MHB How can you prove the Laplace transform of a periodic function with an integral?

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    2015
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The discussion focuses on proving the Laplace transform of a periodic function, specifically showing that for a p-periodic complex-valued function f(t), the Laplace transform F(s) can be expressed as F(s) = (1/(1 - e^(-ps)))∫[0 to p] e^(-st)f(t) dt for Re(s) > 0. Participants share their solutions and approaches to the problem, with GJA providing a detailed solution. The thread emphasizes the importance of understanding the relationship between periodic functions and their Laplace transforms. The conversation encourages engagement with the Problem of the Week format and highlights the contributions of members who successfully solved the problem. The discussion ultimately aims to deepen comprehension of Laplace transforms in the context of periodic functions.
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Here is this week's POTW:

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Suppose $f$ is a $p$-periodic complex-valued function on $[0,\infty)$. Let $F(s)$ denote the Laplace transform of $f(t)$. Prove

$$F(s) = \frac{1}{1 - e^{-ps}}\int_0^p e^{-st}f(t)\, dt, \qquad \operatorname{Re}(s) > 0.$$

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Remember to read the http://www.mathhelpboards.com/showthread.php?772-Problem-of-the-Week-%28POTW%29-Procedure-and-Guidelines to find out how to http://www.mathhelpboards.com/forms.php?do=form&fid=2!
 
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Congratulations to GJA, chisigma, and Kokuhaku for their correct solutions! Here is GJA's solution below.
We first note that, since $\text{Re}(s)>0$, $|e^{-sp}|=e^{-\text{Re}(s)p}<1$; therefore
$$\sum_{n=0}^{\infty}e^{-nsp}=\frac{1}{1-e^{-sp}}\tag{$*$}$$
via geometric series.

Using the definition of the Laplace Transform we compute:

$\begin{align*}
F(s)&=\int_{0}^{\infty}e^{-st}f(t)dt\\
&=\sum_{n=0}^{\infty}\int_{np}^{(n+1)p}e^{-st}f(t)dt\\
&=\sum_{n=0}^{\infty}\int_{0}^{p}e^{-s(u+np)}f(u+np)du\tag{$u=t-np$}\\
&=\sum_{n=0}^{\infty}e^{-nsp}\int_{0}^{p}e^{-su}f(u+np)du\\
&=\sum_{n=0}^{\infty}e^{-nsp}\int_{0}^{p}e^{-su}f(u)du\tag{$f$ is $p$-periodic}\\
&=\frac{1}{1-e^{-sp}}\int_{0}^{p}e^{-st}f(t)dt\tag{Via $(*)$ and setting $t=u$}
\end{align*}$

which gives the desired result.
 

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