The Laplace transform is a widely used integral transform (transformation of functions by integrals), similar to the Fourier transform.

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Physical interpretation of Laplace transforms

One may define the derivative of $f$ at $x$ as $\lim\limits_{h\to0}\cdots\cdots\cdots$ etc., and show that that has certain properties, but it also has a "physical" interpretation: it is an ...
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The Expectation of a function of independent random variables

Assume we have for some index $i>n$ ($n \in \mathbb{N} $) the following ${\it Independent \ Random \ Variables}$ $$h_i \sim \text {i.i.d }\ \ \mathcal{CN}(0,1) \ \ \text{ Complex Gaussian}$$ $$\...
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Inverse Laplace Transform as Bromwich Integral

I am seeking a references that provide a rigorous treatment of the inverse Laplace transform (Bromwich integrals), and how to compute them (beyond using tabled solutions - they don't cover my needs, ...
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Complex contour integral: How does the stationary point method used in this case?

I was reading a paper which has the following integral in order to do the inverse Laplace transformation: $$ I=\frac{1}{2\pi i}\int_{-i\infty+\gamma}^{i\infty+\gamma} e^{st}\frac{\Omega^2}{(s^2+4\...
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Relationship Between The Z-Transform And The Laplace Transform

Below I've quoted Wikipedia's entry that relates the Z-Transform to the Laplace Transform. The part I don't understand is $z \ \stackrel{\mathrm{def}}{=}\ e^{s T}$; I thought $z$ was actually an ...
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zeros/poles of Laplace transforms of Dirac combs (Riemann zeta function)

let's define $p_\alpha(n) = \displaystyle\int_1^n x^\alpha dx$ so that $\left\{\begin{array}{lll} p_0(n) &=& n-1 \\ p_{-1}(n) &=& \ln n \\ p_\alpha(n) &=& \frac{\textstyle n^...
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Laplace transform of functions related to type $\mathcal{S}$, and the relation to entire functions

I have doubts in the following two questions : What is the Laplace transform of $[x^k\varphi(x)]^{(q)}$, where $\varphi\in \mathcal{S}_\alpha^\beta$ and $-\infty<x<\infty$ , $k,q=0,1,2,......
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Is the Laplace transform a vector space isomorphism? And what space is it isomorphic to?

The laplace transform is a linear transformation, $\mathcal{L}: \mathcal{M} \rightarrow?$, where $\mathcal{M}$ is the set of exponentially bounded functions on $\mathbb{R},$since $\mathcal{L}(af(x)+bg(...
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inverse Laplace transform by finding residues of essential singularities

I want to find the inverse Laplace transform of $$F(s)=\exp\Big(-\sqrt{2s}\tanh(\sqrt{2s})\Big).$$ Despite the square roots, $F$ doesn't have any branch points since $$\sqrt{2s}\tanh(\sqrt{2s})=\frac{\...
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Inversion of Laplace transforms - simplifying the Bromwich integral

I have trouble following the derivation of equation $(2)$ in this paper. The authors define the Laplace transform of a real-valued function $f(t)$ of a positive real variable $t$ as \begin{equation} ...
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riemann zeta function : entire and even Laplace transforms

$$\xi(s) = s(s-1)\pi^{-s/2}\Gamma(s/2) \zeta(s)$$ $$\xi(s) = \xi(1-s)$$ thus $\Xi(s) = \xi(1/2+s) = \Xi(-s)$ is even, and furthermore it is an "entire and even Laplace transform" : $$\Xi(s) = \int_{...
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Laplace transform of the logarithmic integral function

What is the Laplace transform of the logarithmic integral function $\text{li}(t)$. Meaning, how to compute the integral : $$\int_{0}^{\infty}\text{li}(t)e^{-st}dt$$
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Integration Around Part of a Branch Cut

I am studying the integral, given by a Laplace transform, $$\int_0^\infty\!e^{-\alpha x}\sinh^{-2/3}x\left(1+\frac 12\sinh^2x\right)^{-1/6}\left(1-\beta\sinh^{4/3}x\right)^{1/2}\,\mathrm dx$$ From ...
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What are origins of the Laplace variable $s$

When I learnt the Laplace Transform I was just told the very standard formula that: $F(s) = \int_{-\infty}^{\infty}f(t) e^{-st} dt$. From this we went on to the table of transforms at its properties ...
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Does the following have a Laplace transform?

I've looked at several resources and used Wolfram alpha but have been unable to find a Laplace transform for the following function: $$f(s) = {s\over \sqrt{a^2-\left({s\over 2}\right)^2}}$$ For a = ...
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On the Laplace transform $\int_0^\infty e^{-sx}d \left( \ \int_2^{e^{1+x}}\frac{dt}{\log t}\right) $

I've read the basics about Laplace transform, and I know that since for $\Re s>1$, $\frac{e^x}{1+x}$ has exponential order, then $$F(s)=\int_0^\infty e^{-sx}\frac{e^{1+x}}{1+x}dx$$ is well defined, ...
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Tauberian theorems in queing theory

I'm trying to use Tauber's theorem below (Feller 1971, chapter XIII.5) "Let U be a measure with a Laplace transform $\omega(\lambda)$ defined $\forall \lambda >0$ and $t,\tau>0$ s.t. $t\tau=1$, ...
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How and why an integral Transform is created?

I don't know if what I'm going to ask will make any sense, but I was just wondering about integral transforms. I am talking about, for example, Mellin Transform, or Laplace Transform or Hilbert ...
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Application of Laplace transform to stopping times and expectations

Let $X_k$ be i.i.d. random variables such that $E[X_1]=m<\infty$. Consider $S_n = \sum_{k=1}^{n} X_k$. Let $\tau$ be a stopping time independent of $X_k$ with respect to the filtration $\{F_n\}_{n \...
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Do we have a inverse Laplace transform of $\frac{1}{\arctan s}$

Do we have a closed form of this seemingly very simple inverse transformation? If no closed form, what about its asymptotic form? Does this satisfies the criterion to have its inverse transformation?...
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the continuity theorem with respect to Laplace transform

Let $(\mu_n)_{n\in\mathbb{N}}$ be a sequence of probability measures on $\mathbb{N}$, such that the Laplace transform $\phi_n(\lambda)=\int e^{-\lambda x}\mu_n(dx)$ converges pointwise to a limit $\...
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Taking Laplace-Stieltjes transform to find virtual idle time in G/M/1 queue

I am reviewing some queueing problems from Gross and Harris, and had a question on problem 5.40 part b. The problem is stated as follows: Part B: Show that the stationary output of a $ G/M/1 $ queue ...
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Inverse Fourier transform using laplace

We have to solve the inverse FT of $$\frac{1}{1+4w^2}$$ I tried to do the synthesis but got mediocre results. However this term screams laplace to me. I can see a sine in there. The last lecture they ...
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Stopping time distribution and transforms with 1-dimension B-motion.

Let $W_t$ be a 1-dimensional Brownian Motion. For $x>0$, we define: $$\tau_{x} = inf \{ t \geq 0; |W_t| = x\}$$ Compute $E[e^{-s\tau_x}]$ and prove that $\tau_x$ is equal in distribution to $x^2\...
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Inverse Laplace transform of a hypergeometric function

I managed to solve an initial value problem in the Laplace domain in terms of a special function $ F(s) = c_2 \frac{1}{{{\left( {{s}^{1 +\beta}}-1\right) }^{\frac{1}{\beta+1}}}}+ c_1 \frac{s}{{{\left(...
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How to evaluate Integro-Differential Equation using Laplace convolution?

Can someone please explain how I begin to evaluate the following integro-differential equation? I know that it involves a convolution, but the $y(τ)$ within the integral is throwing me off. $$\int_0^...
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Why does the imaginary part of $s$ have no effect in analyzing region of convergence for Laplace Transform?

The tutorial that brought this assertion to me was: http://fourier.eng.hmc.edu/e102/lectures/Laplace_Transform/node2.html "As the imaginary part $\omega=Im[s]$ of the complex variable $s=\sigma+j\...
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Laplace transform of inverse error function

I want to calculate the convolution of a function with the inverse error function. Therefore I chose to try to first find an integral transform of the inverse error function like the laplace transform:...
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Asymptotics of Laplace transform at minus infinity

I am interested in relating the asymptotic behavior of a function $f(t)$ for large values of $t$ with the asymptotic behavior of its Laplace transform $\hat{f}(s)$ for small values of $s$. In practice ...
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For what types of differential equations is the Laplace transform most effective?

I'm reviewing for a final exam and want to make sure I know what tools to use for what situations, and was just wondering if there were situations where the Laplace transform is unusable or less ...
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Solving second order nonhomogeneous differential equation with non-constant coefficients using Laplace Transform

$ty''(t) + y'(t) -ty(t)= tf(t)$ How to solve the problem using Laplace Transform? Using Laplace transform I got $$Y(s)= C(s^2-a^2)^{-1/2} + (s^2-a^2)^{-1/2}\int (s^2-a^2)^{-1/2}F(s)\,ds$$ where ...
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Wave Equation with outgoing wave boundary conditions

I need some help with this problem: I have a to solve the wave equation with two initial conditions and with outgoing wave boundary conditions; i.e., $$\begin{cases} u_{tt}-u_{xx} & =0\\ u(x,0) &...
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Translated Laplace transform

Is there any way to rewrite the Laplace transform is such a way that that one can apply to an IVP not centred at zero, that is, at some $y^{(n)}(a_n) = b_n$ for $n\in\mathbb{N}$ and $a_n \in\mathbb{R}\...
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Regarding the unilateral Laplace transform of LTI systems

Consider an LTI system described by the following differential equation, $$ \sum_{k=0}^{N}a_k\frac{d}{dt^k}y(t) = \sum_{k=0}^{M}b_k\frac{d}{dt^k}x(t) $$ With initial conditions, $$ y(t)|_{t=0}, \...
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Is it feasible to think of laplace transform and z transform as projections?

For Fourier transform, it has been ingrained in my head that all we are doing is projecting a function onto its Fourier basis, namely $(1, cos(t), sin(t),...cos(nt), sin(nt) ...)$ Can anyone comment ...
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Transforming Exponential to Ordinary Generating Functions

I am looking for a particular ordinary generating function, if it exists for the Associated Stirling Numbers of the second kind $$b(1;n,j)=b(n,j)=\sum_{k=0}^j(-1)^k\binom{n}{k}S(n-k,j-k)$$ Where $S(n,...
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How to find Laplace transform of a differential equation?

$y′′ + 3y′ + 2y = f$ , $y(0) = 0$ , $y′(0) = 1$ where $f$ is given by $f(t) = \sum_{n=1}^\infty \delta(t−n)$; find a 1-periodic function $y_*$ with $\lim_{t\rightarrow \infty} |y(t)−y_*(t)| = 0$. I ...
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Solution of 1d wave equation by Laplace transform

This is a homework problem that I can almost finish. I just can't invert the Laplace transform at the end. $$u_{xx}=u_{tt}, u(t=0)=u_t(t=0)=0, u(x=0)=\sin\omega t, u(x=2)=0.$$ Taking the Laplace ...
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The inverse Laplace transform of an entire function

A simple calculation shows that the Laplace transform of $f(t)=e^{-t^2/4}$ is the function $F(p)=\sqrt{\pi}e^{p^2}\operatorname{erfc}(p)$. I would like to find the inverse Laplace transform of $F(p)$....
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Laplace transform on a finite interval $f(t)= \int_0^1 e^{-xt} f(x) \, dx$

What is the name of this transform? It's basically the Laplace transform where we integrate over a finite interval. $$ F(t)= \int_0^1 e^{-xt} f(x) \, dx$$ Is it still just the Laplace transform? ...
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Origin of Laplace Transform

Is the Laplace transform the continuous version of the infinite power series? $$ \sum_{n=0}^\infty a_nx^n$$ becomes $$\int_0^\infty f(t)e^{-st}dt$$ I learned this by watching this video lecture: ...
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Inverse Laplace Transform of a complicated function

Help with finding the inverse Laplace Transform of $$F(s) = \frac{1}{s\sqrt{M^{2}-s^{2}}}e^{\frac{\sqrt{N^{2}-s^{2}}}{s}}$$
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The inverse laplace transform of $p^{-3/2}e^{-\sqrt{pa}}(\cos(\sqrt{ap})+\sin(\sqrt{ap}))$ can be written in Fresnel integrals?

I used the Residue theorem to solve this problem. But, I could not obtain the solution given by $$\mathscr{L}^{-1}\left( { p^{-3/2}e^{-\sqrt{pa}}\over{2\sqrt{2}}} [\cos(\sqrt{ap})+\sin(\sqrt{ap})] \...
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Boundary integral method to solve Poisson equation

Suggest how to solve Poisson equation \begin{equation} σ ∇^2 V = - I δ(x-x_s) δ(y-y_s) δ(z-z_s) \nonumber \end{equation} by using the boundary integration method to calculate the potential $V(r,z)$...
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Laplace Transform of the Wave Equation

I am given a damped wave equation $u_{tt}(t,x)+2u_t(t,x)=u_{xx}(t,x); \forall t>0$ Now I know the laplace transform of this given the initial conditions, $u(0,x)=\sin x, u_t(0,x)=0;$ is $\...
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Laplace transform to describe a bounded function

It is easy to show that if a real function $f:\mathbb{R}\rightarrow\mathbb{R}$ is contained in a strip $[a,b]$, that is if $\forall_{x}\, a\le f(x)\le b$, then its Laplace transform is bouned by $\...
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Laplace transformation of $\frac{\cos x}{x}$

How would you find the laplace transformation of $\frac{\cos x}{x}$? Like I know you need to add it to another transformation to solve for it. And I know that the transformation of $\cos x$ is $\frac{...
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Heat equation via Laplace transform, final inversion…

Working on a PDE that may have solution out there somewhere but I have yet to stumble upon it. I prefer to use the Laplace Transform approach when I can, as I find it more intuitive than some other ...
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inverse Laplace transform of $e^\sqrt{as}$

I am trying to find the inverse Laplace transform of $e^\sqrt{as}$ for $a>0$. So we need to solve $\oint_B dz \: e^\sqrt{az} e^{z t}$ (Bromwich contour), but not sure how to start. How do we even ...
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Transformed Laplace “solution space”

From my own knowledge I can tell that when we take the Laplace transformation of a function we are in essence transforming our f(t) into a F(s). I've looked at several Q/A here asking for the ...