Cauchy principal value Created 2026-09-24 Updated 2026-10-14
The Cauchy principal value assigns an integral a value by a specified symmetric limit. Its simplest example is on : delete , integrate what remains, and obtain zero for every . The positive signed area under a graph cancels the negative one, although each grows without bound as the gap closes. This is a useful cancellation rule, but it does not make the ordinary improper integral exist.
Figure 1.
Equal local cutoffs cancel the signed areas of 1/x; unequal cutoffs leave a logarithmic remainder, even when both shrink to zero
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Precisely, let be finite and suppose that the two truncated integrals below exist for every sufficiently small . The local Cauchy principal value at is
provided the combined limit is finite. The same removes equal distances on the two sides of ; the outer endpoints need not be equally distant from . By contrast, the ordinary improper integral requires both one-sided limits to be finite separately before adding them. Whenever those separate limits exist, the Cauchy principal value agrees with their sum.[ref]
For , the natural logarithm gives
Their sum is zero at every positive cutoff, so . This calculation adds two finite truncated integrals and then takes a limit; it never assigns a meaning to . If the left and right deletion widths are instead and , then
Thus a ratio tending to produces : choosing gives , and choosing makes the sum tend to . Both widths can tend to zero without selecting a unique answer. The local Cauchy principal value selects the ratio .
Unequal outer endpoints leave a finite contribution even with symmetric local deletion. For ,
More generally, for a function with continuous derivative on , subtract its value at the possible simple pole:
The quotient in the last integral extends continuously to at . This formula explains both the cancellation and a practical way to compute it: integrate a continuous remainder instead of subtracting two large, nearly equal divergent contributions.
A finite Cauchy principal value is weaker than absolute convergence. Indeed,
Taking the absolute value destroys the cancellation. Even the Cauchy principal value need not exist: gives on the same truncated interval. Absolute integrability makes the cutoff prescription unnecessary; an ordinary improper integral can also converge without absolute convergence, as the Dirichlet integral illustrates. The three notions should therefore be checked separately.
There is an independent Cauchy principal value at infinity. For a function integrable on every finite interval, define
when the limit is finite. The ordinary improper integral instead requires convergence of the two tails separately.[ref] For example, the odd function has no finite singularity and its symmetric integral is always zero, whereas its two tails diverge. Unequal truncations give
Letting as yields . Symmetry at infinity is therefore a separate choice from symmetry near a finite pole. When both are needed, state both prescriptions, for example first take the local Cauchy principal value at fixed and then let ; coupling the two cutoffs requires its own justification.
The local cancellation also defines the principal-value reciprocal distribution. Since is not a locally integrable function across zero, its action on a test function is prescribed by
The test function is smooth with compact support, so the last numerator removes the singular constant contribution: its quotient tends to at zero and vanishes sufficiently far away. This defines a distribution, not a finite pointwise value of at zero. It extends to Schwartz functions as a tempered distribution, and is also the distributional derivative of the logarithmic modulus.[ref] Using an asymmetric local cutoff ratio would add to this action, equivalently adding times the Dirac delta function. Thus the cutoff choice matters even after passing to distributions.
Why keep this prescription? A Fourier transform naturally encounters such a kernel. With , pairing and gives, for and ,
The cosine contribution is an odd function and cancels locally; the sine contribution has a removable singularity and its tail converges by the Dirichlet integral. This is the Fourier transform of a principal-value reciprocal, with the sign function. The displayed computation is a prescribed limit for each nonzero ; the corresponding Fourier transform identity is understood as an identity of tempered distributions, rather than the transform of an absolutely integrable reciprocal function.
Figure 2.
Fourier cancellation for 1/x: the odd cosine contribution disappears, the sine contribution approaches minus i times pi, and the Hilbert transform turns a cosine into a sine
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The Hilbert transform uses exactly this principal-value reciprocal distribution as a convolution kernel. In the convention already used here,
for Schwartz functions , with the second identity interpreted through tempered distributions. Hence the singular integral has a simple description as a Fourier multiplier.[ref] For the bounded pure tone with , the same calculation with symmetric deletion about and symmetric truncation of at infinity gives and . These tones lie outside the Schwartz space; their prescribed Cauchy principal values explain the quarter-cycle shift in the figure. Both figures are calculated mathematical illustrations. Reversing the Hilbert denominator reverses these signs; NIST uses that opposite convention.[ref]
For a unit vector , the directional Hilbert transform integrates along lines parallel to . Its Fourier multiplier is under the usual transform convention. Applied to a rectangle whose long axis is , it reduces to the one-dimensional logarithmic tail of an interval indicator function, separately on each transverse coordinate.
Filtered backprojection 2026-10-14
The Radon transform records line integrals of a planar density. Apply the transverse Hilbert transform and a derivative to each projection, then average the filtered values over all lines through the reconstruction point. With , the filter has Fourier multiplier . The Fourier inversion theorem, or the jump of the complexified transport Cauchy kernel, proves the displayed formula. The factor is when directions are integrated over a half-circle. The growing Fourier multiplier explains amplification of measurement noise and the need for regularization of an inverse problem.
Large-distance tail of the Hilbert transform Created 2026-10-06 Updated 2026-10-14
For a Schwartz function , the Hilbert transform satisfies at both infinities. Splitting the inverse Fourier transform at the sign multiplier's jump and integrating each half-line by parts extracts the zero-frequency value ; the remainder vanishes by the Riemann-Lebesgue lemma. A nonzero zeroth moment therefore obstructs Schwartz decay.
Use the Fourier transform convention . The deleted-ball kernel need not be integrable at infinity, so first work with finite annuli. Write
We will prove a uniform bound, convergence as , and then convergence as . This makes all Fourier-transform assertions precise for the annularly cancelling singular convolution kernel.
Fix and put , so . For , let and define
The Hörmander integral kernel condition gives
On changing variables , the phase factor shows . The symmetric difference between and lies in the two shells whose radii are within of and . On each such shell, the kernel's size bound gives, by polar integration,
Therefore
and adding the two comparisons proves the oscillatory tail estimate for a singular kernel:
The integral on the right is at most . Moreover, for fixed , it tends to zero as because the translated difference is absolutely integrable outside . The shell term also tends to zero. Thus the far Fourier integral is Cauchy and converges as its outer radius tends to infinity.
Set . If , annular cancellation allows subtraction of the constant phase on the near annulus:
The same estimate applies to a shorter near annulus when . The far annulus is bounded by , using the tail estimate; if , apply that estimate with . At the annular integral vanishes by cancellation. We have proved
For each fixed , the size bound makes , and in as . By the Plancherel theorem, their Fourier transforms converge in to . The pointwise improper limits just established identify this transform, up to a null set, with
For example identification follows by selecting an almost-everywhere convergent subsequence from the convergence. Hence
The near-annulus integral with the constant phase subtracted converges absolutely at zero, since its bound is proportional to . The far integral has already converged. Therefore for every , with the same uniform bound; the value at zero may be set arbitrarily.
For , the convolution is absolutely convergent for each by Cauchy-Schwarz inequality. Its Fourier transform is : first prove this for Schwartz functions and then approximate any input. The convolutions converge uniformly under this approximation by the same Cauchy-Schwarz bound, and the multiplier outputs converge in by their uniform operator bound, so these two definitions agree. Define the bounded Fourier multiplier operator by . Dominated convergence theorem and the Plancherel theorem now give
For the final request, use a normalized bump function, , so that its dilates form an approximate identity. Multiplying Fourier transforms gives
These products are integrable by Cauchy-Schwarz inequality, since , and also define functions because and are bounded. Thus the convolution identity is justified even though need not be in :
The allowed standard approximate identity results, applied to , prove convergence to in norm and almost everywhere. This is the mass normalization in mollified singular integrals; it does not require proving almost-everywhere convergence of the sharp truncations .
If “bump function” means merely smooth with compact support, the stated limit needs the unit-integral qualification. For arbitrary such , the limit is instead. This is also the almost-everywhere limit: at each Lebesgue point of , subtract inside the convolution and bound the remaining local average by the boundedness and compact support of . As a concrete counterexample without normalization, take in dimension one and for a unit-integral mollifier . This kernel has the required size, odd annular cancellation, and translation-difference integral on for every . Its limit operator is the nonzero Hilbert transform; by the Hilbert-transform Fourier multiplier, it is an isometry. For any nonzero the mollified limit is , not .
The barred integral in the PDF denotes a Cauchy principal value. With its left side is the convolution , whose Fourier transform is . The right side is on and zero outside; either direct integration or the Fourier transform shift rule gives
Thus, away from the irrelevant single point in the formulation,
By the Fourier transform of the absolute logarithm, the difference has transform ; its two delta terms cancel. Therefore
Its endpoint logarithms are locally square integrable, and at infinity, so it belongs to L2 space. The Hilbert transform multiplier is invertible almost everywhere on this space, proving uniqueness there. Without a decay or function-space condition, one may also add a constant under the symmetric principal-value convention. If the reversed step function were used to retain the printed sign in part (i), this answer would acquire the opposite sign.
Define the Radon transform and its transverse Hilbert transform by
Use the signed Cauchy boundary operators and . Thus and are the complementary idempotent projections; itself carries the signed lower-boundary convention. The PDF defines the outside limit but omits the definition of the inside limit in its displayed formula. We take , as required by that formula.
As , apply the Sokhotski–Plemelj formula to the kernel from part (b):
The principal value contribution is . The delta contribution is the same from either side and equals
Since for the inside limit, the resulting boundary value is
The outside limit similarly has in place of . Naming the signed convention explicitly prevents a sign error from treating as a positive projection.
The two boundary values have jump
The line-tail contributions cancel. Because the complexified transport Cauchy kernel is holomorphic on both sides of the unit circle and vanishes at spectral infinity, the Cauchy integral formula reconstructs it from this jump:
There is no additional entire term: its inside and outside boundary values would agree, so it would define an entire function vanishing at infinity. Expand outside the circle as . Then
In the original coordinate , the transport equation is . Its constant term at infinity is . Since
we obtain the inverse Radon transform in filtered backprojection form:
Opposite directions represent the same unoriented line. Reversing by reverses ; the Hilbert transform changes sign under this reversal, and its derivative changes it back. Thus the integrand agrees for opposite directions and the factor becomes if the angular integral is over . With the convention , the Hilbert transform has Fourier multiplier ; the derivative makes the filter . This also identifies the formula with the standard ramp-filter reconstruction.
In the Boussinesq approximation, density departures from a constant reference density are small enough to neglect in inertia and mass continuity, but their gravitational effect is retained. Write the total buoyancy acceleration as , choose a hydrostatic background , and set . Thus is the buoyancy perturbation, positive for a parcel lighter than the background at its present height. The squared buoyancy frequency is
Stable stratification has . A small vertical displacement of a parcel conserving its buoyancy gives , explaining the restoring acceleration and the name of .
Let be pressure with the background hydrostatic pressure removed, , and the material derivative. The ideal, nonrotating Boussinesq equations are
The last equation is equivalent to . There is neither viscosity nor buoyancy diffusion. The reference density occurs in the pressure normalization, while the small density anomaly occurs only through buoyancy.
For the two-dimensional disturbance, linearization about rest gives
A plane internal gravity wave proportional to therefore satisfies
These internal-wave polarization relations and the dispersion relation determine the individual responses in parts i and ii. A radiating response has no incoming internal gravity wave from ; an evanescent response is bounded there. The harmonic solutions describe the response after excluding arbitrary initial transients.
For the localized oscillatory boundary, define and . Both signs of vertical wavenumber must radiate into . Their horizontal wavenumber is , so the positive- contribution involves and the negative- contribution involves . Consequently the complex horizontal velocity is
Taking its real part proves
The positive- internal-wave polarization has and the negative- one has . Hence
In particular, , so the boundary condition is recovered exactly. This is two-beam radiation from a localized oscillating boundary.
Take a smooth localized profile, for example . Its effective support is a neighbourhood of width a few ; increasing that neighbourhood makes the tails arbitrarily small. The boundary displacement is to first order, so at it is flat and moving at maximum speed. At that instant,
There are two narrow oblique beams centered on and . Away from their overlap, the velocity is parallel to the relevant beam, in the directions and . The figure uses and measures velocities in units of .
Figure 1.
Velocity in two internal-wave beams when the oscillating boundary is flat and moving fastest
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At other phases the terms contribute. For the positive-frequency convention above, is the Hilbert transform of ; it generally has longer tails than . Thus even when the boundary is nearly stationary, the interior need not be stationary or confined to the bright cores shown here. Half a period later all velocities reverse. The beam directions remain the same, but the instantaneous velocity profile and its quadrature component change.
A short pulse has a broad frequency spectrum. Frequencies below produce outgoing internal gravity wave packets with frequency-dependent ray slopes ; frequencies above contribute an evanescent near-boundary response. Moreover the group velocity depends on wavelength as well as direction. The radiated packet therefore spreads into a dispersive fan or wake, with different frequencies traveling at different angles and different scales separating along those directions. After the forcing ends the propagating packet travels away, rather than maintaining the two permanently driven monochromatic beams.
Keep the coordinates and operator from part (a). The attenuation is known, and the source is to be reconstructed. Put and . The directed forward attenuated Radon transform, for a detector at the positive end of the line, is
This weight accounts for absorption from each emission point to the detector. It is also derived by solving the real transport equation with zero incoming intensity: its outgoing limit is . In particular reversing the line direction generally changes the measurement. The pair reconstructs from full directed data and known ; it does not infer both unknown functions from the same data.
We must specify the sign convention for the projectors. Use the Hilbert transform and the signed Cauchy boundary operators
Then , and the positive idempotent projectors are and . This is the signed boundary-value convention in the given limits of . To express everything with ordinary complementary projectors, one may instead write , . The given limits become
Both depend on the transverse coordinate and direction but are constant along .
The equation supplies an integrating factor:
where is the inverse of unattenuated complex transport, normalized to vanish at spatial infinity. To see the normalization and analyticity rather than assume them, let . The complexified transport Cauchy kernel is
In the rotated coordinates, . The identity and the Jacobian prove with exactly this normalization. The denominator cannot vanish for nonzero real off the unit circle. The kernel is analytic separately inside and outside that circle, is at zero and at infinity. Thus and the displayed have the corresponding spectral behavior for the smooth decaying data. In particular at infinity and is bounded, indeed , at zero.
The limiting unattenuated inverse on any smooth decaying input is
One may verify this directly in the rotated Fourier variables: has multiplier , so its inverse has a pole at . As , the positive transverse frequencies have the negative tail primitive and the negative transverse frequencies have the positive past primitive; for these allocations reverse. Splitting with the Fourier projectors yields exactly the two formulas above. Applying them to reproduces the assumed limits of and checks the signs.
Now apply the same limiting inverse to . Because are independent of , its line integral is , while its tail is . Hence
The unknown incomplete line integral cancels in their difference. All remaining quantities are obtained from the measurements and known attenuation:
Each projection acts in at fixed , before evaluating and . Pulling a transverse-dependent exponential outside a projector would be incorrect.
The sectionally analytic therefore solves an additive Riemann-Hilbert problem on the counterclockwise unit circle, with the plus value inside. The normalized Cauchy integral formula is
The Sokhotski–Plemelj theorem gives its jump; boundedness at zero and decay at infinity make it unique by the Liouville theorem. Its expansion at infinity is
Substitute into the original equation. The part contributes at order one, the reciprocal derivative and vanish at that order. This derives the projection formula for inverse attenuated Radon transform:
Together with the boxed forward transform this is the requested pair. The derivation uses no small-attenuation approximation. For smooth compactly supported data the operations above are justified directly; sufficient integrable decay permits the same limiting construction.
As a normalization check, set . Then , and . Since the line transform is independent of and , the formula reduces to
the full-angle inverse Radon transform. For the radial Gaussian , and , so the reconstructed value at the origin is , checking the factor.
In single-photon emission computed tomography, represents the internal emission density, the known absorption coefficient and the directed detector counts. Each path integral weights a source point by its survival probability to the detector. Thus the attenuated Radon transform is the forward measurement model and its derived inverse reconstructs the emission distribution, providing the mathematical basis of SPECT.
Consider , extending it at zero by . It is holomorphic in the upper half-plane and on its boundary, and on large upper semicircles because . For real , indent the upper-half-plane contour above the pole of . The clockwise indentation contributes , while the large semicircle contributes zero in the limit. The Cauchy integral theorem gives
With the stated Hilbert transform convention this is . But
Taking real parts yields the Hilbert transform of the sinc function:
At the right side has limit zero; the same value follows by oddness of the principal-value integrand. The apparent singularity of at zero is removable, so the contour calculation is valid there too.
Use the sign convention in the question: the Hilbert transform kernel is , the negative of another common convention. A contour indentation at the origin gives
For close the contour in the upper half-plane; for close it below. Thus the transform of is for . Since , integration of this multiplier identity, justified first with an Abel regularization, yields
The value at zero also follows directly from .
Assume for this spectral construction that the source and known attenuation are sufficiently smooth and decaying, for instance compactly supported, and that for the physical interpretation. The following steps identify both the forward attenuated Radon transform and the route to its inversion.
First write the complex transport operator as
For this is the real directional derivative , with . Put and . The spectral equation on the unit circle becomes
Its minus sign fixes the appropriate endpoint condition: use . The integrating factor gives
Thus the measured quantity at the opposite end of the line is
The exponent is the attenuation accumulated between the source point and the detector at the negative end. The common convention with detector at the positive end is the same transform after reversing the direction, . Using an incoming zero condition at the negative end while retaining the printed minus sign would instead give a growing integrating factor, not physical attenuation.
Next, for , the operator is a complex elliptic first-order operator. Its decaying whole-plane Green function is
This is obtained by a real-linear change of variables in the Cauchy-Green operator; its change of orientation explains the sign. Write for convolution with this kernel. Solve , and set . This removes the attenuation:
The normalized spectral solution is analytic separately inside and outside the unit circle. As approaches that circle, the Green function's characteristic singularity produces two limiting values. Their relation is computed from the weighted line integrals above together with transverse Hilbert transforms; the known attenuation determines the integrating factor weights. The two spectral limits are not individually just the incoming and outgoing real characteristic solutions: the singular-kernel prescription matters.
Finally formulate the resulting additive Riemann-Hilbert problem on the unit circle. Its jump is determined by the measured attenuated Radon transform and known . With the unit circle oriented counterclockwise and jump , a Cauchy integral formula reconstructs the normalized spectral solution:
The normalization at zero supplies the compatibility condition . Recover from , or from its small- coefficient: if , then . Equivalently the large- coefficient gives when . This spectral reconstruction of an attenuated Radon transform is the analogue of recovering from a coefficient in (ii). Known attenuation and full directed line data are inputs; one does not determine an arbitrary unknown attenuation and source simultaneously from this argument.
We place the definitions and the unheaded preliminary requests here before addressing the first labelled property. The Schwartz space consists of smooth functions with finite seminorms
for every pair of multi-indices. Convergence means convergence in each seminorm. The tempered distribution space is its continuous dual space, with weak convergence tested against every Schwartz function. A continuous functional satisfies a bound by finitely many of these seminorms, equivalently by one sufficiently large weighted derivative seminorm.
Use the Fourier transform convention
Differentiation under the integral and integration by parts express as a constant of modulus one times the Fourier transform of . Its supremum is bounded by the norm of that function. For , this norm is at most a constant times finitely many Schwartz seminorms, using the integrable weight . Thus is continuous.
For completeness, Fourier inversion follows by inserting in the inverse integral and using Fubini's theorem. The result is convolution with the Gaussian approximate identity
It tends to , while integrability of allows the damping factor to be removed by dominated convergence theorem. Consequently . Reflection preserves every Schwartz seminorm, so the inverse transform is continuous as well. This proves the Fourier transform isomorphism of the Schwartz space.
Define the Fourier transform of a tempered distribution by transposition,
The Schwartz-space continuity just proved makes this a tempered distribution. Its inverse is , where . These maps are continuous for weak convergence, since each pairing is a pairing with a fixed transformed test. They are also continuous for the strong dual topology, because the Schwartz-space maps take bounded sets to bounded sets.
The convolution of a tempered distribution with a Schwartz function is
Smooth dependence of translated Schwartz functions gives . The finite-seminorm estimate and show that each derivative has at most polynomial growth. In particular, is a smooth function defining a tempered distribution. It need not itself be a Schwartz function; for example .
Writing , its distributional pairing is . The inner convolution is a Schwartz function, and this identity follows by integration in the Schwartz topology, justified by the weighted seminorm estimates. A direct Fubini's theorem calculation gives . Hence
Multiplication is well defined because multiplication by acts continuously on .
Now write the Hilbert transform as convolution with , the principal-value reciprocal distribution. The given Heaviside function transform, together with , yields
The value of the sign function at zero is irrelevant to its regular distribution. Thus the Hilbert-transform Fourier multiplier is
Applying Plancherel theorem, whose normalization here is , proves the isometry:
The principal-value integral agrees with this convolution: near its singular point subtract , and use odd cancellation; at infinity the Schwartz decay gives convergence. The Hilbert transform has domain , but generally does not take values in , as the tail in part (c) demonstrates.
With the stated sign convention, write to obtain
The Cauchy principal value of the cosine part vanishes by oddness, while the Dirichlet integral gives
Thus the Hilbert transform has Fourier multiplier . Taking the real part yields
Using the convention adopted here, the Hilbert transform is
The convention with denominator differs by a minus sign.
A singular integral operator has a kernel whose ordinary integral can fail at points on the integration domain. A specified limiting prescription, such as a Cauchy principal value, can still define the operator by cancellation. For the Hilbert transform kernel , subtracting from a locally Hölder-continuous density leaves locally integrable; the constant part is interpreted by symmetric deletion. The limiting prescription and the class of allowed densities are part of the operator's definition, not optional details.
Complexifying the directional transport equation yields spectral solutions analytic inside and outside the unit circle. An integrating factor built from known attenuation removes its multiplication term. The limiting Green kernels encode weighted line measurements and transverse Hilbert transforms. Their jump gives a Riemann-Hilbert problem; its solution recovers the source from an asymptotic coefficient. A general primary treatment of this spectral construction is www.stat.uchicago.edu/~guillaumebal/PAPERS/AttRadTh.pdf .
For a nonrotating uniform-stratification fluid under the Boussinesq approximation driven at by a localized vertical-wall velocity, positive vertical wavenumbers radiate down and right and negative ones up and right. The real velocity separates into functions of and . Its in-phase component is half the imposed boundary profile on each beam; the quadrature component is its Hilbert transform partner. Thus compact localization at maximum boundary speed does not imply compact localization of all components at every phase. A finite-duration source contains several frequencies and spreads energy over their different ray angles and group speeds.