1

1.1

Laplace transform
Denitions

Given a rather nice function f (x); its Laplace transform is a function of a variable s:It is dened as the integral
Z 1
f (x)e sx dx:
0

The " 0 " indicates a limit:

Z 1
f (x)e

sx

dx =

lim

"!0;">0

f (x)e

sx

dx:

"

The only purpose of "0 " is to ensure impulse functions in x = 0 to be included

in the integral.
The variable s is a complex variable. Note that je sx j = je (Re s+i Im s)x j =
Re sx
e
; so if Re s is positive and large, e Re sx ! 0 rapidly as x ! 1: So then
this factor helps in making the integral convergent.
The function f (x) is a "rather nice function" if the integral converges. By
taking Re s large enough, this means that f (x) must increase at most as an
exponential function. This means that there are constants a and b so that
jf (x)j aebx :

1.2

The step function and causal functions

Since the interval of integration is [0; 1] for the Laplace transform, the Heaviside
step function H(x) is of particular relevance:
1 if x > 0
:
0 if x < 0

H(x) =
1

3
2
1

-5

-4

-3

-2

-1

-1
-2
-3

The Heaviside step function H(x).

1

Since 12 = 1 and 02 = 0; we have H(x)2 = H(x): It is a very simple function,

and an important discontinuous function. With H(x) we can alternatively write
the Laplace transform as and integral from 1 to 1:
Z 1
H(x)f (x)e sx dx;
1

because for x < 0 the factor H(x) in the integrand makes it nothing but zero.
In general, if we have a function f (x) and want to make all values zero for x < 0;
but it is to be unchanged for x > 0; then this function is H(x)f (x):
What can we say about f (x) and g(x) if F (s) = G(s)? Well, nothing for
x < 0: The functions e x ; e jxj and H(x)e x are dierent,

-3

-2

-1

-1

-3

-2

-1

1
-1

jxj

-3

-2

-1

1
-1

H(x)e

1
but have exactly the same Laplace transform s+1
. Negative values of x does
not matter. They are not part of the interval of integration in the denition of
the Laplace transform.
So F (s) = G(s) says nothing for a relation between f (x) and g(x) for x < 0:
For x > 0 we have
Z 1
(f (x) g(x))e sx dx = 0
0

for all s: From this it follows that f (x) = g(x) except for points which has
measure zero (for example a nite set of points).
It is also possible to show that it is possible to interchange integration and
Laplace transform, since the Laplace transform also is an integration:
Z 1
Z 1 Z 1
L[f (x; u)]du =
(
f (x; u)e sx dx)du =
0
Z 1Z 1 0
Z 10
sx
(
f (x; u)du)e
dx = L[
f (x; u)du]
0

if f is nice.
Example 1 Show that

by Laplace transform.

1
sin xudu = ;
u
2

Here we may start with

L[sin ux] =

s2

u
;
+ u2

so

sin ux
1
:
]= 2
u
s + u2
Integrating both sides gives now
Z 1
Z 1
sin ux
1
1
u
L[
du = [arctan ]1
du] =
= :
2 + u2
u
s
s
s 0
2s
0
0
L[

But we know that

L[1] =
so by linearity L[ 2 ] =
Answer:

2s ;

1
;
s

and we have
Z 1
sin ux
du = :
u
2
0

Many basic transforms and transformation rules can for

R 1the Laplace transform can be calculated from the dening integral F (s) = 0 f (x)e sx dx, similarly to what is described in the text on Fourier transform.

1.3

Inverse transformation by residues

To nd f (x) when F (s) is given is called inverse transformation. It can be

denoted by L 1 ; so we can also write
L[f (x)] = F (s)
as
L

[F (s)] = f (x):

The inversion formula for the Laplace transform turns out to be a complex
integral:
Z
1
f (x) =
F (s)esx ds:
2 i C
where C is a straight line z(t) = x0 + it, t : 1 ! 1 parallel to the imaginary
axis so that all singularities of F (s) is to the left of x0 : Hence, if s is a singularity
of F (s); then Re s < x0 : Then we can calculate the inverse by replacing the
straight line by a half circle including all singularities, and then by small circles
around all poles. By the Cauchy residue theorem this gives
X
f (x) =
Res(F (s)esx ; sk )
sk

where the sum is taken over all singularities of F (s) (since esx contributes with
no singularities). We can check this by calculating the inverse transform of
s2
Here we have poles in

2i only, so we have

f (x)

1
e
4i

2ix

1
1
esx ; 2i) + Res( 2
esx ; 2i)
s2 + 4
s +4
1
1
[ esx ]s=2i + [ esx ]s= 2i
2s
2s
1
sin 2x;
2

= Res(
=

1 2ix
e
4i

1
:
+4

which is an alternative to the method of inverse transformation by the table of

transform pairs. By Laplace residues it is for example possible to calculate the
inverse transformation of
1
s4 + 1
with some eort.

1.4

Transform of dierential equations

We can sometimes calculate Laplace transforms by transforming the dierential

equation. For a specic integer n, the Bessel function Jn (x) fulls the Bessel
equation
x2 y 00 + xy 0 + (x2 n2 )y = 0:
So, J0 (x) fulls

xy 00 + y 0 + xy = 0:

Let us Laplace transform this equation. We get

L[xy 00 ]

=
=

d
d 2
L[y 00 ] =
(s Y (s)
ds
ds
2sY s2 Y 0 + y(0):

sy(0)

The Bessel equation for n = 0 then becomes

2sY

s2 Y 0 + y(0) + sY + Y 0

i.e.
(s2 + 1)Y 0 + sY = 0:
This equation is separable, and gives
Y (s) = p

A
+1

s2

y(0) = 0;

y 0 (0))

where
A is an integration constant. It can be determined with the condition
R1
J
(x)dx
= 1 and the Laplace relation
0
0
p

A
=
s2 + 1

J0 (x)e

sx

dx

in the case s = 0: This gives A = 1:

So,
L[J0 (x)] = p

1
:
+1

s2

Although J0 (x) cannot be written in a nite number or terms of elementary

functions, its Laplace transform is simple.

1.5

Special substitutions

We can sometimes nd the Laplace transform by a simple substitution in the

integral. This works in the case p1x ; were we have
Z

1
p e
x

sx

dx
dx = flet x = t2 ; p = dtg
2 x
Z 1
p
p
2
=
e st 2dt = flet y = st; dt = sdtg
0
p
Z 1
2
2
= p
e y dy = p ;
s 0
s

by the famous integral

R1

y2

dy =

:Hence:

p
1
L[ p ] = p :
x
s