Mellin inversion theorem

In mathematics, the Mellin inversion formula (named after Hjalmar Mellin) tells us conditions under

which the inverse Mellin transform, or equivalently the inverse two-sided Laplace transform, are defined and recover the transformed function.

Method

If \varphi(s) is analytic in the strip a < \Re(s) < b,

and if it tends to zero uniformly as \Im(s) \to \pm \infty for any real value c between a and b, with its integral along such a line converging absolutely, then if

:f(x)= \{ \mathcal{M}^{-1} \varphi \} = \frac{1}{2 \pi i} \int_{c-i \infty}^{c+i \infty} x^{-s} \varphi(s)\, ds

we have that

:\varphi(s)= \{ \mathcal{M} f \} = \int_0^{\infty} x^{s-1} f(x)\,dx.

Conversely, suppose f(x) is piecewise continuous on the positive real numbers, taking a value halfway between the limit values at any jump discontinuities, and suppose the integral

:\varphi(s)=\int_0^{\infty} x^{s-1} f(x)\,dx

is absolutely convergent when a < \Re(s) < b. Then f is recoverable via the inverse Mellin transform from its Mellin transform \varphi. These results can be obtained by relating the Mellin transform to the Fourier transform by a change of variables and then applying an appropriate version of the Fourier inversion theorem.{{Cite book |first=Lokenath |last=Debnath |url=http://worldcat.org/oclc/919711727 |title=Integral transforms and their applications |date=2015 |publisher=CRC Press |isbn=978-1-4822-2357-6 |oclc=919711727}}

Boundedness condition

The boundedness condition on \varphi(s) can be strengthened if

f(x) is continuous. If \varphi(s) is analytic in the strip a < \Re(s) < b, and if |\varphi(s)| < K |s|^{-2}, where K is a positive constant, then f(x) as defined by the inversion integral exists and is continuous; moreover the Mellin transform of f is \varphi for at least a < \Re(s) < b.

On the other hand, if we are willing to accept an original f which is a

generalized function, we may relax the boundedness condition on

\varphi to

simply make it of polynomial growth in any closed strip contained in the open strip a < \Re(s) < b.

We may also define a Banach space version of this theorem. If we call by

L_{\nu, p}(R^{+}) the weighted Lp space of complex valued functions f on the positive reals such that

:\|f\| = \left(\int_0^\infty |x^\nu f(x)|^p\, \frac{dx}{x}\right)^{1/p} < \infty

where ν and p are fixed real numbers with p>1, then if f(x)

is in L_{\nu, p}(R^{+}) with 1 < p \le 2, then

\varphi(s) belongs to L_{\nu, q}(R^{+}) with q = p/(p-1) and

:f(x)=\frac{1}{2 \pi i} \int_{\nu-i \infty}^{\nu+i \infty} x^{-s} \varphi(s)\,ds.

Here functions, identical everywhere except on a set of measure zero, are identified.

Since the two-sided Laplace transform can be defined as

: \left\{\mathcal{B} f\right\}(s) = \left\{\mathcal{M} f(- \ln x) \right\}(s)

these theorems can be immediately applied to it also.

See also

References

{{Reflist}}

  • {{cite journal |first1=P. |last1=Flajolet |authorlink=Philippe Flajolet |first2=X. |last2=Gourdon |first3=P. |last3=Dumas |title=Mellin transforms and asymptotics: Harmonic sums |journal=Theoretical Computer Science |volume=144 |issue=1–2 |pages=3–58 |year=1995 |doi=10.1016/0304-3975(95)00002-E |url=https://hal.inria.fr/inria-00074307/file/RR-2369.pdf }}
  • {{cite book |last=McLachlan |first=N. W. |title=Complex Variable Theory and Transform Calculus |publisher=Cambridge University Press |year=1953 }}
  • {{cite book |last1=Polyanin |first1=A. D. |last2=Manzhirov |first2=A. V. |title=Handbook of Integral Equations |publisher=CRC Press |location=Boca Raton |year=1998 |isbn=0-8493-2876-4 }}
  • {{cite book |last=Titchmarsh |first=E. C. |authorlink=Edward Charles Titchmarsh |title=Introduction to the Theory of Fourier Integrals |publisher=Oxford University Press |edition=Second |year=1948 }}
  • {{cite book |last=Yakubovich |first=S. B. |title=Index Transforms |publisher=World Scientific |year=1996 |isbn=981-02-2216-5 }}
  • {{cite book |last=Zemanian |first=A. H. |title=Generalized Integral Transforms |publisher=John Wiley & Sons |year=1968 }}