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ABSTRACT. The aim of this paper is to present an approach to the Mellin transform that is fidly independent
of Laplace or Fourier transform theory, in a systematic, unifiedform, containing the basic properties and major
results under natural minimal hypotheses upon the fimctions in questions. Cornerstones of the approach are
two definitions of the transform, a local and global Mellin transform, the Meltin translation and convohttion
structure, in particular approxbnation-theoretical methods connected with the Mellin convolution singular
integral enabling one to establish the Mellin inversion theory. Of special interest are the Mellin operators of
differentiation and integration, more correctly of anti-differen tiation, enabling one to establish thefundamental
theorem of the differential and integral calcul,ts in the Mellin frame. These two operators are different than
those considered thus far and more general. They are of particular bnportance in solving differential and
integral eq,tations. As applications, the wave equation on R+ x R+ and the heat equation in a semi-infinite
rod are considered in detail. The paper is written in part from an historical, survey-type perspective.
1. Introduction
Let us begin with a few facts 1 concerning the history 2 of the Mellin transform. This transform
of the function e - x , namely the gamma function I'(s), is given by
the latter being its inverse; it is an integral over the vertical line c = c o n s t , of the complex s-plane.
Whereas the first formula of (1.1) is due to L. Euler [33] (communicated in two letters of Oct. 13,
1729 and Jan. 8, 1730 to Goldbach), the second formula in a somewhat different form goes back to
Pincherle 3 [60] as Mellin reported in his paper [49]; but it was Mellin who first realized its great
Math Subject Classification. Primary 45A 15, 44-02, 44-03. Secondary 47E05, 35K05.
Keywords and Phrases. Mellin trnasforms, Mellin translation and convolution, Mellin operators of differentiation and
integration, Mellin inversion theory, Laplace and Fourier transforms, wave and heat equations.
I Both authors were invited to present lectures on this material on the occasion of the Second International Workshop
"Transfom Methods & Special Functions" held at Varna on August 23-30, 1996. The first named author held the
opening plenary talk in the matter at the 3rd International Conference on Functional Analysis and Approximation
Theory at Maratea on September 23, 1996, as well as a plenary lecture at the "Conferenze in onore di Calogero
Vinti" in Perugia on October 4, 1996.
2Concerning the history of the Mellin transform, a few facls may be gathered from Bohr and Cram6r [4, pp. 748,
760, 773], the notes and comments in Doetsch [28, pp. 407 f.], [29, pp. 557-58], as well as from Titchmarsh [73,
pp. 7, 46, 60, 190, 222].
3Salvatore Pincherle, born of a Jewish business family on March 11, 1853 in Triest, began his studies under E. Betti
and U. Dini in Pisa in 1869, graduating in 1874. After teaching in Pavia, he spent 1877/78 in Berlin with Weierstrass.
(~ 1997CRC PressLLC
ISSN1069-5869
326 Paul L. Butzer and Stefan Jansche
importance. More generally, the idea of using the Mellin transform f ~ of the function f and its
inverse,
f~(s) := // f ( x ) x s - I dx (1.2)
I
/ c + i ° ° f .~A(s)x-S ds, c E ~, (1.3)
f(x) = 2sri .c-ioo
namely a reciprocal relationship between a pair of functions, occurs in Riemann's 4 famous memoir
[64] on the zeta function
OO
he makes use of two formulae on Mellin transforms (see also [53, p. 8]), thus
F(s)~'(s)
~r-SF(s)¢(2s)
=
=
f0 1
ex - 1
[ko]~(s),
xs-tdx =
Re(s) > 1,
A,f
(s), (1.5)
(1.6)
After lecturing a few months as professor at Palermo in 1880, he was appointed to a chair at Bologna university;
he retired in 1928, and died in 1936. Pincherie, the author of approximately 245 publications, was one of the
principal founders of functional analysis, studied the Laplace transform in depth, propagated Weierstrass' function
theory [60]. He founded the Italian Math. Union 1922 and was a member of two academies in Italy and Germany.
See Dictionary of Scientific Biography (= DSB), Vol.10, p, 610
4 B e r n h a r d Riemann, born Sept. 17, 1826 near Dannenberg, studied (theology at first) from 1846 to 1851 in GiSttingen
and Berlin. At Berlin he heard the lectures by Steiner, Eisenstein, Jacobi, and, especially, Dirichlet; in G/Sttingen
he heard particularly those of the physicist W.E. Weber, whose assistant he became. He received his doctorate in
1851. He is generaUy regarded as a student of Dirichlet (see [6]). After being appointed extraordinary professor at
Grttingen in 1857, he became full professor after Dirichlet's death in 1859. He died, probably of tuberculosis, in
1866. The quantity of his work - - some 35 papers and several unpublished lecture n o t e s - - is more than compensated
for by its superb quality. In fact, he is regarded as the best mathematician after Archimedes, Newton, and Gauss
(although Weierstrass seems to have tried his best to ruin his mathematical reputation from approximately 1870
on). Some of Riemann's courses were edited and given out by Hattendorff, Stahl, Weber, Frank and von Mises; his
collected works are by H. Weber and R. Dedekind, [64]. See DSB vol. 11 pp. 447-456.
5 O s k a r Pen-on, born 1880 in Frankenthal (Pfalz), of Huguenot descent, studied in Munich, receiving his doctorate
in 1902 under Lindemann, and his Habilitation degree there in 1906. After teaching in Tiibingen and Heidelberg,
he became Pringsheim's successor at Munich University in 1922. Perron, who retired in 1950, and died in 1975,
was an opponent of the Nazi regime. (See Jahrbuch Llberblicke Mathematik 1980, pp. 121-39; Jahresber. Deutsch.
Math. Verein., 80(1978), I ft.)
6Robert H j a l m a r Mellln, born June 19, 1854 in the parish Tyrnfivfi near Ule,~borg, Finland, studied from 1875 to 1882
under Mittag-Leffler at the University of Helsingfors, receiving his doctorate in 1882. He spent the year 1881/82
at the University of Berlin, attending the lectures of Weierstrass, and the spring semester (1884) at Stockholms
HOgskola because Mittag-Leffler was stationed there. In 1884, Mellin was also appointed Head Teacher at the
Helsingfors Polytechnical Institute, and the Helsingfors Institute of Technology from 1908 onwards; his position
was then raised to a professorship. Mellin, who authored 34 papers in mathematics and 10 in relativity theory in the
years 1925 to 1933, retired in 1926, and died on April 5, 1933 in Helsingfors. He was an editorial board member
of Acta Mathematica from 1908 (simultaneously with LindelOf) until his death. See Lindel6f [31 ], [46].
A DirectApproach to the Mellin Transfi~rm 327
Letting ~o(s) now be a function expressible as a (general) Dirichlet series (of type log Xk, see, e.g.,
[1], [2]),
7Oscar Xaver Schloemilch, born Apri/13, 1823 in Weimar, who received his doctorate at Jena University in 1842,
became extraordinary professor there in 1845. From 1849 on he taught in Dresden, first as Professor at the Hoehere
Bildungsanstalt and from 1874 on as Full Professor at the Dresden Polytechnikum. He founded the Zeit. fiir Math.
u. Physik in 1856. See Poggendorff, vol.2 (1863), p.805
8Eugene Cahen, born March 18, 1865 in Pads, received his Dr.~s.sc. in Paris in 1894, was appointed Professor at the
College Rollin in 1899, and later Professor of Mathematics at the l~cole Sp6c. Architecture and Charg6 de Confer.
M6can. rationn, at the Fac. Sci. at Paris. He is the author of Theorie des hombres, 2. ed. 1924, 736 pp. He died
before 1947. See Poggendorff, vol.5 (1925) p.195
328 Paul L Butzer and Stefan Jansche
Hence, the forms of (1.2) and (1.3) follow with f~vl(s) = ~0(s)F(s).
Choosing further ak = I, Lk = k, above, then ~o(s) = )--]~=~ ~ = ((s), and
f(x) = ~ e -kx =
ex - 1
k=l
This results in the Riemann formulae (1.5) and (1.7). Also of importance is the case ak = 1,
Lk = rrk 2, with
Hence, the form (1.2) now gives the second Riemann formula (1.6). Let us give a brief sketch of
Riemann's second proof o f his functional equation 9 (studied precisely in Mellin [50]). Formula (1.8)
is written as
f01 S
whereby the functional equation for the Jacobi theta function, namely
is substituted into the first integral on the right and evaluated. The basic fact now is that the whole
resulting right-hand side, namely
s ( s - l---'---'~q- [ x ( l - s ) / 2 - 1 q- xS/2-1]qJ(x) d x
remains unchanged when s is replaced by 1 - s. This yields (1.4) (see, e.g., Titchmarsh [74, p. 22]).
Conversely, R.iemann's functional equation has that of Jacobi as a consequence. In fact, both are
equivalent under the Mellin transform [63, p. 90]. A proof of the functional equation (1.9), which
is "equivalent" to several fundamental formulae such as the Poisson summation formula, the partial
fraction decomposition of the function i cot(izrz), the sampling theorem of signal analysis, etc. (see,
e.g., Hamburger [35], [11], [17]), is to follow in [12] using Mellin transform methods. Let us finally
note in passing that the classical proofs of the basic prime number theorem depend essentially on
Mellin transform methods, even if the matter is not always carried out or mentioned explicitly; see,
e.g., [30], [58, pp. 122-126], [63], [74]. But a paper treating the core of the matter seems to be
lacking. Thus, in analytic number theory, at least, the Mellin transform plays a unique role.
Integral transform methods such as that based on the Mellin transform have also known to
be of great importance in the solution of initial and boundary value problems for partial differential
9Cahen, in his paper [22] dealing especially with Riemann's paper [64], makes the reader aware of Schl~milch'stwo
papers [67], [68] on the related L-series ~ = 1 ( - I)k/(2k + 1)~- In the first, he presents the functionalequation as
an "exercise" for advanced students. A solution was given by Clausen [23]. Independently,Malmst6n [48] included
the functional equation, without proof, for the L-series and two other such series in his (earlier) paper. However,
for them the question of analytic continuation did not arise. Already Euler [33] had found in 1749 something that
is in essence the functional equation. Riemann's decisivecontributionwas his considerationof the zeta-functionas
an analytic function(in the sense of C.auchy'sfunctiontheory)and especiallythe connectionwith the prime number
theorem (proved independently by Hadamard [34] and le la Vall6e Poussin [76]). In this respect, see Landau [45],
Weil [78. p. 21], and Patterson [58, p. 4].
A DirectApproach to the Mellin Transtorm 329
equations. A standard example for the use of Mellin transform methods is Dirichlet's potential
problem in a wedge-shaped region (see, e.g., Sneddon [70, pp. 294-96], [69] and Colombo [24,
p. 72], [25]), [75, p. 119], [81, p. 121]. Letting W denote the wedge in the plane (in its polar
coordinate form) by W = {(r, 0); 0 < r < co, 0 < 9 < 00}, 0 < 00 < 2~r being fixed, then
Dirichlet's problem for W calls for a solution of
((r +-ff~.)w(r,O)=O, ( r , g ) e W,
If this problem is raised in a strong sense (essentially as an abstract Cauchy problem, see, e.g.,
Butzer and Berens [7, Chapt. 7] and literature cited therein) then it allows a rigorous treatment via
the classical Mellin transform. This was first carried out in detail in Kolbe and Nessel [44]. These
authors also studied this problem from an approximation theoretical point of view. The solution
being of type
w(r, 9 ) = /o (r)f K l ( u , 9) - - +
u f0 (ur)
g K2(u, 9 ) - -
u
for specific kernels Kl (u, 0 ) , K2(u, 9), they examined the rate at which
in a certain space X; in particular, they studied the associated saturation behavior. For further
problems connected with the wedge see, e.g., Davies [27, pp. 21 I] and the literature cited therein.
The Mellin transform is also a basic tool for solving integral equations of the form
g ( x ) = fR K ( Y ) f ( y ) dy
--,
+ Y
where f ( x ) is to be recovered from the knowledge of K ( x / y ) and g(x) (see Titchmarsh [73, p. 315],
Sneddon [70, p.277]). Likewise for dual integral equations, where the unknown function satisfies
one integral equation over a part of the range R+, and a different equation over the rest of the range.
A standard example here is
fo e°f(u)Ju(xu)du = O, x > I,
where ~ e R+ and f ( x ) has to be determined (see Sneddon [70, p. 296 ff] and Titchmarsh 10 [73,
pp. 334]). The case ot = 1 is associated with the potential equation for a fiat circular electrified unit
disk of conducting material, its center being at the origin, its axis along the axis of y, namely
32 1 3 32
Ox 2 w(x, y) + x ~x W(X, y) + ~y2 W(X, y) = 0
10Edward Charles Titchmarsch, born 1899 in Newburry, died 1963, studied in Oxford under Hardy, receiving his
B.A. in 1922, and later his M.A. In 1929 he became a professor of pure mathematics at Liverpool, and in 1931 in
Oxford. He becamea Fellow of RoyalSocietyin 1931 and receivedan honorarydoctorateat Sheffield in 1953. He is
especially well known for his books on the Riemann Zeta function (1930, 1951),the theory of functions (1932), the
theory of Fourier integrals (1937), and eigenfunctionexpansions associatedwith second--orderdifferential equations
(1946). He was also the author of some 135 papers. See J. London Math. Soc. 39 (1964), pp.544-565.
330 Paul L. Butzer and Stefan Jansche
with boundary conditions w(x, O) = const., 0 < x < 1, Wy(X, 0) = 0 forx > 1. This equation can
be found in Weber [77, § 134].
The Mellin transform also has other peculiarly useful features; it is a most convenient tool
for deriving expansions. A particular example is the well-known asymptotic expansion (see, e.g.,
Davies [27, pp. 199])of the exponential integral
du "- e -x (--l)k+lk!
f x ~x~ e -Uu xk+l , X ~ 00.
k=l
It can sometimes be used in solving ordinary differential equations with polynomial coefficients, a
typical example being the Hermite equation
which is a difference equation for [H~]~,,t(s) in the transformed state, which has to be solved first.
Then, the inversion theorem is applied to yield the solution in the original function space; see, e.g.,
Davis [27, pp. 204]).
The Mellin transform can also be used in summing (slowly convergent) infinite series in a
closed form. To sum (see, e.g., [70, p.283f], [73])
oo
g(x) := Z f(kx), x e R+, (1.I0)
k=|
I :c+ieo ~(s)f.~l ( s ) x - s ds
g(x) = 2~r----[J c - i ~
but also the reciprocal to (1.10), namely
Indeed, the change of variable x = e -u transforms the integral (1.11) into (see Section 10 for the
following)
£ B [ F ( u ) ] ( s ) = . M [ F ( - logx)](s).
Thus, the bilateral Laplace transform can be expressed as a Mellin transform. Conversely, the same
variable change transforms the integral (1.2) into
3 d [ f ( x ) ] ( s ) = EB[f(e-U)](s).
A Direct Approach to the Mellin TransJorm 331
is as follows. The variable change x = e u transforms the integraIs (1.12) and (1.1) for c ~ R into
1
.Y'[V](v) = , 2/~_~A4[F(logx)x-C](c- iv), v ~ •,
Thus, the Mellin transform can also be expressed as a Fourier transform, and vice versa.
As to the connection of the bilateral Laplace transform with the Fourier transform, the latter
is a particular case of the former. Indeed, if the parameter s varies not in a plane but on a vertical
straight line s = c + it with c 6 IR fixed, then (1.9) turns into
£ B [ F ] ( c + it) =
f? [ F(u)e-CU]e -itu du = ff2-~.~[F(u)e-CU](t), t E R. (1.13)
Thus, every theorem concerning the Fourier transform essentially delivers a corresponding one for
the bilateral Laplace transform. Taking the instance of the (complex) i n v e r s i o n f o r m u l a for the
bilateral Laplace transform, the Fourier inversion formula
11David Vernon Widder, born March25, 1898in Harrisburg, Pennsylvania,who was on the staffof Harvard University
from 1931 to 1968, since 1937 as full Professor, received his doctorate at Harvard in 1924. Among the many honors
he received are GuggenheimFoundation and Fulbright Fellowships; he was a Fellow of the American Academyof
Arts and Science. He is the author of four rather popular books as well as of numerous mathematical publications.
See Scripta Math., 4 (1936), p. 194; Poggendorff,vol.7b, Part 9 p. 5993.
332 Paul L. Butzerand Stefan Jansche
the proofs of the Mellin results are mostly said to follow by a change of variable and a change of
function, as indicated above, from the corresponding Fourier or Laplace results. In fact, one often
expresses the matter as follows: "It is a matter of using the theory of the Fourier or Laplace transform
to derive what one needs concerning the Mellin transform". However, the hypotheses upon which
the Mellin theory lies are, therefore, often considered quite uncritically, and certainly by no means
in a unified, systematic fashion.
The purpose of this paper 12 is to present the Mellin transform as a fully independent in-
tegral transform method, in a systematic form, containing the basic properties and results under
natural, minimal hypotheses upon the functions in question from an elementary point of view.
The cornerstones of the present approach are the Mellin convolution integral and its approxima-
tion theoretical behavior, the basic Mellin inversion theorem and the associated uniqueness the-
orem, and especially the Mellin differential and integral operator. In fact, the operators of dif-
ferentiation and integration generally considered in the Mellin frame thus far have been given by
o l f ( x ) = (Xd~)f(x) and F(x) = f~ f ( u ) d u , respectively. However, the true operators of
differentiation and anti-differentiation are actually given by ®lcf(X) = ( x d ) f ( x ) + cf(x) and
J,! f (x) = x-C fo f (u)uC-~ du, respectively, which reduce to 0 I f ( x ) and Jd f (x) = f ~ ( (f_~2~))
du
only for c = 0. Observe that F(x) ~ Jd f(x). More generally, the operators of order r, O r, and
J [ , enable one to establish the fundamental theorem of the differential and integral calculus in the
Mellin frame. These facts are of basic importance in solving differential and integral equations.
The matter in this paper is restricted to the ordinary Mellin transform for functions f for which
f ( x ) x s-I ~ L I(R+). Thus, Mellin-Stieltjes transforms are not dealt with here nor are functions
f for which f ~ If(x)xSlPx -l dx < o~ for 1 < p < 2. Nor will Mellin transforms in spaces
of distributions be considered. Naturally, the basic elementary operational properties could also
be deduced as particular cases of the corresponding general results of harmonic analysis on locally
compact abelian groups. But this does not apply to our basic chapter on differentiation, so important
for the applications. However, as indicated, our aim is to present a direct approach, accessible to a
broader audience.
As to the complex inversion formula for the Laplace transform, the rigorous proofs are (always)
reduced to the inversion formula for the Fourier transform, which in turn depends on a well-known
result concerning the familiar Dirichlet integral, namely:
lf g(x) is of bounded variation in [0, 8], 8 > 0, then
These proofs also involve the lemma of Riemann-Lebesgue for Fourier series (and are thus connected
with Riemann's localization principle for Fourier series and the various sufficient conditions for which
it holds - - see, e.g., Widder [79, p.64 ff.] and Doetsch 13 [29, pp. 91 ff.]). Our proof of the Mellin
inversion formula, however, is not reduced to results on Fourier series and so is fully different. It
depends on the approximation behavior of a Mellin convolution (singular) iategral, the kernel of
which is the Mellin counterpart of the classical Gauss-Weierstrass kernel, plus elementary results
involving contour integration of function theory. The uniqueness theorem for the Mellin transform
12The authors would like to mention that Dipl. Math. Bdgitta A. Erhardt wrote her Diplomarbeit [32] on Mellin
transforms. It was supervised by both authors and it forms the basis of this presentation.
13Gustav(I-Ieinrich AdoL0 Doetsch, born Nov. 29, 1892 in Cologne and died in 1977, studied from 19l I to 1914 in
GiSttingen,from 1914 to 1920 in Munich, Berlin and Frankfurt, receiving his doctorate underLandau in 1920. He was
Professor of Mathematics in Stuttgart from 1924 to 193 l, in Freiburg from 1931 on, with the period approximately
1945 to 1952being spent in Argentine. Doetsch especially put the Laplace transform on a firm mathematical basis,
and also made it popular in engineering circles. Archivd. Elelar. Obertragung, 6 (1952), 491.
A Direct Approach to the Mellin TransJbrm 333
will then follow immediately from the inversion theorem (and the identity theorem of function theory
for a more general form if it).
In the course of the investigation, the results of the classical approach are surveyed in part
and compared with the present approach. Since a good deal of the material is basically known, but
the approach is quite different, the paper may be regarded as a survey-type paper. Since the Mellin
transform plays such an important and natural role not only in many fields of mathematics, but also
in the physical sciences and engineering, not to be treated in this paper, an attempt is made to make
the presentation accessible also to senior under~aduates; the proofs have generally been carried out
in detail.
It is obvious that if f ( x ) x c-I ~ Lt(R+) for one c 6 R, then the Mellin transform f ~ t ( s )
exists for all s = c + it, t 6 R, and the integral is absolutely convergent. This fact motivates the
definition of the underlying spaces for which the Mellin transform exists.
Definition 2. The space Xc is defined for some c ~ R by
respectively.
For convenience, throughout this paper we use the following conventions. By s ~ C we
a/ways denote a complex number with s = c + it, c, t ~ 1R. The open vertical strip parallel to the
imaginary axis intersecting the real axis a t a and b (a < b) is given by St(a, b) := (a, b) x iN C C.
Correspondingly, for or, 13 ~ ]R, ot < 13, we write St[or, 13] := [c~, 13] x iR for the closed vertical strip.
Furthermore, we always assume - c ¢ < a < oe < 13 < b < e~.
R e m a r k 1. Since Ixit I = 1, it is obvious from the definition that Xc for some c ~ R consists
exactly of all functions f for which the Mellin transform f ~ ( c + it) exists for all t ~ R, and in fact
II • II xc is a norm for Xc satisfying
Similarly XI, I = (a, b) or I = [a, fl], is the space of functions f for which the Mellin transform
f~,4(c + it) exists for all t ~ R and all c ~ I. For each c e I, a norm on X t is given by tt • tIx~- On
using f = fx(o.l] --t-f x I L ~ l (XA denoting the characteristic function of a set A), we immediately
obtain the estimate
It is worth mentioning that Xc and X[~.[31 become Banach spaces under the norms given above, while
X(a.o) is far from being complete.
According to l'Hospital's rule for all e > 0, there is some constant K = K(e) such that
t log x Ix E _< K for all x ~ (0, 1] and I log x Ix-S _< K for x ~ [ l, ec). Thus, from (2.1) and (2.2) we
obtain the following:
Lemma/.
Let f E X(a.b) and a, fl 6 R, s > O with a < a - e < a < fl < fl + e < b. Then to k ~ No
there exists a constant K (k, e) > 0 such that
In particular, the Mellin transform f~vi(s) is uniformly bounded on the closed strip St[a,/3], i.e.,
there exists a constant K > 0 such that
L e m m a 2.
The MeUin transforms for c ~ R and (a, b) C R are mappings of the type
respectively; in particular, the Mellin transform f ~ is a continuous function on the line {c} x i1R
and on the strip St(a, b), respectively.
P r o o f . Let f ~ Xc and t ~ R; then If(u)uC+i(t+h)-l[ =-- If(u)lu c-I E L I ( ~ + ) for all h ~ N.
Thus, on using Lebesgue's dominated convergence theorem,
Observing that lu h - 11 < lhlllogulu h (which follows from the power series expansion of the
exponential), one has for Ihl < ~,
_< Ihl
f5 I f ( u ) ( l o g u ) u ~ + h - l l d u <_ IhlK(a,/~)
A Direct Approach to the Mellin Transform 335
Thus, the Mellin transform f~vt(s) is for f ~ X(a.b) a holomorphic function on St(a, b), and one
has for any r E N that f (x ) (log x ) r E X (a.b), and
(.)r
~ f . ~ ( s ) = [f(u)(logu)r]~t4(s), s ~ St(a, b). (2.6)
Proof. To show that f~4 is holomorphic on St (a, b), let/x C St (a, b) be a triangle with parameter
representation ~o(y): [0, 1] ~ A, ~0 being piecewise continuously differentiable. It follows readily
that the function (u, y) ~ f(u)u~°(Y)-l~o'(y), u ~ N+, y ~ [0, 1] is measurable with respect to the
two-dimensional Lebesgue measure, and that
for or, fi 6 ~ with A C St[or, fl] C St(a, b) in view of (2.3) for k = 0. Thus, the assumptions of
Fubini's theorem, now needed, are satisfied. So,
f f . ~ ( s ) d s = fo I f~,4(~o(y))~o'(y)dy
=
/j f(u) us - t d s
J
= O,
since the inner integral vanishes by Cauchy's integral theorem, u s-I being holomorphic in St(a, b)
for all u > 0. Since A C St(a, b) was arbitrary and f.~ is continuous, Morera's theorem now
yields that f j ~ is holomorphic on St (a, b).
To establish the representation (2.6) for the derivatives, let s ~ St (a, b) be arbitrary such that the
circle K~(s) of radius e with origin s is contained in St[or, fl] C St(a, b). Setting ~(y) := s + ee iy,
then according to Cauchy's integral formula for derivatives one has for u > 0,
(logu)ru s-I =
( d ]rus-t =
r! fK uW-I
--~ dw
\ds/" 2rri ds) (w -- s) r+l
(2.7)
r! f0 2rr U~ ( y ) - I
= 2zri (~(Y) _ s)r+ l 7t'(y) dy.
NOW the inner integral is just the Mellin transform f . ~ (qz (y)), and another application of Cauchy's
integral formula readily gives (2.6) for any r ~ N. []
R e m a r k 2. We wish to emphasize that there is an essential difference between the spaces Xc,
namely the functions f , the transform of which operates on the fixed vertical line {c} x iR, and
X(a,b), namely those fs~A operating on the strip St (a, b). The Mellin transform of elements of X(a.b)
always generates holomorphic functions. In particular, we find by recalling the identity theorem for
holomorphic functions that there is no function f ~ 0 such that f ~ ( s ) = 0 for all Ilm(s)l > to.
This is not true for Xc, as we will see below. If we wish to point out the analytic properties of the
Mellin transform of f ~ X(a.b), we use the term global Mellin transform. Otherwise, if we are only
interested to consider f~4(c + it) for a fixed c 6 R, we speak of f ~ ~ Xc as the local Mellin
transform. In fact, the Mellin transform for the space Xc is somewhat comparable to the Fourier
transform operating on the real axis R, and that on Xca.b ) to the bilateral Laplace transform acting
on some strip St(a, b) as well, as will especially be seen in Section 6.
R e m a r k 3. The convergence of f.~t (s) for s ~ St (a. b) in general does not imply the convergence
on the closed strip St[a, b]. This in fact is the reason that X(a.b) fails to be complete. As a classical
counterexample, consider the function f ( x ) := e -x for x 6 R+. Then it can easily be shown
that e -x ~ X(o.~), i.e., that [e-U]~(s) is absolutely convergent for all s ~ St(O, ~ ) . However,
[e-U]~d(s) is not convergent on [0, c~) x iR since
f~A(O + it) := f0 c¢ e - U u i t - I du
is divergent for all t ~ R. Note that the Mellin transform ofe -x ~ X(o.~) is Euler's Gamma function,
namely
The strip St(a, b) on which f ~ ( s ) converges may be the whole complex field C. Indeed, the
function
[f(u%]~(s)
Corresponding assertions are valid for the local Mellin transform for Xc.
P r o o f . As to the proofs, for part (a) see Remark 1 and Theorem 1. To show that f(otx) ~ X(a,b)
for o~ > 0, substituting a u = y, then for s = c + it, f~o [f(otu)[uC_ldu = ot_c[[fllxc < oo for
all c 6 (a, b). Thus, both sides of Equation (2.8) exist for all s 6 St(a, b), a > 0. Further, under
this substitution, one has [f(otu)]~(s) = ot-sf~vl(s ). Parts (c) through (e) follow similarly by
elementary substitutions. []
Of the properties above, the scaling of the variable given in (2.8) will be fundamental, but also
the multiplication of the original variable by a power of x in (2.9) and the raising of the argument
to a real power in (2.10) will be needed below. Often combinations of the properties (2.8) to (2.11)
occur. In this respect we have:
Corollary 1.
Let f ~ X(a.b). There hold:
a) If et E •+ and fl ~ C, then x# f (otx) E X(a-Re(~).b-Re(fl)) with
Again, corresponding assertions are valid for the local Mellin transform o f f EXc.
c--c
Ilrifllx~ = h Ilfllxc. f e Xc. (3.0
Note that the factor h c in the definition of the translation rt~"is chosen to preserve the norm in
Equation (3.1) for the particular choice c = ?. Further, the translation has the following properties:
L e m r a a 3.
Let f ~ Xc with c E I~.
a) For the Mellin transform of the translation holds
in particular
e) If f ~ X(a.b), then
Then the continuity in the mean property for integrable functions (see [39, p. 199]) in the form
for f ~ Xc yields part (b). As to part (c), one has for f ~ X(a.b) and [c~,/5] C (a, b) in view of
inequality (2.4),
This yields the uniform convergence stated in (3.3) by using (b), noting that limh~ 1 hC = 1 uniformly
in c ~ [or,/~]. []
A Direct Approach to the Mellin Transform 339
proving the theorem by using L e m m a 3 (b) and (c), since h c = e x p ( - : r c / t ) ---+ 1 if [tl --+ ~z.
[]
( f * g)(x) :=
75 (x) f g(u) = f5 ( r lc/ u f ) ( x ) g ( u ) u c ---~,
du x E •+,
[ f • g ] ~ ( s ) = f~v~(s)g~,~4(s).
c) The convolution product is commutative and associative, i.e., f o r f l , f2, f3 ~ Xc there hold
(a.e.)
with respect to the two-dimensional Lebesgue measure follows analogously to [39, pp. 396] when
the difference x - u there is replaced by the quotient x / u .
In view of the norm equality (3.1) and Fubini's theorem,
= Ilfllx,
F lg(u)lu ~'-I du = Ilfllxc Ilgllx~,
I
= h -c IlyC{f(hy) - f(Y)} IIooIlgllx,.
The commutativity of the convolution product in (c) is clear, the associativity following again by
Fubini. []
[Xpl~M(c) = 1, (5.1)
Ilxpllxc _< K, p > 0, (5.2)
It is common to call the family {Xp }p>0 a kernel on Xc, if the conditions (5.1) and (5.2) alone
are satisfied.
Definition 6. Let {Xp }p>0 C Xc be a kernel on Xc. Then the family of operators {Up }p>0, defined
by
P r o o f . Writing CE,~ := R+ \ E 8 for E~ = {x e N+; I I - x l > ~}, then, according to Lemma3 (b),
to each e > 0 there is a 0 < ~ < 1 such that for all h e CE~,
The hypotheses of Fubini's theorem being satisfied by Theorem 3, one has with [Xp].,~I (c) = 1,
Ilgpf - fllxc =
/0 f0 (r~/uf(X)U -c --
t
f(x))Xp(U)U c-I du x c-t dx
Ea
Now IlT~/uf - fllxc < 2]lfllx,. according to Proposition 2, so that in view of the definition of an
approximate identity and of (5.4)
lim sup ItUpf - fllxc <- lira sup[ f 211fllx~lxp(u)lu c-t du + sllXpllx~. } _< s g ,
p--~. o o p --,~oO tdE~
[xp]~(~) = l,
Ilxpllx~ <_%K, p > O,
for a constant K > O, and if for all c E (a, b),
holds for all f E X(a.O) and all c E (a, b). Furthermore, the convergence in (5.5) holds uniformly
in c E Ice, fl] C (a, b).
Proof. By Definition 7 {Xp}p>0 forms a kernel for some t~ ~ R. Recalling that r~/h = hC-Cr~/h,
Proposition 2 yields the estimate
Furthermore, by Lemma 3 (b), for a given e > 0 there is a 8 E (0, 1) such that
Similarly, as in the proof of the theorem above, it follows with [Xp].~ (?) = 1 and Fubini's theorem,
Applying, (5.6) and (5.7) and the properties of a global approximate identity,
lim sup IIUpf - fllx¢ < lira sup[ [ IlfllxclXp(u)l(u e-I + uC-l) du + ellxpllxz. ] < eK,
p-..+O0 p-~o0 t J E8 J
which gives the convergence in (5.5). The uniformity in c E [~,/3] C (a, b) follows by (2.2) and
Lemma 3 (c). []
Now we wish to illustrate the theorems by using some specific approximate identities.
Definition 8. The Mellin-Gauss-Weierstrass kernel {r/p}p>0 is defined by
,Tp(x) :=
P t-(p2/4) logx x E JR+, p > O ,
P x p, 0 < x <_ 1
Op(x) := p>O.
P -p
~x , x>_l
A Direct Approach to the M e l l i n Transfi~rm 343
0.8- /~ p=3
0.6-
0.4
p=2
0.2 p=l
p= 1/2
!
1 ~ I I J l J ] I I
I 2 3 4 5 6 7 8 9 1o
X
F i g u r e 2. Mellin-Gauss-Weierstrass kernel r/p(x) for p = 1/2, 1, 2, 3+
Proposition 3.
For the Mellin-Gauss-Weierstrass kernel there holds rTp E Xc-m.~o ) with
in particular
Proof. According to Remark 3 for a = p2/4, the kernel {rlp}p>0 belongs to X(-oo.~), and
the representation (5.8) is immediate. To establish (5.9), substituting u = exp(2y/p), then for
s=c+it EC,
f : e x p ( - ( y~-) 2 ) d y = lim
[R-it/p
e-"2 du = ~/-~. (5.13)
R.--*ood-R-it/p
Concerning II(R), it is well known that l i m R ~ II(R) = I'(1/2) = ~ (see [47, p. 3]). Substi-
tuting u = R + i v , then
p2 p2
for 0 < 8 < 1 and c E R. Choose p > 0 such that c - T log(1 - 8) > 0 and c - T log(1 + 8) < 0.
Since rlp is positive,
Corollary 2.
For f ~ Xc, c ~ ]R arbitrary, there holds
p2
plim f(u) u -- p-~cclim [If * qp -- flJx¢ = O. (5.14)
For f • X(a.b), (a, b) C R arbitrary, the limit in (5.14) holds uniformly in c • [or, fl] C (a, b).
Furthermore, for f • Xc, there exists a subsequence {Pn }nan C N such that
a.e. on R+. If f is additionally continuous on R+, then the convergence above is valid for all
xER+.
Proof. The results concerning (5.14) follow from an application of Theorems 4 and 5 to the
approximate identity {qp }p>0 for Xc and X(a.h), respectively. Equation (5.15) is given by the general
result that the norm convergence of a sequence {fi~},,eN C L l(•+) implies the convergence a.e. of
a subsequence (see, e.g., [39, pp. 192]). As to the latter part, since r/p(x) is uniformly continuous,
U p f is continuous for each f ~ Xc by Theorem 3. The convergence a.e. yields the convergence on
R+. []
1.0-
0.8 - p=2
0.6-
0.4
0.2 p = 1/2
[ R
I I I I 1
l 2 3 4 5 6 x
Proposition 4.
For the Mellin-Abel kernel there holds Op E X(_o.p) with
P
Op(X) = ~ exp(-p[ logx[), x ~ R+, p > 0. (5.16)
in particular
P r o o f . The representation in (5.16) follows directly from Definition 8 of the kernel, and for
s E S t ( - p , p),
[Op]~M(S ) = {/o I i,
"1- Op(U)U
s-1 du
_ 1 _ ,)
2 s+p s-p
proving (5.17). On using the positivity of Op, one obtains (5.18) from IIOptlxc = [ o p ] . ~ ( c ) ,
c ~ (--p, p). In particular, Ilopllx0 = [Op],~(0) = 1 gives conditions (5.1) and (5.2) in the
definition of a local approximate identity. Finally, let 0 < 3 < 1 and p > 0 be chosen arbitrarily.
Then, readily
and this expression tends to zero for p ~ c~, establishing the last property of Definition 5. []
pl ml'f7
~ /
f ( u ) exp - p log u --~ - f ( x ) x0-- lim IIf * 0p - fllx,, = 0.
p--.~ oo
If, in addition, f is continuous on ]~+, then the convergence above is valid pointwise for all x E R+.
R e m a r k 4. Note that by virtue of Proposition 1 (c), each local approximate identity {Xp}p>0 on
Xo can be shifted to a local approximate identity {x-Cxa(x)}p>o on Xc. In particular,
/
[ P-x p-~', 0 < x _< 1
2
O~(x) := ] p - p - ~ p > O,
/U , x>__l
Concerning the exponential sampling theorem in the frame of the Mellin transform, the fol-
lowing kernel will be of special interest (see [13]).
1 c [ X pi/2 -- x-Pi/2"~ 2
F~o(x) := 2~rp"x- l, "l~gx ) , x e R+ \ {1},
The verification that { F~} indeed forms a local approximate identity for Xc will be shown later
as an easy application of the Mellin inversion formula.
2.0 c=0
1.5
1.0
¢ = -2
0.5
fZ. __ i
I I I I I I I I
1 2 3 4 5 6 7 x
"MSl[g](x) = A 4 - [ t [ g ( c + i t ) ] ( x ) : = -2zr
- g(c + it)x -it dt, xER+.
x-cF
Returning to the global Mellin transform .A4 : X(a.b) ~ H(St(a, b)), as a mapping into the
space of holomorphic functions on the strip St (a, b), it is not surjective because there does not exist
a function f ~ X(a.b) such that f ~ ( s ) = 1 for all s ~ St(a, b) according to the Riemann-Lebesgue
lemma (Theorem 2). On the other hand, this constant function is holomorphic. Thus, in order for
a function g ~ H ( S t ( a , b)) to be expressed as the Mellin transform of a function f ~ X(a.b), there
must at least necessarily hold
lira g(c + it) = 0 uniformly in c 6 [~, g] for all [~,/~] C (a, b). (6.1)
It I"-}c¢
In the following it will be shown that the assertion (6.1) is also sufficient provided that, additionally,
g ~ L I(St (a, b)). Furthermore, (6.1) will be used to ensure that .A4cl[g] always delivers the same
function independently of the choice of c e (a, b).
348 PaulL. Butzerand StefanJansche
P r o p o s i t i o n 5.
a) Let g E Ll({c} × i~,) for some c E ~,; then the inverse Mellin transform .Algol is well
defined with
In (6.3), since g is a holomorphic function, the inverse Mellin transform A4cl[g (s)](x) with respect
to the complex variable s may be understood as a complex curve integral,
I f c+i°° 1 f c+iR2
g(s)x -s ds := lim g(s)x -s ds, (6.4)
"A4cl[g](x) := ~ / ~ c - i o o R j . l ~ c ~ 2Jri Jc-ilCl
Proof. The estimate in part (a) is obvious; concerning (b), by the continuity of g, the inverse
transform .A4c I [g], may be understood in the sense of (6.4), implying that .A4c I [g] is a well-defined,
complex valued function on R+.
To show that the inverse transform is independent of c, let cl 6 (a, b) be arbitrary and choose
or,/3 ~ • w i t h a < ot < c, cj < /3 < b. Now, for any RI,R2 > 0, consider the rectangle
K ---- KRt.R2 with vertices c - i R l , c + iR2, cl + iR2, ct - iRl. Since by assumption g(s)x -s is
holomorphic on St(a, b) for each x 6 R+, Cauchy's theorem yields f x g (s)x-s ds = 0, i.e.,
Now by assumption (6.1), to each e > 0 there is a T = T(oe,/3) > 0 such that Ig(? + it)l < e for
all Itl > T, independently of& This gives for R ~ {--Rl, Rz}, [RI > T, that
1+iR i
< fc cl ex -u du <_ Kxel/3 - a[,
with Kx := maxu~la.~] x -u. Letting Ri, R2 ---->c~, Equation (6.3) follows from (6.5). []
R e m a r k 5. Observe that in Definition 10 the inverse Mellin transform is first defined for one
fixed c 6 R. If, in addition, the given function g is holomorphic on St(a, b) and (6.1) is satisfied,
then .A,4ct [g] is well defined for all c ~ (a, b), and in fact Definition 10 is fully independent of this
c e (a, b). Therefore, the index c in the definition of the inverse transform A4c I can be dropped,
unless a misunderstanding may occur.
A DirectApproach to the Mellin Transfimn 349
L e m m a 4.
a) Let g ~ Ll({c} x iN)for some c ~ ~," then the inverse Mellin transform Z2.Adcl[g] is
continuous on R+.
b) Let g E H (St (a, b)) rq L 1(St (a , b ) ) such that (6.1) is satisfied; then ./M- l [g ] E X (a.b).
Proof. a) L e t x 6 R+ and h > 0 be arbitrary. It suffices to show that G(x) := 27rxCA4-1[g](x)
is continuous. Substituting u := t(1 + log h~ logx), we have ( h x ) - i t = x - i u , and therefore the
estimate
IG(x) - G(hx)J
logh-1 f~ it(1 logh]
< 1 - ( l + l o g xl°gh~-lljG(x)[
/ + i 1 + l~gxl J _ ~ g(c + i t ) - g(c q- q-logx/-')Jdt"
Since (1 + l o g h / l o g x ) -I --+ 1 ifh --+ 1, it follows by the continuity in the mean property (see [39,
p. 199]) that
oo I jr too}
Thus, A,1-1 [g] 6 Xc, so that A,l-l[g] 6 X(a.b) since c ~ (a, b) was arbitrary. []
L e m m a 5.
For the Mellin-Gauss-Weierstrass kernel {rlp}p>0 there holds the inversion formula
1 [c+i~[rlp]~ta(s)x-S ds (6.6)
0p(x) = M-~[.x4[0p]](x) = ~ ~c-i~
= P f0 °° rlp(u)u'Tt°gX-ldu
' O2
p2 l e o p2 . p2
=4"-~J0 [rlP]M(i--2 l°gu)u'Tl°gX-l du"
350 PaulL. Butzerand Stefan Jansche
p2 p2
Upon substituting t = ic - T log u, and noting that ri~ (s) is even, then u i T Iogx = x - C - i t , and
p2 2 ~'~ 1 fc'4-i~
rip(X) = ~-~-~__ j__eO[rip].~(--C -- it)x -c-it dt = ~ . c - i ~ [OP]~(s)x-S ds,
is valid for any f ~ Xc. For this purpose one needs to express the convolution f , rip as a Parseval-
type equation involving f.~.
L e m m a 6.
If f E Xc and {rip}p>0 denotes the Mellin-Gauss kernel, then
Proof. Since rip(x) ~ X(-oo.~) is uniformly continuous and bounded, the convolution (f.ria)(X)
exists for all x 6 R+, according to Theorem 3, so that by Lemma 5 and Fubini's theorem, for x ~ R+,
( f * rip)(x) =
f: f(u)rip
=
fo ~ f ( u ) ~1 ~[rpl])v(tc_F)t~iu)~ dtl __u
f_f0
c~ ~l[rip]~,v((c+it)X_c_itf(u)uC+it_lldudt=x_C
f_= [[rip]~vI(c+it)lllfllx~ dt
1 fc~ _f~4(c+it)exp((C+it)2)x-C-itdt=f(x)
lira - -
_ 1 1 \ \ a.e.on~,+. (6.8)
A Direct Approach to the Mellin Transfi)rm 351
The results of this section will now enable us to give a new proof of the inversion formula
for the Mellin transform. It will depend on methods of approximation theory, in particular on the
foregoing results concerning the Mellin-Gauss kernel. On top, the hypotheses of this theorem are
minimal in comparison with those employed in the classical proofs (see Section 10 below).
T h e o r e m 6.
Let f E Xc with f ~ E Ll({c} x i R ) f o r some c E ~," then
P r o o f . According to Corollary 4, one has for a subsequence {Pn}nsN C N the limit relation (6.8)
a.e. on R+. On the other hand, since
the term eC2x -clf~vl (c + it)l is an L l(R)-majorant of the integrand of the integral of (6.8). Thus,
Lebesgue's theorem on majorized convergence gives
lim ~
n~oo
lf_ oo
f.~A(c+it)exp((C+it)2)x-C-itdt=
\ \ Pn / I ~
lf_ oo
f~(c+it)x-C-itdt
a.e. on R+, proving (6.9). By Lemma 4, the inverse Mellin transform defines a continuous function,
so that the equation holds for all x ~ R+ provided that f is continuous. []
By suitable substitutions one can express the Mellin transform by its inverse and vice versa.
/_,emma 7.
Let f E Xc, c E R, and g(g + it) := f ( e - t ) e -ct for g, t E 1R; then g E L I({?} x iR), and
Conversely, if g E LI({g} x iR), then for f (x) := x-C g(? - i logx), x E R+, there holds f ~ Xc,
and
X-g
.Mcl[g](x) = -}-~--.AdZ;[f](c + i logx), x 6 R+. (6.11)
. M £ [ f ] ( c + it) =
fo f(u)u c+it-
U
= ( f ( e - V ) e -co) (et) -iv dv
T h e o r e m 7.
Z~.A4cl[.Ad[f]](x) = ~ - 'F O0
f ~ l ( c q- it)x -c-it dt = f ( x ) a.e. on N+. (6.12)
1
r] c+i°° f~vl(s)x -s ds = f ( x ) a.e. on N+. (6.13)
"M-l['M[f]](x) = ~ / C o - i c e
In
particular, Ad~ 1 - 3/I~ 1for all cl, c2 ~ (a, b).
¢) l f g E Ll({c} x iN) with/ZMcl[g] E X o then, for almost all t E N,
tl) Let g E H(St(a, b)) with g ~ L l(St(a, b)) such that (6.1) is satisfied. Then .Ad-l[g] E
X(a.hb and one has for each c ~ (a, b),
lf f or g are continuous on R+ or {c} x iR, respectively, then the results (a) through (c) hold for all
x E N+ and t E N, respectively.
Proof. Parts (a) and (b) follow from Theorem 6 and Proposition 5. As to (6.14), setting G(it) :=
e-Ct2Mc I [g](e-t), t E N, then according to Lemma 7, G belongs to L 1({0} x iN), and
On the other hand, using again Lemma 7 together with Proposition I (e),
e ct 1
e-Ct.Adc I [g](e -t) = e -el ~-.Ad0[g(c - / l o g .)](i log e -t) = ~-.Ado[g(c -4- i log .)](it).
Inserting this into the foregoing equation, an application of part (a) yields
.A,4[./Ulcl[g]](c + it) = 2:rr.)kdoI [G](t) ----.A4o 1[.Ad0[g(c + i log -)]](e t) = g(c + it)
a.e. in t ~ N, proving (c). Finally, (d) follows from (b), since the assumptions in (d) and Lemma 4
already ensure that .Mc l [g] ~ X(a.b). []
R e m a r k 6. The Mellin inversion formula for f E Xc, namely (6.12), is somewhat comparable
to the Fourier inversion formula: whereas in the former f ~ is assumed to be integrable over the
vertical line {c} x iR, in the latter the Fourier transform is assumed to be integrable over the real
axis R.
However, the Mellin inversion formula (6.13) for f ~ X(a,b), which is the formula to be found
in the literature, is the counterpart for the inversion formula for the bilateral Laplace transform, since
analytic properties of the transform are now involved. In both cases the transform is assumed to be
integrable over a strip St(a, b). For a comparison of the latter inversion formula with the Mellin
inversion formula considered in the literature this far, see Section 10.
R e m a r k 7. The Mellin inversion formula for f ~ Xc, namely Theorem 6, is valid under the sole
assumption that the transform f.~,l of f ~ Xc is integrable along the line {c} x iR parallel to the
A Direct Approach to the Mellin Transform 353
imaginary axis. However, this is necessary for the existence of the inverse Mellin transform. In fact,
take the function f ( x ) := I for x ~ [1, 2], and f ( x ) := 0 on R+ \ [ 1, 2]. Then f 6 Xc_~.~ ) but
f~4 (c + it) ¢ L l (R) for all c 6 R. Otherwise, according to Theorem 7, A4c t [f.~](x) = f ( x ) a.e.
on R+, a contradiction to the continuity o f . M c l [ f . ~ ] .
f ( x ) - g(x) = ~
'F [f - g]~4(c + it)x -c-it dt = 0 a.e. on R+.
b) Since f.~,4, g~t4 ~ H(St(a, b)) by Theorem 1, then f ~ = g.~4 on St(a, b) according to the
identity theorem of complex function theory. The result now follows by part (a). []
The foregoing uniqueness theorem immediately implies:
Corollary 5.
TheMellintransformsasthemappings•: Xc --+ C({c}×i]R)and.t.4: X(a,b ) -'+ H(St(a, b))
are injective operators.
As a generalization of Lemma 6 concerning the Mellin-Gauss-Weierstrass kernel {r/p}p>0, we
have the following Mellin-Parseval equation.
Theorem 9.
If f, g E Xc with f ~ ~ Ll({c} × iN) for some c E C, then
( f * g)(x) = £ A J c l [ f . ~ g~,4l(x)
or
fo (xl _u ' +
A similar result holds for f, g ~ X(a.b).
Proof. According to the Riemann-Lebesgue lemma, Theorem 2, one has in particular Ig~a(c +
it)l < K, t ~ R. Thus, the product f.t~4 g.,~ 6 Ll({ c} x iR), so that all integrals are meaningful.
Theorem 6 together with Fubini's theorem then give for x 6 R+,
( f * g)(x) = f; lf; ~
oo
fj~4(c + i t ) ~ u ) dt g ( u ) - -
U
=
f;
1_~
2re
f~A(c + it)x -c-it g(u)u c+it-I du dt,
which gives the desired result, also for the global case on X(a.b). []
354 Paul L Butzer and Stefan Jansche
The following simple example is due to Mellin [55, p. 337] himself. The function f ( x ) =
g ( x ) := e - x ~ X(o.oo) satisfies the hypotheses of Theorem 9. Since f ~ ( s ) = g~t4(s) =
[e-X]~4(s) = F(s) for all Re(s) = c > 0, it yields for x, c ~ R+,
~ e -~-, e - u d- u- = 1 fc+,
(f * g)(x) =
L u 2zri ac-ioo
F2(s)x -s ds.
Returning to convolution integrals, we now wish to compute the Mellin transform of the
Mellin-Fej6r kernel {F~}p>0 of Definition 9 with the aid of the inversion theorem.
L e m m a 8.
The Mellin-Fejdr kernel {F~}p>0 belongs to Xc, c E R, and is positive and even with MeUin
transform
~^ {1-Itl ~4 O<ltl_<p
[Fp] x,~(c+ it) = p (7.1)
O, Itl > p
Furthermore, the Mellin-Fejdr kernel forms a local approximate identity on Xc.
P r o o f . The positivity of F)" follows from the fact that x pi/2 - x -pi/2 ~ i R for all x E R+, and
the estimate F~(x) < x - C / ( p ( l o g x ) 2) readily implies that F~ ~ Xc for all p > 0.
D e f i n i n g g ( c + i t ) := 1 - [ t l / p for0 < It] < p, a n d g ( c + i t ) := 0 for [tl > p, then obviously
g ~ L l({c} x iR). An application of the inverse Mellin transform yields
2n k / "
Therefore, M - l [ g ] ( x ) = F)'(x), x E R+, and on using Theorem 7 (c) we obtain (7.1). Further,
since F~ is positive, IIF~llx, = [F~].M(c)
c ,, = 1. To show that the Mellin-Fej6r kernel forms a
local approximate identity, it remains to verify (5.1) of Definition 5. Indeed, letting ~Tg := {x
R+; I logxl > g} f o r g > 0, the substitution o = u p implies
d,,
Fj'(u)u ¢-1 du - 1 ( logv / v
2zr ~p
For an arbitrary & ~ (0, 1) choosing now g > 0 such that Ea C Eg, then
R e m a r k 8. A careful examination of the proof above shows that for every function X (x) ~ Xc
with X ~ ( c ) = 1, the family {px(xP)}p>o forms a local approximate identity on Xc. A kernel of
this type is called kernel of Mellin-Fej~r type.
= h c- 1
lim r ~ f ( x ) - f ( x ) lim [hCx f ( h x ) - f ( x ) + - - ~ - ~ f ( x ) ] = xf'(x) + cf(x).
h~1 h--1 h~tt hx x -
provided f ' exists a.e. on R+. The Mellin differential operator of order r E N is defined iteratively
by
:= ec, er :=
The general connection between Mellin and ordinary derivatives is to be found in the following, it
being assumed that the derivatives in question exist.
L e m m a 9.
The Mellin derivative of order r E N has for c ~ R the representation
r
the numbers Sc(r, k), 0 < k <_ r, denoting the generalized Stirling numbers of the second kind,
defined recursively by
In particular, for c = O,
r
S(r, k) := So(r, k) being the (classical) Stirling numbers of the second kind. Conversely, the rth
ordinary derivative, represented in terms of Mellin derivatives, reads
r
(x = x so(r, k f (x ),
k=O
the numbers Sc(r, k ), 0 < k < r, denoting the generalized Stirling numbers of the first kind, defined
recursively by
j=O
where [c, c + 1. . . . . c + k]x r denotes the kth divided difference with respect to the nodes c, c +
1. . . . . c + k applied to the function f ( x ) = x r. In particular, the generalized Stifling numbers Stir, k)
form real valued polynomials of degree k as a function of c ~ N. The numbers s(r, k) := so(r, k),
are the (classical) Stirling numbers of the first kind, and the Sc(r, k) are well known in algebra as
elementary symmetric functions.
In order to define the underlying spaces such that ® f is meaningful, recall that the set
ACloc(R+), of all local absolutely continuous functions on R+, can be characterized as the space of
all functions f : R+ --+ C for which there exists a locally integrable function g ~ L]oc(R+) and a
constant ot ~ C, such that
Thus, for f ~ ACloc(R+), the derivative of f exists a.e. with f ' = g a.e.
Definition 12. The Mellin-Sobolev spaces X c are defined for c 6 R and r 6 N by
Correspondingly, the Mellin-Sobolev spaces X(ra.b) are defined for (a, b) C R and r 6 N by
R e m a r k 10. By definition the Mellin-Sobolev X r space consists of all functions f for which f
and O c f exist and belong to X r. Furthermore, considered as an operator the mapping
o[.: x~ ~ Xc
is well defined and linear. Further, O c is a closed operator, since the ordinary derivatives involved
in (8.2) are closed.
R e m a r k 11. The following proofs about Mellin transforms of derivatives of functions use the
fact that the convolution of ® c f with a suitable function can be described in terms of the underlying
function f itself. In the case of Fourier transforms, this idea was first employed by Bochner; as to
the Mellin transform, see Kolbe and Nessel [44]. Now define for h ~ R+ and ? ~ ]~
[x
-?x.li/h,ll(x),
m~h(x) := [--x-Cxtl.S/h](X),
h > 1
0 < h < 1 x ~ R+, (8.3)
denotes the characteristic function of the interval [a, b]. Obviously one has m~
w h e r e X[a.b]
X(-oo.oo) with
1 tT-s
- ~_--~(h - l), s 6 C \ {?} (8.4)
[m~]~(s) = [logh, s =
Denoting the rth-fold convolution of m~ with itself by (m~*) r, r 6 N, the convolution Theorem 3
leads to
1 1
[v~].~(s) = s - c-' s ~ S t ( L o~). [u.~]~(s) - s - ~' s ~ St(O, ~), (8.5)
P r o p o s i t i o n 6.
I f f E X r, c ~ ~, r ~ N there holdsfor s = c + it, t ~ g{
v ~ f ( x ) -- f ( x ) = x -c ® c f ( u ) uc - - =
u
f, /h
®cf (x) v - c do
V
Now suppose (8.7) holds for some I < j < r. Noting r hc r~c = r/~c2, (j~-l) = (~) + (kjt), the equation
above, and applying (8.7) to ® o f , it follows that
j4-1 j
k=0 k k=0
J / .\ ,.hk+lx
=
k=O
J /iS r I¢+tx du
= E(-1)J-kl'lx-C I Ocf(u)u c --
k=O ~k] Jh*r u
1 J
= f E(--1)J-k(Jk)hCk®cf(hk~)ulCdU!
/h k=0
Ul
1 J
/h E ( - 1 ) J - ~ r~,®cf ul c du!
k=O U1
= ( - i t ) - r ( h -it - 1) r [Ocf].M(s).
r ^
Since the Mellin transform is continuous, an application of the binomial theorem and multiplication
by ( - i t ) r ( h - i t - 1) - r yields (8.6) for all s = c + it, t ~ IR. []
To establish certain properties of the Mellin transform of a given function, we need the fol-
lowing.
P r o p o s i t i o n 7.
I f f E Xc, c E ]R, and r E N such that there exists a g E Xc with
du2 du I
f(x) = X -c fx f u ~ "'" foU,._~ g(ur)@" dur a.e. x E N+,
JO dO gr U2 Ul
X -c
fo fo
x .,.
..
dO
g(uj)u~ . . . . . .
duj
Uj
du, dul
U2 Ul
a.e. x ~ ~ + ,
P r o o f . Let h 6 (0, 1) and r = 1; then the assumption together with Lemma 3 (a) and (8.4) give
f o r s = c + it,
h -it lg ^ s
[rn~/h *g]~4().
-
Since
fl y( z ~ f ( x ) - f(x))x c-' dx = -
flYfx hx g ( u ) u c - I du d x ,
x
y ER+. (8.10)
Now f ~ Xc implies
lim
h---~O+ f' r~"f ( x ) x c - j d x lim
h-.+O+
f h yh f ( u ) u c - I du = O. (8.11)
360 Paul L. Butzerand Stefan Jansche
Y f(X)X c-t dx =
f, f0• g(u)u c - t d u -.x-x, y 6 ]~+,
( - i t ) f ~ A ( s ) = ~,~(s), s = c + it, t E ~ .
An application of (8.12), i.e., this proposition for the case r = 1, then gives
and ,~ satisfies the assumption (8.9) of this proposition for r - 1. Therefore, an iteration procedure
proves the proposition. []
Now we can state the main theorem of this section.
T h e o r e m 10.
For f E Xc and r E N, the following f o u r assertions are equivalent:
(i) There holds f E Xrc.
(ii) There exists a gl ~ Xc, such that
Ur
. . .
du2 d u l
.
U2 Ul
a.e. x E R+. (8.14)
A DirectApproach to the Mellin Transform 361
r (-I r-k
()Orr h k f
lim [ Z ) (t~-() r g3 =0. (8.15)
h~ k
k=O
If one o f the assumptions above are satisfied, then ®~c E Xc f o r all 1 <_ j <_ r, and
r
® c f = g[ = g2 = g3 a.e. on R+.
P r o o f . The implications from (i) to (ii) and from (ii) to (iii) have been shown in Propositions 6
and 7, respectively. Now suppose that (iii) is satisfied. Denoting the right-hand side of (8.14) by f l ,
then obviously fl 6 C r - I (I~+), and
~ c f l ( X ) = X -c
f;f0 u;" - r JO
gz(ur)UCr
Ur
....
U3
-"-~-,
U2
X E ]~+.
x r-I
f [ r - J ) ( x ) = x l - r - c f~ g2(u)u c-~ du - S Sc(r - 1, k)x~+t-r fl(k)(x),
dO
k=0
where the right-hand side is a sum of products of ACt,,c(R+) functions. This gives f ( r - l ) E
AQoc(N+), i.e., f E X r, and ®J fi Xc for all 1 _< j < r. Thus, the equivalence of the assertions
(i) to (iii) has been established with ® r f = gl = g2 a.e.
Now let (iv) be satisfied; on using L e m m a 3 one then obtains
=,,-.,'im [(.h-it 1
< lira ( - 1)r-k rh~ = 0,
- - h~Z k=0 (£---- l)r g3 X,
i.e., ( - i t ) r f ~ v l ( s ) = g 3 ~ ( s ) , which implies (ii), and ®- cr f = g3 a.e. Regarding the converse, let (i)
be satisfied, i.e., f 6 X r. On using L e m m a 3 (b), for a given e > 0 there exists a S 6 (0, 1) such
that
z . c - 1 t ~ r .g _ o r
h "~cJ cfllx,. < e
for all h E R+ with ]h - 1[ < 3. Recalling the definition of the translation, a change of variables in
(8.7) leads to
,~(_l)r_
k=O ()
k r c
k r/~kf(x)=
/, h ..
"
f,
h r e. r dur .
u'"'u~Ocf(X) Ur
dul
Ul
362 Paul L. Butzer and Stefan Jansche
r (;) c
Z(_ l)r-/c rhkf
@of] Xc
k=O
__ _ . c - I r r
(h ly " (r"'u'Ocf-ecf)du~'dut xc
<
- (h
. 1)
. r. . ll,:z,...uOcf-O:fllxdu,...
l i~ml ] r h f - l f g S~ = O,
then set ® c f = g. Theorem 10 shows that the pointwise definition of the Mellin derivative in (8.1),
namely ® c f ( x ) := x f ' ( x ) + c f ( x ) , is equivalent to the strong Mellin derivative. More generally, the
rth pointwise derivative is equivalent to the rth strong Mellin derivative. Further, in view of (8.15)
the iterated Mellin derivative of higher order can be interpreted as the Mellin version of the rth
Riemann derivative in view of the corresponding counterpart in Fourier analysis (see [15, p. 358]).
For instance, if r = 2, then
As to fractional order derivatives in the Mellin sense, Equation (8.13) could be used as a starting
point in defining a fractional Mellin differential operator ®cy, namely f 6 Xc belongs to Xcy for a
(continuous) 7/ > O, iff there exists a g E Xc such that
In this case, the Mellin derivative of order y of f is given by Oce f := g. Such fractional results in
the Mellin frame seem to be fully open. In the case of periodic Fourier analysis, the corresponding
approach is to be found in Butzer and Westphal [21]; Samko, Kilbas, and Marichev [65] have taken
up this matter and extended it to Fourier transforms on R.
The preceding considerations are especially useful when dealing with the local Mellin trans-
form. Concerning the global Mellin transform on X(a.h), it would be more satisfactory to work with
a differential operator that is independent of c ~ (a, b). Thus, we plan to show that instead of using
®c for all c ~ (a, b), it is possible to use ®~ for only one fixed g ~ R.
C o r o l l a r y 6.
For f E X r, r E N, and arbitrary ~ E R there holds ®~ f ~ Xc f o r all 1 < k < r, with
r
= ~ - c r-k®k (8.16)
k=O
P r o o f . By Theorem 10 for f E Xc, the derivatives ® ~ f belong to Xc for 1 < k < r, and by
Definition 11 one has ®8 = (®c + (c - c)l) r. This proves (8.16), since e c commutes with itself.
In particular, O ~ f belong to X~.-k, 0 < k < r. The application of Proposition 6 yields
[®eflM(s) = (e - c ) r - ~ ( - i t ) k f ~ ( s ) = (e - s)rf~A(s).
k=O
Finally, using the equivalence of (i), (ii), and (ii) in Theorem 10, one obtains xC-ef(x) ~ X r and
(8.17). []
On using this corollary, the counterparts of the results of Theorem 10 hold for X(a.0); for
instance, taking g = 0,
Corollary 7.
For f E X(a.b) and r E N the following assertions are equivalent:
R e m a r k 13. Whereas the operator ®c is the natural operator in the Mellin setting, for ordinary
differential operators there holds for suitable f (see also [3, p. 840], [70, p. 267 f.]),
d r ^ F(s)
[(~x) f(x)].M(s)=(-1)rF-(~-r)f~vl(s-r)
[xr/ ;x)
d \r s(x%
1^( s ) = ( - 1 ) r 1-'(s + r) f~,d(s )
:(,)
This can be obtained easily on using Lemma 9 and Proposition 1 (c) in combination with the well-
known fact that (see [26, p. 213])
s(r, k ) ( - s ) ~ = ( - l) ~ r ( s + r_2____
r(s)
k=0
As was shown, the Mellin derivative differs from the ordinary derivative. Therefore, it is
natural to assume that the same occurs for integrals. Implicitly the Mellin integral was already used
in Proposition 7.
364 PaulL. Butzerand Stefan Jansche
whereby lZc(X) := --x-C;([l.oo)(x), x E R+. For simplicity, we set Jc := Jc1 and j r := j~.
R e m a r k 14. Note that/Zc does not belong to Xc, according to Remark 11. O n the other hand,
since f E Xc, the integral
exists for x E R+ as a continuous function and vanishes for x --~ 0 +. Thus, Jcf(X) is well defined,
and iteration shows that J c f ( X ) is also well defined on •+, but is not necessarily an element of Xc.
For instance, the function f ( x ) := (logx)2X[l.~)(x) belongs to X0, with
J f ( x ) = x -c fo x f ( u ) u c _du = { 1 lo~x'
1 x > 1
u 0, x e (0, 1)
Since 1/x is not integrable over •+, the function J f does not belong to X0.
The fundamental theorem of the differential and integral calculus in the Mellin frame 14 now
reads:
T h e o r e m 11.
Let f E X r for c E R and r E N; then
[Jcr f].x-t
A
(s) = ( - i t ) - r f ~ 4 ( s ) -
The same results hold for f ~ X(a.b), thus for each c ~ (a, b).
Proof. The assertions follow immediately from Theorem 10. []
Let us finally remark that the differential operator in the Mellin setting has thus far in all
treatises (e.g., Sneddon [69], Colombo [24, p. 291], Bertrand et al. [3]) always been considered as
the operator ® = x d . However, as observed above, for f ~ Xc the natural operator is actually
e c --- x ~ + cl and its powers, which reduces to ® only in the particular case c ----0. It is precisely
the operator ®c which enables one to establish equivalence theorems of the type of Theorem 10,
including the fundamental theorem of the calculus. Likewise the only integral operator considered
thus far (see, e.g., [70, p. 268 f. ]) has been the classical primitive F(x) = f o f ( u ) du for which
14Let us observe that the fundamental theorem of the differential and integral calculus associated with the Chebyshev
transform is to be found in Butzer and Stens [19], with the Legendre transform in Stens and Wehrens [71 ], and with
the more general Jacobi transJbnn in Jansche [41] and Butzer-Jansche-Stens [14]. In each instance, an associated
operator of translation together with the proper convolution structure plays an essential role. For this matter in
(dyadic) Walsh analysis see [20], Butzer and W. Engels [8].
A DirectApproach to the Mellin Transfimn 365
under the initial data w(x, 0) = f ( x ) , ~ w ( x , Y)ly=o = wy(x, O) = g(x). Here we denote the time
variable by y to avoid confusion with ttie parameter t of the Mellin transform.
We have to interpret this boundary value problem in the following more precise sense:
For given functions f, g 6 Xo we call for a function
w: R+ x R+ ~ C
y lim II °w
~ 0 + , ff-yy ('' y) - g(') x, = 0.
To solve this problem we first assume there exists a function w(x, y) with the above properties and
apply the Mellin transform for s = it, t E N, with respect to x, namely
w ~ ( s , y) := [w(., y ) ] ~ ( s ) --
/5 w(u, y)u s-t du,
to both sides of (9.2). For the left-hand side we have, according to Proposition 6,
02 0 ^
[(.)2-~x2W(.,y)+(.)-~xW(.,y)]3,1(s)=[®2w(.,y)]~vt(s)=s2w~t4(s,y ). yeN+,
366 Paul L. Butzer and Stefan Jansche
02 A 02
~y w24 (s, y), [ ~ y 2w('' Y)]34 ( s ) = ~y2WPM(s, y),
9 A
02
s-wBd(s, y) = -~y2 W24(s, y), s = it, t E N, y E ~+.
A(s) and B(s) being arbitrary complex constants independent of y. To determine these constants,
we note that
^
lira w24 (s, y) = f,~l (s), lim ~yWM(S, y) = g~vl(s), (9.5)
y-.0 + y....0 +
uniformly with respect to s = it. Observing that by (iii) and (2.1), for y ~ 0 +
A(s) + B(s), s # 0
f.~(s) = [A(O), s = O'
IsA(s) - s B ( s ) , s # 0
g~(s) = [8(0), s = 0"
Noting that e+Syf~(s) = [f(e~Y)]~/(s) by Proposition 1 (b), and that for the Mellin integral Jg
of g one has [Jg]~(s) = - g ~ ( s ) / s by Theorem 11, therefore, using Proposition I (b) again, it
follows that
In order to represent the solution in the original (non-transformed) function space, the uniqueness
theorem, Theorem 8, now plays the role of the inversion theorem. It gives for each y 6 R+ the
solution
1
w(x, y) = ~(f(xe. v) + f(xe-r)) + 21 -~-fxeye_y
g(u) -dUu
-. (9.6)
Thus, if (9.1) has a solution w(x, y), then it is of the form (9.6).
In order to show that (9.6) is actually a solution, one has to impose certain conditions upon the
initial values f and g.
Theorem 12.
Let f E X 2 and g E X~ such that f"(x) and g'(x) exist for all x E ]~+. Then the problem
(9.1) has a unique solution; it is given by (9.6) and it holds for all x, y ~ R+.
The somewhat technical proof is left to the reader.
Let us mention that the method of solution of the equation of motion of an infinite string using
Fourier transform methods presented in [15, p. 298], served as a model for the Mellin transform
approach given above. Equation (9.1) in the particular case g = 0 was (first) solved using cosine
operator theory in Butzer and Gessinger [9].
Now consider the problem of the flow of heat in a semi-infinite rod,
Ox"
02
xZ=--ww(x, OxO
y) + x=---w(x, y) = ~y w(x, y), x, y ~ ~ + , (9.7)
or equivalently
0
(e21/3( ', y))(X) = ff-fytO(X, y), X, y ~ R+, (9.8)
with a given initial temperature distribution w(x, O) = f(x). We solve this problem subject to the
following conditions:
Given a function f 6 X0, we call for a function
w:R+xR+--~C
such that
(i) Wx(X, y), Wxx(X, y), Wy(X, y) exist for all x, y ~/~+.
(ii) w(x, y) satisfies Equation (9.7) for all x, y ~ R+.
(iii) For each y ~ •+, w(x, y) belongs to X0 as a function o f x ~ ~ + , and
Assuming there exists a function w(x, y) with the above properties, we again apply the Mellin
transform for s = it, t ~ 1R+ with respect to x, namely w~vl(s, y) := [w(., y ) ] ~ ( s ) , to both sides
(9.8). On using Proposition 6, this yields, as in the foregoing application,
where we made use of conditions (iv) and (v). This (ordinary) differential equation has for each
s ~ iR the solution
the constant A(s) being independent of y. The determination of A(s) follows from condition (iii),
giving the solution
In order to represent w in terms of the original functions, we may use the inversion theorem, namely
Theorem 6, noting that f.~,t (it) exp(-t2y) 6 L l (iR) in view of the boundedness of f . ~ , to give
1 t"e~
w(x, y) =. ~ J-oo f'~4(it) exp(-t2y)x-it dt (9.9)
1
for all x, y E N+. Using the Mellin-Parseval formula of Theorem 9 together with (5.9) for ,o = -~y,
one obtains
®2w(., y)(x) =
~y 1
w(x, y) = 2 7 dO
f f(x)((log.)2_
\u/
2y)u_~log u du
--~"
32 O 02
X2~x2 W(X, y) + X-~x W(X, y) = --~y2 W(X, y), x, y ~ R+. (9.11)
It is related to the problem of determining the temperature w (x, y) of a semi-infinite plate {(x, y), x, y
R+} for a given temperature distribution w(x, O) = f(x), x ~ R+. In terms of Mellin derivatives,
Equation (9.11) reads
32
(®2w(., y))(x) = --~y2 W(X, y), x, y 6 ~+. (9.12)
A Direct Approach to the Mellin Transfi)rm 369
AS in the preceding example, to find the solution the Mellin transform is applied to both sides of
(9.12) and it leads under suitable conditions to
02
( - i t ) 2 w ~ 4 (it, y ) = - ay----5 w ~ 4 (it, y), t~R, y6R+,
An application of Proposition 4 and Lemma 7 together with the inversion formula finally give the
solution of (9. t 1), namely
E [ F l ( s ) - E [ F ( u ) ] ( s ) -- F 2 ( s ) := F ( u ) e -su du.
f0 ~
Recall that if F ( u ) e -a~u ~ L I ( R + ) for one cr! 6 R, then the Laplace integral converges absolutely
for all s = c + it, c > ~rl, t ~ R. Indeed, on this half-plane,
I£[F](s)t _<
fo X)I F ( u ) e - S " l d u
< IIF(u)e-~Z"[ILL(R+) < ~ .
If the function F: R --~ C is such that F ( u ) e -su ~ L t(R) for s ~ C, then the bilateral Laplace
t r a n s f o r m of F is defined by
£ B [ F I ( s ) -- £ B [ F ( u ) ] ( s ) -- F ~ n ( s ) = F ( u ) e -su du.
As to the connection between the ordinary and bilateral Laplace transforms, we have under the latter
conditions,
F~8[F(u)](s) = E [ F ( u ) l ( s ) + E [ F ( - u ) ] ( s ) .
Whereas F ( u ) e -°~u ~ L l (R), o"1 E ]~ implies the absolute convergence of the (unilateral) Laplace
transform £ [ F ( u ) ] ( s ) , for all s = c + it, c > Crl, t ~ IR, and the condition F ( - u ) e ~2x ~ LI(R+),
cr2 6 R yields the absolute convergence of the Laplace transform E [ F ( - u ) ] ( s ) , for all s = c + it,
c < ~r2, t 6 R. Consequently, for al < or2 the bilateral Laplace transform converges absolutely on
the strip St(el, a2) C C. The convergence behavior of the bilateral Laplace transform is studied in
detail in Doetsch [29, pp. 60, 403 ft. ] and Widder [79, pp. 237 ft. ].
The following lemma gives the connection between the Mellin and the bilateral Laplace trans-
form. Part (b) is also to be found in [29] and [79, pp. 246] but without any proofs.
370 Pa,d L Butzer and Stefan Jansche
L e m m a 10.
If f : R+ -+ C and F : R ~ C are related by
respectively, then f • X(a.b) iff E s [ F ] ( s ) exists f o r all s = c + it • St(a, b). In this case one has
f o r s • St (a, b)
EB[F(u)](s) = [f(x)]~ct(s).
Thus, EB[ F (u)](s) exists for all s • St(a, b), iff .Ad[f (x)](s) exists for all s • St(a, b). Further-
more, analogously
£B[FI(s) =
oo
f ( u ) e -us du =
f0 f ( x ) x s-1 dx = .A4[f](s),
1
E-BI[G](u) -- E'-Bl[G(w)](u) := ~ / , c - i o o
fc+i G ( w ) e uw d w
The connection with the inverse Mellin transform (see Definition 10) is obvious.
L e m m a 11.
/ f g • Ll({c} x i•), c • 1~, then
E-~t[g](u) = .A4cl[g](e-U), u • R,
.Adcl[g](x) = E - ~ l [ g ] ( - l o g x ) , x • R+.
A classical special case of the bilateral Laplace transform E s [ F ] ( s ) occurs when the real part
c of the parameter s = c + it is fixed, c ---- co, thus when/~B[F](c0 + it) operates on a vertical
straight line. Then one has
£ B [ f ( u ) ] ( c o + it) =
C (f(u)e-C°U)e -it" du = J2-~.~[F(u)e-C°"](t),
The following lemma presents the connections between the Mellin and Fourier transforms. The first
part is found often in the literature, e.g., in [79].
L e m m a 12.
If f : •+ --~ C and F : S{ -+ C f o r c E S{ are related by
respectively, then f E Xc iff ~ [ F](v) exists f o r all v E SL In this case one has
1
.T[F](v) = --~-~rf.~(c - iv), v e R,
f , ~ (c + it) = V'~'~.T'[F](-t), t E R.
Proof. As to the proof of Lemma 10, the substitutions u ---- e x yields the desired result. []
Final/y, the inverse Fourier transform for G ~ L l (N) is defined by
. T ' - I [ G ] ( u ) = J2--~.A4cl[g](e-U), u E •,
Let us now consider the inversion theorem for the Laplace transform, check how it is usually
derived, connect it with the classical Mellin inversion theorem as it can be found in the literature,
and then relate it to our inversion theory of Section 6. Let us begin with the inversion theorem for
the bilateral Laplace transform, see, e.g., Doetsch [29, p. 210] and Widder [79, pp. 242, 265].
P r o p o s i t i o n 8.
If the integral/:B[F](s) =- f _ ~ F(u)e -su du converges absolutely f o r s = c ~ R (and thus
absolutely on the line Re(s) = c, i.e., f_~ e-CUlF(u)l du exists), and if F is of bounded variation
in some neighbourhood o f x = xl ~ S{, then
If F is additionally continuous on S{ (or at least continuous at x[), then the right side equals F (xl).
If £. B[F] (s) converges absolutely in the closed strip St [a, b], then c in (10.1) can be any value from
a < c < b. In the lattercase the leftside of(10.1) is independentofc.
To prove the result, these authors basically write the left-hand side of (10.1) in the following
form, after inserting £B IF] (s) and interchanging the order of integration,
If c'+iR
[.B[F](s)e sxz ds = --
lF f(u)
eCt(X'-u)
sin R(Xl - u) du.
2rci Jcl_iR 7~ oo X 1 -- U
372 PaulL Butzerand Stefan Jansche
Now letting R ~ c~, then the latter integral can be shown to tend to the right side of (10.1) by
making use of (1.14) and the Riemann-Lebesgue lemma (see Widder [79, pp. 241, 65 ff.]).
The inversion theorem for the Mellin transform as it as usually found in the literature (see,
e.g., Titchmarsh [73, p. 46] and Doetsch [29, pp. 212, 262]) reads:
Proposition 9.
If the integral .A4[f](s) = f~
f (u)u s-I du converges absolutely for s ----Cl ~ N (and thus
absolutely on the line Re(s) = cl, i.e. f o I f (u)luCl-I du exists), and if f is of bounded variation
in a neighborhoodof x = Xl(> 0), then
1 fcl+ioo f ( x l + O) -4- f ( x l -- O)
P'V']l-iooJc "A'l[f](s)XlS ds = (10.2)
2~i
If f is addionally continuous on I~+ (or at least continuous at xi ), then the right side equals f (xi).
If .Ad[f](s) converges absolutely in the strip St[a, b], then cl can take any value in a < Cl < b.
As to the proof of Proposition 9, e.g., Widder [79, p. 247] states that it follows from Proposition 8
by the standard change of variables. Sneddon [70, p. 273 ff.] established the inversion theorem
independently of Fourier or Laplace transform results using contour integral methods, including
Cauchy's integral theorem. He also makes use of the fact that f . ~ (s) tends to zero uniformly in
[a, ,6] C (a, b) (which is not shown).
Let us now compare the assumptions and conclusions of Proposition 9 with those of our
inversion theory of Theorem 7 (a).
The first part of Propositon 9 assumes that f ~ Xc~ [just as in Theorem 7 (a)] together with f
being of bounded variation around x = x l, a hypothesis that is replaced by .Ad[f](s) ~ L 1({el} x iR)
in our result. Our conclusion is that the absolutely convergent Riemann or Lebesgue integral (not
necessarily a principal value integral)
Our proofs proceed to begin within the norm (and not pointwise) sense and rely entirely on Mellin
methods, mainly those based on the Mellin-Weierstrass kernel.
The second part of Proposition 9 basically assumes that f ~ X[a.bl in our notation, together
with f being of bounded variation, an assumption that is replaced by .Ad[f](s) ~ L 1(St(a, b))
in our Theorem 7 (b). Our conclusion is that the complex curve integral (not necessarily in the
principal-value sense)
The two inversion theorems, namely Proposition 9 and Theorem 7 are of different character. The
former emphasizes the pointwise aspect, i.e., one is interested in applying the inversion integral
locally in one particular point xl 6 R+. Therefore, the assumptions also have to be of local type;
in Proposition 9, the bounded variation of f (which may be replaced by assumptions of Dini-type
etc.) guarantees that f is regular enough at that point xl for the validity of (10.2). This approach is
closely related to the Riemann localization principle in Fourier analysis. In our approach, we used
approximation theoretical methods to prove the inversion theorem in emphasizing the norm aspect.
Thus, our inversion formulae (6.12) and (6.14) hold on the whole semi-axis R+ a.e. provided f ~
is integrable on a line parallel to the imaginary axis. Both approaches are of their own interest; they
do not imply each other.
A Direct Approach to the Mellin Transform 373
As an illustration of Proposition 9, take Heaviside's unit function (or the discontinuity factor
- - s e e Butzer and Schmidt [16]) H(x), defined by
1, x>l
H(x):= 1/2, x= 1
[0, 0<x_<l
Then .A4[H](s) = xS/s Ix =l _- 1/s for Re(s) < 0, so that on replacing s by - s in (10.2) one has for
all Xl 6 R +
fcl+ioo X s
1 P'V'Jc ~-'Llds = H(Xl), Cl > 0.
2zri l-i~ s
This is the simplest formula going under the name of Perron'sformula in analytic number theory.
Such a formula with rates reads for cl > 0, R > 1,
provided that F ~ X(a.b) and £B[F] ~ Ll(St(a, b)). If F is continuous, then both results are true
for all Xl.
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Lehrstuhl A f'tir Mathematik, RWTH Aachen, Templergraben 55, 52056 Aachen, Germany
e-mail: Butzer@ RWTH-Aachen.de