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<strong>Applicable</strong> <strong>Analysis</strong> <strong>and</strong> <strong>Discrete</strong> <strong>Mathematics</strong> - Accepted manuscript<br />

Received: December 01, 2011<br />

Revised: Jul 20, 2012<br />

Please cite this article as: Hichem Ben Aouicha <strong>and</strong> Tahar Moumni: ON <strong>THE</strong> <strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE<br />

LAPLACE TRANSFORM WITH SOME APPLICATIONS,<br />

Appl. Anal. <strong>Discrete</strong> Math. (to appear)<br />

DOI: 10.2298/AADM120815019B<br />

<strong>Applicable</strong> <strong>Analysis</strong> <strong>and</strong> <strong>Discrete</strong> <strong>Mathematics</strong><br />

available online at http://pefmath.etf.rs<br />

Appl. Anal. <strong>Discrete</strong> Math. x (xxxx), xxx–xxx.<br />

doi:10.2298/AADMxxxxxxxx<br />

<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM<br />

AND APPLICATION<br />

Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

This work is devoted to the computation of the spectrum of the finite Laplace<br />

transform (FLT) <strong>and</strong> giving some of its applications. For this purpose, we<br />

give two different practical methods. The first one uses a discretization of<br />

the FLT. The second one is based on the Gaussian quadrature method. The<br />

spectrum of the FLT is then used to invert the Laplace transform of time<br />

limited functions as well as the Laplace transform of essentially time limited<br />

functions. Several numerical results are given to illustrate the results of this<br />

work.<br />

1. INTRODUCTION<br />

The finite Laplace transform (FLT) defined as<br />

L 0,b f(x) =<br />

∫ b<br />

0<br />

e −xy f(y)dy, b > 0,<br />

plays an important role in solving boundary value problems for ordinary <strong>and</strong> partial<br />

differential equations, see [10]. It is used also to solve a weakly singular integral<br />

equation occurring in transfer theory, see [18]. Several applications of this transform<br />

to linear control problems have been studied in [15]. The finite Laplace<br />

transform was studied first by Debnath <strong>and</strong> Thomas in [11]. They have given some<br />

properties of the FLT. Some other properties can be found in [20]. In [4], the<br />

authors have considered the following integral transform<br />

(1) L a,b f(x) =<br />

∫ b<br />

a<br />

e −xy f(y)dy,<br />

2010 <strong>Mathematics</strong> Subject Classification. 45P05; 44A10; 45C05; 33C45.<br />

Keywords <strong>and</strong> Phrases. Integral operator; Laplace transform; Eigenvalue problem, Orthogonal<br />

polynomials.<br />

1


2 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

from L 2 [a, b] to L 2 ([0, +∞[) which is also called the finite Laplace transform. Here<br />

0 < a < b are two positive real numbers. They have proved that the differential<br />

operator ˜D given by<br />

˜Df = − ( (x 2 − 1)(α 2 − x 2 )f ′) ′<br />

+ 2<br />

(<br />

x 2 − 1 ) f<br />

commutes with the Stieltjes transform<br />

S α f(x) = (L a,b ) ∗ L a,b f(x) =<br />

∫ α<br />

1<br />

f(y)<br />

x + y dy,<br />

where α = b a<br />

. In [3], the authors have studied the spectral properties of ˜D.<br />

Note here that the parameter a, introduced in (1) cannot be equal to 0. In this<br />

paper, we complete the work given in [3] <strong>and</strong> we suppose that a = 0 <strong>and</strong> we study<br />

the spectrum of the operator L 0,b defined from L 2 [0, b] into itself <strong>and</strong> we give some<br />

of its applications. The eigenfunctions of FLT <strong>and</strong> their corresponding eigenvalues<br />

are computed by two methods. The first one is based on the discretization of L 0,b<br />

following a suitable set of orthogonal polynomials while the second method is based<br />

on the use of a Gaussian quadrature method. Finally, we use such eigenfunctions<br />

<strong>and</strong> eigenvalues to invert the finite Laplace transform as well as the Laplace transform<br />

over the set of essentially time limited functions. In the sequel, the Laplace<br />

transform is given by<br />

Lf(x) =<br />

∫ +∞<br />

0<br />

e −xy f(y)dy,<br />

see [10]. Note here that a large number of different methods for the inversion of<br />

the Laplace transform was found in the literature, see for example the extensive<br />

list of papers collected in [16, 17]. A comparison of methods of inversion of the<br />

Laplace transform is given in a survey of Davies <strong>and</strong> Martin in [5].<br />

The outline of this paper is as follows. In section 2, we provide the reader with two<br />

methods of computation of the eigenfunctions of the finite Laplace transform <strong>and</strong><br />

their corresponding eigenvalues. The first method is based on the discretization of<br />

L 0,b . The second method is based on a Gaussian quadrature method. Section 3 is<br />

devoted to some applications of the results given in section 2. The first application<br />

is the inversion of the finite Laplace transform while the second one is the inversion<br />

of the Laplace transform of functions essentially time limited to [0, b]. In section 4,<br />

we illustrate such methods by several numerical results.<br />

2. ON <strong>THE</strong> COMPUTATION <strong>OF</strong> <strong>THE</strong> <strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong><br />

FINITE LAPLACE TRANSFORM OPERATOR<br />

It is easy to see that L 0,b observed as a map from L 2 [0, b] ti itself is a Hilbert-<br />

Schmidt operator. Moreover, if ∥L 0,b ∥ HS<br />

denotes the Hilbert-Schmidt norm of L 0,b ;<br />

one can check that :<br />

( ∫ b ∫ 1/2 b<br />

∥L 0,b ∥ HS<br />

= e dxdy) −2xy ≤ b.<br />

0<br />

0


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 3<br />

Let (µ n ) n≥0 denote the infinite set of the eigenvalues of L 0,b , arranged in the<br />

decreasing order of their magnitude, that is<br />

|µ 0 | > |µ 1 | > .... > |µ n | > ...<br />

In the sequel, we denote by φ n the n th eigenfunction of L 0,b associated with µ n .<br />

That is<br />

(2) L 0,b (φ n )(x) =<br />

∫ b<br />

<strong>and</strong> we adopt the following normalization of φ n<br />

0<br />

e −xy φ n (y)dy = µ n φ n (x),<br />

( ∫ 1/2 b<br />

∥φ n χ [0,b] ∥ 2 = |φ n (x)| dx) 2 = |µ n |.<br />

0<br />

Note here that both φ n <strong>and</strong> µ n depend on b, but for simplicity of notation we<br />

have omitted this dependence. In accord to previous statements, we can state the<br />

following result about the eigenfunctions of L 0,b .<br />

Proposition 1. The set B = {φ n ,<br />

n ∈ N} is an orthogonal basis of L 2 [0, b].<br />

The following lemma gives the derivative of µ n with respect to b.<br />

Lemma 1. Let ψ n be the function given by ψ n (x) = φ n (bx). Then<br />

(3)<br />

∂µ n<br />

∂b = (ψ n(1)) 2<br />

µ n<br />

.<br />

Proof. For the proof of the previous lemma, we adopt the techniques used in [19]<br />

to prove a similar result for the eigenvalue of the finite Hankel transform. Let us<br />

introduce the following changes in the integral equation (2):<br />

y = bu, x = bv, ψ n (x) = φ n (bx),<br />

then we obtain the equivalent integral equation<br />

(4) b<br />

∫ 1<br />

0<br />

e −b2 uv ψ n (u)du = µ n ψ n (v).<br />

Let us now differentiate both member of the previous equality with respect to b,<br />

one obtains<br />

(5)<br />

∫ 1<br />

0<br />

e −b2 uv ψ n (u)du − 2b 2 v<br />

∂µ n<br />

∂b ψ ∂ψ n (v)<br />

n(v) + µ n .<br />

∂b<br />

∫ 1<br />

0<br />

ue −b2 uv ψ n (u)du + b<br />

∫ 1<br />

0<br />

e −b2 uv ∂ψ n(u)<br />

du =<br />

∂b


4 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

Differentiating (4) with respect to v, one gets<br />

(6) −b 3 ∫ 1<br />

0<br />

ue −b2uv ∂ψ n (v)<br />

ψ n (u)du = µ n .<br />

∂v<br />

Combining (5) <strong>and</strong> (6) <strong>and</strong> we use (4) to obtain<br />

(7)<br />

µ n<br />

b ψ n(v) + 2 µ n<br />

b v ∂ψ n(v)<br />

+ b<br />

∂v<br />

∫ 1<br />

0<br />

e −b2 uv ∂ψ n(u)<br />

du = ∂µ n<br />

∂b ∂b ψ ∂ψ n (v)<br />

n(v) + µ n .<br />

∂b<br />

Multiplying both sides of (7) by ψ n (v) <strong>and</strong> integrate over (0, 1), one finds<br />

µ n<br />

b ∥ψ nχ (0,1) ∥ 2 2 + 2 µ n<br />

b<br />

∫ 1<br />

∫<br />

∂µ 1<br />

n<br />

∂b ∥ψ nχ (0,1) ∥ 2 2 + µ n<br />

0<br />

0<br />

vψ n (v) ∂ψ n(v)<br />

dv + b<br />

∂v<br />

ψ n (v) ∂ψ n(v)<br />

dv.<br />

∂b<br />

∫ 1<br />

0<br />

ψ n (v)<br />

∫ 1<br />

0<br />

e −b2 uv ∂ψ n(u)<br />

dudv =<br />

∂b<br />

By using Fubini’s theorem <strong>and</strong> (4), the equality (8) can be simply written as follows<br />

(8)<br />

where I =<br />

∫ 1<br />

0<br />

µ n<br />

b ∥ψ nχ (0,1) ∥ 2 2 + 2 µ n<br />

b I = ∂µ n<br />

∂b ∥ψ nχ (0,1) ∥ 2 2,<br />

vψ n (v) ∂ψ n(v)<br />

dv. Integrating I by parts one can easily check that<br />

∂v<br />

(9) I = 1 2<br />

(<br />

(ψn (1)) 2 − ∥ψ n χ (0,1) ∥ 2 )<br />

2 .<br />

Remark also that ∥ψ n χ (0,1) ∥ 2 2 = (µ n) 2<br />

. Thanks to (8) <strong>and</strong> (9) <strong>and</strong> the normalization<br />

b<br />

of ψ n one obtains (3).<br />

To proceed further <strong>and</strong> present our computational methods of (φ n ) n <strong>and</strong> their<br />

corresponding eigenvalues, we introduce the following results, see for example [9].<br />

Let (P k ) k≥0<br />

be the set of polynomials given by :<br />

√<br />

2k + 1 d k [<br />

(10) P k (x) = √<br />

b<br />

2k+1<br />

k! dx k x k (x − b) k] , k ≥ 0.<br />

The following properties of {P k , k ∈ N} will be used in the sequel:<br />

P 1 : The set {P k , k ∈ N} is an orthonomal basis of L 2 (0, b) .<br />

P 2 :<br />

For all k ∈ N we have<br />

P k+1 (x) = (α k x + β k )P k (x) − γ k P k−1 (x),<br />

where<br />

(11)<br />

α k = 2 √ √<br />

(2k + 3)(2k + 1)<br />

(2k + 3)(2k + 1)<br />

, β k =<br />

b k + 1<br />

k + 1<br />

<strong>and</strong> γ k = k<br />

√<br />

2k + 3<br />

k + 1 2k − 1 .


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 5<br />

Note that from the theory of orthogonal polynomials, one concludes that<br />

∀ n ≥ 0, P n (x) has n distinct zeros inside [0, b]. Moreover, these n different zeros<br />

are simply given as the eigenvalues of a tridiagonal symmetric matrix D of order<br />

n, given by<br />

(12)<br />

D = [d i,j ] 1≤i,j≤n<br />

, d i,i = − β i−1<br />

, d i,i+1 = d i+1,i = −1 , d i,j = 0 if j ≠ i−1, i, i+1,<br />

α i−1 α i−1<br />

where the α i <strong>and</strong> β i are given by (11).<br />

2.1. MATRIX REPRESENTATION <strong>OF</strong> L 0,b<br />

In this section, we follow the techniques introduced in [8, 9] to compute the<br />

spectrum of the finite Fourier transform. For the completeness of the paper, we<br />

describe briefly such techniques. Firstly, we introduce the finite moments<br />

M ij =<br />

∫ b<br />

0<br />

x i P j (x)dx, i, j ∈ N,<br />

of the polynomials given by (10). With similar method introduced in [8], we can<br />

easily get :<br />

(m 1 ) For i < j, M ij = 0.<br />

(m 2 ) For j ≤ i,<br />

M ij = bi+1/2√ 2j + 1 (i!) 2<br />

.<br />

(i + j)! (i − j)!<br />

(m 3 ) For j ≤ i,<br />

(13) |M ij | ≤ b2j+1<br />

√ 2j + 1<br />

.<br />

To proceed further, we first exp<strong>and</strong> φ n into its Fourier series following the polynomials<br />

P k<br />

(14) φ n (x) =<br />

where<br />

(15) η n k =<br />

+∞∑<br />

k=0<br />

∫ b<br />

0<br />

η n k P k (x),<br />

φ n (x)P k (x)dx.<br />

x ∈ [0, b],<br />

As in [8], the following lemma gives the decay rate of the coefficients ηk<br />

n<br />

(14).<br />

given in


6 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

Lemma 2. Under the previous notations <strong>and</strong> assumptions, for any positive integer<br />

k ≥ [2eb 2 ], we have the following upper bound of η n k :<br />

(16) |η n k | ≤ beb2 √<br />

2kπ<br />

1<br />

2 k .<br />

Here [x] denotes the integer part of x.<br />

Proof. By combining (15) <strong>and</strong> (2) together with (13) <strong>and</strong> Hölder’s inequality, we<br />

obtain<br />

∫ (<br />

|ηk n 1 b ∫ )<br />

b<br />

| =<br />

e −xy φ<br />

∣<br />

n (y)dy P k (x) dx<br />

µ n 0 0<br />

∣<br />

⎛<br />

⎞<br />

∫<br />

1<br />

b ∫ b ∑<br />

=<br />

⎝<br />

(−1) j<br />

|µ n |<br />

x j y j φ n (y)dy⎠ P k (x) dx<br />

∣ 0 0 j!<br />

j≥0<br />

∣<br />

1 ∑ 1<br />

∫ b<br />

∫ b<br />

≤<br />

y j φ<br />

|µ n | j! ∣ n (y)dy<br />

x j P<br />

j≥0<br />

0<br />

∣ ∣ k (x) dx<br />

0<br />

∣<br />

≤<br />

≤<br />

(<br />

1 ∑<br />

∫ 1/2<br />

1 b 2j+1 b<br />

√ y dy) 2j ∥φ n χ [0,b] ∥ 2<br />

|µ n | j! 2j + 1<br />

∑<br />

j≥k<br />

j≥k<br />

b 2j<br />

j!<br />

b2k b2<br />

≤ be<br />

k! .<br />

As a consequence of the following Stirling’s formula, see [1]<br />

one can deduce the inequality (16).<br />

Γ(s + 1) ≥ √ 2πs s+1/2 e −s , ∀ s > 0,<br />

To proceed further, we need the following lemma<br />

Lemma 3. Let k; l ≥ 0 be two integers <strong>and</strong> let b be a positive real number.<br />

The coefficients a kl = ⟨L 0,b (P k ), P l ⟩ satisfy the following two conditions :<br />

(c 1 ) a kl = ∑ (−1) n<br />

M nl M nk .<br />

n!<br />

n≥ν<br />

0<br />

(c 2 ) |a kl | ≤ 1 ν! |M νlM νk |, where ν = max(k, l).<br />

Proof. Note that the proof of this lemma is based on some techniques similar to<br />

those used in [8]. We have<br />

L 0,b (P k ) (x) =<br />

∫ b<br />

0<br />

e −xy P k (y)dy =<br />

∫ b +∞∑<br />

0<br />

n=0<br />

(−1) n<br />

x n y n P k (y)dy.<br />

n!


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 7<br />

It is well known, see [2], that<br />

√ √<br />

b 2k + 1<br />

max | P k(x) |≤ .<br />

x∈[0,b] 2 2<br />

Hence, ∀x ∈ [0, b], the series<br />

Consequently, we have<br />

+∞∑<br />

n=0<br />

(−1) n<br />

x n y n P k (y) converges uniformly in [0, b].<br />

n!<br />

L 0,b (P k ) (x) =<br />

+∞∑<br />

n=0<br />

(−1) n ∫ b<br />

x n y n P k (y)dy =<br />

n!<br />

Since, for j < k, we have M j,k = 0, then, for all k, l ≥ 0,<br />

a kl = ∑ (−1) n<br />

M nl M nk .<br />

n!<br />

n≥ν<br />

0<br />

+∞∑<br />

n=0<br />

(−1) n<br />

x n M nk .<br />

n!<br />

Moreover, we have<br />

|a kl | ≤ 1 ν! |M νlM νk | ,<br />

which completes the proof of the previous Lemma.<br />

As in [8, 9], we can easily check that the spectrum of L 0,b coincides with the<br />

spectrum of A = (a kl ) k,l≥0<br />

, where a kl is given by (c 1 ). Moreover the coefficients<br />

of the Fourier series given by (14) are nothing but the components of the n th<br />

eigenvector of A. In practice, one can get highly accurate approximation ˜µ n of µ n<br />

by using a submatrix of A of order K > 0. The eigenvector (˜η<br />

k n) 0≤k≤K<br />

is taken as<br />

a good approximation in the L 2 -norm of (ηk n) k≥0 . Consequently<br />

(17) ˜φ n (x) =<br />

K∑<br />

˜η k n P k (x), x ∈ [0, b]<br />

k=0<br />

is the approximation of the exact eigenfunction φ n (x) on the interval [0, b].<br />

To approximate the spectrum of the operator L 0,b , by its matrix representation, we<br />

need the following perturbation result on the spectrum of matrices, cited in [12].<br />

Theorem 1. (Weyl’s perturbation theorem)<br />

Let A <strong>and</strong> B two Hermitian matrices of order n. Let σ(A) = {α 0 ≥ ... ≥ α n−1 }<br />

<strong>and</strong> σ(B) = {β 0 ≥ ... ≥ β n−1 } denote the spectrum of A <strong>and</strong> B, respectively. Then,<br />

we have<br />

(18) max<br />

0≤j≤n−1 |α j − β j | ≤ ∥A − B∥ .<br />

Remark 1. The previous theorem stay true with more general hermitian operator<br />

on a Hilbert space.


8 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

As a consequence of (c 2 ), we can deduce that the coefficients a kl decays exponentially<br />

to 0 as k + l → +∞. Hence, by using the previous theorem, one can conclude<br />

that, for any positive integer K; one gets highly accurate approximation of the<br />

first K eigenvalues of L 0,b by considering the first K eigenvalues of the appropriate<br />

submatrix of A given by A K = (a kl ) 0≤k,l≤K .<br />

2.2. GAUSSIAN QUADRATURE METHOD<br />

In this paragraph, we use the polynomials (P k ) k <strong>and</strong> their properties to construct<br />

a quadrature method for the eigenvalue problem (2). Note that the Gaussian<br />

quadrature method of order 2n, associated with the orthogonal P n (x), given by (10)<br />

over [0, b] is given by<br />

∫ 1<br />

0<br />

f(x) x dx ≈<br />

n∑<br />

ω k f(x k ), 1 ≤ k ≤ n,<br />

k=1<br />

where the nodes x k are the eigenvalues of the matrix D given by (12) <strong>and</strong> the<br />

different quadrature weights (ω k ) 1≤k≤n are simply given by the following practical<br />

formula<br />

ω k = − k n+1 1<br />

k n P n+1 (x k )P n(x ′ k ) , 1 ≤ k ≤ n.<br />

√<br />

2k + 1(2k)!<br />

Here, k n = √ is the highest coefficient of P n (x). For more details on<br />

b<br />

2k+1<br />

(k!) 2<br />

the Gaussian quadrature method, the reader is referred to [7].<br />

The following theorem provides us with a discretization formula for the eigenproblem<br />

(2).<br />

Theorem 2. Let ϵ be an arbitrary { real number satisfying 0 < ϵ < } 1. For a fixed<br />

2 2m b 4m+3/2<br />

positive integer n, let N ε,n = min m ∈ N,<br />

(2m + 1)! ( )<br />

2m 2<br />

< ε |µ n | . Then for any<br />

m<br />

integer N ≥ N ε,n , we have<br />

sup<br />

∣ φ n(x) − 1 ∑<br />

N ω p exp(−xx p )φ n (x p )<br />

µ n ∣ ≤ ε.<br />

x∈[0,b]<br />

p=1<br />

Here, (x p ) 1≤p≤n denote the different zeros of the orthogonal polynomial P n (x) <strong>and</strong><br />

φ n (·), µ n are as given by (2).<br />

As a result of the previous theorem, we obtain the following discretization scheme<br />

for the eigenvalue problem (2),<br />

N∑<br />

ω j e −x iyj<br />

˜φ n (y j ) = ˜µ n ˜φ n (x i ), 1 ≤ i, j ≤ N,<br />

j=1


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 9<br />

where the x i , y j <strong>and</strong> the ω i denote the different nodes <strong>and</strong> weights of our proposed<br />

quadrature method. If A K denotes the square matrix of order K, defined by<br />

A K = ( ω j e −x iy j<br />

)1≤i,j≤K ,<br />

then the set of the eigenvalues of A K is an approximate of a finite subset of the<br />

eigenvalues of the operator L 0,b given by (2). Moreover, for any integer 0 ≤ n ≤ K,<br />

the eigenvector Ũn corresponding to the approximate eigenvalue ˜µ n is given by<br />

Ũ n = ( ˜φ n (x i )) 1≤i≤K<br />

. Finally, to provide approximate values φ n (x) of ˜φ n (x) along<br />

the interval [0, b], we use the following interpolation formula,<br />

(19) ˜φ n (x) = 1 ∑ K<br />

ω j e −xyj ˜φ n (y j ), 0 ≤ x ≤ b.<br />

µ n<br />

j=1<br />

Remark 2. As predicted by the previous theorem, the interpolation formula (19)<br />

is highly accurate. As an example, for b = 5, n = 0 <strong>and</strong> K = 40, we have found<br />

that<br />

( K<br />

)<br />

1 ∑<br />

1 2<br />

(φ n (x i ) − ˜φ n (x i )) 2 = 2.038073914E − 02,<br />

K<br />

i=0<br />

where x i = ib K .<br />

Now, using similar techniques used in [2, 8, 9], we can assert that the first K<br />

eigenvalues of L 0,b are well approximated by the eigenvalues of A K . This is given<br />

by the following theorem.<br />

Theorem 3. Let σ (L 0,b ) = (µ n ) n≥0 <strong>and</strong> σ (A N ) = (˜µ n ) 0≤n≤N−1<br />

denote the spectrum<br />

of the finite Laplace operator L 0,b <strong>and</strong> the matrix A N , where N is a positive<br />

integer larger then N ϵ,n . Then we have<br />

sup |µ n − ˜µ n | ≤ εb √ N.<br />

0≤n≤N−1<br />

3. APPLICATIONS<br />

Our goal here is to invert the Laplace transform of time limited functions<br />

as well as essentially time limited functions by the use of the eigenfunctions φ n of<br />

the finite Laplace transform. Let us suppose that the Laplace transform Lf of an<br />

L 2 −unit norm function f, is known at least on [0, b]. We shall find f.<br />

3.1. INVERSION <strong>OF</strong> <strong>THE</strong> LAPLACE TRANSFORM <strong>OF</strong> TIME<br />

LIMITED FUNCTIONS


10 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

We suppose that f is time-limited to [0, b]. That is f(x) = f(x)χ [0,b] (x).<br />

To find the unknown function f, we exp<strong>and</strong> it into its Fourier series following<br />

{φ n , n ∈ N},<br />

(20) f(y) = ∑ k∈N<br />

a k (f)φ k (y), y ∈ [0, b],<br />

where a k (f) = 1 ∫ b<br />

φ k (y)f(y)dy are the unknown Fourier coefficients of f to be<br />

µ k<br />

0<br />

determined in the sequel. Combining (20) <strong>and</strong> (2), we obtain<br />

(21) L 0,b f(y) = ∑ k∈N<br />

a k (f)µ k φ k (y), y ∈ [0, b].<br />

Multiplying both sides of (21) by φ k (y) <strong>and</strong> integrate it over [0,b], we conclude that<br />

a k (f) = 1 ∫ b<br />

φ k (y)L 0,b f(y)dy, k ∈ N.<br />

µ k<br />

0<br />

Once (a k (f)) k are known, we use (20) to obtain the unknown data f. Note here<br />

that in practice the series given by (20) is truncated to an order N to obtain the<br />

following function<br />

N∑<br />

f N (y) = a k (f)φ k (y), y ∈ [0, b].<br />

k=0<br />

Then, an error bound of the approximation of f by f N , over [0, b] is given by the<br />

following proposition<br />

Proposition 2. Under the above notations <strong>and</strong> assumption, we have<br />

∥f − f N ∥ 2 2 =<br />

∑<br />

|a k (f)| 2 µ 2 k ≤ (µ N+1 ) 2 .<br />

k=N+1<br />

As a consequence of the previous proposition, we assert that the f N is a well<br />

approximation of f. This is due to the fast decay of the eigenvalues of L 0,b . This<br />

statement is deduced from the following lemma, see [13, 14].<br />

Lemma 4. Let T be the integral operator given by :<br />

T x(t) =<br />

∫ b<br />

a<br />

k(t, s)x(s)ds,<br />

where k(., .) is symmetric, positive definite <strong>and</strong> has p th order continuous partial<br />

derivatives. Then, the n th eigenvalue λ n of T satisfies<br />

( ) 1<br />

λ n = o<br />

n p+1 .


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 11<br />

3.2. INVERSION <strong>OF</strong> <strong>THE</strong> LAPLACE TRANSFORM <strong>OF</strong><br />

ESSENTIALLY TIME LIMITED FUNCTIONS<br />

In the sequel, we suppose that f is time-limited to [0, b] at level ϵ b . That is<br />

f ∈ E(ϵ b ) = {f ∈ L 2 ([0, +∞[) , ∥f∥ 2 = 1, ∥fχ ]b,+∞[ ∥ 2 ≤ ϵ b }. Remark that, by<br />

the use the Hölder’s inequality, one gets for x > 0,<br />

(22)<br />

|Lf(x) − L 0,b f(x)| =<br />

≤<br />

≤<br />

∫ +∞<br />

b<br />

(∫ +∞<br />

b<br />

e−2xb<br />

√<br />

2x<br />

.<br />

e −xy f(y)dy<br />

) 1/2 (∫ +∞<br />

) 1/2<br />

e −2xy dy<br />

|f(y)| 2 dy<br />

b<br />

Note here that the right member of (22) decays exponentially to 0 whenever x goes<br />

to +∞. To find the unknown data f, we will use L 0,b f(x) instead of Lf(x). That<br />

is the following equality<br />

(23) L 0,b f(x) =<br />

∫ b<br />

0<br />

e −xy f b (y)dy,<br />

where f b (y) = f(y)χ [0,b] (y). Our aim is to find f b <strong>and</strong> to show that f b is a well<br />

approximation of f. As it is done previously, we exp<strong>and</strong> f b into its Fourier series<br />

following {φ n , n ∈ N}<br />

N∑<br />

(24) f b (y) = a k (f b )φ k (y),<br />

k=0<br />

y ∈ [0, b].<br />

By using (23), one gets<br />

a k (f b ) = 1 ∫ b<br />

φ k (y)L 0,b f b (y)dy, k ∈ N.<br />

µ k<br />

0<br />

Once the (a k (f b )) k are known, we use (24) to obtain the unknown data f b . Note<br />

here that in practice the series given in (24) is truncated to an order N <strong>and</strong> the<br />

function f b is approximated by the following one<br />

f b,N (y) =<br />

N∑<br />

a k (f b )φ k (y),<br />

k=0<br />

y ∈ [0, b].<br />

Note that the error of such approximation is given by<br />

∥f b − f b,N ∥ 2 2 =<br />

∑<br />

|a k (f)| 2 µ 2 k ≤ (µ N+1 ) 2 .<br />

k=N+1<br />

The following proposition shows that f b,N is a well approximation f.


12 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

Proposition 3. Under the above notations <strong>and</strong> assumptions, we have<br />

∥f − f b,N ∥ 2 ≤ ϵ b + |µ N+1 |.<br />

Proof. The proof of the previous proposition is based on the triangular inequality<br />

<strong>and</strong> the fact that the unknown data belongs to E(ϵ b ).<br />

4. NUMERICAL RESULTS<br />

To illustrate the results of section 2, we have considered different values of the<br />

b<strong>and</strong>width b. Also, we have applied the Gaussian quadrature based method for the<br />

computation of the spectrum <strong>and</strong> the eigenfunctions of the finite Laplace transform<br />

L 0,b with N = 40 quadrature points. Table 1 shows the obtained eigenvalues<br />

µ n with different values of the parameter b. Moreover, we have used (19) with<br />

a maximum truncation order K = N, we obtain accurate approximations to the<br />

normalized φ n (x) along the interval [0, b]. Table 2 lists, for b = 5, the approximate<br />

values ˜φ 0 (x) of φ 0 (x), for different values of x as well as the different approximation<br />

errors in absolute value |φ 0 (x) − ˜φ 0 (x)|. Also, in Figure 1 <strong>and</strong> 2, we have plotted<br />

the graphs of the first three normalized eigenfunctions of the finite Laplace operator<br />

L 0,b corresponding respectively to the parameter b = 1 <strong>and</strong> b = 5.<br />

b = 1 b = 5 b = 10<br />

n µ n µ n µ n<br />

0 0.809579221e-00 1.343346838e-00 1.440931952e-00<br />

2 0.216334666e-02 2.168106787e-01 0.386895185e-01<br />

5 0.929136341e-08 3.806005533e-03 0.247988181e-02<br />

10 0.299404378e-18 5.676369190e-07 0.101780894e-04<br />

15 0.798452541e-30 1.167244175e-11 0.176316362e-07<br />

Table 1: Values of the eigenvalues µ n of the finite Laplace transform L 0,b corresponding<br />

to the different values of parameter b = 2, 5, 10.<br />

Acknowledgements. The authors thanks the anonymous referees for suggestions<br />

that improved the style of presentation. This work was supported by a DGRST<br />

research Grant 05/UR/15-02.<br />

REFERENCES<br />

1. M. Abramowitz, I. A. Stegun, H<strong>and</strong>book of mathematical functions, Dover Publication,<br />

INC, New York.1972. pp.773-792.


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2. H. Ben Aouicha, Computation of the spectra of some integral operators <strong>and</strong> application<br />

to the numerical solution of some linear integral equations.Appl. Math. Comput.<br />

218 (2011), 3217-3229.<br />

3. M. Bertero, F. A. Grünbaum, L. Rebolia, Spectral properties of a differential operator<br />

related to the inversion of the finite Laplace transform. Inverse Problems 2 (1986),<br />

131–139.<br />

4. M. Bertero, F. A. Grünbaum, Commuting differential operators for the finite Laplace<br />

transform. Inverse Problems 1 (1985), 181–192.<br />

5. D. Brian, M. Brian, Numerical inversion of the Laplace transform: a survey <strong>and</strong><br />

comparison of methods. J. Comput. Phys. 33 (1979), 1–32.<br />

6. S. Das; Control system design using finite Laplace transform theory; arXiv:<br />

1101.4347v1.<br />

7. A. George, A. Richard, R. Ranjan, Special Functions. Encyclopedia of <strong>Mathematics</strong><br />

<strong>and</strong> its Applications, 71. Cambridge University Press, Cambridge, 1999.<br />

8. A. Karoui, T. Moumni, New efficient methods of computing the prolate spheroidal<br />

wave functions <strong>and</strong> their corresponding eigenvalues, Appl. Comput. Harmon. Anal.<br />

24 (2008), 269–289.<br />

9. A. Karoui, Uncertainty principles, prolate spheroidal wave functions, <strong>and</strong> applications.<br />

Recent developments in fractals <strong>and</strong> related fields, 165–190, Appl. Numer. Harmon.<br />

Anal., Birkhäuser Boston, Inc., Boston, MA, 2010.<br />

10. D. Lokenath, B. Dambaru, Integral Transforms <strong>and</strong> their Applications. Second edition.<br />

Boca Raton, FL, 2007.<br />

11. D. Lokenath, T. G. Jr. John, On finite Laplace transformation with applications.<br />

ZAMM. 56 (1976), 559–563.<br />

12. B. Rajendra, Matrix analysis. Graduate Texts in <strong>Mathematics</strong>, 169. Springer-Verlag,<br />

New York, 1997.<br />

13. J. B. Reade, Eigenvalues of positive definite kernels. SIAM J. Math. Anal. 14 (1983),<br />

152–157.<br />

14. J. B. Reade, Eigenvalues of positive definite kernels. II. SIAM J. Math. Anal. 15<br />

(1984), 137–142.<br />

15. D. Richard, Applications of the finite Laplace transform to linear control problems.<br />

SIAM J. Control Optim. 18 (1980), 1–20.<br />

16. P. Robert, A bibliography on numerical inversion of the Laplace transform <strong>and</strong> applications.<br />

J. Comput. Appl. Math. 1 (1975), 115–128.<br />

17. P. Robert, Dang, N. D. P. A bibliography on numerical inversion of the Laplace<br />

transform <strong>and</strong> applications: a supplement. J. Comput. Appl. Math. 2 (1976), 225–<br />

228.<br />

18. B. Rutily, L. Chevallier, The finite Laplace transform for solving a weakly singular<br />

integral equation occurring in transfer theory. J. Integral Equations Appl. 16 (2004),<br />

389–409.<br />

19. D. Slepian, Prolate spheroidal wave functions, Fourier analysis <strong>and</strong> uncertainity. IV.<br />

Extensions to many dimensions; generalized prolate spheroidal functions. Bell System<br />

Tech. J. 43 (1964), 3009–3057.


14 Hichem Ben Aouicha <strong>and</strong> Tahar Moumni<br />

20. M. Valbuena, L. Galue, I. Ali, Some properties of the finite Laplace transform. Transform<br />

methods & special functions, Varna ’96, 517–522, Bulgarian Acad. Sci., Sofia,<br />

1998.<br />

Hichem Ben Aouicha<br />

University of Carthage, Department of <strong>Mathematics</strong>,<br />

Institute of Engineering of Bizerte, Tunisia.<br />

E-mail: hichem.ipeib@gmail.com<br />

Tahar Moumni<br />

University of Carthage,<br />

Higher Institute of Applied Sciences <strong>and</strong> Technology of Mateur, Tunisia.<br />

E-mail: moumni.tahar1@gmail.com


<strong>SPECTRUM</strong> <strong>OF</strong> <strong>THE</strong> FINITE LAPLACE TRANSFORM AND APPLICATION 15<br />

Figure 1: Graphs of the first three eigenfunctions of the FLT associated to the<br />

parameter b = 1 (φ 0 = solid, φ 1 = dot <strong>and</strong> φ 2 = dash)<br />

Figure 2: Graphs of the first three eigenfunctions of the FLT associated to the<br />

parameter b = 5 (φ 0 = solid, φ 1 = dot <strong>and</strong> φ 2 = dash)

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