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Concept
Cauchy principal value
Summary
In mathematics, the Cauchy principal value, named after Augustin Louis Cauchy, is a method for assigning values to certain improper integrals which would otherwise be undefined. In this method, a singularity on an integral interval is avoided by limiting the integral interval to the singularity (so the singularity is not covered by the integral).
Depending on the type of singularity in the integrand f, the Cauchy principal value is defined according to the following rules:
In some cases it is necessary to deal simultaneously with singularities both at a finite number b and at infinity. This is usually done by a limit of the form
In those cases where the integral may be split into two independent, finite limits,
and
then the function is integrable in the ordinary sense. The result of the procedure for principal value is the same as the ordinary integral; since it no longer matches the definition, it is technically not a "principal value".
The Cauchy principal value can also be defined in terms of contour integrals of a complex-valued function with with a pole on a contour C. Define to be that same contour, where the portion inside the disk of radius ε around the pole has been removed. Provided the function is integrable over no matter how small ε becomes, then the Cauchy principal value is the limit:
In the case of Lebesgue-integrable functions, that is, functions which are integrable in absolute value, these definitions coincide with the standard definition of the integral.
If the function is meromorphic, the Sokhotski–Plemelj theorem relates the principal value of the integral over C with the mean-value of the integrals with the contour displaced slightly above and below, so that the residue theorem can be applied to those integrals.
Principal value integrals play a central role in the discussion of Hilbert transforms.
Let be the set of bump functions, i.e., the space of smooth functions with compact support on the real line . Then the map
defined via the Cauchy principal value as
is a distribution.
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Related concepts (11)
Bump function
In mathematics, a bump function (also called a test function) is a function on a Euclidean space which is both smooth (in the sense of having continuous derivatives of all orders) and compactly supported. The set of all bump functions with domain forms a vector space, denoted or The dual space of this space endowed with a suitable topology is the space of distributions. The function given by is an example of a bump function in one dimension.
Sign function
In mathematics, the sign function or signum function (from signum, Latin for "sign") is a function that returns the sign of a real number. In mathematical notation the sign function is often represented as . The signum function of a real number is a piecewise function which is defined as follows: Any real number can be expressed as the product of its absolute value and its sign function: It follows that whenever is not equal to 0 we have Similarly, for any real number , We can also ascertain that: The signum function is the derivative of the absolute value function, up to (but not including) the indeterminacy at zero.
Hilbert transform
In mathematics and signal processing, the Hilbert transform is a specific singular integral that takes a function, u(t) of a real variable and produces another function of a real variable H(u)(t). The Hilbert transform is given by the Cauchy principal value of the convolution with the function (see ). The Hilbert transform has a particularly simple representation in the frequency domain: It imparts a phase shift of ±90° ( radians) to every frequency component of a function, the sign of the shift depending on the sign of the frequency (see ).
Related courses (4)
MATH-201: Analysis III
Calcul différentiel et intégral.
Eléments d'analyse complexe.
MATH-405: Harmonic analysis
An introduction to methods of harmonic analysis.
Covers convergence of Fourier series, Hilbert transform, Calderon-Zygmund theory, Fourier restriction, and applications to PDE.
MATH-115(b): Advanced linear algebra II
L'objectif du cours est d'introduire les notions de base de l'algèbre linéaire et de démontrer rigoureusement les résultats principaux du sujet.