Math 2.0

Integral transforms, operational calculus Definition

Strip of convergence of the bilateral transform

Builds on Two-sided Laplace transformLebesgue integralHolomorphic function

Definition

Let f ⁣:ℝ→ℂf \colon \R \to \C be integrable on each bounded interval. Let α=inf⁡{σ∈ℝ:∫0∞∣f(t)∣e−σt dt<∞},β=sup⁡{σ∈ℝ:∫−∞0∣f(t)∣e−σt dt<∞},\alpha = \inf \left\{ \sigma \in \R : \int_0^\infty \abs{f(t)} e^{-\sigma t} \, dt < \infty \right\}, \qquad \beta = \sup \left\{ \sigma \in \R : \int_{-\infty}^0 \abs{f(t)} e^{-\sigma t} \, dt < \infty \right\}, with inf⁡∅=+∞\inf \emptyset = +\infty and sup⁡∅=−∞\sup \emptyset = -\infty. If α<β\alpha < \beta, the strip of convergence of the two-sided Laplace transform of ff is the open vertical strip S={s∈ℂ:α<Re⁡s<β}.S = \{ s \in \C : \alpha < \operatorname{Re} s < \beta \}. If α≥β\alpha \ge \beta, the strip of convergence is empty.

Remarks

The integral defining ℬ{f}(s)\mathcal{B}\{f\}(s) converges absolutely for every s∈Ss \in S, and ℬ{f}\mathcal{B}\{f\} is holomorphic on SS. The integral may also converge on one or both boundary lines; these points are not counted in the open strip. Example: for f(t)=e−∣t∣f(t) = e^{-\abs{t}}, one finds α=−1\alpha = -1 and β=1\beta = 1, so S={−1<Re⁡s<1}S = \{-1 < \operatorname{Re} s < 1\}. Non-example: for f=1f = 1, α=0\alpha = 0 and β=0\beta = 0, so the strip is empty, and indeed the two-sided integral converges nowhere. The strip is part of the data of a transform. The function 1/(1−s)1/(1 - s) on Re⁡s<1\operatorname{Re} s < 1 inverts to ete^t on t<0t < 0 and 00 on t>0t > 0, while on Re⁡s>1\operatorname{Re} s > 1 it inverts to −et-e^t on t>0t > 0 and 00 on t<0t < 0.

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To understand this page from the ground up, read these 17 pages in order. The foundations come first.

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  1. Complex numbers object
  2. Function concept
  3. Improper integral concept
  4. Lebesgue integral concept
  5. Real numbers object
  6. Set bounded above definition
  7. Real and imaginary parts definition
  8. Laplace transform definition
  9. Supremum definition
  10. Two-sided Laplace transform definition
  11. Completeness axiom statement
  12. Existence of square roots of nonnegative reals statement
  13. Square root definition
  14. Modulus of a complex number definition
  15. Complex differentiability definition
  16. Holomorphic function definition
  17. Strip of convergence of the bilateral transform definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Two-sided_Laplace_transform
About this page
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WritingW0 stub
MSC44A10
DefinesStrip of convergence of the bilateral transform
UsesTwo-sided Laplace transform, Lebesgue integral, Holomorphic function

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