Math 2.0

Integral transforms, operational calculus Laplace transform: uniqueness and inversion Theorem

Lerch's uniqueness theorem

Builds on Laplace transformLebesgue integral

Statement

Let f,g ⁣:[0,∞)→ℂf, g \colon [0, \infty) \to \C be Lebesgue integrable on each interval [0,T][0, T]. Assume that the Laplace integrals of ff and gg converge at some real number s0s_0. Let FF and GG be their Laplace transforms. If F(s)=G(s)F(s) = G(s) for every real s>s0s > s_0, then f=gf = g almost everywhere on [0,∞)[0, \infty). If in addition ff and gg are continuous, then f=gf = g everywhere on [0,∞)[0, \infty).

Remarks

By linearity it suffices to show that h=f−gh = f - g vanishes almost everywhere when its transform vanishes for s>s0s > s_0. Let φ(t)=∫0te−s0τh(τ) dτ\varphi(t) = \int_0^t e^{-s_0 \tau} h(\tau) \, d\tau; it is continuous and bounded, and integration by parts turns H(s0+n)=0H(s_0 + n) = 0, n=1,2,…n = 1, 2, \ldots, into ∫0∞e−ntφ(t) dt=0\int_0^\infty e^{-n t} \varphi(t) \, dt = 0. The substitution x=e−tx = e^{-t} turns these into ∫01xn−1ψ(x) dx=0\int_0^1 x^{n-1} \psi(x) \, dx = 0 for a continuous function ψ\psi, so all moments of ψ\psi vanish. By the Weierstrass approximation theorem ψ=0\psi = 0, hence φ=0\varphi = 0 and h=0h = 0 almost everywhere. The proof shows that equality at the points s0+ns_0 + n, n=1,2,…n = 1, 2, \ldots, is already enough. Without continuity the conclusion "almost everywhere" cannot be improved: changing ff at one point does not change FF.

Going deeper

For a student

This theorem is what makes the inverse Laplace transform well defined, up to changes on null sets. It justifies the table method: once FF matches a known transform, the original function is determined. It does not by itself give a formula for ff; that is the job of the Bromwich integral and of Post's inversion formula.

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  1. Function concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Laplace_transform
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TagV3YTF5WJHY
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Kindstatement, theorem
WritingW0 stub
MSC44A10
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AboutLaplace transform, Inverse Laplace transform
UsesLaplace transform, Lebesgue integral

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