3.I.8A

Further Complex Methods
Part II, 2005

The functions ff and gg have Laplace transforms f^\widehat{f} and g^\widehat{g}, and satisfy f(t)=0=g(t)f(t)=0=g(t) for t<0t<0. The convolution hh of ff and gg is defined by

h(u)=0uf(uv)g(v)dvh(u)=\int_{0}^{u} f(u-v) g(v) d v

and has Laplace transform h^\widehat{h}. Prove (the convolution theorem) that h^(p)=f^(p)g^(p)\widehat{h}(p)=\widehat{f}(p) \widehat{g}(p).

Given that 0t(ts)1/2s1/2ds=π(t>0)\int_{0}^{t}(t-s)^{-1 / 2} s^{-1 / 2} d s=\pi \quad(t>0), deduce the Laplace transform of the function f(t)f(t), where

f(t)={t1/2,t>00,t0f(t)=\left\{\begin{array}{l} t^{-1 / 2}, \quad t>0 \\ 0, \quad t \leqslant 0 \end{array}\right.