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Generalized Fourier Series
A generalized Fourier series is the expansion of a square integrable function into a sum of square integrable orthogonal basis functions. The standard Fourier series uses an orthonormal basis of trigonometric functions, and the series expansion is applied to periodic functions. In contrast, a generalized Fourier series uses any set of orthogonal basis functions and can apply to any square integrable function. Definition Consider a set \Phi = \_^\infty of square-integrable complex valued functions defined on the closed interval ,b that are pairwise orthogonal under the weighted inner product: \langle f, g \rangle_w = \int_a^b f(x) \overline w(x) dx, where w(x) is a weight function and \overline g is the complex conjugate of g . Then, the generalized Fourier series of a function f is: f(x) = \sum_^\infty c_n\phi_n(x),where the coefficients are given by: c_n = . Sturm-Liouville Problems Given the space L^2(a,b) of square integrable functions defined on a given inte ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Square Integrable
In mathematics, a square-integrable function, also called a quadratically integrable function or L^2 function or square-summable function, is a real- or complex-valued measurable function for which the integral of the square of the absolute value is finite. Thus, square-integrability on the real line (-\infty, +\infty) is defined as follows. One may also speak of quadratic integrability over bounded intervals such as ,b/math> for a \leq b. An equivalent definition is to say that the square of the function itself (rather than of its absolute value) is Lebesgue integrable. For this to be true, the integrals of the positive and negative portions of the real part must both be finite, as well as those for the imaginary part. The vector space of (equivalence classes of) square integrable functions (with respect to Lebesgue measure) forms the L^p space with p = 2. Among the L^p spaces, the class of square integrable functions is unique in being compatible with an inner product, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Linear Combination
In mathematics, a linear combination or superposition is an Expression (mathematics), expression constructed from a Set (mathematics), set of terms by multiplying each term by a constant and adding the results (e.g. a linear combination of ''x'' and ''y'' would be any expression of the form ''ax'' + ''by'', where ''a'' and ''b'' are constants). The concept of linear combinations is central to linear algebra and related fields of mathematics. Most of this article deals with linear combinations in the context of a vector space over a field (mathematics), field, with some generalizations given at the end of the article. Definition Let ''V'' be a vector space over the field ''K''. As usual, we call elements of ''V'' ''vector space, vectors'' and call elements of ''K'' ''scalar (mathematics), scalars''. If v1,...,v''n'' are vectors and ''a''1,...,''a''''n'' are scalars, then the ''linear combination of those vectors with those scalars as coefficients'' is :a_1 \mathbf v_1 + a_2 \mathbf ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fourier Transform
In mathematics, the Fourier transform (FT) is an integral transform that takes a function as input then outputs another function that describes the extent to which various frequencies are present in the original function. The output of the transform is a complex-valued function of frequency. The term ''Fourier transform'' refers to both this complex-valued function and the mathematical operation. When a distinction needs to be made, the output of the operation is sometimes called the frequency domain representation of the original function. The Fourier transform is analogous to decomposing the sound of a musical chord into the intensities of its constituent pitches. Functions that are localized in the time domain have Fourier transforms that are spread out across the frequency domain and vice versa, a phenomenon known as the uncertainty principle. The critical case for this principle is the Gaussian function, of substantial importance in probability theory and statist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Parseval's Theorem
In mathematics, Parseval's theorem usually refers to the result that the Fourier transform is unitary; loosely, that the sum (or integral) of the square of a function is equal to the sum (or integral) of the square of its transform. It originates from a 1799 theorem about series by Marc-Antoine Parseval, which was later applied to the Fourier series. It is also known as Rayleigh's energy theorem, or Rayleigh's identity, after John William Strutt, Lord Rayleigh. Although the term "Parseval's theorem" is often used to describe the unitarity of ''any'' Fourier transform, especially in physics, the most general form of this property is more properly called the Plancherel theorem. Statement of Parseval's theorem Suppose that A(x) and B(x) are two complex-valued functions on \mathbb of period 2 \pi that are square integrable (with respect to the Lebesgue measure) over intervals of period length, with Fourier series :A(x)=\sum_^\infty a_ne^ and :B(x)=\sum_^\infty b_ne^ respecti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Frederic Bessel
Friedrich Wilhelm Bessel (; 22 July 1784 – 17 March 1846) was a German astronomer, mathematician, physicist, and geodesy, geodesist. He was the first astronomer who determined reliable values for the distance from the Sun to another star by the method of parallax. Certain important mathematical functions were first studied systematically by Bessel and were named Bessel functions in his honour. Life and family Bessel was born in Minden, Westphalia, then capital of the Prussian administrative region Minden-Ravensberg, as second son of a civil servant into a large family. At the age of 14 he left the school, because he did not like the education in Latin language, and apprenticed in the import-export concern Kulenkamp at Bremen. The business's reliance on cargo ships led him to turn his mathematics, mathematical skills to problems in navigation. This in turn led to an interest in astronomy as a way of determining longitude. Bessel came to the attention of Heinrich Wilhelm Olber ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sequence
In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is called the ''length'' of the sequence. Unlike a set, the same elements can appear multiple times at different positions in a sequence, and unlike a set, the order does matter. Formally, a sequence can be defined as a function from natural numbers (the positions of elements in the sequence) to the elements at each position. The notion of a sequence can be generalized to an indexed family, defined as a function from an ''arbitrary'' index set. For example, (M, A, R, Y) is a sequence of letters with the letter "M" first and "Y" last. This sequence differs from (A, R, M, Y). Also, the sequence (1, 1, 2, 3, 5, 8), which contains the number 1 at two different positions, is a valid sequence. Sequences can be '' finite'', as in these examples, or '' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Orthonormal
In linear algebra, two vectors in an inner product space are orthonormal if they are orthogonal unit vectors. A unit vector means that the vector has a length of 1, which is also known as normalized. Orthogonal means that the vectors are all perpendicular to each other. A set of vectors form an orthonormal set if all vectors in the set are mutually orthogonal and all of unit length. An orthonormal set which forms a basis is called an ''orthonormal basis''. Intuitive overview The construction of orthogonality of vectors is motivated by a desire to extend the intuitive notion of perpendicular vectors to higher-dimensional spaces. In the Cartesian plane, two vectors are said to be ''perpendicular'' if the angle between them is 90° (i.e. if they form a right angle). This definition can be formalized in Cartesian space by defining the dot product and specifying that two vectors in the plane are orthogonal if their dot product is zero. Similarly, the construction of the norm of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Hilbert Space
In mathematics, a Hilbert space is a real number, real or complex number, complex inner product space that is also a complete metric space with respect to the metric induced by the inner product. It generalizes the notion of Euclidean space. The inner product allows lengths and angles to be defined. Furthermore, Complete metric space, completeness means that there are enough limit (mathematics), limits in the space to allow the techniques of calculus to be used. A Hilbert space is a special case of a Banach space. Hilbert spaces were studied beginning in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, mathematical formulation of quantum mechanics, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Bessel's Inequality
In mathematics, especially functional analysis, Bessel's inequality is a statement about the coefficients of an element x in a Hilbert space with respect to an orthonormal sequence. The inequality was derived by F.W. Bessel in 1828. Countable orthonormal sequence in a Hilbert space Let H be a Hilbert space, and suppose that e_1, e_2, ... is an orthonormal sequence in H. Then, for any x in H one has :\sum_^\left\vert\left\langle x,e_k\right\rangle \right\vert^2 \le \left\Vert x\right\Vert^2, where ⟨·,·⟩ denotes the inner product in the Hilbert space H. If we define the infinite sum :x' = \sum_^\left\langle x,e_k\right\rangle e_k, consisting of the "infinite sum" of the vector resolute x in the directions e_k, Bessel's inequality tells us that this series converges. One can think of it that there exists x' \in H that can be described in terms of potential basis e_1, e_2, \dots. For a complete orthonormal sequence (that is, for an orthonormal sequence that is a basis), we ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eigenfunction
In mathematics, an eigenfunction of a linear operator ''D'' defined on some function space is any non-zero function f in that space that, when acted upon by ''D'', is only multiplied by some scaling factor called an eigenvalue. As an equation, this condition can be written as Df = \lambda f for some scalar eigenvalue \lambda. The solutions to this equation may also be subject to boundary conditions that limit the allowable eigenvalues and eigenfunctions. An eigenfunction is a type of eigenvector. Eigenfunctions In general, an eigenvector of a linear operator ''D'' defined on some vector space is a nonzero vector in the domain of ''D'' that, when ''D'' acts upon it, is simply scaled by some scalar value called an eigenvalue. In the special case where ''D'' is defined on a function space, the eigenvectors are referred to as eigenfunctions. That is, a function ''f'' is an eigenfunction of ''D'' if it satisfies the equation where λ is a scalar. The solutions to Equation may also ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sturm–Liouville Theory
In mathematics and its applications, a Sturm–Liouville problem is a second-order linear ordinary differential equation of the form \frac \left (x) \frac\right+ q(x)y = -\lambda w(x) y for given functions p(x), q(x) and w(x), together with some boundary conditions at extreme values of x. The goals of a given Sturm–Liouville problem are: * To find the for which there exists a non-trivial solution to the problem. Such values are called the ''eigenvalues'' of the problem. * For each eigenvalue , to find the corresponding solution y = y(x) of the problem. Such functions y are called the '' eigenfunctions'' associated to each . Sturm–Liouville theory is the general study of Sturm–Liouville problems. In particular, for a "regular" Sturm–Liouville problem, it can be shown that there are an infinite number of eigenvalues each with a unique eigenfunction, and that these eigenfunctions form an orthonormal basis of a certain Hilbert space of functions. This theory is important ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Legendre Polynomials
In mathematics, Legendre polynomials, named after Adrien-Marie Legendre (1782), are a system of complete and orthogonal polynomials with a wide number of mathematical properties and numerous applications. They can be defined in many ways, and the various definitions highlight different aspects as well as suggest generalizations and connections to different mathematical structures and physical and numerical applications. Closely related to the Legendre polynomials are associated Legendre polynomials, Legendre functions, Legendre functions of the second kind, big q-Legendre polynomials, and associated Legendre functions. Definition and representation Definition by construction as an orthogonal system In this approach, the polynomials are defined as an orthogonal system with respect to the weight function w(x) = 1 over the interval [-1,1]. That is, P_n(x) is a polynomial of degree n, such that \int_^1 P_m(x) P_n(x) \,dx = 0 \quad \text n \ne m. With the additional standardi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
