The Mehler Formula for the Generalized Clifford-Hermite Polynomials

The Mehler formula for the Hermite polynomials allows for an integral representation of the one-dimensional Fractional Fourier transform. In this paper, we introduce a multi-dimensional Fractional Fourier transform in the framework of Clifford analysis. By showing that it coincides with the classical tensorial approach we are able to prove Mehler＇s formula for the generalized Clifford-Hermite polynomials of Clifford analysis.     

无界弦自由振动问题的算法

探讨了无界弦自由振动问题的两种算法：行波法和积分变换法，主要就积分变换法利用富里叶变换和matlab软件使得计算更简单，并给出了积分变换法的一般算法．     

Computation of the fractional Fourier transform

In this paper we make a critical comparison of some programs for the digital computation of the fractional Fourier transform that are freely available and we describe our own implementation that filters the best out of the existing ones. Two types of transforms are considered: first, the fast approximate fractional Fourier transform algorithm for which two algorithms are available. The method is described in [H.M. Ozaktas, M.A. Kutay, G. Bozda i, IEEE Trans. Signal Process. 44 (1996) 2141–2150]. There are two implementations: one is written by A.M. Kutay, the other is part of package written by J. O'Neill. Second, the discrete fractional Fourier transform algorithm described in the master thesis by Ç. Candan [Bilkent University, 1998] and an algorithm described by S.C. Pei, M.H. Yeh, and C.C. Tseng [IEEE Trans. Signal Process. 47 (1999) 1335–1348].     

Three-dimensional thermal shock problem of generalized thermoelastic half-space

A three-dimensional model of the generalized thermoelasticity with one relaxation time is established. The resulting non-dimensional coupled equations together with the Laplace and double Fourier transforms techniques are applied to a specific problem of a half space subjected to thermal shock and traction free surface. The inverses of Fourier transforms and Laplace transforms are obtained numerically by using the complex inversion formula of the transform together with Fourier expansion techniques. Numerical results for the temperature, thermal stress, strain and displacement distributions are represented graphically.     

Aspects of free analysis

We survey the analysis around the free difference quotient derivation, which is the natural derivation for variables with the highest degree of noncommutativity. The analogue of the Fourier transform is then bialgebra duality for the bialgebra with derivation-comultiplication to which the free difference quotient gives rise and which involves fully matricial analytic functions. Some of the motivation from free probability, especially free entropy and random matrices are also discussed. Dan-Virgil Voiculescu; Research supported in part by NSF Grant DMS 0501178.     

Harmonic analysis with a real frequency function—I. aperiodic case

An integral transform which converts a real spatial (or temporal) function into a real frequency function is introduced. The properties of this transform are investigated. It is concluded that this transform is parallel to the Fourier transform and may be applied to all fields in which the Fourier transform has been successfully applied.     

Transient thermoelastic response in a cracked strip of functionally graded materials via generalized fractional heat conduction

This work is devoted to analyzing a thermal shock problem of an elastic strip made of functionally graded materials containing a crack parallel to the free surface based on a generalized fractional heat conduction theory. The embedded crack is assumed to be insulated. The Fourier transform and the Laplace transform are employed to solve a mixed initial-boundary value problem associated with a time-fractional partial differential equation. Temperature and thermal stresses in the Laplace transform domain are evaluated by solving a system of singular integral equations. Numerical results of the thermoelastic fields in the time domain are given by applying a numerical inversion of the Laplace transform. The temperature jump between the upper and lower crack faces and the thermal stress intensity factors at the crack tips are illustrated graphically, and phase lags of heat flux, fractional orders, and gradient index play different roles in controlling heat transfer process. A comparison of the temperature jump and thermal stress intensity factors between the non-Fourier model and the classical Fourier model is made. Numerical results show that wave-like behavior and memory effects are two significant features of the fractional Cattaneo heat conduction, which does not occur for the classical Fourier heat conduction.     

A method for the numerical inversion of Laplace transforms

In this paper a numerical inversion method for Laplace transforms, based on a Fourier series expansion developed by Durbin [5], is presented. The disadvantage of the inversion methods of that type, the encountered dependence of discretization and truncation error on the free parameters, is removed by the simultaneous application of a procedure for the reduction of the discretization error, a method for accelerating the convergence of the Fourier series and a procedure that computes approximately the ‘best’ choice of the free parameters. Suitable for a given problem, the inversion method allows the adequate application of these procedures. Therefore, in a big range of applications a high accuracy can be achieved with only a few function evaluations of the Laplace transform. The inversion method is implemented as a FORTRAN subroutine.     

Multidimensional Cooley–Tukey Algorithms Revisited

The representation theory of Abelian groups is used to obtain an algebraic divide-and-conquer algorithm for computing the finite Fourier transform. The algorithm computes the Fourier transform of a finite Abelian group in terms of the Fourier transforms of an arbitrary subgroup and its quotient. From this algebraic algorithm a procedure is derived for obtaining concrete factorizations of the Fourier transform matrix in terms of smaller Fourier transform matrices, diagonal multiplications, and permutations. For cyclic groups this gives as special cases the Cooley–Tukey and Good–Thomas algorithms. For groups with several generators, the procedure gives a variety of multidimensional Cooley–Tukey type algorithms. This method of designing multidimensional fast Fourier transform algorithms gives different data flow patterns from the standard “row–column” approaches. We present some experimental evidence that suggests that in hierarchical memory environments these data flows are more efficient.     

Fourier transform and related integral transforms in superspace

In this paper extensions of the classical Fourier, fractional Fourier and Radon transforms to superspace are studied. Previously, a Fourier transform in superspace was already studied, but with a different kernel. In this work, the fermionic part of the Fourier kernel has a natural symplectic structure, derived using a Clifford analysis approach. Several basic properties of these three transforms are studied. Using suitable generalizations of the Hermite polynomials to superspace (see [H. De Bie, F. Sommen, Hermite and Gegenbauer polynomials in superspace using Clifford analysis, J. Phys. A 40 (2007) 10441-10456]) an eigenfunction basis for the Fourier transform is constructed.     

模糊Fourier变换算法

本文把普通集合中的离散Fourier变换推广到模糊集合。借助于区间数、模糊数的运算规则及有关性质,给出了模糊离散Fourier变换(FDFT)的定义及算法,而且也讨论了模糊离散Fourier变换中的对应关系以及变换性质的几个定理。     

American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach

We consider the American option pricing problem in the case where the underlying asset follows a jump‐diffusion process. We apply the method of Jamshidian to transform the problem of solving a homogeneous integro‐partial differential equation (IPDE) on a region restricted by the early exercise (free) boundary to that of solving an inhomogeneous IPDE on an unrestricted region. We apply the Fourier transform technique to this inhomogeneous IPDE in the case of a call option on a dividend paying underlying to obtain the solution in the form of a pair of linked integral equations for the free boundary and the option price. We also derive new results concerning the limit for the free boundary at expiry. Finally, we present a numerical algorithm for the solution of the linked integral equation system for the American call price, its delta and the early exercise boundary. We use the numerical results to quantify the impact of jumps on American call prices and the early exercise boundary.     

Two layer transient water waves over a viscoelastic ocean bed

A two-layer analysis of the transient development of water waves over a viscoelastic ocean bed is presented here. This is a two-dimensional initial value investigation of the transient development of surface and internal wave motions governed by harmonic pressure distribution acting on the free surface in an inviscid liquid over a viscous and elastic ocean bed. The equations of motion and the equation of continuity are described in terms of velocity potential and stream functions. The solution of this problem is obtained by using Laplace and Fourier transform methods. Limiting case of the layers to obtain free surface elevation is also presented.     

Matricial R-transform

We study the addition problem for strongly matricially free random variables which generalize free random variables. Using operators of Toeplitz type, we derive a linearization formula for the matricial R-transform related to the associated convolution. It is a linear combination of Voiculescu?s R-transforms in free probability with coefficients given by internal units of the considered array of subalgebras. This allows us to view this formula as the matricial linearization property of the R-transform. Since strong matricial freeness unifies the main types of noncommutative independence, the matricial R-transform plays the role of a unified noncommutative analog of the logarithm of the Fourier transform for free, boolean, monotone, orthogonal, s-free and c-free independence.     

Scattering for Schrödinger operators in a class of domains with non-compact boundaries

Schrödinger operators in a class of domains with asymptotic cones are considered. A generalized Fourier transform representing the absolutely continuous part of the Schrödinger operator as multiplication by $\text{¦ξ¦}{}^2$ in the asymptotic cone is constructed. Wave operators relating the free Laplacian to Schrödinger operators are computed using the generalized Fourier transform. The wave operators relating Schrödinger operators acting in domains with the same asymptotic cone are computed and shown to be complete.     

On an αth-order fractional Radon transform and a wave type of equation

The Fourier slice theorem holds for the classical Radon transform. In this paper, we consider a fractional Radon transform for which a sort of Fourier slice theorem also holds, and then present an inversion formula. The fractional Radon transform is shown to be characterized by the multi-dimensional case of a wave type of equation in analogy to the classical Radon transform.     

PIDE and Solution Related to Pricing of Lévy Driven Arithmetic Type Floating Asian Options

We propose a stochastic model to develop a pricing partial integro-differential equation (PIDE) and its Fourier transform expression for floating Asian options based on the Itô-Lévy calculus. The stock price is driven by a class of infinite activity Lévy processes leading to the market inherently incomplete, and dynamic hedging is no longer risk free. We first develop a PIDE for floating Asian options, and apply the Fourier transform to derive a pricing expression. Our main contribution is to develop a PIDE with its closed form pricing expression for the contract. The procedure is easy to implement for all class of Lévy processes. Finally, the model is calibrated with the market data and its accuracy is presented.     

The Fourier Transform of a Function of Bounded Variation: Symmetry and Asymmetry

New relations between the Fourier transform of a function of bounded variation and the Hilbert transform of its derivative are revealed. The main result of the paper is an asymptotic formula for the cosine Fourier transform. Such relations have previously been known only for the sine Fourier transform. For this, not only a different space is considered but also a new way of proving such theorems is applied. Interrelations of various function spaces are studied in this context. The obtained results are used for obtaining completely new results on the integrability of trigonometric series.     

On Hardy’s Theorem on SU(1, 1)

The classical Hardy theorem asserts that ■ and its Fourier transform ■ can not both be very rapidly decreasing.This theorem was generalized on Lie groups and also for the Fourier-Jacobi transform.However,on SU(1,1)there are infinitely many"good"functions in the sense that ■ and its spherical Fourier transform ■ both have good decay. In this paper,we shall characterize such functions on SU(1,1).     

基于Hartley变换的三维真振幅偏移算子研究

在实际应用中，以快速Fourier变换为基础的偏移方法，将本来是实数的地震道转化为复数参加运算，导致了计算机内存的增加。本文把只有纯实数运算的Hartley变换引入到基于Fourier变换的偏移算法，再利用三维真振幅偏移单程波方程，结合Fourier变换与Hartley变换的内在关系，经过数学推理，具体导出了裂步Hartley变换真振幅偏移算子。与一般裂步Fourier法相比，裂步Hartley变换真振幅偏移算法既提高了计算效率又对球面扩散问题进行了振幅补偿。