12/10/2022, 13:55 Integral transform - Wikipedia

Integral transform
In mathematics, an integral transform maps a function from its original function space into
another function space via integration, where some of the properties of the original function might
be more easily characterized and manipulated than in the original function space. The transformed
function can generally be mapped back to the original function space using the inverse transform.

Contents
General form
Motivation
History
Usage example
Table of transforms
Different domains
General theory
See also
References
Further reading

General form
An integral transform is any transform of the following form:

The input of this transform is a function , and the output is another function . An integral
transform is a particular kind of mathematical operator.

There are numerous useful integral transforms. Each is specified by a choice of the function of
two variables, the kernel function, integral kernel or nucleus of the transform.

Some kernels have an associated inverse kernel which (roughly speaking) yields an
inverse transform:

A symmetric kernel is one that is unchanged when the two variables are permuted; it is a kernel
function such that . In the theory of integral equations, symmetric kernels
correspond to self-adjoint operators. [1]

Motivation
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There are many classes of problems that are difficult to solve—or at least quite unwieldy
algebraically—in their original representations. An integral transform "maps" an equation from its
original "domain" into another domain, in which manipulating and solving the equation may be
much easier than in the original domain. The solution can then be mapped back to the original
domain with the inverse of the integral transform.

There are many applications of probability that rely on integral transforms, such as "pricing kernel"
or stochastic discount factor, or the smoothing of data recovered from robust statistics; see kernel
(statistics).

History
The precursor of the transforms were the Fourier series to express functions in finite intervals.
Later the Fourier transform was developed to remove the requirement of finite intervals.

Using the Fourier series, just about any practical function of time (the voltage across the terminals
of an electronic device for example) can be represented as a sum of sines and cosines, each suitably
scaled (multiplied by a constant factor), shifted (advanced or retarded in time) and "squeezed" or
"stretched" (increasing or decreasing the frequency). The sines and cosines in the Fourier series are
an example of an orthonormal basis.

Usage example
As an example of an application of integral transforms, consider the Laplace transform. This is a
technique that maps differential or integro-differential equations in the "time" domain into
polynomial equations in what is termed the "complex frequency" domain. (Complex frequency is
similar to actual, physical frequency but rather more general. Specifically, the imaginary component
ω of the complex frequency s = −σ + iω corresponds to the usual concept of frequency, viz., the rate
at which a sinusoid cycles, whereas the real component σ of the complex frequency corresponds to
the degree of "damping", i.e. an exponential decrease of the amplitude.) The equation cast in terms
of complex frequency is readily solved in the complex frequency domain (roots of the polynomial
equations in the complex frequency domain correspond to eigenvalues in the time domain), leading
to a "solution" formulated in the frequency domain. Employing the inverse transform, i.e., the
inverse procedure of the original Laplace transform, one obtains a time-domain solution. In this
example, polynomials in the complex frequency domain (typically occurring in the denominator)
correspond to power series in the time domain, while axial shifts in the complex frequency domain
correspond to damping by decaying exponentials in the time domain.

The Laplace transform finds wide application in physics and particularly in electrical engineering,
where the characteristic equations that describe the behavior of an electric circuit in the complex
frequency domain correspond to linear combinations of exponentially scaled and time-shifted
damped sinusoids in the time domain. Other integral transforms find special applicability within
other scientific and mathematical disciplines.

Another usage example is the kernel in the path integral:

This states that the total amplitude to arrive at is the sum (the integral) over all
possible values of the total amplitude to arrive at the point multiplied by the
amplitude to go from to [i.e. [2]
]. It is often referred to as the propagator for a

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given system. This (physics) kernel is the kernel of the integral transform. However, for each
quantum system, there is a different kernel.[3]

Table of transforms

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Table of integral transforms

Transform Symbol K f(t) t1 t2 K−1 u1 u2

Abel [4]
F, f u t
transform

Associated
Legendre
transform
Fourier
transform
on
Fourier sine
transform , real-
valued
on
Fourier
cosine 0 0
transform , real-
valued
Hankel
0 0
transform

Hartley
transform

Hermite
transform

Hilbert
transform

Jacobi
transform
Laguerre
transform

Laplace
transform e−ut 0

Legendre
transform

Mellin
transform tu−1 0 [5]

Two-sided
Laplace
e−ut
transform

Poisson
0 2π
kernel

Radon
Rƒ
Transform

Weierstrass
transform

X-ray
Xƒ
transform

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In the limits of integration for the inverse transform, c is a constant which depends on the nature of
the transform function. For example, for the one and two-sided Laplace transform, c must be
greater than the largest real part of the zeroes of the transform function.

Note that there are alternative notations and conventions for the Fourier transform.

Different domains
Here integral transforms are defined for functions on the real numbers, but they can be defined
more generally for functions on a group.

If instead one uses functions on the circle (periodic functions), integration kernels are then
biperiodic functions; convolution by functions on the circle yields circular convolution.
If one uses functions on the cyclic group of order n (Cn or Z/nZ), one obtains n × n matrices as
integration kernels; convolution corresponds to circulant matrices.

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 equations 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
Bateman transform
Convolution kernel
Circular convolution
Circulant matrix
Differential equations
Kernel method
List of transforms
List of operators
List of Fourier-related transforms
Nachbin's theorem
Nonlocal operator
Reproducing kernel
Symbolic integration

References
1. Chapter 8.2, Methods of Theoretical Physics Vol. I (Morse & Feshbach)
2. Eq 3.42 in Feynman and Hibbs, Quantum Mechanics and Path Integrals, emended edition:
3. Mathematically, what is the kernel in path integral? (http://physics.stackexchange.com/question
s/156273/mathematically-what-is-the-kernel-in-path-integral)

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4. Assuming the Abel transform is not discontinuous at .

5. Some conditions apply, see Mellin inversion theorem for details.

Further reading
A. D. Polyanin and A. V. Manzhirov, Handbook of Integral Equations, CRC Press, Boca Raton,
1998. ISBN 0-8493-2876-4
R. K. M. Thambynayagam, The Diffusion Handbook: Applied Solutions for Engineers, McGraw-
Hill, New York, 2011. ISBN 978-0-07-175184-1
"Integral transform" (https://www.encyclopediaofmath.org/index.php?title=Integral_transform),
Encyclopedia of Mathematics, EMS Press, 2001 [1994]
Tables of Integral Transforms (http://eqworld.ipmnet.ru/en/auxiliary/aux-inttrans.htm) at
EqWorld: The World of Mathematical Equations.

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