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[parent] Laplace transform of integral (Derivation)

On can show that if a real function $t \mapsto f(t)$ is Laplace-transformable, as well is $\displaystyle\int_0^tf(\tau)\,d\tau$ . The latter is also continuous for $t > 0$ and by the Newton-Leibniz formula, has the derivative equal $f(t)$ . Hence we may apply the formula for Laplace transform of derivative, obtaining $$F(s) \;=\; \mathcal{L}\{f(t)\} \;=\; s\,\mathcal{L} \left\{\int_0^t\!f(\tau)\,d\tau\right\}-\int_0^0\!f(t)\,dt \;=\; s\,\mathcal{L} \left\{\int_0^t\!f(\tau)\,d\tau\right\},$$ i.e.

$\displaystyle \mathcal{L} \left\{\int_0^t\!f(\tau)\,d\tau\right\} \;=\; \frac{F(s)}{s}.$ (1)

Application. We start from the easily derivable rule $$\frac{1}{s} \;\curvearrowright\; 1,$$ where the curved arrow points from the Laplace-transformed function to the original function. The formula (1) thus yields successively $$\frac{1}{s^2} \;\curvearrowright\; \int_0^t\!1\,d\tau \;=\; t,$$ $$\frac{1}{s^3} \;\curvearrowright\; \int_0^t\!\tau\,d\tau \;=\; \frac{t^2}{2!},$$ $$\frac{1}{s^4} \;\curvearrowright\; \int_0^t\!\frac{\tau^2}{2!}\,d\tau \;=\; \frac{t^3}{3!},$$ etc. Generally, one has

$\displaystyle \frac{1}{s^n} \;\curvearrowright\; \frac{t^{n-1}}{(n\!-\!1)!} \quad \forall\, n \in \mathbb{Z}_+.$ (2)




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Cross-references: function, derivable, application, Laplace transform of derivative, formula, derivative, continuous, real function
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This is version 4 of Laplace transform of integral, born on 2008-09-23, modified 2008-09-23.
Object id is 11081, canonical name is LaplaceTransformOfIntegral.
Accessed 752 times total.

Classification:
AMS MSC44A10 (Integral transforms, operational calculus :: Laplace transform)

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