复杂的拉普拉斯逆变换

这篇博客详细探讨了如何处理Laplace逆变换(LIT)中的复杂情况,特别是当存在分支点奇点在s=0时,如何通过Bromwich轮廓避免。文章通过分析积分沿不同路径的行为,证明了在特定路径下的积分如何趋于零,并最终求得了LIT的结果。

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Laplace Inverse Transformation (LIT)
L ( 1 π t e − a 2 / 4 t ) = e − a s s ,    a > 0 \mathcal{L}(\frac{1}{\sqrt{\pi t}}\text{e}^{-a^2/4t})=\frac{\text{e}^{-a\sqrt{s}}}{\sqrt{s}},~~ a>0 L(πt 1ea2/4t)=s eas ,  a>0
k ⋅ s − 1 / 2 e − 2 s k\cdot s^{-1/2} e^{-2\sqrt{s}} ks1/2e2s
where

The difficulty with this ILT is that there is a branch point singularity at s=0 that a Bromwich contour must avoid. That is, we are tasked with evaluating
∮ C d s   s − 1 / 2 e − 2 s e s t \oint_C ds \: s^{-1/2} e^{-2 \sqrt{s}} e^{s t} Cdss1/2e2s est
where C is the following contour
We will define Argz∈(−π,π], so the branch is the negative real axis. There are 6 pieces to this contour, Ck, k∈{1,2,3,4,5,6}, as follows.

C1 is the contour along the line z∈[c−iR,c+iR] for some large value of R.

C2 is the contour along a circular arc of radius R from the top of C1 to just above the negative real axis.

C3 is the contour along a line just above the negative real axis between [−R,−ϵ] for some small ϵ.

C4 is the contour along a circular arc of radius ϵ about the origin.

C5 is the contour along a line just below the negative real axis between [−ϵ,−R].

C6 is the contour along the circular arc of radius R from just below the negative real axis to the bottom of C1.

We will show that the integral along C2,C4, and C6 vanish in the limits of R→∞ and ϵ→0.

On C2, the real part of the argument of the exponential is
R t cos ⁡ θ − 2 R cos ⁡ θ 2 R t \cos{\theta} - 2 \sqrt{R} \cos{\frac{\theta}{2}} Rtcosθ2R

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