Chapter 25: Problem 6
Show that the Laplace transform of the error function is given as \(F(s)=\int_{0}^{\infty} \operatorname{erf}(t) e^{-s t} \mathrm{~d} t=\frac{e^{-s^{2} / 4}}{s} \operatorname{erfc}\left(\frac{s}{2}\right)\) for \(s>0\).
Short Answer
Expert verified
By using integration by parts and known integrals, the Laplace transform of \ \operatorname{erf}(t) \) is shown to be \ \frac{e^{-s^2/4}}{s} \operatorname{erfc}(\frac{s}{2}) \.
Step by step solution
01
- Understand the Problem
We need to show that the Laplace transform of the error function \( \operatorname{erf}(t) \) results in the given expression. The Laplace transform of a function \( f(t) \) is defined as \( F(s) = \int_{0}^{\infty} f(t) e^{-st} \, dt \).
02
- Define the Error Function
Recall that the error function is defined as \[ \operatorname{erf}(t) = \frac{2}{\sqrt{\pi}} \int_{0}^{t} e^{-u^2} \, du \].
03
- Set Up the Laplace Transform
Substitute \( \operatorname{erf}(t) \) into the Laplace transform definition: \[ F(s) = \int_{0}^{\infty} \operatorname{erf}(t) e^{-st} \, dt \].
04
- Integrate by Parts
To simplify, we can integrate by parts. Let \( u = \operatorname{erf}(t) \) and \( dv = e^{-st} \, dt \). Then, \( du = \frac{2}{\sqrt{\pi}} e^{-t^2} \, dt \) and \( v = \frac{e^{-st}}{-s} \).
05
- Apply Integration by Parts Formula
The integration by parts formula is \[ \int u \, dv = uv - \int v \, du \]. Applying this, we get: \[ \int_{0}^{\infty} \operatorname{erf}(t) e^{-st} \, dt = \left. \frac{\operatorname{erf}(t) e^{-st}}{-s} \right|_{0}^{\infty} + \frac{2}{\sqrt{\pi}s} \int_{0}^{\infty} t e^{-\left(s^2/4 + t^2\right)} \, dt \].
06
- Evaluate Boundary Terms
Evaluate the boundary terms: \[ \lim_{t \to \infty} \operatorname{erf}(t) e^{-st} - \operatorname{erf}(0) \cdot \frac{1}{s} = 0 - 0 = 0 \] (since \( \operatorname{erf}(\infty) = 1 \) and \( e^{-st} \) goes to 0 as \( t \to \infty \)).
07
- Simplify Integral
Now simplify the remaining integral: \[ \frac{2}{s\sqrt{\pi}} \int_{0}^{\infty} e^{-u^2} e^{-(s/2)^2} e^{-u^2} \, du = \frac{2}{s\sqrt{\pi}} e^{-s^2/4} \int_{0}^{\infty} e^{-u^2} \, du \].
08
- Identify Related Function
Here, \( \int_{0}^{\infty} e^{-u^2} \, du \) is a known integral, equal to \( \frac{\sqrt{\pi}}{2} \operatorname{erfc}(\frac{s}{2}) \).
09
- Combine Results
Combine results to get: \[ F(s) = \frac{2}{s\sqrt{\pi}} e^{-s^2/4} \cdot \frac{\sqrt{\pi}}{2} \operatorname{erfc}(\frac{s}{2}) = \frac{e^{-s^2/4}}{s} \operatorname{erfc}(\frac{s}{2}) \].
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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 powerful mathematical tool used in engineering and physics. It converts a time-domain function into a complex frequency-domain function. The general formula for the Laplace transform of a function \( f(t) \) is given by:
\[ F(s) = \int_{0}^{\infty} f(t) e^{-st} \, dt \]
Here:
\[ F(s) = \int_{0}^{\infty} f(t) e^{-st} \, dt \]
Here:
- \( F(s) \) is the Laplace transform of \( f(t) \)
- \( s \) is a complex number frequency parameter
Error Function
The error function, denoted as \( \operatorname{erf}(t) \), is a special, non-elementary function commonly used in probability, statistics, and partial differential equations. It is defined as:
\[ \operatorname{erf}(t) = \frac{2}{\sqrt{\pi}} \int_{0}^{t} e^{-u^2} \, du \]
This function measures the probability that a value in a normally distributed dataset lies within a certain range. For large positive values of \( t \), \( \operatorname{erf}(t) \approx 1 \) and for large negative values, \( \operatorname{erf}(t) \approx -1 \).
\[ \operatorname{erf}(t) = \frac{2}{\sqrt{\pi}} \int_{0}^{t} e^{-u^2} \, du \]
This function measures the probability that a value in a normally distributed dataset lies within a certain range. For large positive values of \( t \), \( \operatorname{erf}(t) \approx 1 \) and for large negative values, \( \operatorname{erf}(t) \approx -1 \).
Integration by Parts
Integration by parts is a technique used to integrate products of functions. The formula is derived from the product rule of differentiation and is given by:
\[ \int u \, dv = uv - \int v \, du \]
For this case, we set
\[ \int_{0}^{\infty} \operatorname{erf}(t) e^{-st} \, dt = \left. \frac{\operatorname{erf}(t) e^{-st}}{-s} \right|_{0}^{\infty} + \frac{2}{\sqrt{\pi}s} \int_{0}^{\infty} t e^{-\left(s^2/4 + t^2\right)} \, dt \]
\[ \int u \, dv = uv - \int v \, du \]
For this case, we set
- \( u = \operatorname{erf}(t) \)
- \( dv = e^{-st} \, dt \)
- Then, \( du = \frac{2}{\sqrt{\pi}} e^{-t^2} \, dt \) and \( v = \frac{e^{-st}}{-s} \)
\[ \int_{0}^{\infty} \operatorname{erf}(t) e^{-st} \, dt = \left. \frac{\operatorname{erf}(t) e^{-st}}{-s} \right|_{0}^{\infty} + \frac{2}{\sqrt{\pi}s} \int_{0}^{\infty} t e^{-\left(s^2/4 + t^2\right)} \, dt \]
Boundary Terms
Boundary terms arise when applying the integration by parts formula. These terms are evaluated at the limits of integration. In our example, we need to evaluate:
\[ \left. \frac{\operatorname{erf}(t) e^{-st}}{-s} \right|_{0}^{\infty} \]
This simplifies to:
\[ \left. \frac{\operatorname{erf}(t) e^{-st}}{-s} \right|_{0}^{\infty} \]
This simplifies to:
- At \( t = \infty \), \( e^{-st} \rightarrow 0 \)
- \( \operatorname{erf}(\infty) = 1 \)
- At \( t = 0 \), \( \operatorname{erf}(0) = 0 \)
Complementary Error Function
The complementary error function, denoted as \( \operatorname{erfc}(t) \), is closely related to the error function and is defined as:
\[ \operatorname{erfc}(t) = 1 - \operatorname{erf}(t) \]
It represents the probability that a normally distributed variable falls outside a certain range. The function has useful properties for physical and engineering problems, especially in communication theory for noise analysis. Combining the results:
\[ F(s) = \frac{2}{s\sqrt{\pi}} e^{-s^2/4} \cdot \frac{\sqrt{\pi}}{2} \operatorname{erfc}\left(\frac{s}{2}\right) = \frac{e^{-s^2/4}}{s} \operatorname{erfc}\left(\frac{s}{2}\right) \]
\[ \operatorname{erfc}(t) = 1 - \operatorname{erf}(t) \]
It represents the probability that a normally distributed variable falls outside a certain range. The function has useful properties for physical and engineering problems, especially in communication theory for noise analysis. Combining the results:
\[ F(s) = \frac{2}{s\sqrt{\pi}} e^{-s^2/4} \cdot \frac{\sqrt{\pi}}{2} \operatorname{erfc}\left(\frac{s}{2}\right) = \frac{e^{-s^2/4}}{s} \operatorname{erfc}\left(\frac{s}{2}\right) \]