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$\def\L{\operatorname L} \def\M{\operatorname M} $ Our goal is inverting $f(x)=\tanh(x)+ax$ via Laplace inversion. The Laplace transform of $h(x)=f^{-1}(x)$ is:

$$\L_s(h(t))=\int_0^\infty e^{-st}h(t)dt\mathop=^{h(t)\to t}\int_0^\infty t e^{-s f(t)} df(t)=\frac1s\int_0^\infty e^{-s(\tanh(t)+at)}dt\mathop=^{\tanh(t)\to t}\frac1s\int_0^1e^{-st}(1-t)^{\frac{as}2-1}(1+t)^{-\frac{as}2-1}dt \tag1$$

This integral matches the Whittaker M function integral representation:

$$\frac{\Gamma\left(u-k+\frac12\right) \Gamma\left(u+k+\frac12\right)}{(2u)!z^{u+\frac12}2^{-2u}}\M_{k,u}(z)=\int_{-1}^1 e^\frac{zt}2 (1+t)^{u-k-\frac12}(1-t)^{u+k-\frac12}$$

but the bounds are different. A bilateral Laplace transform gives $\int_{-1}^1$ bounds after using the same substitutions, but the resulting integral may diverge. The similar $\int_0^{\frac{\pi}{2}} e^{-x\tan t+\alpha t} \;dt $ almost certainly does not have a closed form with the confluent hypergeometric function, of which Whittaker M function is one. Humbert series:

$$\Phi_1(a,b,c;x,y)=\frac{\Gamma(c)}{\Gamma(a)\Gamma(c-a)}\int_0^1 e^{yt}t^{a-1}(1-t)^{c-a-1}(1-xt)^{-b}dt$$

would work, but it is a last resort. Also, as implied by “Conditions to apply the inverse Laplace transform”, $\L_s(h(t))$ is finite, so the inverse Laplace transform converges. Thus we likely have an integral representation for $f^{-1}(x)$ if $(1)$ is evaluated.

Does $(1)$ have a simpler closed form than with the Humbert series?

Тyma Gaidash
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    If you make the substitution $u=\frac{1}{2}-t$, you can transform your integral into the one you give for the Whittaker M function. – Andrew Jul 09 '23 at 02:40
  • Could you explain how: $\int_0^\infty t e^{-s f(t)} df(t)=\frac1s\int_0^\infty e^{-sf(t))}dt$ ? – Mariusz Iwaniuk Jul 09 '23 at 13:26
  • For example ,inverting $f(x)=x^2+x$ using Laplace inversion can we find all solution ? I only get: $\frac{1}{2} \sqrt{4 t+1}-\frac{1}{2}$, but exist another solution: $-\frac{1}{2} \sqrt{4 t+1}-\frac{1}{2}$ ? – Mariusz Iwaniuk Jul 10 '23 at 15:03
  • But if I want invert for example: $f(x)=x^6+x$ can be done?To find all solution ? – Mariusz Iwaniuk Jul 10 '23 at 15:16
  • @MariuszIwaniuk It would be a good idea to ask a question about this. Maybe substitute $x=e^{\frac{\pi i n}3}\sqrt[6]w$ to get an equation for the $n$th solution. I am not sure how to effectively apply the (inverse) Laplace, or maybe Mellin, transform afterwards. – Тyma Gaidash Jul 10 '23 at 15:23
  • @TymaGaidash What do you mean incorrectly converges? I find that it converges when $a>0$ and $s>0$ just as expected. – Andrew Jul 10 '23 at 19:18
  • @Andrew The Whittaker M function integral representation does not match $(1)$, as seen in this edit, and therefore incorrectly converges. The comment you refer to did not say $(1)$ diverged – Тyma Gaidash Jul 10 '23 at 21:01
  • Apologies, incorrectly converges is not terminology I've heard before. That edit also seems to be different than the version I responded to which had a $\frac{3}{2}-t$, and $\frac{1}{2}+t$ in the terms. – Andrew Jul 10 '23 at 22:47
  • @Andrew This integral representation is more convenient to use, so it replaced the one in the original question and it was mistaken to “plug in $k=\frac{as}2,z=-2s,u=-\frac12$“, in the second edit, as the integration bounds are different hence the third edit. As for the terminology, maybe “does not equal” would have been better to use. – Тyma Gaidash Jul 10 '23 at 22:52

1 Answers1

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Hopefully someone will find a simpler function than the Humbert series, but expanding with $e^y$’s Maclaurin series, the Gauss hypergeometric function, and the Pochhammer symbol gives: $$\frac1s\int_0^1e^{-st}(1-t)^{\frac{as}2-1}(1+t)^{-\frac{as}2-1} dt=\frac2{as^2}\sum_{n=0}^\infty\frac{(1)_n(-s)^n\,_2\text F_1\left(n+1,\frac{as}2+1;n+\frac{as}2+1;-1\right)}{\left(\frac{as}2+1\right)_nn!}$$

whereas

$$\Phi_1(a,b,c;x,y)=\sum_{m,n=0}^\infty\frac{(a)_{m+n}(b)_m}{(c)_{m+n}m!n!}x^m y^n=\sum_{n=0}^\infty\frac{(a)_n y^n\,_2\text F_1(a+n,b;n+c;x)}{(c)_nn!}$$

The $\Phi_1$ integral representation, from the question, or single sum definition analytically continues the double sum outside $|x|,|y|<1$. Therefore:

$$\boxed{f(x)=\tanh(x)+ax\implies f^{-1}(x)=\frac1{\pi ia}\int_{c-i\infty}^{c+i\infty}\frac{e^{st}}{s^2}\Phi_1\left(1,\frac{as}2+1,\frac{as}2+1;-1,-s\right)ds}$$

The Mathematica code

InverseLaplaceTransform[Sum[((-s)^n Gamma[(a* s)/2] Hypergeometric2F1[1 + n, 1 + (a *s)/2, 1 + n + (a*s)/2, -1])/(s Gamma[1/2 (2 + 2 n + a *s)]),{n,0,b}],s,x]

for $b\to\infty$ and certain $a,x$ confirms this:

enter image description here

Тyma Gaidash
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