Inverse Laplace transform

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Mellin's inverse formula

An integral formula for the inverse Laplace transform, called the Bromwich integral, the Fourier–Mellin integral, and Mellin's inverse formula, is given by the line integral:

\mathcal{L}^{-1} \{F(s)\} = f(t) = \frac{1}{2\pi i}\lim_{T\to\infty}\int_{\gamma-iT}^{\gamma%2BiT}e^{st}F(s)\,ds,

where the integration is done along the vertical line Re(s)=\gamma in the complex plane such that \gamma is greater than the real part of all singularities of F(s). This ensures that the contour path is in the region of convergence. If all singularities are in the left half-plane, or F(s) is a smooth function on - ∞ < Re(s) < ∞ (i.e. no singularities), then \gamma can be set to zero and the above inverse integral formula above becomes identical to the inverse Fourier transform.

In practice, computing the complex integral can be done by using the Cauchy residue theorem.

It is named after Hjalmar Mellin, Joseph Fourier and Thomas John I'Anson Bromwich.

Post's inversion formula

An alternative formula for the inverse Laplace transform is given by Post's inversion formula.

See also

References

External links

This article incorporates material from Mellin's inverse formula on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.