数学物理方法 09 积分变换法

$\color{blue}{第九章 积分变换法}$

$\color{blue}{\S 9.1 傅氏变换}$

$\color{blue}{9.1.1 傅氏积分和傅氏积分定理}$

$1.周期函数的傅氏级数(周期为2l)$
$(1) 三角式:f(x) = \dfrac{a_0}{2} + \sum \limits _{n=1}^{\infty}（a_n \cos \dfrac{n \pi}{l} x + b_n \sin \dfrac{n \pi}{l} x)$
$a_n = \dfrac{1}{l}\int_{-l}^{l} f(\xi) \cos \dfrac{n \pi}{l} \xi d \xi$
$b_n = \dfrac{1}{l} \int_{-l}^{l} f(\xi) \sin \dfrac{n \pi}{l} \xi d \xi$

$(2)复数式\left \lbrace \begin{array}{l} f(x) = \sum \limits _{n=-\infty}^{\infty} c_n e^{i \omega_n x} \\ c_n = \dfrac{1}{2l} \int_{-l}^{l} f(\xi) e^{-i \omega_n \xi} d \xi \end{array} \right.$
$\omega_n = \dfrac{n \pi}{l}, n = \cdots, -2, -1, 0, 1, 2, \cdots, \Delta \omega_n = \omega_{n+1} - \omega_n = \dfrac{\pi}{l}$

$2.非周期函数的傅氏积分$
$周期(2l)的函数 \stackrel{l \to \infty}{--\to} 非周期函数$
$\Delta \omega_n = \dfrac{\pi}{l} \stackrel{l \to \infty}{-- \to} 0, \omega_n \to \omega$
$\because f(x) = \lim \limits_{l \to \infty} \sum \limits _{n =-\infty}^{\infty} c_n e^{i \omega_n x} = \lim \limits _{l \to \infty} \sum \limits _{n=-\infty}^{\infty}[\dfrac{1}{2l} \int_{-l}^{l} f(\xi) e^{-i \omega_n \xi} d \xi]e^{i \omega_n x}$
$=\lim \limits _{\Delta \omega_n \to 0} \sum \limits _{n=-\infty}^{\infty} [\dfrac{1}{2 \pi} \int_{-\infty}^{\infty} f(\xi) e^{-i \omega_n \xi} d \xi ]e^{i \omega_n x} \Delta \omega_n$
$\color{blue}{f(x) = \dfrac{1}{2 \pi} \int \limits _{-\infty}^{\infty}[\int_{-\infty}^{\infty} f(\xi) e^{-i \omega \xi} d \xi ] e^{i \omega x} d \omega -- 傅氏积分}$
$\color{blue}{或 f(x) = \dfrac{1}{2 \pi} \int \limits _{-\infty}^{\infty}[\int_{-\infty}^{\infty} f(x) e^{-i\omega x} dx] e^{i \omega x} d \omega}$

$3.傅氏积分存在的条件(傅氏积分定理)$
$(1)满足狄氏条件; 2)绝对可积; \int \limits _{-\infty}^{\infty} |f(x)| dx < \infty,$
$则: f(x) = \left \lbrace \begin{array}{l} \dfrac{1}{2 \pi}\int \limits _{-\infty}^{\infty}[\int_{-\infty}^{\infty} f(\xi) e^{-i \omega \xi} d \xi] e^{i \omega x} d \omega, 连续点处; \\ \dfrac{1}{2}[f(x_0 + 0) + f(x_0 - 0)], x_0间断点。\end{array} \right.$

$4.三维傅氏积分$
$f(\vec r) = \dfrac{1}{(2 \pi)^3}\iiint _{-\infty}^{\infty} [\iiint _{-\infty}^{\infty} f(\vec r) e^{-i \vec \omega \vec r} d \vec r] e^{i \vec \omega \vec r} d \vec \omega$
$\vec r = \vec e_1 x + \vec e_2 y + \vec e_3 z$
$\vec \omega = \vec e_1 \omega_1 + \vec e_2 \omega_2 + \vec e_3 \omega_3$
$d \vec r = dx dy dz, d \vec \omega = d \omega_1 d \omega_2 d \omega_3$

$\color{blue}{9.1.2 傅氏变换}$

$1.(一维)傅氏变换$
$\color{blue}{定义：G(\omega) = \int_{-\infty}^{\infty} f(\xi) e^{-i \omega \xi} d \xi = F[f(x)] -- f(x)的傅氏变换}$
$\color{blue}{则f(x) = \dfrac{1}{2 \pi} \int_{-\infty}^{\infty}G(\omega)e^{i\omega x} d \omega = F^{-1}[G(\omega)] -- G(\omega)的傅氏逆变换}$

$2.例题$
$(1) f(t) = \left \lbrace \begin{array}{l}0, t < 0 \\ e^{-\beta t}, t > 0 \end{array} \right.$
$1)求F[f(t)] = ? 2)f(t)的积分表示式;$
$F[f(t)] = \dfrac{\beta - i \omega}{\beta^2 + \omega^2}$
$f(t) = \dfrac{1}{\pi}\int_0^{\infty} \dfrac{\beta \cos \omega t + \omega \sin \omega t}{\beta^2 + \omega^2} d \omega$
$\int_0^{\infty} \dfrac{\beta \cos \omega t + \omega \sin \omega t}{\beta^2 + \omega^2} d \omega = \left \lbrace \begin{array}{l} 0, t < 0 \\ \dfrac{\pi}{2}, t = 0 \\ \pi e^{-\beta t}, t > 0 \end{array} \right.$

$(2) F[e^{-ax^2} = ?(a > 0)$
$F[e^{-ax^2} = e^{-\frac{\omega^2}{4a}}\sqrt{\dfrac{\pi}{a}}$

$3.三维傅氏变换$
$\color{blue}{定义:G(\vec \omega) = \iiint_{-\infty}^{\infty} f(\vec r) e^{-i \vec \omega \vec r} d \vec r,则 f(\vec r) = \dfrac{1}{(2 \pi)^3} \iiint_{-\infty}^{\infty} G(\vec \omega) e^{i \vec \omega \vec r} d \vec \omega}$
$d \vec r = dx dy dz, d \vec \omega = d \omega_1 d \omega_2 d \omega_3$

$4.傅氏变换的其它几种形式$
$(1)\left \lbrace \begin{array}{l} G(\omega) = \dfrac{1}{2 \pi}\int_{-\infty}^{\infty} f(x) e^{-i \omega x} dx \\ f(x) = \int_{-\infty}^{\infty} G(\omega) e^{i \omega x} d \omega \end{array} \right.$
$(2)\left \lbrace \begin{array}{l}G(\omega) = \dfrac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} f(x) e^{-i \omega x} dx \\ f(x) = \dfrac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} G(\omega) e^{i \omega x} d\omega \end{array} \right.$
$(3)\left \lbrace \begin{array}{l}G(\omega) = \dfrac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} f(x) e^{i \omega x} dx \\ f(x) = \dfrac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} G(\omega) e^{-i \omega x} d \omega \end{array} \right.$

$5.傅氏变换的物理意义$
$\color{blue}{G(\omega) = \int_{-\infty}^{\infty} f(\xi) e^{-i \omega \xi} d \xi}$
$G(\omega)为f(x)的频率密度函数或频谱函数,它可用来反映各种频率谐波之间振幅的相对大小，\\ 并称|G(\omega)|为f(x)的频谱。因为\omega是相对变化的，所以f(x)的频谱是良序普。而$
$\color{blue}{f(x) = \dfrac{1}{2 \pi} \int_{-\infty}^{\infty} G(\omega) e^{i \omega x} d \omega}$
$可解释为无穷多个振幅(复振幅)为无限小的，频率为连续的谐波的连续和。$

$\color{blue}{9.1.3 傅氏变换的性质}$

$1.F[\alpha f_1 + \beta f_2] = \alpha F[f_1] + \beta F[f_2] \quad 线性$
$2.F[e^{i \omega_0 x} f(x)] = G(\omega - \omega_0) \quad [设F[f(x)] = G(\omega)] \quad 延迟$
$3.F[f(x \pm x_0)] = e^{\pm i \omega x_0} F[f(x)] \quad 位移$
$4.F[f^{(n)}(x)] = (i \omega)^n F[f(x)], f^{(n-1)}(x) \stackrel{|x| \to \infty}{--\to}0, n =1, 2, \cdots \quad 微分$
$5.F[\int_{x_0}^{x} f(\xi) d \xi ] = \dfrac{1}{i \omega} F[f(x)] \quad 积分$
$F[f_1 * f_2] = F[f_1] \cdot F[f_2] \quad 卷积定理$
$F[f_1 \cdot f_2] = \dfrac{1}{2 \pi} F[f_1] * F[f_2] \quad 像函数卷积$
$其中f_1 * f_2 = \int_{-\infty}^{\infty} f_1(\xi) f_2(x - \xi) d \xi \to 卷积$

$例题：$
$(1) F[xe^{-ax^2}] = - \dfrac{i \omega}{2a}\sqrt{\dfrac{\pi}{a}}e^{-\frac{\omega^2}{4a}}$
$(2)已知F[\varphi(x)] = G(\omega),求1)F^{-1}[G(\omega) \cos a \omega t], 2)求F^{-1}[\dfrac{G(\omega)}{a \omega} \sin a \omega t].$
$1)F^{-1}[G(\omega) \cos a \omega t] = \dfrac{1}{2}[\varphi(x + at) + \varphi(x - at)]$
$2)F^{-1}[\dfrac{G(\omega)}{a \omega} \sin a \omega t] = \dfrac{1}{2a}\int_{x-at}^{x+at} \varphi(\xi) d \xi$

$\color{blue}{小结}$

$定义:\color{blue}{G(\omega) = \int_{-\infty}^{\infty} f(\xi) e^{-i \omega \xi} d \xi = F[f(x)] - f(x)的傅氏变换}$
$则:\color{blue}{f(x) = \dfrac{1}{2 \pi} \int_{-\infty}^{\infty}G(\omega)e^{i \omega x} d \omega = F^{-1}[G(\omega)] - G(\omega)的傅氏逆变换}$
$显然:\color{blue}{F^{-1}F[f(x)]] = f(x)}$

$\color{blue}{\S 9.2 傅里叶变换法}$

$\color{blue}{9.2.1 波动问题}$

$\left \lbrace \begin{array}{l} u_{tt} - a^2 u_{xx} = 0, -\infty < x < \infty, t > 0 \quad (1) \\ u | _{t=0} = \varphi(x) \quad (2) \\ u_t | _{t=0} = \psi(x) \quad (3) \end{array} \right.$
$1.对定解问题各项施行傅氏变换$
$记\int_{-\infty}^{\infty} u(x, t) e^{-i \omega x} dx = \tilde u(\omega, t), \int_{-\infty}^{\infty} \varphi(x) e^{-i \omega x} dx = \tilde \varphi(\omega)$
$\int_{-\infty}^{\infty} \psi(x)e^{-i \omega x} dx = \tilde \psi(\omega),$
$则\left \lbrace \begin{array}{l}\dfrac{d^2 \tilde u(\omega, t)}{d t^2} + a^2 \omega^2 \tilde u(\omega, t) = 0 \quad (4) \\ \tilde u(\omega, 0) = \tilde \varphi(\omega) \quad (5) \\ \tilde u_{t}(\omega, 0) = \tilde \psi(\omega) \quad (6) \end{array} \right.$

$2.解常微分方程定解问题(4) ~ (6)得$
$\tilde u(\omega, t) = \tilde \varphi(\omega) \cos \alpha \omega t + \dfrac{1}{a \omega} \tilde \psi(\omega) \sin a \omega t$

$3.求傅氏逆变换$
$u(x, t) = F^{-1}[\tilde u(\omega, t)] = F^{-1}[\tilde \varphi(\omega) \cos a \omega t] + F^{-1}[\dfrac{\tilde \psi(\omega)}{a \omega} \sin a \omega t]$
$u(x, t) = \dfrac{1}{2}[\varphi(x + at) + \varphi(x - at)] +\dfrac{1}{2a} \int_{x-at}^{x+at} \psi(\alpha) d \alpha$

$\color{blue}{9.2.2 输运问题}$

$1.\left \lbrace \begin{array}{l} u_{t} - a^2 u_{xx} = f(x, t), -\infty < x < \infty, t > 0 \quad (7) \\ u(x, 0) = \varphi(x) \quad (8) \end{array} \right.$
$(1)对定解问题各项施行傅氏变换$
$记\int_{-\infty}^{\infty} u(x, t) e^{-i \omega x} dx = \tilde u (\omega, t), \int_{-\infty}^{\infty} f(x, t) e^{-i \omega x} dx = \tilde f(\omega, t),$
$\int_{-\infty}^{\infty} \varphi(x) e^{-i \omega x} dx = \tilde \varphi(\omega),$
$则\left \lbrace \begin{array}{l}\dfrac{d \tilde u}{dt} + a^2 \omega^2 \tilde u = \tilde f(\omega, t) \quad (9) \\ \tilde u(\omega, 0) = \tilde \varphi(\omega) \quad (10) \end{array} \right.$
$(2)解常微分方程定解问题(9)~(10)得$
$\tilde u (\omega, t) = e^{-a^2 \omega^2 t} \tilde \varphi(\omega) + \int_0^t \tilde f(\omega, \tau) e^{-a^2 \omega^2(t - \tau)} d \tau$
$(3)求傅氏逆变换$
$\color{blue}{F^{-1}[e^{-a^2 \omega^2 t}] = \dfrac{1}{2a \sqrt{\pi t}} e^{-\frac{x^2}{4a^2t}}}$
$u(x, t) = F^{-1}[\tilde \varphi(\omega)e^{-a^2 \omega^2 t}] + \int_0^t F^{-1}[\tilde f(\omega, \tau)e^{-a^2 \omega^2(t-\tau)}] d\tau$
$= F^{-1}F[\varphi(x) * F^{-1}(e^{-a^2 \omega^2 t})] + \int_0^t F^{-1}F[f(x, \tau) * F^{-1}(e^{-a^2 \omega^2(t-\tau)})] d \tau$
$=\varphi(x) * \dfrac{1}{2 a \sqrt{\pi t}}e^{-\frac{x^2}{4a^2t}} + \int_0^t f(x, \tau) * \dfrac{1}{2a \sqrt{\pi (t-\tau)}}e^{-\frac{x^2}{4a^2(t-\tau)}} d \tau$
$\color{blue}{u(x, t) = \dfrac{1}{2a \sqrt{\pi t}} \int \limits _{-\infty}^{\infty} \varphi(\xi)e^{-\frac{(\xi -x)^2}{4a^2 t}} d \xi + \dfrac{1}{2a\sqrt{\pi}}\int \limits _0^t \dfrac{1}{\sqrt{t - \tau}}\int \limits _{-\infty}^{\infty} f(\xi, \tau) e^{-\frac{(x-\xi)^2}{4a^2(t-\tau)}} d \xi d \tau}$

$2.\left \lbrace \begin{array}{l} u_t - a^2 \Delta u = 0 \\ u | _{t=0} = \varphi(\vec r) \end{array} \right.$
$\color{blue}{F^{-1}[e^{-a^2 \omega^2 t}] = F^{-1}[e^{-a^2(\omega_1^2 + \omega_2^2 + \omega_3^2)t}] = (\dfrac{1}{2a\sqrt{\pi t}})^3 e^{\frac{x^2+y^2+z^2}{-4a^2t}}}$
$记F[u(\vec r, t)] = \iiint_{-\infty}^{\infty} u(\vec r, t)e^{-i \vec \omega \cdot \vec r} d \vec r = \tilde u(\vec \omega, t)$
$F[\varphi(\vec r)] = \iiint_{-\infty}^{\infty} \varphi(\vec r) e^{-i \vec \omega \cdot \vec r} d \vec r = \tilde \varphi(\vec \omega)$
$F[\Delta u] = \iiint_{-\infty}^{\infty}(\dfrac{\partial^2 u}{\partial x^2} +\dfrac{\partial^2 u}{\partial y^2} + \dfrac{\partial^2 u}{\partial z^2}) e^{-i \vec \omega \cdot \vec r} d \vec r = - \omega^2 \tilde u(\vec \omega, t)$
$\left \lbrace \begin{array}{l}\dfrac{d \tilde u(\vec \omega, t)}{dt} + a^2 \omega^2 \tilde u(\vec \omega, t) = 0 \\ \tilde u(\vec \omega, 0) = \tilde \varphi(\vec \omega) \end{array} \right.$
$\tilde u(\vec \omega, t) = \tilde \varphi(\vec \omega) e^{-a^2 \omega^2 t}$
$u(\vec r, t) = \dfrac{1}{8a^3(\pi t)^{\frac{3}{2}}}\iiint_{-\infty}^{\infty} \varphi(\vec{r_1}) e^{-\frac{|\vec r - \vec r_1|^2}{4a^2t}} d \vec r_1$

$附:F[\Delta u] = \iiint_{-\infty}^{\infty} (\dfrac{\partial^2 u}{\partial x^2} + \dfrac{\partial^2 u}{\partial y^2} + \dfrac{\partial^2 u}{\partial z^2}) e^{-i \vec \omega \cdot \vec r} d \vec r$
$=\iiint_{-\infty}^{\infty}(\dfrac{\partial^2 u}{\partial x^2} + \dfrac{\partial^2 u}{\partial y^2} + \dfrac{\partial^2 u}{\partial z^2}) e^{-i(\omega_1 x + \omega_2 y + \omega_3 z)}dx dy dz$
$=\iint[\int_{-\infty}^{\infty}(\dfrac{\partial^2 u}{\partial x^2} + \dfrac{\partial^2 u}{\partial y^2} + \dfrac{\partial^2 u}{\partial z^2})e^{-i \omega_1 x} dx]e^{-i \omega_2 y} dy e^{-i \omega_3 z} dz$
$=\int \limits_{-\infty}^{\infty} \int \limits_{-\infty}^{\infty} [(i\omega_1)^2 \tilde u(\omega_1, y, z) + \dfrac{\partial^2 \tilde u(\omega_1, y, z)}{\partial y^2} + \dfrac{\partial^2 \tilde u(\omega_1, y, z)}{\partial z^2}]e^{-i \omega_2 y} dy e^{-i\omega_3 z} dz$
$=\int \limits_{-\infty}^{\infty} [-\omega_1^2 \tilde u(\omega_1, \omega_2, z) - \omega_2^2 \tilde u(\omega_1, \omega_2, z) + \dfrac{\partial^2 \tilde u(\omega_1, \omega_2, z)}{\partial z^2}]e^{-i \omega_3 z} dz$
$= - \tilde u(\omega_1, \omega_2, \omega_3)[\omega_1^2 + \omega_2^2 + \omega_3^2]$
$= - \tilde u(\omega_1, \omega_2, \omega_3) \omega^2$
$= - \omega_2 \tilde u(\vec \omega)$

$\color{blue}{9.2.3 稳定问题}$

$\Delta u = -\dfrac{1}{\varepsilon_0} \rho(x, y, z)$
$记u(x, y, z) = u(\vec r)$
$\dfrac{1}{\varepsilon_0} \rho(x, y, z) = f(\vec r)$
$\iiint_{-\infty}^{\infty} u(\vec r) e^{-i \vec \omega \cdot \vec r} d \vec r = \tilde u(\vec \omega)$
$\iiint_{-\infty}^{\infty} f(\vec r) e^{-i \vec \omega \cdot \vec r} d \vec r = \tilde f(\vec \omega)$
$\omega^2 \tilde u(\vec \omega) = f(\vec \omega)$
$\tilde u(\vec \omega) = \dfrac{\tilde f(\vec \omega)}{\omega^2} = F[f(\vec r)] \cdot F[F^{-1}[\dfrac{1}{\omega^2}]] = F[F^{-1}[\dfrac{1}{\omega^2}] * f(\vec r)]$
$\because F[\dfrac{1}{r}] = \dfrac{4 \pi}{\omega^2}, \therefore F^{-1}[\dfrac{1}{\omega^2}] = \dfrac{1}{4 \pi r} = \dfrac{1}{4 \pi |\vec r|}$
$\therefore u(\vec r) = F^{-1}[\tilde u(\vec \omega)]$
$\color{blue}{u(\vec r) = \dfrac{1}{4 \pi}\iiint_{-\infty}^{\infty} \dfrac{f(\vec r^{\prime})}{|\vec r - \vec r^{\prime}|} d \vec r^{\prime}}$

$\color{blue}{9.2.4 小结}$

$1.傅氏变换法精神：$
$对方程中各项施行傅氏变换，从而将偏微分方程化为常微分方程求解。$

$2.傅氏变换法的解题步骤:$
$(1)对方程中各项选择适当变量施行傅氏变换$
$(2)解像函数的常微分方程的定解问题$
$(3)求逆变换的原定问题的解$

$3.由傅氏变换法得到的三种典型定解问题的解:$
$\left \lbrace \begin{array}{l}u_{tt} - a^2 u_{xx} = 0, -\infty < x < \infty, t > 0 \\ u|_{t=0} = \varphi(x) \\ u_t | _{t=0} = \psi(x) \end{array} \right.$
$\color{blue}{u(x, t) = \dfrac{1}{2}[\varphi(x + at) + \varphi(x -at)] + \dfrac{1}{2a} \int_{x-at}^{x+at} \psi(\alpha) d \alpha}$

$\left \lbrace \begin{array}{l}u_t - a^2 u_{xx} = f(x, t) \\ u(x, 0) = \varphi(x) \end{array} \right.$
$\color{blue}{u(x, t) = \dfrac{1}{2a \sqrt{\pi t}} \int_{-\infty}^{\infty} \varphi(\xi) e^{-\frac{(\xi - x)^2}{4a^2 t}} d \xi + \dfrac{1}{2a\sqrt{\pi}} \int_0^t \dfrac{1}{\sqrt{t-\tau}}\int_{-\infty}^{\infty} f(\xi, \tau) e^{-\frac{(x-\xi)^2}{4a^2(t-\tau)}} d \xi d \tau}$

$\Delta u = - \dfrac{1}{\varepsilon_0} \rho(x, y, z)$
$\color{blue}{u(\vec r) = \dfrac{1}{4 \pi}\iiint_{-\infty}^{\infty} \dfrac{f(\vec r^{\prime})}{|\vec r - \vec r^{\prime}|} d \vec r^{\prime}}$

$\color{blue}{\S 9.3 拉普拉斯变换法}$

$\color{blue}{9.3.1 拉氏变换}$

$问题引入:\int_{-\infty}^{\infty} |f(t)| dt < \infty \quad 难!$
$若\beta > 0; 当t < 0时f(t) = 0,则\int_{-\infty}^{\infty}|f(t) e^{-\beta t} dt < \infty易,$
$此时:F[f(t)e^{-\beta t}] = \int_0^{\infty} f(t)e^{-\beta t} e^{-i \omega t} dt$
$而:f(t) e^{-\beta t} = \dfrac{1}{2 \pi} \int_{-\infty}^{\infty} F[f(t) e^{-\beta t}]e^{i \omega t} d \omega$

$1.定义:记p = \beta + i \omega, F(p) = F[f(t) e^{-\beta t}], 则dp = i d\omega$
$\color{blue}{F(p) = \int_0^{\infty} f(t)e^{-pt} dt -f(t)的拉氏变换}$
$\color{blue}{f(t) = \dfrac{1}{2 \pi i} \int_{\beta - i \infty}^{\beta + i \infty} F(p) e^{pt} dp - F(p)的拉氏逆变换}$

$2.存在条件$
$(1)f(t)及导数除有限个第一类间断点外连续$
$(2)|f(t)| \leq Me^{\beta_0 t} (M, \beta_0 \geq 0; \beta_0是增长指数)$
$例:(1)L[e^{at}] = \int_0^{\infty} e^{at} e^{-pt} dt = \dfrac{1}{p-a}, Re p > Re a$
$(2)L[t^k] = \dfrac{k!}{p^{k+1}} = \dfrac{\Gamma(k+1)}{p^{k+1}}, Re p > 0$
$L[t^0] = \int_0^{\infty}e^{-pt} dt = \int_0^{\infty} e^{0t} e^{-pt} dt = \dfrac{1}{p}, Re p > 0$
$L[t^1] = \int_0^{\infty} te^{-pt} dt = -\dfrac{1}{p} \int_0^{\infty} t d e^{-pt} = \dfrac{1}{p^2}, Re p > 0$

$\color{blue}{9.3.2 拉氏变换性质}$

$1.线性:L[\alpha f_1(t) + \beta f_2(t)] = \alpha L[f_1(t)] + \beta L[f_2(t)]$
$2.延迟:L[e^{p_0 t} f(t)] = F(p - p_0) \quad 记L[f(t)] = F(p)$
$3.位移:L[f(t - \tau)] = e^{-p\tau} F[p]$
$4.相似:L[f(at)] = \dfrac{1}{a}F(\dfrac{p}{a}), a > 0$
$5.微分:L[f^{(n)}(t)] = p^n F(p) - p^{n-1} f(0) - p^{n-2} f^{\prime}(0) - \cdots - f^{(n-1)}(0)$
$6.积分:L[\int_0^t f(\tau) d\tau] = \dfrac{1}{p}L[f(t)]$
$7.卷积:L[f_1(t) * f_2(t)] = L[f_1(t)] \cdot L[f_2(t)]$
$f_1(t) * f_2(t) = \int_0^t f_1(\tau) f_2(t - \tau) d \tau$

$例:(1) L[\sin kt] = L[\dfrac{e^{ikt} - e^{-ikt}}{2i}]$
$= \dfrac{1}{2i}[\dfrac{1}{p - ik} - \dfrac{1}{p + ik}] = \dfrac{k}{p^2 + k^2}, Re p > 0$
$(2)L[\sin(t - \dfrac{2 \pi}{3})] = e^{-\frac{2 \pi}{3}p}L[\sin t] = e^{-\frac{2 \pi}{3}p} \dfrac{1}{p^2+1}$
$(3)L[\cos kt] = L[\dfrac{1}{k} \dfrac{d}{dt} \sin kt] = \dfrac{1}{k} p \cdot \dfrac{k}{p^2 + k^2} = \dfrac{p}{p^2 + k^2}$
$(4)已知F(p) = \dfrac{p^2}{(p^2 + 1)^2},求L^{-1}[F(p)]=?$
$L^{-1}[F(p)] = L^{-1}[\dfrac{p}{p^2+1}\cdot \dfrac{p}{p^2+1}]$
$=L^{-1} \cdot L[\cos t * \cos t] = \int_0^t \cos \tau \cos(\tau - t) d \tau$
$=\int_0^t \dfrac{1}{2}[\cos(2 \tau - t) + \cos t] d \tau$
$=\dfrac{1}{4}\cdot \int_0^t \cos \alpha d \alpha + \dfrac{1}{2} t \cos t$
$=\dfrac{1}{2}(t \cos t + \dfrac{1}{2} \sin t)$

$\color{blue}{9.3.3 原函数存在定理}$

$拉氏反演及展开定理:$
$若F(p)单值,在0 \leq \arg z \leq 2 \pi 中,当 p \to \infty, F(p) \to 0,则f(t) = \sum \limits _k res [F[p_k]e^{p_kt}], p_k \to 全平面奇点$

$例：F(p) = \dfrac{1}{(p+1)(p-3)^2},求f(t) = ?$
$f(t) = res[\dfrac{e^{pt}}{(p+1)(p-3)^2}, -1] + res[\dfrac{e^{pt}}{(p+1)(p-3)^2}, 3]$
$=\dfrac{e^{pt}}{(p-3)^2}|_{p=-1} + \dfrac{d}{dp}[\dfrac{e^{pt}}{p+1}]_{p=3}$
$=\dfrac{e^{-t}}{16} + \dfrac{te^{3t}}{4} - \dfrac{e^{3t}}{16}$

$\color{blue}{9.3.4 解数理方程}$

$1.\left \lbrace \begin{array}{l}T^{\prime \prime}(t) + (\dfrac{n \pi a}{l})^2 T(t) = f(t) \\ T(0) = 0 \\T^{\prime}(0) = 0 \end{array} \right.$
$记L[T(t)] = \int_0^{\infty} T(t) e^{-pt} dt = \tilde T(p),$
$L[f(t)] = \int_0^{\infty} f(t)e^{-pt} dt = \tilde f(p)$
$则p^2 \tilde T(p) - p T(0) - T^{\prime}(0) + (\dfrac{n \pi a}{l})^2 \tilde T(p) = \tilde f(p)$
$\therefore \tilde T(p) = \dfrac{\tilde f(p)}{p^2 + (\dfrac{n \pi a}{l})^2} = L[f(t) * \dfrac{l}{n \pi a} \sin \dfrac{n \pi a}{l} t]$
$\color{blue}{T(t) = \dfrac{l}{n \pi a} \int_0^t f(\tau) \sin \dfrac{n \pi a}{l}(t - \tau) d \tau}$

$2.解混合问题$
$\left \lbrace \begin{array}{l}u_{tt} = a^2 u_{xx}, 0 < x < \infty, t > 0 \\ u(0, t) = f(t), \lim \limits _{x \to \infty} u(x, t) = 0 \quad (t \geq 0) \\ u(x, 0) = 0, u_t(x, 0) = 0 \end{array} \right.$
$记L[u(x, t)] = \tilde u(x, p), L[f(t)] = \tilde F(p), 则:$
$\left \lbrace \begin{array}{l}p^2 \tilde u(x, p) - p u(x, 0) - u_t(x, 0) = a^2 \dfrac{\partial^2}{\partial x^2} \tilde u(x, p) \\ \tilde u(0, p) = \tilde F(p), \lim \limits _{x \to \infty} \tilde u(x, p) = 0 \end{array} \right.$
$即\left \lbrace \begin{array}{l}\dfrac{d^2}{dx^2} \tilde u(x, p) - \dfrac{p^2}{a^2} \tilde u(x, p) = 0 \\ \tilde u(0, p) = \tilde F(p) \\ \lim \limits _{x \to \infty} \tilde u(x, p) = 0 \end{array} \right.$
$\tilde u = c_1(p)e^{-\frac{p}{a}x} + c_2(p)e^{\frac{p}{a}x}$
$由\tilde u(0, p) = \tilde F \to c_1(p) + c_2(p) = \tilde F(p)$
$由\tilde u(\infty, p) = 0 \to c_2(p) = 0$
$\tilde u(x, p) = \tilde F(p)e^{-\frac{p}{a}x} \to u(x, t) = L^{-1}[\tilde F(p) \cdot e^{-\frac{p}{a}x}]$
$\color{blue}{u(x, t) = L^{-1}L[f(t - \dfrac{x}{a})] = f(t - \dfrac{x}{a})}$

$3.\left \lbrace \begin{array}{l}u_{tt} - a^2 u_{xx} = 0, -\infty < x < \infty, t > 0 \\ u(x, 0) = \varphi(x) \\ u_t(x, 0) = \psi(x) \end{array} \right.$
$(1)令F[u(x, t)] = \tilde u(\omega, t), F[\varphi(x)] = \tilde \varphi(\omega), F[\psi(x)] = \tilde \psi(\omega)$
$\left \lbrace \begin{array}{l}\dfrac{d^2 \tilde u}{d t^2} + a^2 \omega^2 \tilde u(\omega, t) = 0, t>0 \\ \tilde u(\omega, 0) = \tilde \varphi(\omega), \\ \tilde u_t(\omega, 0) = \tilde \psi(\omega) \end{array} \right.$

$(2) 记L[\tilde u(\omega, t)] = U(\omega, p)$
$则p^2 U(\omega, p) - p \tilde u(\omega, 0) - \tilde u_t(\omega, 0) + a^2 \omega^2 U(\omega, p) = 0$
$即p^2 U(\omega, p) - p\tilde \varphi(\omega) - \tilde \psi(\omega) + a^2 \omega^2 U(\omega, p) = 0$

$(3) U(\omega, p) = \dfrac{p \tilde \varphi(\omega) +\tilde \psi(\omega)}{p^2 + a^2 \omega^2}$
$=\tilde \varphi(\omega) \dfrac{p}{p^2 + a^2 \omega^2} + \dfrac{\tilde \psi(\omega)}{a \omega} \dfrac{a \omega}{p^2 + a^2 \omega^2}$

$(4)\tilde u(\omega, t) = \tilde \varphi(\omega) \cos a \omega t + \dfrac{\psi(\omega)}{a \omega} \sin a \omega t$
$\color{blue}{u(x, t) = \dfrac{1}{2}[\varphi(x + at) + \varphi(x - at)] + \dfrac{1}{2a} \int_{x-at}^{x+at} \psi(\alpha) d \alpha}$