Convergence Accelerator Approach to the Numerical Evaluation of Hilbert Transforms Based on Expansions in Hermite Functions.docVIP

IAENG International Journal of Applied Mathematics, 41:3, IJAM_41_3_13 ______________________________________________________________________________________ Convergence Accelerator Approach to the Numerical Evaluation of Hilbert Transforms Based on Expansions in Hermite Functions Ignacio Porras, Corey D. Schuster and Frederick W. King Abstract—The evaluation of the Hilbert transform of a func- be expressed as tion is a very important problem that appears widely in science x?? ∞ (Hf)(x)= 1 lim Z f(s) ds+Z x?s f(s) ds x?s  . and engineering, specially in signal analysis. In this work, the numerical evaluation of a class of Hilbert transforms using an expansion in terms of Hermite functions, eigenfunctions of the Fourier transform, is performed. Judicious selection of convergence accelerators allows for the ef?cient evaluation of the resulting series. The approach is particularly accurate for functions having a Gaussian-like asymptotic behavior. For π ?→0+ ?∞ x+? (2) The Hilbert transform is also de?ned using the opposite sign convention to that given in Eq. (1).H is a linear operator fromLp(R)→Lp(R), for1p∞ [3], [21], [22], where more slowly decreasing functions, the accuracy of the evaluation Lp(R) denotes the Banach space of Lebesgue integrable decreases. functions: Index Terms—Hilbert-transform, Hermite functions, conver- gence accelerators. f :R→C,Z ∞ |f(x)| dx∞. p L (R )= p (3) ?∞ The most important case occurs for the Hilbert space L R 2( ). If f(x) is an even function, f(?x) = f(x), then I. INTRODUCTION Eq. (1) can be expressed as H ILBERT transforms occur widely in a variety of prob- lems in science and engineering [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], including applications in the treatment of nonlinear waves, dispersion relations in optical data analysis, scattering problems, and electrocardiography. Gaussian-type functions play a special role