Integral Transforms In Applied Mathematics

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Integral Transforms In Applied Mathematics
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Author : John W. Miles
language : en
Publisher: Cambridge University Press
Release Date : 2008-11-27
Integral Transforms In Applied Mathematics written by John W. Miles and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-27 with Mathematics categories.
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.
Integral Transforms And Their Applications
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Author : B. Davies
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Integral Transforms And Their Applications written by B. Davies and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Mathematics categories.
In preparing this second edition I have restricted myself to making small corrections and changes to the first edition. Two chapters have had extensive changes made. First, the material of Sections 14.1 and 14.2 has been rewritten to make explicit reference to the book of Bleistein and Handelsman, which appeared after the original Chapter 14 had been written. Second, Chapter 21, on numerical methods, has been rewritten to take account of comparative work which was done by the author and Brian Martin, and published as a review paper. The material for all of these chapters was in fact, prepared for a transla tion of the book. Considerable thought has been given to a much more com prehensive revision and expansion of the book. In particular, there have been spectacular advances in the solution of some non-linear problems using isospectra1 methods, which may be re garded as a generalization of the Fourier transform. However, the subject is a large one, and even a modest introduction would have added substantially to the book. Moreover, the recent book by Dodd et al. is at a similar level to the present volume. Similarly, I have refrained from expanding the chapter on num erical methods into a complete new part of the book, since a specialized monograph on numerical methods is in preparation in collaboration with a colleague.
Integral Transforms And Their Applications Second Edition
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Author : Lokenath Debnath
language : en
Publisher: CRC Press
Release Date : 2006-10-11
Integral Transforms And Their Applications Second Edition written by Lokenath Debnath and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-11 with Mathematics categories.
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.
Integral And Discrete Transforms With Applications And Error Analysis
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Author : Abdul Jerri
language : en
Publisher: CRC Press
Release Date : 2021-11-18
Integral And Discrete Transforms With Applications And Error Analysis written by Abdul Jerri and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-11-18 with Mathematics categories.
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 Transforms In Applied Mathematics
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Author : John W. Miles
language : en
Publisher: Cambridge University Press
Release Date : 2008-11-27
Integral Transforms In Applied Mathematics written by John W. Miles and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-27 with Mathematics categories.
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.
Integral Transforms And Their Applications
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Author : Lokenath Debnath
language : en
Publisher: CRC Press
Release Date : 2014-11-07
Integral Transforms And Their Applications written by Lokenath Debnath and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-07 with Mathematics categories.
Integral Transforms and Their Applications, Third Edition covers advanced mathematical methods for many applications in science and engineering. The book is suitable as a textbook for senior undergraduate and first-year graduate students and as a reference for professionals in mathematics, engineering, and applied sciences. It presents a systematic
Generalized Integral Transforms In Mathematical Finance
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Author : Andrey Itkin
language : en
Publisher:
Release Date : 2021-10-12
Generalized Integral Transforms In Mathematical Finance written by Andrey Itkin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-12 with Business mathematics categories.
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.
Local Fractional Integral Transforms And Their Applications
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Author : Xiao-Jun Yang
language : en
Publisher: Academic Press
Release Date : 2015-10-22
Local Fractional Integral Transforms And Their Applications written by Xiao-Jun Yang and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-22 with Mathematics categories.
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