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I want to use inverse Laplace transform to F function by using maple or matlab. However I cannot get any answer. I know the answer from table but I want to use one of softwares.

from table: $$\mathscr{L}^{-1}({1\over \sqrt{p}}~ e^{-\sqrt{p~a}}~\cos(\sqrt{p~a}))={1\over \sqrt{\pi~t}}~\cos \left({a \over 2t} \right)$$

Maple:

with(inttrans);

F := (p^(-1/2))*exp(-(p*a)^(1/2))*cos((p*a)^(1/2));

f := invlaplace(F, p, t);

Matlab:

clear clc

syms t p a

F=(p^(-1/2))*exp(-(p*a)^(1/2))*cos((p*a)^(1/2))

ilaplace(F)

I cannot get the answer when I use these codes. I would be happy if you can help me.

Wita
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  • I edited your question to reflect your Maple and Matlab input. Please correct this if I was mistaken. Also, are you looking to reproduce the result in this software, or do you just want to understand where the result form the table comes from? – Ron Gordon May 21 '14 at 16:11
  • Thank you. I corrected. Actually, I want to learn the answer of both question? – Wita May 21 '14 at 16:29
  • Also, your stated transform relationship is wrong. I think you intended $1/\sqrt{p}$ rather than $\sqrt{p}$? – Ron Gordon May 21 '14 at 17:09
  • I am sorry, you are right. I corrected again. – Wita May 21 '14 at 17:21

1 Answers1

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I am going to derive your result by hand using Cauchy's theorem applied to a contour integral. The analysis will follow that in the solution to this problem.

Consider the following contour integral in the complex plane:

$$\oint_C dz \, \frac1{\sqrt{z}} e^{-\sqrt{a z}} \cos{\left (\sqrt{a z}\right )} \, e^{z t}$$

where $C$ is the following contour:

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 theorem (i.e., no poles inside $C$):

$$\left [ \int_{C_1} + \int_{C_3} + \int_{C_5}\right] dz \: \frac1{\sqrt{z}} e^{-\sqrt{a z}} \cos{\left ( \sqrt{a z} \right )} e^{z t} = 0$$

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

$$\int_{C_3} dz \: \frac1{\sqrt{z}} e^{-\sqrt{a z}} \cos{\left ( \sqrt{a z} \right )} e^{z t} = -i e^{i \pi} \int_{\infty}^0 dx \:x^{-1/2} e^{-i \sqrt{a x}} \cosh{\left ( \sqrt{a z} \right )} e^{-x t}$$

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

$$\int_{C_5} dz \: \frac1{\sqrt{z}} e^{-\sqrt{a z}} \cos{\left ( \sqrt{a z} \right )} e^{z t} = i \, e^{-i \pi} \int_0^{\infty} dx \: x^{-1/2} e^{i \sqrt{a x}} \cosh{\left ( \sqrt{a z} \right )} e^{-x t}$$

Or, parametrizing the integral over $C_1$ as $z=c+i p$:

$$\int_{c-i \infty}^{c+i \infty} dp \: \frac1{\sqrt{p}} e^{-\sqrt{a p}} \cos{\left ( \sqrt{a p} \right )} e^{p t} = i 2 \int_0^{\infty} dx \: x^{-1/2} \cos{\left (\sqrt{a x}\right )} \cosh{\left ( \sqrt{a x} \right )} e^{-x t}$$

Now we may write down an expression for the inverse Laplace transform:

$$\begin{align} \mathcal{L}^{-1}\left [ \frac1{\sqrt{p}} e^{-\sqrt{a p}} \cos{\left ( \sqrt{a p} \right )} \right ] &= \frac1{i 2 \pi} \int_{c-i \infty}^{c+i \infty} dp \: \frac1{\sqrt{p}} e^{-\sqrt{a p}} \cos{\left ( \sqrt{a p} \right )} e^{p t}\\ &= \frac1{\pi} \int_0^{\infty} dx \: x^{-1/2} \cos{\left (\sqrt{a x}\right )} \cosh{\left ( \sqrt{a x} \right )} e^{-x t}\\ &= \frac1{2 \pi} \operatorname{Re}{\left [\int_{-\infty}^{\infty} dy \, e^{-t y^2} \, \left ( e^{-(1-i) \sqrt{a} y} + e^{(1+i) \sqrt{a} y} \right ) \right ]}\\ &= \frac1{2 \pi} \operatorname{Re}{\left [e^{-i a/(2 t)} \int_{-\infty}^{\infty} dy \, e^{-t \left (y + \frac{(1-i) \sqrt{a}}{2 t} \right )^2 } \\ + e^{i a/(2 t)} \int_{-\infty}^{\infty} dy \, e^{-t \left (y - \frac{(1+i) \sqrt{a}}{2 t} \right )^2 } \right ]} \\ &= \frac1{\sqrt{\pi t}} \cos{\left ( \frac{a}{2 t} \right )}\end{align} $$

as was to be shown. Note that each of the integrals could be shifted back to the origin without affecting its value.

Ron Gordon
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