Integral of inverse Laplace transform

complex-analysiscontour-integrationfourier analysislaplace transform

Let $f$ be some integrable function defined on $[0,\infty)$ which is not analytically tractable, and $\hat{f}$ is its Laplace transform which can be expressed in some analytic form, something like $\hat{f}(s)=1-\frac{1}{1+e^{-s}}$.

Now I want to get some approximation of the improper integral $\int_0^T f(t)\, dt$ with some large $T$ by using the Laplace transform $\hat{f}$ (because $\hat{f}$ is analytically tractable, it is easier to handle with it).

Then the Bromwich integral gives
\begin{align*}
\int_0^T f(t)\, dt &= \int_0^T \frac{1}{2\pi} \int_{-\infty}^{\infty} e^{iyt} \hat{f}(iy)\, dy\, dt &\text{(by Bromwich)}\\
&= \int_{-\infty}^{\infty} \frac{1}{2\pi} \underbrace{\int_0^T e^{iyt}\,dt}_{=(e^{iyT}-1)/(iy)} \hat{f}(iy)\,dy &\text{(by Fubini)} \\
&= \underbrace{\frac{1}{2\pi}\int_{-\infty}^{\infty} \frac{e^{iyT}\hat{f}(iy)}{iy}\,dy}_{(I)} – \underbrace{\frac{1}{2\pi} \int_{-\infty}^{\infty} \frac{\hat{f}(iy)}{iy}\, dy}_{(II)}.
\end{align*}

Then my question is the following.

Question.$\;$ Since $f$ is integrable, $\int_0^{\infty}f(t)\, dt = \hat{f}(0)$ is well-defined, so that $(I) + (II) \rightarrow \hat{f}(0)$ as $T \rightarrow \infty$.
Then in terms of $\hat{f}(0)$,

  1. what is the limit value of $(I)$ as $T \rightarrow \infty$? (Is it $\hat{f}(0)$ or not?) and
  2. what is $(II)$?

For answering this, Here is what I have done.

Since the residue of $\hat{f}(z)/z$ at $z=0$ is $\hat{f}(0)$, I suspect that somehow I must use residue theorem to $(I)$ or $(II)$ with proper contour. Because of Bromwich integral restrict to integrate the right half-plane, $y$ must have nonnegative real part so that the contour of $(I)$ and $(II)$ may pass the right-side of the singularity $z=0$. Here is the contour image:
enter image description here

By the Riemmann-Lebesgue lemma, $\hat{f}(z) \rightarrow 0$ as $|z| \rightarrow \infty$, so the contour integration of $\hat{f}(z)/z$ with infinite radius arc (the dashed line) is always zero.
This means that $(II)$ is zero so that $(I) \rightarrow \hat{f}(0)$ automatically.
But if this is the case, I'm not sure how to show that $(I)$ goes to $\hat{f}(0)$ by direct calculation of $(I)$.

Thanks,

Best Answer

Hint.

As $\hat f(s) = \frac{1}{1+e^s}$ the residues for $\hat f(s)$ are located at $1+e^s = 0$ or over the imaginary axis at $(2k+1)\pi i,\ \ k\in \mathbb{Z}$ and $Res[\hat f((2k+1)\pi i)] = -1$ then

$$ \hat f(s) =-\lim_{n\to \infty}\sum_{k=0}^{k=n}\frac{2s}{s^2+(2k+1)^2\pi^2} $$

also

$$ f(t) = -2\lim_{n\to\infty}\sum_{k=0}^{k=n}\cos\left((2k+1)\pi t\right) $$

Follows the graphics for $\int_0^T f(t)dt$ with $n = 20$

enter image description here