APPLICATIONS OF COMPLEX VARIABLES
Ideally, we would like the contribution to the integral from the circular arc Γ to
tend to zero as its radiusR→∞. Using a modified version of Jordan’s lemma,
it may be shown that this is indeed the case if there exist constantsM>0and
α>0 such that on Γ
| ̄f(s)|≤
M
Rα
.
Moreover, this condition always holds when ̄f(s)hastheform
̄f(s)=P(s)
Q(s)
,
whereP(s)andQ(s) are polynomials and the degree ofQ(s) is greater than that
ofP(s).
When the contribution from the part-circle Γ tends to zero asR→∞,we
have from the residue theorem that the inverse Laplace transform (25.25) is given
simply by
f(t)=
∑(
residues of ̄f(s)esxat all poles
)
. (25.27)
Find the functionf(x)whose Laplace transform is
̄f(s)= s
s^2 −k^2
,
wherekis a constant.
It is clear that ̄f(s) is of the form required for the integral over the circular arc Γ to tend
to zero asR→∞, and so we may use the result (25.27) directly. Now
̄f(s)esx= se
sx
(s−k)(s+k)
,
and thus has simple poles ats=kands=−k. Using (24.57) the residues at each pole can
be easily calculated as
R(k)=
kekx
2 k
and R(−k)=
ke−kx
2 k
.
Thus the inverse Laplace transform is given by
f(x)=^12
(
ekx+e−kx
)
=coshkx.
This result may be checked by computing the forward transform of coshkx.
Sometimes a little more care is required when deciding in which half-plane to
close the contourC.
Find the functionf(x)whose Laplace transform is
̄f(s)=^1
s
(e−as−e−bs),
whereaandbare fixed and positive, withb>a.
From (25.25) we have the integral
f(x)=
1
2 πi
∫λ+i∞
λ−i∞
e(x−a)s−e(x−b)s
s
ds. (25.28)