Try to find the two sided Laplace transform of int_(-oo)^t e^(-(t-tau)-tau^2)d tau=int_(-oo)^t e^(-(t-tau)) e^(-tau^2)d tau which seems to be some kind of convolution integral.

django0a6

django0a6

Answered question

2022-11-16

Try to find the two sided Laplace transform of
t e ( t τ ) τ 2 d τ = t e ( t τ ) e τ 2 d τ
which seems to be some kind of convolution integral. I figured that I could apply the theorem
L { f g ( t ) } = L { f ( t ) } L { g ( t ) }
if I could just change the upper limit to ∞ (because of two sided laplace transform). The way I tried to do this was by subtracting the part of the integrand >t using a step function, which gives me
e ( t τ ) e τ 2 ( 1 H ( τ t ) ) d τ .
This is were I am stuck as I can't see how to correctly apply the theorem here. It seems like it would work if I had H ( t τ ) instead of H ( τ t )

Answer & Explanation

fobiosofia3ql

fobiosofia3ql

Beginner2022-11-17Added 14 answers

The key realization is that
1 H ( τ t ) = 1 H ( ( t τ ) ) = H ( t τ ) .
The integral thus becomes
t e ( t τ ) τ 2 d τ = H ( t τ ) e ( t τ ) e τ 2 d τ .
So if f ( t ) = H ( t ) e t and g ( t ) = e t 2 , then the laplace transform of the integral above is
L { f g ( t ) } = L { H ( t ) e t } L { e t 2 } = 1 s + 1 π e s 2 / 4
for Re s > 1

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