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Exponential Order
                .



                   Example 1.8, The function

                                                          {
                                                             0,       t < 0,
                                                  f(t) =
                                                                 1
                                                             cos ,    t > 0
                                                                 t
                   is discontinuous at t = 0, but lim f(t) fails to exist, so f does
                                                             t→0+
                   not have a jump discontinuity at t = 0.
               . . . . .

                   The class of functions for which we consider the Laplace transform defined will
               have the following property.


                   Definition 1.3✓ A function f is piecewise continuous on the
                   interval [0, ∞) if (i) lim f(t) = f(0+) exists and (ii) f is continuous
                                             t→0+
                   on every finite interval (0, b) except possibly at a finite number
                   of points τ , τ , . . . , τ in (0, b) at which f has a jump discontinuity.
                                 1
                                     2
                                              n
               . . . . .
                   The function in Example 1 is not piecewise continuous on [0, ∞). Nor is the
               function in Example 1.           However, the function in Example 1 is piecewise
               continuous on [0, ∞).
                   An important consequence of piecewise continuity is that on each subinterval
               the function f is also bounded. That is to say,


                                   |f(t)| ≤ M , τ < t < τ      i+1 , i = 1, 2, . . . , n − 1,
                                                i
                                                     i
               for finite constants M . Exercises 1.3 11 In order to integrate piecewise continuous
                                         i
               functions from 0 to b, one simply integrates f over each of the subintervals and

               takes the sum of these integrals. This can be done since the function f is both
               continuous and bounded on each subinterval and thus on each has a well-defined
               (Riemann) integral.



                     Exponential Order



               The second consideration of our class of functions possessing a well-defined
               Laplace transform has to do with the growth rate of the functions. In the

               definition
                                                             ∫
                                                                ∞
                                                L(f(t)) =         e −st f(t)dt,
                                                               0
               when we take s > 0 or Re(s) > 0, the integral will converge as long as f does not
                                                                           2
                                                                          t
               grow too rapidly. It can be proved that f(t) = e does grow too rapidly for our
               purposes. A suitable rate of growth can be made explicit.



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