Prove the inverse transform of unilateral Laplace transform
$begingroup$
I'm reading this article and having a question.
Consider a function $f$ and its Laplace transform
$hspace{3.0cm} F(s) = int_0^infty f(t) e^{-st} dt$, with ${s|text{Re}(s) = 0} in text{ROC}[F(s)]$
The inverse Laplace transform would be $f(t) = lim_{omega to infty} frac{1}{2pi i}int_{sigma - i omega}^{sigma + i omega} F(s) e^{st} ds$.
Now, consider the case where $text{Re}(s) = 0$, we can see that
$hspace{3.0cm} f(t) = lim_{omega to infty} frac{1}{2pi i}int_{- i omega}^{i omega} F(s) e^{st} ds = frac{1}{2pi}int_{-infty}^infty F(i omega) e^{i omega t} domega$
is an inverse Fourier transform.
According to Fourier transform, we know that
$hspace{3.0cm} F(i omega) = cal{F}{f(t)} = int_{-infty}^infty f(t) e^{-iomega t} dt$
But the Laplace transform of $f$, when $text{Re}(s) = 0$, suggests that
$hspace{3.0cm} F(i omega) = int_0^infty f(t) e^{-i omega t} dt$
It turns out that $int_{-infty}^infty f(t) e^{-i omega t} dt = int_0^infty f(t) e^{-i omega t} dt$ ? This seems wrong to me ? Am I getting wrong somewhere ?
fourier-analysis laplace-transform fourier-transform inverselaplace
$endgroup$
add a comment |
$begingroup$
I'm reading this article and having a question.
Consider a function $f$ and its Laplace transform
$hspace{3.0cm} F(s) = int_0^infty f(t) e^{-st} dt$, with ${s|text{Re}(s) = 0} in text{ROC}[F(s)]$
The inverse Laplace transform would be $f(t) = lim_{omega to infty} frac{1}{2pi i}int_{sigma - i omega}^{sigma + i omega} F(s) e^{st} ds$.
Now, consider the case where $text{Re}(s) = 0$, we can see that
$hspace{3.0cm} f(t) = lim_{omega to infty} frac{1}{2pi i}int_{- i omega}^{i omega} F(s) e^{st} ds = frac{1}{2pi}int_{-infty}^infty F(i omega) e^{i omega t} domega$
is an inverse Fourier transform.
According to Fourier transform, we know that
$hspace{3.0cm} F(i omega) = cal{F}{f(t)} = int_{-infty}^infty f(t) e^{-iomega t} dt$
But the Laplace transform of $f$, when $text{Re}(s) = 0$, suggests that
$hspace{3.0cm} F(i omega) = int_0^infty f(t) e^{-i omega t} dt$
It turns out that $int_{-infty}^infty f(t) e^{-i omega t} dt = int_0^infty f(t) e^{-i omega t} dt$ ? This seems wrong to me ? Am I getting wrong somewhere ?
fourier-analysis laplace-transform fourier-transform inverselaplace
$endgroup$
$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
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If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49
add a comment |
$begingroup$
I'm reading this article and having a question.
Consider a function $f$ and its Laplace transform
$hspace{3.0cm} F(s) = int_0^infty f(t) e^{-st} dt$, with ${s|text{Re}(s) = 0} in text{ROC}[F(s)]$
The inverse Laplace transform would be $f(t) = lim_{omega to infty} frac{1}{2pi i}int_{sigma - i omega}^{sigma + i omega} F(s) e^{st} ds$.
Now, consider the case where $text{Re}(s) = 0$, we can see that
$hspace{3.0cm} f(t) = lim_{omega to infty} frac{1}{2pi i}int_{- i omega}^{i omega} F(s) e^{st} ds = frac{1}{2pi}int_{-infty}^infty F(i omega) e^{i omega t} domega$
is an inverse Fourier transform.
According to Fourier transform, we know that
$hspace{3.0cm} F(i omega) = cal{F}{f(t)} = int_{-infty}^infty f(t) e^{-iomega t} dt$
But the Laplace transform of $f$, when $text{Re}(s) = 0$, suggests that
$hspace{3.0cm} F(i omega) = int_0^infty f(t) e^{-i omega t} dt$
It turns out that $int_{-infty}^infty f(t) e^{-i omega t} dt = int_0^infty f(t) e^{-i omega t} dt$ ? This seems wrong to me ? Am I getting wrong somewhere ?
fourier-analysis laplace-transform fourier-transform inverselaplace
$endgroup$
I'm reading this article and having a question.
Consider a function $f$ and its Laplace transform
$hspace{3.0cm} F(s) = int_0^infty f(t) e^{-st} dt$, with ${s|text{Re}(s) = 0} in text{ROC}[F(s)]$
The inverse Laplace transform would be $f(t) = lim_{omega to infty} frac{1}{2pi i}int_{sigma - i omega}^{sigma + i omega} F(s) e^{st} ds$.
Now, consider the case where $text{Re}(s) = 0$, we can see that
$hspace{3.0cm} f(t) = lim_{omega to infty} frac{1}{2pi i}int_{- i omega}^{i omega} F(s) e^{st} ds = frac{1}{2pi}int_{-infty}^infty F(i omega) e^{i omega t} domega$
is an inverse Fourier transform.
According to Fourier transform, we know that
$hspace{3.0cm} F(i omega) = cal{F}{f(t)} = int_{-infty}^infty f(t) e^{-iomega t} dt$
But the Laplace transform of $f$, when $text{Re}(s) = 0$, suggests that
$hspace{3.0cm} F(i omega) = int_0^infty f(t) e^{-i omega t} dt$
It turns out that $int_{-infty}^infty f(t) e^{-i omega t} dt = int_0^infty f(t) e^{-i omega t} dt$ ? This seems wrong to me ? Am I getting wrong somewhere ?
fourier-analysis laplace-transform fourier-transform inverselaplace
fourier-analysis laplace-transform fourier-transform inverselaplace
edited Jan 17 at 16:04
DisintegratingByParts
60.4k42681
60.4k42681
asked Jan 17 at 6:57
HOANG GIANGHOANG GIANG
175
175
$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
$begingroup$
If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49
add a comment |
$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
$begingroup$
If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49
$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
$begingroup$
If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49
add a comment |
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$begingroup$
The answer lies in the fact that your function $f$, if you want to define it on $(-infty,0]$, would be $0$ there. Then everything works. By the way, I edited your question to include factors of $2pi$ that you were missing. However, you are stilling missing some in the second part of the answer.
$endgroup$
– DisintegratingByParts
Jan 17 at 16:03
$begingroup$
If you define $f$ in that way, $f(t) = f(t) u(t)$ where $u(t)$ is the heavy-side function. But this assumption isn't stated in the definition of unilateral Laplace transform.
$endgroup$
– HOANG GIANG
Jan 18 at 7:18
$begingroup$
As written in some text, if $f(t) = f(t) u(t)$ then unilateral transform is the same as bilateral transform. But in the other case, unilateral transform is said to be different from bilateral transform
$endgroup$
– HOANG GIANG
Jan 18 at 7:21
$begingroup$
In your case, you started with $f(t)=f(t)u(t)$ and, in that case, the Laplace transform is a holomorphic function on a right half-plane. Then your inverse Laplace transform is performed on that holomorphic function, with the result being a function $f$ such that $f(t)=f(t)u(t)$. If you want to start with a different $f$, then the issues are different.
$endgroup$
– DisintegratingByParts
Jan 19 at 21:49