Math 2.0

Integral transforms, operational calculus Definition

Abscissa of absolute convergence

Builds on Laplace transformAbscissa of convergenceLebesgue integral

Definition

Let f ⁣:[0,∞)→ℂf \colon [0, \infty) \to \C be integrable on each interval [0,T][0, T] with T>0T > 0. The abscissa of absolute convergence of the Laplace transform of ff is σa=inf⁡{σ∈ℝ:∫0∞∣f(t)∣e−σt dt<∞}∈[−∞,+∞],\sigma_a = \inf \set{ \sigma \in \R : \int_0^\infty \abs{f(t)} e^{-\sigma t}\, dt < \infty } \in [-\infty, +\infty], with inf⁡∅=+∞\inf \emptyset = +\infty.

Remarks

For Re⁡s>σa\operatorname{Re} s > \sigma_a the Laplace integral converges as a Lebesgue integral, and for Re⁡s<σa\operatorname{Re} s < \sigma_a it does not converge absolutely. Always σc≤σa\sigma_c \le \sigma_a, where σc\sigma_c is the abscissa of convergence. Example: for f(t)=eatf(t) = e^{at} with a∈ℝa \in \R, ∣f∣=f\abs{f} = f, so σa=σc=a\sigma_a = \sigma_c = a. Example with σc<σa\sigma_c < \sigma_a: let f(t)=etsin⁡(et)f(t) = e^t \sin(e^t). The substitution u=etu = e^t turns ∫0∞f(t)e−σt dt\int_0^\infty f(t) e^{-\sigma t}\, dt into ∫1∞sin⁡(u) u−σ du\int_1^\infty \sin(u)\, u^{-\sigma}\, du. This converges for σ>0\sigma > 0 by the Dirichlet test and diverges for σ≤0\sigma \le 0, so σc=0\sigma_c = 0. It converges absolutely exactly for σ>1\sigma > 1, since ∫1∞∣sin⁡u∣ u−σ du<∞\int_1^\infty \abs{\sin u}\, u^{-\sigma}\, du < \infty if and only if σ>1\sigma > 1; so σa=1\sigma_a = 1. For a function of exponential order aa that is integrable on bounded intervals, σa≤a\sigma_a \le a.

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  1. Abscissa of convergence concept
  2. Function concept
  3. Integrable function concept
  4. Integral of a non-negative function concept
  5. Laplace transform definition
  6. Lebesgue integral definition
  7. Abscissa of absolute convergence definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Laplace_transform
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MSC44A10
DefinesAbscissa of absolute convergence
UsesLaplace transform, Abscissa of convergence, Lebesgue integral

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