Friday, December 20, 2019

complex analysis - Solution for the Laplace Transform mathscrLleftfractalpha1tmuright(beta)




I have been looking for an explicit solution to the following Laplace transform for α,μ,β>0
βαΓ(α)L{tα1tμ}(β)=βαΓ(α)PV0tα1tμeβtdt.


Notice that this is equivalent to E((Xμ)1) for XGamma(α,β). I attacked this problem by substituting x=tμ and then writing
limϵ0+βαΓ(α)eβμ(0μ+0)xϵ1(x+μ)α1eβxdx.

After evaluating these integrals, I took the limit and and then dropped the residue term fX(0)πi resulting from the pole when ϵ=0. This took me about six pages to do and involves some nasty derivatives of hypergoemetric functions w.r.t. parameters, meijer G functions, residue expansions, etc. The solution I got was
βαΓ(α)L{tα1tμ}(β)=βeβμ{Eα(βμ)},

where Eν(z) is the generalized exponential integral. I have explicit solution for the real part which must be separated into cases for integer and non-integer α. Could this solution have been easily reached with contour integrals? After ending up at such a simple solution, I feel like I solved this the hard way and there is a much easier way to do it.


Answer



This may be somewhat simpler. Let 0<α<1,Imμ0,0<β (so it may be a bit misleading to refer to the integral as the Laplace transform). We have

0ddβ(eμβtα1tμeβt)dt=Γ(α)βαeμβ,0tα1tμeβtdt=Γ(α)(μ)α1eμβΓ(1α,μβ)=I(α,μ,β)+C(α,μ).


The integral and I(α,μ,β) are continuous at β=0, and
0tα1tμdt=π(μ)α1cscπα=I(α,μ,0),

from which we can conclude that C(α,μ)=0.



For positive μ, the p.v. integral will be equal to I(α,μi0,β) plus iπ times the residue of the integrand at t=μ. Γ(a,z) is continuous from above at negative z, thus I(α,μ,β) is continuous from below: I(α,μi0,β)=I(α,μ,β), therefore
v.p.0tα1tμeβtdt=I(α,μ,β)+iπμα1eμβ.


The result extends to 1α by analytic continuation.


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