Solution

ID: past-exam-of-the-perturbation-methods-and-applied-complex-variables-course-of-the-university-of-oxford/2008/b/8/ii/a/solution

For , put , so . The Laplace transform for the Gamma function, analytically continued from positive real , gives
Choose in the upper half-plane. Since ,
This integral is absolutely convergent throughout the upper half-plane. On the nonzero real axis it converges conditionally by Dirichlet test for improper integrals, and its value is the upper boundary limit of the same branch. In particular negative real has argument , not in this formula.
At the integral diverges at infinity; in the lower half-plane its exponential function factor grows and the ordinary improper integral diverges. The origin itself causes no local-integrability problem for . A useful continuation of the chosen power uses a branch cut descending from with argument in .

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