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Resolvent Based Hilbert Transform
Abstract:
To perform the Hilbert transform Hil of a non-integrable function φ, such as φ(x) = 1, x, in a numerical calculation-friendly way, we propose a method of rewriting Hil in terms of the resolvent for a differential operator R whose eigenfunctions satisfy the orthogonality and the completeness, so that the resolvent kernel 〈x|R-1y〉can be given by the eigenfunction expansion. We deal with two cases for the choice of R: one is the harmonic oscillator Hamiltonian, which is commutative with the Fourier transform F; and the other is such that is commutative with Hil itself. We show how the calculation of Hilφ is made in a numerical calculation-friendly way, to find that Πk=0,1 Hilfk (fk (x) = xk) satisfies quite a simple relation.
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29-36
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Online since:
March 2024
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© 2024 Trans Tech Publications Ltd. All Rights Reserved
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