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Laplace Transform
The Laplace transform can be used to solve differential equations. Besides being a different and efficient alternative to variation of parameters and undetermined coefficients, the Laplace method is particularly
advantageous for input terms that are piecewise-defined, periodic or impulsive.
The direct Laplace transform or the Laplace integral of a function
f (t) defined for 0 t < is the ordinary calculus integration problem
Z
0
f (t)est dt,
(1)
y(t)est dt =
f (t)est dt
implies
or
implies
y(t) = f (t),
y(t) = f (t).
249
R
0
R
0
t=
= 1/s
(t)est dt =
R
0
Assumed s > 0.
d
ds
(est )dt
d R
st dt
= ds
0 (1)e
Use
R d
d R
ds F (t, s)dt = ds F (t, s)dt.
d
= ds
(1/s)
= 1/s2
Differentiate.
R 2 st
R
d
dt = 0 ds
(test )dt Laplace integral of g(t) = t2 .
0 (t )e
d R
st
= ds
(t)e
dt
d
= ds
(1/s2 )
= 2/s3
Table 1. The Laplace integral
R
0
(1)est dt =
1
s
R
0
(t)est dt =
R 2 st
2
dt = 3
0 (t )e
s
1
s2
In summary, L(tn ) =
n!
s1+n
An Illustration. The ideas of the Laplace method will be illustrated for the solution y(t) = t of the problem y 0 = 1, y(0) = 0. The
method, entirely different from variation of parameters or undetermined
coefficients, uses basic calculus and college algebra; see Table 2.
Table 2. Laplace method details for the illustration y 0 = 1, y(0) = 0.
y 0 (t)est = est
R 0
R
st dt = est dt
0 y (t)e
0
R 0
st
y (t)e
R
0
dt = 1/s
Multiply y 0 = 1 by est .
Integrate t = 0 to t = .
Use Table 1.
Integrate by parts on the left.
y(t)est dt = 1/s2
y(t)est dt
Use Table 1.
y(t) = t
R
0
(t)est dt
250
Laplace Transform
In Lerchs law, the formal rule of erasing the integral signs is valid provided the integrals are equal for large s and certain conditions hold on y
and f see Theorem 2. The illustration in Table 2 shows that Laplace
theory requires an in-depth study of a special integral table, a table
which is a true extension of the usual table found on the inside covers
of calculus books. Some entries for the special integral table appear in
Table 1 and also in section 7.2, Table 4.
The L-notation for the direct Laplace transform produces briefer details,
as witnessed by the translation of Table 2 into Table 3 below. The reader
is advised to move from Laplace integral notation to the Lnotation as
soon as possible, in order to clarify the ideas of the transform method.
Table 3. Laplace method L-notation details for y 0 = 1, y(0) = 0
translated from Table 2.
Use Table 1.
L(y(t)) =
1/s2
L(y(t)) = L(t)
Apply Table 1.
y(t) = t
= L(1 + 5t t )
251
y(t) = 1 + 5t t
y(t) = 5t2
R st
f (t) dt
0 e
g(t)dt = lim
Z N
N 0
g(t)dt
f (t)
=0
t eat
lim
252
Laplace Transform
f1 (t)
(4)
..
f (t) =
.
fn (t)
t0
< t < t1 ,
..
.
f (t)
cos t
t
= lim
+ lim 2t = 0.
2t
t
t
t
e
e
e
0
Inequality |f (t)| M et implies the absolute value of the Laplace transform
integrand f (t)est is estimated by
M
, because the
s
right side of this inequality has limit zero at s = . The proof is complete.
The limit statement follows from |L(f (t))|
g(t)dt =
253
Theorem 2 (Lerch)
R
If f (t) and f2 (t) are continuous, of exponential order and 0 f1 (t)est dt =
R 1
st dt for all s > s , then f (t) = f (t) for t 0.
0
1
2
0 f2 (t)e
Proof: See Widder [?].
Theorem 3 (t-Derivative Rule)
If f (t) is continuous, lim f (t)est = 0 for all large values of s and f 0 (t)
t
is piecewise continuous, then L(f 0 (t)) exists for all large s and L(f 0 (t)) =
sL(f (t)) f (0).
Proof: See page 278.
Exercises 7.1
Laplace method. Solve the given 18. f (t) =
initial value problem using Laplaces
method.
1. y 0 = 2, y(0) = 0.
PN
2. y 0 = 1, y(0) = 0.
3. y = t, y(0) = 0.
20. The
integral of f (t),
R Laplace
st
f
(t)e
dt,
converges for all
0
s > 0.
4. y 0 = t, y(0) = 0.
5. y 0 = 1 t, y(0) = 0.
6. y 0 = 1 + t, y(0) = 0.
7. y 0 = 3 2t, y(0) = 0.
8. y 0 = 3 + 2t, y(0) = 0.
00
9. y = 2, y(0) = y (0) = 0.
00
h0+
h0+
00
00
.
P series
Exponential order. Show that f (t) Taylor
n
n
L( n=0 cn t ) =
n=0 cn L(t ) often
is of exponential order, by finding a
holds, in which case the result L(tn ) =
constant 0 in each case such that
n!s1n can be employed to find a
f (t)
= 0.
lim
series representation of the Laplace
t et
transform. Use this idea on the fol15. f (t) = 1 + t
lowing to find a series formula for
L(f (t)).
16. f (t) = et sin(t)
P
2t
n
PN
17. f (t) = n=0 cn xn , for any choice 25. f (t) = e = n=0 (2t) /n!
P
of the constants c0 , . . . , cN .
26. f (t) = et = n=0 (t)n /n!
254
Laplace Transform
R
0
(tn )est dt =
(eat )est dt =
n!
1
sa
(cos bt)est dt =
s1+n
L(eat ) =
1
sa
s
+ b2
b
L(sin bt) = 2
s + b2
s
+ b2
R
b
(sin bt)est dt = 2
0
s + b2
0
n!
L(tn ) =
s1+n
L(cos bt) =
s2
s2
L(H(t a)) =
eas
(a 0)
s
eas
s(1 eas )
L(sqw(t/a)) =
1
tanh(as/2)
s
L(a trw(t/a)) =
1
tanh(as/2)
s2
(1 + )
s1+
r
1/2
L(t
)=
s
L(t ) =
Heaviside
unit step, defined by
1
for t 0,
H(t) =
0
otherwise.
Dirac delta, (t) = dH(t).
Special usage rules apply.
Staircase function,
floor(x) = greatest integer x.
Square wave,
sqw(x) = (1)floor(x) .
TriangularRwave,
x
trw(x) = 0 sqw(r)dr.
Generalized power
R function,
(1 + ) = 0 ex x dx.
Because (1/2) =
255
Linearity applied.
Table lookup.
5 Example (Inverse Laplace transform) Use the basic Laplace table backwards plus transform linearity properties to solve for f (t) in the equation
L(f (t)) =
s2
s
2
s+1
+
+ 3 .
+ 16 s 3
s
Solution:
s
1
1
1 2
+2
+ 2+
+ 16
s3 s
2 s3
3t
= L(cos 4t) + 2L(e ) + L(t) + 12 L(t2 )
L(f (t)) =
s2
3t
= L(cos 4t + 2e + t +
3t
f (t) = cos 4t + 2e + t +
1 2
2t )
1 2
2t
1
1
Solution: The details require the use of the Heaviside function formula
H(t a) H(t b) =
1 a t < b,
0 otherwise.
1 1 t < 2,
1 1 t < 2,
1
5
3
t
<
4,
f (t) =
=
+5
0 otherwise
0
0 otherwise
3 t < 4,
otherwise
Then f (t) = f1 (t) + 5f2 (t) where f1 (t) = H(t 1) H(t 2) and f2 (t) =
H(t 3) H(t 4). The extended table gives
L(f (t)) = L(f1 (t)) + 5L(f2 (t))
= L(H(t 1)) L(H(t 2)) + 5L(f2 (t))
Linearity.
Substitute for f1 .
256
Laplace Transform
es e2s
+ 5L(f2 (t))
s
es e2s + 5e3s 5e4s
=
s
=
N
L(f (t)) = L
(t
n)
n=1
PN
= n=1 L((t n))
PN
= n=1 ens
Linearity.
Extended Laplace table.
8 Example (Square wave) A periodic camshaft force f (t) applied to a mechanical system has the idealized graph shown in Figure 2. Show that
f (t) = 1 + sqw(t) and L(f (t)) = 1s (1 + tanh(s/2)).
2
Solution:
1 + sqw(t)
1+1
11
2n t < 2n + 1, n = 0, 1, . . .,
2n + 1 t < 2n + 2, n = 0, 1, . . .,
2
0
= f (t).
2n t < 2n + 1, n = 0, 1, . . .,
otherwise,
1 tanh(s/2)
+
.
s
s
9 Example (Sawtooth wave) Express the P -periodic sawtooth wave represented in Figure 3 as f (t) = ct/P c floor(t/P ) and obtain the formula
L(f (t)) =
c
ceP s
.
P s2 s seP s
4P
257
P s2
s seP s
L(f (t)) =
Linearity.
Basic and extended table applied.
R t/
0
sqw(x)dx.
5
5
L( trw(t/)) = 2 tanh(s/2).
Gamma Function. In mathematical physics, the Gamma function or the generalized factorial function is given by the identity
(1)
(x) =
Z
0
et tx1 dt,
x > 0.
This function is tabulated and available in computer languages like Fortran, C and C++. It is also available in computer algebra systems and
numerical laboratories. Some useful properties of (x):
(2)
(1 + x) = x(x)
(3)
(1 + n) = n! for integers n 1.
258
Laplace Transform
R
et dt = 1, which gives
(1) = 1. Use this identity and successively relation (2) to obtain relation (3).
To prove identity (2), integration by parts is applied, as follows:
R
(1 + x) = 0 et tx dt
Definition.
R
t=
= tx et |t=0 + 0 et xtx1 dt
Use u = tx , dv = et dt.
R t x1
=x 0 e t
dt
Boundary terms are zero
for x > 0.
= x(x).
Exercises 7.2
Laplace
transform.
Compute
L(f (t)) using the basic Laplace table
and the linearity properties of the
transform. Do not use the direct
Laplace transform!
1. L(2t)
2. L(4t)
3. L(1 + 2t + t )
4. L(t 3t + 10)
5. L(sin 2t)
6. L(cos 2t)
7. L(e2t )
8. L(e2t )
13. L((t + 1) )
14. L((t + 2)2 )
15. L(t(t + 1))
16. L((t + 1)(t + 2))
P10
17. L( n=0 tn /n!)
P10
18. L( n=0 tn+1 /n!)
P10
19. L( n=1 sin nt)
P10
20. L( n=0 cos nt)
259
Linearity.
Linearity.
t
0
Convolution rule.
Rt
Define (f g)(t) =
f (x)g(t x)dx.
(s + 1)L(x) = 1
1
L(x) = 2
s +1
= L(sin t)
x(t) = sin t
Divide.
Basic Laplace table.
260
Laplace Transform
2
.
(s 5)3
d
d
L(t e ) =
L(e5t )
ds
ds
1
2 d d
= (1)
ds ds s 5
d
1
=
ds (s 5)2
2
=
(s 5)3
2 5t
Apply s-differentiation.
Basic Laplace table.
Calculus power rule.
Identity verified.
13 Example (First shifting rule) Show the steps for L(t2 e3t ) =
2
.
(s + 3)3
Solution:
2+1
s
ss(3)
=
2
(s + 3)3
Identity verified.
es
.
s2 + 1
L(sin(t + )) Substitute a = .
=e
L( sin t)
= es
1
s2 + 1
=e
261
d
s
=
ds s2 + a2
=
s2 a 2
(s2 + a2 )2
Use s-differentiation.
Basic Laplace table.
Calculus quotient rule.
d
s2 a 2
=
2
ds
(s + a2 )2
=
2s3 6sa2 )
(s2 + a2 )3
Use s-differentiation.
Result of (a).
Calculus quotient rule.
The similar details for (b) and (d) are left as exercises.
=
s2 + b2 ssa
sa
=
(s a)2 + b2
d
= L(cos bt)
ds
ssa
d
s
2
2
ds s + b
ssa
s b2
=
(s2 + b2 )2 ssa
=
(s a)2 b2
((s a)2 + b2 )2
262
Laplace Transform
s
2
s a2
a
(b) L(sinh at) = 2
s a2
(a) L(cosh at) =
1
1
1
=
+
2 sa s+a
s
= 2
s a2
d
a
L(t sinh at) =
ds s2 a2
a(2s)
= 2
(s a2 )2
(s2
2s
for f (t).
+ 1)2
d
1
=
ds s2 + 1
d
= (L(sin t))
ds
= L(t sin t)
L(f (t)) =
f (t) = t sin t
s+2
for f (t).
22 + 2s + 2
s+2
s2 + 2s + 2
s+2
(s + 1)2 + 1
263
S+1
S2 + 1
S
1
= 2
+
S + 1 S2 + 1
= L(cos t) + L(sin t)|sS=s+1
=
= L(e
f (t) = e
cos t) + L(e
t
cos t + e
sin t)
Substitute S for s + 1.
Split into Laplace table entries.
Basic Laplace table.
First shift rule.
Invoke Lerchs cancellation law.
sin t
(s2 + 2s + 2)L(x) = 1 + s
s+1
L(x) = 2
s + 2s + 2
s+1
=
(s + 1)2 + 1
= L(cos t)|ss+1
= L(et cos t)
x(t) = et cos t
J1 =
Z
sin t est dt,
2/
J2 =
.
s2 + 2
s2 + 2
Then
J1 =
(es/ + 1)
,
s2 + 2
J2 =
(e2s/ + es/ )
,
s2 + 2
264
Laplace Transform
J=
(es/ + 1)2
.
s2 + 2
The remaining challenge is to write the answer for L(f (t)) in terms of coth.
The details:
L(f (t)) =
=
=
J
1 eP s
(1
eP s/2 )(1
+ eP s/2 )
(1 + eP s/2 )
(1 eP s/2 )(s2 + 2 )
eP s/4 + eP s/4
eP s/4 eP s/4 s2 + 2
2 cosh(P s/4)
=
2
2 sinh(P s/4) s + 2
coth(P s/4)
=
s2 + 2
s
coth 2
=
s2 + 2
s
1
1 + coth
L(g(t)) =
2
2
2s +
2
cosh(s/(2))
= 2
+
2
s +
s2 + 2
= 2
(1 + cosh(s/(2))
s + 2
Dividing by 2 produces the identity.
s2
s+1
for f (t).
+ 2s + 2
Solution: The answer is f (t) = e3t cos(t 3)H(t 3). The details:
s+1
(s + 1)2 + 1
S
= e3s 2
S +1
= e3S+3 (L(cos t))|sS=s+1
265
= e L(e
f (t) = e
3t
cos(t 3)H(t 3)
s2
s+7
for f (t).
+ 4s + 8
Solution: The answer is f (t) = e2t (cos 2t + 52 sin 2t). The details:
s+7
(s + 2)2 + 4
S+5
= 2
S +4
S
5 2
+
= 2
S + 4 2 S2 + 4
s
5 2
= 2
+
s + 4 2 s2 + 4
L(f (t)) =
f (t) = e
2t
2t
(cos 2t +
(cos 2t +
5
2
5
2
sin 2t))
sin 2t)
266
Laplace Transform
A
(s s0 )k
where A is a real or complex constant and (s s0 )k divides the denominator in (1). In particular, s0 is a root of the denominator in (1).
Assume fraction (1) has real coefficients. If s0 in (2) is real, then A is
real. If s0 = + i in (2) is complex, then (s s0 )k also appears, where
s0 = i is the complex conjugate of s0 . The corresponding terms
in (2) turn out to be complex conjugates of one another, which can be
combined in terms of real numbers B and C as
(3)
A
B+Cs
A
+
=
.
k
k
(s s0 )
(s s0 )
((s )2 + 2 )k
Simple Roots. Assume that (1) has real coefficients and the denominator of the fraction (1) has distinct real roots s1 , . . . , sN and distinct
complex roots 1 + i1 , . . . , M + iM . The partial fraction expansion
of (1) is a sum given in terms of real constants Ap , Bq , Cq by
(4)
N
M
X
X
a0 + a1 s + + an sn
Ap
Bq + Cq (s q )
=
+
.
m
b0 + b1 s + + bm s
s sp q=1 (s q )2 + q2
p=1
267
Multiple Roots. Assume (1) has real coefficients and the denominator of the fraction (1) has possibly multiple roots. Let Np be the
multiplicity of real root sp and let Mq be the multiplicity of complex root
q + iq , 1 p N , 1 q M . The partial fraction expansion of (1)
is given in terms of real constants Ap,k , Bq,k , Cq,k by
(5)
N
X
p=1 1kNp
M
X
X Bq,k + Cq,k (s q )
Ap,k
+
.
k
(s sp )
((s q )2 + q2 )k
q=1 1kM
q
2s + 1
s(s 1)(s + 1)
A
B
C
+
+
s
s1 s+1
1
2
by a coverup method:
2s + 1
s(s 1)
s+1 =0
A (s + 1)
s
B (s + 1)
s1
C (s + 1)
(s + 1)
Set (s + 1) = 0 in the display. Cancellations left and right plus annihilation of two terms on the right gives Heavisides prescription
2s + 1
= C.
s(s 1) s+1=0
268
Laplace Transform
1
(s + 1)2 (s + 2)
1
1
=
s + 1 (s + 1)(s + 2)
1
1
1
=
+
s+1 s+1 s+2
1
1
+
2
(s + 1)
(s + 1)(s + 2)
1
1
1
+
=
+
(s + 1)2 s + 1 s + 2
=
Terms with only one root in the denominator are already partial fractions. Thus the work centers on expansion of quotients in which the
denominator has two or more roots.
R=
1
1
1
+
+
s + 1 (s + 1)2 s + 2
269
H(x) =
1
0
for x 0,
for x < 0.
(1)
H(t a) H(t b) =
1 a t < b,
0 t < a, t b.
n=0
270
Laplace Transform
Therefore, the force f (t) in the idealization 5(t t0 ) is given for h > 0
very small by the approximation
f (t) 5
H(t t0 + h) H(t t0 h)
.
2h
f (t)dt 5
Z h
H(t t0 + h) H(t t0 h)
h
2h
dt = 5,
Momentum is defined to be mass times velocity. RIf the force f is given by Newtons
b
d
law as f (t) = dt
(mv(t)) and v(t) is velocity, then a f (t)dt = mv(b) mv(a) is the
net momentum or impulse.
271
Z
c
0
2h
Z t0 +h
c st
=
e dt
t0 h 2h
= cest0
esh esh
2sh
esh esh
The factor
is approximately 1 for h > 0 small, because of
2sh
LHospitals rule. The immediate conclusion is that we should replace
the impulsive force f by an equivalent one f such that
L(f (t)) = cest0 .
Well, there is no such function f !
The apparent mathematical flaw in this idea was resolved by the work
of L. Schwartz on distributions. In short, there is a solid foundation
for introducing f , but unfortunately the mathematics involved is not
elementary nor especially accessible to those readers whose background
is just calculus.
Practising engineers and scientists might be able to ignore the vast literature on distributions, citing the example of physicist P. Dirac, who
succeeded in applying impulsive force ideas without the distribution theory developed by S. Sobolev and L. Schwartz. This will not be the case
for those who wish to read current literature on partial differential equations, because the work on distributions has forever changed the required
background for that topic.
272
Laplace Transform
= (1/s)est |t=0
= 1/s
Definition of L(t).
Then
d
L(t) = ds
L(1)
d
ds
(1/s)
2
= 1/s
d
This idea can be repeated to give L(t2 ) = ds
L(t) and hence L(t2 ) = 2/s3 .
d
n
n1
The pattern is L(t ) = ds L(t
) which gives L(tn ) = n!/s1+n .
= 1/(s a)
Back-substitute S = s a.
eibt est dt =
R
(cos bt)est dt
0 R
+ i 0 (sin bt)est dt
R
1
= 0 (cos bt)est dt
s ib
R
+ i 0 (sin bt)est dt
273
Substitute = bt into Eulers
formula and multiply by est .
Integrate t = 0 to t = . Use
properties of integrals.
Evaluate the left side using
L(eat ) = 1/(s a), a = ib.
1
= L(cos bt) + iL(sin bt)
s ib
s + ib
= L(cos bt) + iL(sin bt)
s2 + b2
A2 + B 2 .
s
= L(cos bt)
s2 + b2
b
= L(sin bt)
2
s + b2
R
0
(1)est dt
R
R
(1)e
R
0
as
=e
s(x+a)
(1)e
dx
sx
Change variables t = x + a.
= eas (1/s)
f (x)d(x) = lim
a
N
X
n=1
274
Laplace Transform
= esa
Explained below.
To explain the last step, apply the definition of the Riemann-Stieltjes integral:
Z
M
0
N
1
X
n=0
R1
275
R2
sqw(t)est dt + 1 sqw(t)est dt
R2
1 est dt
Apply
0
R 1 st
e dt
0
Rb
a
Rc
a
Rb
c
1
1
(1 es ) + (e2s es )
s
s
1
= (1 es )2
s
=
1
(f (0) + L(f 0 (t))
s
1
L(sqw(t/a))
s
1
tanh(as/2)
s2
Rt
0
sqw(x)dx.
+ )
:
Proof of L(t ) = (1s1+
L(t ) =
=
R
R0
0
t est dt
(u/s) eu du/s
276
Laplace Transform
1 R u
u e du
s1+ 0
1
= 1+ (1 + ).
s
=
Where (x) =
definition.
R
0
ux1 eu du, by
The generalized factorial function (x) is defined for x > 0 and it agrees with
the classical factorial n! = (1)(2) (n) in case x = n + 1 is an integer. In
literature, ! means (1 + ). For more details about the Gamma function, see
Abramowitz and Stegun [?], or maple documentation.
r
1/2
Proof of L(t ) = s :
(1 + (1/2))
s11/2
=
s
L(t1/2 ) =
277
t
0 g(x) dx
1
= L(g(t)).
s
d
L(f (t)).
ds
L(f (t)) =
f (t)est dt
.
1 eP s
Z t
0
f (x)g(t x)dx .
278
Laplace Transform
= cL(f (t))
t=b
Rb
f (t)(s)est dt
Rb
= f (a)esa + f (b)esb + s a f (t)est dt.
On any interval [0, N ], there are finitely many intervals [a, b] on each of which
f 0 is continuous. Add the above equality across these finitely many intervals
[a, b]. The boundary values on adjacent intervals match and the integrals add
to give
Z
f (t)est dt.
Take the limit across this equality as N . Then the right side has limit
f (0) + sL(f (t)), because of the existence of L(f (t)) and limt f (t)est = 0
for large s. Therefore, the left side has a limit, and by definition L(f 0 (t)) exists
and L(f 0 (t)) = f (0) + sL(f (t)).
Rt
g(x)dx. Then f is of
0
exponential order and continuous. The details:
Rt
L( 0 g(x)dx) = L(f (t))
By definition.
1
= L(f 0 (t)) Because f (0) = 0 implies L(f 0 (t)) = sL(f (t)).
s
1
= L(g(t))
Because f 0 = g by the Fundamental theorem of
s
calculus.
e + x 1 x2 , x 0.
(1)
279
The inequality is obtained from two applications of the mean value theorem
g(b)g(a) = g 0 (x)(ba), which gives ex +x1 = xxex1 with 0 x1 x x.
In addition, the existence of L(t2 |f (t)|) is used to define s0 > 0 such that
L(t2 |f (t)|) 1 for s > s0 . This follows from the transform existence theorem
for functions of exponential order, where it is shown that the transform has
limit zero at s = .
Consider h 6= 0 and the Newton quotient Q(s, h) = (F (s + h) F (s))/h for the
s-derivative of the Laplace integral. We have to show that
lim |Q(s, h) L((t)f (t))| = 0.
h0
This will be accomplished by proving for s > s0 and s + h > s0 the inequality
|Q(s, h) L((t)f (t))| |h|.
For h 6= 0,
Z
f (t)
0
Assume h > 0. Due to the exponential rule eA+B = eA eB , the quotient in the
integrand simplifies to give
ht
Z
e
+ th 1
Q(s, h) L((t)f (t)) =
f (t)est
dt.
h
0
Inequality (1) applies with x = ht 0, giving
Z
|Q(s, h) L((t)f (t))| |h|
t2 |f (t)|est dt.
The right side is |h|L(t2 |f (t)|), which for s > s0 is bounded by |h|, completing
the proof for h > 0. If h < 0, then a similar calculation is made to obtain
Z
|Q(s, h) L((t)f (t))| |h|
t2 |f (t)estht dt.
0
Proof of Theorem 8 (first shifting rule): The left side LHS of the equality
can be written because of the exponential rule eA eB = eA+B as
Z
LHS =
f (t)e(sa)t dt.
0
This integral is L(f (t)) with s replaced by s a, which is precisely the meaning
of the right side RHS of the equality. Therefore, LHS = RHS.
Proof of Theorem 9 (second shifting rule): The details for (a) are
LHS = L(H(t a)f (t a))
R
= 0 H(t a)f (t a)est dt Direct transform.
280
Laplace Transform
=
=
=
=e
L(f (t))
= RHS
Apply (a).
= RHS
RP
0
RP
0
RP
f (x)esx dx
f (x)esx dx
f (x)esx dx
1 eP s
= RHS
=
P
n=0
1
1r
rn
Direct transform.
Additivity of the integral.
Change variables t = x + nP .
Because f is P -periodic and
eA eB = eA+B .
Common factor in summation.
Define r = eP s .
Sum the geometric series.
Substitute r = eP s .
Periodic function identity verified.
Left unmentioned here is the convergence of the infinite series on line 3 of the
proof, which follows from f of exponential order.
Proof of Theorem 11 (convolution rule): The details use Fubinis integration interchange theorem for a planar unbounded region, and therefore
this proof involves advanced calculus methods that may be outside the background of the reader. Modern calculus texts contain a less general version of
Fubinis theorem for finite regions, usually referenced as iterated integrals. The
unbounded planar region is written in two ways:
D = {(r, t) : t r < , 0 t < },
D = {(r, t) : 0 r < , 0 r t}.
Readers should pause here and verify that D = D.
281
Direct transform.
Apply identity (2).
Fubinis theorem applied.
Descriptions D and D are the same.
Fubinis theorem applied.
Then
t
RHS = L 0 f (u)g(t u)du
RRt
= 0 0 f (u)g(t u)duest dt
RRr
= 0 0 f (u)g(r u)duesr dr
RRr
= 0 0 f (t)g(r t)dt esr dr
= LHS
Direct transform.
Change variable names r t.
Change variable names u t.
Convolution identity verified.