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Journal Article

Fast logarithmic Fourier-Laplace transform of nonintegrable functions


Lang,  Johannes
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;


Frank,  Bernhard
Max Planck Institute for the Physics of Complex Systems, Max Planck Society;

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Lang, J., & Frank, B. (2019). Fast logarithmic Fourier-Laplace transform of nonintegrable functions. Physical Review E, 100(5): 053302. doi:10.1103/PhysRevE.100.053302.

Cite as: https://hdl.handle.net/21.11116/0000-0005-8CB5-1
We present an efficient and very flexible numerical fast Fourier-Laplace transform that extends the logarithmic Fourier transform introduced by Haines and Jones [Geophys. J. Int. 92, 171 (1988)] for functions varying over many scales to nonintegrable functions. In particular, these include cases of the asymptotic form f (nu -> 0) similar to nu(a) and f (vertical bar nu vertical bar -> infinity) similar to nu(b) with arbitrary real a > b. Furthermore, we prove that the numerical transform converges exponentially fast in the number of data points, provided that the function is analytic in a cone vertical bar Im nu vertical bar < theta vertical bar Re nu vertical bar with a finite opening angle theta around the real axis and satisfies vertical bar f (nu) f (1/nu)vertical bar < nu(c) as nu -> 0 with a positive constant c, which is the case for the class of functions with power-law tails. Based on these properties we derive ideal transformation parameters and discuss how the logarithmic Fourier transform can be applied to convolutions. The ability of the logarithmic Fourier transform to perform these operations on multiscale (nonintegrable) functions with power-law tails with exponentially small errors makes it the method of choice for many physical applications, which we demonstrate on typical examples. These include benchmarks against known analytical results inaccessible to other numerical methods, as well as physical models near criticality.