Laplace Transform of Natural Logarithm/Proof 1
Jump to navigation
Jump to search
Theorem
- $\laptrans {\ln t} = \dfrac {\map {\Gamma'} 1 - \ln s} s = -\dfrac {\gamma + \ln s} s$
where:
- $\laptrans f$ denotes the Laplace transform of the function $f$
- $\Gamma$ denotes the Gamma function
- $\gamma$ denotes the Euler-Mascheroni constant.
Proof
We have:
\(\ds \map \Gamma r\) | \(=\) | \(\ds \int_0^\infty u^{r - 1} e^{-u} \rd u\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds \map {\Gamma'} r\) | \(=\) | \(\ds \int_0^\infty u^{r - 1} e^{-u} \ln u \rd u\) | Differentiating with respect to $r$ | ||||||||||
\(\ds \leadsto \ \ \) | \(\ds \map {\Gamma'} 1\) | \(=\) | \(\ds \int_0^\infty e^{-u} \ln u \rd u\) | |||||||||||
\(\ds \) | \(=\) | \(\ds s \int_0^\infty e^{-s t} \paren {\ln s + \ln t} \rd t\) | setting $u = s t$ with $s > 0$ |
Hence:
\(\ds \laptrans {\ln t}\) | \(=\) | \(\ds \int_0^\infty e^{-s t} \ln t \rd t\) | Definition of Laplace Transform | |||||||||||
\(\ds \) | \(=\) | \(\ds \dfrac {\map {\Gamma'} 1} s - \ln s \int_0^\infty e^{-s t}\rd t\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \dfrac {\map {\Gamma'} 1} s - \dfrac {\ln s} s\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds -\dfrac {\gamma + \ln s} s\) | Derivative of Gamma Function at 1 |
$\blacksquare$
![]() | This article, or a section of it, needs explaining. In particular: Some of the above steps may need more explanation and/or justification You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by explaining it. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{Explain}} from the code. |
Sources
- 1965: Murray R. Spiegel: Theory and Problems of Laplace Transforms ... (previous) ... (next): Chapter $1$: The Laplace Transform: Solved Problems: Miscellaneous Problems: $50$