Math 2.0

Integral transforms, operational calculus Definition

Laguerre series expansion of the Laplace transform

Builds on Laplace transformLaguerre polynomialsLp space

Definition

Let LnL_n be the Laguerre polynomial of degree nn, and let ℓn(t)=e−t/2Ln(t)\ell_n(t) = e^{-t/2} L_n(t) for t≥0t \ge 0. The functions ℓ0,ℓ1,…\ell_0, \ell_1, \dots form an orthonormal basis of the space L2(0,∞)L^2(0, \infty). Let f∈L2(0,∞)f \in L^2(0, \infty), with coefficients an=∫0∞f(t) ℓn(t) dta_n = \int_0^\infty f(t)\, \ell_n(t)\, dt, and let FF be its Laplace transform. The Laguerre series expansion of FF is F(s)=∑n=0∞an(s−1/2)n(s+1/2)n+1,Re⁡s>0.F(s) = \sum_{n=0}^{\infty} a_n \frac{(s - 1/2)^n}{(s + 1/2)^{n+1}}, \qquad \operatorname{Re} s > 0.

Remarks

The expansion holds because the Laplace transform of ℓn\ell_n is (s−1/2)n/(s+1/2)n+1(s - 1/2)^n / (s + 1/2)^{n+1}, and because F(s)F(s) is the L2L^2 inner product of ff with e−sˉte^{-\bar{s} t}, which lies in L2(0,∞)L^2(0, \infty) when Re⁡s>0\operatorname{Re} s > 0. With w=(s−1/2)/(s+1/2)w = (s - 1/2)/(s + 1/2), which maps the half-plane Re⁡s>0\operatorname{Re} s > 0 onto the unit disk, it reads (s+1/2)F(s)=∑nanwn(s + 1/2) F(s) = \sum_{n} a_n w^n. The coefficients satisfy ∑n∣an∣2=∥f∥22<∞\sum_n \abs{a_n}^2 = \norm{f}_2^2 < \infty.

Example: f=ℓ1f = \ell_1, that is f(t)=e−t/2(1−t)f(t) = e^{-t/2}(1 - t). Then a1=1a_1 = 1 and all other an=0a_n = 0. The check: ∫0∞e−ste−t/2(1−t) dt=1s+1/2−1(s+1/2)2=s−1/2(s+1/2)2\int_0^\infty e^{-st} e^{-t/2}(1 - t)\, dt = \frac{1}{s + 1/2} - \frac{1}{(s + 1/2)^2} = \frac{s - 1/2}{(s + 1/2)^2}.

Non-example: f(t)=1f(t) = 1 has the Laplace transform 1/s1/s, but f∉L2(0,∞)f \notin L^2(0, \infty), so the coefficients ana_n are not defined by the formula above.

Applying the same expansion to e−σtf(bt)e^{-\sigma t} f(bt) for parameters σ\sigma and b>0b > 0 gives the scaled variants used in practice.

Reading path

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  1. Laguerre polynomials concept
  2. Laplace transform concept
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  4. Laguerre series expansion of the Laplace transform definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Laguerre_polynomials
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MSC44A10, 33C45, 65R10
DefinesLaguerre series expansion of the Laplace transform
UsesLaplace transform, Laguerre polynomials, Lp space

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