] du (33)
x- 2 In,a- l f(x),
(34)
Re(a-m) > O.
Similarly
x- 2n - 2a D x 2n +2a I f(x)
x n,a
2x-2n-2a-l d
ax IX u
2n+l 2 2 a-I
(x -u ) feu) du (35)
(a-I)! 0
2m-2n-2a m 2n+2a
x Dx x I (36 )
n,a
Re(a-m) > O.
I
n,a
f(x) = x -2n-2a Dxm x 2n+2a+2m I n,a+m f(x). (37)
Moreover,
I (38)
n, Of (x) = f (x) .
I I
n,a n+a,-a
-2n-2a m 2n+2a+2m
x Dx x I
n,a+m I n+a,-a
(39)
x- 2n - 2a Dm x2n+2a+2m I
x n+a,m
= I n+a,O'
Now let Re(a) > 0 and Re(B) > 0; then on taking the in-
verse of (30) we see
-1 -1 -1
I
n+a,B
I
n,a
= I
n,a+B'
( 41)
I S f (x)
n+a,B n,a
2x -2n-2a-2B fXo d 2 2 1 2 B 1
u u n+ a+ (2
x -u ) -
(B -1) !
( 42)
(X d 2n+a+l 2 2 B-1
x u u (x -u ) J2 (ut).
)0 n+a
262 PART III: OTHER IMPORTANT TRANSFORMS
S I S (44)
n+a,B n,a n,a+B'
K
n,a Sn+a,B S (45)
n,a+B'
S K S (46 )
n,a n+a,B n,a+B'
S S K ( 48)
n,a n+a,B n,a+B'
.1,,"
2 2
and - 2a
x II f x < a
2]..1,A-]..1
hex) (51)
x -2B Kl
l'2S -]..1-a+B V-A
2 '
g, x > a,
§16. Dual integral equations 263
Problems
1. Show that the solution of the dual integral equations
fO A(k)
CIO
is given by
A(k) = ~
7T
II
0
J
0
(kx){~ IX
ux 0
y fey) d Y } dx.
I 2 2
vX -y
Io k A(k) JO(kx)
CIO
dk = f(x), x < 1
o x > 1
II r
is
A(k)
_2
sin (kx) dx Y fey) dy
7T 0 o
Ix7
4. Consider the problem of finding a function u(x,y) which
u (x, 0) = 0 Ix I > 1.
v+ (x) 1
z[v (x) + v(-x)],
u(x,y)
2
1T f: A(k) cos (kx)e
-ky
dk,
where
A(k) =
_JI
0
t J 0 (kt) dt r !tV
o
v~s) ds
u(x,y) = r 0
J 1 (k) cos(kx)
e-ky dk
k
2S
K x f(x)
n,ct
K K = K
n,ct n+ct,S n,ct+S,
and
g (x) = r0
k A(k) Jv(kx) dk, x > 0
H(x)
xv-~+l
II YI-V (y 2-x 2) B-1 g(y) dy,
2B- l (B-1)! x
show that H(x) is determined by the Fredholm integral
equation
11VoJo{ekZ-ek(Z-t)}
l oA(k) J (k )
r dk , z < 0
integral equations
266 PART III: OTHER IMPORTANT TRANSFORMS
Figure 16.1
2k2
A(k) = -;- t0 get) cos (kt) dt
g (r) _ ~ (1 g(t)dt = 1.
2
)-1 R. +(r-t)2
r
Show also that the capacity of the condenser is
C = -1 g(r) dr.
7T 0
Footnotes
1. The most comprehensive reference on mixed boundary-value
problems and dual integral equations is SNEDDON (1966).
§17. Integral transforms generated by Green's functions Z67
al~A(a) + aZ~~(a) 0,
(4)
blwA(b) + bZw~(b) O.
Then the Green's function for the operator L-Ar which sat-
isfies the complete boundary conditions (Z) is
268 PART III: OTHER IMPORTANT TRANSFORMS
< >
cf>A (x )1/\ (x )
g(x,x' ;A) = (5)
II (A)
< >
where x is the smaller of x and x', and x the
larger. As we showed in Section 10, lI(A) is independent of
x, although in the present problem it is a function of A.
The Green's function is undefined when lI(A) = 0, that is,
when the functions cf>A and WA are linearly dependent,
making each one a solution of the eigenvalue problem given by
(2) and (3) together. Thus there is a close connection
between Green's functions and eigenfunctions; we refer the
reader to one of the many excellent texts for relevant de-
l
tails.
f(x) 1
'IT
JC+l.·~ ds fba dx' r(x')g(x,x';-is)f(x'). (10)
C-l~
f(x) = 7fT
1 fl.' c+~ dA Jba dx' r(x')g(x,x' ;A)f(x'), c > o. (11)
lC-~
f(x) = -
1'lTi fl.·C+~ Jba dx'r(x')g(x,x' ;A)f(x'), c < o. (12)
lC-~
2
(mf/~) ,
(14 )
= sin(mTx/~), n = 1,2,3, . . . .
f (x) = -
1 f dA
f
dx'
sin(kx<)sin[k(~-x»]
f (x' ) , (16)
2wi C k sin k~
Imo.)
c
Re(A)
poles at A= (nn/1)2
Figure 17.1
(18)
dCPA
[L - Ar(x)]-= r(x)cp,(x), (19)
dA /I.
(20)
f (x) (22)
-ikx
¢\ (x) e
~\(x) = e ikx
(23)
t. (\) 2ik,
k2 \ , o < arg (k) < Tf/2.
f(x)
1
2Tf
t c + oo
lC- OO
d\ r _00
e
- ik(x<-x»
k
)
f (x') dx', c > O. (24)
r
get
f(x) 1
IiI fiC +
oo
d\
_00
c > 0,
ic- oo (25)
f(x) =
1
2Tf foo0 I'r
d\ foo
_00 cos[k(x-x')] f(x') dx'. (26)
b
f(x) 2;i Ie dA fa g(x,x' ;A)f(x')r(x')dx', (27)
1m ().)
c
Re ().)
minimum
eigenvalue
Figure 17.2
-1 Joo d\ fIX>
[g(x,~;\+ic) - g(x,~;\-ic)]f(O
d~
-"F
2'Jfi 0 0 <,
r r
(30)
1
d\ [ -ilX" ilX" ilA -iv'rJ
x ~ +x ~
d~
f(~) ~
4'Jf o IX 0
2 2
Now write q =\ in the first term and ( -q) \ in the
second; this gives
(31)
g(x,x' ;A)
(32)
o< arg(k) < 'Jf/2.
f(x) Jo kdk
OO foo J (kx)J (k~)f(~) ~d~. (34 )
0 v v
p (x) -x,
2
q (x) k x,
(35)
rex) l/x,
0 < x < 00.
~"A +
1
:x ~~ - rk 2 - ~l2 ~A = 0, (36)
l x J
whose solutions are modified Bessel functions of order FA.
If we choose a = ~ by Re(a) > 0 for A on the contour
C, then the Green's function which goes to zero as x + 0 or
x + 00 is
(37)
(with v ill
I -lV
. (kx) - 1.1V (kx) 2i
= ~ . h ( nv ) Kiv (k)
sln x,
(38)
and hence
f(x) = -
2 Joo vsinh(nv) dv Joo K. (kx)K. (kx')f(x')+-.
d ' ( 40)
n2 0 0 1V 1V X
f (x)
1
ni
J i~
-1 00
a da I
a
(kx) f 0 Ka (kx')f(x')+.
OO d '
x
( 41)
F(k,v) = f o Kv (kx)f(x)
OO d
~.
x
( 42)
278 PART III: OTHER IMPORTANT TRANSFORMS
fex) - )
Jx B
r:J.'
x ... 0
(43)
lX ,
x ... 0, (44 )
-x x .... co,
e
[n
n=l
and the coefficients un (r, e) are determined by
fL
l ar2
+ 1..L
r ar
+ -
I
r2 ae 2
a2
--- ~. un (T • ') = 0,
tinCr,a) a, ( 49)
un(r,a.) fn(r).
J d\ 2}U (nn/.Q.,v,e)
1 de
+ v
n
0,
U (nn/.Q.,v,O) 0, (SO)
n
Un(nn/.Q.,v,a.)
280 PART III: OTHER IMPORTANT TRANSFORMS
sinh(v6)
UnCnTI/t,v,8) = sinh(va) Fn(nTI/t,v), (51)
(52)
2 2
R [r + r 0
(53)
2 2 1/2
RO = [x + r 0 - 2 x r 0 cos 8 0 ] .
( r,9)
R
(X,O)
barrier
Figure 17.3
{ ~:/2.~2~R;;::' (54)
~(r,e,ro,eo'O) 0,
~t(r,e,rO,eO'O) o.
(55)
(56)
2
which goes to zero as r -+- O. After multiplying by r , the
equation for W is
( r2 ~
~l
+ d
r "r + ::2 - p~~2 lw(r,a,ro,ao'p)
dr 2 a (57)
_ p2r2 ±o (prO/c)
~ 2'IT
and the boundary conditions are 8
(58)
at a = 0 and a = 2'IT.
(59)
{
~ + v2 } = _ vKO(prO/c) (60)
da 2 4 sin('lTv/2) ,
Kv(prO/c)cos v('IT-a O) KO(prO/c)
(61)
2v sin ('lTv) 4v sin('lTv/2)
at a = 0 and a = 2'IT.
The solution to these last two equations is
(62)
KO(pro/c)
4vsin('lTv/2)
The Solution: The function W is obtained by evaluating the
inversion integral
§17. Integral transforms generated by Green's functions 283
(63)
C.64 )
(65)
t > Ric
(66 )
L Pn
00
lr 2+r 2-c 2t
0
j 1 1
sin(n+Z)6sin(n+Z)60,
n=O 2rrO
0, otherwise
2 2 1/2
where R1 [r +r O-2rr O cos(6+6 0)] is the distance to the
image of r O,6 0 in the plane y = O. For a further discus-
sion of this solution, the reader should consult Turner's
original paper.
284 PART III: OTHER IMPORTANT TRANSFORMS
Problems
1. By setting p(x) = -1, q(x) = 0, and rex) = lover the
interval a ~ x < 00, with the boundary conditions g = 0
at x = a, g finite as x ~ 00, derive the transform pair
f(x) = J: {sin(kx) cos (ka) - cos (kx) sin (ka)} F(k) dk.
ax
~x + h g = 0, x = a.
A= J: e- hx f(x) dx,
§17. Integral transforms generated by Green's functions Z85
q -- a
Figure 17.4
k w/c.
Footnotes
1. For example, STAKGOLD (1968).
1
§18. THE WIENER-HOPF TECHNIQUE
The solution of boundary value problems using integral
transforms is comparatively easy for certain simple regions.
There are many important problems, however, where the bound-
ary data is of such a form that although an integral trans-
form may be sensibly taken, it does not lead directly to an
explicit solution. A typical problem involves a semi-
infinite boundary, and may arise in such fields as electro-
magnetic theory, hydrodynamics, elasticity, and others. The
Wiener-Hopf technique, which gives the solution to many
problems of this kind, was first developed systematically by
Wiener and Hopf in 1931, although the germ of the idea is con-
tained in earlier work by Car1eman. While it is most often
used in conjunction with the Fourier transform, it is a
significant and natural tool for use with the Laplace and
Mellin transforms also. As usual, we develop the method in
relation to some illustrative problems.
288
§18. The Wiener-Hopf Technique 289
a2<p 2 2
c V <p (1)
at7
in the unbounded region -00 < x < 00, -00 < y < 00. We will not
investigate the initial value pr6blem, but rather look for
2 2
(V +k ) <p (x,y) 0, k = ~/c. (2)
waves
__________________
II
-;~~----------------~x
Figure 18.1
negative of ~inc'
r
~,obtaining
d_ 2 + 2 2l
k - w"' ~(w,y) = 0, (7)
Ldy2 J
with the independent solutions
Im(w) branch
cut
w = k+i£
Inversion contour
----------------~--4---~-------------------Re(w)
w=-k-i£
L=(k+;£) cos 0
branch
cut
Figure 18.2
§18. The Wiener-Ropf technique 293
A_(w) = 2
1 fO {w(x,O+) - w(x,O-)} e
iw x
dx
_00
0,
A+ (W)
i f: {w (x, 0+) - W(x,O-)} e
iwx
dx,
B (w)
t wy(x,O) e
iwx
dx, (10)
I:
_00
(12)
lIM
( 1 1
Ik(cos
(14 )
B_ (w)
E (w) - - + F (w)
IW-1<
(15 )
ing the contour off the real axis. The solution can then
be written as the integral
296 PART IV: SPECIAL TECHNIQUES
1m (w)
w =k
Re(w)
Figure 18.3
x = r cos X,
(18)
Iyl = r sin X,
so that the regions of Figure 1 correspond to
(ii) In region II, the contours are on the same side of the
pole, and we have
~inc + J. (22)
~ : J. (23)
-00
e
ikr cosh t . . /
sln[(x+1t)2] dt. (24)
cos 8 + cos(X+it)
Re (w)
c,
Figure 18.4
J '" e
i7T/4
sgn(y) rSin (6/2)
l cos 6 +
sin(x/ 2 ) 1L~.J
cos X J vrkrJ
1/2e ikr . (25)
satisfying
A(w) ~+(w) + B(w) ~_(w) + C(w) = 0, (26)
A(w) K+ (w)
(27)
B (w) K_ (w)
K+ (w) <1>+ (w) + K_ (w) IJI_ (w) + K_ (w) C(w) IB (w) = o. (28)
(30)
-K_ (w) IJI_ (w) - F_ (w).
function which is analytic in the strip a < Im(w) < 13, but
in fact each of the two ways of defining E(w) makes it
AHx) +
J: k(x-t) Ht) dt = f(x), x > O. (33)
where
302 PART IV: SPECIAL TECHNIQUES
"" e-alx-yIHy)
dy = Hx), x > O. (37)
fa
Equation (36) now becomes
[ .' }+ (.)
2a
a2 +
= if>+Cw) + 'I'_Cw), (38)
2
~" + (2a-a H = 0, C42)
A r o
e-alx-yl¢ey)dy f(x). (44)
j
w + a + ia
<P+(w) = y+(w) (47)
'2aA 2aA
and
2
a f(x) f" (x)
¢ex) = - + B[ao(x) + 0' (x)], (48 )
2aA
w + ia
(w- ia) '¥ _ (w) (54)
E (w).
(56)
whose solution is
4
Hx) = L (57)
j =1
4 2 2
where the r·J are roots of r - a r If we im-
pose the condition that Ij>(x) grow more slowly than exp(ax) ,
one of the exponential functions is disallowed, and we re-
cover the solution found above, except that it appears to
depend on three arbitrary constants. In fact there is a
boundary condition implicit in the original integro-
§18. The Wiener-Hopf technique 307
Problems
1
as
e
-ik(x cos 8+y sin 8) + e -ik(x cos 8-y sin 8)
Ii fO H(l) (kR)
2' _00 0
h(~) d~, y 5- 0,
R2= (x_~)2+y2,
where the unknown function h(~) is determined by the
integral equation
o
i f _00
H~l) (klx-~I) h(~) d~ = 2 e
-ikx cos 8
Hx,O) 0, x > 0,
g(x), x < 0,
is given by
iflx
<py (x, 0) e , x > 0,
~(x,O±) = ± i6 ~y(x,O±), x ~ 0,
~(x) + 0, x + 00.
00
G(O,x') 0,
G(x,x') + 0, x + 00,
X,
G(x,x') -f0 ¢(s) ¢(s+x-x ') ds
{3 2/3X 2 + a 2 } GOCx-x')
+ foo
_ 00
e- Ix - yl G Cy-x') dy
0
= o(x-x'), _00 < x < 00
'
K_ (z) = K+ (-z).
<y2¢ - ¢x = 0,
¢(x,y) ... 0, x 2 + y2 ... 00
,
-ax
¢(x,O) = e x > 0,
then show that
;r:;:a- e- i 7[/4 -I yl Iw 2 - iw
<I>(w,y) e
(a-iw) IW-T
while the inversion contour lies in the strip
o < 1m (w) < 1.
§18. The Wiener-Hopf technique 311
12. Consider the infinite strip -b ~ y ~ +b, _00 < x < 00,
Footnotes
pp. 122-123.
312 PART IV: SPECIAL TECHNIQUES
~(z) = ~
27f1
I !iU
I;;-Z
dl;;. (2)
4~
f'i6
ip
- C,
C3 ,~ C4
Re (~)
-L L
l/ iY
~ i Q -
... C2
Figure 19.1
314 PART IV: SPECIAL TECHNIQUES
<I> Cz) 1
2ni
fiO +OO
<I> (1;)
---- d~. (3)
io- oo ~-z
(z) K~ (z)
<1>'
~~
----- - (6 )
K+ Cz)
-1
The function (w arctan w)-l has branch points at w = ±i,
so the strip in which we must operate is -1 < Im(w) < 1.
It is not difficult to show that in this strip the only zero
of this function is a double root at w = O. We must remove
this zero in order to apply a contour integral method; there-
fore we consider the problem of finding the factorization
F (r,;)
P = lim
E .... O
1
2 .
TIl
I
C'
feu) du
u-'"
~
(12)
1 f (u) du
F+(r;) 21T i
Ic'+c 1 u-1; ,
F _ (1;) 1
hi
Jc'+c feu) du
u-1; ,
2 (13 )
-1 feu) du
f (r;)
1Ti Ic 1 u-1;
1 :ti!!l d u,
7f1 Ic 2 u-1;
where the various contours are shown in Figure 2. On taking
the limit e: ... 0, we recover the Plemelj formulas
Figure 19.2
1 (14)
F- (1;) = Fp (1;) - -2 f(1;).
1 feu) du
f (I;;)
ai JC u-I;;
1
(15 )
1
(21T-a)i
JC ~ du,
u-I;;
2
and hence the P1eme1j formulas are changed to
(16)
f (I;;) , (17)
Figure 19.3
§19. Methods based on Cauchy integrals 319
1 Ib f(s)-f(a)+f{a) ds
F (z)
2Tf ia s-z
(18 )
1 z-b + Q(z),
f (a) tn (z-
hi a)
where
Q(z) =
1
2Tf i
ta
f(S)-f(a) d s .
s-z
(19)
:.f..(tl
F(z) ~ 2Tfi tn (z-a). (20)
(21)
y
<I> (a) lim (I;-a) a f(l;)
1;"" a
near z = a, and
F(z) 'V -
y , (24)
2i sin (7rYb) (z-b) b
<I> (b)
near z = b.
19.3. The Discontinuity Theorem
Cauchy integrals represent analytic functions which
are discontinuous across an arc (or collection of arcs) C.
The discontinuity theorem states that if C is a contour
and f(l;) a function defined on C, both satisfying the
restrictions introduced in Section 19.2, then the only func-
tions ~(z) satisfying the three conditions
<I> (z) 1
2'1fi
JC f(l:;)
I:;-z
dl:; + E(z), (27)
(28)
(29)
problem to
<I> _ (I:;)
I:; on C. (30)
L(I:;)
<I>
K(z)
(z) 1
2TIi JC (I; - fz)(I;)K+ (I;) d I; + E (z ) . (31)
(32)
ka kb
K(z) = (z-a) (z-b) L(z). (35 )
(37)
tn K (z) n tn(z-a) +
1
2ni
fC tn s-zgoes) ds .
(38 )
1 rb in
tn[L(z)] = 2ni J s-z ds , (39)
a
giving
( 40)
li.U
K(z) - 1 Jb f(1;) dr,; + E(z). ( 42)
2ni a K+(r,;) (r,;-z)
For example, if a = -I, b = 1, and f(r,;) 1, then
~(z) = 1 z + ~ (43)
2" - 2/z2-l 1z2_ l
(ii) The Wiener-Hopf problem. The Riemann-Hilbert problem
given in equation (18.26) is
=c I
Here $, the phase-space density, is to be determined in a
given by
y inwards. (46 )
in what follows.
The co11ision1ess Green's function (see Problem 11.16
for the various properties used here)
GCr-r' ,v) = __
1 ___ f e -ik'Cr-r')
- - - d 3k (48)
- - - (2TI)3 1 + i~'~
can be used to rewrite the basic equations as an integral
10
equation, namely
(51)
c P+(~,~) + Q+(~,~)
1 - ik·v
(52)
+
Vz J ik' r 2
e - -ws(r,Y) d r.
1 - ik'v z=O
Solution for Separable Kernels: When cr has the form (47),
we can introduce the integrated density
(53)
where
A (15) = 1 - c
f f(~) g(~)
d 3y (55)
1 - ik'v
BCk) = J
g (v)
-
[<Q (k,v) + Vz - -~ (r,v)d 2~
J oe ik·r r d 3v
- 1 - ik'v + - - z= s - - - -
(56)
branch cut
i~
-i Ko
-i~
c
branch cut
Figure 19.4
(60)
(61)
n inward, (63)
B(k) i (64)
k + (i/~O)
and
iA_(-i/~O)
p+(k) (65)
[k+(i/~O)]A+(k)
obtain
330 PART IV: SPECIAL TECHNIQUES
p (z)
-1 foo dk
21Tl _00
[k+ (i/]10) ]A+ (k)
[(1/]10)+K O] (l-K O) X_ (-i/]10) -K Z
e 0 ( 66)
[(1/]10)-K O] [1+(1/]10)] X+(-iK O)
1 A+(v) A(v)
fo A(v) <Pv(]1) dv = dVJ+
(69)
A_ (v) A(v) l
dVJ _ '
§19. Methods based on Cauchy integrals 331
as
2y(~0)
p (z)
cvO X(v O)
(70)
+ !VO-~O) Y(~O)J 2 e- z / v
A dv,
2ni C cv(vo-v)(v-~O) XCv)
where the contour is shown in Figure 5.
1m (v)
c
Re(v)
branch cut
Figure 19.5
A(v) A(k),
A
X (v) (71)
-ikz
1 2kO e
dk (72)
2rri Ic
cll (k+iK 0) [k+ (i/ll O)] X+ (k)
0
with the contour of Figure 4. Thus the correspondence is es-
tablished, although it may be seen, as pointed out by Case
and Hazeltine,S that the Fourier transform method provides
a more direct approach and avoids the difficulties inherent
in the interpretation of singular eigenfunction methods as
explicit formulas suitable for direct computation.
1/J(x,y,O,Q) (74)
and the two sides of the strip, we readily deduce the for-
mula
¢Cx,y) - ¢i(x,y)
1
-4
(a G(x,y,x',O) p(x') dx', (75)
'IT J-a
where
(76)
1m (k)
-K Re (k)
C1
Figure 19.6
-ik(x-x')
K(x-x' ) e 6(k) dk,
Ll (k) (79)
-ikx-ia(k-k') -ik'x'
e - e dk (80)
-i(k'-k)
e -ik'x - e ia(k-k')
+ J Ll(k) dk.
Cz i(k'-k)
§19. Methods based on Cauchy integrals 335
I
-ik;X -ikx+ia(k-ko)]
= ~ Aj { tJ. (k) [ e "' 0 - e J dk
J Cl 1(k j -k)
+ I Cz
tJ.(k) ~e
-ikX-ia(k-ko)
i(kj-k)
J - e
-ikoXj
J dk
}
·{leI
re-ik'x _ e-ikx+ia(k-k'~
tJ.(k) t i (k' - k)
dk
Ic z
tJ. (k')
i (k' - k)
dk' - I tJ. (k')
1(k'-k) dk
,
Cl
=~ Zn n(k), k not on CI or Cz
(83)
l 0 k on CI or CZ'
336 PART IV: SPECIAL TECHNIQUES
-I 11 (k) e
-ik(a+x) .1 - L
Aj e
iak·
J
Cz l i(k-k.)
J
e
iak'
dk' +
4>2 (k' ) e
iak'
I (84 )
dk'J dk,
i(k'-k) i(k'-k)
For the present problem, with incoming plane waves, 4>. (x;O)
1
(85)
k on Cl '
iak' iak l iak'
<pz(k')e A e 4>1 (k') e
dk' - dk' , (87)
Ic z i(k'-k) iCk-k l ) Ic 1 i(k'-k)
k on CZ'
-l/Z
Xl (k) (k+K) ,
(88)
XZ(k) = (k_K)-l/Z,
I
4>1 (k)
4>l(z) = ~dk,
Z!i C
1 (90)
(91)
on CZ '
where
-ik'a
2iK 4>z (k') e
l/I (k) - k- dk' , (93)
k' -k
and the solution of this Riemann-Hilbert problem is
338 PART IV: SPECIAL TECHNIQUES
1 ( Xl + (k) - Xl _ (k)
<PI Cz) Xl (z) = Z'ITi J -';;"'--:-k---z-~-1/J (k) dk. (94)
Cl
Introducing the expression for 1/J(k) into (94), the
first term of 1/J(k) leads to the integral
k (k- z)
(95)
-ZiK
= -z- [Xl (z) - Xl (0)],
-ZiK (
-z 11 - Xl (0) ')
Xl (z) f' (96 )
and (87) for the unknown functions ~l(k) and ~Z(k) are
reduced to the ordinary integral equations
-ik'a
e
dk' ,
(98)
ik'a
e
i'ITXl_(k) ~Z(k) - ZiK X (0)
k Z
+ JC ~l(k')XZ(k')
dk' ,
k' -k
1
k on CZ'
We refer the reader to the literature, and particularly to
the work of Wolfe,16 for the solution of these equations by
iteration and the relation of these solutions to other
§19. Methods based on Cauchy integrals 339
Problems
1
<P (z)
Footnotes
3. MUSKHELISHVILI (1953).
340 PART IV: SPECIAL TECHNIQUES
9. See CASE & ZWEIFEL (1967) for the derivation and inter-
pretation of this equation.
o= x G(p)] S(p) e PX dp
Ie [F(p) +
px r d l
Ie e ~(p) S(p) Up G(p) S (p)J dp (3)
d
F(p) S(p) - dp G(p) S(p) = o. (5)
S(p) -- _ A exp
G(p) [I E.ill
G(p) dp ] , (6)
. 1
be only linear polynomlals. If they were quadratic, the
1
S(p) 2p exp
(8)
r
tion must be chosen so that
e-s2+2Sxl2
0, (10)
L sv+l J1
where [~]2 refers to the increment in ~ as we traverse
1
the contour C.
§20. Laplace's method 345
1m (5)
Re (5)
_v_1
branch cut of 5
Figure 20.1
sion may also be reached using Watson's lemma for the paths
(i), (ii) and (iv).J
346 PART IV: SPECIAL TECHNIQUES
(13)
(16)
JC e-p2+2PX
pV+l
dp, (17)
-(---V~~-l-)-! J: ~ -t 2-2tx
t V+l dt, Re(v) < O.
x = 0 in (18) , we have
(-I-I)!
Hv(O) = (19)
2(-v-l)!
which holds for all v by analytic continuation.
348 PART IV: SPECIAL TECHNIQUES
-v!
-s2+2sx r 1
(20)
t
e
21Ti Ic sv+1 2S - ~Jd
s s ,.
(21)
V!
---
21Ti
IC 2s e - s + sx ds
sv+1
2
2
(22)
= 2v Hv - 1 (x) •
2
W[u,w] = Ke x (23)
5'IT 'IT
with a similar formula for 4 < arg(x) < - 4'
The essen-
tial difference between (31) and (29) is in the term exp(x 2);
unless v = 0,1,2, ... this causes the corresponding func-
tions to be unbounded for iarg(x)i > 3'IT/4, in support of the
assertion made in Section 20.2.
F(p) (2v + 1) p,
2
G (p) P + 1, (35)
S(p) A (p2 + l)v- 1/2
u (z) A
(w
2 l)v- 1/2 e iwz dw,
=
21T Ic - (36)
v 2
fez) = z g(z). (37)
g (0
4~ gil + 4(v + l)g' + g = o. (38)
S (p)
1
exp U
4 (v+l)p + 1
d~
4p2 4p2
(39)
1 v-I e -1/4p ,
;rP
1
v-I pl;-
gel;)
2~i Ic P e 4p dp. ( 40)
00 ( _ 1) k (z / 2) '1)+ 2k
( 45)
k~O ('I)+k)! k!
J~ (z) e
tz (p- !)
p dp
(46 )
-1
27Ti
1 ( !.)
1
27Ti
JC Z(l
Z
+
1
p2)
p-V eZZ p- p
dp (47)
1m (p)
Re(p)
Figure 20.2
p = exp(i6), we have
356 PART IV: SPECIAL TECHNIQUES
I
ZITi
fO e
-vs+iITV I
expf - 2"z (e s - e -s ) l ds
00
L J
+ ZITi
I
r e
-vs-iITV I
expf - 2"z (e s - e - s ) l ds (49)
0 L J
sin(vIT)
IT f: exp (- z sinh s - vs)ds.
fIT
J (z) = rrI cos (z sin e - ve) de
v 0 ( SO)
sin(ITv) f"" exp (-z .
sInh s - vs)ds, Re(z) > O.
IT 0
(51)
A 1 1
v!(-v-l)! (-v)!(v-l)!
(53)
-2sin(nv)
n
Z (z) = A
v C
f
e Z sinh t-vt dt , (54)
J (z) =
1 f e
z sinh t-vt
dt, Re(z) > O. (56)
v C
---2
.
rrl
3
Next we consider the contour C4 . The substitution
t = irr - s maps the contour C4 into C3 and changes the
§ZO. Laplace's method 359
1m (t) 1m (t)
iTT
Re (t) Re (t)
-iTT
1m (t) 1m (t)
2 iTT
iTT
Re (t) Re (t)
-iTT
Figure ZO.3
J
-v
(z) =
_e inv
Zni
f
e Z sinh t-vt dt, Re (z) > O. (57)
C4
Thus we recover functions of the first kind from the con-
tours C3 and C4 .
1. f e zsinht-vt dt,
1fl C
1 (58)
H(2)(z) = - ~
v 1fl
fC ezsinht-vt dt, Re(z) > O.
2
It follows immediately from (56) and (58) that
J (z) (60)
-v
a11 v.
Yv(z) = l...-f
21L v
H(l) (z) - H(2) (z)
v
l.J (63)
(64 )
e-i~v/2
H(l) (z)
v ~i Ir 1
e
izcoshs-vs
ds,
(65)
i~v/2
H(2) (z)
v
e
~i Ir 2 e -izcoshs-vs d s,
Re(z) > 0,
1m (Z)
Re (Z)
Figure 20.4
362 PART IV: SPECIAL TECHNIQUES
(1)
Hv (z) =
e-i~V/2
1Tl
foo e
izcoshs-vs
ds, Im(z) > 0, (66)
-00
1m (w)
C2 C,
branc.h cuts
Figure 20.5
(69)
Hv
( 1)
(z) =
l )!
(-V--
Z
. 3/Z
Cz/Z)v f 'e lWZ Z
(w -1)
l
V--
Z
dw, Im(z) > 0. (73)
11T Cl
1
f" +
z f'- 0, (75)
±i7Tv/Z
e Jv (~iz) (76)
(77)
which are both solutions of (75), are equal for Re(z) > 0
(Problem 13). Hence, it is conventional to define as the
second solution to (75) the function Kv(z), known as
Macdonald's function, by
f Z- e i'ITv/2 H(l)
'ITi v (l'Z), -'IT < arg(z) < 'IT/2
l-
(79)
Problems
1. Show that
-t 2+2itx n
e t dt, n = 1,2,3, . . . .
d v v
[z J (z)] z J,,_l (z),
dz v
d -v -v
az [z J
v
(z)] -z J V + l (z) ,
J~ (z)
J v' (z) = -J
v+
l(z) + ~z J v (z).
4. Show that
5. Show that
t'\ (Z)j
sin (rrv)
Y (z)
n
= 10.
rr Clv v=n
-~
rr
[Cl,T _v(z)1
Clv Jv=n'
8. Show that
Yn(z) ft.
·V
_(n-l)!
rr (1o.z)-n
2' z + 0, n > I.
where x > O.
Yl / 2 (z)
z Jl/Z
- (- cos z
nz '
§20. Laplace's method 369
(1) iz
H1/2 (z) -i (;zr/2 e
H(2) (z)
1/2
i (;z] 1/2 e -iz
i'ITV/2
e J (-ix)
v
= e - i1TV/2 J v (ix),
e i1TV/2 H(l)
v (0lX ) -_ -e -i1TV/2 H(2)
v ( -lX.
0 )
15. K (z)
v
1T 1/2 z v
2V (V-i) ! r0
e-z cosh t
51nh2v t dt,
o
1
Re(z) > 0, Re(v) > - 2
2v (v-t)!
sin (1TV)
370 PART IV: SPECIAL TECHNIQUES
-i 1f [ I (x) + I (x)],
-v v
2 cos(1fv) Kv (x).
(;zJ
"
l /2
sinh z,
[;zf/2 e
-z
-z
e
z
J:
1 1
2il (~ + IV - 2")!
20. xil J v(x)dx 1)
(- ill +
2"
Iv
2 2
[/aV - a] v
21. f
ooD e
-ax
J v (bx)dx
bV~
[Use (43).]
22.
2 2
(Expand exp (-a x ) and use Problem 20.)
23. K (ab) ,
V-ll
1 Joo 2 2
(x 2 +a 2 ) -ll-l = -, e -(x +a )t t ll dt.]
ll· 0
24. Using the convolution formula for Laplace transforms,
obtain the result
Airy Functions:
utI - zu = 0
are
372 PART IV: SPECIAL TECHNIQUES
1/2
z
Ai(z)
3
f
1
=
1
11 f: cos (} t 3+xt) dt,
f: ~
- -t
13 3 +xt +
f2 =
1
7f
e Sin(~ t 3+xt)]dt, x > O.
respectively.
e-I; 7f
Bi (z) '"
1T
3
< arg(z) <
3
,
7f1/2 z 1 / 4 '
2 3/2
where ~ = "3 z .
cos[l;- (7f/4)]
Ai(-x) '"
7f1/4 xl/4
where I; ~ x 3/ 2 .
§20. Laplace's method 373
AiCz) ~
2nzl/4 k=O 3 2k (2k)! sk
where s i z3/2.
Footnotes
(1)
t a
w(x) f(x) dx (2)
f(t) 1 r
C+ ioo
2Wl Jc-ioo
F(p) e pt dp
I
(4)
t s -l Ct + 1.· OO u-s
2wi e u G(u/t) du
Ct-lco
as
f(t) ( 5)
Ib
a
k
w(x) x PN(x) dx '" 0, k '" 0,1,2, ... , N-l ( 6)
2iI
1 IY+ 1.· OO eU
Y-l oo
u
-s-k
PN,s(u- ) du '"
1
° ( 7)
k '" 0,1,2, ... , N-l
(8)
(11)
Ip I + 00 (13)
00
t s +n - l
f(t) "v ~ an (s+n-l)! (14)
n=O
N
f (t) = t s - l I Ak G(uk/t)
N
k=l
Y
00
r n,N
1
r n,N (s+n-l)! ' n < 2N - 1 (16)
(18)
N
~
k=l (l/u - l/u k ) [PN, s (u)] u=u -1
k
1 [P N sew) - PN,s(u- l )]
ZiT
G(l/tw)dw (19)
fW-l/u)PN ,s ew)
GCu/t) 2d
1 fC G(l/tw) dw
w-l/u (~O)
N
( 21)
t s - l fct+i~ u -s-l -1 G(l/tW)dw}du
= ~ . e u PN s(u ) w-l/u
ct-l~ ,
§2l. Numerical inversion of Laplace transforms 379
(_l)n n! t s - l
2n(2n+s-I)!
I C
(22)
N
z=~ (24)
p+D
which maps the half-plane Re(p) > -(a+b)/2 into the interior
of the unit disc \z\ < 1. F(p) is then written as a func-
tion of z, and suitable polynomials are chosen to enable
convenient and accurate numerical evaluation of the neces-
sary approKimations. In this section we discuss the use of
380 PART IV: SPECIAL TECHNIQUES
-t/2
$~ (t) = t Cl e L~(t) (25)
is simply
(Cl+n) ! (p -z
l)n
( 26)
Cl! (p + i)n+Cl+I
1 1
which may be simplified by writing z = (p - Z)/(p + I)· To
apply this property in a practical way, we first write the
approximation
f(t) (27)
1 n
N (p - c - IT)
F(p) (28)
n~o an (p-c + }T)n+Cl+1
reduces (28) to
N
(pT - cT + ~)a+l F(p) ~ L (30)
n=O
Also, from (29) we see that the disc Izl < 1 is the image
of the half plane Re(p) > c, which offers some help in choos-
ing an appropriate value for c.
To calculate the values of f(t), we must calculate the
coefficients an and the Laguerre polynomials Ln(t). The
second task is easily carried out by using the recursion
relations
1 + a - t (31)
(2n+a-l-t)L~_1(t) - (n-l+a)L~_2(t)
z = e i9 (32)
which is equivalent to
i 9
p c + TI cot 2" (33)
h(9) = (~ 2"
9r+ l F( c + i cot
+ i cot "2
TI ;) (34)
N
~
L
n=O
an(cos n9 + i sin n9) .
1
N
aO L Re h (e.)
N+l j=O J
1
N
an L cos(ne.)Re(h(e.))
2CN+l) j=O J J
( 35)
e. (2j+l) 'If
J N+l "2
-s ~I -1
F(p) = P L an Tn (l-b p ) (37)
n=O
f(t) (39)
¢o(x) 1
¢l(x) 1 - -Zx
s ( 40)
1 - 8x + 8 2
¢Z(x) s s(s+l) x
A Zn -
(n-1)(Zn-3)(s+n-Z)
(n-Z) (s+n-1)
B -4 (41)
n+s-l
C 1 - A - E
D
4(n-1)
(n-2) (s+n-l)
(n-1) (s-n+2)
E = - (n - 2) (s +n -1)
( 42)
2 N
'IT
I~
L
k=l
f(I;.) T (1;.),
J n J
n = 0,1, ... ,N-1 ( 43)
-N2 Nil
k=O
~(cos (2k+1)
N '!
w) cos ((2k+1) ~)
N 2
(44 )
where
~(u) = (~)S
1-u
F(~).
1-u
( 45)
f(t) 2e ct
~
f=0 dw Re[F(c+iw)]cos(wt) (46)
f(t) = _2ew
ct f=0 dw Im[F(c+iw)]sin(wt) (47)
2e ct ~I
f(t) = ---- L Re[F(c+iwk/T)]cos(~kt/T) (48)
T k=O
where T is a scaling parameter and the prime on the summa-
tion means that the k o term has weight one-half. There
is no theoretical reason for using the real part of F(p) as
in (48), and another formula may be obtained by applying the
trapezoidal rule to the average of (46) and (47). This gives
e ct ~I
f(t) = -r- L {Re[F(c+i~k/T)]cos (wkt/T)
k=O
(49)
- Im[F(c+i~k/T)]sin (~kt/T)}.
N N+l + (N+l
£s-l £s - ~Ns)-l (50)
£s+l ~
N N
may be used, where £-1 = 0 and £0 is the Nth partial sum.
In many applications of the Fourier series method, particu-
larly to discontinuous functions f(t), it is necessary to
calculate to rather high values of N, and in this case the
-
F ast F ourler trans f orm tec h nlque
- 14 may b I oye
e emp d. This is,
of course, only a computational variation, but nevertheless
it may be the essential step in rendering the method viable.
p+q k 1
f(x) = L ck x + &(x p +q + ) (51)
k=O
then we call the rational function
§21. Numerical inversion of Laplace transforms 387
f (x)
Fp,q (x)
QxT
P
fp ex) L Ilk xk (52)
k=O
gq(x) r
k=O
Sk x
k
So 1
(54)
k
o L
j=O
c"
J
Sk .,
-J
k = p+l, p+2, ... , p+q.
E
L ck
xk
k=O
(55)
gq(x) = I
Co
(56)
k
- L c J' Sk-J" k I, ... , q
j=l
q-l
f(x) I
k=O
+ k
ak x
k=O
+ k
L Sk x = 6'(x p +q )
(57)
f(x)
p-l
k=O
L a*k x
k
r
k=O
k
S*k x = 6'(x p +q )
p-l + k
f(X)[k~O (a k - apx + a; x p ]
(58)
- [qi l (Sk+ - S*)x k - S~ x q ] = 6'(x p +q ) .
k=O k
+
a~+l' k 0, I, ... , p- 2
ak r~+l
ap k p - I (59)
§ 21. Numerical inversion of Laplace transforms 389
+
{ 13 k+l - *
13 k +l , k 0,1 , ... , q-2
bk ( 59)
-13*q k q-l
(60)
**
pep) (62)
B P
where
m
A(p) L a. p i
1
i=O ( 63)
n
B (p) =
i=O
L n > m.
n A(a i )
Pcp) L
i=l (p-a) B'(a i )
(64)
n A(a i ) a.t
f(t) L e 1
i=l B ' (a i )
with similar but more complicated results if one or more
roots is repeated. The problem is to replace these formulae
by an algorithm which does not employ the a ..
1
Special Case: Suppose that A(p) = I and that all the roots
of B(p) are distinct. Since Eq. (64) for f(t) is a linear
combination of a finite number of exponentials, we may ex-
pand each exponential as a Taylor series and reverse the order
of summation. This gives
n a.kt k
L
00
f(t) ILl
i=l B'(a i ) k=O -ry--
(65)
where
§2l. Numerical inversion of Laplace transforms 391
(66)
bnuk
I
i=l
Ui
k-n
B'Cu i ) bn Ui
n
n a.. k - n n-l
- L ~1r--........... L b J. 0. 1) (67)
i=l B'(u i ) j=O
n-l
- j=oJ
Lb. uk
-n+J
..
F(p) 1 (68)
-2-
P +1
then we have b2 1, b 1 = 0, b O = 1, and hence
k > 2 . ( 69)
(_1)1, t H + l
()()
co vk t k
f(t) L
k=O ~
(71)
where
n A(Ct.) Ct. k
vk L 1
BI(Ct.)
1
i=l 1
n Ct. k m
L a j Ct j
1
BI(Ct i ) L (72)
i=l j=O
m
L a J. u k + J·•
j=O
Hence we may again calculate the coefficients of the Taylor
series (71) without calculating the roots of B(p), only we
need a second recursion relation (72) to determine the co-
efficients from the coefficients As a simple
example, we consider
F(p) = ~ . (73)
p +1
(74)
(-1) t t 2t + l
co co
f(t) L L (2t+1)!
t=O t=O
(75)
cos t + sin t.
1
F(p) = 2 ( 76)
(p-l)
for which it is easily shown that uk k, k > 0 and hence
f(t) ~ ktk
k=O i('"!
( 77)
t et .
More difficult (and realistic) examples have been given by
Longman. 20
Footnotes
1. A more comprehensive survey and evaluation may be found
in B. Davies and B. Martin, J. Compo Phys. (1979), ~, 1.
FCp)
Jo xa-x
00
a' =f~ x a e - x dx +
foo
1
=to L
n=O n!
dx + rI(a) (2)
L
n=O n! (a+n+l)
+ rI(a)
a! = a (a-I)! (3 )
a! (-a-I)! -1T/sin(1Ta) (4 )
, ( l)
a.a+ Z ·
, (5)
places.
Appendix A 397
fez) = fO
-00
+
t
z t
edt. (6)
1
(8)
~
1
tn(a!) ~ (a+ 2) tn a - a + 21 tn(2n), (9)
B (p ,q) (10)
B(p,q) = f
CO
x
p-l
dx (11)
o (l+x)P+q
In terms of the factorial function, the Beta function has the
value
B(p,q) = (p-l)! (q-l)! (12)
(p+q-l) !
a result whose derivation may be found in many. places. (See
also Problem 1.18.)
Appendix B 399
fo x s-l
co
e -nx dx = n -s (s-l)!, Re(s) > o. (2)
~
1 f O+ -zS-l
-dz . (4)
.:;1Tl -z 1
-co e -
For Re(s) 1 we can shrink the contour about the branch
cut to get
- !.
1T sin[1T(s-l)]
(5)
= - !.
1T sin[1T (s-l)] (s-l)! 1,; (s).
1,;(s) = ~
,
f 0+ s-l
_z_ _ dz. (6 )
21Tl
-co e -z - 1
This shows that 1,;(s) is analytic except possibly where
(-s)! has poles.
400 APPENDIX B
z - (m+ 1)
~1 z
- -2 + (8)
1;(0) - 1/2,
1; (- 2n) 0, n = 1, 2, 3, ... , (9)
2
1; (2) 'IT /6,
1; (4) 'lT4/90, (10)
1 +
1
(s-l)!
Joo
0 e
- 2x s-l
x
+ --- -
x
l-e-
1
~} dx
Zl-s
1 + s=-r-
+
1
(s -1) !
Jo
OO { _1
_ _
l-e x
l}
x
e - Zx x s-l dx. (lZ)
-s
1; (l-s) ~ (Z'IT) cos ('ITs) (s-l)! ,
(14 )
s ~ 00, Re(s) > O.
402 APPENDIX C
(2)
_Jz ~
-t
dt _ II dt
o t z t
Index
Abel, 231 Cauchy integrals, 313-341
Abel's integral equation, 71 Causality, 101, 102
Adjoint problem, 157-159 Chebyshev polynomials, 382-
385
Advanced potential, 187
CO~~lementary error function,
Airy functions, 371-373
Albedo problem, 329-332 Continuity of linear func-
t ionals, 134
Analytic functionals, 143-145
Convergence, of test func-
Anomalous system, 40 tions, 134
Asymptotic expansion, 9 of generalized functions, 139
Asymptotically equal, 8 Convolution equations, 59-67,
70
Barnes, 207
Convolutions, 6, 96, 202
Bernoulli's equation, 115
Cosine transform; see Fourier
Bessel functions, 85, 86, 93, transform
351-371
Coulomb gauge condition, 186
of the first kind, 42, 353-
356 Cramer's rule, 40
integrals involving, 370, Cylinder functions, 373
371
D'Alembert's method, 193
integral representations of,
351-353, 362-364 Delta function, 130, 135
of the second and third Diffraction problems, 182-185,
kinds, 356-362 280-283, 289-299, 307, 309,
332-339
Bessel's equation, 42, 241,
351 Diffusion equation, 47-50, 127,
l89~ 199; see also Heat
Bessel's integral, 93, 94, conauctlon
182, 355, 356
Dirac's delta function; see
Beta function, 397, 398 Delta function