Questions tagged [laplace-transform]

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Laplace transform and Laguerre Polynomials

What is the kernel $K(t)$ of the following Laplace transform equation: $$\int_{0}^{+\infty}e^{-(x+y)t} K(t) dt= \sum_{n=0}^{\infty}\varphi_{n}^{\alpha}(x)\varphi_{n}^{\alpha}(y),$$ where $\varphi_{n}^{...
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164 views

What is the inverse Laplace transform of $\frac{(1/s)_{n}}{s} $?

Introduction So far, I have found (p. 5) the following generating functions of the unsigned Stirling numbers of the first kind: \begin{equation} \tag{1} \label{1} \sum_{l=1}^{n} |S_{1}(n,l)|z^{l} = (z)...
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68 views

Regularization of the area under hyperbola

So, I am trying to find the regularized value of the divergent integral $I=\int_1^\infty \sqrt{x^2-1}dx$. Since the area of $\int_0^1 \sqrt{1-x^2}dx=\frac\pi4$, I wonder whether the area under ...
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24 views

Fractional power of the operator $\mathcal{L}_t[t f(t)](x)$ and equivalence of divergent integrals

I wonder whether an expression for fractional power of operator $\mathcal{L}_t[t f(t)](x)$ that involves Laplace transform can be derived? I am asking this because this operator preserves the area ...
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202 views

Laplace transform calculation

Please can someone help me? I have tried to find the Laplace transform of the form: $$\int_{0}^{+\infty} (v+1)^{\nu}(2v+1)^{k}v^{\alpha} \exp(-pv), \mbox{ where }\alpha,\nu, k \mbox{ are integers }$$ ...
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81 views

Solving a integro-differential equation

I am trying to solve an integro-differential equation: $$ {\frac{d}{dt}} f(t)=\int_0^t k(t-\tau)S(\tau)f(\tau) d\tau $$ with initial condition $f(0)=1$ If $k(t)=c\delta(t)$ with $c$ being constant, ...
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2answers
185 views

Can we meaningfully ascribe values to these divergent integrals?

My gut feeling is that $\int_0^\infty (1-\frac1{x^2})dx=0$ $\int_0^\infty (x-\frac2{x^3})dx=0$ $\int_0^\infty (x^2-\frac6{x^4})dx=0,$ etc, and in general, $\int_0^\infty (x^k-(k+1)!x^{-(k+2)})dx=0,$ ...
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76 views

Can I express this random variable in terms of known distributions?

By computing the Laplace transform of the total length of a random tree (the nested Kingman coalescent tree with coalescence rates $\gamma$ for the individuals and $\gamma'$ for the species), we would ...
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106 views

Is inverse Laplace Transform of a power of $s$ a positive function?

It's trivial that the Laplace Transform of a positive function is a positive function on $s$ domain. What about the inverse thought? What can we say about the positiveness of the inverse Laplace ...
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1answer
255 views

Inverse Laplace Transform using contour integration

So math stack exchange isn't really helping much with this. So initially, I'm proving the inverse laplace transform using contour integration. This is a good starting point for my research when I ...
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40 views

Laplace transform of the product of two gammas

Suppose that $X$ and $Y$ are both gamma distributed with shapes $a,b$ and unit scales / unit rates. To fix ideas, X has Laplace transform given by: $$L_X(t) = \mathbb{E}(e^{-tX}) = (1 + t)^{-a}$$ How ...
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47 views

Laplace inversion with residue theorem doesn't satisfy IC of IVP

I have the following initial value problem $$ \frac{d\theta}{dt} = A(p-\theta) + B(\omega-\theta) $$ subject to the initial condition $$ \theta(0)=\theta_0 $$ and the constitutive set of equations $$ \...
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36 views

Laplace transform of sum of random variables in first hitting time problem

Let me refer to the example here. Suppose $X$ is a birth-death (BD) process (represents population size) that evolves by: $X \to X+1$ if a birth occurs with rate $\mu$, $X \to X-1$ if a death occurs ...
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1answer
193 views

Laplace transform inversion

I have a probability distribution that is defined through it's Laplace transform by : $$L(t) = \mathbb E(e^{-tX}) = e^{1 - \frac{1+t}{t}\ln(1+t)}$$ Using R and the invLT package, i have a numerical ...
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67 views

About the computation of the inverse Laplace transform [closed]

I have several questions about the inverse Laplace transform: If $F(s)$ is a smooth real-valued function vanishing on a large subset of $\mathbb{R}$ (e.g. $F(s)$ is supported on a bounded interval), ...
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47 views

Laplace transforms of fractional equation

is there a finite expression of the Laplace transforms of the function \begin{align} L\left[ {\frac{{{x^n}}}{{{{(1 + x)}^m}}}} \right]\quad n \ge m \end{align}
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Smoothness and decay correspondence for Laplace transform

For the Fourier transform, there are various theorems formalizing a correspondence between the smoothness of a function and the rate of decay of its Fourier transform. For example, if a function is $n$...
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150 views

Growth of (integral of) Laplace transform of a function of compact support as $Re \to -\infty$

Let $f:[0,\infty)\to \mathbb{R}$ be supported on $[0,1]$, with $\int_0^1 f(x) dx = 1$. Let $\mathcal{L} f$ be its Laplace transform. How slowly may $$\int_{-\infty}^\infty |\mathcal{L} f(\sigma+i t)| ...
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757 views

Where does the Laplace transform come from?

The Gelfand transform on the commutative Banach *-algebra $L^1(\mathbb{R})$ is just the Fourier transform. Q. What can we say concerning the Laplace transform?
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101 views

Is this integral transform related to the Laplace transform?

The Laplace transform of a function $f(t)$, defined for all real numbers $t \geq 0$, is the function $F(s)$, defined by $${\displaystyle F(s)=\int _{0}^{\infty }f(t)e^{-st}\,dt}.$$ Let $\varphi: {\...
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1answer
169 views

Integral transformation, Laplace-like

Is the following integral transformation of $f$ known (for suitable $f$ and $s\in\mathbb{C}$)? $$ \int_1^\infty f(t) \frac{e^{-ts}}{1-e^{-ts}}dt $$ It resembles somewhat the Laplace transformation. ...
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495 views

Bromwich integral transformed to an integral on the real axis

I am new in complex integration and inverse Laplace transforms. I already asked this question on math.se but got no answer. The author of a textbook claims that the inverse Laplace transform has ...
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1answer
133 views

Connection between non-constant completely monotone function and strictly positive definite kernels (Schoenberg characterization)

I'm reading this book chapter, where they stated two alternative characterizations of completely monotone functions $\phi$ using (1) Laplace transform of a finite, non-negative Borel measure and also ...
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84 views

Is harmonic mean of linear functions a Bernstein function?

According to some experiments I've been running, for any $n$ and non-negative $a_1, a_2, \ldots a_n$, the following function: $f(t) = \frac{n}{\sum_{i=1}^n 1/(a_i+t)}$ is a Bernstein function, ...
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81 views

Expressing 1-e^{-z} as a Fourier integral

According to the theory of screw functions and screw lines by John Von Neumann and Issai Schoenberg (see here), any function $F:\mathbb{R} \rightarrow \mathbb{R}$ such that $F(|x_i - x_j|) = \|f(x_i)-...
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1answer
105 views

Asymptotics for an exponential generating function from an ordinary

I'm interested in taking an ordinary generating function $$F(x)=\sum_{n\geq 1}m_nx^n$$ and converting it to an exponential generating function $$M(x)=\sum_{n\geq 1}m_n\frac{x^n}{n!}.$$ I would then ...
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1answer
166 views

Weak continuity under Laplace transform

Let the sequence $u_n\in L^2(0,\infty)$ weakly converges to $u\in L^2(0,\infty)$. What can we say about the corresponding Laplace transforms $U_n(s)$ and $U(s)$? $U_n(s)$ converges point-wise to $U(s)...
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155 views

Laplace transform of a random variable: Inversion formula from an interval

Let $X$ be a non-negative random variable with a CDF $F$. Let $L_X(t)$ denote the Laplace transform of $F$, i.e., \begin{align} L_X(t)=E[ e^{-tX}], \quad t \ge 0 \end{align} It is known that $L_X(...
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1answer
167 views

Can Mellin transform be applied in this function? What's the result?

$$f(x) = \mathop {\lim }\limits_{T \to \infty } {i}\int_{-1/2-i\,T}^{-1/2+i\,T} \frac{(x-1)^{s}}{2^{s+1}}\,\frac{1}{sin(\pi*s)\,}\,\frac{ds}{s}$$
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116 views

Decay of Laplace (or Mellin) transform beyond region of convergence?

Let $f:[0,\infty)\to \mathbb{R}$ be a piecewise differentiable function with $f(0)=0$ and $f'(t)$ of bounded variation. Its Laplace transform $\mathcal{L}f$ converges for $\Re s > 0$. Assume it can ...
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120 views

Diffusion equation solution using Laplace transform [closed]

Consider the operator $$ L=k\frac{\partial ^{2}}{\partial x^{2}}-\frac{\partial }{\partial t} $$ with domain $D(L)={u} \in \Bbb R \times [0,+\infty )$, initial value $u(x,0)=g(x), \forall x\in \Bbb R$...
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1answer
72 views

Identity for stable Lévy subordinator

I want a proof or a reference for the identity $$ \int_0^\infty \frac{s^{n-1}}{\Gamma(n)} p_\beta(s,x)\,ds =\frac{x^{n\beta-1}}{\Gamma(\beta n)},\quad x>0, \,n\in\mathbb N, $$ where $x\mapsto p_\...
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1answer
150 views

Laplace transform of the tetration (integral or series)

How to get some insight in the following integral: \begin{equation} \mathcal{I}(s)=\int_0^\infty x^{-x}e^{sx}\text{d} x \end{equation} where $s$ is real (and the lower integration bound may be set ...
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0answers
65 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+...
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1answer
106 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 ...
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59 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 ...
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1answer
148 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 ...
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1answer
177 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 ...
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1answer
151 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 ...
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1answer
288 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 ...
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1answer
105 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) ...
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2answers
320 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 $T=\inf \{t>0,|W|(t)= 1\}$. ...
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1answer
750 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 ...
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3answers
804 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 ...
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0answers
86 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}...
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0answers
133 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 ...
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0answers
104 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 ...
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1answer
635 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 ...
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1answer
579 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^{(...
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1answer
410 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 ...