Questions tagged [laplace-transform]
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139
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Upper bound for an inverse Laplace transform
Can anyone see how to get a tight upper bound for the function defined in terms of the inverse Laplace transform below?
$$g_\text{sgd}(t)=\mathcal{L}^{-1}\left[\left(\frac{s}{2}+\frac{5 \sqrt{\frac{2}{...
- 2,118
2
votes
1
answer
136
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2D lattice sum with numerator
I've been struggling a bit with a double sum that arose as the trace of an operator:
$$\sum_{(j,k)\in Z^2 \setminus (0,0)} \frac{(j+k)^n}{(j^2+k^2)^n},$$
where $n$ is an even natural number. Is there ...
- 31
1
vote
1
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81
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Which kind of convergence can we get from Laplace transform convergence?
This question is a related question see this post Vague convergence VS Laplace transform convergence. But now we assume that
\begin{equation}
\int_0^\infty e^{-sx}\mu_n(dx)\to \int_0^\infty e^{-sx}...
1
vote
1
answer
124
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Vague convergence VS Laplace transform convergence?
If we assume that $\int_0^\infty e^{-sx}\mu_n(dx)\to \int_0^\infty e^{-sx}\mu(dx), \forall s\geq0$, it is possible to show that $\mu_n\to\mu$ vaguely. Where $\mu_n$ is a measure. Please check here for ...
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0
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19
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Range of a Laplace-type transform
I'm interested in germs of functions $f(h)$ for $h\geq 0$ small. My question is, for what functions $f(h)$ can I write, for some $\delta>0$:
$$f(h) = \frac{1}{h} \int_0^{\delta} e^{-s/h} a(s)\: ds +...
- 101
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0
answers
84
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Modeling decay of a linear system with a mixing term
I'm trying to analyze convergence of $x\in \mathbb{R}^{+d}$ which follows the following recurrence
$$\mathbf{x}\leftarrow (\mathbf{1}-\mathbf{h})^2 \mathbf{x} + \mathbf{h}\langle \mathbf{x}, \mathbf{h}...
- 2,118
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0
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35
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Upper bounds on Inverse Laplace transform of a rational function
I need the inverse Laplace transform $\mathscr{L}^{-1}$ or a nice upper bound on $\mathscr{L}^{-1}$ for the following function:
$$f(y)=\frac{\left(\sum_i \frac{u_i}{y-a_i}\right)^2}{1-\sum_i u_i \frac{...
- 2,118
2
votes
1
answer
83
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Injectivity of two sided Laplace transform
Let $\mu,\nu$ be finite Borel measures on $\mathbb R$.
Assume that there is an open interval $(a,b)$ on which the Laplace transforms exist and coincide:
$$
\int_{-\infty}^\infty e^{-tx}\,d\mu(x) = \...
- 379
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416
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$\frac {f (0)}{2}+ \sum_{k=1}^{\infty}f (k)=\sum_{n=-\infty}^{\infty} \mathcal{L} \{ f \} (2 \pi i n)$
I obtained the very strange formula above and at begining I was just wanted know how to interpretate it. But now when I know what is this with help of @Carlo Beenakker, I am leaving it as a proof. BTW ...
- 139
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92
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What kind of functions can be represented as infinite linear combinations of exponential functions?
Let $f(x)$ be a real-valued function defined in $(0, \infty)$. I am curious what kind of $f(x)$ has the following representations:
$$
f(x) = \sum_{j=0}^\infty a_j e^{-jx}, \quad \forall x \in (0, \...
- 71
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1
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55
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Discrete uniqueness sets for the two-sided Laplace transform?
Let $f : \mathbb R_+ \to \mathbb C$ be a measurable and integrable function where $\mathbb R_+ = [0,\infty)$. The Laplace transform of $f$ is given by
$$
Lf(s) = \int_0^\infty f(x)e^{-sx} \, dx.
$$
A ...
- 190
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Monotonicity of a function defined by an integral
The question below is motivated by the related question Integral of a function changing sign and the associated answer:
Can we study the monotonicity of the following function on $(0,1)$?
$$\small f(x)...
- 395
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1
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51
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Approximate inverse laplace transform in terms of the moments of a function
If $F(s)$ is the Laplace transform of $f(t)$ and
\begin{equation}
F(s)=\frac{1}{1-aG(s)}
\end{equation}
where $G(s)$ is the Laplace transform of a known probability density distribution $g(t)$ whose ...
- 187
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Asymptotic expansion of the laplace transform for $s\to\infty$
Let $F(s)$ denote the Laplace transform of $f(t)$.
Expanding for large $s$ one can obtain the following relation:
$$F(s)\approx f(0)/s+f'(0)/s^2+2!f''(0)/s^3+3!f'''(0)/s^4+...\quad s\gg1$$
See e.g. a ...
- 187
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1
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Integral of a function changing sign
By some numerical tests, we can see that the following function is negative on $(0,1)$:
$$\small f(x)=\int_0^\infty\frac{s^{x-1} e^{-2 s} (\pi \cos(\pi x) (s^{2 x}+(0.1)^2)-\sin(\pi x) \ln(s) (s^{2 x}-...
- 395
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99
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Evaluate action of $f(\frac{d}{dx})$ using the Fourier/Laplace transform
Consider a function $f(x)$ that is numerically defined in $-1 \leq x \leq 1$ interval (assume $N$ samples). I am trying to compute the action of $f(d/dx)$ on a function $g(x)$ using the Fourier ...
- 308
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329
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Hardy–Littlewood Tauberian theorem for Laplace transform
The Hardy–Littlewood Tauberian theorem for Laplace transform in Chapter XIII in "An Introduction to Probability Theory and Its Applications" by Feller reads as follows
Let $F : [0,\infty) \...
- 208
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votes
2
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314
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On frequency decay of an integral transform of a function
Suppose $f \in C^{\infty}_c((-1,1))$ and assume that there exists constants $a,b>0$ such that
$$
\bigg|\int_{\mathbb R} f(t) \,e^{\tau t^2+i\tau t}\,dt\bigg| \leq a\,e^{-b|\tau|},$$
for all $\tau \...
- 3,863
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What does $\limsup_{n\to\infty} |\mathcal{L}\mu(\theta+\mathbf{i}n)|<1$ mean?
Let $\xi$ be a point process, $\mu$ its intensity measure, i.e. $\mu(\cdot)=\mathbb{E}[\xi(\cdot)]$, and $\mathcal{L}$ the Laplace transform of $\mu$, i.e. $\mathcal{L}\mu(z)=\int_{0}^{\infty}e^{-zx}\...
- 39
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142
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Discretizing a differential operator which is a function of the derivative operator
Assume that $p(x)$ and $f(x)$ are sufficiently smooth functions and $D\equiv \frac{d}{dx}$. My question is concerned with the discretization of $p(x+D)f(x)$.
As an example, let $p(x)=x^{2}+2x$. Then ...
- 308
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2
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161
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Limit of the extremal process of i.i.d. Gaussians see from the tip
I'm trying to calculate the weak limit of $\mathcal{E}_N(x)=\sum_{k=1}^{2^N}\delta_{x-Z_k}$ , with $Z_k=X_k-\max_{k\leq 2^N}X_k$, $\{X_k\}$ being $2^N$ copies of i.i.d. Gaussians with mean zero and ...
- 587
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69
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Initial and final Theorem for upper and lower limits?
Let define $F(s)=\int_0^\infty f(u)e^{-su}du$. If $f$ is bounded and $\lim_{t\to 0}f(t)$ exists. Then we can get $\lim_{t\to 0}f(t)=\lim_{s\to\infty}sF(s)$.
Can we use upper limits or lower limits to ...
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Convergence speed of the tail of distribution using Tauberian remainder theorem
This question may be related to this one.
Now I try to make some statistical estimator using Laplace transform, but I face the following serious problem.
Let $f$ be some one-sided probability ...
- 282
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56
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Finding the nth value of a dual series [closed]
I have a problem which i remember solving using Z transform in my uni. time, but i don't recall the EXACT way.
I have 2 series of numbers:
X[n] and Y[n]
X[0] = Y[0] = 1
X[n+1] = aX[n] + bY[n]
Y[n+1] = ...
- 107
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1
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93
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Unique zero solution to a difference equation via Laplace transform
We want to prove that
the unique solution to the following difference equation is the null one:
$$
au(x)+b\mathbf{1}_{(0,\frac{1}{2})}(x)u(x+\frac{1}{2})+c\mathbf{1}_{(\frac{1%
}{2},1)}(x)u(x-\frac{1}{...
- 525
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Laplace transform injectivity for different values of $p$
Let $y\in L^{2}(0,1)$ and let $\widetilde{y}$ be its extension on $(0,\infty
).$ Assume that there exist $p_{0},p_{1}\in
%TCIMACRO{\U{2102} }%
%BeginExpansion
\mathbb{C}
%EndExpansion
,$ $p_{0}\neq ...
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Solving an equation containing Laplace transform
Consider the equation
\begin{equation}
\frac{f(p)}{f(s_{1})}\mathcal{L}(y)(s_{1})+\frac{g(p)}{g(s_{2})}\mathcal{L}%
(y)(s_{2})=\mathcal{L(}y)\mathbf{(}p),
\end{equation}
where $\mathcal{L}$ is the ...
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What is the integral representation of the exponential function $e^{1/t}$ on $(0,\infty)$?
A function $q(x)$ is said to be completely monotonic on an interval $I$ if $q(x)$ has derivatives of all orders on $I$ and $(-1)^{n}q^{(n)}(x)\ge0$ for $x\in I$ and $n\ge0$. See Chapter 1 in the ...
- 706
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Inverse Laplace transform of $\frac{1}{s^a + 1}$ with $0 < a \leq 1$
Problem
I am looking for the following inverse Laplace transform,
$$
f(t) = \mathcal{L}^{-1}\left[\frac{1}{s^a + 1}\right]
\;\;\;\;\;
\text{with}
\;\;\;\;\;
0 < a \leq 1.
$$
What I understand
...
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2
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408
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Is it possible to use the Laplace Transform to calculate eigenvalues?
The relationship of Eigenvalues with Gradient Descent
Let $A$ be a symmetric (and thus diagonalizable) matrix, with diagonalization
$$A=VDV^T.$$
Let us define the quadratic function
$$f(x) = x^T A x.$$...
- 181
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435
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Modern treatment of Delange's Tauberian Theorem
Tauberian theorems abound in the literature. One of the most general, powerful, and versatile is due to Delange, and appears as Theorem I of the paper:
H. Delange - Généralisation du théorème de ...
- 19.4k
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210
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What is the role of the Laplace transform in the topological recursion formalism?
While reading papers on topological recursion, among them The Laplace transform, mirror symmetry, and the topological recursion of Eynard–Orantin by M. Mulase, they describe the mirror symmetry ...
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Inverse Laplace transform through contour integration
How can I prove that in formal way, this function doesn't have inverse Laplace transform.
$$
F(s)=\frac{\sin(s)}{\sqrt{s}}
$$
Strictly it should be in Bromwich contour method.
Could you please tell ...
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Why is it possible to use the Inverse Laplace transform to get CDF?
I just saw the following on wikipedia about Laplace transformations:
"In probability theory and applied probability, the Laplace transform is defined as an expected value. If $X$ is a random ...
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Laplace transform and Laguerre Polynomials
What is the kernel $K(t)$ of the following Laplace transform equation:
$$\int_{0}^{+\infty}e^{-(x+y)t} K(t) dt= \sum_{n=0}^{\infty}\varphi_{n}^{\alpha}(x)\varphi_{n}^{\alpha}(y),$$
where $\varphi_{n}^{...
- 159
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1
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What is the inverse Laplace transform of $\frac{(1/s)_{n}}{s} $?
Introduction
So far, I have found (p. 5) the following generating functions of the unsigned Stirling numbers of the first kind:
\begin{equation} \tag{1} \label{1} \sum_{l=1}^{n} |S_{1}(n,l)|z^{l} = (z)...
- 3,939
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138
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Regularization of the area under hyperbola
So, I am trying to find the regularized value of the divergent integral $I=\int_1^\infty \sqrt{x^2-1}dx$. Since the area of $\int_0^1 \sqrt{1-x^2}dx=\frac\pi4$, I wonder whether the area under ...
- 8,838
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Fractional power of the operator $\mathcal{L}_t[t f(t)](x)$ and equivalence of divergent integrals
I wonder whether an expression for fractional power of operator $\mathcal{L}_t[t f(t)](x)$ that involves Laplace transform can be derived?
I am asking this because this operator preserves the area ...
- 8,838
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votes
2
answers
261
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Laplace transform calculation
Please can someone help me? I have tried to find the Laplace transform of the form:
$$\int_{0}^{+\infty} (v+1)^{\nu}(2v+1)^{k}v^{\alpha} \exp(-pv), \mbox{ where }\alpha,\nu, k \mbox{ are integers }$$
...
- 159
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118
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Solving a integro-differential equation
I am trying to solve an integro-differential equation:
$$ {\frac{d}{dt}} f(t)=\int_0^t k(t-\tau)S(\tau)f(\tau) d\tau $$
with initial condition $f(0)=1$
If $k(t)=c\delta(t)$ with $c$ being constant, ...
- 71
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vote
2
answers
247
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Can we meaningfully ascribe values to these divergent integrals?
My gut feeling is that
$\int_0^\infty (1-\frac1{x^2})dx=0$
$\int_0^\infty (x-\frac2{x^3})dx=0$
$\int_0^\infty (x^2-\frac6{x^4})dx=0,$
etc, and in general,
$\int_0^\infty (x^k-(k+1)!x^{-(k+2)})dx=0,$
...
- 8,838
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votes
1
answer
115
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Can I express this random variable in terms of known distributions?
By computing the Laplace transform of the total length of a random tree (the nested Kingman coalescent tree with coalescence rates $\gamma$ for the individuals and $\gamma'$ for the species), we would ...
- 1
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votes
1
answer
436
views
Is inverse Laplace Transform of a power of $s$ a positive function?
It's trivial that the Laplace Transform of a positive function is a positive function on $s$ domain. What about the inverse thought? What can we say about the positiveness of the inverse Laplace ...
- 115
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1
answer
759
views
Inverse Laplace Transform using contour integration
So math stack exchange isn't really helping much with this.
So initially, I'm proving the inverse laplace transform using contour integration.
This is a good starting point for my research when I ...
- 19
1
vote
1
answer
87
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Laplace transform of the product of two gammas
Suppose that $X$ and $Y$ are both gamma distributed with shapes $a,b$ and unit scales / unit rates. To fix ideas, X has Laplace transform given by:
$$L_X(t) = \mathbb{E}(e^{-tX}) = (1 + t)^{-a}$$
How ...
- 653
1
vote
0
answers
61
views
Laplace inversion with residue theorem doesn't satisfy IC of IVP
I have the following initial value problem
$$
\frac{d\theta}{dt} = A(p-\theta) + B(\omega-\theta)
$$
subject to the initial condition
$$
\theta(0)=\theta_0
$$
and the constitutive set of equations
$$
\...
0
votes
0
answers
105
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 ...
0
votes
1
answer
332
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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 ...
- 653
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0
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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), ...
- 187
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votes
1
answer
58
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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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