Paper 2, Section I, B

Further Complex Methods | Part II, 2009

The Hilbert transform f^\hat{f} of a function ff is defined by

f^(x)=1πPf(y)yxdy\hat{f}(x)=\frac{1}{\pi} P \int_{-\infty}^{\infty} \frac{f(y)}{y-x} d y

where PP denotes the Cauchy principal value.

(i) Compute the Hilbert transform of (1cost)/t(1-\cos t) / t.

(ii) Solve the following Riemann-Hilbert problem: Find f+(z)f^{+}(z) and f(z)f^{-}(z), which are analytic functions in the upper and lower half zz-planes respectively, such that

f+(x)f(x)=1cosxx,xRf±(z)=O(1z),z,Imz0\begin{aligned} &f^{+}(x)-f^{-}(x)=\frac{1-\cos x}{x}, \quad x \in \mathbb{R} \\ &f^{\pm}(z)=O\left(\frac{1}{z}\right), \quad z \rightarrow \infty, \quad \operatorname{Im} z \neq 0 \end{aligned}

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