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Show explicitly that the Laplace transform of the second derivative of a function of \(x\) satisfies $$ \int_{0}^{\infty} f^{\prime \prime}(x) e^{-s x} d x=s^{2} \hat{F}(s)-s f(0)-f^{\prime}(0) $$

Short Answer

Expert verified
The Laplace transform of the second derivative is \[ \int_{0}^{\infty} f''(x) e^{-sx} dx = s^2 \hat{F}(s) - s f(0) - f'(0) \]

Step by step solution

01

Recall the definition of the Laplace transform

The Laplace transform of a function \( f(x) \), denoted as \( \hat{F}(s) \), is defined as: \[ \hat{F}(s) = \int_{0}^{\infty} f(x) e^{-sx} dx \]
02

Write the Laplace transform of the second derivative

The Laplace transform of the second derivative, \( f''(x) \), is given by: \[ \int_{0}^{\infty} f''(x) e^{-sx} dx \]
03

Use integration by parts

Apply integration by parts to the integral \( \int_{0}^{\infty} f''(x) e^{-sx} dx \). Let \( u = e^{-sx} \) and \( dv = f''(x) dx \). Then \( du = -s e^{-sx} dx \) and \( v = f'(x) \). Using integration by parts, \( \int u \, dv = uv - \int v \, du \), we get: \[ \int_{0}^{\infty} f''(x) e^{-sx} dx = \left[ f'(x) e^{-sx} \right]_{0}^{\infty} - \int_{0}^{\infty} f'(x) (-s e^{-sx}) dx \]
04

Evaluate the boundary term

Evaluate \( \left[ f'(x) e^{-sx} \right]_{0}^{\infty} \): At \( x = 0 \), \( f'(0) e^{-s \cdot 0} = f'(0) \). Assume \( f'(x) e^{-sx} \rightarrow 0 \) as \( x \rightarrow \infty \) for the boundary term. Thus, the boundary term is \( 0 - f'(0) = -f'(0) \).
05

Simplify the integral

The integral simplifies to: \[ \int_{0}^{\infty} f''(x) e^{-sx} dx = -f'(0) + s \int_{0}^{\infty} f'(x) e^{-sx} dx \]
06

Use integration by parts again

Apply integration by parts again to \( s \int_{0}^{\infty} f'(x) e^{-sx} dx \). Let \( u = e^{-sx} \) and \( dv = f'(x) dx \). Then \( du = -s e^{-sx} dx \) and \( v = f(x) \). By integration by parts, we get: \[ s \int_{0}^{\infty} f'(x) e^{-sx} dx = s \left[ f(x) e^{-sx} \right]_{0}^{\infty} - s \int_{0}^{\infty} f(x) (-s e^{-sx}) dx \]
07

Evaluate the second boundary term

Evaluate \( \left[ f(x) e^{-sx} \right]_{0}^{\infty} \): At \( x = 0 \), \( f(0) e^{-s \cdot 0} = f(0) \). Assume \( f(x) e^{-sx} \rightarrow 0 \) as \( x \rightarrow \infty \) for the boundary term. Thus, the boundary term is \( 0 - f(0) = -f(0) \).
08

Combine the results

The integral we are evaluating is now: \[ s \int_{0}^{\infty} f'(x) e^{-sx} dx = -s f(0) + s^2 \int_{0}^{\infty} f(x) e^{-sx} dx \]
09

Substitute back

Substitute the result from Step 8 into the expression from Step 5: \[ \int_{0}^{\infty} f''(x) e^{-sx} dx = -f'(0) + (-s f(0) + s^2 \int_{0}^{\infty} f(x) e^{-sx} dx) \]
10

Simplify the final expression

Combine and simplify the terms to arrive at the final result: \[ \int_{0}^{\infty} f''(x) e^{-sx} dx = s^2 \hat{F}(s) - s f(0) - f'(0) \]

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Laplace Transform
The Laplace transform is a mathematical operation used to convert a function of time, usually denoted as \( f(t) \), into a function of a complex variable \( s \). This transformation simplifies many types of differential equations by turning them into algebraic equations.
The Laplace transform of a function \( f(t) \) is defined as: \[ \hat{F}(s) = \, \int_{0}^{\infty} f(t) e^{-st} dt \text{ (where \hat{F}(s) is the transformed function)}\].
When applied to the second derivative, the goal is to transform \( f''(t) \) for easier manipulation and solution in the \( s \)-domain.
  • The Laplace transform breaks down into evaluating integrals.
  • It takes into account initial conditions, like \( f(0) \) and \( f'(0) \).
It's a powerful tool for solving complex differential equations, enabling easier analysis and manipulation of the functions.
Integration by Parts
Integration by parts is a technique used to solve specific types of integrals, and it's especially useful in the context of the Laplace transform.
To apply integration by parts, you use the formula: \[ \, \int u \, dv = uv - \, \int v \, du \], where you select parts of the integral to be \( u \) and \( dv \), and then compute \( du \) and \( v \).
In our context:
  • Let \( u = e^{-sx} \) and \( dv = f''(x) dx \). This gives \( du = -s e^{-sx} dx \) and \( v = f'(x) \).
  • Applying this to \( \, \int_{0}^{\infty} f''(x) e^{-sx} dx \,\), we get: \[ [f'(x) e^{-sx}]_{0}^{\infty} - \, \int_{0}^{\infty} f'(x) (-s e^{-sx}) dx \].
  • This evaluation greatly simplifies solving the integral, breaking it down into more manageable pieces.
Applying integration by parts again helps in further simplifications, especially when dealing with the second derivative in the Laplace transform.
Boundary Conditions
Boundary conditions are the values of the function or its derivatives evaluated at specific points, usually at the boundaries of the domain.
In solving differential equations, these conditions are crucial since they simplify the solutions significantly.
  • For the Laplace transform, we often evaluate expressions at \( x = 0 \) and as \( x \rightarrow \infty \).
  • In our example: \[ [f'(x) e^{-sx}]_{0}^{\infty} = 0 - f'(0) \].
  • Assuming \( f'(x) e^{-sx} \rightarrow 0 \) as \( x \rightarrow \infty \), simplifies the boundary term to \( -f'(0) \).
  • This assumption also applies to the second boundary term: \[ [f(x) e^{-sx}]_{0}^{\infty} = 0 - f(0) \].
Applying these boundary conditions makes the equations easier to solve and gives a clear path to the final result.
Differentiation Under the Integral Sign
Differentiation under the integral sign, also known as the Leibniz integral rule, allows differentiation of an integral where the limits of integration or the integrand itself are functions of the variable of differentiation.
This technique is helpful in solving integrals that appear complex at first glance. It aids in differentiating with respect to parameters introduced in integral transformations.
In our Laplace transform case, differentiation under the integral sign helps manipulate and simplify: \[ \, \int_{0}^{\infty} f'(x) e^{-sx} dx \].
  • By differentiating, you convert it into an easier form: \[ s \, \int_{0}^{\infty} f(x) e^{-sx} dx \].
  • This process is crucial because it turns complex integrand manipulations into simpler algebraic forms in the \( s \)-domain.
  • It effectively transforms higher-order derivatives into polynomial multipliers, such as turning \( f''(x) \) into \( s^2 \hat{F}(s) \).
This technique simplifies the Laplace transform of derivatives and eases solving differential equations.

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Most popular questions from this chapter

Obtain the inverse Laplace transforms of the following functions, assuming \(\omega, \omega_{1}, \omega_{2}>0\) (a) \(\frac{s}{s^{2}+\omega^{2}}\) (b) \(\frac{1}{(s+\omega)^{2}}\) (c) \(\frac{1}{(s+\omega)^{n}}\) (d) \(\frac{s}{(s+\omega)^{n}}\) (e) \(\frac{1}{\left(s+\omega_{1}\right)\left(s+\omega_{2}\right)}\) (f) \(\frac{1}{s^{2}\left(s^{2}+\omega^{2}\right)}\) (g) \(\frac{1}{\left(s+\omega_{1}\right)^{2}+\omega_{2}^{2}}\) (h) \(\frac{1}{\left(s^{2}-\omega^{2}\right)^{2}}\)

(a) Use principal value integrals to show that $$ \int_{0}^{\infty} \frac{\cos k x-\cos m x}{x^{2}} d x=\frac{-\pi}{2}(|k|-|m|), \quad k, m \text { real. } $$ Hint: note that the function \(f(z)=\left(e^{i k z}-e^{i m z}\right) / z^{2}\) has a simple pole at the origin. (b) Let \(k=2, m=0\) to deduce that $$ \int_{0}^{\infty} \frac{\sin ^{2} x}{x^{2}} d x=\frac{\pi}{2} $$

Projection operators can be defined as follows. Consider a function \(F(z)\) $$ F(z)=\frac{1}{2 \pi i} \int_{C} \frac{f(\zeta)}{\zeta-z} d \zeta $$ where \(C\) is a contour, typically infinite (e.g. the real axis) or closed (e.g. a circle) and \(z\) lies off the contour. Then the "plus" and "minus" projections of \(F(z)\) at \(z=\zeta_{0}\) are defined by the following limit: $$ F^{\pm}\left(\zeta_{0}\right)=\lim _{z \rightarrow \zeta_{0}}\left[\frac{1}{2 \pi i} \int_{C} \frac{f(\zeta)}{\zeta-z} d \zeta\right] $$ where \(\zeta_{0}{ }^{\pm}\)are points just inside \((+)\)or outside (-) of a closed contour (i.e., \(\lim _{z \rightarrow 5_{0}+\text { denotes the limit from points } z \text { inside the contour } C \text { ) or to }}\) the left (t) or right (-) of an infinite contour. Note: the "+" region lies to the left of the contour; where we take the standard orientation for a contour, that is, the contour is taken with counterclockwise orientation. To simplify the analysis, we will assume that \(f(x)\) can be analytically extended in the neighborhood of the curve \(C\). (a) Show that $$ F^{\pm}\left(\zeta_{0}\right)=\frac{1}{2 \pi i} \int_{C} \frac{f(\zeta)}{\zeta-\zeta_{0}} d \zeta \pm \frac{1}{2} f\left(\zeta_{0}\right) $$ where \(f_{C}\) is the principal value integral that omits the point \(\zeta=\zeta 0\). (b) Suppose that \(f(\zeta)=1 /\left(\zeta^{2}+1\right)\), and the contour \(C\) is the real axis (infinite), with orientation take from \(-\infty\) to \(\infty\); find \(F^{\pm}\left(\zeta_{0}\right)\). (c) Suppose that \(f(\zeta)=1 /\left(\zeta^{2}+a^{2}\right), a^{2}>1\), and the contour \(C\) is the unit circle centered at the origin with counterclockwise orientation; find \(F^{\pm}\left(\zeta_{0}\right)\)

Show that the Fourier transform of the "Gaussian" \(f(x)=\exp \left(-\left(x-x_{0}\right)^{2} / a^{2}\right) x_{0}, a\) real, is also a Gaussian: $$ \hat{F}(k)=a \sqrt{\pi} e^{-(k a / 2)^{2}} e^{-i k x_{0}} $$

Consider the integral $$ I_{R}=\frac{1}{2 \pi i} \oint_{C_{R}} \frac{d z}{\left(z^{2}-a^{2}\right)^{1 / 2}}, \quad a>0 $$ where \(C_{R}\) is a circle of radius R centered at the origin enclosing the points \(z=\pm a\). Take the principal value of the square root. (a) Evaluate the residue of the integrand at infinity and show that \(I_{R}=1\). (b) Evaluate the integral by defining the contour around the branch points and along the branch cuts between \(z=-a\) to \(z=a\), to find (see Section \(2.3\) ) that \(I_{R}=\frac{2}{\pi} \int_{0}^{a} \frac{d x}{\sqrt{a^{2}-x^{2}}}\). Use the well-known indefinite integral \(\int \frac{d x}{\sqrt{a^{2}-x^{2}}}=\sin ^{-1} x / a+\) const to obtain the same result as in part (a).

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