Computing the Hilbert transform and its inverse

We construct a new method for approximating Hilbert transforms and their inverse throughout the complex plane. Both problems can be formulated as Riemann-Hilbert problems via Plemelj's lemma. Using this framework, we re-derive existing approaches for computing Hilbert transforms over the real line and unit interval, with the added benefit that we can compute the Hilbert transform in the complex plane. We then demonstrate the power of this approach by generalizing to the half line. Combining two half lines, we can compute the Hilbert transform of a more general class of functions on the real line than is possible with existing methods

Developing And Comparing Numerical Methods For Computing The Inverse Fourier Transform

Computing the Fourier transform and its inverse is important in many applications of mathematics, such as frequency analysis, signal modulation, and filtering. Two methods will be derived for numerically computing the inverse Fourier transforms, and they will be compared to the standard inverse discrete Fourier transform (IDFT) method. The first computes the inverse Fourier transform through direct use of the Laguerre expansion of a function. The second employs the Riesz projections, also known as Hilbert projections, to numerically compute the inverse Fourier transform. For some smooth functions with slow decay in the frequency domain, the Laguerre and Hilbert methods will work better than the standard IDFT. Applications of the Hilbert transform method are related to the numerical solutions of nonlinear inverse scattering problems and may have implications for the associated reconstruction algorithms

Grassmannian flows and applications to nonlinear partial differential equations

We show how solutions to a large class of partial differential equations with nonlocal Riccati-type nonlinearities can be generated from the corresponding linearized equations, from arbitrary initial data. It is well known that evolutionary matrix Riccati equations can be generated by projecting linear evolutionary flows on a Stiefel manifold onto a coordinate chart of the underlying Grassmann manifold. Our method relies on extending this idea to the infinite dimensional case. The key is an integral equation analogous to the Marchenko equation in integrable systems, that represents the coodinate chart map. We show explicitly how to generate such solutions to scalar partial differential equations of arbitrary order with nonlocal quadratic nonlinearities using our approach. We provide numerical simulations that demonstrate the generation of solutions to Fisher--Kolmogorov--Petrovskii--Piskunov equations with nonlocal nonlinearities. We also indicate how the method might extend to more general classes of nonlinear partial differential systems.Comment: 26 pages, 2 figure