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19
votes
3answers
6k views

Implementing discrete and continuous Hilbert transforms

What is an efficient and accurate Mathematica implementation of the Hilbert transform, for both continuous and especially discretely sampled functions? This transform relates phase and amplitude in ...
9
votes
1answer
174 views

Workarounds for a possible bug in the linearity of FourierTransform

This is somewhat similar to this question, except the problem I am encountering is to do with Fourier transforms of scalar multiples of functions and their derivatives. I wish to input ...
12
votes
0answers
200 views

Possible bug with FourierTransform linearity

Each component is easily transformed but the sum is not: FourierTransform[f''[x], x, k] FourierTransform[f'[x], x, k] ...
7
votes
3answers
579 views

Any way I can solve this integral?

So, Mathematica can't solve it. Any workaround? \begin{equation*} \int_0^\pi \frac{1}{\sin\left(\frac{\theta}{2}\right)^\beta + 1} \mathrm{d}\theta \end{equation*} The code is: ...
5
votes
2answers
284 views

Inverse Laplace transform

Let $r=\mu = 0.15; \sigma = 0.05; T = 1; S_0 = 100; K = 95;$ Let $\nu:=\frac{2\mu}{\sigma^2}-1$ and $\eta \equiv\eta(\alpha):=-\frac{\nu}{2}+\frac{1}{2}\sqrt{\nu^2+\frac{8\alpha}{\sigma^2}}$. ...