Laplace Transforms for improper integrals?

In summary, the conversation discusses using Laplace transforms to solve integrals and the issue of convergence. The method works for some functions, but not others, and the limit as s approaches 0 may not always exist. This is demonstrated by comparing the LT of sin(t) and 1, where the LT of 1 diverges as s approaches 0 while the LT of sin(t) may converge. The conversation also mentions the difference in behavior between sin(t) and cos(t) as integrals.
  • #1
Screwdriver
129
0

Homework Statement



I (came up with)/(heard about) a way of using Laplace transforms that I didn't think about before. The problem is that it doesn't work for some reason.

Look at following integral:

[tex]I = \int_{0}^{\infty }sin(t)dt[/tex]

Say that you had no idea how to integrate something. Then what you could conceivably do is consider the following function:

[tex]F(s)=\int_{0}^{\infty }e^{-st}sin(t)dt[/tex]

This converges for [itex]s > 0[/itex]. But then this is just the LT of [itex]sin(t)[/itex] (which you know), so:

[tex]F(s)=\frac{1}{s^2+1}[/tex]

Now, if [itex]s = 0[/itex], then [itex]F(0) = I[/itex], which would also mean that [itex]I = 1[/itex]. But you can't just sub in 0 because you need [itex]s[/itex] to be greater than 0. So instead take the limit as [itex]s[/itex] goes to 0, which gives the same thing. But we know that [itex]I[/itex] doesn't converge because [itex]sin(t)[/itex] oscillates...so what's going on? On a related note, this method works for some other functions like [itex]e^{-t}[/itex] ; the LT gives [itex]\frac{1}{s+1}[/itex] and then [itex]F(0) = 1[/itex].

Homework Equations



Laplace Transform

The Attempt at a Solution



Head-scratching, mainly.
 
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  • #2
I'm not sure what you are expecting here. Sure, the integral of sin(x) does not converge. The integral of sin(t)*e^(-s*t) does for s>0. And it does have a limit, again sure. What you've done is 'regularize' an integral by multiplying by e^(-s*t) to force it to converge. But the limit of that as s->0 doesn't make the original integral converge magically.
 
  • #3
But the limit of that as s->0 doesn't make the original integral converge magically.

So does that mean this (?):

[tex] \lim_{s\to0}\int_{0}^{\infty }e^{-st}f(t)dt \neq \int_{0}^{\infty }f(t)dt [/tex]

But how can that be true? Certainly it must be true for proper integrals.
 
  • #4
Screwdriver said:
So does that mean this (?):

[tex] \lim_{s\to0}\int_{0}^{\infty }e^{-st}f(t)dt \neq \int_{0}^{\infty }f(t)dt [/tex]

But how can that be true? Certainly it must be true for proper integrals.

e^(-s*t) is less than 1 for s=>0. So yes, for any convergent integral, I think it works. But applying that to a divergent integral is a different story.
 
  • #5
Okay, thanks! By the way, I realized what I was expecting from the LT. The limit exists - I would expect it to not exist. Why should the limit exist if the integral diverges?

If the LT of [itex]sin(t)[/itex] was something like [itex]\frac{1}{s}[/itex], then the limit as [itex]s[/itex] goes to zero doesn't exist. That would make sense, because the integral also essentially doesn't exist.
 
  • #6
Screwdriver said:
Okay, thanks! By the way, I realized what I was expecting from the LT. The limit exists - I would expect it to not exist. Why should the limit exist if the integral diverges?

If the LT of [itex]sin(t)[/itex] was something like [itex]\frac{1}{s}[/itex], then the limit as [itex]s[/itex] goes to zero doesn't exist. That would make sense, because the integral also essentially doesn't exist.

Ok, take that example. The LT of f(t)=1 is 1/s. That does diverge like the integral of 1 as s->0 because e^(-st) approaches 1 as s->0. So the limit of the LT would have to diverge as s->0. On the other hand sin(t) oscillates and the LT can average out the oscillation. Take cos(t). The limit there is 0 rather than 1. But there's not that much difference between the behavior of sin(t) and cos(t) as integrals.
 
  • #7
Okay, I can live with that. Thanks again :smile:
 

Related to Laplace Transforms for improper integrals?

1. What is the definition of a Laplace Transform for an improper integral?

The Laplace Transform for an improper integral is a mathematical tool used to convert functions defined in the time domain to functions defined in the frequency domain. It is denoted by the symbol "F(s)" and is defined as the integral of the function multiplied by e^(-st), where "s" is a complex number representing the frequency parameter and "t" is the time variable.

2. How is the Laplace Transform used to solve improper integrals?

The Laplace Transform is used to solve improper integrals by transforming the integral into a simpler form that can be solved using basic algebraic techniques. It allows us to convert a problem in the time domain to a problem in the frequency domain, making it easier to solve using traditional methods.

3. What are some common applications of Laplace Transforms for improper integrals?

Laplace Transforms for improper integrals have many practical applications, especially in engineering and physics. They are commonly used to analyze electrical circuits, solve differential equations, and model systems in control theory. They are also used in signal processing, image and sound analysis, and in the study of mechanical vibrations.

4. How do you determine the convergence of an improper integral using Laplace Transforms?

To determine the convergence of an improper integral using Laplace Transforms, we first calculate the Laplace Transform of the function. If the integral converges, the Laplace Transform will exist for all values of "s" in the complex plane. If the integral diverges, the Laplace Transform will not exist for some values of "s". This allows us to determine the convergence or divergence of the improper integral by examining the behavior of the Laplace Transform.

5. Are there any limitations or drawbacks to using Laplace Transforms for improper integrals?

While Laplace Transforms are a powerful tool for solving improper integrals, they do have some limitations. They can only be applied to functions that satisfy certain conditions, such as being continuous and having a finite number of discontinuities. Additionally, the use of complex numbers in the Laplace Transform can make it difficult to interpret and apply in some situations. As with any mathematical tool, it is important to understand its limitations and use it appropriately.

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