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1. Introduction:
The classical methods of solution of initial and boundary value problems in physics and
engineering sciences have been root’s in Fourier’s pioneering work. An alternative approach
through integral transform methods emerged primarily through Heaviside’s efforts on
operational techniques. In addition to being of great theoretical interest to mathematicians,
integral transform methods have been found to provide easy and effective ways of solving a
variety of problem arising in engineering and physical science. A problem involving
derivatives can be reduced to a simpler problem involving only multiplication by
polynomials in the transform variable by taking an integral transform, solving the problem in
the transform domain and then finding an inverse transform.
It is observed that the mathematical description of physical problems often leads to
differential equations. Integral transforms arise in a natural way through the principle of
linear superposition in constructing integral representations of solutions of linear differential
equations.
Definition:
By an integral transform , we mean a relation of the form
K s, t f t dt F s
(1.1)
such that a given function f t is transformed into another function F s by means of an
integral. The new function F s is said to be the transform of f t , and K s, t is called the
2.LAPLACE TRANSFORMS
One of the simplest and most important integral transform is the well known Laplace
Transform. It is date back to the French mathematician Laplace who made use of the
transform integral in his work on probability theory in 1780’s. Then it occurred in Fourier’s
famous 1811 paper on heat conduction. Nonetheless, it was Oliver Heaviside, who
popularized the use of Laplace transform as a computational tool in elementary differential
equations and electrical engineering.
It is particularly useful in solving initial value problem connected with
linear differential equations (ordinary and partial).The advantage of Laplace transformation
in solving initial value problems lies in the fact that initial conditions are taken care of at the
outset and the specific particular solution required is obtained without first obtaining the
general solution of linear differential equation.
The Laplace transform of a function is defined by as follows:
L f x ; p e px f x dx F p
0 (2.1)
(2.4)
L e ax f x ; p F p a (2.7)
L1 F p a ; x e ax f x
(2.8)
L g x ; p e ap F p (2.9)
where
f(x-a) , x>a
g(x) =
0 ,x<a
L1 e ap F p ; x f x a H x a (2.10)
6 s
sin t
s 2
2
7 s
cosh t
s 2
2
8 a
sinh t
s 2
2
9 b
e at sin bt
s a
2
b2
10 sa
e at cos bt
s a
2
b2
11 2as
t sin at
s a2
2 2
12 s2 a2
t cos at
s a2
2 2
13 1
,c 0
s
Hc t ca
e , c 0
s
14 1
J0 t
s2 1
15 s2 a2
J0 t
s a2
2 2
16 2a 1 2
t J at
p2 a2
1 2
17 ' 1 log p
logx
p
dn
L1 F n p ; x L1 F p ; x 1 x n f x
n
n
n=1, 2, 3,…. (2.12)
dp
x
F p
L
f u du; p
p
0 (2.13)
f x
1
L F u du ; x
p x (2.14)
dn
L1
p F p ; x f x n f x
n
dx
n (2.16)
Initial Value Theorem:
Let f(x) be continuous for all x ≥ 0 and be of exponential order as x ≥ ∞. Also suppose that
Let f(x) be continuous for all x ≥ 0 and be of exponential order as x ≥ ∞. Also suppose that
The final value theorem is useful because it gives the long term behavior without having to
perform partial fractions decompositions. If a function’s poles are in the right hand plane the
x x
f g x f u g x u du f x u g u du (2.19)
0 0
using the convolution we can write
x
L1 F p .G p ; x f u g x u du f g (2.20)
0
Lf s e
sx
f x dx (2.21)
f
The domain of L (s) is the set of all complex numbers s = r+it, r,t Є R, for which the
integral exists. If r=0 and the function f is integrable, then the bilateral Laplace transform
exists for all t Є R.In this Case, the bilateral Laplace transform is called the Fourier transform
of f .If the domain of f is [0,∞), the bilateral Laplace transform becomes the unilateral
Sumudu Transform:
F u n ! anu n (2.23)
n0
This transform also follows all the properties of Laplace transform like linearity, change of
scale, shifting property etc. Sumudu transform can be applied to ordinary differential
equation, control engineering, partial differential equation and convolution type integral
equation.
log p 2 1
L Ci x ; p
2p (2.24)
1 1
L Si x ; p tan 1
p p (2.25)
where Ci(x) and Si(x) are cosine integrals and sine integrals defined by the equations
cos t
Ci x dt (2.26)
x t
x
sin t
Si x dt (2.27)
0 t
where erf(x) is the error function, which arises in heat conduction problems, is defined by
x
2
erf x e
t 2
dt (2.29)
0
e ap
L H x a ; p (2.30)
p
0, x a
H x a (2.31)
1, x a
x a j , j 1, p 1 m,n1 , , a j , j 1, p
0 x tx
e H m,n
zx
dx t H p 1,q zt (2.34)
j j 1,q b j , j 1,q
p,q
b ,
1 a1 ,...a p ; a1 ,...a p ;
L1 p Fq 1 z p 1 Fq z 1 et (2.35)
s s 1, b1 ,...bq ; 1, b1 ,...bq ;
x I 0,x
, ,
f and x J x,, , f
exist. Then
L x I 0, ,x , f ; s S , , , ; s, x f x dx (2.36)
0
0
for Re(s) > s ≥0 and for non integer values of λ-β, λ-η, β-η, and
L x J , ,
x , f ; s T , , , ; s, x f x dx (2.37)
0
0
for Re(s) >s ≥0 and μ> max {0, β-η}-1, where
S , , , ; s , x
x 2 F2 1, 1; 1, 1; sx
s 2 F2 1 , 1; 1, 1; sx
(2.38)
s x 2 F2 1 , 1; 1, 1; sx
and
T , , , ; s , x
1 1
x 2 F2 1, 1; 1, 1; sx
1 1
(2.39)
Here
x I 0,x
, ,
f and x J x,, , f
L f x1 ,..., xs ; 1 ,..., s
... f x1 ,..., xs e 1x1 ... s xs dx1...dxs (3.1)
0 0
i 1 s
Where Re(λ ) >0, (i=1,…,s) and the function f(x ,…,x ) is so chosen that the above multiple
The following analogue of the well known Parseval Goldstein theorem for the
If
and
then
provided that the various integrals involved in the equations (3.3 ), (3.4) and (3.5) are
absolutely convergent.
A Well-Known Property:
The following s-dimensional analogue of the well-known property of the Laplace transforms:
If
1 ,..., s L f x1 ,..., xs ; 1 ,..., s (3.6)
then
1 1 ,..., s s L e 1x1 ... s xs . f x1 ,..., xs ; 1 ,..., s (3.7)
1 1
Where min Re(λ +τ ) > 0, (i =1,…,s), and the integrals involved in the equations (3.6 ) and
4.FOURIER TRANSFORM
Fourier transform is one of the specific forms of Fourier analysis. The natural extension of
the Fourier series to encompass time signals of infinite length, i.e. , non-repetitive
continuous signals, is the Fourier integral transform, or more simply the Fourier transform.
These methods are most heavily used in the analysis of signals and systems. This integral
will transform any continuous time signal of arbitrary shape into a continuous spectrum
an extent encompassing a short time interval will be spread out over a wide frequency range
The Fourier transform of any function f(x) , denoted by F(p) or F{f(x)} is defined as
1
F f x F p e
ipx
f x dx (-∞<p<∞) (4.1)
2
where f(x) is a function defined on (-∞,∞) and be piecewise continuously differentiable and
eipx
absolutely integrable in above interval. Here 2 is known as the kernel of the Fourier
transformation
2
Fs f x ; p Fs p f x sin px dx
0
,p > 0 (4.2)
2
Fc f x ; p Fc p f x cos px dx
0
(4.3)
where function f(x) is defined for x >0 and be piecewise continuously differentiable and
(i) The inverse Fourier transform of F(p) , is denoted by f(x) and given as
1 (4.4)
f x e
ipx
F p dp
2
(ii) s
The inverse Fourier sine transform of F (p) is given by
2
Fs p s in px dp
0
f ( x) (4.5)
(iii) c
The inverse Fourier cosine transform of F (p) is given by
2
Fc p cos px dp
0
f ( x) (4.6)
Our definition of the Fourier transform and inverse transform is not unique.
(a)
Linearity Property
F c1 f1 x c2 f 2 x .... cn f n x ; p c1 F1 p c2 F2 p .... cn Fn p
(4.7)
1 p
F f ax ; p F
a a
(4.8)
F f x a ; p eipa F p (4.9)
Modulation Theorem:
F p a F p a
F p (4.10)
2
F f g F f x F g ( x)
(4.11)
If F(p) and G(p) are the complex Fourier transforms of f(x) and g(x) respectively ,then
(i) F p G p dp f x G x dx
(4.12)
2 2
F p dp f x dx
(ii) (4.13)
where * signifies the complex conjugate. By using Parseval’s identity we can evaluate
many integrals.
dn f
n
Then the Fourier transform of the function dx is (-ip)n times, the Fourier transform of
function f(x)
F f n x ; p ip F f x; p
n
(4.14)
Fourier transform method is useful in solving some partial differential equations subject
to boundary conditions.
e x x , x 0
f x
0, x 0
F f x ; p e
ipx
f x dx
0
e f x dx e f x dx
ipx ipx
0
0
e
ipx
0dx eipx e x x dx
0
e ip x x dx
0
e sx x dx
0
where
ip s L x ; s
so we can write
F f x ; p L x ; s (4.15)
5. MELLIN TRANSFORM
This transform is not very useful as Fourier and Laplace transformations in a direct
summing series and in statistics. Generally we can consider the mellin transform as a sort
Here xp-1 is known as kernel of the Mellin transform and 0< x <∞
Elementary properties of Mellin Transform:
(a) Scaling of the original variable by a positive number
M f ax ; p a p F p ,a > 0 (5.2)
(b)
Raising of the original variable to a real power
M f x a ; p a 1 F
p
a
, a is real (5.3)
M log x f x ; p
k
dk
dp k
F p , k is a positive integer (5.5)
k
where the symbol (p-k) is defined for positive integer k by
p k k p k p k 1 ..... p 1
Result (c) and (e) can be used in various ways to find the effect of linear
m
d k
combinations of differential operatiors such that x , k,m are integers
dx
k
d
M x f x ; p 1 p k F p
k
(5.7)
dx
dk k
x f x ; p 1 p k k F p
k
M k
(5.8)
dx
x
1
(a) M f u du; p F p 1 (5.9)
0 p
x y 1
M 0 0
dy f u du ; p F p 2 (5.10)
(b)
p p 1
p
F p n
n
M I f x ; p 1
(c) p n
n
(5.11)
th
n
where I f(x) is n repeated integral of f(x) i.e.
x
I n f x I n 1 f u du
0
Case II:
1
(a) M
f u du; p
x
p
F p 1 (5.12)
1
(b) M dy f u du ; p F p 2 (5.13)
x y p p 1
p
(c) M I n f x ; p
p n F p n
(5.14)
where
I n f x I n 1 f u du
c i
1
f x M F p ; x
1
x p F p dp where c> k (5.16)
2 i c i ,
Convolution for Mellin Transform:
If F(p) and G(p) are the Mellin transform of the functions f(x) and g(x) respectively.
Then
c i
1
M f x g x ; p F z G p z dz
2 i c i
(5.17)
If F(p) and G(p) are the Mellin transforms of the functions f(x) and g(x) respectively,
then
F p G p ; x f x du
g u
1
M (5.18)
0 u u
x a ,
j j 1, p
bj j s 1 a j j s
ax dx a s
x
s 1 m,n j 1 j 1
H (5.20)
b ,
p,q q p
0
j j 1, q
1 b
j m 1
j js a
j n 1
j js
p q
Mellin Transform of ψ -function:
M p q x ; s H 1,p ,pq 1 s Mf 1 s (5.21)
6.HANKEL TRANSFORM
Hankel Transform arises naturally in solving boundary value problems formulated in
cylindrical coordinates. It also occurs in applications such as determining the
oscillations of a heavy chain suspended from one end.
υ
where the function f(x) is defined for all positive values of the variable x and J (px)
υ
is the Bessel function of first kind of order υ. Here xJ (px) is known as the kernel of
e ax xJ px f x dx
0
L xJ px f x ; a (6.2)
Inversion Formula for the Hankel Transformation:
υ
If F (p) is the Hankel transform of the function f(x) then
f x pJ px F p dp (6.3)
0
υ
is known as the inversion formula for the Hankel transform of F (p) and is written as
f x H 1 F p ; x
respectively.Then
p
H f ' x ; p F ' p v 1 F 1 p v 1 F 1 p (6.4)
2v
υ υ
If F (p) and G (p) are the Hankel transforms of the functions f(x) and g(x)
respectively, then
xf x g x dx pF p G p dp
0 0
(6.5)
m ,n
t
a ,
j j 1, p
, x
H H
b ,
p ,q
j j 1, q
1 1 1 1
2 m, n 1 2 4 2 , 2 , a j , j , ,
H p 2, q 1, p
4 2 2 (6.7)
x x
b j , j 1,q
7.H-Function Transform
The kernel of this transform is the H-function. Since most of the important function are
special cases of the H-function,various integral transform involving these functions as
kernels are special cases of this transform
a1 , 1 ,..., a p , p
s s H pm,,qn st f t dt (7.1)
0
b1 , 1 ,..., b p ,
p
where this function is the well known Fox H-function defined in the appendix.
J x H 0,2
1,0
x 0,1 , , (7.3)
μ
λ
where J is the Bessel –Maitland function defined by
x
r
J
x
r ! 1 r
r 0
(ii)
Gauss’s hypergeometric function transform
1 2 1 2 1 2 1 2
If we put m =1,n = p = q = 2, a =1-λ, a = 1-μ, b = 0, b = 1-υ, α = α = β = β = 1 in (7.1) and
1 ,1 , 1 ,1
2 F1 , , ; x H 2,2 x
1,2
0,1 , 1 ,1
1 x
s; , , 2 F1 , , ; f x dx (7.4)
s0 s
s1
f x
1 s; , s ; , , dx (7.5)
0 s x
(iii) Meijer’s G-function Transform
If we replace m by m+1 ,n by 0, p by m and q by m+1 in (7.1) and further put α’s and
1 1 1 m m m 1 1
β’s equal to 1 and therein and take a = η +α ,…, a =η +α ; b = η ,…,
m m m+1
b =η ,b = e, it reduces to the following transform introduced by Bhise
,...,m m
s s Gmm,m1,01 sx 1 1 f x dx (7.6)
0 1 ,...,m , e
(7.6) itself is a general transform and reduces to well known Integral transforms viz.
Laplace transform, Meijer transform, Varma transform etc. as pointed out by Bhise.
Inversion Formula:
k-1
If y f(y) Є L(0,∞), f(y) is of bounded variation in the neighborhood of the point
y = t, and
a1 , 1 ,..., a p , p
s s H pm,,qn st f t dt
0
b1 , 1 ,..., p p
b ,
Then
f t 0 f t 0
2
q p
c i 1 bj j k j a j jk j
1
j m 1 j n 1
t k F k dk
2 i lim
m n (7.7)
c i
bj j k j 1 a j j k j
j 1 j 1
here
F k s k 1 s ds
0
8. H Function Transform
The H function transform will be defined and represented in the following form:
a , , A , a ,
f t ; s H
j j j 1, N j j N 1, P
M , N : a j , j ; A j
H P ,Q ; b , M ,N st f t dt (8.1)
b , b , ,B
j j ;Bj
P ,Q
0
j j 1, M j j j M 1,Q
(b)
The P Q transform
a j , j , Aj :
P Q : b j , j ; B j f t ; s P Q
: a j , j ; A j
st f t dt
1, P
(8.3)
0 b , , B :
j j j 1,Q
Q
P
where is defined in Appendix
(c) The P F Q -transform
a j , Aj :
: b j , B j
f t ; s P F Q st f t dt
: a j , Aj 1, P
P FQ (8.4)
0 b , B :
j j 1,Q
f t ; s J
, ,
J st f t dt (8.5)
0
,
where J is defined in Appendix
k,m
We consider the Meijer transform M defined by
M k ,m f x xt k 1 2
e xt 2Wk 1 2,m xt f t dt (9.1)
0
with k,m Є R containing the Whittaker function Wl,m(z) in the kernel.This function is
given by
1
Wl ,m z e z 2 z m 1 2 m l , 2m 1; z (9.2)
2
W , k f x xt e xt 2W , xt f t dt
k
(10.1)
0
with ρ,γ Є C and k Є R, containing the Whittaker function in the kernel.It is known
that the Meijer transform and the Varma transform are particular cases of this
k
generlized Whittaker transform W , :
M k ,m
f x Wk1k2,m1 2 f x , V f x W
k ,m
m 1 2
k ,m
f x (10.2)
.p q
11 F Transform:
a i
p Fq f x i 1
q p Fq a1 ,..., a p ; b1 ,..., bq ; xt f t dt (11.1)
b
j 1
j
0
i j i
with a , b ЄC (Re(a ) >0;i=1,2…,p;j=1,2,…,q), for which we take pЄ N and either
1 1 1 2 2 1
F , F and F by giving values to p and q.
t f t
t
2 F1 1; 1; 1; dt (12.1)
0
x x x
F1 a, b; a; z 1 F0 b; z 1 z
b
2
t f t
t
, ,0 f x 1 1 F0 1; dt
0
x x x
t
1 f t dt (12.2)
t x
1
0
result
ai , i 1, p 1 ai , i 1, p
p q
z H 1,p ,pq 1 z
bj , j 0,1 1 b j , j
1, q 1, q