The laplace-transform tag has no wiki summary.
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Uniqueness of Laplace Transform [closed]
The theorem for Uniqueness of Laplace transform is as below:
Suppose $f$ and $g$ are continuous functions. If $Lf(s)$ = $Lg(s)$ then $f(t)$ = $g(t)$.
I am folowing the proof given in the notes in ...
1
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0answers
115 views
Existence of zero-free strip of a Laplace transform (edited ..)
Problem
Let $\beta$ be a probability measure on $\mathbb{R}$, and define
$$
K = \left \{z \in \mathbb{C}: g\left(z\right)=\int_{-\infty}^{\infty}\exp\left(z x\right)\beta ( dx ) \text{ is ...
0
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0answers
91 views
Mellin transform of time-shifted function
The Mellin transform of a function $f(x)$ can be written as
$$
\mathcal M[f(x);z]=\int_0^\infty f(x)x^{z-1} dx
$$
Is there a simple expression for the Mellin transform of the function $f(x-x_0)$? ...
3
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0answers
247 views
Parseval's theorem
In operational calculus there is Parseval's theorem, which states that if $ f(t) \doteqdot F(p), \varphi(t) \doteqdot \Phi(p) $ and both $ F(p) $ and $ \Phi(p) $ are analytical in $ Re p \geq 0 $, ...
2
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2answers
506 views
Sum of two independent random variables
Let $\xi, \eta, \eta'$ be non-negative random variables such that:
$\eta \stackrel{\mathcal{L}}{=} \eta'$,
$\xi + \eta \stackrel{\mathcal{L}}{=} \xi + \eta'$,
$\xi$ and $\eta'$ are independent.
...
1
vote
2answers
94 views
a limit of the laplace transform and its derivative
If $\phi(s)$ is the Laplace tranfrom of $f(t)$, then $\lim_{s\rightarrow \infty} s\phi(s) = f(0^+)$. and also $\lim_{\rightarrow \infty} s\phi'(s) = \lim_{t\rightarrow 0^+}tf(t)$ since $\phi'(s)$ is ...
3
votes
1answer
118 views
Integral representation of the resolvent of a semigroup
Let $T(t)$ be a $C_{0}$-semigroup with the generator $A$. Now, does the so called integral representation of the resolvent
$$
(\lambda - A)^{-1} = \int_{0}^{\infty} e^{-t\lambda}T(t) dt
$$
hold for ...
9
votes
0answers
295 views
Laplace Transform in the context of Gelfand/Pontryagin
Question: Do quasi-characters or some other semi-group properly generalize the Laplace transform or decompose functions in some setting in a way similar to how characters generalize the classical ...
0
votes
1answer
105 views
Extracting moments from a special Z-transform
Suppose I have a sequence of positive continuous random variables $\{X_k\}_{k=1}^\infty$ with (unknown) MGF's $M_{X_k}(s)$. Furthermore, it is known that
...
0
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1answer
228 views
Laplace transform - frequency differentiation property (generalization)
Let $\mathcal{L(f(t);s)}$ be the Laplace transform of a function $f$. It is known that the Laplace transform of $\mathcal{L}{(t^nf(t);s)}$ is given as (frequency differentiation property)
...
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0answers
55 views
Approximate Laplace (forward) transforms
Given f(t) let's write Lf(s) = INT_0^inf f(t) exp(-ts)dt for its Laplace transform.
I lately find myself looking at expansions of the form SUM_i a_i exp(-t_i s) that converge to Lf of some given ...
2
votes
2answers
192 views
How do I estimate/bound the error in an inverse Laplace transform?
Suppose I have a Laplace transform,
$$
F(s) = \int_0^{\infty}dx\ f(x)e^{-s x} \ .
$$
I know that
$$
F(s) \approx e^{A/(4s)}
$$
(for $s$ real) where $A$ is very large, and I want to estimate ...
0
votes
1answer
183 views
An Integral Functional Equation
Let $f$ be a non-negative function supported and integrable on the positive real axis, such that
$$\int_0^\infty f(x+y)p(y) dy = c[p] f(x), $$
where $c[p]$ a number (functional) dependent on function ...
4
votes
1answer
225 views
Characterization of the Laplace Transform
One of the main properties of the Laplace transform is given by the convolution theorem.
$$\mathcal{L}(f*g)=\mathcal{L}(f)\cdot\mathcal{L}(g)$$
Question: Is there a full characterization of the ...
16
votes
1answer
474 views
Uncertainty principle for Mellin transform
Let $f:\mathbb{R}^+\to \mathbb{C}$. Let $Mf$ be its Mellin transform: $Mf(s) = \int_0^\infty f(x) x^{s-1} dx$.
(a) Some time ago, I convinced myself that
$f(t)$, $Mf(\sigma+it)$ and $Mf(\sigma-it)$ ...
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4answers
2k views
Does the inverse Laplace transform of the square root exist?
Does the inverse Laplace transform, defined by the integral,
\begin{equation}
F(t) = \mathscr L_s^{-1}\left[\sqrt s\right](t) = \int_{c - i\infty}^{c + i\infty} \sqrt s ~e^{-st} ds
\end{equation}
...
4
votes
1answer
160 views
Relations involving Stirling numbers of second kind
While inverting a Laplace transform using Post's inversion formula I found the following expression:
$$
\sum_{k=1}^n S^n_k \ x^k(\alpha)_k
$$
where $S^n_k$ is a Stirling number of second kind and ...
7
votes
0answers
164 views
Inferring asymptotic behaviour from the dominant pole of the Laplace transform
Hi,
I am reposting the following question with the hope that a more detailed description will lead to a more descriptive response:
dominant pole in the laplace transform
I have a vector function ...
3
votes
1answer
290 views
Using a quadratic kernel instead of a linear kernel in the Laplace transform
Suppose $f$ is a bounded continuous function on $[0,\infty)$ such that $\int_0^\infty f(t) \exp(-xt) \: dt \rightarrow 0$ as $x \rightarrow 0^+$. Does it follow that $\int_0^\infty f(t) \exp(-xt^2) \: ...
1
vote
1answer
268 views
dominant pole in the laplace transform
hi,
I have a function $X(t)$ whose Laplace transform $\hat{X}(s)$ has a unique pole of largest real part $x_0$, which is a real number. I am able to show that for each $t$, $X(t)$ is a convergent ...
1
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0answers
207 views
Wiener-Hopf Integral/Lindley's Equation
Lindley's equation is well known within queueing theory and is as follows
$F(y) = - \int_0^\infty F(x)dH(y-x)$
However, many textbooks only consider the case where 0 $\le$ y $\le \infty$ (which ...
4
votes
2answers
195 views
On a certain generalization of the Laplace transform
Let $\alpha$ be a positive constant, $\mu$ be a Borel nonnegative measure in $\mathbb{R}^n_+$. We can define a transform
$$
\tilde{L}\[\mu\](p) = \int\limits_{\mathbb{R}^n_+} e^{-(p_1 x_1 + \ldots ...
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0answers
1k views
An inverse Laplace transform involving Error function
Dear MOs,
I need to calculate the inverse Laplace transform of the following function
$$
g_a(z) = \frac{e^{a z}\: \text{erfc}(\sqrt{a z})}{\sqrt{z}-2},\quad a>0.
$$
I have checked, among many ...
0
votes
2answers
643 views
Understanding the inverse Laplace transform of a function with essential singularities
I need to do an inverse Laplace transform of a function with essential singularities for a specific problem. I find it is very similar to an equation J. Noolandi worked out in one of his papers in ...
3
votes
2answers
2k views
How does the Laplace Transform work for circuit analysis? [closed]
I would like to understand how signals transformed from the time domain to the frequency domain for algebraic manipulation, can be transformed back to give solutions in the time domain. Knowing how to ...
1
vote
0answers
230 views
On the generalisation of the Laplace transform
I consider a measure transform $A$ given by
$$
A\mu(x) = \int\limits_{\mathbb{R}^n_{+}} e^{-g(x,y)} \mu(dy)
$$
where $g(x,y)$ is some positive smooth function, $\mu$ is a Borel measure. Is it a ...
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6answers
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What does Mellin inversion “really mean”?
Given a function $f: \mathbb{R}^+ \rightarrow \mathbb{C}$ satisfying suitable conditions (exponential decay at infinity, continuous, and bounded variation) is good enough, its Mellin transform is ...
2
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1answer
157 views
Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution
I am trying to calculate the Stieltjes Transform of $F^{*}PF$ as a function of the Stieltjes Transform of $P$ where $F$ is drawn from an $n \times n$ Gaussian-like random matrix distribution. I am ...
3
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0answers
320 views
Laplace transform of a stopping time for stochastic volatility models
Let $V_t$ be a solution of the SDE
$$dV_t=V_t(rdt+\sigma_t dW_t) $$
where $\sigma_t$ satisfies some other SDE
$$d\sigma_t=\alpha(t,\sigma_t)dt+\beta(t,\sigma_t)dW^{\\ \prime}_t $$
and $W_t$ and ...
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3answers
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When I can safely assume that a function is a Laplace transform of other function?
If I have a function and I want to represent it as being the Laplace transform of another, that is, I want to be sure that there is $\hat{f}(s)$ such that my function $f(x)$ can be written as:
$f(x) ...
3
votes
0answers
290 views
inverse Laplace transform of $\delta_1(\cdot)$
Let's try to find a function $\psi(x)$ such that for Laplace transform $\tilde{f}(p)=\int_0^{\infty} f(y) e^{-py} dy$ one has $f(x)=\int_0^{\infty} \tilde{f}(p)\psi(px)dp$ (here we do not specify ...
13
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2answers
979 views
Getting a differential equation for a function from a functional equation of its Mellin transform
If $f$ is a locally integrable function then its Mellin transform
$\mathcal{M}[f]$ is defined by
$$ \mathcal{M}[f] (s) = \int_0^{\infty} x^{s - 1} f (x) dx . $$
This integral usually converges in a ...
2
votes
2answers
2k views
Laplacian operator and relation to the Laplace Transform
I'm trying to understand why the Laplacian operator is used in blob detection in image analysis. I must admit that in trying to figure out why the Laplacian is useful in this application, I've really ...
2
votes
1answer
518 views
method of moments and Laplace transform from Shepp and Lloyd
Again from the Shepp and Lloyd paper "ordered cycle lengths in a random permutation", I found this puzzling equality. This one might require access to the paper itself since it's quite a mouthful:
In ...
12
votes
6answers
41k views
Fourier vs Laplace transforms
In solving a linear system, when would I use a Fourier transform versus a Laplace transform? I am not a mathematician, so the little intuition I have tells me that it could be related to the boundary ...
2
votes
2answers
630 views
Can we extract information about how fast a function decay from its Laplace transform?
My question is whether we can extract information about how fast an integrable function converges to zero by looking at the asymptotics of its Laplace transform.
More concrete case, let $f:\mathbb{R} ...
8
votes
5answers
4k views
Applied mathematics Books (graduate level)
What are some good graduate level books on applied mathematics which explain in-depth the general modern problem-solving methods of the real-world typical hard problems?
There is a lot of books on ...
3
votes
2answers
523 views
Ansätze for solving PDEs with wavelets
It is common to solve PDEs with e.g. Fourier and Laplace Transforms. It is often said that Wavelets are a progression compared to them with many nice features.
My question: Which Ansätze do you know ...
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6answers
5k views
Intuition for Integral Transforms
It is well known that the operations of differentiation and integration are reduced to multiplication and division after being transformed by an integral transform (like e.g. Fourier or Laplace ...
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9answers
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Motivating the Laplace transform definition
In undergraduate differential equations it's usual to deal with the Laplace transform to reduce the differential equation problem to an algebraic problem.
The Laplace transform of a function $f(t)$, ...
