MATH319 Slides

76 Laplace transform of derivative

=|f⁢(0)|+M⁢eβ⁢xβ-Mβ,

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

∫0Re-s⁢x⁢f′⁢(x)⁢𝑑x=[e-s⁢x⁢f⁢(x)]0R+s⁢∫0Re-s⁢x⁢f⁢(x)⁢𝑑x
=e-s⁢R⁢f⁢(R)-f⁢(0)+s⁢∫0Re-s⁢x⁢f⁢(x)⁢𝑑x

so we let R→∞ to get

∫0∞e-s⁢x⁢f′⁢(x)⁢𝑑x=-f⁢(0)+s⁢∫0∞e-s⁢x⁢f⁢(x)⁢𝑑x.