/* rtest_laplace.mac -- test cases for Laplace transform
 * Copyright 2012 by Robert Dodier.
 * I release this work under terms of the GNU General Public License.
 */

(kill (all),
 mycontext : newcontext (),
 declare (n, integer),
 /* attempt to forestall asksign queries */
 assume (a > 0, b > 0, c > 0),
 assume (n > 0, q > 0),
 assume_pos_pred : lambda ([e], true),
 assume_pos : true,
 assuming (e1, e2) ::= buildq ([e1, e2], block ([foo, c1 : newcontext ()], assume (e1), foo : e2, killcontext (c1), foo)),
 0);
0;

/* cases handled by LAPLACE in src/laplac.lisp */

/* 0 */

laplace (0, u, v);
0;

/* constant */

laplace (1, u, v);
1/v;

laplace (7, u, v);
7/v;

laplace (a, u, v);
a/v;

/* exp */

laplace (exp (- u), u, v);
1/(1 + v);

laplace (exp (- 7*u), u, v);
1/(7 + v);

laplace (exp (- a*u), u, v);
1/(a + v);

laplace (exp (- u - b), u, v);
exp (- b) / (1 + v);

laplace (exp (- a*u - b), u, v);
exp (- b) / (a + v);

/* sin */

laplace (sin (u), u, v);
1/(1 + v^2);

laplace (sin (7*u), u, v);
7/(49 + v^2);

laplace (sin (a*u), u, v);
a/(a^2 + v^2);

/* cos */

laplace (cos (u), u, v);
v/(1 + v^2);

laplace (cos (7*u), u, v);
v/(49 + v^2);

laplace (cos (a*u), u, v);
v/(a^2 + v^2);

/* sinh */

laplace (sinh (u), u, v);
1/(v^2 - 1);

laplace (sinh (7*u), u, v);
7/(v^2 - 49);

laplace (sinh (a*u), u, v);
a/(v^2 - a^2);

/* cosh */

laplace (cosh (u), u, v);
v/(v^2 - 1);

laplace (cosh (7*u), u, v);
v/(v^2 - 49);

laplace (cosh (a*u), u, v);
v/(v^2 - a^2);

/* log */

(laplace (log (u), u, v), if equal (%%, (-1/v)*(log (v) + %gamma)) then true else %%);
true;

(laplace (log (7*u), u, v), ev (if equal (%%, (1/abs(7))*(-1/(v/7)*(log (v/7) + %gamma))) then true else %%, logexpand = super));
true;

(laplace (log (a*u), u, v), ev (if equal (%%, (1/abs(a))*(-1/(v/a)*(log (v/a) + %gamma))) then true else %%, logexpand = super));
true;

/* diff */

laplace ('diff (foo (u), u), u, v);
v * 'laplace (foo (u), u, v) - foo (0);

laplace ('diff (foo (u), u, 2), u, v);
'laplace (foo (u), u, v) * v^2 - foo (0) * v - 'at ('diff (foo (u), u, 1), u = 0);

laplace ('diff (foo (u), u, 3), u, v);
'laplace (foo (u), u, v) * v^3 - foo (0) * v^2 - 'at ('diff (foo (u), u), u = 0) * v - 'at ('diff (foo (u), u, 2), u = 0);

laplace ('diff (foo (u), u, n), u, v);
'laplace (foo (u), u, v) * v^n - 'sum ('at ('diff (foo (u), u, k), u = 0) * v^((n - 1) - k), k, 0, n - 1);

/* integrate */

laplace ('integrate (foo (w), w, 0, u), u, v);
(1/v)*'laplace (foo (u), u, v);

/* sum */

laplace ('sum (foo (u, i), i, 0, n), u, v);
'sum ('laplace (foo (u, i), u, v), i, 0, n);

/* erf */

laplace (erf (u), u, v);
exp (v^2/4) * (1 - erf (v/2)) / v;

laplace (erf (7*u), u, v);
exp (v^2/196) * (1 - erf (v/14)) / v;

laplace (erf (a*u), u, v);
exp (v^2/(4*a^2)) * (1 - erf (v/(2*a))) / v;

/* inverse transform */

laplace ('ilt (foo (v), v, u), u, v);
foo (v);

/* delta */

laplace (delta (u), u, v);
1;

laplace (delta (u - 7), u, v);
exp (- 7*v);

laplace (delta (u - a), u, v);
exp (- a*v);

laplace (delta (7*u), u, v);
1/7;

laplace (delta (a*u), u, v);
1/abs(a);

laplace (delta (a*u - b), u, v);
exp (- b*v/a) / abs (a);

/* cases which specint handles
 * I haven't verified the following rules -- these tests only verify that
 * laplace returns the result advertised in specint's comments.
 */

/* Algorithm 1: Laplace transform of c*t^v*exp(-s*t+e*f) */

/* Algorithm 1.1: Laplace transform of c*t^v*exp(-a*t^2)
 * t^(v-1)*exp(-t^2/8/a)
 *   -> gamma(v)*2^v*a^(v/2)*exp(a*p^2)*D[-v](2*p*sqrt(a))
 */

/* Algorithm 1.2: Laplace transform of c*t^v*exp(-a*sqrt(t))
 * (2*t)^(v-1)*exp(-2*sqrt(a)*sqrt(t))
 *    -> gamma(2*v)*p^(-v)*exp(a/p/2)*D[-2*v](sqrt(2*a/p))
 */

/* Algorithm 1.3: Laplace transform of t^v*exp(1/t)
 * t^(v-1)*exp(-a/t/4)
 *    -> 2*(a/p/4)^(v/2)*bessel_k(v, sqrt(a)*sqrt(p))
 */

/* Algorithm 1.4: Laplace transform of exp(exp(-t))
 * exp(-a*exp(-t))
 *   -> a^(-p)*gamma(p,a)
 */

laplace (exp (-a * exp (-u)), u, v);
gamma_greek(v,a)/a^v$

/* Algorithm 1.5: Laplace transform of exp(exp(t))
 * exp(-a*exp(t))
 *   -> a^(-p)*gamma_incomplete(-p,a)
 * (specint code doesn't match formula; code appears to be correct)
 */

laplace (exp (-a * exp (u)), u, v);
a^v * gamma_incomplete (-v, a);

/* Algorithm 2: Laplace transform of u(t)*%e^(-p*t).
 * Laplace transform of asin(w)
 * Laplace transform of atan(w)
 * Laplace transform of two Bessel J functions
 * Laplace transform of two hankel_1 functions
 * Laplace transform of two hankel_2 functions
 * Laplace transform of hankel_1 * hankel_2
 * Laplace transform of two Bessel Y functions
 * Laplace transform of two Bessel K functions
 * Laplace transform of Bessel K and Bessel Y functions
 * Laplace transform of Bessel I and Bessel J functions
 * Laplace transform of Bessel I and Hankel 1 functions
 * Laplace transform of Bessel I and Hankel 2 functions
 * Laplace transform of Bessel Y and Bessel J functions
 * Laplace transform of Bessel K and Bessel J functions
 * Laplace transform of Hankel 1 and Bessel J functions
 * Laplace transform of Hankel 2 and Bessel J functions
 * Laplace transform of Bessel Y and Hankel 1 functions
 * Laplace transform of Bessel Y and Hankel 2 functions
 * Laplace transform of Bessel K and Hankel 1 functions
 * Laplace transform of Bessel K and Hankel 2 functions
 * Laplace transform of Bessel I and Bessel Y functions
 * Laplace transform of Bessel I and Bessel K functions
 * Laplace transform of Struve H function
 * Laplace transform of Struve L function
 * Laplace transform of little Lommel s function
 * Laplace transform of Lommel S function
 * Laplace transform of Bessel Y function
 * Laplace transform of Bessel K function
 * Laplace transform of Parabolic Cylinder function
 * Laplace transform of Incomplete Gamma function
 * Laplace transform of Batemann function
 * Laplace transform of Bessel J function
 * Laplace transform of Gamma greek function
 * Laplace transform of Hankel 1 function
 * Laplace transform of Hankel 2 function
 * Laplace transform of Whittaker M function
 * Laplace transform of Whittaker M function
 * Laplace transform of the Generalized Laguerre function, %l[v1,v2](w)
 * Laplace transform for the Generalized Laguerre function
 * Laplace transform for the Laguerre function
 * Laplace transform of Gegenbauer function
 * Laplace transform of Chebyshev function of the first kind
 * Laplace transform of Chebyshev function of the second kind
 * Laplace transform for the Hermite function, hermite(index1,arg1)
 * Laplace transform of %p[v1,v2](w), Associated Legendre P function
 * Laplace transform of Associated Legendre P function
 * Laplace transform of %p[v1,v2,v3](w), Jacobi function
 * Laplace transform of Jacobi P function
 * Laplace transform of Associated Legendre function of the second kind
 * Laplace transform of Associated Legendre function of the second kind
 * Laplace transform of %p[v1](w), Legendre P function
 * Laplace transform of Legendre P function
 * Laplace transform of Whittaker W function
 * Laplace transform of Whittaker W function
 * Laplace transform of square of Bessel J function
 * Laplace transform of square of Hankel 1 function
 * Laplace transform of square of Hankel 2 function
 * Laplace transform of square of Bessel Y function
 * Laplace transform of square of Bessel K function
 * Laplace transform of two Bessel I functions
 * Laplace transform of Bessel I. We use I[v](w)=%i^n*J[n](%i*w).
 * Laplace transform of square of Bessel I function
 * Laplace transform of Erf function
 * Laplace transform of the logarithmic function.
 * Laplace transform of Erfc function
 * Laplace transform of expintegral_ei.
 * Laplace transform of expintegral_e1
 * Laplace transform of expintegral_e
 * Laplace transform of expintegral_si
 * Laplace transform of expintegral_shi
 * Laplace transform of expintegral_ci
 * Laplace transform of expintegral_chi
 * Laplace transform of Complete elliptic integral of the first kind
 * Laplace transform of Complete elliptic integral of the first kind
 * Laplace transform of Complete elliptic integral of the second kind
 * Laplace transform of Complete elliptic integral of the second kind
 * Laplace transform of %f[v1,v2](w1,w2,w3), Hypergeometric function
 * Laplace transform of Hypergeometric function
 * Laplace transform of c * t^v * (a+t)^w
 * Laplace transform of c * t^v
 */

/* Algorithm 2.1: Laplace transform of c*t^v*%e(-p*t)
 *
 * Table of Integral Transforms
 *
 * p. 137, formula 1:
 *
 * t^u*exp(-p*t)
 *   -> gamma(u+1)*p^(-u-1)
 */

/* Algorithm 2.2: Laplace transform of c*t^v*(1+t)^w
 */

/* Algorithm 2.3: Laplace transform of the Logarithmic function
 *
 *    c*t^(v-1)*log(a*t)
 *       -> c*gamma(v)*s^(-v)*(psi[0](v)-log(s/a))
 *
 * This is the formula for an expression with log(t) scaled like 1/a*F(s/a).
 *
 * For the following cases we have to add further algorithm:
 *    log(1+a*x), log(x+a), log(x)^2.
 */

/* Algorithm 2.4: Laplace transfom of the Whittaker function
 *
 * Test for Whittaker W function.  Simplify this if possible, or
 * convert to Whittaker M function.
 *
 * We have r * %w[i1,i2](a)
 *
 * Formula 16, p. 217
 *
 * t^(v-1)*%w[k,u](a*t)
 *   -> gamma(u+v+1/2)*gamma(v-u+1/2)*a^(u+1/2)/
 *          (gamma(v-k+1)*(p+a/2)^(u+v+1/2)
 *        *2f1(u+v+1/2,u-k+1/2;v-k+1;(p-a/2)/(p+a/2))
 */

/* Algorithm 2.5: Laplace transfom of bessel_k(0,a*t)
 *
 * The general algorithm handles the Bessel K function for an order |v|<1.
 * but does not include the special case v=0. Return the Laplace transform:
 *
 *   bessel_k(0,a*t) --> acosh(s/a)/sqrt(s^2-a^2)
 */

laplace (bessel_k (0, a*u), u, v);
acosh (v / a) / sqrt (v^2 - a^2);

/* Algorithm 3: Laplace transform of a hypergeometric function
 * Table of Laplace transforms, p 220, formula 19:
 *
 * If m + k <= n + 1, and Re(s) > 0, the Laplace transform of
 *
 *    t^(s-1)*%f[m,n]([a1,...,am],[p1,...,pn],(c*t)^k)
 * is
 *
 *    gamma(s)/p^s*%f[m+k,n]([a1,...,am,s/k,(s+1)/k,...,(s+k-1)/k],[p1,...,pm],(k*c/p)^k)
 *
 * with Re(p) > 0 if m + k <= n, Re(p+k*c*exp(2*%pi*%i*r/k)) > 0 for r
 * = 0, 1,...,k-1, if m + k = n + 1.
 */

/* Algorithm 4: SPECIAL HANDLING OF Bessel Y for an integer order
 *
 * This is called for one Bessel Y function, when the order is an integer.
 */

/* Algorithm 4.1: Laplace transform of t^n*bessel_y(v,a*t)
 *                v is an integer and n>=v
 *
 * Table of Integral Transforms
 *
 * Volume 2, p 105, formula 2 is a formula for the Y-transform of
 *
 *    f(x) = x^(u-3/2)*exp(-a*x)
 *
 * where the Y-transform is defined by
 *
 *    integrate(f(x)*bessel_y(v,x*y)*sqrt(x*y), x, 0, inf)
 *
 * which is
 *
 *    -2/%pi*gamma(u+v)*sqrt(y)*(y^2+a^2)^(-u/2)
 *          *assoc_legendre_q(u-1,-v,a/sqrt(y^2+a^2))
 *
 * with a > 0, Re u > |Re v|.
 *
 * In particular, with a slight change of notation, we have
 *
 *    integrate(x^(u-1)*exp(-p*x)*bessel_y(v,a*x)*sqrt(a), x, 0, inf)
 *
 * which is the Laplace transform of x^(u-1/2)*bessel_y(v,x).
 *
 * Thus, the Laplace transform is
 *
 *    -2/%pi*gamma(u+v)*sqrt(a)*(a^2+p^2)^(-u/2)
 *          *assoc_legendre_q(u-1,-v,p/sqrt(a^2+p^2))
 */

/* Algorithm 4.2: Laplace transform of t^n*bessel_y(v, a*sqrt(t))
 *
 * Table of Integral Transforms
 *
 * p. 188, formula 50:
 *
 * t^(u-1/2)*bessel_y(2*v,2*sqrt(a)*sqrt(t))
 *    -> a^(-1/2)*p^(-u)*exp(-a/2/p)
 *       * [tan((u-v)*%pi)*gamma(u+v+1/2)/gamma(2*v+1)*M[u,v](a/p)
 *          -sec((u-v)*%pi)*W[u,v](a/p)]
 */

/* other examples which might or might not be special cases of stuff above
 * collected from various tables:
 */

/* http://en.wikipedia.org/wiki/Laplace_transform */

/* linearity */

laplace (a * foo (u) + b * bar (u) + c * baz (u), u, v);
a * 'laplace (foo (u), u, v) + b * 'laplace (bar (u), u, v) + c * 'laplace (baz (u), u, v);

/* frequency differentiation */

laplace (u * foo (u), u, v);
- 'diff ('laplace (foo (u), u, v), v);

laplace (u^2 * foo (u), u, v);
'diff ('laplace (foo (u), u, v), v, 2);

laplace (u^3 * foo (u), u, v);
- 'diff ('laplace (foo (u), u, v), v, 3);

laplace (u^n * foo (u), u, v);
(- 1)^n * 'diff ('laplace (foo (u), u, v), v, n);

/* frequency integration */

laplace (foo (u) / u, u, v);
'integrate ('laplace (foo (u), u, v), u, v, inf);

/* time scaling */

laplace (foo (a * u), u, v);
(1 / a) * 'at ('laplace (foo (u), u, v), v = v / a);

/* frequency shifting */

assuming (v - a > 0, laplace (exp (a * u) * foo (u), u, v));
'laplace (foo (u), u, v - a);

(laplace (exp (a * u) * cosh (u), u, v), if equal (%%,  (v - a) / ((v - a)^2 - 1)) then true else %%);
true;

/* time shifting */

laplace (foo (u - a) * unit_step (u - a), u, v);
exp (- a * v) * 'laplace (foo (u), u, v);

laplace (sinh (u - a) * unit_step (u - a), u, v);
exp (-a * v) / (v^2 - 1);

/* convolution */

laplace ('integrate (foo (w) * bar (u - w), w, 0, u), u, v);
'laplace (bar (u), u, v) * 'laplace (foo (u), u, v);

(laplace ('integrate (erf (w) * sinh (u - w), w, 0, u), u, v), if equal (%%, laplace (erf (u), u, v) * laplace (sinh (u), u, v)) then true else %%);
true;

/* conjugate */

declare ([u, v], complex);
done;

laplace (conjugate (foo (u)), u, v);
conjugate ('at ('laplace (foo (u), u, v), v = conjugate (v)));

/* erf is entire => conjugate commutes with erf */

laplace (conjugate (erf (u)), u, v);
exp (v^2/4) * (1 - erf (v/2)) / v;

/* sqrt and log are not entire => conjugate does not commute */

laplace (conjugate (sqrt (u)), u, v);
sqrt (%pi) * conjugate (1 / conjugate (v) ^ (3/2)) / 2;

laplace (conjugate (log (u)), u, v);
(- conjugate (log (conjugate (v))) - %gamma) / v;

remove ([u, v], complex);
done;

/* unit step */

laplace (unit_step (u), u, v);
1/v;

laplace (unit_step (u - a), u, v);
exp (- a*v) / v;

/* ramp */

laplace (u * unit_step (u), u, v);
1/v^2;

/* integer power */

makefact (laplace (u^n, u, v));
n!/v^(n + 1);

makefact (laplace ((u - a)^n * unit_step (u - a), u, v));
n! * exp (- a*v) / v^(n + 1);

makefact (laplace (u^n * exp (- b*u), u, v));
n! / (v + b)^(n + 1);

makefact (ratsimp (laplace ((u - a)^n * exp (- b*(u - a)) * unit_step (u - a), u, v)));
n!/(v + b)^(n + 1) * exp (- a*v);

/* general power */

laplace (u^q, u, v);
gamma (q + 1) / v^(q + 1);

/* root */

laplace (u^(1/n), u, v);
gamma (1/n + 1) / v^(1/n + 1);

(laplace (u^(1/n) * exp(-b*u), u, v),
 if ratsimp (%% - gamma (1/n + 1) / (v + b)^(1/n + 1)) = 0 then true else %%);
true;

/* exponential approach */

(laplace (1 - exp (- a*u), u, v), if equal (%%, a/(v * (v + a))) then true else %%);
true;

/* decaying waves */

(laplace (exp (- a*u) * sin (b*u), u, v), if equal (%%, b / ((v + a)^2 + b^2)) then true else %%);
true;

(laplace (exp (- a*u) * cos (b*u), u, v), if equal (%%, (v + a) / ((v + a)^2 + b^2)) then true else %%);
true;

/* Bessel function */

block ([foo, bar],
 foo : laplace (bessel_j (n, a*u), u, v),
 bar : (sqrt (v^2 + a^2) - v)^n / (a^n * sqrt (v^2 + a^2)),
 makelist (makelist (ev (ratsimp (foo - bar), a = aa, n = nn), nn, 0, 4), aa, [1/5, 1/3, 1/2, 1, 2, 3, 5]),
 map (lambda ([e], zeroequiv (e, v)), flatten (%%)),
 every (%%));
true;

/* http://tutorial.math.lamar.edu/Classes/DE/Laplace_Table.aspx */

/* http://www.vibrationdata.com/math/Laplace_Transforms.pdf */

/* combined shifting and scaling */

(assuming (v - a*b > 0,
 laplace (exp (a * b * u) * foo (a * u), u, v)));
1/a * 'at ('laplace (foo (u), u, v), v = v/a - b);

laplace (exp (a * b * u) * cosh (a * u), u, v);
''(ev (1/a * 'at ('laplace (foo (u), u, v), v = v/a - b), 'laplace (foo (u), u, v) = v/(v^2 - 1), nouns, ratsimp));

/* doublet */

laplace ('diff (delta (u), u), u, v);
v;

/* etc */

laplace (u, u, v);
1/v^2;

makefact (laplace (u^(n - 1)/(n - 1)!, u, v));
1/v^n;

makefact (laplace (u^n, u, v));
n! / v^(n + 1);

laplace (u^(a - 1) / gamma (a), u, v);
1/v^a;

(mycompare (actual, expected) := if ratsimp (actual - expected) = 0 then true else actual, 0);
0;

mycompare
 (laplace (u * exp (-a * u), u, v),
  1/(v + a)^2);
true;

mycompare
 (makefact (laplace (u^(n - 1)/(n - 1)! * exp (-a * u), u, v)),
  1/(v + a)^n);
true;

mycompare
 (laplace (1 - exp (-a * u), u, v),
  a / (v * (v + a)));
true;

mycompare
 (laplace (1/(b - a) * (exp (-a * u) - exp (-b * u)), u, v),
  1/((v + a)*(v + b)));
true;

mycompare
 (laplace (1/(a*b) + exp (-a * u)/(a * (a - b)) + exp (-b * u)/(b * (b - a)), u, v),
  1/(v * (v + a) * (v + b)));
true;

mycompare
 (laplace (1/(a - b) * (a * exp (-a * u) - b * exp (-b * u)), u, v),
  v/((v + a) * (v + b)));
true;

mycompare
 (laplace ((1 - a*u) * exp (-a * u), u, v),
  v / (v + a)^2);
true;

mycompare
 (laplace (1/a^2  * (1 - (1 + a*u) * exp (-a * u)), u, v),
  1/(v * (v + a)^2));
true;

mycompare
 (laplace (sin (a * u + b), u, v),
  (sin (b) * v + cos (b) * a) / (v^2 + a^2));
true;

mycompare
 (laplace (u * cos (a*u), u, v),
  (v^2 - a^2)/(v^2 + a^2)^2);
true;

mycompare
 (laplace (1/a^2 * (1 - cos (a*u)), u, v),
  1/(v * (v^2 + a^2)));
true;

/* resume here with eq 2.24 */

/* http://www.stanford.edu/~boyd/ee102/laplace-table.pdf */

/* miscellany */

/* bug reported to mailing list 2012-11-25: laplace prevents user-defined simplification */

(kill (foo), tellsimpafter ('laplace (foo (w), w, x), FOO (x)), laplace (foo (w), w, x));
FOO (x);

(remove (n, integer), killcontext (mycontext));
done;
