The laplace-transform tag has no usage guidance.
3
votes
0answers
59 views
Limits of a simple damped system
Definition: Let $F_n(s) = \frac{1}{s^{n+1}(1+s)^n}$ be the Laplace transform of $f_n(t)$.
Required Result: To show $\lim_{n\rightarrow\infty}f_n(n+n/e) < o(n)$.
Ideas:
Let $G_n(s)=\frac{1}{s^{n+...
0
votes
0answers
81 views
Concerning some Tauberian-type asymptotics of Laplace transform involving $e^{-\sqrt{s}}$
There are some well-known Tauberian theorems concerning the asymptotics of the original function (say as $t$ tends to $0$) and that of its Laplace transform (as $s$ tends to infinity). I want to ask a ...
0
votes
0answers
53 views
Initial value theorem for Fourier transform
Initial value theorem states that for a bounded function $f(t) = O(e^{ct})$ and an existing initial value, one-sided Laplace transform $F(s) = \int\limits^\infty_{0^-}f(\tau)e^{-s\tau}\mathrm{d\tau}$ ...
3
votes
1answer
98 views
Propagation error for ODEs
I am looking for a generic estimate to the following problem coming from biology:
I am solving the ODE
$$y'(t)=Ay(t)+zf(t), y(0)=0.$$
where $f$ is an external force determined by us and $z$ a ...
2
votes
0answers
51 views
Question about a set of Laplace-transforms
A couple of years I asked in MSE about a set of Laplace-transforms getting no answer so far but got curious again yesterday. I'm putting the question here and as much focused as possible, just as a ...
0
votes
1answer
85 views
How to numerically invert a bilateral (two-sided) Laplace transform?
For one-sided Laplace transforms I can find many algorithms to invert them numerically (e.g. algorithms named after: Talbot, Stehfest, Euler, ...).
However, I am interested in numerical inversion of ...
4
votes
1answer
120 views
Extended convolution theorem for Laplace transform
Let $(f*g)(t):=\int_0^t f(s) g(t-s)ds.$
Then the Laplace transform $L$ satisfies $L(f*g)(t)=L(f)(t)L(g)(t).$
This is known as the convolution theorem.
I would like to know whether something similar ...
1
vote
1answer
137 views
What is a sufficient condition for summability of formel power series? [closed]
There are several kind of summability , i accrossed differents conditions for applying for example Borel summation or laplace transform which let me mixed and confused , really i don't know if i have ...
1
vote
1answer
109 views
The Borel-Laplace transform of a transeries that contains logarithms
I am interested in Ecalle's generalization of the Borel-Laplace summation. I would like to see an explicit treatment of a summation of a transeries that include logarithmic terms.
The only example I ...
1
vote
1answer
54 views
representation of the Wright function
The two-parameter Wright function http://dlmf.nist.gov/10.46 is defined as the infinite series
$$
\phi (\alpha, \beta \, | z)=\sum\limits_{k=0}^\infty \frac{z^k}{\Gamma(k+1) \Gamma(\alpha k + \beta) ...
3
votes
2answers
277 views
Does the hitting time of +1/-1 of a Brownian motion posess a density?
The law of the hitting time of a 1-dimensional Brownian motion $W$ is well known, but I can't find any information on the density of the hitting time of $|W|$.
I define $T=\inf \{t>0,|W|(t)= 1\}$. ...
1
vote
1answer
278 views
Inverse Laplace transform to get CDF
I have the following problem. If i can get some help, I would greatly appreciate it. I am trying to replicate a particular research paper and came across a problem:
Suppose X is a birth death ...
15
votes
3answers
653 views
Proof of complete monotonicity of a binomial function
By plotting the function and its derivatives, one can easily be convinced that the function
$$f(x):=\log\binom{x}{p x}=\log\Gamma(x+1)-\log\Gamma(px+1)-\log\Gamma((1-p)x+1),$$ defined for $x>0$ and ...
1
vote
0answers
39 views
How to solve differential equation for cylindrical diffusion?
How the differential equation for diffusion along a hollow cylinder,
$$ \frac{\partial c}{\partial t} = D \Biggl(\frac{1}{r^2}\frac{\partial^2 c}{\partial \phi^2}\ + \frac{\partial^2 c} {\partial z^2}...
2
votes
0answers
47 views
Under which conditions could a function analytic on a right half-plane be a unilateral Laplace transform of a function?
What are the necessary and/or sufficient conditions for a function holomorphic on a right half-plane to be a unilateral Laplace transform of ANY function, square integrable or not, for which the ...
1
vote
0answers
95 views
Existence of a Laplace transform that takes specific values on the integers
The classical Marcinkiewicz theorem (1939) states that if a random variable $X$ has a Laplace transform/characteristic function of the form $\mathbb{E}(e^{tX})=e^{P(t)} $ with $P$ a polynomial, then ...
2
votes
1answer
603 views
What is this equation, written on a wall? [closed]
I was asked to ID the following, but can't figure out what it's for. Laplace Transform of acceleration (x double-dot)?
(Sorry that I can't provide a sharper image - this is all I have access to)
I ...
3
votes
1answer
233 views
Paley–Wiener theorem for functions with exponential decay
I feel like this should be well-known, but haven't been able to find any reference so far. Consider the set of all smooth functions on $\mathbb{R}$ such that $$\sup_{x\in \mathbb{R}} |e^{\alpha x} f^{(...
5
votes
1answer
305 views
Closed form for $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$
EDIT: Some additional details and corrections, I would appreciate any information about the highlighted expression.
I try to solve $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$ where $I_n(x)$ is the ...
2
votes
1answer
150 views
Upper bounds on the inverse Laplace transform
We define the Laplace transform of a non-negative function $f : \mathbb{R_+} \to \mathbb{R_+}$ by
$$\mathcal{L}f(q) \triangleq \int_0^{+\infty}f(t)e^{-qt}dt,$$
where $q$ is in the domain of ...
1
vote
0answers
101 views
Laplace transform of function that oscillates n times
I am interesting in understanding the following idea:
Suppose we have a function $f(x)$ such that $f \in L^1([0,\infty)), |f(x)| \leq C \exp(-\rho x)$, $\int_0^\infty f > 0$. Further, suppose $f$ ...
1
vote
2answers
740 views
Integro-differential equation
I have an equation of the type $$f-\frac{\sigma^2} 2 \frac{d^2 f}{dx^2}-\frac{df}{dx} = \int_0^\infty \left(\frac{df}{dx}\right)^2\exp(ax+f(x)) \, dx.$$
It is an integro-differential equation but the ...
3
votes
2answers
235 views
Inverse Laplace transform of $sech(\sqrt{2\lambda})$ and Brownian motion occupation time
In dimension 3 we have that for $T=\int_{[0,\infty)}1_{B_{t}\in B(0,1)}dt$ has the Laplace transform
$$E[e^{-\lambda T}]=sech(\sqrt{2\lambda}).$$
And in dimension 1 we have the same for $\tau=\min\{t:...
0
votes
0answers
45 views
DIfference between transforms,
I have a question regarding the difference between Laplace transform and so called Carson-Laplace transform. I mean what's the motivation behind the second one, why was it invented? Is there some area ...
2
votes
0answers
76 views
Looking for modern reference for asymptotic of Barnes integral
I am reading a paper (arXiv:1404.6407, by Galkin, Golyshev and Iritani) where the authors need to use the statement that for $z\to 0+$ (and in fact
in a sector) the integral
$$
\int_{1+\rm i \mathbb R}...
1
vote
0answers
62 views
Compute the following Laplace transform [closed]
I'm trying to Laplace transform the function
\begin{equation}
|\theta(t)|\sin(l\theta(t)),
\end{equation}
where $\theta(t)$ is any function of t.
I want to express the result with $\tilde{\theta}(s)$, ...
0
votes
0answers
822 views
Inverse Laplace transform of matrix exponential
I have the following Laplace-transformed, matrix-valued function:
$$U(s) = e^{As + B},$$
where $A$ and $B$ are diagonalizable, noncommuting (but very close to commuting, if that's useful -- $B$ is ...
1
vote
2answers
561 views
Solving a general, constant-coefficient, first-order, two-indep-variable system of PDEs
I have the following system of PDEs that I want to solve as "analytically" as possible:
$$\left(\partial_t + A\partial_x + B\right)\mathbf{u}(t, x) = 0,$$
where $A$ and $B$ are constant, ...
1
vote
2answers
180 views
How to find the Inverse Laplace Transform of the following?
I have a Laplace tranform in the form given below
$\mathcal{L}_I(s)=\text{exp}(-\pi\lambda \Gamma(1+\frac{2}{\alpha})\Gamma(1-\frac{2}{\alpha})P^{2/\alpha}s^{2/\alpha})$
Can some one help me to find ...
3
votes
1answer
267 views
Inverse Laplace transform of a hypergeometric function
This is a repost from Math Stack-exchange where I did not manage to get an answer.
https://math.stackexchange.com/questions/1491027/inverse-laplace-transform-of-a-hypergeometric-function
I managed ...
1
vote
0answers
133 views
Inverse Laplace transform of a non-negative function
Consider an entire function $f$, which is real for real arguments and satisfies $f(s)\geq 0$ for all $s\in\mathbb{R}$. Furthermore, assume this function is a Laplace transform,
$$
f(s)=\int_0^\infty e^...
1
vote
0answers
82 views
Inverse Laplace Transform involving irrational powers
Could anybody please suggest a reference or a possible solution how to invert the Laplace transform of
$e^{-(s^{\alpha}+\lambda)^{\beta}}$, where $0<\alpha<1$ and $0<\beta<1$.
4
votes
2answers
146 views
Why is taking the inverse Laplace transform valid in this case?
Assume $F \in L^2([0,\infty))$, so that the Laplace-transform $L[F]$ is well-defined. Assume furthermore, that
$$
y \mapsto \frac{L[F](iy)}{1+L[F](iy)}
$$
is in $L^2(\mathbb{R})\cap L^1(\mathbb{R})$, ...
1
vote
1answer
170 views
inverse Laplace transform of the determinant
what is the inverse Laplace transform of the function
$x\mapsto\det x$? (where $x\in\mathbb{R}^{n\times n}$ is a symmetric metric, if necessary at all.)
5
votes
1answer
364 views
Variations on the Mellin and Dirichlet transforms
There are a number of variations on the Laplace transform that turn up all over math. Some examples:
$\int_{-\infty}^{\infty} f(t)e^{-st} dt$ - The Laplace transform
$\sum_{-\infty}^{\infty} f(t)z^{-...
3
votes
0answers
83 views
Functions whose Laplace transforms have prescribed behavior at minus infinity
Let $f:\mathbb{R}\rightarrow\mathbb{R}$ be a non-negative function with entire Laplace transform $\hat{f}$ (in particular $\lim_{t\to \infty}e^{st}f(t)=0$ for all $s$), and $p_0$ a positive integer. ...
1
vote
0answers
46 views
How to find Laplace Transform of fractional-order differential systems
Let us consider the fractional-order complex-valued dynamic system as
$D^\alpha z(t)=-Az(t)+Bz(t-\tau),\ z\in \mathbb{C}$.
How to find the characteristic equation and the Laplace transformation?
1
vote
2answers
229 views
compute the limit of a rational function
Suppose I have a rational function defined by ($s$ complex)
$$
f(s)=w^T s(sI-Q)^{-1} v
$$
for nonzero column vectors $w,v$ and a (large) square matrix $Q$. Further assume that $Q$ is singular and that ...
2
votes
0answers
185 views
Existence of zero-free strip of a Laplace transform (edited ..)
Problem
Let $\beta$ be a probability measure on $\mathbb{R}$, and define
$$
K = \left \{z \in \mathbb{C}: g\left(z\right)=\int_{-\infty}^{\infty}\exp\left(z x\right)\beta ( dx ) \text{ is well-...
1
vote
0answers
161 views
Mellin transform of time-shifted function
The Mellin transform of a function $f(x)$ can be written as
$$
\mathcal M[f(x);z]=\int_0^\infty f(x)x^{z-1} dx
$$
Is there a simple expression for the Mellin transform of the function $f(x-x_0)$? ...
4
votes
0answers
946 views
Parseval's theorem
In operational calculus there is Parseval's theorem, which states that if $ f(t) \doteqdot F(p), \varphi(t) \doteqdot \Phi(p) $ and both $ F(p) $ and $ \Phi(p) $ are analytical in $ Re p \geq 0 $, ...
2
votes
2answers
824 views
Sum of two independent random variables
Let $\xi, \eta, \eta'$ be non-negative random variables such that:
$\eta \stackrel{\mathcal{L}}{=} \eta'$,
$\xi + \eta \stackrel{\mathcal{L}}{=} \xi + \eta'$,
$\xi$ and $\eta'$ are independent.
Does ...
1
vote
2answers
460 views
a limit of the laplace transform and its derivative
If $\phi(s)$ is the Laplace tranfrom of $f(t)$, then $\lim_{s\rightarrow \infty} s\phi(s) = f(0^+)$. and also $\lim_{\rightarrow \infty} s\phi'(s) = \lim_{t\rightarrow 0^+}tf(t)$ since $\phi'(s)$ is ...
3
votes
1answer
276 views
Integral representation of the resolvent of a semigroup
Let $T(t)$ be a $C_{0}$-semigroup with the generator $A$. Now, does the so called integral representation of the resolvent
$$
(\lambda - A)^{-1} = \int_{0}^{\infty} e^{-t\lambda}T(t) dt
$$
hold for ...
14
votes
0answers
591 views
Laplace Transform in the context of Gelfand/Pontryagin
Question: Do quasi-characters or some other semi-group properly generalize the Laplace transform or decompose functions in some setting in a way similar to how characters generalize the classical ...
0
votes
1answer
132 views
Extracting moments from a special Z-transform
Suppose I have a sequence of positive continuous random variables $\{X_k\}_{k=1}^\infty$ with (unknown) MGF's $M_{X_k}(s)$. Furthermore, it is known that
\begin{equation}\frac{X_n-n\mu}{\sqrt{n}\sigma}...
1
vote
1answer
2k views
Laplace transform - frequency differentiation property (generalization)
Let $\mathcal{L(f(t);s)}$ be the Laplace transform of a function $f$. It is known that the Laplace transform of $\mathcal{L}{(t^nf(t);s)}$ is given as (frequency differentiation property)
\begin{...
2
votes
2answers
324 views
How do I estimate/bound the error in an inverse Laplace transform?
Suppose I have a Laplace transform,
$$
F(s) = \int_0^{\infty}dx\ f(x)e^{-s x} \ .
$$
I know that
$$
F(s) \approx e^{A/(4s)}
$$
(for $s$ real) where $A$ is very large, and I want to estimate $f(x)$...
1
vote
1answer
363 views
An Integral Functional Equation
Let $f$ be a non-negative function supported and integrable on the positive real axis, such that
$$\int_0^\infty f(x+y)p(y) dy = c[p] f(x), $$
where $c[p]$ a number (functional) dependent on function $...
4
votes
1answer
355 views
Characterization of the Laplace Transform
One of the main properties of the Laplace transform is given by the convolution theorem.
$$\mathcal{L}(f*g)=\mathcal{L}(f)\cdot\mathcal{L}(g)$$
Question: Is there a full characterization of the ...
