The Complex-Step Integral Transform

TL;DR

The paper introduces the Complex-Step Integral Transform (CSIT), a novel unified framework combining analytic continuation, derivative approximation, and multi-scale smoothing, demonstrating advantages over traditional methods in spectral analysis and PDE stabilization.

Contribution

It presents the CSIT as a new integral transform that enhances numerical differentiation and spectral analysis, with improved robustness and smoothing capabilities compared to existing approaches.

Findings

CSIT preserves phase and suppresses high-wavenumber noise.

CSIT provides smoother, more robust attributes than Hilbert-based methods.

Demonstrated effectiveness on advection equation and frequency analysis.

Abstract

Building on the well-established connection between the Hilbert transform and derivative operators, and motivated by recent developments in complex-step differentiation, we introduce the Complex-Step Integral Transform (CSIT): a generalized integral transform that combines analytic continuation, derivative approximation, and multi-scale smoothing within a unified framework. A spectral analysis shows that the CSIT preserves phase while suppressing high-wavenumber noise, offering advantages over conventional Fourier derivatives. We discuss the roles of the real and imaginary step parameters, compare FFT-based and interpolation-based implementations, and demonstrate the method on the advection equation and instantaneous-frequency computation. Results show that the CSIT yields smoother, more robust attributes than Hilbert-based methods and provides built-in stabilization for PDE solvers. The CSIT thus represents a flexible alternative for numerical differentiation, spectral analysis, and seismic signal processing. The method opens several avenues for future work, including non-periodic implementations, adaptive parameter selection, and integration with local interpolation frameworks such as high-order Finite-Element methods.