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I want to calculate the inverse Laplace transform of $$ F(s) = \frac{1}{\sqrt{s^2+a^2}} $$ which results in the Bessel function of first kind of order $0$. I will use the Bromwich integral $$ f(t) = \frac{1}{2\pi i}\int_{\gamma-i\infty}^{\gamma+i\infty} e^{st} F(s)\,ds $$

I found this thread, where the inverse Laplace transform of $$ F(s) = \frac{1}{\sqrt{s^2-a^2}} $$ is calculated but I have problems to apply the same argument as there. Here, the branch points are on the imaginary axis and I want to use the following contour.

Integral contour

The integrals $c_1$, $c_3$, $c_5$, $c_7$, $c_9$ vanish for the large radius going to $\infty$ and the small circles going to $0$, so the integrals $c_2$, $c_4$, $c_6$, $c_8$ are left. Due to the branch cuts, I get a sign difference between the left and right side of the imaginary axis. I get the following expressions for the integrals $$ \int_{c_2} ds \frac{e^{st}}{\sqrt{s^2+a^2}} = \int_{\infty}^{a} dr \frac{i e^{irt}}{\sqrt{a^2-r^2}}\\ \int_{c_4} ds \frac{e^{st}}{\sqrt{s^2+a^2}} = \int_{a}^{\infty} dr \frac{-i e^{irt}}{\sqrt{a^2-r^2}}\\ \int_{c_6} ds \frac{e^{st}}{\sqrt{s^2+a^2}} = \int_{\infty}^{a} dr \frac{i e^{-irt}}{\sqrt{a^2-r^2}}\\ \int_{c_8} ds \frac{e^{st}}{\sqrt{s^2+a^2}} = \int_{a}^{\infty} dr \frac{-i e^{-irt}}{\sqrt{a^2-r^2}} $$ Summing up these integrals and multipling with the prefactor from the Laplace transform it follows $$ f(t) = -\frac{1}{2\pi i} \int_{a}^{\infty} \frac{-2i(e^{irt} + e^{-irt})}{\sqrt{a^2-r^2}}\,dr = \frac{2}{\pi} \int_{a}^{\infty} \frac{\cos(rt)}{\sqrt{a^2-r^2}}\, dr $$ A substitution of $r = a\sin(\varphi)$ would change the integrand into the correct result, as the integral representation of the Bessel function looks like $$ J_0(t) = \frac{1}{\pi}\int_{0}^{\pi} \cos(at\sin(\varphi)) d\varphi $$

However I do not known how to deal with the upper border of $\infty$. In the case of the other thread, the integration limits were between $-a$ and $a$. In addition, I have a factor of 2 too much. What am I doing wrong?

Dylan
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  • This might help: https://math.stackexchange.com/questions/1221767/a-bessel-function-integral/1221873#1221873 – Ron Gordon Nov 29 '17 at 14:44
  • Thanks for the link. I had a sign error in the $c_6$ and $c_8$ integral. Changing this, leads to the same result as shown there. My question is now, how can I see that $ f(t) = \frac{2}{\pi} \int_{a}^{\infty} \frac{\sin(rt)}{\sqrt{r^2-a^2}}, dr = \frac{1}{\pi}\int_{0}^{\pi} \cos(at\sin(\varphi)) ,d\varphi = J_0(t) $ – X. Sonorg Nov 29 '17 at 16:06
  • That link has the answer to that question too. – Ron Gordon Dec 02 '17 at 03:09

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