Page 56 - 4811
P. 56

Fourier-Mellin formula


               In order to calculate the integral in (4.3) and so determine the inverse of the

               Laplace transform F(s), we employ the standard methods of contour
               integration.
                   To wit, take a semicircle C of radius R and center at the origin. Then for s on
                                                  R
               the Bromwich contour Γ = ABCDEA of Figure 4.1,
                                            R
                                ∫                        ∫                        ∫
                             1                        1                        1
                                                                ts
                                                                                         ts
                                      ts
                                     e F(s)ds =               e F(s)ds +                e F(s)ds.         (4.4)
                            2πi                      2πi                      2πi
                                  Γ R                      C R                      EA
                                                                y
                                                                B


                                                 C R
                                                      R                      A(x + iy)

                                                                       θ 1
                                                                             x        x
                                           C                              α
                                                                   θ 2
                                                                             E(x − iy)


                                                             D
                                    B C D
                                                Figure 4.1 – Bromwich contour


                   Since F(s) is analytic for Re(s) = x > α, all the singularities of F(s), such as
               they are, must lie to the left of the Bromwich line. For a preliminary investigation,
               let us assume that F(s) is analytic in Re(s) < α except for having finitely many
               poles z , z , . . . , z there. This is typical of the situation when, say
                            2
                        1
                                    n
                                                                 P(s)
                                                       F(s) =          ,
                                                                 Q(s)

               where P(s) and Q(s) are polynomials.
                   By taking R sufficiently large, we can guarantee that all the poles of F(s) lie

               inside the contour R. Then by the Cauchy residue theorem,

                                                 ∫                    n
                                             1                       ∑
                                                       ts
                                                     e F(s)ds =          Res(z ),                         (4.5)
                                                                                k
                                            2πi
                                                  Γ R
                                                                     k=1
                                                                      ts
               where Res(z ) is the residue of the function e F(s) at the pole s = z . Note that
                               k
                                                                                                  k
                                        ts
               multiplying F(s) by e does not in any way affect the status of the poles z of F(s)
                                                                                                      k
                       ts
               since e ̸= 0. Therefore, by (4.4) and (4.5),
                               n                    ∫  x+iy                     ∫
                              ∑                  1                           1
                                                                                       ts
                                                              ts
                                  Res(z ) =                 e F(s)ds +               e F(s)ds.            (4.6)
                                         k
                                                2πi                         2πi
                              k=1                     x−iy                        C R
                                                              55
   51   52   53   54   55   56   57   58   59   60   61