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Wiener–Hopf problem : ウィキペディア英語版
Wiener–Hopf method
The Wiener–Hopf method is a mathematical technique widely used in applied mathematics. It was initially developed by Norbert Wiener and Eberhard Hopf as a method to solve systems of integral equations, but has found wider use in solving two-dimensional partial differential equations with mixed boundary conditions on the same boundary. In general, the method works by exploiting the complex-analytical properties of transformed functions. Typically, the standard Fourier transform is used, but examples exist using other transforms, such as the Mellin transform.
In general, the governing equations and boundary conditions are transformed and these transforms are used to define a pair of complex functions (typically denoted with '+' and '−' subscripts) which are respectively analytic in the upper and lower halves of the complex plane, and have growth no faster than polynomials in these regions. These two functions will also coincide on some region of the complex plane, typically, a thin strip containing the real line. Analytic continuation guarantees that these two functions define a single function analytic in the entire complex plane, and Liouville's theorem implies that this function is an unknown polynomial, which is often zero or constant. Analysis of the conditions at the edges and corners of the boundary allows one to determine the degree of this polynomial.
== Wiener–Hopf decomposition ==
The key step in many Wiener–Hopf problems is to decompose an arbitrary function \Phi into two functions \Phi_ with the desired properties outlined above. In general, this can be done by writing
: \Phi_+(\alpha) = \frac \int_ \Phi(z) \frac
and
: \Phi_-(\alpha) = - \frac \int_ \Phi(z) \frac,
where the contours C_1 and C_2 are parallel to the real line, but pass above and below the point z=\alpha, respectively.
Similarly, arbitrary scalar functions may be decomposed into a product of +/− functions, i.e. K(\alpha) = K_+(\alpha)K_-(\alpha), by first taking the logarithm, and then performing a sum decomposition. Product decompositions of matrix functions (which occur in coupled multi-modal systems such as elastic waves) are considerably more problematic since the logarithm is not well defined, and any decomposition might be expected to be non-commutative. A small subclass of commutative decompositions were obtained by Khrapkov, and various approximate methods have also been developed.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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