Half derivative and Fourier transform

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Dr Peyam

Dr Peyam

Күн бұрын

Пікірлер: 66
@drpeyam
@drpeyam 5 жыл бұрын
Some applications of fractional derivatives: There are surprisingly many applications of this, because it turns out that some differential equations in physics are written in terms of fractional derivatives, see en.wikipedia.org/wiki/Fractional_calculus#Applications There are two other ones I can think of: 1) In functional analysis, it's an important problem to find a square root of an operator (I don't really know why, maybe to decompose that operator?), and what we really did is to find a square root of the derivative operator, because if you apply D1/2 twice, you get D, so (D1/2)^2 = D, so D1/2 = sqrt(D) in some sense. 2) Fractional derivatives allow us to define nice spaces of functions (for example, those whose fractional derivatives exist and are square integrable), and sometimes in differential equations you have a solution that is not defined in the classical sense (i.e. continuously differentiable), but might belong to this nice space, which allows us to study those equations.
@MathsatBondiBeach
@MathsatBondiBeach 5 жыл бұрын
The functional analysis Mafia are steeped in such issues, a classic of which is Kato's square root problem which my late professor from the early 1970s, Alan McIntosh, solved over a long period in collaboration with with Yves Meyer, Ron Coifman, Pascal Auscher and some others. A research level paper on the subject is here: arxiv.org/pdf/math/0108029.pdf
@codingphysics695
@codingphysics695 5 жыл бұрын
Very interesting idea! But I think the Laplace transform would be more practical for the actual calculation of the half-derivative. I did some back-on-the-evelope calculation for the half-derivative of the simple power function f(x) = x^a and I got the result: D^(1/2) x^a = (Γ(a + 1)/Γ(a + 1/2)) x^(a - 1/2) where Γ(x) is the gamma function and the half-derivative is defined with the help of the Laplace transform by L[ D^(1/2) f(x) ] != s^(1/2) F(s)
@drpeyam
@drpeyam 5 жыл бұрын
Wow, that’s pretty!!! ❤️
@valeriobertoncello1809
@valeriobertoncello1809 4 жыл бұрын
Well Fourier is just a special case of Laplace, afterall!
@leonardromano1491
@leonardromano1491 5 жыл бұрын
It would be so cool if you could make a video about the fractional derivatives of our favourite distributions like the delta-distribution using this definition of the fractional derivative.
@MathsatBondiBeach
@MathsatBondiBeach 5 жыл бұрын
Schwartz space and Bochner's theorem sneakily worked into this short video....I'd love to bring Fourier back and show him how his theory has been used. He could then say to Legendre (or was it Lagrange?) and the others on the French Academy who doubted his theory - "See I told you!!"
@hallfiry
@hallfiry 5 жыл бұрын
A thing to ponder: does the fractional gradient of a function have a fractal dimension? (I have no idea)
@ffggddss
@ffggddss 5 жыл бұрын
Good question; actually, just what sort of mathematical object will that be? When you have a scalar function, ƒ:ℝⁿ→ℝ in n-space, ℝⁿ, its gradient, ∇ƒ, is an n-vector. If you wanted a "2nd gradient," you could take a divergence: ∇•∇ƒ = ∇²ƒ which has the del operator in a dot-product with itself, and results in a scalar function (the Laplacian of ƒ). But the most "raw" form would be the tensor product: ∇⨂∇ƒ which is a 2nd-rank tensor in ℝⁿ, whose trace is that Laplacian, ∇²ƒ; and whose dual is an (n-2)-rank tensor, the cross product. And similarly for higher-order "gradients," order k being a tensor of rank k. So would a fractional gradient give you a tensor of fractional rank? Is there such a thing? I suppose it's worth a try to see whether Dr. Peyam's Fourier-transform method can be adapted to this case... Fred
@hallfiry
@hallfiry 5 жыл бұрын
@@ffggddss I'll propose a bold idea and suggest the output dimension depends on the input. So at (1,1) the gradient of f(x,y) might be 2D, while at (1,2) it might be 1D, leaving us with a sharply mixed set.
@ffggddss
@ffggddss 5 жыл бұрын
@@angelmendez-rivera351 Agreed. I certainly can't imagine what that would be! Fred
@valeriobertoncello1809
@valeriobertoncello1809 4 жыл бұрын
@@angelmendez-rivera351 This is extremely thought-provoking to me. Especially when I try to imagine what the potential applications of these concepts would be. Basically all of fundamental modern physics is built not on fractional calculus (or fractal dimensions), but merely on finite integer calculus (and dimensions). And by finite integer I mean "mostly 0, 1, and 2", since most of fundamental physics is built on second-order differential equations. Such a mesmerizing topic, fractal multivariable calculus!
@jbtechcon7434
@jbtechcon7434 5 жыл бұрын
Okay, but what’s the physical meaning? If I find the transform of f(z) multiply it by (2*pi*i)^(1/2), then reverse-transform that, I have the half-derivate of f(z) wrt z. But what does it actually mean? If I use some fractional exponent alpha instead of 1/2, what does it mean? What is the meaning of the alpha-th derivate of f(z) wrt z in the limit alpha -> zero?
@MusicEngineeer
@MusicEngineeer 5 жыл бұрын
haha! nice! as an audio processing guy, i may think of taking the derivative as applying a first order highpass filter with 6 dB/oct slope ....yeah...i know - actually 6.02...blabla. so, the half derivative is just a 3 dB/oct highpass. a 6 dB/oct lowpass is an integral and a 3 dB/oct lowpass is a half-integral. and so on. this simplifies thinking about these ideas intuitively a lot hmmm...ok - strictly speaking, a filter has a cutoff frequency and these things would be a sort of limit as the cutoff goes to zero, but anyway
@MusicEngineeer
@MusicEngineeer 5 жыл бұрын
@@angelmendez-rivera351 well, it's intuitive for me personally because i have to deal a lot with such filters
@61rmd1
@61rmd1 3 жыл бұрын
So clear, and so powerful property! Thank you Dr Peyam! I have a question: What about the fractional derivative on Fourier trasform of Generalised Functions? I guess that it can be possible...what is you r opinion? Greetings from Italy...
@CalculusPhysics
@CalculusPhysics 5 жыл бұрын
Fantastic video! the only thing that i’m still a little confused about is automatically assuming that it works for fractions. like when we do integration by parts for normal derivatives, it’s pretty clear that the Fourier transform of f’’(x) will be (2πiζ)²*f^(ζ) but how do we know this will always work for fractional values of α [alpha]? i guess what i’m asking is that is there a more rigorous way to show that relationship?
@CalculusPhysics
@CalculusPhysics 5 жыл бұрын
sorta like the Gamma Function. it’s a pretty similar process using integration by parts for positive integers and getting n!, but is there a more rigorous way to show that the definition holds for fractions and complex numbers?
@tylershepard4269
@tylershepard4269 5 жыл бұрын
The Fourier transform is useful for developing a spectral decomposition of a finite signal. It comes out of the everlasting exponential, and you get the Fourier transform by plugging in w (omega) and convolving with the impulse response of a system. Pretty neat stuff!
@NAMEhzj
@NAMEhzj 5 жыл бұрын
So what i haven't really understood (I don't know if you mentioned it somewhere) is, whether this is THE way to define half derivative. It certainly seems very natural but can there be a different definition of half derivative that still satisfies D^1/2 D^1/2 f = Df ? Would be very interesting to know/see a proof of that or the converse!
@drpeyam
@drpeyam 5 жыл бұрын
I’m not sure if it’s unique, if that’s what you’re asking! There’s another definition of the half derivative which you can find on my playlist
@katherinewallace8815
@katherinewallace8815 3 жыл бұрын
Have you figured it out yet? Asking for a friend
@NAMEhzj
@NAMEhzj 3 жыл бұрын
@@katherinewallace8815 Unfortunately not. I know that for positive, self-adjoint operators on Hilbert spaces one can find a square root with the spectral theorem. When you apply this to the Laplacian on R^n, you find that the Laplace is given by U^{-1}MU, where M is multiplication by |x|^2 and in this case U is given by the fourier transform, so it is like in this video. Then you can take the square root of the multiplication operator and get your awnser. In this case (Laplacian is positive, self-adjoint) you have uniqueness of a positive square root. (Adding a minus you can always get another solution, which is excluded by requiring positivity). However, since the derivative itself is neither positive nor self-adjoint this doesn't seem to work here. However, viewing it from this perspective suggests that this approach is somehow the right one, and not arbitrary.
@jaikumar848
@jaikumar848 5 жыл бұрын
Dr payam ! are you going to start series on FRACTIONAL CALCULUS?
@drpeyam
@drpeyam 5 жыл бұрын
I’ve already done videos on that!
@drpeyam
@drpeyam 5 жыл бұрын
Fractional Derivatives kzbin.info/aero/PLJb1qAQIrmmB_ma3YrfuOXTPOQawokYV_
@PeterBarnes2
@PeterBarnes2 5 жыл бұрын
With this definition of real derivatives, we get to do the whole story of function-derivatives, without all of the Maclaurin series stuff. Define { fourier of }[ {g(D)} [f(x)] ]= g( 2(pi)i*z ) * { fourier of }[f(z)] or {g(D)} [f(x)] = { inverse fourier of }[ g( 2(pi)i*z ) * { fourier of }[f(z)] ] You get back your 'fractional calculus' as 'powers of derivatives,' and this should give the same result as our Maclaurin-series defined function-derivative: Take g(x) = [series 'g' of (x^n)] so { g(D) } [f(x)] = [series 'g' of ( {D^n}[f(x)] ) ] We start with: { fourier of } [ { g(D) } [f(x)] ] By our Maclaurin deinition: = { fourier of } [series 'g' of ( {D^n}[f(x)] ) ] By linearity of fourier transform: = [series 'g' of ({ fourier of } [{D^n}[f(x)] ]) ] Fourier transform of a derivative: = [series 'g' of ( [(2(pi)i*x)^n] * { fourier of }[f(x)] ) ] Because "{ fourier of }[f(x)]" doesn't depend on 'n,' =[ { fourier of }[f(x)] ] * [series 'g' of ( (2(pi)i*x)^n ) ] Because of definition of g(x), and rearrange: = g(2(pi)i*x) * [ { fourier of }[f(x)] ] QED Well-behaved functions, g defined on C, yadda yadda. Very cool, pi-m.
@PeterBarnes2
@PeterBarnes2 5 жыл бұрын
Well, you'd want to prove that this 'Maclaurin Integral' would actually 1) converge and 2) converge to the function f. I wouldn't be surprised if Fourier transforms would be useful, in that. The tough thing is about where integration happens. I'd presume the entire complex plane. Conveniently, the Pi function approaches infinity on negative integers, meaning nth integrals of 'f' are excluded from the process.
@ClevelandLemur
@ClevelandLemur 5 жыл бұрын
I'm half impressed
@ffggddss
@ffggddss 5 жыл бұрын
Next video: The 1½-derivative, by which you will be 150% impressed! Fred
@RieMUisthegoaT
@RieMUisthegoaT 5 жыл бұрын
Hey Dr. Peyam, What's is your research field? today i looked up the math department of my uni and i found out what do they research exactly, and i found some nice words lol like how my calc 1 dr researchs in integro-differential equations and fractional calculus. what means half derivatives aren't only useful but they are being developed right now...i think
@drpeyam
@drpeyam 5 жыл бұрын
Partial Differential Equations, although I don’t do research on fractional derivatives
@mehdisi9194
@mehdisi9194 5 жыл бұрын
Thank you dr peyam. I have a question about euler formula. Despite the fact that I have seen several proofs about this formula but I can not be convinced about the meaning of this formula at all and I see it artificially and not real because I do not have any idea of ​​the meaning of the power of imaginary numbers can you help me with introduction of any idea about it or any book where meaning of this formula is explained very well.thank you so much.
@drpeyam
@drpeyam 5 жыл бұрын
I like the book by Brown and Churchill, it explains complex numbers quite well!
@mehdisi9194
@mehdisi9194 5 жыл бұрын
@@drpeyam Thank you dr peyam. I have read this book thoroughly but in this book, too, I think the basic relationships are accepted by default And there is no discussion of the meaning of these relationships in this book. I'm looking for a book that at least discusses these relationships historically.
@mehdisi9194
@mehdisi9194 5 жыл бұрын
@@angelmendez-rivera351 thank you angel. Yes, so I can not get along with this system of numbers. In my opinion, this system of numbers is simply a tool for launching, my field of study is more physical than mathematics and I think that should be why I can not accept this And that is why I'm looking for the historical evolution of this system of numbers and if you know a book in this field please introduce me too
@ivansavchuk7956
@ivansavchuk7956 5 жыл бұрын
Can u do a video about Jordan decomposition in linear algebra? Previous year in Ukraine we had studied that but I didn’t understand what is that and the sense of this forms... Explain please...
@drpeyam
@drpeyam 5 жыл бұрын
There’s already a video on that!
@diegogambaro3823
@diegogambaro3823 5 жыл бұрын
all this works because e^x is an autofunction of the derivate?
@anthonyaportela217
@anthonyaportela217 5 жыл бұрын
At first I didn't like your stuff, but i've grown to change my mind. You're amazing
@drpeyam
@drpeyam 5 жыл бұрын
Thanks so much, I really appreciate it!
@dominicellis1867
@dominicellis1867 4 жыл бұрын
Would it be possible to have a transcendental derivative like the order is phi or pi or e and would there be any application from this like in quantum mechanics or general relativity?
@drpeyam
@drpeyam 4 жыл бұрын
Of course, just let alpha = pi
@dominicellis1867
@dominicellis1867 4 жыл бұрын
@@drpeyam lol well that was easy do you know of any applications of alpha = phi derivative like maybe it models the rate of change of self similarity of the Mandelbrot set or maybe there’s some link between the product derivative and alpha = e?
@drpeyam
@drpeyam 4 жыл бұрын
It appears apparently in fluid mechanics where a surface is cracked, or I guess in Brownian motion as well
@peterwaksman9179
@peterwaksman9179 2 жыл бұрын
Hi. How about working out some geodesics?
@williamdavis2505
@williamdavis2505 5 жыл бұрын
Those are some big hats!
@ffggddss
@ffggddss 5 жыл бұрын
Yup! Some expressions need a 10-gallon hat, podner! Fred
@nathanisbored
@nathanisbored 5 жыл бұрын
cool, but would it still give you the same half derivative of x as the other definition did? the one with pi in it?
@nathanisbored
@nathanisbored 5 жыл бұрын
@@angelmendez-rivera351 sick
@funkycude57
@funkycude57 5 жыл бұрын
Dr.πm
@nootums
@nootums 5 жыл бұрын
Bprp and the e^iπm
@ffggddss
@ffggddss 5 жыл бұрын
Splendid! And very neat! Fred
@drpeyam
@drpeyam 5 жыл бұрын
Thanks so much 🙂
@GAoctavio
@GAoctavio 5 жыл бұрын
Now do fractional FT :P
@himanshumallick2269
@himanshumallick2269 5 жыл бұрын
0:48 electrocuted!!
@drpeyam
@drpeyam 5 жыл бұрын
himanshu mallick Hahahaha
@remlatzargonix1329
@remlatzargonix1329 5 жыл бұрын
Cool!
@xCorvus7x
@xCorvus7x 5 жыл бұрын
You have put on a hat. How do you undo that? You put on a reversed hat.
@JeremyGluckStuff
@JeremyGluckStuff 5 жыл бұрын
Dr. Peyam please use delimiters for your transforms those hats were ubsurd
@drpeyam
@drpeyam 5 жыл бұрын
What do you mean?
@emanuelmartinez3585
@emanuelmartinez3585 5 жыл бұрын
First comment :)
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