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How to find the inverse Laplace transform of:

$$g(x,p,x') = \begin{cases} - \dfrac{e^{\sqrt{p} x'} \sinh({\sqrt{p}x})}{ {\sqrt{p}}} & 0 < x < x' \\ -\dfrac{\sinh({\sqrt{p}x'}) e^{-\sqrt{p} x}}{{\sqrt{p}}} & x \gt x' \end{cases} $$

where $L^{-1}\{g(x,p,x')\}=G(x,t,x')$ , meanning you can treat $x'$ and $x$ as constants.

Xoque55
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Leah
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  • I tried looking through Gradshteyn and Rhyzik's section on the Laplace transform. They do not have this at all. They have stuff resembling this (omitting the hyperbolic sine) but not this exactly. You may have to evaluate this via contour integration (via the definition of the inverse Laplace transform) but I feel like it would be a very ugly computation. – Cameron Williams Jan 12 '14 at 21:18

1 Answers1

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Consider the first piece of the Green's function above.

$$-p^{-1/2} e^{\sqrt{p} x'} \sinh{\sqrt{p} x} =\frac12 p^{-1/2} \left [e^{-\sqrt{p} (x'-x)} -e^{\sqrt{p} (x'+x)} \right ]$$

You can use a contour integration as follows by deforming the Bromwich contour about the negative real axis and exploiting a branch cut of $\sqrt{z}$ about that axis. So, consider the integral

$$\oint_C dz \: z^{-1/2} e^{-a \sqrt{z}} e^{z t}$$

where $C$ is a keyhole contour about the negative real axis, as pictured below.

enter image description here

We will define $\text{Arg}{z} \in (-\pi,\pi]$, so the branch is the negative real axis. There are $6$ pieces to this contour, $C_k$, $k \in \{1,2,3,4,5,6\}$, as follows.

$C_1$ is the contour along the line $z \in [c-i R,c+i R]$ for some large value of $R$.

$C_2$ is the contour along a circular arc of radius $R$ from the top of $C_1$ to just above the negative real axis.

$C_3$ is the contour along a line just above the negative real axis between $[-R, -\epsilon]$ for some small $\epsilon$.

$C_4$ is the contour along a circular arc of radius $\epsilon$ about the origin.

$C_5$ is the contour along a line just below the negative real axis between $[-\epsilon,-R]$.

$C_6$ is the contour along the circular arc of radius $R$ from just below the negative real axis to the bottom of $C_1$.

We will show that the integral along $C_2$,$C_4$, and $C_6$ vanish in the limits of $R \rightarrow \infty$ and $\epsilon \rightarrow 0$.

On $C_2$, the real part of the argument of the exponential is

$$R t \cos{\theta} - \sqrt{R} \cos{\frac{\theta}{2}}$$

where $\theta \in [\pi/2,\pi)$. Clearly, $\cos{\theta} < 0$ and $\cos{\frac{\theta}{2}} > 0$, so that the integrand exponentially decays as $R \rightarrow \infty$ and therefore the integral vanishes along $C_2$.

On $C_6$, we have the same thing, but now $\theta \in (-\pi,-\pi/2]$. This means that, due to the evenness of cosine, the integrand exponentially decays again as $R \rightarrow \infty$ and therefore the integral also vanishes along $C_6$.

On $C_4$, the integral vanishes as $\epsilon$ in the limit $\epsilon \rightarrow 0$. Thus, we are left with the following by Cauchy's integral theorem (i.e., no poles inside $C$):

$$\left [ \int_{C_1} + \int_{C_3} + \int_{C_5}\right] dz \: z^{-1/2} e^{-a \sqrt{z}} e^{z t} = 0$$

On $C_3$, we parametrize by $z=e^{i \pi} x$ and the integral along $C_3$ becomes

$$\int_{C_3} dz \: z^{-1/2} e^{-a \sqrt{z}} e^{z t} = e^{i \pi} \int_{\infty}^0 dx \: e^{-i \pi/2} x^{-1/2} e^{-i a \sqrt{x}} e^{-x t}$$

On $C_5$, however, we parametrize by $z=e^{-i \pi} x$ and the integral along $C_5$ becomes

$$\int_{C_5} dz \: z^{-1/2} e^{-\sqrt{z}} e^{z t} = e^{-i \pi} \int_0^{\infty} dx \: e^{i \pi/2} x^{-1/2} e^{i a \sqrt{x}} e^{-x t}$$

We may now write

$$-\frac{i}{i 2 \pi} \int_0^{\infty} dx \: e^{- x t} \left ( e^{i a \sqrt{x}} + e^{-i a \sqrt{x}} \right ) + \frac{1}{i 2 \pi} \int_{c-i \infty}^{c+i \infty} dp \: p^{-1/2} e^{-a \sqrt{p}} e^{p t} = 0$$

Therefore, the ILT of $\hat{f}(p) = p^{-1/2} e^{-a \sqrt{p}}$ is given by

$$\begin{align}\frac{1}{i 2 \pi} \int_{c-i \infty}^{c+i \infty} dp \: p^{-1/2} e^{-a \sqrt{p}} e^{p t} &= \frac{1}{2 \pi} \int_0^{\infty} dx \: x^{-1/2} e^{- x t} \left ( e^{i a \sqrt{x}} + e^{-i a \sqrt{x}} \right )\\ &= \frac{1}{\pi} \int_{-\infty}^{\infty} du\: \,e^{-t u^2} \cos{a u}\\ &= (\pi t)^{-1/2} e^{-a^2/(4 t)}\end{align}$$

The Green's function is therefore

$$G(x,x',t) = \frac1{2 \sqrt{\pi}} t^{-1/2} \left [e^{-(x-x')^2/(4 t)} - e^{-(x+x')^2/(4 t)} \right ] \quad 0 \lt x \lt x'$$

The case $x \gt x'$ may be analyzed similarly.

Ron Gordon
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  • Hello Ron, it took me a while to understand the answer. The answer is much more detailed than I expected. I really appreciate your help, you helped me a lot. Thank you so much! – Leah Jan 14 '14 at 17:53
  • @Leah: no problem. I'm glad you got it. Were you able to do the $x \gt x'$ case? You don't need to derive all of this, just apply the ILT to the difference of exponentials defined in the LT of the Green's function $g$. – Ron Gordon Jan 14 '14 at 18:01
  • :actually I didn't do it yet. I have a test in a few days. I'll try to do it after the test. – Leah Jan 14 '14 at 18:42