Questions tagged [laplace-transform]
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17 questions from the last 365 days
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When is Laplace transform of a function power-law and relation to the behavior of the function near zero?
I want to see when the Laplace transform of a non-negative function $f$ defined on $[0, +\infty)$ is a power function in the loose sense, i.e.,
$$g(s) = \mathcal L\{f\}(x) = \int_0^\infty f(x) e^{-sx} ...
- 103
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Minimizing vertical integral of a Mellin transform
Let $\eta:[0,\infty)\to [0,\infty)$ satisfy $\eta(0)=1$ and $\int_0^\infty \eta(x) dx = 1$ (say).
Write $M\eta$ for the Mellin transform of $\eta$. Let $\epsilon>0$ be small.
What is the choice of $...
- 20.2k
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Is finding the CDF from the Laplace transform well-posed?
In my study of Dynamic Light Scattering, I came across the following inverse problem. Let $F(s):[0,T]\rightarrow[0,T]$ be the Laplace transform of a probability distribution $f(t)$ on the real line ...
- 654
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Inverse Laplace transform dependent on a parameter
I have to evaluate the inverse Laplace transform of a function of the type $F(s-a)/F(s)$. Clearly, if $a=0$ the solution is the impulse function. If $a$ is not equal to zero, I can compute the ...
- 31
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Is a signed measure $\mu$ on $\mathbb{R}^d$ characterized by the transform $\mathcal{L}_\mu (\lambda ):=\int e^{\langle \lambda,x\rangle }\mu (dx)$?
In the book "Probability Theory" by Achim Klenke there's the following theorem: a finite measure $\mu$ on $[0,\infty )$ is characterized by its Laplace transform $\mathcal{L}_\mu(\lambda):=\...
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Inverse Laplace transform of the Gaussian hypergeometric function $_{2}F_{1}(a,b,;c;x)$
I want to calculate the inverse Laplace transform of the Gaussian hypergeometric function $_{2}F_{1}(a+p,b,;c;-\omega)$ in which
$p$ is the Laplace variable. The inverse Laplace transform is given by
$...
- 259
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What is the intuition behind applying the Mellin Transform to prime distribution?
I am an undergraduate student writing an expository thesis on the complex-analytic proof of the Prime Number Theorem.
I understand that applying the Mellin Transform to the partial sum of the van ...
- 113
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Counterexamples in Laplace transforms
Of all the examples I know of (bilateral) Laplace transforms $F$ defined on their maximal vertical strips $V_{a,b}=\{ z \in \mathbf{C} : a < \operatorname{Re}(z) < b \}$ with $-\infty < a <...
- 115
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Examining the Hilbert transform of functions over the positive real line
$\DeclareMathOperator\supp{supp}$Let $H:L^{2}(\mathbb{R})\to L^{2}(\mathbb{R})$ be the Hilbert transform. Let suppose we have a compaclty supported function $f \in L^{2}(\mathbb{R})$ such that $\supp(...
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Laplace transform
\begin{equation}
\begin{cases}\mathbb{D}_t^\beta u(x, y, t)=-a(x)\left(u_x(x, y, t)+u_y(x, y, t)\right)+\ell(x, y, t, u(x, y, t)), & x>0, y>0, t>0 \\ u(x, y, 0)=0, & x>0, y>0 \\ ...
- 21
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Motivation and physical interpretation of the Laplace transform
Concerning the one-sided Laplace transform,
$$\mathcal{L}\{f\}(s) = \int_0^\infty f(t)e^{-st} dt$$
what is a motivation to come up with that formula? I am particularly interested in "physical&...
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Beyond Watson's lemma
Suppose $f:[0,1]\rightarrow \mathbb{C}$ is a smooth function, which I wish to approximate near $0$. Watson's Lemma implies that I can find a smooth function $a:[0,1]\rightarrow \mathbb{C}$ such that:
$...
- 263
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Computing the Laplace transform of an expression
I would like to find the Laplace transform of the following expression with respect to the Laplace parameter s
$ \int_{z=u}^{\infty} e^{-az/c} g^{'}(\dfrac{z-u}{c}) \int_{x=0}^{\infty} \varphi(z-x)dF(...
- 21
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Necessary conditions for convergence of convolution
In math.SE, I've asked a question about the convergence of convolution of two functions which have bilateral Laplace transform and also have disjoint Region Of Convergence (ROC) but the question didn'...
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How to evaluate inverse Laplace transform of $e^{- \sqrt{s}} $ using series?
I tried to find an inverse Laplace transform by series as follows
$$ f(t)=L^{-1}_s\left(e^{-\sqrt{s}}\right)(t)=L^{-1}_s\left(\sum_{k=0}^{\infty}\frac{(-1)^k}{k!} s^{\frac{k}{2}}\right)(t)$$
and by ...
- 513
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Laplace transform of Brownian motion functional
Let $(B_r,r\geq 0)$ be a standard Brownian motion on $\mathbb{R}$ started at $0$. I am interested in the quantity
$$g(s,t) = \mathbb{E}_0\left[ \exp \left(- \beta \int_s^t \left\vert \frac{B_r}{r}\...
- 228
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Explanation for Tauberian theorems for Laplace transform
I am struggling with the following theorem in Feller's book "Probability Theory and its Applications". The tauberian theorem is written as follow :
Let $F : [0,\infty) \to \mathbb{R}$ of ...
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