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[parent] Laplace transform of $t^nf(t)$ (Derivation)

Let $$\displaystyle F(s) \,:=\, \mathcal{L}\{f(t)\} = \int_0^\infty e^{-st}f(t)\,dt.$$

A differentiation under the integral sign with respect to $s$ yields $$F'(s) = -\int_0^\infty e^{-st}tf(t)\,dt = -\mathcal{L}\{tf(t)\}.$$ Differentiating again under the integral sign gives $$F''(s) = +\int_0^\infty e^{-st}t^2f(t)\,dt = \mathcal{L}\{t^2f(t)\}.$$ One can continue similarly, and then we apparently have

$\displaystyle F^{(n)}(s) = (-1)^n\int_0^\infty e^{-st}t^nf(t)\,dt = (-1)^n\mathcal{L}\{t^nf(t)\}.$ (1)

If this equation is multiplied by $(-1)^n$ , it gives the formula
$\displaystyle \mathcal{L}\{t^nf(t)\} = (-1)^nF^{(n)}(s)$ (2)

which is true for $n = 1,\,2,\,3,\,\ldots$

Application. Evaluate the improper integral $$I := \int_0^\infty t^3e^{-t}\sin{t}\,dt.$$ By the parent entry, we have $\mathcal{L}\{\sin{t}\} = \frac{1}{1+s^2}$ . Using this and (2), we may write $$\int_0^\infty t^3e^{-st}\sin{t}\,dt = \mathcal{L}\{t^3\sin{t}\} = (-1)^3\frac{d^3}{ds^3}\!\left(\frac{1}{s^2+1}\right) = \frac{24(s-s^3)}{(1+s^2)^4}.$$ The value of $I$ is obtained by substituting here $s = 1$ : $$I = \frac{24(1-1^3)}{(1+1^2)^4} = 0.$$




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See Also: table of Laplace transforms


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Laplace transform of $\frac{f(t)}{t}$ (Derivation) by pahio
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Cross-references: improper integral, application, equation, integral sign, differentiation under the integral sign
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This is version 3 of Laplace transform of $t^nf(t)$, born on 2008-05-30, modified 2008-06-10.
Object id is 10637, canonical name is LaplaceTransformOfTnft.
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Classification:
AMS MSC44A10 (Integral transforms, operational calculus :: Laplace transform)

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astonishing result by pahio on 2008-05-30 12:28:23
\int_0^\infty t^3e^{-t}\sin{t}dt = 0

Is there a more natural explanation for this result than the Laplace transform of t^3\sin{t}?

Jussi
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