The Definition — Question 4

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Question 4

For real ss, use F(s)=∫0∞e−stf(t)dtF(s)=\int_0^\infty e^{-st}f(t)\,dt whenever this ordinary improper integral converges.

For t>0t>0, let f(t)=t−1/2e−tf(t)=t^{-1/2}e^{-t}; assign any finite value to f(0)f(0). For the defining integral, treat zero as an improper endpoint as well as infinity. You may use ∫0∞e−u2du=π/2\int_0^\infty e^{-u^2}\,du=\sqrt\pi/2.

Tasks

  1. Analyze convergence near zero and near infinity separately, and find the exact real convergence set.

  2. Evaluate F(s)F(s) on that set by a substitution.

  3. Repeat the endpoint analysis for h(t)=t−1e−th(t)=t^{-1}e^{-t}, t>0t>0. Does exponential decay guarantee a transform for this function?

  4. Explain why the first example does not contradict a theorem giving piecewise continuity on each finite interval and exponential order as sufficient conditions for existence.

Original worksheet page 1: question and worked solution for 4-1-004
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Question 4 – Solution

Strategy. An improper transform can fail at either endpoint. Rapid decay at infinity cannot repair a nonintegrable singularity at zero.

Step 1: Separate the endpoints. Write a=s+1a=s+1. Near zero, e−ate^{-at} is bounded above and below by positive constants, and ∫01t−1/2dt=2\int_0^1t^{-1/2}\,dt=2, so this endpoint is integrable for every fixed real ss. At infinity, a>0a>0 gives exponential decay. If a=0a=0, the integral of t−1/2t^{-1/2} diverges; if a<0a<0, the integrand eventually exceeds one. Hence convergence occurs exactly for s>−1s>-1, and is absolute.

Step 2: Evaluate the convergent integral. For a>0a>0, use u=atu=\sqrt{at}, so t=u2/at=u^2/a and dt=2udu/adt=2u\,du/a. Then F(s)=2a∫0∞e−u2du=πs+1,s>−1.F(s)=\frac 2{\sqrt a}\int_0^\infty e^{-u^2}\,du =\boxed{\frac{\sqrt\pi}{\sqrt{s+1}},\qquad s>-1.} Both the substitution and the square root require the already established condition a>0a>0. An assigned value at the single point zero does not change the improper integral.

Step 3: Test the stronger singularity. For hh, the integrand is t−1e−(s+1)tt^{-1}e^{-(s+1)t}. On a sufficiently small interval (0,δ)(0,\delta), its exponential factor is at least 1/21/2. Thus ∫0δt−1e−(s+1)tdt≥12∫0δdtt=∞.\int_0^\delta t^{-1}e^{-(s+1)t}\,dt \ge\tfrac 12\int_0^\delta\frac{dt}{t}=\infty. This holds for every real ss. Consequently hh has no transform under this definition, even for parameters that give fast decay at infinity.

Step 4: Interpret the sufficient theorem. The first function is unbounded as t→0+t\to 0^+, so it does not satisfy the usual finite-limit requirement for piecewise continuity on [0,A][0,A]. Yet its endpoint singularity is integrable, and the direct calculation establishes existence for s>−1s>-1. A sufficient theorem guarantees existence when its hypotheses hold; failure of a hypothesis does not prove nonexistence. Here direct endpoint analysis gives the sharper conclusion.

Original worksheet page 2: question and worked solution for 4-1-004

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