Laplace transform of power function


In the defining integralDlmfPlanetmath (http://planetmath.org/ImproperIntegral)

ℒ⁢{tr}=∫0∞e-s⁢t⁢tr⁢𝑑t

of the Laplace transformDlmfMathworldPlanetmath of the power functionDlmfDlmfPlanetmath  t↦tr,  we make the substitution (http://planetmath.org/SubstitutionForIntegration)  u:=s⁢t:

ℒ⁢{tr}=∫0∞e-u⁢(us)r⁢d⁢us=1sn+1⁢∫0∞e-u⁢ur+1-1⁢𝑑u

Here we have assumed that  r>-1  and s>0.  According to the definition of the gamma functionDlmfDlmfMathworldPlanetmath, the last integral is equal to Γ⁢(r+1).  Thus we obtain

ℒ⁢{tr}=Γ⁢(r+1)sr+1. (1)

The special case  r=-12  gives the result

ℒ⁢{1t}=πs. (2)
Title Laplace transform of power function
Canonical name LaplaceTransformOfPowerFunction
Date of creation 2013-03-22 18:17:42
Last modified on 2013-03-22 18:17:42
Owner pahio (2872)
Last modified by pahio (2872)
Numerical id 6
Author pahio (2872)
Entry type Derivation
Classification msc 44A10
Related topic EvaluatingTheGammaFunctionAt12