The differential Fourier transform method

We suggest the two new discrete differential sine and cosine Fourier transforms of a complex vector which are based on solving by a finite difference scheme the inhomogeneous harmonic differential equations of the first order with complex coefficients and of the second order with real coefficients, respectively. In the basic version, the differential Fourier transforms require by several times less arithmetic operations as compared to the basic classicalmethod of discrete Fourier transform. In the differential sine Fourier transform, the matrix of the transformation is complex,with the real and imaginary entries being alternated, whereas in the cosine transform, the matrix is purely real. As in the classical case, both matrices can be converted into the matrices of cyclic convolution; thus all fast convolution algorithms including the Winograd and Rader algorithms can be applied to them. The differential Fourier transform method is compatible with the Good–Thomas algorithm of the fast Fourier transform and can potentially outperform all available methods of acceleration of the fast Fourier transform when combined with the fast convolution algorithms.     

The ring of differential Fourier expansions

For a fixed prime we prove structure theorems for the kernel and the image of the map that attaches to any differential modular function its differential Fourier expansion. The image of this map, which is the ring of differential Fourier expansions, plays the role of ring of functions on a “differential Igusa curve”. Our constructions are then used to perform an analytic continuation between isogeny covariant differential modular forms on the differential Igusa curves belonging to different primes.     

Interactive graphics as an aid in the understanding of Fourier series

This note describes an interactive graphics package, devised by the author, which may assist the student in his understanding of Fourier series, and in particular the convergence of such series to the represented function. The student must still carry out his mathematical analysis to determine the Fourier coefficients and suitably code into FORTRAN. The level of programming required is usually attained early in an undergraduate course. The ideas and graphical display are illustrated by examples.     

Fourier expansion based recursive algorithms for periodic Riccati and Lyapunov matrix differential equations

Combining Fourier series expansion with recursive matrix formulas, new reliable algorithms to compute the periodic, non-negative, definite stabilizing solutions of the periodic Riccati and Lyapunov matrix differential equations are proposed in this paper. First, periodic coefficients are expanded in terms of Fourier series to solve the time-varying periodic Riccati differential equation, and the state transition matrix of the associated Hamiltonian system is evaluated precisely with sine and cosine series. By introducing the Riccati transformation method, recursive matrix formulas are derived to solve the periodic Riccati differential equation, which is composed of four blocks of the state transition matrix. Second, two numerical sub-methods for solving Lyapunov differential equations with time-varying periodic coefficients are proposed, both based on Fourier series expansion and the recursive matrix formulas. The former algorithm is a dimension expanding method, and the latter one uses the solutions of the homogeneous periodic Riccati differential equations. Finally, the efficiency and reliability of the proposed algorithms are demonstrated by four numerical examples.     

Method of Local Peak Functions for Reconstructing the Original Profile in the Fourier Transformation

We propose a method for reconstructing the original profile function in the one-dimensional Fourier transformation from the module of the Fourier transform function analytically. The major concept of the method consists in representing the modeling profile function as a sum of local peak functions. The latter are chosen as eigenfunctions generated by linear differential equations with polynomial coefficients. This allows directly inverting the Fourier transformation without numerical integration. The solution of the inverse problem thus reduces to a nonlinear regression with a small number of optimizing parameters and to a numerical or asymptotic study of the corresponding modeling peak functions taken as the eigenfunctions of the differential equations and their Fourier transforms.     

Three dimensional elastodynamics of 2D quasicrystals: The derivation of the time-dependent fundamental solution

The time-dependent differential equations of elasticity for 2D quasicrystals with general structure of anisotropy (dodecagonal, octagonal, decagonal, pentagonal, hexagonal, triclinic) are considered in the paper. These equations are written in the form of a vector partial differential equation of the second order with symmetric matrix coefficients. The fundamental solution (matrix) is defined for this vector partial differential equation. A new method of the numerical computation of values of the fundamental solution is suggested. This method consists of the following: the Fourier transform with respect to space variables is applied to vector equation for the fundamental solution. The obtained vector ordinary differential equation has matrix coefficients depending on Fourier parameters. Using the matrix computations a solution of the vector ordinary differential equation is numerically computed. Finally, applying the inverse Fourier transform numerically we find the values of the fundamental solution. Computational examples confirm the robustness of the suggested method for 2D quasicrystals with arbitrary type of anisotropy.     

Spectral approximation for drainage of an Elastico‐viscous liquid and error analysis

A Fourier‐Galerkin spectral method is proposed and used to analyze a system of quasilinear partial differential equations governing the drainage of liquids of the Oldroyd four‐constant type. It is shown that, Fourier‐Galerkin approximations are convergent with spectral accuracy. An efficient and accurate algorithm based on the Fourier‐Galerkin approximations to the system of quasilinear partial differential equations are developed and implemented. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 492–505, 2012     

Equations of anisotropic elastodynamics in 3D quasicrystals as a symmetric hyperbolic system: Deriving the time-dependent fundamental solutions

The fundamental solution (FS) of the time-dependent differential equations of anisotropic elasticity in 3D quasicrystals are studied in the paper. Equations of the time-dependent differential equations of anisotropic elasticity in 3D quasicrystals are written in the form of a symmetric hyperbolic system of the first order. Using the Fourier transform with respect to the space variables and matrix transformations we obtain explicit formulae for Fourier images of the FS columns; finally, the FS is computed by the inverse Fourier transform. As a computational example applying the suggested approach FS components are computed for icosahedral QCs.     

On the absolute Cesàro summability of Fourier series of functions of Lebesgue classL v and some related problems in the theory of Fourier constants

Summary The author studies certain aspects of a problem on Fourier constants which emerges out of his attempt at proving a recent result ofTsuchikura on the absolute Cesàro summability of Fourier series by means of a technique that exploits properties of Fourier costants. He proves,inter alia, the Fourier-power series analogue of aconjecture on Fourier constants, which he has raised in this paper.     

A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations

We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional expectations expressed in terms of Fourier transforms and computed using the fast Fourier transform (FFT). The problem of error control is addressed and a local error analysis is provided. We consider the extension of the method to forward-backward stochastic differential equations (FBSDEs) and reflected FBSDEs. Numerical examples are considered from finance demonstrating the performance of the method.     

偏微分方程的调和分析方法简介

本文致力于阐述调和分析与现代偏微分方程研究的关系,特别是奇异积分算子、拟微分算子、Fourier限制性估计、Fourier频率分解方法在椭圆边值问题、非线性发展方程研究中的重要作用.对于偏微分方程研究的各种方法进行了比较与分析,指出了偏微分方程的调和分析方法的优点与局限性.与此同时,还给出了偏微分方程的调和分析方法这一领域的最新研究进展.     

A Class of Quadratic Integral-Differential Equations

A nonlinear integro-ordinary differential equation built up by a linear ordinary differential operator of n th order with constant coefficients and a quadratic integral term is dealt with. The integral term represents the so-called autocorrelation of the unknown function. Applying the Fourier cosine transformation, the integral-differential equation is reduced to a quadratic boundary value problem for the complex Fourier transform of the solution in the upper half-plane. This problem in turn is reduced to a linear boundary value problem which can be solved in closed form. There are infinitely many solutions of the integral-differential equation depending on the prescribed zeros of a function related to the complex Fourier transform.     

Fourier reconstruction in tomography

Summary We give an asymptotic error analysis of the Fourier reconstruction algorithm and show that a modified algorithm is asymptotically optimal. We compare the modified algorithm with standard Fourier and with filtered backprojection using a mathematically generated chest phantom.Dedicated to L. Collatz on the occasion of his 75th birthday     

A generalisation of a theorem of Pati on the Nörlund summability of Fourier series

Pati generalised a theorem by Siddiqi on the harmonic summability of Fourier series, by replacing the special sequence by a more gererral sequence. Dikshit proved an analogue of it in the case of conjugate series of Fourier series and further he improved his theorem by introducing a functional factor. The problem which was unsolved as to the same improvement and generalisation can be done in case of Fourier series is tackled and proved by me in the paper attached herewith.     

Analyse harmonique des formes différentielles sur l'espace hyperbolique réel II. Transformation de Fourier sphérique et applications

We study the L² spherical Fourier transform associated with the bundle of differential forms over real hyperbolic spaces by using the Fourier-Jacobi transform on L² (R). Our results lead to the analytic Plancherel formula for the Fourier transform of differential forms, and to the exact expression for the heat kernel via the inversion of the Abel transform.     

On the matrix Fourier filtering problem for a class of models of nonlinear optical systems with a feedback

A novel statement of the Fourier filtering problem based on the use of matrix Fourier filters instead of conventional multiplier filters is considered. The basic properties of the matrix Fourier filtering for the filters in the Hilbert–Schmidt class are established. It is proved that the solutions with a finite energy to the periodic initial boundary value problem for the quasi-linear functional differential diffusion equation with the matrix Fourier filtering Lipschitz continuously depend on the filter. The problem of optimal matrix Fourier filtering is formulated, and its solvability for various classes of matrix Fourier filters is proved. It is proved that the objective functional is differentiable with respect to the matrix Fourier filter, and the convergence of a version of the gradient projection method is also proved.     

A note on differential operators on finite non-abelian groups

In this note we define a differential operator for the complex functions on finite non-Abelian groups.For the characterization of this differential operator we use the coefficients of the generalized Fourier transforms on groups.Using this operator we define the linear harmonic differential equations with constant coefficients and give the general solution of these equations     

Zur Theorie der Integraltransformationen

Let A be a selfadjoint uniformly elliptic differential operator. Let the underlying domain be bounded. Eigenvalue problems can be solved then, and an arbitrary square integrable function may be developed in a Fourier series relative to the eigenfunctions. In general elliptic differential operators have a continuous spectrum, if the underlying domain is unbounded. In this case the spectral theorem provides a representation of a given function by an integral transformation. The spectral projector can be calculated, if the outgoing and incoming solutions are known (radiation condition). Thus integral transformations may be derived very easily. Four examples will be given: the Fourier sine transform, the Lebedev transform, the transformation belonging to the Dirichlet problem of the plate equation and, finally, the Fourier transformation.     

Numerical solution of nonlinear Jaulent–Miodek and Whitham–Broer–Kaup equations

In this work we investigate the numerical solution of Jaulent–Miodek (JM) and Whitham–Broer–Kaup (WBK) equations. The proposed numerical schemes are based on the fourth-order time-stepping schemes in combination with discrete Fourier transform. We discretize the original partial differential equations (PDEs) with discrete Fourier transform in space and obtain a system of ordinary differential equations (ODEs) in Fourier space which will be solved with fourth order time-stepping methods. After transforming the equations to a system of ODEs, the linear operator in JM equation is diagonal but in WBK equation is not diagonal. However for WBK equation we can also implement the methods such as diagonal case which reduces the CPU time. Comparing numerical solutions with analytical solutions demonstrates that those methods are accurate and readily implemented.