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Laplace transform

"" 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

Laplace (/lpls/). It takes a function of a positive real z = X(x)eax dx and z = X(x)xA dx


variable t (often time) to a function of a complex variable
s (frequency).
as solutions of dierential equations but did not pursue
[2]
The Laplace transform is very similar to the Fourier the matter very far.
transform. While the Fourier transform of a function
is a complex function of a real variable (frequency), the
Laplace transform of a function is a complex function of
a complex variable. Laplace transforms are usually restricted to functions of t with t > 0. A consequence of
this restriction is that the Laplace transform of a function is a holomorphic function of the variable s. Unlike the Fourier transform, the Laplace transform of a
distribution is generally a well-behaved function. Also
techniques of complex variables can be used directly to
study Laplace transforms. As a holomorphic function,
the Laplace transform has a power series representation.
This power series expresses a function as a linear superposition of moments of the function. This perspective has
applications in probability theory.

Joseph Louis Lagrange was an admirer of Euler and, in


his work on integrating probability density functions, investigated expressions of the form

X(x)eax ax dx,

which some modern historians have interpreted within


modern Laplace transform theory.[3][4]

These types of integrals seem rst to have attracted


Laplaces attention in 1782 where he was following in the
spirit of Euler in using the integrals themselves as solutions of equations.[5] However, in 1785, Laplace took the
critical step forward when, rather than just looking for a
solution in the form of an integral, he started to apply the
The Laplace transform is invertible on a large class of transforms in the sense that was later to become popular.
functions. The inverse Laplace transform takes a func- He used an integral of the form
tion of a complex variable s (often frequency) and yields a
function of a real variable t (time). Given a simple mathe-
matical or functional description of an input or output to
xs (x) dx,
a system, the Laplace transform provides an alternative
functional description that often simplies the process of akin to a Mellin transform, to transform the whole of
analyzing the behavior of the system, or in synthesizing a a dierence equation, in order to look for solutions of
new system based on a set of specications.[1] So, for ex- the transformed equation. He then went on to apply the
ample, Laplace transformation from the time domain to Laplace transform in the same way and started to derive
the frequency domain transforms dierential equations some of its properties, beginning to appreciate its poteninto algebraic equations and convolution into multiplica- tial power.[6]
tion. It has many applications in the sciences and techLaplace also recognised that Joseph Fourier's method of
nology.
Fourier series for solving the diusion equation could
only apply to a limited region of space because those
solutions were periodic. In 1809, Laplace applied his
transform to nd solutions that diused indenitely in
1 History
space.[7]
The Laplace transform is named after mathematician and
astronomer Pierre-Simon Laplace, who used a similar
transform (now called the z-transform) in his work on 2 Formal denition
probability theory. The current widespread use of the
transform (mainly in engineering) came about soon af- The Laplace transform is a frequency-domain approach
ter World War II although it had been used in the 19th for continuous time signals irrespective of whether the
1

FORMAL DEFINITION

system is stable or unstable. The Laplace transform of


a function f(t), dened for all real numbers t 0, is the
[ sX ]
.
function F(s), which is a unilateral transform dened by L{f }(s) = E e

F (s) =

est f (t) dt

where s is a complex number frequency parameter


s = + i , with real numbers and .
Other notations for the Laplace transform include L{f}
or alternatively L{f(t)} instead of F.

By abuse of language, this is referred to as the Laplace


transform of the random variable X itself. Replacing s
by t gives the moment generating function of X. The
Laplace transform has applications throughout probability theory, including rst passage times of stochastic processes such as Markov chains, and renewal theory.
Of particular use is the ability to recover the cumulative
distribution function of a continuous random variable X
by means of the Laplace transform as follows[9]

The meaning of the integral depends on types of func{


}
}
{
tions of interest. A necessary condition for existence of
[ sX ]
1 1
1 1
F
(x)
=
L
E
e
(x)
=
L
L{f
}(s)
(x).
X
the integral is that f must be locally integrable on [0, ).
s
s
For locally integrable functions that decay at innity or
are of exponential type, the integral can be understood to
be a (proper) Lebesgue integral. However, for many ap- 2.2 Bilateral Laplace transform
plications it is necessary to regard it to be a conditionally
convergent improper integral at . Still more generally, Main article: Two-sided Laplace transform
the integral can be understood in a weak sense, and this
is dealt with below.
When one says the Laplace transform without qualiOne can dene the Laplace transform of a nite Borel cation, the unilateral or one-sided transform is normally
measure by the Lebesgue integral[8]
intended. The Laplace transform can be alternatively
dened as the bilateral Laplace transform or two-sided
Laplace transform by extending the limits of integration

to be the entire real axis. If that is done the common uniL{}(s) =


est d(t).
[0,)
lateral transform simply becomes a special case of the biAn important special case is where is a probability mea- lateral transform where the denition of the function besure or, even more specically, the Dirac delta function. ing transformed is multiplied by the Heaviside step funcIn operational calculus, the Laplace transform of a mea- tion.
sure is often treated as though the measure came from a The bilateral Laplace transform is dened as follows,
probability density function f. In that case, to avoid potential confusion, one often writes

B{f }(s) =
est f (t) dt.

L{f }(s) =
est f (t) dt,
0

where the lower limit of 0 is shorthand notation for

Main article: Inverse Laplace transform

lim

This limit emphasizes that any point mass located at 0


is entirely captured by the Laplace transform. Although
with the Lebesgue integral, it is not necessary to take such
a limit, it does appear more naturally in connection with
the LaplaceStieltjes transform.

2.1

2.3 Inverse Laplace transform

Probability theory

In pure and applied probability, the Laplace transform


is dened as an expected value. If X is a random variable with probability density function f, then the Laplace
transform of f is given by the expectation

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

est F (s) ds,


iT

sometimes called the strip of absolute convergence. The


Laplace transform is analytic in the region of absolute
convergence.
Similarly, the set of values for which F(s) converges (conditionally or absolutely) is known as the region of conditional convergence, or simply the region of convergence
(ROC). If the Laplace transform converges (conditionally) at s = s0 , then it automatically converges for all s with
Re(s) > Re(s0 ). Therefore, the region of convergence is a
half-plane of the form Re(s) > a, possibly including some
points of the boundary line Re(s) = a.

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.

There are several PaleyWiener theorems concerning the


relationship between the decay properties of f and the
If f is a locally integrable function (or more generally properties of the Laplace transform within the region of
a Borel measure locally of bounded variation), then the convergence.
Laplace transform F(s) of f converges provided that the
In engineering applications, a function corresponding to
limit
a linear time-invariant (LTI) system is stable if every
bounded input produces a bounded output. This is equiv R
alent to the absolute convergence of the Laplace transst
form of the impulse response function in the region Re(s)
lim
f (t)e
dt
R 0
0. As a result, LTI systems are stable provided the poles
of the Laplace transform of the impulse response function
exists.
have negative real part.
The Laplace transform converges absolutely if the inteThis ROC is used in knowing about the causality and stagral
bility of a system.



f (t)est dt

4 Properties and theorems

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),

4 PROPERTIES AND THEOREMS

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 .

The following Table is a list of properties of unilateral


Laplace transform:[12]
4.2
Initial value theorem:
f (0+ ) = lim sF (s).
s

Relation to moments

Main article: Moment generating function


The quantities

Final value theorem:


f () = lims0 sF (s) , if all poles of sF(s)
are in the left half-plane.
The nal value theorem is useful because it
gives the long-term behaviour without having
to perform partial fraction decompositions or
other dicult algebra. If F(s) has a pole in the
right-hand plane or poles on the imaginary axis
(e.g., if f (t) = et or f (t) = sin(t) ), the behaviour of this formula is undened.

4.1

Relation to power series

n =

tn f (t) dt

are the moments of the function f. If the rst n moments


of f converge absolutely, then by repeated dierentiation
under the integral,

(1)n (Lf )(n) (0) = n .


This is of special signicance in probability theory, where
the moments of a random variable X are given by the expectation values n = E[X n ] . Then, the relation holds

The Laplace transform can be viewed as a continuous


n
analogue of a power series. If a(n) is a discrete function = (1)n d E [esX ] (0).
n
dsn
of a positive integer n, then the power series associated
to a(n) is the series

4.3 Proof of the Laplace transform of a


functions derivative
a(n)xn

It is often convenient to use the dierentiation property of


the Laplace transform to nd the transform of a functions
where x is a real variable (see Z transform). Replacing
derivative. This can be derived from the basic expression
summation over n with integration over t, a continuous
for a Laplace transform as follows:
version of the power series becomes
n=0

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

est f (t) dt = s L{f (t)}.

parts) (by

4.5

Relationship to other transforms

The general result

then the LaplaceStieltjes transform of g and the Laplace


transform of f coincide. In general, the LaplaceStieltjes
transform
is the Laplace transform of the Stieltjes mea{
}
(n)
n
n1

(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

Evaluating improper integrals

Let L {f (t)} = F (s) , then (see the table above)


{
L

f (t)
t

F (p) dp,

f() = F{f (t)}

f (t) st
e
dt =
t

f (t)
dt =
t

F (p) dp.
s

F (p) dp.
0

provided that the interchange of limits can be justied.


Even when the interchange cannot be justied the calculation can be suggestive. For example, proceeding formally one has

= L{f (t)}|s=i = F (s)|s=i



=
eit f (t) dt .

Letting s 0, gives one the identity

The continuous Fourier transform is equivalent to evaluating the bilateral Laplace transform with imaginary argument s = i or s = 2,[15]

or

4.5.2 Fourier transform

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.

For example, the function f(t) = cos(0 t) has a Laplace


transform F(s) = s/(s2 + 0 2 ) whose ROC is Re(s) > 0.
As)s = i is a pole of F(s),
substituting s = i in F(s)
(
1
p
p does not yield
1 the
p2Fourier
+ a2 transform of f(t)u(t), which is
(cos(at) cos(bt)) dt =
2
dp = ln 2
= ln bln a.
2
Dirac
t
p2 + a2
p + bproportional
2 to the
p +
b2 0delta-function ( 0 ).
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+

holds under much weaker conditions. For instance, this


holds for the above example provided that the limit is understood as a weak limit of measures (see vague topol4.5.1 LaplaceStieltjes transform
ogy). General conditions relating the limit of the Laplace
transform of a function on the boundary to the Fourier
The (unilateral) LaplaceStieltjes transform of a function transform take the form of Paley-Wiener theorems.
g : R R is dened by the LebesgueStieltjes integral

4.5

Relationship to other transforms

{L g}(s) =

4.5.3 Mellin transform

est dg(t).

The function g is assumed to be of bounded variation. If


g is the antiderivative of f:

g(x) =

If in the Mellin transform

f (t) dt
0

The Mellin transform and its inverse are related to the


two-sided Laplace transform by a simple change of variables.

G(s) = M{g()} =
0

s g()

5 TABLE OF SELECTED LAPLACE TRANSFORMS

we set = et we get a two-sided Laplace transform.


4.5.4

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 )

is a special case of the Laplace transform for f an entire


function of exponential type, meaning that

n=0

be a sampling impulse train (also called a Dirac comb)


and
|f (z)| AeB|z|
def

xq (t) = x(t)T (t) = x(t)

(t nT )

n=0

x(nT )(t nT ) =

n=0

x[n](t nT )

n=0

be the sampled representation of the continuous-time x(t)

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 .

Since an ordinary Laplace transform can be written as a


special case of a two-sided transform, and since the twosided transform can be written as the sum of two onesided transforms, the theory of the Laplace-, Fourier-,
Mellin-, and Z-transforms are at bottom the same subject. However, a dierent point of view and dierent
characteristic problems are associated with each of these
four major integral transforms.

5 Table of selected Laplace transforms

n=0

The following table provides Laplace transforms for


This is the precise denition of the unilateral Z-transform
many common functions of a single variable.[16][17] For
of the discrete function x[n]
denitions and explanations, see the Explanatory Notes
at the end of the table.
X(z) =

x[n]z n

n=0

with the substitution of z esT .

Because the Laplace transform is a linear operator,


The Laplace transform of a sum is the sum of
Laplace transforms of each term.

L{f (t) + g(t)} = L{f (t)} + L{g(t)}

initial conditions on the circuit elements. For example, if


a capacitor has an initial voltage across it, or if the inductor has an initial current through it, the sources inserted
in the s-domain account for that.

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.

L{af (t)} = aL{f (t)}

7 Examples: How to apply the


properties and theorems

Using this linearity, and various trigonometric,


hyperbolic, and complex number (etc.) properties
and/or identities, some Laplace transforms can be
obtained from others quicker than by using the denition
directly.

The Laplace transform is used frequently in engineering


and physics; the output of a linear time-invariant system
can be calculated by convolving its unit impulse response
with the input signal. Performing this calculation in
Laplace space turns the convolution into a multiplication;
The unilateral Laplace transform takes as input a func- the latter being easier to solve because of its algebraic
tion whose time domain is the non-negative reals, which form. For more information, see control theory.
is why all of the time domain functions in the table below The Laplace transform can also be used to solve difare multiples of the Heaviside step function, u(t).
ferential equations and is used extensively in electrical
engineering.
The Laplace transform reduces a linear
The entries of the table that involve a time delay are redierential
equation
to an algebraic equation, which can
quired to be causal (meaning that > 0). A causal system
then
be
solved
by
the
formal rules of algebra. The origis a system where the impulse response h(t) is zero for all
inal
dierential
equation
can then be solved by applying
time t prior to t = 0. In general, the region of convergence
the
inverse
Laplace
transform.
The English electrical enfor causal systems is not the same as that of anticausal sysgineer
Oliver
Heaviside
rst
proposed
a similar scheme,
tems.
although without using the Laplace transform; and the resulting operational calculus is credited as the Heaviside
calculus.

s-domain equivalent circuits and


impedances

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

Next, we take the Laplace transform of both sides of the


equation:

)
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

EXAMPLES: HOW TO APPLY THE PROPERTIES AND THEOREMS

where

Solving for V(s) we have

(s) = L{N (t)}


N

V (s) =

and

The denition of the complex impedance Z (in ohms) is


the ratio of the complex voltage V divided by the complex
current I while holding the initial state V 0 at zero:

N0 = N (0).


V (s)
.
Z(s) =
I(s) V0 =0

Solving, we nd

(s) = N0 .
N
s+

Using this denition and the previous equation, we nd:

Finally, we take the inverse Laplace transform to nd the


general solution

N (t) = L

I(s) V0
+ .
sC
s

(s)} = L1
{N

N0
s+

Z(s) =

1
,
sC

which is the correct expression for the complex


impedance of a capacitor.

= N0 et ,
which is indeed the correct form for radioactive decay.

7.2

7.3 Example 3: Method of partial fraction


expansion

Example 2: Deriving the complex Consider a linear time-invariant system with transfer
function
impedance for a capacitor

In the theory of electrical circuits, the current ow in a


1
capacitor is proportional to the capacitance and rate of H(s) =
.
(s + )(s + )
change in the electrical potential (in SI units). Symbolically, this is expressed by the dierential equation
The impulse response is simply the inverse Laplace transform of this transfer function:
dv
i=C ,
dt
h(t) = L1 {H(s)}.
where C is the capacitance (in farads) of the capacitor,
i = i(t) is the electric current (in amperes) through the
To evaluate this inverse transform, we begin by expanding
capacitor as a function of time, and v = v(t) is the voltage
H(s) using the method of partial fraction expansion,
(in volts) across the terminals of the capacitor, also as a
function of time.
Taking the Laplace transform of this equation, we obtain

P
R
1
=
+
.
(s + )(s + )
s+ s+

I(s) = C(sV (s) V0 ),

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 .

By the residue theorem, the inverse Laplace transform


depends only upon the poles and their residues. To nd
the residue P, we multiply both sides of the equation by s
+ to get

R(s + )
1
=P+
.
s+
s+

7.6

Example 5: Phase delay

Then by letting s = , the contribution from R vanishes


and all that is left is
X(s) =

1
1
P =
=
.
s + s=

s+
,
(s + )2 + 2

we nd the inverse transform by rst adding and subtracting the same constant to the numerator:

Similarly, the residue R is given by

R=

X(s) =


1
1
=
.
s + s=

s+

+
.
2
2
(s + ) +
(s + )2 + 2

By the shift-in-frequency property, we have

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 ,

which is the impulse response of the system.

7.4

{
{

s
+ 2
s2 + 2
s + 2
s
+
s2 + 2

[
{
= et L1

s
s2 + 2

(
+

}
)(

s2 + 2

L1

)}

s2 + 2

Finally, using the Laplace transforms for sine and cosine


(see the table, above), we have
[
(
)
]

x(t) = e
cos (t)u(t) +
sin (t)u(t) .

[
(
)
]

t
x(t) = e
cos (t) +
sin (t) u(t).

7.6 Example 5: Phase delay


Starting with the Laplace transform,

Example 3.2: Convolution

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) =

We are now able to take the inverse Laplace transform of


}
{
}
t
our terms: eat ebt
1
1
L1
= eat ebt =
eax eb(tx) dx =
.
s+a
s+b
ba
0
{
}
{
}
s

1
x(t) = sin()L1
+
cos()L
Example 4: Mixing sines, cosines, and
s2 + 2
s2 + 2

exponentials
Starting with the Laplace transform

= sin() cos(t) + sin(t) cos().


This is just the sine of the sum of the arguments, yielding:

}]
.

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

[1] Korn & Korn 1967, 8.1


[2] Euler 1744, Euler 1753, Euler 1769

}
= cos (t + ).

Example 6: Determining structure of


astronomical object from spectrum

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.

[3] Lagrange 1773


[4] Grattan-Guinness 1997, p. 260
[5] Grattan-Guinness 1997, p. 261
[6] Grattan-Guinness 1997, pp. 261262
[7] Grattan-Guinness 1997, pp. 262266
[8] Feller 1971, XIII.1
[9] The cumulative distribution function is the integral of the
probability density function.
[10] Widder 1941, Chapter II, 1
[11] Widder 1941, Chapter VI, 2
[12] Korn & Korn 1967, pp. 226227
[13] Bracewell 2000, Table 14.1, p. 385
[14] Feller 1971, p. 432
[15] Takacs 1953, p. 93

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

Euler, L. (1744), De constructione aequationum


[The Construction of Equations], Opera omnia, 1st
series (in Latin) 22: 150161
Euler, L. (1753), Methodus aequationes dierentiales [A Method for Solving Dierential Equations], Opera omnia, 1st series (in Latin) 22: 181
213
Euler, L. (1992) [1769], Institutiones calculi integralis, Volume 2 [Institutions of Integral Calculus], Opera omnia, 1st series (in Latin) (Basel:
Birkhuser) 12, ISBN 978-3764314743, Chapters
35

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

Hazewinkel, Michiel, ed. (2001), Laplace transform, Encyclopedia of Mathematics, Springer,


ISBN 978-1-55608-010-4

Grattan-Guinness, I (1997), Laplaces integral solutions to partial dierential equations, in Gillispie,


C. C., Pierre Simon Laplace 17491827: A Life
in Exact Science, Princeton: Princeton University
Press, ISBN 0-691-01185-0

Online Computation of the transform or inverse


transform, wims.unice.fr

Lagrange, J. L. (1773), Mmoire sur l'utilit de la


mthode, uvres de Lagrange 2, pp. 171234

Weisstein, Eric
MathWorld.

Tables of Integral Transforms at EqWorld: The


World of Mathematical Equations.
W.,

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

13
13.1

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