Power series and Laplace transform

In summary, the Laplace transform is a continuous analog of a power series, where the discrete parameter n is replaced by the continuous parameter t and x is replaced by exp(-s). However, computing a discrete power series or continuous Laplace transform may not necessarily converge to the same function. This is due to the fact that replacing the discrete parameter with the continuous one is not a straightforward process and interchanging limits does not always give the same result.
  • #1
ricard.py
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As it can be read here, http://en.wikipedia.org/wiki/Laplace_transform#Relation_to_power_series
the Laplace transform is a continuous analog of a power series in which the discrete parameter n is replaced by the continuous parameter t, and x is replaced by exp(-s).

Therefore, computing a discrete power series or a continuous laplace transform should converge to the same function, is it right?

Let's apply it for the simplest case: a(x)=1

  • For the discrete power series it converges to 1/1-x (provided that -1<x<1)

  • For the continuous power series it converges to 1/s (provided that s>0)
Now, this two should be equivalent right? If you substitute s=-ln(x) you get
-1/ln(x), which is not the same as 1/1-x.

What I am doing wrong?
 
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  • #2
ricard.py said:
As it can be read here, http://en.wikipedia.org/wiki/Laplace_transform#Relation_to_power_series
the Laplace transform is a continuous analog of a power series in which the discrete parameter n is replaced by the continuous parameter t, and x is replaced by exp(-s).

Therefore, computing a discrete power series or a continuous laplace transform should converge to the same function, is it right?

Let's apply it for the simplest case: a(x)=1

  • For the discrete power series it converges to 1/1-x (provided that -1<x<1)

  • For the continuous power series it converges to 1/s (provided that s>0)
Now, this two should be equivalent right? If you substitute s=-ln(x) you get
-1/ln(x), which is not the same as 1/1-x.

What I am doing wrong?

"Replace the discrete parameter n by the continuous paramater t" is not that straightforward.

Doing that literally would require that
[tex]
\int_0^\infty f(t)e^{-st}\,dt = \sum_{n=0}^\infty f(n)e^{-ns}
[/tex] which, as your example shows, is in general false.
What is true is that if you define [itex]f(t) = \sum_{n=0}^\infty a_n\delta(t - n)[/itex] where [itex]\delta[/itex] is the Dirac delta distribution then
[tex]
\int_{0^{-}}^\infty f(t)e^{-st}\,dt = \sum_{n=0}^\infty a_n e^{-ns}.
[/tex] Observe that here [itex]f(t) = 0[/itex] for all non-integer [itex]t[/itex] and that [itex]f(t)[/itex] is not technically defined for integer [itex]t[/itex]; it is not the case that [itex]f(n) = a_n[/itex].
 
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  • #3
In general, your statement "computing a discrete power series or a continuous laplace transform should converge to the same function" is incorrect. Interchanging two limit process does NOT always give the same result.
 

1. What is a power series?

A power series is a series of terms that are raised to consecutive integer powers, starting with a constant term. It is an infinite polynomial function that can be used to represent a wide range of functions.

2. How is a power series used in mathematics?

Power series are used in various areas of mathematics, including calculus, complex analysis, and differential equations. They are particularly useful for approximating functions and solving differential equations.

3. What is a Laplace transform?

A Laplace transform is a mathematical operation that converts a function of time into a function of complex frequency. It is often used to solve differential equations and analyze the behavior of systems.

4. How is a Laplace transform related to a power series?

A Laplace transform can be used to find the coefficients of a power series, which can then be used to represent a function. The Laplace transform essentially transforms a function from the time domain to the frequency domain, making it easier to manipulate and solve using power series.

5. What are some applications of power series and Laplace transform in real-world problems?

Power series and Laplace transform have many applications in engineering, physics, and other fields. They can be used to model and analyze dynamic systems, such as electrical circuits, mechanical systems, and chemical reactions. They are also used in signal processing, control systems, and image processing.

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