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[parent] integration of Laplace transform with respect to parameter (Theorem)

We use the curved arrows to point from the Laplace-transformed functions to the corresponding initial functions.

If $$f(t,\,x) \;\curvearrowleft\; F(s,\,x),$$ then one can integrate both functions with respect to the parametre $x$ between the same limits which may be also infinite provided that the integrals converge:

$\displaystyle \int_a^b\!f(t,\,x)\,dx \;\curvearrowleft\; \int_a^b\!F(s,\,x)\,dx$ (1)

(1) may be written as
$\displaystyle \mathcal{L}\{\int_a^b\!f(t,\,x)\,dx\} \;=\; \int_a^b\!\mathcal{L}\{f(s,\,x)\}\,dx.$ (2)

Proof. Using the definition of the Laplace transform, we can write $$\int_a^b\!f(t,\,x)\,dx \;\curvearrowleft\; \int_0^\infty\left(e^{-st}\int_a^b\!f(s,\,x)\,dx\right)dt \;=\; \int_0^\infty\left(\int_a^b\!e^{-st}f(s,\,x)\,dx\right)dt.$$ We change the order of integration in the last double integral and use again the definition, obtaining $$\int_a^b\!f(t,\,x)\,dx \;\curvearrowleft\; \int_a^b\left(\int_0^\infty\!e^{-st}f(s,\,x)\,dt\right)dx \;=\; \int_a^b\!F(s,\,t)\,dx,$$ Q.E.D.




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See Also: table of Laplace transforms, termwise differentiation, methods of evaluating improper integrals, using convolution to find Laplace transform, relative of cosine integral, relative of exponential integral


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Cross-references: double integral, Laplace transform, proof, converge, integrals, infinite, parametre, integrate, functions
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This is version 4 of integration of Laplace transform with respect to parameter, born on 2009-01-18, modified 2009-01-19.
Object id is 11521, canonical name is IntegrationOfLaplaceTransformWithRespectToParameter.
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Classification:
AMS MSC44A10 (Integral transforms, operational calculus :: Laplace transform)

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