Page 134 - Circuit Analysis II with MATLAB Applications
P. 134

Chapter 4  The Laplace Transformation


                                                 *
         The integral of (4.42) is an improper integral  but converges (approaches a limit) for all n !  . 0
         We will now derive the basic properties of the gamma function, and its relation to the well known
         factorial function
                                                 –
                                        n! =  nn 1 n2 ˜  –     ˜  321


                                                                    ˜
                                                                 ˜

         The integral of (4.42) can be evaluated by performing integration by parts. Thus, in (4.39) we let
                                           u =  e  x –  and   dv =  x n –  1
         Then,
                                                                  n
                                                                 x
                                          du =   e –  x –  dx   and   v =  -----
                                                                  n
         and (4.42) is written as

                                              n – x  f  1  f
                                                             n –
                                                                x
                                     * n   =  x e     +  -- - ³  x e d x                        (4.43)
                                             ------------
                                               n        n
                                                  x =  0   0
         With the condition that n ! 0 , the first term on the right side of (4.43) vanishes at the lower limit
         x =  0  . It also vanishes at the upper limit as x o  f . This can be proved with L’ Hôpital’s rule by dif-
         ferentiating both numerator and denominator m times, where m t n . Then,

                                           d  m x n        d  m –  1 nx n –  1
                  n – x        n            m              m –  1
                 x e          x           d x           d x
             lim  ------------ =  lim  -------- =  lim  ------------------- =  lim  ------------------------------------ =  }
            x o  f  n    x o  f  ne x  x o  f  d  m ne x  x o  f  d  m –  1 ne x
                                         d x m           d x m –  1
                                                         n –  m
                                                                                            1
                                                –
                                                                         1 n –
                                                                                    n –
                                                                      n –
                                                                                        m +





                                                                               2 }




                      =  lim  nn –  1 n2 }  –        nm +  1 x  lim     -------------------------------------------------------------------- =  0
                              ------------------------------------------------------------------------------------ =
                                                                                –
                         x o  f             ne x                x o  f        x mn x
                                                                                   e
         Therefore, (4.43) reduces to
                                                      1  f  n – x
                                              * n   =  -- - ³  x e d x
                                                      n  0
         and with (4.42), we have
         * Improper integrals are two types and these are:
              b
           a.  ³  fx   x   where the limits of integration a or b or both are infinite
                  d
              a
              b
           b.  ³  fx   x   where f(x) becomes infinite at a value x between the lower and upper limits of integration inclusive.
                  d
              a
        4-16                                                Circuit Analysis II with MATLAB Applications
                                                                                  Orchard Publications
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