MATH319 Slides

76 Laplace transform of derivative

=|f(0)|+Meβxβ-Mβ,

so f satisfies (E). Now for s>β, we integrate by parts to get

0Re-sxf(x)𝑑x=[e-sxf(x)]0R+s0Re-sxf(x)𝑑x
=e-sRf(R)-f(0)+s0Re-sxf(x)𝑑x

so we let R to get

0e-sxf(x)𝑑x=-f(0)+s0e-sxf(x)𝑑x.