【数理方程】傅氏变换&拉氏变换

卷积

• 定义: $f_1(x)$和f_2(x)都可进行Fourier变换:
  • $$f_1(x)\ast f_2(x)={\int }_{-\infty }^{+\infty }{f}_1(x-\xi )f_2(\xi )d\xi ={\int }_{-\infty }^{+\infty }{f}_1(\xi )f_2(x-\xi )d\xi$$
  • $$f_1(t)\ast f_2(t)={\int }_0^t{f}_1(t-\tau )f_2(\tau )d\tau ={\int }_0^t{f}_1(\tau )f_2(t-\tau )d\tau$$

Fourier变换

• 定义: 函数$f(x)$是分段光滑, 且在$(-\infty ,+\infty )$内绝对可积(${\int }_{-\infty }^{+\infty }|f(x)|dx<+\infty$), Fourier变换:
  • $$F[f(x)](w)={\int }_{-\infty }^{\infty }f(x)e^{iwx}dx$$
  • 逆变换
    • $$F^{-1}[g(w)](x)=\frac{1}{2\pi }{\int }_{-\infty }^{\infty }g(w)e^{iwx}dw$$
• 性质
  • 线性性质
    • $$F[\alpha f_1(x)+\beta f_2(x)](w)=\alpha F[f_1(x)](w)+\beta F[f_2(x)](w)$$
  • 卷积定理
    • $$F[f_1(x)\ast f_2(x)](w)=F[f_1(x)](w)\cdot F[f_2(x)](w)$$
  • 微分性质
    • $$F[f^{(n)}(x)](w)=(iw{)}^{n}F[f(x)](w)$$
  • 积分性质
    • $$F[{\int }_{-\infty }^{x}f(\xi )d\xi ]=\frac{1}{iw}F[f(x)]$$

Laplace变换

• 定义: 函数$f(t)$满足条件
  1. $$\{\begin{array}{cc}0& t<0\\ f(t)& t\ge 0\end{array}$$
  2. $t\to +\infty$时, 存在常数$M>0,S_0>0$ ($S_0$为$f(t)$的增长指数)
     $$|f(t)|\le M{e}^{S_{0}t},(0<t<+\infty )$$
  • $f(t)的$Laplace变换:
    • $$L[f(t)](p)={\int }_0^{+\infty }f(t)e^{-pt}dt$$
  • 逆变换
    • $$f(t)=\frac{1}{2\pi i}{\int }_{\beta -i\infty }^{\beta +i\infty }g(p)e^{pt}dp$$
• 性质
  • 线性性质
    • $$L[\alpha f_1(t)+\beta f_2(t)](p)=\alpha L[f_1(t)](p)+\beta L[f_2(t)](p)$$
  • 卷积定理
    • $$L[f_1(t)\ast f_2(t)]=L[f_1(t)]\cdot L[f_2(t)]$$
  • 微分性质
    • $$L[f^{\prime }(t)](p)=pL[f(t)](p)-f(0)$$
    • $$L[f^{\prime \prime }(t)](p)=p^{2}L[f(t)](p)-pf(0)-f^{\prime }(0)$$
  • 积分性质
    • $$L[{\int }_0^{t}f(\tau )d\tau ]=\frac{1}{p}L[f(t)]$$