Laplace's Method - Complex Integrals

Complex Integrals

For complex integrals in the form:

with t >> 1, we make the substitution t = iu and the change of variable s = c + ix to get the Laplace bilateral transform:

We then split g(c+ix) in its real and complex part, after which we recover u = t / i. This is useful for inverse Laplace transforms, the Perron formula and complex integration.

Read more about this topic:  Laplace's Method

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