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I want to find the inverse Laplace transform of

$$F(s)=\frac{π\cosh(\sqrt s)}{2 s^{3/2} \sinh(\sqrt s)}$$

using the Bromwich integral

$$f(t)= \frac{1}{2\pi i} \int_{c-i\infty}^{c+i\infty} \frac{π\cosh(\sqrt s)}{2 s^{3/2} \sinh(\sqrt s)}e^{st}\, ds$$

The residue at the pole $s=-(n\pi)^2$ is

$$\frac{-1}{\pi}\sum_{n=1}^{\infty}\frac{1}{n^2}e^{-(n\pi)^2t}$$

My progress so far has been stunted by the fact that we have a branch point at $s=0$. Any help is appreciated.

  • $c$ is always chosen so that all singularities of the integrand lie to the left of it. Moreover, your branch cut is the negative real axis, right? That is, I don't see a need to choose a different branch. – Adrian Keister May 13 '19 at 16:15
  • There is no branch point since the integrand is an even function of $\sqrt{s}$. There is a second order pole at $s=0$. – Mark Viola May 13 '19 at 16:33

2 Answers2

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Since $$\sin(x)=x\prod_{n\geq 1}\left(1-\frac{x^2}{\pi^2 n^2}\right)$$ by applying $\frac{d}{dx}\log(\cdot)$ to both sides we get $$ \cot(x)=\frac{1}{x}-\sum_{n\geq 1}\frac{2x}{\pi^2 n^2-x^2}, $$ $$ \coth(x)=\frac{1}{x}+\sum_{n\geq 1}\frac{2x}{\pi^2 n^2+x^2}, $$ $$ \frac{\coth(\sqrt{s})}{s\sqrt{s}}=\frac{1}{s^2}+\sum_{n\geq 1}\frac{2}{s(\pi^2 n^2+s)}, $$ $$\boxed{\mathcal{L}^{-1}\left( \frac{\coth(\sqrt{s})}{s\sqrt{s}}\right)(x)=x+2\sum_{n\geq 1}\frac{1-e^{-n^2 \pi^2 x}}{\pi^2 n^2}=x+\frac{1}{3}-\sum_{n\geq 1}\frac{2}{\pi^2 n^2 e^{n^2 \pi^2 x}}.} $$

Jack D'Aurizio
  • 353,855
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Inasmuch as the function $F(s)=\frac{\pi\cosh(\sqrt s)}{2s^{3/2}\sinh(\sqrt s)}$ is an even function of $\sqrt s$, there is no branch point at $s=0$. Rather, there is a second order pole at $s=0$.

Hence, we have for $t>0$

$$\begin{align} \mathscr{L}^{-1}\{F\}(t)&=\frac1{2\pi i}\int_{c-i\infty}^{c+i\infty}F(s)e^{st}\,ds\\\\ &=\text{Res}\left(F(s)e^{st}, s=0\right)+\sum_{n=1}^\infty\text{Res}\left(F(s)e^{st}, s=-n^2\pi^2\right) \end{align}$$

For the residue at $s=0$ we have for $t>0$

$$\text{Res}\left(F(s)e^{st}, s=0\right)=\frac\pi2\,\lim_{s\to 0}\frac{d}{ds}\left(\sqrt s\coth(\sqrt s)e^{st}\right)=\frac\pi6+\frac\pi2 t$$

For the residues at $-n^2\pi^2$, $n\ne0$, we have for $t>0$

$$\text{Res}\left(F(s)e^{st}, s=-n^2\pi^2\right)=\lim_{s\to -n^2\pi^2}(s+n^2\pi^2)\frac{\pi \cosh(\sqrt s)}{2s^{3/2}\sinh(\sqrt s)}\,e^{st}=-\frac{e^{-n^2\pi^2t}}{n^2\pi}$$

Hence, we find that

$$\mathscr{L}^{-1}\{F\}(t)=\frac\pi6+\frac{\pi}{2}t-\sum_{n=1}^\infty \frac{e^{-n^2\pi^2t}}{n^2\pi}$$

Mark Viola
  • 179,405