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"" redirects here. For the Lagrangian, see Lagrangian century by Abel, Lerch, Heaviside, and Bromwich.
mechanics.
From 1744, Leonhard Euler investigated integrals of the
form
In mathematics the Laplace transform is an integral
transform named after its discoverer Pierre-Simon
X(x)eax ax dx,
FORMAL DEFINITION
F (s) =
est f (t) dt
L{f }(s) =
est f (t) dt,
0
lim
2.1
Probability theory
Two integrable functions have the same Laplace transform only if they dier on a set of Lebesgue measure
zero. This means that, on the range of the transform,
there is an inverse transform. In fact, besides integrable
functions, the Laplace transform is a one-to-one mapping from one function space into another in many other
function spaces as well, although there is usually no easy
characterization of the range. Typical function spaces in
which this is true include the spaces of bounded continuous functions, the space L (0, ), or more generally
tempered functions (that is, functions of at worst polynomial growth) on (0, ). The Laplace transform is also
dened and injective for suitable spaces of tempered distributions.
3
In these cases, the image of the Laplace transform lives in
a space of analytic functions in the region of convergence.
The inverse Laplace transform is given by the following
complex integral, which is known by various names (the
Bromwich integral, the FourierMellin integral, and
Mellins inverse formula):
f (t) = L1 {F }(t) =
1
lim
2i T
+iT
where is a real number so that the contour path of integration is in the region of convergence of F(s). An alter- In the region of convergence Re(s) > Re(s0 ), the Laplace
native formula for the inverse Laplace transform is given transform of f can be expressed by integrating by parts
by Posts inversion formula. The limit here is interpreted as the integral
in the weak-* topology.
u
In practice, it is typically more convenient to decompose
e(ss0 )t (t) dt, (u) =
es0 t f (t) dt.
a Laplace transform into known transforms of functions F (s) = (ss0 )
0
0
obtained from a table, and construct the inverse by inspection.
That is, in the region of convergence F(s) can eectively
Region of convergence
be expressed as the absolutely convergent Laplace transform of some other function. In particular, it is analytic.
f (t)est dt
exists (as a proper Lebesgue integral). The Laplace transThe Laplace transform has a number of properties that
form is usually understood as conditionally convergent,
meaning that it converges in the former instead of the lat- make it useful for analyzing linear dynamical systems.
The most signicant advantage is that dierentiation and
ter sense.
integration become multiplication and division, respecThe set of values for which F(s) converges absolutely is tively, by s (similarly to logarithms changing multiplicaeither of the form Re(s) > a or else Re(s) a, where a tion of numbers to addition of their logarithms).
is an extended real constant, a . (This follows
from the dominated convergence theorem.) The constant Because of this property, the Laplace variable s is also
in the L domain: either
a is known as the abscissa of absolute convergence, and known as operator variable
1
derivative
operator
or
(for
s
)
integration operator. The
[10]
depends on the growth behavior of f(t). Analogously,
integral
equations
and dierential equatransform
turns
the two-sided transform converges absolutely in a strip
tions
to
polynomial
equations,
which
are much easier to
of the form a < Re(s) < b, and possibly including the
solve.
Once
solved,
use
of
the
inverse
Laplace transform
[11]
The subset of values of
lines Re(s) = a or Re(s) = b.
reverts
to
the
time
domain.
s for which the Laplace transform converges absolutely
is called the region of absolute convergence or the do- Given the functions f(t) and g(t), and their respective
main of absolute convergence. In the two-sided case, it is Laplace transforms F(s) and G(s),
f (t) = L1 {F (s)},
g(t) = L1 {G(s)},
In other words, the Laplace transform is a continuous analog of a power series in which the discrete parameter n is
replaced by the continuous parameter t, and x is replaced
by es .
Relation to moments
4.1
n =
tn f (t) dt
f (t)x dt
0
where the discrete function a(n) is replaced by the continuous one f(t). (See Mellin transform below.)
Changing the base of the power from x to e gives
(
)t
f (t) eln x dt
est f (t) dt
[
] st
f (t)est
e
=
f (t) dt
s
0 s
0
[
]
f (0 )
1
=
+ L {f (t)} ,
s
s
L {f (t)} =
yielding
For this to converge for, say, all bounded functions f, it is L {f (t)} = s L {f (t)} f (0 ),
necessary to require that ln x < 0. Making the substitution
and in the bilateral case,
s = ln x gives just the Laplace transform:
f (t)e
0
st
dt
L {f (t)} = s
parts) (by
4.5
(n1)
sure
associated
to g. So in practice, the only distincL f (t) = s L {f (t)}s
f (0 ) f
(0 ),
tion between the two transforms is that the Laplace transwhere f (n) denotes the nth derivative of f, can then be form is thought of as operating on the density function
of the measure, whereas the LaplaceStieltjes transform
established with an inductive argument.
is thought of as operating on its cumulative distribution
function.[14]
4.4
f (t)
t
F (p) dp,
f (t) st
e
dt =
t
f (t)
dt =
t
F (p) dp.
s
F (p) dp.
0
The continuous Fourier transform is equivalent to evaluating the bilateral Laplace transform with imaginary argument s = i or s = 2,[15]
or
This denition of the Fourier transform requires a prefactor of 1/2 on the reverse Fourier transform. This
relationship between the Laplace and Fourier transforms
is often used to determine the frequency spectrum of a
signal or dynamical system.
The above relation is valid as stated if and only if the region of convergence (ROC) of F(s) contains the imaginary axis, = 0.
The validity of this identity can be proved by other means. However, a relation of the form
It is an example of a Frullani integral.
Another example is Dirichlet integral.
lim F ( + i) = f()
0+
4.5
{L g}(s) =
est dg(t).
g(x) =
f (t) dt
0
G(s) = M{g()} =
0
s g()
Z-transform
Comparing the last two equations, we nd the relationship between the unilateral Z-transform and the Laplace
transform of the sampled signal,
The unilateral or one-sided Z-transform is simply the
X
(s)
=
X(z)
sT .
q
Laplace transform of an ideally sampled signal with the
z=e
substitution of
The similarity between the Z and Laplace transforms is
expanded upon in the theory of time scale calculus.
def
z = esT ,
where T = 1/fs is the sampling period (in units of time 4.5.5 Borel transform
e.g., seconds) and fs is the sampling rate (in samples per
The integral form of the Borel transform
second or hertz).
Let
def
T (t) =
F (s) =
f (z)esz dz
(t nT )
n=0
(t nT )
n=0
x(nT )(t nT ) =
n=0
x[n](t nT )
n=0
for some constants A and B. The generalized Borel transform allows a dierent weighting function to be used,
rather than the exponential function, to transform functions not of exponential type. Nachbins theorem gives
necessary and sucient conditions for the Borel transform to be well dened.
4.5.6 Fundamental relationships
def
x[n] = x(nT ) .
The Laplace transform of the sampled signal xqt is
Xq (s) =
=
=
=
xq (t)e
0
st
dt
x[n](t nT )est dt
0 n=0
x[n]
n=0
(t nT )est dt
x[n]ensT .
n=0
x[n]z n
n=0
The Laplace transform of a multiple of a function The equivalents for current and voltage sources are simply
is that multiple times the Laplace transformation of derived from the transformations in the table above.
that function.
7.1 Example 1:
equation
The Laplace transform is often used in circuit analysis,
Solving a dierential
and simple conversions to the s-domain of circuit eleIn nuclear physics, the following fundamental relationments can be made. Circuit elements can be transformed
ship governs radioactive decay: the number of radioacinto impedances, very similar to phasor impedances.
tive atoms N in a sample of a radioactive isotope decays
Here is a summary of equivalents:
at a rate proportional to N. This leads to the rst order
linear dierential equation
dN
= N,
dt
where is the decay constant. The Laplace transform can
be used to solve this equation.
Rearranging the equation to one side, we have
dN
+ N = 0.
dt
s-domain equivalent circuits
)
Note that the resistor is exactly the same in the time do- (
(s) N0 + N
(s) = 0,
sN
main and the s-domain. The sources are put in if there are
where
V (s) =
and
N0 = N (0).
V (s)
.
Z(s) =
I(s) V0 =0
Solving, we nd
(s) = N0 .
N
s+
N (t) = L
I(s) V0
+ .
sC
s
(s)} = L1
{N
N0
s+
Z(s) =
1
,
sC
= N0 et ,
which is indeed the correct form for radioactive decay.
7.2
Example 2: Deriving the complex Consider a linear time-invariant system with transfer
function
impedance for a capacitor
P
R
1
=
+
.
(s + )(s + )
s+ s+
The unknown constants P and R are the residues located at the corresponding poles of the transfer function.
Each residue represents the relative contribution of that
singularity to the transfer functions overall shape.
where
I(s) = L{i(t)},
V (s) = L{v(t)},
and
V0 = v(t)|t=0 .
R(s + )
1
=P+
.
s+
s+
7.6
s+
,
(s + )2 + 2
we nd the inverse transform by rst adding and subtracting the same constant to the numerator:
R=
X(s) =
1
1
=
.
s + s=
s+
+
.
2
2
(s + ) +
(s + )2 + 2
Note that
x(t) = et L1
R=
1
= P
= et L1
and so the substitution of R and P into the expanded expression for H(s) gives
(
H(s) =
) (
1
1
s+ s+
)
.
Finally, using the linearity property and the known transform for exponential decay (see Item #3 in the Table
of Laplace Transforms, above), we can take the inverse
Laplace transform of H(s) to obtain
h(t) = L1 {H(s)} =
)
1 ( t
e
et ,
7.4
{
{
s
+ 2
s2 + 2
s + 2
s
+
s2 + 2
[
{
= et L1
s
s2 + 2
(
+
}
)(
s2 + 2
L1
)}
s2 + 2
x(t) = e
cos (t)u(t) +
sin (t)u(t) .
[
(
)
]
t
x(t) = e
cos (t) +
sin (t) u(t).
s sin() + cos()
X(s) =
The same result can be achieved using the convolution
s2 + 2
property as if the system is a series of lters with transfer
functions of 1/(s + a) and 1/(s + b). That is, the inverse we nd the inverse by rst rearranging terms in the fraction:
of
H(s) =
1
1
1
=
(s + a)(s + b)
s+a s+b
is
L1
7.5
s sin()
cos()
+ 2
s2 + 2
s + 2
(
)
(
)
s
= sin() 2
+ cos() 2
.
s + 2
s + 2
X(s) =
1
x(t) = sin()L1
+
cos()L
Example 4: Mixing sines, cosines, and
s2 + 2
s2 + 2
exponentials
Starting with the Laplace transform
}]
.
10
9 NOTES
9 Notes
x(t) = sin(t + ).
We can apply similar logic to nd that
L1
7.7
s cos sin
s2 + 2
}
= cos (t + ).
The wide and general applicability of the Laplace transform and its inverse is illustrated by an application in astronomy which provides some information on the spatial distribution of matter of an astronomical source of
radiofrequency thermal radiation too distant to resolve
as more than a point, given its ux density spectrum,
rather than relating the time domain with the spectrum
(frequency domain).
Assuming certain properties of the object, e.g. spherical shape and constant temperature, calculations based
on carrying out an inverse Laplace transformation on
the spectrum of the object can produce the only possible model of the distribution of matter in it (density as
a function of distance from the center) consistent with
the spectrum.[20] When independent information on the
structure of an object is available, the inverse Laplace
transform method has been found to be in good agreement.
See also
Analog signal processing
Bernsteins theorem on monotone functions
Continuous-repayment mortgage
Fourier transform
Hamburger moment problem
HardyLittlewood tauberian theorem
Moment-generating function
N-transform
Pierre-Simon Laplace
Posts inversion formula
Signal-ow graph
LaplaceCarson transform
Symbolic integration
Transfer function
Z-transform (discrete equivalent of the Laplace
transform)
[16] Riley, K. F.; Hobson, M. P.; Bence, S. J. (2010), Mathematical methods for physics and engineering (3rd ed.),
Cambridge University Press, p. 455, ISBN 978-0-52186153-3
[17] Distefano, J. J.; Stubberud, A. R.; Williams, I. J. (1995),
Feedback systems and control, Schaums outlines (2nd
ed.), McGraw-Hill, p. 78, ISBN 0-07-017052-5
[18] Lipschutz, S.; Spiegel, M. R.; Liu, J. (2009), Mathematical Handbook of Formulas and Tables, Schaums Outline
Series (3rd ed.), McGraw-Hill, p. 183, ISBN 978-0-07154855-7 provides the case for real q.
[19] http://mathworld.wolfram.com/LaplaceTransform.html
Wolfram Mathword provides case for complex q
[20] Salem, M.; Seaton, M. J. (1974), I. Continuum spectra and brightness contours, Monthly
Notices of the Royal Astronomical Society 167:
493510,
Bibcode:1974MNRAS.167..493S,
doi:10.1093/mnras/167.3.493, and
Salem, M. (1974), II. Three-dimensional models,
Monthly Notices of the Royal Astronomical Society
167:
511516, Bibcode:1974MNRAS.167..511S,
doi:10.1093/mnras/167.3.511
11
10
10.1
References
Modern
Bracewell, Ronald N. (1978), The Fourier Transform and its Applications (2nd ed.), McGraw-Hill
Kogakusha, ISBN 0-07-007013-X
Bracewell, R. N. (2000), The Fourier Transform and
Its Applications (3rd ed.), Boston: McGraw-Hill,
ISBN 0-07-116043-4
Feller, William (1971), An introduction to probability theory and its applications. Vol. II., Second edition, New York: John Wiley & Sons, MR 0270403
Korn, G. A.; Korn, T. M. (1967), Mathematical
Handbook for Scientists and Engineers (2nd ed.),
McGraw-Hill Companies, ISBN 0-07-035370-0
Widder, David Vernon (1941), The Laplace Transform, Princeton Mathematical Series, v.
6,
Princeton University Press, MR 0005923
Williams, J. (1973), Laplace Transforms, Problem Solvers, George Allen & Unwin, ISBN 0-04512021-8
Takacs,
J. (1953),
Fourier amplitudok
meghatarozasa operatorszamitassal,
Magyar
Hiradastechnika (in Hungarian) IV (78): 9396
10.2
Historical
11 Further reading
Arendt, Wolfgang; Batty, Charles J.K.; Hieber,
Matthias; Neubrander, Frank (2002), VectorValued Laplace Transforms and Cauchy Problems,
Birkhuser Basel, ISBN 3-7643-6549-8.
Davies, Brian (2002), Integral transforms and their
applications (Third ed.), New York: Springer, ISBN
0-387-95314-0
Deakin, M. A. B. (1981), The development of the Laplace transform, Archive for
History of Exact Sciences 25 (4): 343390,
doi:10.1007/BF01395660
Deakin, M. A. B. (1982), The development of the Laplace transform, Archive for
History of Exact Sciences 26 (4): 351381,
doi:10.1007/BF00418754
Doetsch, Gustav (1974), Introduction to the Theory and Application of the Laplace Transformation,
Springer, ISBN 0-387-06407-9
Mathews, Jon; Walker, Robert L. (1970), Mathematical methods of physics (2nd ed.), New York: W.
A. Benjamin, ISBN 0-8053-7002-1
Polyanin, A. D.; Manzhirov, A. V. (1998), Handbook of Integral Equations, Boca Raton: CRC Press,
ISBN 0-8493-2876-4
Schwartz, Laurent (1952), Transformation de
Laplace des distributions, Comm. Sm. Math.
Univ. Lund [Medd. Lunds Univ. Mat. Sem.] (in
French) 1952: 196206, MR 0052555
Siebert, William McC. (1986), Circuits, Signals, and
Systems, Cambridge, Massachusetts: MIT Press,
ISBN 0-262-19229-2
Widder, David Vernon (1945), What is the Laplace
transform?", The American Mathematical Monthly
(MAA) 52 (8): 419425, doi:10.2307/2305640,
ISSN 0002-9890, JSTOR 2305640, MR 0013447
12 External links
Euler, Leonhard (1769), Institutiones calculi integralis [Institutions of Integral Calculus] (in Latin) II,
Paris: Petropoli, ch. 35, pp. 57153
Weisstein, Eric
MathWorld.
Laplace
Transform,
12
Laplace Transform Module by John H. Mathews
Good explanations of the initial and nal value theorems
Laplace Transforms at MathPages
Computational Knowledge Engine allows to easily
calculate Laplace Transforms and its inverse Transform.
12
EXTERNAL LINKS
13
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