My lecturer mentioned that it is possible to evaluate the Laplace integral transform (definition below) of $\sqrt{t}$ using complex analysis. How is that possible?
$$\hat f (s)=\int^{\infty} _0 {\sqrt{t} e^{-st}dt} $$
My lecturer mentioned that it is possible to evaluate the Laplace integral transform (definition below) of $\sqrt{t}$ using complex analysis. How is that possible?
$$\hat f (s)=\int^{\infty} _0 {\sqrt{t} e^{-st}dt} $$
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For $s > 0$ $$\int_0^\infty t^{1/2} e^{-st}dt = \int_0^\infty (u/s)^{1/2} e^{-s(u/s)}d(u/s) = s^{-3/2} \int_0^\infty u^{1/2} e^{-u}du \\= s^{-3/2} \Gamma(3/2)=s^{-3/2} \Gamma(1/2)1/2 = s^{-3/2} \pi^{1/2}/2 $$ (the last step is with the reflection formula)
Since $$\int_0^\infty t^{1/2} e^{-st}dt-s^{-3/2} \pi^{1/2} /2$$ is complex analytic for $\Re(s) > 0$ and it vanishes for $ s > 0$, it vanishes for $\Re(s) > 0$ and you got your Laplace transform.