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given function $$f(s)=\frac{1}{s}\frac{\sqrt{s}-1}{\sqrt{s}+1}$$ and $$\int_{0}^{\infty}{\frac{e^{-xt}}{\sqrt{x}(x+1)}dx=\pi e^t {erfc}(\sqrt{t})}$$

my steps:

contour:$A->B->C->D->E->F->A$ anti-clockwise

$AB$ straight vertical down to up $AB$

$BC$ arc with radius of $R$

$CD$ straight horizontal from $-R$ to $-\epsilon$

$DE$ arc with radius of $-\epsilon$

$EF$ straight horizontal from $-\epsilon$ to $-R$

$FA$ arc with radius of $R$

1. $\int_{BC}=\int_{FA}=0$

2.$CD$:

$s(x)=xe^{\pi i}$ where $x \in[R -> \epsilon]$ and $s'(x)=e^{\pi i}=-1$ and $\sqrt{s}=i\sqrt{x}$

thus $$\int_{CD}=\int_{R}^{\epsilon}{\frac{e^{tx{e^{\pi i}}}}{xe^{\pi i}}{\frac{i\sqrt{x}-1}{i\sqrt{x}+1}}{e^{\pi i}}}dx=-\int_{\epsilon}^{R}{\frac{e^{-xt}}{x}{\frac{i\sqrt{x}-1}{i\sqrt{x}+1}}}dx$$

3.$EF$

$s(x)=xe^{-\pi i}$ where $x \in[\epsilon -> R]$ and $s'(x)=e^{-\pi i}=-1$ and $\sqrt{s}=-i\sqrt{x}$

thus $$\int_{EF}=\int_{\epsilon}^{R}{\frac{e^{tx{e^{-\pi i}}}}{xe^{-\pi i}}{\frac{-i\sqrt{x}-1}{-i\sqrt{x}+1}}{e^{-\pi i}}}dx=-\int_{\epsilon}^{R}{\frac{e^{-xt}}{x}{\frac{i\sqrt{x}+1}{i\sqrt{x}-1}}}dx$$

4.$DE$

$s(\theta)=\epsilon e^{i \theta}$ where $\theta\in[\pi -> -\pi]$ and $s'(\theta)=i\epsilon e^{i \theta}$

thus

$$\int_{\pi}^{-\pi}{\frac{e^{t\epsilon e^{i\theta}}}{\epsilon e^{i\theta}}\frac{\sqrt{\epsilon}{ e^{\frac{i\theta}{2}}-1}}{{\sqrt{\epsilon} e^{\frac{i\theta}{2}}+1}}}{i\epsilon e^{i\theta}}d{\theta}=-i\int_{-\pi}^{\pi}{{e^{t\epsilon e^{i \theta}}}{\frac{{\sqrt{\epsilon}}{e^{i \frac{\theta}{2}}} -1}{{\sqrt{\epsilon}}{e^{i \frac{\theta}{2}}} +1}}}d{\theta}$$

over all

$\int_{AB}=-\lim_{R->\infty,\epsilon->0}{[\int_{CD}+\int_{ED}+\int_{EF}]}$

$$\int_{AB}=-\lim_{R->\infty,\epsilon->0}{[-\int_{\epsilon}^{R}{\frac{e^{-xt}}{x}{(\frac{i\sqrt{x}-1}{i\sqrt{x}+1} + \frac{i\sqrt{x}+1}{i\sqrt{x}-1})}}dx - -i\int_{-\pi}^{\pi}{{e^{t\epsilon e^{i \theta}}}{\frac{{\sqrt{\epsilon}}{e^{i \frac{\theta}{2}}} -1}{{\sqrt{\epsilon}}{e^{i \frac{\theta}{2}}} +1}}}d{\theta}}]$$

$$\int_{AB}=\int_{0}^{\infty}{\frac{e^{-xt}}{x}{\frac{2(x-1)}{x+1}}}dx + i\int_{-\pi}^{\pi}{(-1)d{\theta}}$$

$$=2\int_{0}^{\infty}{\frac{e^{-xt}}{x}{({\frac{x}{x+1}}-{\frac{1}{x+1}})}}dx - 2 \pi i$$

$$=2\int_{0}^{\infty}{{({\frac{e^{-xt}}{x+1}}-{\frac{e^{-xt}}{x(x+1)}})}}dx - 2 \pi i$$

$$=2\int_{0}^{\infty}{{{{\sqrt{x}}\frac{e^{-xt}}{\sqrt{x}(x+1)}}-{\frac{1}{\sqrt{x}}\frac{e^{-xt}}{\sqrt{x}(x+1)}}}}dx - 2 \pi i$$

upto here... then .. I cannot do more..

need help...

Ron Gordon
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leave2014
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1 Answers1

3

To answer your question, the most important thing you are leaving out is Cauchy's theorem. You are defining the contour so that it encloses no poles of the LT and is single-valued along itself. Thus, the sum of the contributions along the contours is zero. You should end up with something like

$$\begin{align}\frac1{i 2 \pi} \int_{c-i \infty}^{c+i \infty} \frac{ds}{s} \frac{\sqrt{s}-1}{\sqrt{s}+1} e^{s t} &= -1 + \frac1{i 2 \pi} \int_0^{\infty} \frac{dx}{x} \left (\frac{i \sqrt{x}-1}{i \sqrt{x}+1} - \frac{-i \sqrt{x}-1}{-i \sqrt{x}+1} \right ) e^{-x t} \\ &= -1 + \frac{2}{\pi} \int_0^{\infty} \frac{dx}{\sqrt{x}} \frac{e^{-x t}}{1+x} \end{align}$$

(I think you lost a sign somewhere.)

I verified the result by Laplace transforming again.

Ron Gordon
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  • got it..thanks so much.... that's a serious mistake... – leave2014 Oct 20 '14 at 15:01
  • I lost a "-" at the EF term..$$\int_{EF}=-\int_{\epsilon}^{R}{\frac{e^{-xt}}{x}{\frac{-i\sqrt{x}-1}{i \sqrt{x}-1}}}dx$$ – leave2014 Oct 20 '14 at 15:03
  • @leave2014 : how did you solve the last integral $$\int_0^{\infty} \frac{dx}{\sqrt{x}} \frac{e^{-x t}}{1+x}$$ – Wita Apr 17 '15 at 08:30
  • @RonGordon: maybe you know how the last integral can be solved .. I do not know which substitution I should use when the integral has $x^{3/2}$ term – Wita Apr 17 '15 at 08:34
  • @2che: to evaluate the integral, I subbed $x=u^2$ to get $$\int_{-\infty}^{\infty} du \frac{e^{-t u^2}}{1+u^2} $$ which may be evaluated using Fourier transform techniques or by a differentiation trick. – Ron Gordon Apr 17 '15 at 09:41
  • @RonGordon: thanks for your answer! Once I saw that you used Parseval's theorem for Fourier transform in this problem 1 which was not clear for me. How did you find $F(k)$, that is, is that Fourier Sine transform? Because I could not get the same answer. – Wita Apr 17 '15 at 10:02