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Laplace transform of power function


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

β„’{tr}=∫∞0e-sttr𝑑t

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

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}=Ο€s. (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