Two new convolutions for the fractional Fourier transform

In this paper we introduce two novel convolutions for the fractional Fourier transforms (FRFT), and prove natural algebraic properties of the corresponding multiplications such as commutativity, associativity and distributivity, which may be useful in signal processing and other types of applications. We analyze a consequent comparison with other known convolutions, and establish a necessary and sufficient conditions for the solvability of associated convolution equations of both the first and second kind in L^1(R) and L^2(R) spaces. An example satisfying the sufficient and necessary condition for the solvability of the equations is given at the end of the paper

Inequalities and consequences of new convolutions for the fractional Fourier transform with Hermite weights

This paper presents new convolutions for the fractional Fourier transform which are somehow associated with the Hermite functions. Consequent inequalities and properties are derived for these convolutions, among which we emphasize two new types of Young's convolution inequalities. The results guarantee a general framework where the present convolutions are well-defined, allowing larger possibilities than the known ones for other convolutions. Furthermore, we exemplify the use of our convolutions by providing explicit solutions of some classes of integral equations which appear in engineering problems

Convolution products for hypercomplex Fourier transforms

Hypercomplex Fourier transforms are increasingly used in signal processing for the analysis of higher-dimensional signals such as color images. A main stumbling block for further applications, in particular concerning filter design in the Fourier domain, is the lack of a proper convolution theorem. The present paper develops and studies two conceptually new ways to define convolution products for such transforms. As a by-product, convolution theorems are obtained that will enable the development and fast implementation of new filters for quaternionic signals and systems, as well as for their higher dimensional counterparts.Comment: 18 pages, two columns, accepted in J. Math. Imaging Visio

Five Years of Continuous-time Random Walks in Econophysics

This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.Comment: 14 pages. Paper presented at WEHIA 2004, Kyoto, Japa

High-order, Dispersionless "Fast-Hybrid" Wave Equation Solver. Part I: O(1)\mathcal{O}(1) Sampling Cost via Incident-Field Windowing and Recentering

This paper proposes a frequency/time hybrid integral-equation method for the time dependent wave equation in two and three-dimensional spatial domains. Relying on Fourier Transformation in time, the method utilizes a fixed (time-independent) number of frequency-domain integral-equation solutions to evaluate, with superalgebraically-small errors, time domain solutions for arbitrarily long times. The approach relies on two main elements, namely, 1) A smooth time-windowing methodology that enables accurate band-limited representations for arbitrarily-long time signals, and 2) A novel Fourier transform approach which, in a time-parallel manner and without causing spurious periodicity effects, delivers numerically dispersionless spectrally-accurate solutions. A similar hybrid technique can be obtained on the basis of Laplace transforms instead of Fourier transforms, but we do not consider the Laplace-based method in the present contribution. The algorithm can handle dispersive media, it can tackle complex physical structures, it enables parallelization in time in a straightforward manner, and it allows for time leaping---that is, solution sampling at any given time $T$ at $\mathcal{O}(1)$-bounded sampling cost, for arbitrarily large values of $T$, and without requirement of evaluation of the solution at intermediate times. The proposed frequency-time hybridization strategy, which generalizes to any linear partial differential equation in the time domain for which frequency-domain solutions can be obtained (including e.g. the time-domain Maxwell equations), and which is applicable in a wide range of scientific and engineering contexts, provides significant advantages over other available alternatives such as volumetric discretization, time-domain integral equations, and convolution-quadrature approaches.Comment: 33 pages, 8 figures, revised and extended manuscript (and now including direct comparisons to existing CQ and TDIE solver implementations) (Part I of II

Laplace-Laplace analysis of the fractional Poisson process

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving probability densities.Comment: 20 pages. Some text may overlap with our E-prints: arXiv:1305.3074, arXiv:1210.8414, arXiv:1104.404