1
vote
1answer
52 views

Deducing Laplace Formulas

I have to compute the followings integrals $\forall\; b\in \mathbb{C},\; \text{Re} \;b \gt0,p\gt 0$ $$ \int_{-\infty}^\infty \frac{e^{ipx}}{x-ib}$$ $$ \int_{-\infty}^\infty \frac{e^{ipx}}{x+ib}$$ ...
1
vote
0answers
109 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) ...
1
vote
2answers
87 views

Partial fractions for inverse laplace transform

I have the following function for which I need to find the inverse laplace transform: $$\frac1{s(s^2+1)^2}$$ Am I correct in saying the partial fraction is: ...
13
votes
1answer
886 views

Compute the inverse Laplace transform of $e^{-\sqrt{z}}$

I want to compute the inverse Laplace transform of a function $$ F(z) = e^{-\sqrt{z}}. $$ This problem seems very nontrivial to me. Here one can find the answer: the inverse Laplace transform of ...
4
votes
0answers
119 views

Interpretation of the Laplace transform

Here's my intuitive understanding of the Fourier transform of $f:{\mathbb R}\rightarrow{\mathbb C}$, defined by $$\mathcal{F}(f)(\omega) = \int_{-\infty}^{\infty}e^{-2 \pi i \, \omega \,x}f(x)dx$$ I ...
3
votes
1answer
103 views

Approximating the logarithm of a Laplace transform

Suppose $X$ is a random variable on $\mathbb R_+$ with finite mean, i.e. $\mathbb E X <+\infty$. Let $F_X(t)$ be its c.d.f. and $\mathcal{L}_X(\cdot)$ its Laplace transform, i.e. ...
3
votes
1answer
321 views

Solving integral equation with Laplace's Transform.

I'm trying to prove the following $$\int\limits_0^\infty {\frac{{\cos tu}}{{{u^2} + 1}}\log udu} = - \frac{\pi }{2}\int\limits_0^\infty {\frac{{\sin tu}}{{{u^2} + 1}}du} $$ The original problem ...