In mathematics, the Mellin transform is an integral transform that may be regarded as the multiplicative version of the two-sided Laplace transform. This integral transform is closely connected to the theory of Dirichlet series, and isoften used in number theory, mathematical statistics, and the theory of asymptotic expansions; it is closely related to the Laplace transform and the Fourier transform, and the theory of the gamma function and allied special functions.
The Mellin transform of a complex-valued function defined on
x | |
R | |
+= |
(0,infty)
lMf
s
dx/x
x | |
R | |
+ |
x\mapstoxs
The transform is named after the Finnish mathematician Hjalmar Mellin, who introduced it in a paper published 1897 in Acta Societatis Scientiarum Fennicæ.[1]
The two-sided Laplace transform may be defined in terms of the Mellin transform byand conversely we can get the Mellin transform from the two-sided Laplace transform by
The Mellin transform may be thought of as integrating using a kernel xs with respect to the multiplicative Haar measure, , which is invariant under dilation
x\mapstoax
dx
d(x+a)=dx
We also may define the Fourier transform in terms of the Mellin transform and vice versa; in terms of the Mellin transform and of the two-sided Laplace transform defined aboveWe may also reverse the process and obtain
The Mellin transform also connects the Newton series or binomial transform together with the Poisson generating function, by means of the Poisson–Mellin–Newton cycle.
The Mellin transform may also be viewed as the Gelfand transform for the convolution algebra of the locally compact abelian group of positive real numbers with multiplication.
The Mellin transform of the function
f(x)=e-x
\Gamma(s)
\Gamma(s)
z=0,-1,-2,...
\Gamma(s)
\Re(s)>0
c>0
z-s
This integral is known as the Cahen–Mellin integral.[3]
Since is not convergent for any value of
a\inR
Thus
lMf(s)
s=-a
\Re(s)>-a
lMf(s)
s=-b
\Re(s)<-b
For
p>0
f(x)=e-px
It is possible to use the Mellin transform to produce one of the fundamental formulas for the Riemann zeta function,
\zeta(s)
For
p>0
-xp | |
f(x)=e |
f
s=1
Generally, assuming necessary convergence, we can connect Dirichlet series and related power seriesby the formal identity involving Mellin transform:[4]
For
\alpha,\beta\inR
\langle\alpha,\beta\rangle
s\inC
s=\sigma+it
\alpha<\sigma<\beta.
l{M}f(s)
a>b
\langle-a,-b\rangle.
x\to0+
x\to+infty
f
O(xa)
x\to0+
O(xb)
x\to+infty,
l{M}f(s)
\langle-a,-b\rangle.
An application of this can be seen in the gamma function,
\Gamma(s).
f(x)=e-x
O(x0)
x\to0+
O(xk)
k,
\Gamma(s)=l{M}f(s)
\langle0,+infty\rangle,
\Gamma(s)
\Re(s)>0.
The properties in this table may be found in and .
Function | Mellin transform | Fundamental strip | Comments | ||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
f(x) |
f(x)xs
| \alpha<\Res<\beta | Definition | ||||||||||||||||
x\nuf(x) | \tilde{f}(s+\nu) | \alpha-\Re\nu<\Res<\beta-\Re\nu | |||||||||||||||||
f(x\nu) |
\right) | \alpha<\nu-1\Res<\beta | \nu\inR, \nu ≠ 0 | ||||||||||||||||
f(x-1) | \tilde{f}(-s) | -\beta<\Res<-\alpha | |||||||||||||||||
x-1f(x-1) | \tilde{f}(1-s) | 1-\beta<\Res<1-\alpha | Involution | ||||||||||||||||
\overline{f(x)} | \overline{\tilde{f}(\overline{s})} | \alpha<\Res<\beta | Here \overline{z} z | ||||||||||||||||
f(\nux) | \nu-s\tilde{f}(s) | \alpha<\Res<\beta | \nu>0 | ||||||||||||||||
f(x)lnx | \tilde{f}'(s) | \alpha<\Res<\beta | |||||||||||||||||
f'(x) | -(s-1)\tilde{f}(s-1) | \alpha+1<\Res<\beta+1 | The domain shift is conditional and requires evaluation against specific convergence behavior. | ||||||||||||||||
\left(
\right)nf(x) | (-1)n
\tilde{f}(s-n) | \alpha+n<\Res<\beta+n | |||||||||||||||||
xf'(x) | -s\tilde{f}(s) | \alpha<\Res<\beta | |||||||||||||||||
\left(x
\right)nf(x) | (-s)n\tilde{f}(s) | \alpha<\Res<\beta | |||||||||||||||||
\left(
x\right)nf(x) | (1-s)n\tilde{f}(s) | \alpha<\Res<\beta | |||||||||||||||||
f(y)dy | -s-1\tilde{f}(s+1) | \alpha-1<\Res<min(\beta-1,0) | Valid only if the integral exists. | ||||||||||||||||
f(y)dy | s-1\tilde{f}(s+1) | max(\alpha-1,0)<\Res<\beta-1 | Valid only if the integral exists. | ||||||||||||||||
\right)f2(y)
| \tilde{f}1(s)\tilde{f}2(s) | max(\alpha1,\alpha2)<\Res<min(\beta1,\beta2) | Multiplicative convolution | ||||||||||||||||
x\mu
y\nu
\right)f2(y)dy | \tilde{f}1(s+\mu)\tilde{f}2(s+\mu+\nu+1) | Multiplicative convolution (generalized) | |||||||||||||||||
x\mu
y\nuf1(xy)f2(y)dy | \tilde{f}1(s+\mu)\tilde{f}2(1-s-\mu+\nu) | Multiplicative convolution (generalized) | |||||||||||||||||
f1(x)f2(x) |
\tilde{f}1(r)\tilde{f}2(s-r)dr | \begin{aligned}\alpha2+c&<\Res<\beta2+c\ \alpha1&<c<\beta1\end{aligned} | Multiplication. Only valid if integral exists. See Parseval's theorem below for conditions which ensure the existence of the integral. |
Let
f1(x)
f2(x)
\tilde{f}1,2(s)=l{M}\{f1,2\}(s)
\alpha1,2<\reals<\beta1,2
c\inR
max(\alpha1,1-\beta2)<c<min(\beta1,1-\alpha2)
xc-1/2f1(x)
x1/2-cf2(x)
(0,infty)
\Rer=c
We can replace
f2(x)
s0-1 | |
f | |
2(x)x |
f1(x)
f2(x)
\tilde{f}1,2(s)=l{M}\{f1,2\}(s)
\alpha1,2<\reals<\beta1,2
c\inR
\alpha1<c<\beta1
s0\inC
\alpha2<\Res0-c<\beta2
xc-1/2f1(x)
s0-c-1/2 | |
x |
f2(x)
(0,infty)
f2(x)
\overline{f1(x)}
f(x)
\tilde{f}(s)=l{M}\{f\}(s)
\alpha<\reals<\beta
c\inR
\alpha<c<\beta
xc-1/2f(x)
(0,infty)
In the study of Hilbert spaces, the Mellin transform is often posed in a slightly different way. For functions in
L2(0,infty)
\tfrac{1}{2}+iR
\tilde{l{M}}
l{M}
\tilde{l{M}}
\tilde{l{M}}
\|\tilde{l{M}}f\| | |
L2(-infty,infty) |
=\|f\| | |
L2(0,infty) |
f\inL2(0,infty)
1/\sqrt{2\pi}
In probability theory, the Mellin transform is an essential tool in studying the distributions of products of random variables. If X is a random variable, and denotes its positive part, while is its negative part, then the Mellin transform of X is defined aswhere γ is a formal indeterminate with . This transform exists for all s in some complex strip, where .
The Mellin transform
l{M}X(it)
In the Laplacian in cylindrical coordinates in a generic dimension (orthogonal coordinates with one angle and one radius, and the remaining lengths) there is always a term:
For example, in 2-D polar coordinates the Laplacian is:and in 3-D cylindrical coordinates the Laplacian is,
This term can be treated with the Mellin transform,[8] since:
For example, the 2-D Laplace equation in polar coordinates is the PDE in two variables:and by multiplication:with a Mellin transform on radius becomes the simple harmonic oscillator:with general solution:
Now let's impose for example some simple wedge boundary conditions to the original Laplace equation:these are particularly simple for Mellin transform, becoming:
These conditions imposed to the solution particularize it to:
Now by the convolution theorem for Mellin transform, the solution in the Mellin domain can be inverted:where the following inverse transform relation was employed:where
m=
\pi | |
2\theta0 |
The Mellin Transform is widely used in computer science for the analysis of algorithms[9] because of its scale invariance property. The magnitude of the Mellin Transform of a scaled function is identical to the magnitude of the original function for purely imaginary inputs. This scale invariance property is analogous to the Fourier Transform's shift invariance property. The magnitude of a Fourier transform of a time-shifted function is identical to the magnitude of the Fourier transform of the original function.
This property is useful in image recognition. An image of an object is easily scaled when the object is moved towards or away from the camera.
In quantum mechanics and especially quantum field theory, Fourier space is enormously useful and used extensively because momentum and position are Fourier transforms of each other (for instance, Feynman diagrams are much more easily computed in momentum space). In 2011, A. Liam Fitzpatrick, Jared Kaplan, João Penedones, Suvrat Raju, and Balt C. van Rees showed that Mellin space serves an analogous role in the context of the AdS/CFT correspondence.[10] [11] [12]
Following list of interesting examples for the Mellin transform can be found in and :
Function f(x) | Mellin transform \tilde{f}(s)=l{M}\{f\}(s) | Region of convergence | Comment | ||||||||||||||||||||||||||||||||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
e-x | \Gamma(s) | 0<\Res<infty | |||||||||||||||||||||||||||||||||||||||||||
e-x-1 | \Gamma(s) | -1<\Res<0 | |||||||||||||||||||||||||||||||||||||||||||
e-x-1+x | \Gamma(s) | -2<\Res<-1 | And generally \Gamma(s) e-x
xn, | ||||||||||||||||||||||||||||||||||||||||||
| \tfrac{1}{2}\Gamma(\tfrac{1}{2}s) | 0<\Res<infty | |||||||||||||||||||||||||||||||||||||||||||
erfc(x) |
(1+s))}{\sqrt{\pi} s} | 0<\Res<infty | |||||||||||||||||||||||||||||||||||||||||||
| \sqrt{\pi}e\tfrac{1{4}s2} | -infty<\Res<infty | |||||||||||||||||||||||||||||||||||||||||||
\delta(x-a) | as-1 | -infty<\Res<infty | a>0, \delta(x) | ||||||||||||||||||||||||||||||||||||||||||
u(1-x)=\left\{\begin{aligned}&1&& if 0<x<1&\ &0&& if 1<x<infty&\end{aligned}\right.
0<\Res<infty u(x) -u(x-1)=\left\{\begin{aligned}&0&& if 0<x<1&\ &-1&& if 1<x<infty&\end{aligned}\right.
-infty<\Res<0 u(1-x)xa=\left\{\begin{aligned}&xa&& if 0<x<1&\ &0&& if 1<x<infty&\end{aligned}\right.
-\Rea<\Res<infty -u(x-1)xa=\left\{\begin{aligned}&0&& if 0<x<1&\ &-xa&& if 1<x<infty&\end{aligned}\right.
-infty<\Res<-\Rea u(1-x)xalnx=\left\{\begin{aligned}&xalnx&& if 0<x<1&\ &0&& if 1<x<infty&\end{aligned}\right.
-\Rea<\Res<infty -u(x-1)xalnx=\left\{\begin{aligned}&0&& if 0<x<1&\ &-xalnx&& if 1<x<infty&\end{aligned}\right.
-infty<\Res<-\Rea
0<\Res<1
0<\Res<1
{2}\pis)} 0<\Res<2 ln(1+x)
-1<\Res<0 \sin(x) \sin(\tfrac{1}{2}\pis)\Gamma(s) -1<\Res<1 \cos(x) \cos(\tfrac{1}{2}\pis)\Gamma(s) 0<\Res<1 eix ei\pi\Gamma(s) 0<\Res<1 J0(x)
\sin(\pis/2)\left[\Gamma(s/2)\right]2 0<\Res<\tfrac{3}{2} J0(x) Y0(x)
\cos(\pis/2)\left[\Gamma(s/2)\right]2 0<\Res<\tfrac{3}{2} Y0(x) K0(x) 2s-2\left[\Gamma(s/2)\right]2 0<\Res<infty K0(x) See alsoReferences
External links
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