Does the Laplace Transform Have an Orthonormal Basis in Hilbert Space?

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The discussion centers on the existence of an orthonormal basis for the Laplace transform in Hilbert space, drawing parallels with the Fourier series. Participants reference the complete orthonormal basis of the Fourier series, specifically the set {exp(inx)} for square-integrable functions, and explore whether a similar basis exists for the Laplace transform. The set {x^n} is proposed as a candidate for an orthonormal basis for functions developable in a Taylor series, though questions arise regarding the appropriate inner product to establish orthonormality. The conversation highlights the need for further analysis on the inner product definitions that would yield orthonormal properties for the proposed basis.

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I was just thinking back to my advanced linear algebra class and I remember the prof mumbling something about the Fourier series being an orthonormal basis for the hilbert space of square-integrable real-valued functions, lebesgue something, etc., and demonstrating the properties of the integral inner product and projections into that space. It all made sense at the time, I think. :) Sorry if I'm kinda vague, I can provide more info if needed.

I am curious, though, if something similar exists for laplace transform. It certainly looks like it fits the form, but I have been unable to find any detailed analysis of such. Anyone have insight?
 
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Some of the following may be nonsense but...

The way I interpret the article is that \{exp(inx)\}_{n\in \mathbb{Z}} is a complete orthonormal basis for the space of real valued square integrable smooth function on (-\pi,\pi) of domain (-\pi,\pi) with inner product defined by

\langle f,g \rangle =\int_{-\pi}^{\pi}f(x)g(x)dx.

This allows us to write, for any function f of that space,

f(x) = \sum_{n\in \mathbb{Z}}\langle f,\exp(inx) \rangle \exp(inx)

Using the language of vector spaces, <f,exp(inx)> is the projection of the vector f in the direction of the unit vector \exp(inx), i.e. the component of f in the direction of \exp(inx)

More generally,

\left\{ \exp \left( in\frac{2\pi}{P}x \right) \right\} _{n\in \mathbb{N}}

is a complete orthonomal basis for the space of real valued periodic functions of period P.

For functions that are NOT periodic, but that have the property that the integral

\frac{1}{\sqrt{2\pi}}\int_{-\infty}^{+\infty}f(x)\exp (-in\omega)dx = F(\omega)

converges, we can write them in a kind of "continuous" form of a Fourier series, i.e. as its Fourier transform:

f(x) = \frac{1}{\sqrt{2\pi}}\int_{-\infty}^{+\infty}F(\omega)\exp (inx)d\omegaNow let's make the analogy with the Laplace transform. Suppose a function f:(0,+\infty)\subset D \rightarrow \mathbb{R} can we written as the Laplace transform of some function a(t):

f(s) = \int_0^{+\infty} a(t) \exp(-st)dt

Note that \exp(-st)=(e^{-s})^t. Make the substitution e^{-s}=x and the equation becomes a restriction of f to the positive real line:

f|_{\mathbb{R}^+} = f(x) = \int_0^{+\infty} a(t) x^t dt

This is a kind of "continuous" form of a power series, right?

So to answer your question...

jbusc said:
I am curious, though, if something similar exists for laplace transform

...the analogue is the set \{x^n\}_{n\in \mathbb{N}}, which is a complete orthonormal basis for, say, the space of real valued function developable in a Taylor series of convergence radius R and of domain (-R,R), with the inner product defined as...

...as what exactly? Also, maybe \{x^n\}_{n\in \mathbb{N}} is not orthoNORMAL, but just orthogonal. What inner product would yield

\langle f,x^n \rangle = \frac{f^{(n)}(0)}{n!}

and

\langle x^m,x^n \rangle = 0

except for m=n

??
 
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Ohh I see! I still have to process all that but just skimming it makes sense. Thanks!
 
quasar987 said:
...the analogue is the set \{x^n\}_{n\in \mathbb{N}}, which is a complete orthonormal basis for, say, the space of real valued function developable in a Taylor series of convergence radius R and of domain (-R,R), with the inner product defined as...

...as what exactly? Also, maybe \{x^n\}_{n\in \mathbb{N}} is not orthoNORMAL, but just orthogonal. What inner product would yield

\langle f,x^n \rangle = \frac{f^{(n)}(0)}{n!}

and

\langle x^m,x^n \rangle = 0

except for m=n

??

Hmm, I vaguely remember this. But isn't \{x^n\}_{n\in \mathbb{N}} neither orthonormal nor orthogonal? You have to apply Gram-Schmidt for that to be true, right?

As for which inner product...I have to think about it for a minute...

hmm.the laplace transform? is that what I'm missing? I think I'm overthinking it...
 
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At least it's a complete set, we know that much! :p

(Also, the Fourier integrals in post #3 are with 'x' in the exponential and not 'n')
 
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