Difference between revisions of "Unilateral Laplace transform"

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(Properties of Laplace Transforms)
(Properties of Laplace Transforms)
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[[Unilateral Laplace transform of delta derivative]]<br />
 
[[Unilateral Laplace transform of delta derivative]]<br />
  
Assume there exist $M,\alpha > 0$ with
 
$$|a_k| \leq M \alpha_k$$
 
for all $k=0,1,2,\ldots$. Then for all $z$ where it exists, <sup>[[#potltots|[pp.796]]]</sup>
 
$$\mathscr{L}\left\{ \displaystyle\sum_{k=0}^{\infty} a_k h_k(\cdot,s) \right\}(z;s) = \displaystyle\sum_{k=0}^{\infty} a_k \mathscr{L}\{h_k(\cdot,s)\}(z;s) = \displaystyle\sum_{k=0}^{\infty} \dfrac{a_k}{z^{k+1}},$$
 
where $h_k$ denotes the standard time scale [[Polynomials | polynomial]].
 
  
 
<div class="toccolours mw-collapsible mw-collapsed" style="width:800px">
 
<div class="toccolours mw-collapsible mw-collapsed" style="width:800px">

Revision as of 15:11, 21 January 2023

If $\mathbb{T}$ is a time scale, $s \in \mathbb{T}$, and $f$ is rd-continuous, then we define the unilateral Laplace transform of $f$ about $s$ by the formula $$\mathscr{L}_{\mathbb{T}}\{f\}(z;s) = \displaystyle\int_s^{\infty} f(t) e_{\ominus z}(\sigma(t),s) \Delta t,$$ for all $z$ for which the integral converges, where $\displaystyle\int$ denotes the delta integral, $e_{\ominus z}$ denotes a delta exponential whose subscript is the forward circle minus of the constant $z$, and $\sigma$ is the forward jump.

Properties of Laplace Transforms

Unilateral Laplace transform is a linear operator
Unilateral Laplace transform of delta derivative


Proposition: Let $m_z(t,s):=\displaystyle\int_s^t \dfrac{\Delta \tau}{1+\mu(\tau)z}$. Then [pp.797] $$\dfrac{d}{dz} \mathscr{L}\{f\}(z;s) = -\mathscr{L}\{m_z(\sigma(\cdot),s)f\}(z;s).$$

Proof:

It is known that $\dfrac{d}{dz} e_z(t,t_0) = m_z(t,t_0)e_z(t,t_0)$ and $\dfrac{d}{dz} e_{\ominus z}(t,t_0)=-m_z(t,t_0)e_{\ominus z}(t,t_0)$. These formulas are analogues of the formulas $\dfrac{d}{dz} e^{z(t-t_0)}=(t-t_0)e^{z(t-t_0)}$ and $\dfrac{d}{dz} e^{-z(t-t_0)}=-(t-t_0)e^{-z(t-t_0)}$ which occur in the case $\mathbb{T}=\mathbb{R}$. An important difference from the classical case is that $t-t_0$ has no dependence on the variable $z$, while $m_z(t,t_0)$ does.

Convergence

We define the minimal graininess function $$\mu_*(s)=\inf_{\tau \in [s,\infty) \cap \mathbb{T}} \mu(\tau).$$ Let $h\geq 0$. We also define the Hilger real part of $z \in \mathbb{C}$ by $$\mathrm{Re}_h(z)=\dfrac{1}{h}(|1+hz|-1)$$ and the Hilger imaginary part of $z \in \mathbb{C}$ by $$\mathrm{Re}_h(z)=\mathrm{Arg}(1+hz),$$ where $\mathrm{Arg}$ denotes the principal argument of $1+hz$. We let $$\mathbb{C}_h = \left\{ z \in \mathbb{C} \colon z \neq -\dfrac{1}{h} \right\}.$$ Finally given some $\lambda \in \mathbb{R}$ we define $$\mathbb{C}_h(\lambda) = \left\{ z \in \mathbb{C}_h \colon \mathrm{Re}_h(z) > \lambda \right\}.$$

Theorem (Absolute convergence): Let $f \in C_{\mathrm{rd}}([s,\infty) \cap \mathbb{T},\mathbb{C})$ be of exponential order $\alpha$. Then $\mathscr{L}\{f\}(\cdot;s)$ exists on $\mathbb{C}_{\mu_*(s)}(\alpha)$ and converges absolutely.

Proof:

Theorem (Uniform convergence): Let $f \in C_{\mathrm{rd}}([s,\infty)\cap\mathbb{T},\mathbb{C})$ be of exponential order $\alpha$. Then the Laplace transform $\mathscr{L}\{f\}$ converges uniformly in the half-plane $C_{\mu_*(s)}(\beta)$ for any $\beta > \alpha$.

Proof:

Table of Laplace transforms

Formula for unilateral Laplace transform
$\mathbb{T}=$ Unilateral Laplace transform
$\mathbb{R}$ $\mathscr{L}_{\mathbb{R}}\{f\}(z;s)=\displaystyle\int_s^{\infty} f(\tau) e^{-z\tau} \mathrm{d}\tau$
$\mathbb{Z}$
$h\mathbb{Z}$
$\mathbb{Z}^2$
$\overline{q^{\mathbb{Z}}}, q > 1$
$\overline{q^{\mathbb{Z}}}, q < 1$
$\mathbb{H}$
Laplace Transforms of special functions
$f(t;s)$ $\mathscr{L}\{f(\cdot;s)\}(z)$
$e_{\alpha}(t;s)$ $\dfrac{1}{z-\alpha}$
$h_n(t;s)$ $\dfrac{1}{z^{n+1}}$
$\sinh_{\alpha}(t;s)$ $\dfrac{\alpha}{z^2-\alpha^2}$
$\cosh_{\alpha}(t;s)$ $\dfrac{z}{z^2-\alpha^2}$
$\sin_{\alpha}(t;s)$ $\dfrac{\alpha}{z^2+\alpha^2}$
$\cos_{\alpha}(t;s)$ $\dfrac{z}{z^2+\alpha^2}$

See also

Bilateral Laplace transform
Unilateral convolution

References