Applied Integral Transforms
Applied Integral Transforms

Author: M. Ya. Antimirov

Publisher: American Mathematical Soc.

Published: 2007

Total Pages: 288

ISBN-13: 9780821843147

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

Integral Transforms and Their Applications
Integral Transforms and Their Applications

Author: B. Davies

Publisher: Springer Science & Business Media

Published: 2013-11-27

Total Pages: 427

ISBN-13: 1475755120

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This book is intended to serve as introductory and reference material for the application of integral transforms to a range of common mathematical problems. It has its im mediate origin in lecture notes prepared for senior level courses at the Australian National University, although I owe a great deal to my colleague Barry Ninham, a matter to which I refer below. In preparing the notes for publication as a book, I have added a considerable amount of material ad- tional to the lecture notes, with the intention of making the book more useful, particularly to the graduate student - volved in the solution of mathematical problems in the physi cal, chemical, engineering and related sciences. Any book is necessarily a statement of the author's viewpoint, and involves a number of compromises. My prime consideration has been to produce a work whose scope is selective rather than encyclopedic; consequently there are many facets of the subject which have been omitted--in not a few cases after a preliminary draft was written--because I v believe that their inclusion would make the book too long.

Integral Transforms in Applied Mathematics
Integral Transforms in Applied Mathematics

Author: John W. Miles

Publisher: Cambridge University Press

Published: 2008-11-27

Total Pages: 0

ISBN-13: 9780521090681

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An intermediate-level text on the use of integral transforms in applied mathematics and engineering. Existing works either cover the subject in more elementary form or are advanced treatises. In a very lucid style the author deals with the use of this important mathematical tool to solve ordinary and partial differential equations in problems in electrical circuits, mechanical vibration and wave motion, heat conduction, and fluid mechanics. The book is divided into five parts covering integral transform pairs, the Laplace transform, Fourier transforms, Hankel transforms, and finite Fourier transforms. A basic knowledge of complex variables and elementary differential equations is assumed. There are many exercises and examples drawn from the above fields, tables of the transform pairs needed in the text, and a glossary of terms with which the student may be unfamiliar. For the student who seeks further background on the subject, an annotated bibliography is provided.

Local Fractional Integral Transforms and Their Applications
Local Fractional Integral Transforms and Their Applications

Author: Xiao-Jun Yang

Publisher: Academic Press

Published: 2015-10-22

Total Pages: 263

ISBN-13: 0128040327

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Local Fractional Integral Transforms and Their Applications provides information on how local fractional calculus has been successfully applied to describe the numerous widespread real-world phenomena in the fields of physical sciences and engineering sciences that involve non-differentiable behaviors. The methods of integral transforms via local fractional calculus have been used to solve various local fractional ordinary and local fractional partial differential equations and also to figure out the presence of the fractal phenomenon. The book presents the basics of the local fractional derivative operators and investigates some new results in the area of local integral transforms. - Provides applications of local fractional Fourier Series - Discusses definitions for local fractional Laplace transforms - Explains local fractional Laplace transforms coupled with analytical methods

Integral and Discrete Transforms with Applications and Error Analysis
Integral and Discrete Transforms with Applications and Error Analysis

Author: Abdul Jerri

Publisher: CRC Press

Published: 2021-11-19

Total Pages: 848

ISBN-13: 1000104311

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This reference/text desribes the basic elements of the integral, finite, and discrete transforms - emphasizing their use for solving boundary and initial value problems as well as facilitating the representations of signals and systems.;Proceeding to the final solution in the same setting of Fourier analysis without interruption, Integral and Discrete Transforms with Applications and Error Analysis: presents the background of the FFT and explains how to choose the appropriate transform for solving a boundary value problem; discusses modelling of the basic partial differential equations, as well as the solutions in terms of the main special functions; considers the Laplace, Fourier, and Hankel transforms and their variations, offering a more logical continuation of the operational method; covers integral, discrete, and finite transforms and trigonometric Fourier and general orthogonal series expansion, providing an application to signal analysis and boundary-value problems; and examines the practical approximation of computing the resulting Fourier series or integral representation of the final solution and treats the errors incurred.;Containing many detailed examples and numerous end-of-chapter exercises of varying difficulty for each section with answers, Integral and Discrete Transforms with Applications and Error Analysis is a thorough reference for analysts; industrial and applied mathematicians; electrical, electronics, and other engineers; and physicists and an informative text for upper-level undergraduate and graduate students in these disciplines.

Integral Transform Techniques for Green's Function
Integral Transform Techniques for Green's Function

Author: Kazumi Watanabe

Publisher: Springer

Published: 2015-04-20

Total Pages: 274

ISBN-13: 331917455X

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This book describes mathematical techniques for integral transforms in a detailed but concise manner. The techniques are subsequently applied to the standard partial differential equations, such as the Laplace equation, the wave equation and elasticity equations. Green’s functions for beams, plates and acoustic media are also shown, along with their mathematical derivations. The Cagniard-de Hoop method for double inversion is described in detail and 2D and 3D elastodynamic problems are treated in full. This new edition explains in detail how to introduce the branch cut for the multi-valued square root function. Further, an exact closed form Green’s function for torsional waves is presented, as well as an application technique of the complex integral, which includes the square root function and an application technique of the complex integral.

Integral Transforms of Generalized Functions and Their Applications
Integral Transforms of Generalized Functions and Their Applications

Author: Ram Shankar Pathak

Publisher: Routledge

Published: 2017-07-05

Total Pages: 432

ISBN-13: 135156269X

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For those who have a background in advanced calculus, elementary topology and functional analysis - from applied mathematicians and engineers to physicists - researchers and graduate students alike - this work provides a comprehensive analysis of the many important integral transforms and renders particular attention to all of the technical aspects of the subject. The author presents the last two decades of research and includes important results from other works.

Integral Transforms in Science and Engineering
Integral Transforms in Science and Engineering

Author: K. Wolf

Publisher: Springer Science & Business Media

Published: 2013-11-21

Total Pages: 495

ISBN-13: 1475708726

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

Generalized Integral Transforms In Mathematical Finance
Generalized Integral Transforms In Mathematical Finance

Author: Andrey Itkin

Publisher: World Scientific

Published: 2021-10-12

Total Pages: 508

ISBN-13: 9811231753

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