• Title/Summary/Keyword: convolution transform

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$L_1$ analytic fourier-feynman transform on the fresnel class of abstract wiener space

  • Ahn, Jae-Moon
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.1
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    • pp.99-117
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    • 1998
  • Let $(B, H, p_1)$ be an abstract Wiener space and $F(B)$ the Fresnel class on $(B, H, p_1)$ which consists of functionals F of the form : $$ F(x) = \int_{H} exp{i(h,x)^\sim} df(h), x \in B, $$ where $(\cdot, \cdot)^\sim$ is a stochastic inner product between H and B, and f is in $M(H)$, the space of complex Borel measures on H. We introduce an $L_1$ analytic Fourier-Feynman transforms for functionls in $F(B)$. Furthermore, we introduce a convolution on $F(B)$, and then verify the existence of the $L_1$ analytic Fourier-Feynman transform for the convolution product of two functionals in $F(B)$, and we establish the relationships between the $L_1$ analytic Fourier-Feynman tranform of the convolution product for two functionals in $F(B)$ and the $L_1$ analytic Fourier-Feynman transforms for each functional. Finally, we show that most results in [7] follows from our results in Section 3.

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INTEGRAL TRANSFORMS AND INVERSE INTEGRAL TRANSFORMS WITH RELATED TOPICS ON FUNCTION SPACE I

  • Chang, Seung-Jun;Chung, Hyun-Soo
    • The Pure and Applied Mathematics
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    • v.16 no.4
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    • pp.369-382
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    • 2009
  • In this paper we establish various relationships among the generalized integral transform, the generalized convolution product and the first variation for functionals in a Banach algebra S($L_{a,b}^2$[0, T]) introduced by Chang and Skoug in [14]. We then derive an inverse integral transform and obtain several relationships involving inverse integral transforms.

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GENERALIZED FIRST VARIATION AND GENERALIZED SEQUENTIAL FOURIER-FEYNMAN TRANSFORM

  • Byoung Soo Kim
    • Korean Journal of Mathematics
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    • v.31 no.4
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    • pp.521-536
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    • 2023
  • This paper is a further development of the recent results by the author and coworker on the generalized sequential Fourier-Feynman transform for functionals in a Banach algebra Ŝ and some related functionals. We establish existence of the generalized first variation of these functionals. Also we investigate various relationships between the generalized sequential Fourier-Feynman transform, the generalized sequential convolution product and the generalized first variation of the functionals.

AN $L_p$ ANALYTIC FOURIER-EYNMAN TRANSFORM ON ABSTRACT WIENER SPACE

  • Kun Soo Chang;Young Sik Kim;Il Yoo
    • Communications of the Korean Mathematical Society
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    • v.12 no.3
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    • pp.579-595
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    • 1997
  • In this paper, we establish an $L_p$ analytic Fourier-Feynman transform theory for a class of cylinder functions on an abstract Wiener space. Also we define a convolution product for functions on an abstract Wiener space and then prove that the $L_p$ analytic Fourier-Feyman transform of the convolution product is a product of $L_p$ analytic Fourier-Feyman transforms.

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Lp FOURIER-FEYNMAN TRANSFORMS AND CONVOLUTION

  • Ahn, Jae Moon
    • Korean Journal of Mathematics
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    • v.7 no.2
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    • pp.183-198
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    • 1999
  • Let $\mathcal{F}(B)$ be the Fresnel class on an abstract Wiener space (B, H, ${\omega}$) which consists of functionals F of the form : $$F(x)={\int}_H\;{\exp}\{i(h,x)^{\sim}\}df(h),\;x{\in}B$$ where $({\cdot}{\cdot})^{\sim}$ is a stochastic inner product between H and B, and $f$ is in $\mathcal{M}(H)$, the space of all complex-valued countably additive Borel measures on H. We introduce the concepts of an $L_p$ analytic Fourier-Feynman transform ($1{\leq}p{\leq}2$) and a convolution product on $\mathcal{F}(B)$ and verify the existence of the $L_p$ analytic Fourier-Feynman transforms for functionls in $\mathcal{F}(B)$. Moreover, we verify that the Fresnel class $\mathcal{F}(B)$ is closed under the $L_p$ analytic Fourier-Feynman transform and the convolution product, respectively. And we investigate some interesting properties for the $n$-repeated $L_p$ analytic Fourier-Feynman transform on $\mathcal{F}(B)$. Finally, we show that several results in [9] come from our results in Section 3.

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A TIME-INDEPENDENT CONDITIONAL FOURIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT ON AN ANALOGUE OF WIENER SPACE

  • Cho, Dong Hyun
    • Honam Mathematical Journal
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    • v.35 no.2
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    • pp.179-200
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    • 2013
  • Let $C[0,t]$ denote the function space of all real-valued continuous paths on $[0,t]$. Define $X_n:C[0,t]{\rightarrow}\mathbb{R}^{n+1}$ by $Xn(x)=(x(t_0),x(t_1),{\cdots},x(t_n))$, where $0=t_0$ < $t_1$ < ${\cdots}$ < $t_n$ < $t$ is a partition of $[0,t]$. In the present paper, using a simple formula for the conditional expectation given the conditioning function $X_n$, we evaluate the $L_p(1{\leq}p{\leq}{\infty})$-analytic conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions which have the form $$f((v_1,x),{\cdots},(v_r,x))\;for\;x{\in}C[0,t]$$, where {$v_1,{\cdots},v_r$} is an orthonormal subset of $L_2[0,t]$ and $f{\in}L_p(\mathbb{R}^r)$. We then investigate several relationships between the conditional Fourier-Feynman transform and the conditional convolution product of the cylinder functions.

CONDITIONAL FORUIER-FEYNMAN TRANSFORM AND CONVOLUTION PRODUCT FOR A VECTOR VALUED CONDITIONING FUNCTION

  • Kim, Bong Jin
    • Korean Journal of Mathematics
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    • v.30 no.2
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    • pp.239-247
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    • 2022
  • Let C0[0, T] denote the Wiener space, the space of continuous functions x(t) on [0, T] such that x(0) = 0. Define a random vector $Z_{\vec{e},k}:C_0[0,\;T] {\rightarrow}{\mathbb{R}}^k$ by $$Z_{\vec{e},k}(x)=({\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;e_1(t)dx(t),\;{\ldots},\;{\normalsize\displaystyle\smashmargin{2}{\int\nolimits_0}^T}\;ek(t)dx(t))$$ where ej ∈ L2[0, T] with ej ≠ 0 a.e., j = 1, …, k. In this paper we study the conditional Fourier-Feynman transform and a conditional convolution product for a cylinder type functionals defined on C0[0, T] with a general vector valued conditioning functions $Z_{\vec{e},k}$ above which need not depend upon the values of x at only finitely many points in (0, T] rather than a conditioning function X(x) = (x(t1), …, x(tn)) where 0 < t1 < … < tn = T. In particular we show that the conditional Fourier-Feynman transform of the conditional convolution product is the product of conditional Fourier-Feynman transforms.

CONDITIONAL INTEGRAL TRANSFORMS OF FUNCTIONALS ON A FUNCTION SPACE OF TWO VARIABLES

  • Bong Jin, Kim
    • Korean Journal of Mathematics
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    • v.30 no.4
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    • pp.593-601
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    • 2022
  • Let C(Q) denote Yeh-Wiener space, the space of all real-valued continuous functions x(s, t) on Q ≡ [0, S] × [0, T] with x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. For each partition τ = τm,n = {(si, tj)|i = 1, . . . , m, j = 1, . . . , n} of Q with 0 = s0 < s1 < . . . < sm = S and 0 = t0 < t1 < . . . < tn = T, define a random vector Xτ : C(Q) → ℝmn by Xτ (x) = (x(s1, t1), . . . , x(sm, tn)). In this paper we study the conditional integral transform and the conditional convolution product for a class of cylinder type functionals defined on K(Q) with a given conditioning function Xτ above, where K(Q)is the space of all complex valued continuous functions of two variables on Q which satify x(s, 0) = x(0, t) = 0 for every (s, t) ∈ Q. In particular we derive a useful equation which allows to calculate the conditional integral transform of the conditional convolution product without ever actually calculating convolution product or conditional convolution product.

A New Overlap Save Algorithm for Fast Convolution (고속 컨벌루션을 위한 새로운 중첩보류기법)

  • Kuk, Jung-Gap;Cho, Nam-Ik
    • Journal of Broadcast Engineering
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    • v.14 no.5
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    • pp.543-550
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    • 2009
  • The most widely used block convolution method is the overlap save algorithm (OSA), where a block of M data to be convolved with a filter is concatenated with the previous block and 2M-point FFT and multiplications are performed for this overlapped block. By discarding half of the results, we obtain linear convolution results from the circular convolution. This paper proposes a new transform which reduces the block size to only M for the block convolution. The proposed transform can be implemented as the M multiplications followed by M-point FFT Hence, existing efficient FFT libraries and hardware can be exploited for the implementation of proposed method. Since the required transform size is half that of the conventional method, the overall computational complexity is reduced. Also the reduced transform size results in the reduction of data access time and cash miss-hit ratio, and thus the overall CPU time is reduced. Experiments show that the proposed method requires less computation time than the conventional OSA.

COMBINED LAPLACE TRANSFORM WITH ANALYTICAL METHODS FOR SOLVING VOLTERRA INTEGRAL EQUATIONS WITH A CONVOLUTION KERNEL

  • AL-SAAR, FAWZIAH M.;GHADLE, KIRTIWANT P.
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.22 no.2
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    • pp.125-136
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    • 2018
  • In this article, a homotopy perturbation transform method (HPTM) and the Laplace transform combined with Taylor expansion method are presented for solving Volterra integral equations with a convolution kernel. The (HPTM) is innovative in Laplace transform algorithm and makes the calculation much simpler while in the Laplace transform and Taylor expansion method we first convert the integral equation to an algebraic equation using Laplace transform then we find its numerical inversion by power series. The numerical solution obtained by the proposed methods indicate that the approaches are easy computationally and its implementation very attractive. The methods are described and numerical examples are given to illustrate its accuracy and stability.