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Integral Transform




: (Tf)(u) = \int_{t_1}^{t_2} K(t, u)\, f(t)\, dt.

The input of this transform is a Function ''f'', and the output is another function ''Tf''.

There are several useful integral transforms.
Each transform corresponds to a different choice of the function ''K'', which is called the kernel or the '''nucleus''' of the transform. With each kernel is associated an inverse kernel K^{-1}(u,t) which (roughly speaking) yields an inverse transform:

: f(t) = \int_{u_1}^{u_2} K^{-1}(u,t)\, (Tf)(u)\, du.


TABLE OF TRANSFORMS






































































































Table of integral transforms
Transform Symbol K t1 t2 K^{-1} u1 u2
Fourier Transform \mathcal{F} rac{e^{-iut}}{\sqrt{2 \pi}} -\infty\, \infty\, rac{e^{+iut}}{\sqrt{2 \pi}} -\infty\, \infty\,
Mellin Transform \mathcal{M} t^{u-1}\, 0\, \infty\, rac{t^{-u}}{2\pi i}\, c\!-\!i\infty c\!+\!i\infty
Two-sided Laplace
transform
\mathcal{B} e^{-ut}\, -\infty\, \infty\,
Laplace Transform \mathcal{L} e^{-ut}\, 0\, \infty\, rac{e^{+ut}}{2\pi i} c\!-\!i\infty c\!+\!i\infty
Hankel Transform t\,J_
u(ut)
0\, \infty\, u\,J_
u(ut)
0\, \infty\,
Abel Transform rac{2t}{\sqrt{t^2-u^2}} u\, \infty\, rac{-1}{\pi\sqrt{u^2\!-\!t^2}} rac{d}{du} t\, \infty\,
Hilbert Transform \mathcal{H} rac{1}{\pi} rac{1}{u-t} -\infty\, \infty\, rac{1}{\pi} rac{1}{u-t} -\infty\, \infty\,
Identity Transform \delta (u-t)\, t_1 t_2>u\, \delta (t-u)\, u_1\!<\!t u_2\!>\!t



GENERAL THEORY

Although the properties of integral transforms vary widely, they have some properties in common. For example, every integral transform is a Linear Operator , since the integral is a linear operator, and in fact if the kernel is allowed to be a Generalized Function then all linear operators are integral transforms (a properly formulated version of this statement is the Schwartz Kernel Theorem ).

The general theory of such Integral Equation s is known as Fredholm Theory . In this theory, the kernel is understood to be a Compact Operator acting on a Banach Space of functions. Depending on the situation, the kernel is then variously referred to as the Fredholm Operator , the Nuclear Operator or the Fredholm Kernel .


SEE ALSO



REFERENCES

  • A. D. Polyanin and A. V. Manzhirov, ''Handbook of Integral Equations'', CRC Press, Boca Raton, 1998. ISBN 0-8493-2876-4

  • Tables of Integral Transforms at EqWorld: The World of Mathematical Equations.