Discrete analogs of the Lebedev transforms with the product of the modified Bessel functions are introduced and investigated. Several expansions of suitable functions and sequences in terms of the series and integrals, involving the modified and incomplete Bessel functions are established.
The classical Lebedev index transform (1967), involving squares and products of the Legendre functions is generalized on the associated Legendre functions of an arbitrary order. Mapping properties are investigated in the Lebesgue spaces. Inversion formulas are proved. As an interesting application, a solution to the boundary value problem for a third order partial differential equation is obtained.
New index transforms of the Lebedev type are investigated. It involves the real part of the product of the modified Bessel functions as the kernel. The boundedness and invertibility are examined for these operators in the Lebesgue weighted spaces. Inversion theorems are proved. Important particular cases are exhibited. The results are applied to solve an initial value problem for the fourth order PDE, involving the Laplacian. Finally, it is shown that the same PDE has another fundamental solution, which is associated with the generalized Lebedev index transform, involving the square of the mod…
New index transforms, involving the real part of the modified Bessel function of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces. Inversion theorems are proved. As an interesting application, a solution of the initial value problem for the second order partial differential equation, involving the Laplacian, is obtained. It is noted, that the corresponding operators with the imaginary part of the modified Bessel function of the first kind lead to the familiar Kontorovich- Lebede…
An essential generalization of the Lebedev index transform with the square of the Macdonald function is investigated. Namely, we consider a family of integral operators with the positive kernel $|K_{(iτ+α)/2}(x)|^2, α\ge 0,\ x >0, \ τ\in \mathbb{R},$ where $K_μ(z)$ is the Macdonald function and $ i$ is the imaginary unit. Mapping properties such as the boundedness, compactness, invertibility are investigated for these operators and their adjoints in the Lebesgue weighted spaces. Inversion theorems are proved. Important particular cases are exhibited. As an interesting application, a solution o…
Notions of the orthogonality and convolution orthogonality are explored with the use of the Kontorovich-Lebedev transform and its convolution. New classes of the corresponding orthogonal polynomials and functions are investigated. Integral representations, orthogonality relations and explicit expressions are established.
A different application of the familiar integral representation for the modifed Bessel function drives to a new Kontorovich-Lebedev-like integral transformation of a general complex index. Mapping and operational properties, a convolution operator and inversion formula are established. Solvability conditions and explicit solutions of the corresponding class of convolution integral equations are exhibited.
Discrete analogs of the Lebedev-Skalskaya transforms are introduced and investigated. It involves series and integrals with respect to the kernels ${\rm Re} K_{α+in}(x), {\rm Im} K_{α+in}(x), x >0, n \in \mathbb{N}, |α| < 1,\ i $ is the imaginary unit and $K_ν(z)$ is the modified Bessel function. The corresponding inversion formulas for suitable functions and sequences in terms of these series and integrals are established when $α= \pm 1/2$. The case $α=0$ reduces to the Kontorovich-Lebedev transform.
Discrete analogs of the classical Kontorovich-Lebedev transforms are introduced and investigated. It involves series with the modified Bessel function or Macdonald function $K_{in}(x), x >0, n \in \mathbb{N}, i $ is the imaginary unit, and incomplete Bessel functions. Several expansions of suitable functions and sequences in terms of these series and integrals are established. As an application, a Dirichlet boundary value problem in the upper half-plane for inhomogeneous Helmholtz equation is solved.
In this paper we establish different representations of the so-called Yor integral, which is one of the key ingredient in mathematical finance, in particular, to compute normalized prices of Asian options. We show, that the Yor integral is related with the Kontorovich-Lebedev transform. Also we discuss its relationship with a system of polynomials recently introduced by the author. We derive new important properties of these polynomials, including upper bounds, an exact asymptotic behavior for large values of their degree and explicit formula of coefficients.
A slight modification of the Kontorovich-Lebedev transform is an automorphism on the vector space of polynomials. The action of this $KL_α$-transform over certain polynomial sequences will be under discussion, and a special attention will be given the d-orthogonal ones. For instance, the Continuous Dual Hahn polynomials appear as the $KL_α$-transform of a 2-orthogonal sequence of Laguerre type. Finally, all the orthogonal polynomial sequences whose $KL_α$-transform is a $d$-orthogonal sequence will be characterized: they are essencially semiclassical polynomials fulfilling particular condition…
Classical integral representation of the Mellin type kernel in terms of the Laplace integral gives an idea to construct a new class of non-convolution (index) transforms. Particular examples give the Kontorovich-Lebedev-like transformation and new transformations with hypergeometric functions as kernels. Mapping properties and inversion formulas are obtained. Finally we prove a new inversion theorem for the modified Kontorovich-Lebedev transform
We show that slight modifications of the Kontorovich-Lebedev transform lead to an automorphism of the vector space of polynomials. This circumstance along with the Mellin transformation property of the modified Bessel functions perform the passage of monomials to central factorial polynomials. A special attention is driven to the polynomial sequences whose KL-transform is the canonical sequence, which will be fully characterized. Finally, new identities between the central factorials and the Euler polynomials are found.
New index transforms are investigated, which contain as the kernel products of the Bessel and modified Bessel functions. Mapping properties and invertibility in Lebesgue spaces are studied for these operators. Relationships with the Kontorovich-Lebedev and Fourier cosine transforms are established. Inversion theorems are proved. As an application, a solution of the initial value problem for the fourth order partial differential equation, involving the Laplacian is presented.
We deduce a product formula for the Whittaker $W$ function whose kernel does not depend on the second parameter. Making use of this formula, we define the positivity-preserving convolution operator associated with the index Whittaker transform, which is seen to be a direct generalization of the Kontorovich-Lebedev convolution. The mapping properties of this convolution operator are investigated; in particular, a Banach algebra property is established and then applied to yield an analogue of the Wiener-Lévy theorem for the index Whittaker transform. We show how our results can be used to prove …
Discrete analogs of the index transforms, involving Bessel and Lommel functions are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.
By using structural and asymptotic properties of the Kontorovich-Lebedev transform associated with Minkowski's question mark function, we give an affirmative answer to the question posed by R. Salem (Trans. Amer. Math. Soc., 53 (3), (1943), p. 439) whether its Fourier-Stieltjes transform vanishes at infinity. This paper is substituted with a correct alternative and affirmative solution of Salem's problem and its generalization for derivatives of any order of the Fourier-Stieltjes transform of the Minkowski'i question mark function. The question is finally solved.
Discrete analogs of the index transforms, involving Bessel and the modified Bessel functions are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.
Discrete analogs of the index transforms with squares of Bessel functions of the first and second kind $J_ν(z),\ Y_ν(z)$ are introduced and investigated. The corresponding inversion theorems for suitable classes of functions and sequences are established.
New index transforms with Weber type kernels, consisting of products of Bessel functions of the first and second kind are investigated. Mapping properties and inversion formulas are established for these transforms in Lebesgue spaces. The results are applied to solve a boundary value problem on the wedge for a fourth order partial differential equation.
New index transforms, involving squares of Kelvin functions, are investigated. Mapping properties and inversion formulas are established for these transforms in Lebesgue spaces. The results are applied to solve a boundary value problem on the wedge for a fourth order partial differential equation.
Index transforms with the product of the associated Legendre functions are introduced. Mapping properties are investigated in the Lebesgue spaces. Inversion formulas are proved. The results are applied to solve a boundary value problem in a wedge for a third order partial differential equation.
This is a brief overview of the index hypergeometric transform (other terms for this integral operator are: Olevskii transform, Jacobi transform, generalized Mehler--Fock transform). We discuss applications of this transform to special functions and harmonic analysis. The text is an addendum to the Russian edition of the book by G.E.Andrews, R.Askey, and R.Roy, Special Functions, Encycl. of Math. Appl. 71, Cambridge Univ. Press, 1999.
Discrete analogs of the index Whittaker transform are introduced and investigated. It involves series and integrals with respect to a second parameter of the Whittaker function $W_{μ, {i n} }(x), \ x >0, \ μ\in \mathbb{R}, \ n \in \mathbb{N}, \ i $ is the imaginary unit. The corresponding inversion formulas for suitable functions and sequences in terms of these series and integrals are established.
New index transforms, involving the square of Bessel functions of the first kind as the kernel are considered. Mapping properties such as the boundedness and invertibility are investigated for these operators in the Lebesgue spaces. Inversion theorems are proved. As an interesting application, a solution to the initial value problem for the third order partial differential equation, involving the Laplacian, is obtained.
In the paper we study applications of integral transforms composition method (ITCM) for obtaining transmutations via integral transforms. It is possible to derive wide range of transmutation operators by this method. Classical integral transforms are involved in the integral transforms composition method (ITCM) as basic blocks, among them are Fourier, sine and cosine-Fourier, Hankel, Mellin, Laplace and some generalized transforms. The ITCM and transmutations obtaining by it are applied to deriving connection formulas for solutions of singular differential equations and more simple non-singula…
We study the bilinear Hilbert transform and bilinear maximal functions associated to polynomial curves and obtain uniform $L^r$ estimates for $r>\frac{d-1}{d}$ and this index is sharp up to the end point.
Many important index transforms can be constructed via the spectral theory of Sturm-Liouville differential operators. Using the spectral expansion method, we investigate the general connection between the index transforms and the associated parabolic partial differential equations. We show that the notion of Yor integral, recently introduced by the second author, can be extended to the class of Sturm-Liouville integral transforms. We furthermore show that, by means of the Feynman-Kac theorem, index transforms can be used for studying Markovian diffusion processes. This gives rise to new applic…
We discuss the spectral decomposition of the hypergeometric differential operators on the line $\mathrm{Re}\, z=1/2$. Such operators arise in the problem of decomposition of tensor products of unitary representations of the universal covering of the group $SL(2\,{\mathbb R}$. Our main purpose is a search of natural bases in generalized eigenspaces and variants of the inversion formula.
A specialisation of a transformation formula for multi-dimensional elliptic hypergeometric series is used to provide compact, non-determinantal formulae for the generating function with respect to the major index of standard Young tableaux of skew shapes of the form "staircase minus rectangle".