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\def\rightheadline{\hfil Systems of multi-dimensional Laplace transforms 
\hfil\folio}
\def\leftheadline{\folio\hfil Ali Babakhani \& R. S. Dahiya
 \hfil}

\def\pretitle{\vbox{\eightrm\noindent\baselineskip 9pt %
16th Conference on Apllied Mathematics, Univ. of Central Oklahoma,\hfill\break
Electronic Journal of Differential Equations, Conf. 07, 2001, pp. 25--36.\hfill\break
ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu
\hfill\break 
ftp ejde.math.swt.edu  (login: ftp)\bigskip} }

\topmatter
\title
Systems of multi-dimensional Laplace transforms and a heat equation
\endtitle

\thanks 
{\it Mathematics Subject Classifications:} 44A30.\hfil\break\indent
{\it Key words and phrases:} Two-dimensional Laplace transforms.
\hfil\break\indent
\copyright 2001 Southwest Texas State University. \hfil\break\indent
Published July 20, 2001.
\endthanks
\author   Ali Babakhani \& R. S. Dahiya  \endauthor

\address
 Ali Babakhani \hfill\break
Department of Mathematics, College of Engineering,
University of Tehran, Tehran, Iran
\endaddress 

\address
R. S. Dahiya\hfill\break
Department of Mathematics,
Iowa State University, Ames, IA  50011, USA
\endaddress 
\email dahiya\@math.iastate.edu
\endemail

\abstract
 The object of this paper is to establish several new theorems involving 
 systems of two-dimensional Laplace transforms containing five to seven 
 equations.  These systems can be used to calculate new Laplace 
 transform pairs.  In the second part, a boundary value problem is solved 
 by using the double  Laplace transformation.
\endabstract
\endtopmatter

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\document
\head 1. Introduction \endhead

The two-dimensional Laplace transform of function $f(x,y)$ is defined by 
Ditkin and Prudnikov [5] as follows:
$$
F(p,q)=pq\int^{\infty}_0\int^{\infty}_0e^{-px-qy} f(x,y)dx\ dy
$$
and symbolically is denoted by $F(p,q)\dotseq  f(x,y)$ 
where the symbol $\dotseq $  is called ``operational''.  
The correspondence between $f(x,y)$ and $F(p,q)$ 
may be interpreted as a transformation which transforms the function $f(x,y)$ 
into the function $F(p,q)$.  Thus we call $F(p,q)$ the image of $f(x,y)$ 
and $f(x,y)$ is the original of $F(p,q)$.  In this paper we derive new 
rules on systems involving double Laplace transformations.  We also solve 
a boundary value problem.

\subhead{2.\ Systems of two-dimensional Laplace transforms}\endsubhead

\subhead{2.1.\ The Image of $G(\frac 1{4x}, \frac 1{4y})$}\endsubhead

The six systems of two dimensional Laplace transforms are obtained in this s
ection.  Each system contains five to seven equations.  These systems can be 
used to calculate one of the functions,  when the others are known, 
especially to compute the image of $x^{i/2}y^{j/2}G(\frac 1{4x},\frac 1{4y})$
when $i=-3,\pm 5$ and $j=\pm 1,\pm 3$.  They are further used to obtain new 
Laplace transform pairs.  These systems are proved in six theorems and some 
typical examples are given after each theorem.  The image of 
$x^{i/2}y^{j/2}G(\frac 1{4x},\frac 1{4y})$ when $i=3$ and $j=\pm 1,3$ 
is given by Dahiya \cite{3}.

\proclaim{Theorem 2.1}  Let \roster
\item"{(I)}" $F(p,q)\dotseq   f(x,y)$

\item"{(II)}" $\psi(p,q)=-pq\frac{\partial}{\partial p}\(\frac{F(p,q)}{pq}\)\dotseq  xf(x,y)$

\item"{(III)}" $\sigma(p,q)=-pq\frac{\partial}{\partial q}\(\frac{F(p,q)}{pq}\)\dotseq   yf(x,y)$

\item"{(IV)}" $\varphi(p,q)=pq\frac{\partial^2}{\partial p\partial q}\(\frac{F(p,q)}{pq}\)\dotseq   xyf(x,y)$

\item"{(V)}" $G(p,q)\dotseq   xyf\(\sqrt x,\sqrt y\)$.\endroster
Then
$$\aligned
(pq)^{1/2}&F\(\sqrt p,\sqrt q\)+pq^{1/2}\psi\(\sqrt p,\sqrt q\)+p^{1/2}q\sigma
\(\sqrt p,\sqrt q\)+pq\varphi\(\sqrt p,\sqrt q\)\\
&\dotseq  \frac 1{4\pi}(xy)^{-3/2}G\(\frac 1{4x},\frac 1{4y}\)\endaligned\tag 2.1.1
$$
\endproclaim

\demo{Proof}  We start from two operational relations
$$\align
&p(1+s\sqrt p)e^{-s\sqrt p}\doteqdot \frac 1{4\sqrt{\pi}} s^3x^{-5/2}e^{-s^2/4x}\\
&q(1+t\sqrt q)e^{-t\sqrt q}\doteqdot \frac 1{4\sqrt{\pi}} t^3y^{-5/2}e^{-t^2/4y}\endalign
$$
We multiply together the above equations to get
$$
pq(1+\sqrt p)(1+t\sqrt q)e^{-s\sqrt p-t\sqrt q}\dotseq  \frac 1{16\pi}(xy)^{-5/2}(st)^3e^{-\frac{s^2}{4x}-\frac{t^2}{4y}}.
$$
Now, we multiply both sides by $f(s,t)$ and integrate with respect to $s$ and $t$ over the positive quarter plane.
$$\align
&pq\int^{\infty}_0\int^{\infty}_0(1+s\sqrt p)(1+t\sqrt q)e^{-s\sqrt p-t\sqrt q}f(s,t)ds dt\\
&\quad \dotseq  \frac 1{16\pi}(xy)^{-5/2}\int^{\infty}_0\int^{\infty}_0e^{-\frac{s^2}{4x}-\frac{t^2}{4y}}(st)^3f(s,t)ds dt.\endalign
$$
We make the change of variables $s=\sqrt u$ and $t=\sqrt v$ on the right hand side to obtain
$$\align
&pq\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}f(s,t)dsdt+p^{3/2}q\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}sf(s,t)dsdt\\
&+pq^{3/2}\int^{\infty}_0\!\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}tf(s,t)dsdt
+(pq)^{3/2}\int^{\infty}_0\!\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}(st)f(s,t)dsdt\\
&\qquad \dotseq  \frac 1{64\pi}(xy)^{-5/2}\int^{\infty}_0\int^{\infty}_0e^{-\frac u{4x}-\frac v{4y}}(uv)f(\sqrt u,\sqrt v)dudv.\endalign
$$
Finally by using (V) on the right hand side and (I), (II), (III), (IV) on the left hand side we get
$$\align
&(pq)^{1/2}F(\sqrt p,\sqrt q)+pq^{1/2}\psi(\sqrt p,\sqrt q)+p^{1/2}q\sigma(\sqrt p,\sqrt q)+pq\varphi(\sqrt p,\sqrt q)\\
&\quad \dotseq  \frac 1{4\pi}(xy)^{-3/2}G\(\frac 1{4x},\frac 1{4y}\).\qed\endalign
$$
\enddemo

Thus we have the following system of operational relations
$$\alignedat2
&F(p,q)\dotseq   f(x,y)&\quad &\varphi(p,q)\dotseq   xyf(x,y)\\
&\psi(p,q)\dotseq  xf(x,y)&\quad &\sigma(p,q)\dotseq   yf(x,y)\\
&G(p,q)\dotseq   xyf(\sqrt x,\sqrt y)& &\endalignedat
$$
$$\align
K(p,q)&=(pq)^{1/2}F(\sqrt p,\sqrt q)+pq^{1/2}\psi(\sqrt p,\sqrt q)+p^{1/2}q\sigma(\sqrt p,\sqrt q)+pq\psi(\sqrt p,\sqrt q)\\
&\dotseq  \frac 1{4\pi}(xy)^{-3/2}G\(\frac 1{4x},\frac 1{4y}\)\endalign
$$
and it is always possible to calculate one of the twelve functions, when the others are known.

Hence by using the above system we can derive twelve rules.  For example, we obtain:\roster
\item"{1)}" the original of the function $G(p,q)$ from the original of the 
function $F(p,q)$ by replacing $x$ and $y$ by $\sqrt x$ and $\sqrt y$ 
respectively, and finally multiplying by $xy$.
\item"{2)}" the original of the function $F(p,q)$ from the original of the 
function $\varphi(p,q)$ by multiplying by $\frac 1{xy}$.
\item"{3)}" the image of the function $xyf(\sqrt x,\sqrt y)$ from the original 
of the function $K(p,q)$ by replacing $x$ and $y$ by $\frac 1{4p}$ and 
$\frac 1{4q}$ respectively, and finally multiplying by 
$\frac{\pi}{16}(pq)^{-3/2}$
\item"{4)}" the image of the function $xf(x,y)$ from the image of the function \break
$\frac 1{4\pi}(xy)^{-3/2}G(\frac 1{4x},\frac 1{4y})$ by replacing $p$ and 
$q$ by $p^2$ and $q^2$ respectively, then subtracting 
$pqF(p,q)+pq^2\sigma(p,q)+(pq)^2\varphi(p,q)$, and finally multiplying by $\frac 1{p^2q}$.\endroster

\example{Example 2.1}  Let $f(x,y)=yJ_2(2\sqrt{xy})$, then
$$\alignedat2
&F(p,q)=\frac p{(pq+1)^2}, &\quad &\sigma(p,q)=\frac{p(3pq+1)}{q(pq+1)^3}\quad \text{[5; p.137]}\\
&\psi(p,q)=\frac{2pq}{(pq+1)^3}, &\quad &\varphi(p,q)=\frac{6p^2q}{(pq+1)^4}\\
&G(p,q)=\frac{\sqrt{\pi}}{64}\cdot\frac{48pq-16\sqrt{pq}+1}{p^{5/2}q^3}e^{-\frac 1{2\sqrt{pq}}}&&        \endalignedat
$$
Using (2.1.1) and simplifying a bit, results in
$$
\frac{p\sqrt q(6pq+4\sqrt{pq}+1)}{(\sqrt{pq}+1)^4}\dotseq  \frac 1{\sqrt{\pi}}(4xy-16\sqrt{xy}+3)\sqrt y e^{-2\sqrt{xy}}.\qed
$$
\endexample

\example{Example 2.2}  Let $f(x,y)=\frac 1{\sqrt{x^2+y^2}}$, then
$$\align
&F(p,q)=\frac{pq}{\sqrt{p^2+q^2}}\text{Ln}\frac{p+q+\sqrt{p^2+q^2}}{p+q-\sqrt{p^2+q^2}}\qquad \text{[5; p.147]}\\
&\psi(p,q)=\frac{p^2q}{\sqrt{(p^2+q^2)^3}}\text{Ln}\frac{p+q+\sqrt{p^2+q^2}}{p+q-\sqrt{p^2+q^2}}+\frac{q(q-p)}{p^2+q^2}\\
&\sigma(p,q)=\frac{pq^2}{\sqrt{(p^2+q^2)^3}}\text{Ln}\frac{p+q+\sqrt{p^2+q^2}}{p+q-\sqrt{p^2+q^2}}+\frac{p(p-q)}{p^2+q^2}\\
&\varphi(p,q)=\frac{2p^2q^2}{\sqrt{(p^2+q^2)^5}}\text{Ln}\frac{p+q+\sqrt{p^2+q^2}}{p+q-\sqrt{p^2+q^2}}+\frac{(p+q)(p^2-3pq+q^2)}{(p^2+q^2)^2}\\
&G(p,q)=\frac{\sqrt{\pi}}2\cdot\frac{(p+q+3\sqrt{pq})}{2\sqrt{pq}(\sqrt p+\sqrt q)^3}\qquad\qquad\qquad \text{[5; p.127]}\endalign
$$
Using (2.1.1) and simplifying a bit, we obtain
$$\align
&\frac{pq(2p^2+2q^2+7pq)}{\sqrt{(p+q)^5}}\text{ Ln}\frac{\sqrt p+\sqrt q+\sqrt{p+q}}{\sqrt p+\sqrt q-\sqrt{p+q}}+\frac{pq(\sqrt p+\sqrt q)(p-3\sqrt{pq}+q)}{(p+q)^2}\\
&\qquad \dotseq  \frac 1{2\sqrt{\pi}}\cdot\frac{x+y+3\sqrt{xy}}{\sqrt{xy}(\sqrt x+\sqrt y)^3}.\qed\endalign
$$
\endexample

\example{Example 2.3}  Let $f(x,y)=\text{Ln }(x^2+y^2)$, then
$$\align
F(p,q)=&2\Big(\Gamma'(1)+\frac{\frac{\pi}2 pq-p^2\text{Ln } q-q^2
 \text{Ln }p}{p^2+q^2}\Big)\qquad \text{[5; p. 147]}\\
\psi(p,q)=&2\Big(\frac{\Gamma'(1)}p+\frac {p(q^2-p^2)
 \text{Ln }q-q^2(p^{-1}q^2+3p)
 \text{ Ln } p+pq^2+p^{-1}q^4+\pi p^2q}{(p^2+q^2)^2}\Big)\\
\sigma(p,q)=&2\Big(\frac{\Gamma'(1)}q+\frac{q(p^2-q^2) 
\text{Ln } p-p^2(p^2q^{-1}+3q)\text{Ln } p+pq^2+p^4q^{-1}
 +\pi pq^2}{(p^2+q^2)^2}\Big)\\
\psi(p,q)=&2\Big(\frac{\Gamma'(1)}{pq}+\frac{pq(3p^2-6q^2-p^{-2}q^4)
 \text{ Ln } p+pq(3q^2-6p^2-p^4q^{-2}) \text{ Ln } q}{(p^2+q^2)^3}\\
& +\frac{-pq(p^2+q^2)+p^5q^{-1}+p^{-1}q^5
 +4\pi(pq)^2}{(p^2+q^2)^3}\Big)\\
G(p,q)=&\frac{q(3-p^{-1}q))\text{Ln } p-p(3-pq^{-1})
\text{Ln } q+p-q+p^{-1}q^2-p^2q^{-1}}{(q-p)^3}+\frac{\Gamma(1)}{pq}.
\endalign
$$
Using (2.1.1) and manipulating a bit, we get
$$\align
&\frac{2\sqrt{pq}(2p^3+2q^3+3p^2q+3pq^2-pq)+\pi pq(3p^2+3q^2+14pq)}{(p+q)^3}\\
& -\frac{4q^2\sqrt{pq}(3p+q)\text{Ln }p+4p^2\sqrt{pq}(3p+q)\text{Ln }q}{(p+q)^3}+8\Gamma'(1)\sqrt{pq}\\
&\dotseq  \frac 4{\pi}\(\frac{x^2(x-3y)\text{Ln }(4x)+y^2(3x-y)\text{Ln }(4x)
+(x-y)(x^2+y^2)}{\sqrt{xy}(x-y)^3}+\frac{\Gamma'(1)}{\sqrt{xy}}\).\qed\endalign
$$
\endexample

\proclaim{Theorem 2.2}  Let\newline
(I)\quad $F(p,q)\dotseq   f(x,y)$ \qquad 
(II)\quad $\varphi(p,q)\dotseq   xyf(x,y)$\qquad
(III)\quad $\psi(p,q)\dotseq   xf(x,y)$ \newline
 (IV)\quad $\sigma(p,q)\dotseq   yf(x,y)$\qquad
(V)\quad $G(p,q)\dotseq   xy^{-1/2}f(\sqrt x,\sqrt y)$   \newline 
Then
$$\aligned 
K(p,q)=&p^{1/2}q^{-1}F(\sqrt p,\sqrt q)+pq^{-1}\psi(\sqrt p,\sqrt q)\\
&+p^{1/2}q^{-1/2}\sigma(\sqrt p,\sqrt q)+pq^{-1/2}\varphi(\sqrt p,\sqrt q)\\
\dotseq &  \frac 2{\pi}x^{-3/2}y^{3/2}G\(\frac 1{4x},\frac 1{4y}\).\endaligned\tag 2.1.2
$$
\endproclaim

\demo{Proof} We know that
$$
p(1+s\sqrt p)e^{-s\sqrt p}\doteqdot \frac 1{4\pi} s^3x^{-5/2}e^{-\frac{s^2}{4x}}, q^{-1/2}(1+t\sqrt q)e^{-t\sqrt q}\doteqdot \frac 2{\sqrt{\pi}}y^{1/2}e^{-\frac{t^2}{4y}}
$$
Multiplying together the above equations, results in
$$
pq^{-1/2}(1+s\sqrt p)(1+t\sqrt q)e^{-s\sqrt p-t\sqrt q}\dotseq   \frac 1{2\pi}x^{-5/2}y^{1/2}s^3e^{-\frac{s^2}{4x}-\frac{t^2}{4y}}.
$$
If we multiply both sides by $f(s,t)$ and integrate with respect to $s$ and $t$ over the positive quarter plane, we obtain
$$\align
pq^{-1/2}&\int^{\infty}_0\int^{\infty}_0(1+s\sqrt p)(1+t\sqrt q)e^{-s\sqrt p-t\sqrt q}f(s,t)dsdt\\
&\dotseq   \frac 1{2\pi}x^{-5/2}y^{1/2}\int^{\infty}_0\int^{\infty}_0e^{-\frac{s^2}{4x}-\frac{t^2}{4y}}s^3f(s,t)dsdt\endalign
$$
which is
$$\align
&pq^{-1/2}\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}f(s,t)dsdt+p^{3/2}q^{-1/2}\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}sf(s,t)dsdt\\
&+p\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}tf(s,t)dsdt+p^{3/2}\int^{\infty}_0\int^{\infty}_0e^{-s\sqrt p-t\sqrt q}(st)f(s,t)dsdt\\
&\qquad\qquad\dotseq   \frac 1{8\pi}x^{-5/2}y^{1/2}\int^{\infty}_0\int^{\infty}_0e^{-\frac u{4x}-\frac v{4y}}uv^{-1/2}f(\sqrt u,\sqrt v)dudv.\endalign
$$
By using (V) on the right hand side and (I), (II), (III), (IV) on the left hand side, we get the desired result.\qed\enddemo

Theorem 2.2 gives a system of six equations (I)--(V) and (2.1.2).  For this system we will formulate twelve rules analogous to those mentioned for the system obtained from Theorem 2.1.  For example, we can derive:\roster
\item"{1)}" The original of the function $K(p,q)$ from the image of the 
function \break
$xy^{-1/2}f(\sqrt x,\sqrt y)$ by replacing $p$ and $q$ by $\frac 1{4x}$ 
and $\frac 1{4y}$ respectively, and finally multiplying by 
$\frac 2{\pi}x^{-3/2}y^{3/2}$.

\item"{2)}" The image of the function 
$\frac 2{\pi}x^{-3/2}y^{3/2}G(\frac 1{4x},\frac 1{4y})$ from the images of 
the functions $f(x,y), xf(x,y), yf(x,y)$ and $xyf(x,y)$ by multiplying by
$pq^{-2}$, $p^2q^{-2}$, $pq^{-1}$ and $p^2q^{-1}$ respectively, then adding them, 
and finally replacing $p$ and $q$ by $\sqrt p$ and $\sqrt q$ respectively.
\endroster

\example{Example 2.4}  Let $f(x,y)=\frac{(xy)^a}{\Gamma(2a+1)}J_{2a}(2\sqrt{xy})$ where Re$(2a+1)>0$, then 
$$\align
&F(p,q)=\frac{pq}{(pq+1)^{2a+1}},\qquad \sigma(p,q)=\frac{(2a+1)p^2q}{(pq+1)^{2a+2}}\qquad \quad\text{[5; p.137]}\\
&\psi(p,q)=\frac{(2a+1)pq^2}{(pq+1)^{2a+2}},\qquad \psi(p,q)=(2a+1)\frac{((2a+1)pq-1)pq}{(pq+1)^{2a+3}}\\
&\qquad G(p,q)=\frac{\sqrt{\pi}}{4^{a+1}}\cdot\frac{4(a+1)\sqrt{pq}-1}{\Gamma(2a+1)p^{a+\frac 32}q^a} e^{-\frac 1{2\sqrt{pq}}}\qquad\qquad \text{[5; p.144]}\endalign
$$
Using (2.1.2) and simplifying a bit, we obtain
$$
\frac{p((a+1)^2pq+(2a+3)\sqrt{pq}+1)}{\sqrt q(\sqrt{pq}+1)^{2a+3}}
\dotseq \frac{4^{a+1}}{\Gamma(2a+1)\sqrt{\pi}}(a+1-\sqrt{xy})
x^{a-\frac 12}y^{a+1}e^{-2\sqrt{xy}}.
$$\endexample

\proclaim{Theorem 2.3}  Let\newline
(I)\quad $F(p,q)\dotseq  f(x,y)$\quad (II)\quad $\psi(p,q)\dotseq  xf(x,y)$\quad
(III)\quad $G(p,q)\dotseq  xf(\sqrt x,\sqrt y)$
Then
$$
(pq)^{1/2}F(\sqrt p,\sqrt q)+pq^{1/2}\psi(\sqrt p,\sqrt q)\dotseq \frac 1{2\pi}x^{-3/2}y^{-1/2}G\(\frac 1{4x},\frac 1{4y}\)\tag a
$$
Moreover if we let\newline
(IV)\qquad $H(p,q)\dotseq xy^{-1/2}f(\sqrt x,\sqrt y)
$\newline
then
$$
p^{1/2}F(\sqrt p,\sqrt q)=p\psi(\sqrt p,\sqrt q)\dotseq \frac 1{\pi}x^{-3/2}y^{1/2}H\(\frac 1{4x},\frac 1{4y}\).\tag b
$$\endproclaim

\demo{Proof}  We have the following operational relations
$$\align
&p(1+s\sqrt p)e^{-s\sqrt p}\doteqdot\frac 1{4\sqrt{\pi}}s^3x^{-5/2}e^{-\frac{s^2}{4x}}\tag 2.1.3\\
&qe^{-t\sqrt q}\doteqdot\frac 1{2\sqrt{\pi}}t y^{-3/2}e^{-\frac{t^2}{4y}}\tag 2.1.4\\
&q^{1/2}e^{-t\sqrt q}\doteqdot\frac 1{\sqrt{\pi}}y^{-1/2}e^{-\frac{t^2}{4y}}\tag 2.1.5\endalign
$$
To get (a), we start with (2.1.3) and (2.1.4) and to get (b) we start with (2.1.3) and (2.1.5).  The rest of the proof is similar to the proof of Theorem 2.2.\qed\enddemo

We can derive two systems of operational relations in a similar way we did for the preceding theorem.  For each system we can formulate eight rules analogous to those mentioned for the preceding systems.

\example{Example 2.5}  Let $f(x,y)=\frac 1{\sqrt{x^2+y^2}}$, then similar to what we performed in Example 2.2, from (a) we obtain
$$\align
&\frac{pq(2p+q)}{(p+q)^{3/2}}\text{Ln}\frac{\sqrt p+\sqrt q+\sqrt{p+q}}{\sqrt p+\sqrt q-\sqrt{p+q}}+\frac{pq(\sqrt q-\sqrt p)}{p+q}\\
&\qquad \dotseq \frac 1{2\sqrt{\pi}}\cdot\frac{\sqrt x+2\sqrt y}{\sqrt{xy}(\sqrt x+\sqrt y)^2}.\qed\endalign
$$\endexample

\example{Example 2.6}  Let $f(x,y)=\text{Ln} (x^2+y^2)$, then as we did in Example 2.3, (a) results in
$$\align
&4\Gamma'(1) \sqrt{pq}+\frac{2pq\sqrt{pq}+2q^2\sqrt{pq}-2p^2\sqrt{pq}\ \text{Ln} q-2q\sqrt{pq}(2p+q)\text{Ln}p+\pi pq(3p+q)}{(p+q)^2}\\
&\qquad \dotseq \frac 2{\pi}\(\frac{x(x-2y)\text{Ln}(4x)+y^2/\ln(4y) +x(x-y)-\Gamma'(1)(x-y)^2}{\sqrt{xy}(x-y)^2}\)\qed\endalign
$$\endexample

\example{Example 2.7}  Let $f(x,y)=y J_2(2\sqrt{xy})$, then similar to what we did in Example 2.1, from (a) we get
$$
\frac{p\sqrt q(3\sqrt{pq}+1)}{(\sqrt{pq}+1)^3}\dotseq \frac 2{\sqrt{\pi}}(3-2\sqrt{xy})\sqrt y e^{-2\sqrt{xy}}\qed
$$\endexample

\example{Example 2.8}  Let $f(x,y)=\frac{(xy)^a}{\Gamma(2a+1)}J_{2a}(2\sqrt{xy})$ where Re$(2a+1)>0$, then similar to what we did in Example 2.4, (b) results in
$$
\frac{p\sqrt q+2(a+1)p^{3/2}q}{(\sqrt{pq}+1)^{2a+2}}\dotseq \frac{2^{2a+1}}{\sqrt{\pi}\Gamma(2a+1)} (a+1-\sqrt{xy})x^{a-\frac 12}y^a e^{-2\sqrt{xy}}.\qed
$$\endexample

We now state four more thoerems.  The proofs of these theorems are omitted because they are similar to the proofs of the preceding theorems.  Some examples are given after each theorem.

\proclaim{Theorem 2.4}  Let\newline
(I)\quad\ \ $F(p,q)\dotseq  f(x,y)$\qquad\qquad\quad (II)\quad $\eta(p,q)\dotseq  x^2f(x,y)$\newline
(III)\quad $\psi(p,q)\dotseq  xf(x,y)$\qquad\qquad (IV)\quad $G(p,q)\dotseq  x^{-1/2} f(\sqrt x, \sqrt y)$.\newline
Then
$$\align
&3p^{-2} q^{1/2}F(\sqrt p,\sqrt q)+3p^{-\frac 32}q^{1/2}\psi(\sqrt p,\sqrt q)+p^{-1}q^{1/2}\eta(\sqrt p,\sqrt q)\tag a\\
&\qquad \dotseq \frac 8{\pi}x^{5/2}y^{-1/2}G\(\frac 1{4x}, \frac 1{4y}\).\endalign
$$
Moreover if we assume\newline
(V)\quad $H(p,q)\dotseq (xy)^{-1/2}f(\sqrt x,\sqrt y)$.\newline
Then
$$\align
&3p^{-2}F(\sqrt p,\sqrt q)+3p^{-3/2}\psi(\sqrt p,\sqrt q)+p^{-1}\eta(\sqrt p,\sqrt q)\tag b\\
&\qquad \dotseq \frac{16}{\pi}x^{5/2}y^{1/2}H\(\frac 1{4x},\frac 1{4y}\)\qed\endalign
$$\endproclaim

\example{Example 2.9}  Let $f(x,y)=\frac{(xy)^a}{\Gamma(2a+1)} J_{2a}(2\sqrt{xy})$ where Re$(2a+1)>0$, then (a) gives
$$\align
&\frac{q(4(a+1)(a+2)pq+3(2a+3)\sqrt{pq}+3)}{p^{3/2}(\sqrt{pq}+1)^{2a+3}}\\
&\qquad \dotseq \frac{4^{a+1}}{\sqrt{\pi}\Gamma(2a+1)}x^{a+2}y^{a-\frac 12}e^{-2\sqrt{xy}}.\qed\endalign
$$
\endexample

\example{Example 2.10}  Let
$$
f(x,y)=x^{2c_1}y^{2c_2}G^{i,j}_{u,v}\(c(xy)^2\bigg\vert \matrix a_1,\ a_2,\ \dots,\ a_u\\ b_1,\ b_2,\ \dots,\ b_v\endmatrix\)
$$
where $(u+v)<2(i+j),|arg c|<\frac{\pi}2(i+j-\frac u2-\frac v2)$ and Re$(2c_k+b_{\ell}+1)>0, k=1,2;\ \ell=1,2,\dots, i$.  Then
$$\align
F(p,q)=&\frac{2^{2c_1+2c_2}}{\pi p^{2c_1}q^{2c_2}} G^{i,j}_{u+4, v+4}\(\frac{16c}{(pq)^2}\bigg\vert\matrix &-c_1,\ -c_1+\frac 12,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\ &(b_v)\phantom{MMMMMMMMMMMM}\endmatrix\)\\
\psi(p,q)=&\frac{2^{2c_1+2c_2+1}}{\pi p^{2c_1+1}q^{2c_2}} G^{i,j}_{u+4, v+4}
\(\frac{16c}{(pq)^2}\bigg\vert\matrix &-c_1,\ -c_1-\frac 12,\ -c_2,\ -c_2
+\frac 12,(a_u)\\
&(b_v)\phantom{MMMMMMMMMMMMM}\endmatrix\)\\
\eta(p,q)=&\frac{2^{2c_1+2c_2+2}}{\pi p^{2c_1+2}q^{2c_2}}G^{i,j}_{u+4, v+4}
\Big(\frac{16c}{(pq)^2}\bigg\vert\matrix &-c_1-\frac 12,\ -c_1-1,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\
&(b_v)\phantom{MMMMMMMMMMMMMM}\endmatrix\Big)\\
H(p,q)=&p^{-2c_1+\frac 12}q^{-2c_2+\frac 12}G^{i,j}_{u+2,v+2}
\(\frac c{pq}\bigg\vert\matrix &-2c_1+\frac 12,\ -2c_2+\frac 12,\ (a_u)\\ 
&(b_v)\phantom{MMMMMMMMM}\endmatrix\)\endalign
$$
where $(a_u)=a_1,a_2,\dots, a_u$ and $(b_v)$ is defined similarly.  Hence (b) gives
$$\align
&\frac{(3)2^{2c_1+2c_2}}{\pi p^{c_1+2}q^{c_2}}G^{i,j}_{u+4,v+4}\(\frac{16c}{pq}\bigg\vert\matrix  -c_1,\ -c_1+\frac 12,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\
(b_v)\phantom{MMMMMMMMMMMMM}\endmatrix\)\\
&+\frac{(3)2^{2c_1+2c_2+1}}{\pi p^{c_1+2}q^{c_2}} G^{i,j}_{u+4, v+4}\(\frac{16c}{pq}\bigg\vert\matrix -c_1,\ -c_1-\frac 12,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\
(b_v)\phantom{MMMMMMMMMMMMM}\endmatrix\)\\
&+\frac{2^{2c_1+2c_2+2}}{\pi p^{c_1+2}q^{c_2}}G^{i,j}_{u+4, v+4}\(\frac{16c}{pq}\bigg\vert\matrix -c_1-\frac 12,\ -c_1-1,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\
(b_v)\phantom{MMMMMMMMMMMMMM}\endmatrix\)\\
&\qquad\dotseq  \frac{2^{4c_1+4c_2+2}}{\pi}x^{2c_1+2}y^{2c_2}G^{i,j}_{u+2, v+2}\(16c(xy)\bigg\vert\matrix 
-2c_1+\frac 12,\ -2c_2+\frac 12,\ (a_u)\\ (b_v)\phantom{MMMMMMMMMM}\endmatrix\).\endalign
$$
Recall
$$
F(ap,bq)\dotseq  f\(\frac xa,\frac yb\)\tag 2.1.6
$$
where $F(p,q)$ is the Laplace Carson transform of $f(x,y)$.  If we use (2.1.6) with $a=b=4$, we get
$$\align
&p^{-c_1-2}q^{-c_2}\[3G^{i,j}_{u+4,v+4}\(\frac c{pq}\bigg\vert\matrix -c_1,\ -c_1+\frac 12,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\
(b_v)\phantom{MMMMMMMMMMMM}\endmatrix\)\right.\\
&+6G^{i,j}_{u+4,v+4}\(\frac c{pq}\bigg\vert\matrix -c_1,\ -c_1-\frac 12,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\ (b_v)\phantom{MMMMMMMMMMM}\endmatrix\)\\
&\left. +4G^{i,j}_{u+4,v+4}\(\frac c{pq}\bigg\vert\matrix -c_1-\frac 12,\ -c_1-1,\ -c_2,\ -c_2+\frac 12,\ (a_u)\\ (b_v)\phantom{MMMMMMMMMMMMM}\endmatrix\)\]\\
&\qquad \dotseq 4x^{2c_1+2}y^{2c_2}G^{i,j}_{u+2,v+2}\(c(xy)
\bigg\vert\matrix -2c_1+\frac 12,\ -2c_2+\frac 12,\ (a_u)\\ (b_v)\phantom{MMMMMMMM}\endmatrix\).\qed\endalign
$$
\endexample

\proclaim{Theorem 2.5}  Let\newline
(I)\qquad $F(p,q)\dotseq  f(x,y)$\qquad\qquad (II)\quad $\eta(p,q)\dotseq  x^2f(x,y)$\newline
(III)\quad $\psi(p,q)\dotseq  xf(x,y)$\qquad\qquad (IV)\quad $G(p,q)\dotseq  x^2f(\sqrt x,\sqrt y)$.\newline
Then
$$\align
&3(pq)^{1/2}F(\sqrt p,\sqrt q)+3pq^{1/2}\psi(\sqrt p,\sqrt q)+p^{3/2}q^{1/2}\eta (\sqrt p,\sqrt q)\tag a\\
&\qquad \dotseq \frac 1{4\pi}x^{-5/2}y^{-1/2}G\(\frac 1{4x},\frac 1{4y}\).\endalign
$$
Moreover if we assume\newline
(V)\quad $H(p,q)\dotseq  x^2y^{-1/2}f(\sqrt x,\sqrt y)$.\newline
Then
$$\align
&3p^{1/2}F(\sqrt p, \sqrt q)+3p\psi(\sqrt p,\sqrt q)+p^{3/2}\eta(\sqrt p,\sqrt q)\tag b\\
&\qquad \dotseq  \frac 1{2\pi} x^{-5/2}y^{1/2}H\(\frac 1{4x},\frac 1{4y}\)\qed\endalign
$$
\endproclaim

\example{Example 2.11}  Let $f(x,y)=\frac 1{\sqrt{x^2+y^2}}$, then from (a), we get
$$\align
&\frac{8p^2+8pq+3q^2)}{(p+q)^{5/2}}\text{Ln}\frac{\sqrt p+\sqrt q+\sqrt{p+q}}{\sqrt p+\sqrt q-\sqrt{p+q}}+\frac{pq(5p\sqrt q-q\sqrt p-4p^{3/2}+2q^{3/2}}{(p+q)^2}\\
&\qquad \dotseq 2\sqrt{\pi}\ \frac{x^{5/2}(6\sqrt x+16\sqrt y+9)}{(\sqrt x+\sqrt y)^3}.\qed\endalign
$$
\endexample

\example{Example 2.12}  Let $f(x,y)=yJ_2(2\sqrt{xy})$, then (a) gives
$$
\frac{3p\sqrt q(5pq+4\sqrt{pq}+1)}{(\sqrt{pq}+1)^4}\dotseq \frac 2{\sqrt{\pi}}(4xy-18\sqrt{xy}+15)\sqrt y\ e^{-2\sqrt{xy}}.\qed
$$\endexample

\example{Example 2.13}  Let $f(x,y)=\frac{(xy)^a}{\Gamma(2a+1)} J_{2a}(2\sqrt{xy})$ where Re$(2a+1)>0$, then (b) gives
$$\align
&\frac{p\sqrt q(4(a+1)(a+2)pq+3(2a+3)\sqrt{pq}+3)}{(\sqrt{pq}+1)^{2a+3}}\\
&\qquad \dotseq \frac{4^{a+\frac 12}}{\sqrt{\pi}}(2xy-(4a+7)\sqrt{xy}+2(a+1)(a+2))x^{a-\frac 12}y^ae^{-2\sqrt{xy}}.\qed\endalign
$$
\endexample

\proclaim{Theorem 2.6}  Let\newline
(I)\quad $F(p,q)\dotseq  f(x,y)$\qquad 
(II)\quad $\eta(p,q)\dotseq  x^2f(x,y)$\newline
(III)\quad $\psi(p,q)\dotseq  xf(x,y)$\qquad
(IV)\quad $\xi(p,q)\dotseq  x^2yf(x,y)$\newline 
(V)\quad $\sigma(p,q)\dotseq  yf(x,y)$\qquad
(VI)\quad $\varphi(p,q)\dotseq  xyf(x,y)$\newline
(VII)\quad $G(p,q)\dotseq  x^{-1/2} yf(\sqrt x, \sqrt y)$.\newline
Then
$$\align
&3p^{-2}q^{1/2}F(\sqrt p,\sqrt q)+2p^{-3/2}q^{1/2}\psi(\sqrt p,\sqrt q)+p^{-1}q^{1/2}\eta(\sqrt p,\sqrt q)\tag a\\
&+ 3p^{-2}q\sigma(\sqrt p,\sqrt q)+3p^{-3/2}q\psi(\sqrt p,\sqrt q)+p^{-1}q\xi(\sqrt p,\sqrt q)\\
&\qquad \dotseq \frac 4{\pi}x^{5/2}y^{-3/2}G\(\frac 1{4x},\frac 1{4y}\).\endalign
$$
Moreover if we define\newline
(VII)\quad $H(p,q)\dotseq (x,y)^{-1/2}f(\sqrt x,\sqrt y)$\newline
then
$$\align
&3p^{-2}q^{-1}F(\sqrt p,\sqrt q)+3p^{-3/2}q^{-1}\psi(\sqrt p,\sqrt q)+p^{-1}q^{-1}\eta(\sqrt p,\sqrt q)\tag b\\
&+3p^{-2}q^{-1/2}\sigma(\sqrt p,\sqrt q)+3p^{-3/2}q^{-1/2}\varphi(\sqrt p,\sqrt q)+p^{-1}q^{-1/2}\xi(\sqrt p,\sqrt q)\\
&\qquad \dotseq \frac{32}{\pi}x^{5/2}y^{3/2}H\(\frac 1{4x},\frac 1{4y}\).\qed\endalign
$$
\endproclaim

\example{Example 2.14}  Let $f(x,y)\frac{(xy)^a}{\Gamma(2a+1)} J_{2a}(2\sqrt{xy})$ where Re$(2a+1)>0$, then from (a) we obtain
$$\align
&\frac{q(8(a+1)^2(a+2)(pq)^{3/2}+(8a^2+20a+17)pq+6(a+2)\sqrt{pq}+3)}{p^{3/2}(\sqrt{pq}+1)^{2a+4}}\\
&\qquad\dotseq \frac{4^{a+\frac 32}}{\sqrt{\pi}\Gamma(2a+1)}\ (a+1-\sqrt{xy})x^{a+2}y^{a-\frac 12}e^{-2\sqrt{xy}}.\qed\endalign
$$
\endexample

\subhead{3.\ Second Order Parabolic Equation}\endsubhead

Consider
$$\gathered
u_{xx}-u_y=f(x,y)\quad 0<x<\infty,\ 0<y<\infty\\
u(x,0)=\sin x \\
u(0,y)=y^a\quad \text{Re}(a)>-1\\
\lim_{x\rightarrow\infty}u(x,y) \text{ bounded.} \endgathered\tag 3.1
$$
In order to apply the operational calculus and find the image of $u_{xx}$, we need the Laplace transform of $u_x(0,y)$.  Let us assume
$$
U(p,q)\dotseq  u(x,y),\quad F(p,q)\dotseq  f(x,y),\quad
H(q)\doteqdot u_x(0,y). 
$$
Then the transformed equation (3.1) takes the form
$$
p^2\[U(p,q)-\frac{\Gamma(a+1)}{q^a}\]-pH(q)-q\[U(p,q)-\frac p{p^2+1}\]=
F(p,q)
$$
from which we derive
$$
U(p,q)=\frac{F(p,q)}{p^2-q}+\frac{pH(q)}{p^2-q}+\frac{\Gamma(a+1)p^2}{q^a(p^2-q)}-\frac{pq}{(p^2+1)(p^2-q)}.
$$
First we assume $f(x,y)=0$.  Then we have
$$
U(p,q)=\frac{pH(q)}{p^2-q}+\frac{\Gamma(a+1)p^2}{q^a(p^2-q)}-\frac{pq}{(p^2+1)(p^2-q)}.
$$
To find $u(x,y)$, we take the inverse of each term with respect to $p$ only, i.e.,
$$\align
&\frac p{p^2-q}\doteqdot\frac{\sin h \sqrt q\ x}{\sqrt q},\quad \frac{p^2}{p^2-q}\doteqdot\cosh\sqrt q\ x\\
&\frac p{(p^2+1)(p^2-q)}\doteqdot\frac{\sin h\sqrt q\ x-\sqrt q\ \sin x}{\sqrt q(q+1)}\qquad\text{[6; p.197]}.\endalign
$$
Then we obtain
$$\align
U(p,q)\doteqdot&\frac{H(q)}{\sqrt q}\sin h\sqrt q\ x+\frac{\Gamma(a+1)}{q^a}\cosh(\sqrt q\ x)-\frac{\sqrt q}{q+1}(\sin h\sqrt q\ x-\sqrt q\sin x)\\
U(p,q)\doteqdot& \frac{H(q)}{2\sqrt q}(e^{\sqrt q\ x}-e^{-\sqrt q\ x})+\frac{\Gamma(a+1)}{2q^a}(e^{\sqrt q\ x}+e^{-\sqrt q\ x})\\
&-\frac{\sqrt q}{2(q+1)}(e^{\sqrt q\ x}-e^{-\sqrt q\ x})+\frac q{q+1}\sin x\endalign
$$
$$
u(x,q)=\frac{q^{a-\frac 12}(q+1)H(q)+\Gamma(a+1)(q+1)-q^{a+1}}{2q^a(q+1)}\ e^{\sqrt q\ x}\tag 3.3
$$
$$
+\frac{-q^{a-\frac 12}(q+1)H(q)+\Gamma(a+1)(q+1)+q^{a+1}}{2q^a(q+1)} e^{-\sqrt q\ x}+\frac q{q+1}\sin x.
$$
Since the limit of $u(x,q)$ is bounded as $x$ approaches infinity, we must have
$$
q^{a-\frac 12}(q+1)H(q)+\Gamma(a+1)(q+1)-q^{a+1}=0
$$
which implies
$$
H(q)=\frac{q^{a+1}-\Gamma(a+1)(q+1)}{q^{a-\frac 12}(q+1)}.
$$
Replacing $H(q)$ in (3.3) results in
$$
u(x,q)=\frac{\Gamma(a+1)}{q^a}e^{-\sqrt q\ x}+\frac q{q+1}\sin x.
$$
Inverting the above function with respect to $q$ and using
$$
q^{-a}e^{-\sqrt q\ x}\doteqdot \frac{2^{a+\frac 12}}{\sqrt{\pi}}\ y^ae^{-\frac{x^2}{8y}}D_{-2a-1}\(\frac x{\sqrt{2y}}\),\qquad \text{[6; p. 246]}
$$
we obtain
$$
u(x,y)=\frac{2^{a+\frac 12}\Gamma(a+1)}{\sqrt{\pi}}\ y^ae^{-\frac{x^2}{8y}}D_{-2a-1}\(\frac x{\sqrt{2y}}\)+e^{-y}\sin x.\tag 3.4
$$

\Refs 

\ref\no 1\by R.S. Dahiya
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\jour Rendiconti di Matimatica, Rome\vol 8
\finalinfo ser.vi (1975), 805--813\endref

\ref\no 2\by R.S. Dahiya
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\ref\no 3\by R.S. Dahiya
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\ref\no 4\by R.S. Dahiya and J. Debnath
\paper Theorems on multidimensional Laplace transform for solution of boundary 
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\jour International Journal of computers and Mathematics with Applications
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\ref\no 5\by V.A. Ditkin and A.P. Prudnikov
\paper Operational calculus in two variables and its applications
\finalinfo (English translation from Russian), Pergaman Press (1962)\endref

\ref\no 6\by Roberts, G.E. and Kaufman, H.
\book Table of Laplace transforms\publ Philadelphia:  W.B. Saunders Co.
\yr 1966\endref

\ref\no 7\by N.A. Sastri
\paper On simultaneous operational calculus. Jour. of Indian Math. Soc.
\issue 1\yr 1934\pages 235\endref

\ref\no 8\by D. Voelker and G. Doetsch
\book Die zweidimensional Laplace transformation\publ Birkhauser Verlag
\publaddr Basel\yr 1950\endref

\endRefs

\enddocument  