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

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    2015
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SUMMARY

The Laplace transform of a periodic function is defined by the equation \( F(s) = \frac{1}{1 - e^{-ps}} \int_0^p e^{-st} f(t) \, dt \) for a \( p \)-periodic complex-valued function \( f \) on the interval \([0, \infty)\) with \( \operatorname{Re}(s) > 0 \). This formula effectively captures the behavior of periodic functions in the Laplace domain. The discussion highlights the importance of understanding the periodicity and the integral representation in proving this relationship.

PREREQUISITES
  • Understanding of Laplace transforms and their properties
  • Knowledge of periodic functions and their characteristics
  • Familiarity with complex-valued functions
  • Basic integration techniques, particularly with exponential functions
NEXT STEPS
  • Study the derivation of the Laplace transform for non-periodic functions
  • Explore the application of Laplace transforms in solving differential equations
  • Learn about the properties of complex-valued functions in analysis
  • Investigate the implications of periodicity in signal processing
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Mathematicians, engineers, and students in applied mathematics who are working with periodic functions and Laplace transforms will benefit from this discussion.

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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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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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