Math 2.0

Integral transforms, operational calculus Definition

Finite Hilbert transform

Builds on Cauchy principal valueLp spaceHilbert transform

Definition

Let 1<p<∞1 < p < \infty and let f∈Lp(−1,1)f \in L^p(-1, 1), a function in the LpL^p space of the interval. The finite Hilbert transform of ff is the function TfT f on (−1,1)(-1, 1) given by (Tf)(x)=1π PV ⁣∫−11f(t)t−x dt=1πlim⁡ε→0+∫{t∈(−1,1):∣t−x∣>ε}f(t)t−x dt,(T f)(x) = \frac{1}{\pi}\, \mathrm{PV}\!\int_{-1}^{1} \frac{f(t)}{t - x}\, dt = \frac{1}{\pi} \lim_{\varepsilon \to 0^+} \int_{\set{t \in (-1, 1) : \abs{t - x} > \varepsilon}} \frac{f(t)}{t - x}\, dt, the Cauchy principal value integral. The limit exists for almost every x∈(−1,1)x \in (-1, 1).

Remarks

If f~\tilde f is ff on (−1,1)(-1, 1) and 00 elsewhere, then Tf=−Hf~T f = -H\tilde f on (−1,1)(-1, 1), where HH is the Hilbert transform with kernel 1π(x−t)\frac{1}{\pi (x - t)}. By the theorem of M. Riesz on HH, the operator TT is bounded on Lp(−1,1)L^p(-1, 1) for 1<p<∞1 < p < \infty. Some authors use the kernel 1x−t\frac{1}{x - t} instead, which changes the sign of TT.

Example: f(t)=1−t2f(t) = \sqrt{1 - t^2} gives Tf(x)=−xT f(x) = -x. Check: for ∣z∣>1\abs{z} > 1, ∫−111−t2t−z dt=π(z2−1−z)\int_{-1}^{1} \frac{\sqrt{1 - t^2}}{t - z}\, dt = \pi\bigl(\sqrt{z^2 - 1} - z\bigr) with the branch of the root that behaves like zz at infinity. Its boundary values from above and below on (−1,1)(-1, 1) are π(±i1−x2−x)\pi\bigl(\pm i\sqrt{1 - x^2} - x\bigr), and the principal value is their average −πx-\pi x.

Non-example of injectivity: g(t)=(1−t2)−1/2g(t) = (1 - t^2)^{-1/2} lies in Lp(−1,1)L^p(-1, 1) for 1<p<21 < p < 2 and Tg=0T g = 0 on (−1,1)(-1, 1). So TT is not injective on these spaces. For p≥2p \ge 2 the function gg is not in Lp(−1,1)L^p(-1, 1).

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  1. Cauchy principal value concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Hilbert_transform
About this page
Tag2KJV7187NR
URIm2://2KJV7187NR
Kinddefinition
WritingW0 stub
MSC44A15, 45E05
DefinesFinite Hilbert transform
UsesCauchy principal value, Lp space, Hilbert transform

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