Paper 3, Section I, A

Further Complex Methods
Part II, 2016

The functions f(x)f(x) and g(x)g(x) have Laplace transforms F(p)F(p) and G(p)G(p) respectively, and f(x)=g(x)=0f(x)=g(x)=0 for x0x \leqslant 0. The convolution h(x)h(x) of f(x)f(x) and g(x)g(x) is defined by

h(x)=0xf(y)g(xy)dy for x>0 and h(x)=0 for x0h(x)=\int_{0}^{x} f(y) g(x-y) d y \quad \text { for } \quad x>0 \quad \text { and } \quad h(x)=0 \quad \text { for } \quad x \leqslant 0

Express the Laplace transform H(p)H(p) of h(x)h(x) in terms of F(p)F(p) and G(p)G(p).

Now suppose that f(x)=xαf(x)=x^{\alpha} and g(x)=xβg(x)=x^{\beta} for x>0x>0, where α,β>1\alpha, \beta>-1. Find expressions for F(p)F(p) and G(p)G(p) by using a standard integral formula for the Gamma function. Find an expression for h(x)h(x) by using a standard integral formula for the Beta function. Hence deduce that

Γ(z)Γ(w)Γ(z+w)=B(z,w)\frac{\Gamma(z) \Gamma(w)}{\Gamma(z+w)}=\mathrm{B}(z, w)

for all Re(z)>0,Re(w)>0\operatorname{Re}(z)>0, \operatorname{Re}(w)>0.