Download or read book Integral Transforms and Volterra Functions written by Alexander Apelblat and published by . This book was released on 2009 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: The occurrence of the Volterra functions in the Laplace transformation is associated with the fact that on one hand their Laplace transforms are expressed in terms of the logarithmic functions, and are useful in a determination of many inverse transforms. On the other hand, the operational calculus is a powerful and an efficient method for the derivation of the Volterra function properties. Dealing with the Volterra functions, Humbert, Colombo, Parodi, Barrucand and others assumed that in most cases the functions under consideration are continuous, differentiable and have the Laplace transforms and mathematical operations under the integral sign (e.g. differentiation with respect to variables and parameters, inversion of order of integration and etc.) when applying rules and theorems of operational calculus are permissible. Since the author's main interest lies in the application of the Volterra functions, the same formal approach will be followed here. They suppose that the readers are familiar with the basic properties and techniques of the Laplace transformation which can be easily found in the literature and many others).
Download or read book Integral Equations and Integral Transforms written by Sudeshna Banerjea and published by Springer Nature. This book was released on 2023-10-18 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive textbook on linear integral equations and integral transforms is aimed at senior undergraduate and graduate students of mathematics and physics. The book covers a range of topics including Volterra and Fredholm integral equations, the second kind of integral equations with symmetric kernels, eigenvalues and eigen functions, the Hilbert–Schmidt theorem, and the solution of Abel integral equations by using an elementary method. In addition, the book covers various integral transforms including Fourier, Laplace, Mellin, Hankel, and Z-transforms. One of the unique features of the book is a general method for the construction of various integral transforms and their inverses, which is based on the properties of delta function representation in terms of Green’s function of a Sturm–Liouville type ordinary differential equation and its applications to physical problems. The book is divided into two parts: integral equations and integral transforms. Each chapter is supplemented with numerous illustrative examples to aid in understanding. The clear and concise presentation of the topics covered makes this book an ideal resource for students, researchers, and professionals interested in the theory and application of linear integral equations and integral transforms.
Download or read book Generalized Integral Transforms In Mathematical Finance written by Andrey Itkin and published by World Scientific. This book was released on 2021-10-12 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Integral Transforms and Their Applications written by Lokenath Debnath and published by CRC Press. This book was released on 2016-04-19 with total page 723 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Volterra Integral and Functional Equations written by G. Gripenberg and published by Cambridge University Press. This book was released on 1990 with total page 727 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book looks at the theories of Volterra integral and functional equations.
Download or read book Integral Transforms and Their Applications Third Edition written by Lokenath Debnath and published by CRC Press. This book was released on 2014-11-07 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 development of the underlying theory as well as a modern approach to Fourier, Laplace, Hankel, Mellin, Radon, Gabor, wavelet, and Z transforms and their applications. New to the Third Edition New material on the historical development of classical and modern integral transforms New sections on Fourier transforms of generalized functions, the Poisson summation formula, the Gibbs phenomenon, and the Heisenberg uncertainty principle Revised material on Laplace transforms and double Laplace transforms and their applications New examples of applications in mechanical vibrations, electrical networks, quantum mechanics, integral and functional equations, fluid mechanics, mathematical statistics, special functions, and more New figures that facilitate a clear understanding of physical explanations Updated exercises with solutions, tables of integral transforms, and bibliography Through numerous examples and end-of-chapter exercises, this book develops readers’ analytical and computational skills in the theory and applications of transform methods. It provides accessible working knowledge of the analytical methods and proofs required in pure and applied mathematics, physics, and engineering, preparing readers for subsequent advanced courses and research in these areas.
Download or read book Integral Transforms and Operational Calculus written by H. M. Srivastava and published by MDPI. This book was released on 2019-11-20 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: Researches and investigations involving the theory and applications of integral transforms and operational calculus are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences. This Special Issue contains a total of 36 carefully-selected and peer-reviewed articles which are authored by established researchers from many countries. Included in this Special Issue are review, expository and original research articles dealing with the recent advances on the topics of integral transforms and operational calculus as well as their multidisciplinary applications
Download or read book Integral Transforms and Their Applications written by Brian Davies and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a substantially updated, extended and reorganized third edition of an introductory text on the use of integral transforms. Chapter I is largely new, covering introductory aspects of complex variable theory. Emphasis is on the development of techniques and the connection between properties of transforms and the kind of problems for which they provide tools. Around 400 problems are accompanied in the text. It will be useful for graduate students and researchers working in mathematics and physics.
Download or read book Integral Equations and Their Applications written by Matiur Rahman and published by WIT Press. This book was released on 2007 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with linear integral equations, that is, equations involving an unknown function which appears under the integral sign and contains topics such as Abel's integral equation, Volterra integral equations, Fredholm integral integral equations, singular and nonlinear integral equations, orthogonal systems of functions, Green's function as a symmetric kernel of the integral equations.
Download or read book Integral Equations written by B. L. Moiseiwitsch and published by Courier Corporation. This book was released on 2011-11-30 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text begins with simple examples of a variety of integral equations and the methods of their solution, and progresses to become gradually more abstract and encompass discussions of Hilbert space. 1977 edition.
Download or read book Nonlinear Volterra Integral Equations written by Richard K. Miller and published by . This book was released on 1971 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Integral Transforms of Generalized Functions written by Brychkov and published by CRC Press. This book was released on 1989-04-20 with total page 362 pages. Available in PDF, EPUB and Kindle. Book excerpt: English translation (from revised and enlarged versions of the Russian editions of 1977 and 1984) of a reference work which makes available to engineers, physicists and applied mathematicians theoretical and tabular material pertaining to certain extensions of standard integral transform techniques. Diverse transforms are touched upon, but the emphasis (particularly in the tables) is on generalized Fourier and Laplace transforms. Some multi-dimensional results are presented. Expensive, but nicely produced, and redundant with nothing standard to the reference shelves of mathematical libraries. (NW) Annotation copyrighted by Book News, Inc., Portland, OR
Download or read book Volterra Integral Equations and Topological Dynamics written by Richard K. Miller and published by American Mathematical Soc.. This book was released on 1970 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this paper is to show how Volterra integral equations may be studied within the framework of the theory of topological dynamics. Part I contains the basic theory, as local dynamical systems are discussed together with some of their elementary properties. The notation of compatible pairs of function spaces is introduced. Part II contains examples of compatible pairs, as these spaces are studied in some detail. Part III contains some applications of the first two parts.
Download or read book Handbook of Integral Equations written by Andrei D. Polyanin and published by CRC Press. This book was released on 2008-02-12 with total page 1143 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unparalleled in scope compared to the literature currently available, the Handbook of Integral Equations, Second Edition contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equa
Download or read book Integral Transform Techniques for Green s Function written by Kazumi Watanabe and published by Springer. This book was released on 2015-04-20 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Integral Equations written by Dr Jitendra Singh and published by Dr. Jitendra Singh. This book was released on 2024-10-02 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is part of the P-17 series designed specifically for the CSIR NET (JRF) in Mathematical Sciences and other competitive mathematics examinations. Integral equations play a crucial role in various fields, including applied mathematics, physics, and engineering. This text aims to provide a comprehensive introduction to integral equations, offering both theoretical insights and practical problem-solving techniques. Chapter 1 lays the groundwork by differentiating between Fredholm and Volterra integral equations and clarifying the distinctions between first- and second-kind integral equations. Understanding these foundational concepts is essential for tackling more complex topics. In Chapter 2, we explore several methods for solving integral equations, including the resolvent kernel method and the Neumann series approach. These techniques provide powerful tools for both analytical and numerical solutions. Chapter 3 delves into separable kernels, showcasing their significance in solving integral equations and their applications in mathematical physics and engineering contexts. Chapter 4 addresses eigenvalue problems, connecting characteristic numbers and eigenfunctions to the well-established Sturm-Liouville theory, which is pivotal in understanding the spectral properties of differential operators. Finally, Chapter 5 discusses the resolvent kernel, detailing its theory and applications in solving integral equations effectively. This book aims to equip students and researchers with the knowledge and skills necessary to navigate the complexities of integral equations, fostering a deeper appreciation for their applications in both pure and applied mathematics.
Download or read book Integral Transforms of Generalized Functions and Their Applications written by Ram Shankar Pathak and published by Routledge. This book was released on 2017-07-05 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
