Integral Transforms and Their Applications

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Keeping the style, content, and focus that made the first edition a bestseller, Integral Transforms and their Applications, Second Edition stresses the development of analytical skills rather than the importance of more abstract formulation. The authors provide a working knowledge of the analytical methods required in pure and applied mathematics, physics, and engineering. The second edition includes many new applications, exercises, comments, and observations with some sections entirely rewritten. It contains more than 500 worked examples and exercises with answers as well as hints to selected exercises. The most significant changes in the second edition include:
  • New chapters on fractional calculus and its applications to ordinary and partial differential equations, wavelets and wavelet transformations, and Radon transform
  • Revised chapter on Fourier transforms, including new sections on Fourier transforms of generalized functions, Poissons summation formula, Gibbs phenomenon, and Heisenbergs uncertainty principle
  • A wide variety of applications has been selected from areas of ordinary and partial differential equations, integral equations, fluid mechanics and elasticity, mathematical statistics, fractional ordinary and partial differential equations, and special functions
  • A broad spectrum of exercises at the end of each chapter further develops analytical skills in the theory and applications of transform methods and a deeper insight into the subject A systematic mathematical treatment of the theory and method of integral transforms, the book provides a clear understanding of the subject and its varied applications in mathematics, applied mathematics, physical sciences, and engineering.
  • Author(s): Lokenath Debnath, Dambaru Bhatta
    Edition: 2
    Publisher: Crc Pr Inc
    Year: 2006

    Language: English
    Pages: 703

    c5750fm......Page 1
    Integral Transforms and Their Applications, Second Edition......Page 2
    Preface to the Second Edition......Page 5
    Preface to the First Edition......Page 8
    About the Authors......Page 12
    Contents......Page 14
    Answers and Hints to Selected Exercises......Page 0
    1.1 Brief Historical Introduction......Page 20
    1.2 Basic Concepts and Definitions......Page 25
    2.1 Introduction......Page 28
    2.2 The Fourier Integral Formulas......Page 29
    2.3 Definition of the Fourier Transform and Examples......Page 31
    2.4 Fourier Transforms of Generalized Functions......Page 36
    2.5 Basic Properties of Fourier Transforms......Page 47
    2.6 Poisson’s Summation Formula......Page 56
    2.7 The Shannon Sampling Theorem......Page 63
    2.8 Gibbs’ Phenomenon......Page 73
    2.9 Heisenberg’s Uncertainty Principle......Page 76
    2.10 Applications of Fourier Transforms to Ordinary Differential Equations......Page 79
    2.11 Solutions of Integral Equations......Page 84
    2.12 Solutions of Partial Differential Equations......Page 87
    2.13 Fourier Cosine and Sine Transforms with Examples......Page 110
    2.14 Properties of Fourier Cosine and Sine Transforms......Page 112
    2.15 Applications of Fourier Cosine and Sine Transforms to Partial Differential Equations......Page 115
    2.16 Evaluation of Definite Integrals......Page 119
    2.17 Applications of Fourier Transforms in Mathematical Statistics......Page 122
    2.18 Multiple Fourier Transforms and Their Applications......Page 128
    2.19 Exercises......Page 138
    3.1 Introduction......Page 152
    3.2 Definition of the Laplace Transform and Examples......Page 153
    3.3 Existence Conditions for the Laplace Transform......Page 158
    3.4 Basic Properties of Laplace Transforms......Page 159
    3.5 The Convolution Theorem and Properties of Convolution......Page 164
    3.6 Differentiation and Integration of Laplace Transforms......Page 170
    3.7 The Inverse Laplace Transform and Examples......Page 173
    3.8 Tauberian Theorems and Watson’s Lemma......Page 187
    3.9 Exercises......Page 192
    4.1 Introduction......Page 200
    4.2 Solutions of Ordinary Differential Equations......Page 201
    4.3 Partial Differential Equations, Initial and Boundary Value Problems......Page 226
    4.4 Solutions of Integral Equations......Page 241
    4.5 Solutions of Boundary Value Problems......Page 244
    4.6 Evaluation of Definite Integrals......Page 247
    4.7 Solutions of Difference and Differential-Difference Equations......Page 249
    4.8 Applications of the Joint Laplace and Fourier Transform......Page 256
    4.9 Summation of Infinite Series......Page 267
    4.10 Transfer Function and Impulse Response Function of a Linear System......Page 270
    4.11 Exercises......Page 275
    5.1 Introduction......Page 287
    5.2 Historical Comments......Page 288
    5.3 Fractional Derivatives and Integrals......Page 290
    5.4 Applications of Fractional Calculus......Page 297
    5.5 Exercises......Page 300
    6.1 Introduction......Page 301
    6.2 Laplace Transforms of Fractional Integrals and Fractional Derivatives......Page 302
    6.3 Fractional Ordinary Differential Equations......Page 305
    6.4 Fractional Integral Equations......Page 308
    6.5 Initial Value Problems for Fractional Differential Equations......Page 313
    6.6 Green’s Functions of Fractional Differential Equations......Page 316
    6.7 Fractional Partial Differential Equations......Page 317
    6.8 Exercises......Page 330
    7.1 Introduction......Page 333
    7.2 The Hankel Transform and Examples......Page 334
    7.3 Operational Properties of the Hankel Transform......Page 337
    7.4 Applications of Hankel Transforms to Partial Differential Equations......Page 340
    7.5 Exercises......Page 349
    8.1 Introduction......Page 356
    8.2 Definition of the Mellin Transform and Examples......Page 357
    8.3 Basic Operational Properties of Mellin Transforms......Page 360
    8.4 Applications of Mellin Transforms......Page 366
    8.5 Mellin Transforms of the Weyl Fractional Integral and the Weyl Fractional Derivative......Page 370
    8.6 Application of Mellin Transforms to Summation of Series......Page 375
    8.7 Generalized Mellin Transforms......Page 378
    8.8 Exercises......Page 382
    9.1 Introduction......Page 388
    9.2 Definition of the Hilbert Transform and Examples......Page 389
    9.3 Basic Properties of Hilbert Transforms......Page 392
    9.4 Hilbert Transforms in the Complex Plane......Page 395
    9.5 Applications of Hilbert Transforms......Page 397
    9.6 Asymptotic Expansions of One-Sided Hilbert Transforms......Page 405
    9.7 Definition of the Stieltjes Transform and Examples......Page 408
    9.8 Basic Operational Properties of Stieltjes Transforms......Page 411
    9.9 Inversion Theorems for Stieltjes Transforms......Page 413
    9.10 Applications of Stieltjes Transforms......Page 416
    9.11 The Generalized Stieltjes Transform......Page 418
    9.12 Basic Properties of the Generalized Stieltjes Transform......Page 420
    9.13 Exercises......Page 421
    10.1 Introduction......Page 424
    10.2 Definitions of the Finite Fourier Sine and Cosine Transforms and Examples......Page 425
    10.3 Basic Properties of Finite Fourier Sine and Cosine Transforms......Page 427
    10.4 Applications of Finite Fourier Sine and Cosine Transforms......Page 433
    10.5 Multiple Finite Fourier Transforms and Their Applications......Page 439
    10.6 Exercises......Page 442
    11.1 Introduction......Page 446
    11.2 Definition of the Finite Laplace Transform and Examples......Page 447
    11.3 Basic Operational Properties of the Finite Laplace Transform......Page 453
    11.4 Applications of Finite Laplace Transforms......Page 456
    11.6 Exercises......Page 460
    12.2 Dynamic Linear Systems and Impulse Response......Page 462
    12.3 Definition of the Z Transform and Examples......Page 466
    12.4 Basic Operational Properties of Z Transforms......Page 470
    12.5 The Inverse Z Transform and Examples......Page 476
    12.6 Applications of Z Transforms to Finite Difference Equations......Page 480
    12.7 Summation of Infinite Series......Page 483
    12.8 Exercises......Page 486
    13.2 Definition of the Finite Hankel Transform and Examples......Page 490
    13.4 Applications of Finite Hankel Transforms......Page 493
    13.5 Exercises......Page 498
    14.1 Introduction......Page 501
    14.2 Definition of the Legendre Transform and Examples......Page 502
    14.3 Basic Operational Properties of Legendre Transforms......Page 505
    14.4 Applications of Legendre Transforms to Boundary Value Problems......Page 513
    14.5 Exercises......Page 514
    15.2 Definition of the Jacobi Transform and Examples......Page 517
    15.3 Basic Operational Properties......Page 520
    15.4 Applications of Jacobi Transforms to the Generalized Heat Conduction Problem......Page 521
    15.5 The Gegenbauer Transform and Its Basic Operational Properties......Page 523
    15.6 Application of the Gegenbauer Transform......Page 526
    16.2 Definition of the Laguerre Transform and Examples......Page 527
    16.3 Basic Operational Properties......Page 532
    16.4 Applications of Laguerre Transforms......Page 536
    16.5 Exercises......Page 539
    17.1 Introduction......Page 540
    17.2 Definition of the Hermite Transform and Examples......Page 541
    17.3 Basic Operational Properties......Page 544
    17.4 Exercises......Page 553
    18.1 Introduction......Page 554
    18.2 The Radon Transform......Page 556
    18.3 Properties of the Radon Transform......Page 560
    18.4 The Radon Transform of Derivatives......Page 565
    18.5 Derivatives of the Radon Transform......Page 566
    18.6 Convolution Theorem for the Radon Transform......Page 568
    18.7 Inverse of the Radon Transform and the Parseval Relation......Page 569
    18.8 Applications of the Radon Transform......Page 575
    18.9 Exercises......Page 576
    19.1 Brief Historical Remarks......Page 578
    19.2 Continuous Wavelet Transforms......Page 580
    19.3 The Discrete Wavelet Transform......Page 588
    19.4 Examples of Orthonormal Wavelets......Page 590
    19.5 Exercises......Page 599
    A-1 Gamma, Beta, and Error Functions......Page 602
    Legendre Duplication Formula......Page 604
    A-2 Bessel and Airy Functions......Page 607
    A-3 Legendre and Associated Legendre Functions......Page 613
    A-4 Jacobi and Gegenbauer Polynomials......Page 616
    A-5 Laguerre and Associated Laguerre Functions......Page 620
    A-6 Hermite Polynomials and Weber-Hermite Functions......Page 622
    A-7 Mittag Leffler Function......Page 624
    TABLE B-1 Fourier Transforms......Page 626
    TABLE B-2 Fourier Cosine Transforms......Page 630
    TABLE B-3 Fourier Sine Transforms......Page 632
    TABLE B-4 Laplace Transforms......Page 634
    TABLE B-5 Hankel Transforms......Page 639
    TABLE B-6 Mellin Transforms......Page 642
    TABLE B-7 Hilbert Transforms......Page 645
    TABLE B-8 Stieltjes Transforms......Page 648
    TABLE B-9 Finite Fourier Cosine Transforms......Page 651
    TABLE B-10 Finite Fourier Sine Transforms......Page 653
    TABLE B-11 Finite Laplace Transforms......Page 655
    TABLE B-12 Z Transforms......Page 657
    TABLE B-13 Finite Hankel Transforms......Page 659
    2.19 Exercises......Page 660
    3.9 Exercises......Page 666
    4.11 Exercises......Page 670
    7.5 Exercises......Page 677
    8.8 Exercises......Page 678
    9.13 Exercises......Page 679
    10.6 Exercises......Page 680
    12.8 Exercises......Page 682
    17.4 Exercises......Page 685
    19.5 Exercises......Page 686
    Bibliography......Page 688