MHB Find Integral: $\int_{a}^{\infty}e^{-st}t^{n}dt$

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To find the integral $\int_{a}^{\infty} e^{-st} t^{n} dt$, multiple differentiation using integration by parts is suggested, as it eliminates the $t^n$ term. The incomplete gamma function is also relevant, particularly since $n$ is a positive integer, which ensures convergence. The complete integral can be expressed as $\int_{0}^{\infty} e^{-st} t^{n} dt = \frac{n!}{s^{n+1}}$, derived through integration by parts or the gamma function. For the case of the integral from $a$ to $\infty$, the result involves the incomplete gamma function, and the calculations can be complex. The discussion emphasizes the importance of verifying results with specific values for $n$, $s$, and $a$.
  • #31
evinda said:
Oh sorry!I accidentally wrote at one equation twice the $s$..
Now,I get $$I_{n}=e^{-sa}\Sigma_{k=1}^{n} \frac{a^{n+1-k}}{s^{k}}\frac{n!}{(n-k+1)!}+\frac{n!I_{0}}{s^{n}}$$ .
What have I done wrong now?? :confused:

In retrospect I believe that is correct.
I had summed with different indices and I made a mistake when converting those.

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And also...why do we know that with $a=0$ we should get $\mathcal L\{t^n\} = \frac{n!}{s^{n+1}}$ ?

Applying the definition of the Laplace transform we have:
$$\mathcal L\{t^n\} = \int_0^\infty e^{-st}t^n dt$$
This is your integral with $a=0$.

Additionally, in post http://mathhelpboards.com/differential-equations-17/find-integral-8382-2.html#post38771 and post http://mathhelpboards.com/differential-equations-17/find-integral-8382-2.html#post38777, I showed in different ways that it is equal to $$\frac{n!}{s^{n+1}}$$.
 
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  • #32
I like Serena said:
In retrospect I believe that is correct.
Great! :o
I like Serena said:
Applying the definition of the Laplace transform we have:
$$\mathcal L\{t^n\} = \int_0^\infty e^{-st}t^n dt$$
This is your integral with $a=0$.

Additionally, in post http://mathhelpboards.com/differential-equations-17/find-integral-8382-2.html#post38771 and post http://mathhelpboards.com/differential-equations-17/find-integral-8382-2.html#post38777, I showed in different ways that it is equal to $$\frac{n!}{s^{n+1}}$$.

oh yes!Right!And to explain why it is right,can I just say that it is verified for $a=0$ ?
 
  • #33
evinda said:
Great! :o

oh yes!Right!And to explain why it is right,can I just say that it is verified for $a=0$ ?

To be honest, that is only very little verification, since it doesn't touch the sum-part of the expression.
For a proper verification, I think you should also verify it for say $a=1$ and $n=1$ and also for $a=2$ and $n=3$.
Easy enough to do with W|A.
 
  • #34
I like Serena said:
To be honest, that is only very little verification, since it doesn't touch the sum-part of the expression.
For a proper verification, I think you should also verify it for say $a=1$ and $n=1$ and also for $a=2$ and $n=3$.
Easy enough to do with W|A.

I checked it for the values $a=1$ and $n=1$ and $a=2$ and $n=3$,and the results were the same with the Laplace transform! :) So,do I have to write these two examples,for verification?
 
  • #35
evinda said:
I checked it for the values $a=1$ and $n=1$ and $a=2$ and $n=3$,and the results were the same with the Laplace transform! :)

Good! ;)

So,do I have to write these two examples,for verification?

No need. It suffices that you are sure that your formula is correct.
You should write down the steps how you got to the formula though.
 
  • #36
I like Serena said:
Good! ;)
No need. It suffices that you are sure that your formula is correct.
You should write down the steps how you got to the formula though.

I have already done...Thank you very much for your help! (Tongueout)
 
  • #37
Use induction on $n$ to show it is correct.
 
  • #38
ZaidAlyafey said:
Use induction on $n$ to show it is correct.

So,for $a=0$ ,we know that it is true.
We suppose that it is true for $a$.
Then I write the equation for $a+1$ ,but how can I continue?? :confused:
 
  • #39
Using induction on $n$ implies that we have to prove that

1- For $$n=0$$ we have

$$I_{0}=\frac{0!I_{0}}{s^{0}}=I_0$$ .

2- Assume that

$$I_{n}=e^{-sa}\sum_{k=1}^{n} \frac{a^{n+1-k}}{s^{k}}\frac{n!}{(n-k+1)!}+\frac{n!I_{0}}{s^{n}} $$

is true and prove that $$I_{n+1}=e^{-sa}\sum_{k=1}^{n+1} \frac{a^{n+2-k}}{s^{k}}\frac{(n+1)!}{(n-k+2)!}+\frac{(n+1)!I_{0}}{s^{n+1}}$$

It might be difficult but it is a really good exercise.
 
  • #40
ZaidAlyafey said:
Using induction on $n$ implies that we have to prove that

1- For $$n=0$$ we have

$$I_{0}=\frac{0!I_{0}}{s^{0}}=I_0$$ .

2- Assume that

$$I_{n}=e^{-sa}\sum_{k=1}^{n} \frac{a^{n+1-k}}{s^{k}}\frac{n!}{(n-k+1)!}+\frac{n!I_{0}}{s^{n}} $$

is true and prove that $$I_{n+1}=e^{-sa}\sum_{k=1}^{n+1} \frac{a^{n+2-k}}{s^{k}}\frac{(n+1)!}{(n-k+2)!}+\frac{(n+1)!I_{0}}{s^{n+1}}$$

It might be difficult but it is a really good exercise.

Ok,thank you! :o
 

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