Laplace Transform
Laplace Transform
Laplace Transform
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
f (t)est dt,
(1)
y(t)est dt =
f (t)est dt
implies
or
implies
y(t) = f (t),
y(t) = f (t).
247
R
0
R
0
= 1/s
(t)est dt =
=
0
R
0
(t2 )est dt
=
=
=
R
0
(1)est dt
Use
d
st )dt
0 ds (te
d R
st dt
ds
0 (t)e
d
(1/s2 )
ds
2/s3
1
s
d
ds F (t, s)dt
d
ds
F (t, s)dt.
Differentiate.
(1)est dt =
Assumed s > 0.
d
(1/s)
ds
1/s2
d
(est )dt
ds
d
= ds
=
R
t=
R
0
R
0
(t)est dt =
1
s2
In summary, L(tn ) =
R
0
n!
(t2 )est dt =
2
s3
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
Multiply y 0 = 1 by est .
Integrate t = 0 to t = .
R
0
st dt = est dt
0 y (t)e
0
R 0
st dt = 1/s
y
(t)e
0
R
s 0 y(t)est dt y(0) = 1/s
R
st dt = 1/s2
0 y(t)e
R
R
st dt = (t)est dt
0 y(t)e
0
y(t) = t
Use Table 1.
Integrate by parts on the left.
Use y(0) = 0 and divide.
Use Table 1.
Apply Lerchs cancellation law.
248
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 )
y(t) = 1 + 5t t
249
s2 L(y(t)) = L(10)
10
L(y(t)) = 3
s
L(y(t)) = L(5t2 )
y(t) = 5t2
est f (t) dt
is known to exist in the sense of the improper integral definition1
g(t)dt = lim
N 0
g(t)dt
f (t)
=0
t eat
lim
250
Laplace Transform
(4)
f1 (t)
..
f (t) =
.
fn (t)
t0
< t < t1 ,
..
.
cos t
t
f (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
f (t)est M et est = g(t).
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))|
R
0
g(t)dt =
251
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
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 276.
Exercises 7.1
PN
Solve the given 18. f (t) =
n=1 cn sin(nt), for any
choice of the constants c1 , . . . , cN .
initial value problem using Laplaces
method.
Existence of transforms. Let f (t) =
1. y 0 = 2, y(0) = 0.
2
2
tet sin(et ). Establish these results.
2. y 0 = 1, y(0) = 0.
19. The function f (t) is not of expo-
Laplace method.
nential order.
3. y 0 = 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
00
h0+
.
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!
252
Laplace Transform
R
0
(tn )est dt =
(eat )est dt =
n!
1
sa
(cos bt)est dt =
s1+n
L(eat ) =
s
+ b2
R
b
st
dt = 2
0 (sin bt)e
s + b2
R
n!
L(tn ) =
s1+n
1
sa
s
+ b2
b
L(sin bt) = 2
s + b2
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) =
253
3t
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:
1
1
1 2
s
+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) =
The formula for f (t):
1 1 t < 2,
1
5
3
t
<
4,
f (t) =
=
0
0 otherwise
1 a t < b,
0 otherwise.
1 t < 2,
+5
otherwise
1
0
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))
Linearity.
Substitute for f1 .
254
Laplace Transform
es e2s
+ 5L(f2 (t))
s
es e2s + 5e3s 5e4s
=
s
P
N
L(f (t)) = L
(t
n)
n=1
PN
= n=1 L((t n))
P
ns
= N
n=1 e
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)) =
ceP s
c
.
P s2 s seP s
4P
255
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) =
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.
256
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 Inverse Laplace transform. Solve
L(f (t)) using the basic Laplace table the given equation for the function
and the linearity properties of the f (t). Use the basic table and linearity
transform. Do not use the direct properties of the Laplace transform.
Laplace transform!
21. L(f (t)) = s2
1. L(2t)
22. L(f (t)) = 4s2
2. L(4t)
23. L(f (t)) = 1/s + 2/s2 + 3/s3
2
3. L(1 + 2t + t )
24. L(f (t)) = 1/s3 + 1/s
2
4. L(t 3t + 10)
25. L(f (t)) = 2/(s2 + 4)
5. L(sin 2t)
26. L(f (t)) = s/(s2 + 4)
6. L(cos 2t)
27. L(f (t)) = 1/(s 3)
7. L(e2t )
28. L(f (t)) = 1/(s + 3)
8. L(e2t )
29. L(f (t)) = 1/s + s/(s2 + 4)
9. L(t + sin 2t)
30. L(f (t)) = 2/s 2/(s2 + 4)
10. L(t cos 2t)
31. L(f (t)) = 1/s + 1/(s 3)
11. L(t + e2t )
32. L(f (t)) = 1/s 3/(s 2)
12. L(t 3e2t )
33. L(f (t)) = (2 + s)2 /s3
13. L((t + 1)2 )
34. L(f (t)) = (s + 1)/s2
14. L((t + 2)2 )
35. L(f (t)) = s(1/s2 + 2/s3 )
15. L(t(t + 1))
36. L(f (t)) = (s + 1)(s 1)/s3
16. L((t + 1)(t + 2))
P10
37. L(f (t)) = n=0 n!/s1+n
P10 n
17. L( n=0 t /n!)
P10
38. L(f (t)) = n=0 n!/s2+n
P10 n+1
18. L( n=0 t
/n!)
P10
n
39. L(f (t)) = n=1 2
P10
s + n2
19. L( n=1 sin nt)
P10
s
P10
40. L(f (t)) = n=0 2
20. L( n=0 cos nt)
s + n2
257
Linearity.
Linearity.
1
L
g(x)dx = L(g(t))
s
d
L(tf (t)) = L(f (t))
ds
R
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
258
Laplace Transform
2
.
(s 5)3
d
L(t e ) =
L(e5t )
ds
1
2 d d
= (1)
ds ds s 5
d
1
=
ds (s 5)2
2
=
(s 5)3
2 5t
ds
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:
L(t2 e3t ) = L(t2 )ss(3)
2
=
2+1
s
ss(3)
=
2
(s + 3)3
Identity verified.
es
.
s2 + 1
=e
= es
L(sin(t + )) Substitute a = .
L( sin t)
1
s2 + 1
259
s2 a 2
(s2 + a2 )2
Use s-differentiation.
Basic Laplace table.
Calculus quotient rule.
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.
(s a)2 b2
((s a)2 + b2 )2
260
Laplace Transform
s
2
s a2
a
(b) L(sinh at) = 2
s a2
(s2
2s
for f (t).
+ 1)2
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
261
S+1
S2 + 1
1
S
+
= 2
S + 1 S2 + 1
= L(cos t) + L(sin t)|sS=s+1
=
= L(e
f (t) = e
cos t) + L(e
cos t + e
sin t)
sin t
Substitute S for s + 1.
Split into Laplace table entries.
Basic Laplace table.
First shift rule.
Invoke Lerchs cancellation law.
(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
J2 =
2/
/
.
s2 + 2
s2 + 2
Then
J1 =
(es/ + 1)
,
s2 + 2
J2 =
(e2s/ + es/ )
,
s2 + 2
262
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
cosh(s/(2))
= 2
+
2
s +
s2 + 2
(1 + cosh(s/(2))
= 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
= e L(e
f (t) = e
3t
cos(t 3)H(t 3)
s2
263
Regroup factor e3S .
Second shifting rule.
First shifting rule.
Lerchs cancellation law.
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
5 2
S
+
= 2
S + 4 2 S2 + 4
s
5 2
= 2
+
s + 4 2 s2 + 4
L(f (t)) =
Replace s + 2 by S.
Split into table entries.
Prepare for shifting rule.
sS=s+2
= L(cos 2t) + 25 L(sin 2t)sS=s+2
= L(e
f (t) = e
2t
2t
(cos 2t +
(cos 2t +
5
2
5
2
sin 2t))
sin 2t)
264
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)
B+Cs
A
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
Ap
Bq + Cq (s q )
a0 + a1 s + + an sn
=
+
.
m
b0 + b1 s + + bm s
s sp q=1 (s q )2 + q2
p=1
265
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
266
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
267
1
0
for x 0,
for x < 0.
H(t a) H(t b) =
1 a t < b,
0 t < a, t b.
n=0
268
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
h
h
H(t t0 + h) H(t t0 h)
dt = 5,
2h
Momentum is defined to be mass times velocity. RIf the force f is given by Newtons
b
d
(mv(t)) and v(t) is velocity, then a f (t)dt = mv(b) mv(a) is the
law as f (t) = dt
net momentum or impulse.
269
c
(H(t t0 h) H(t t0 + h))est dt
2h
0
Z t0 +h
c st
=
e dt
t0 h 2h
!
sh esh
e
= cest0
2sh
L(f (t)) =
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.
270
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
L(t) and hence L(t2 ) = 2/s3 .
This idea can be repeated to give L(t2 ) = ds
d
n
n1
The pattern is L(t ) = ds L(t
) which gives L(tn ) = n!/s1+n .
= 1/(s a)
as follows.
Direct Laplace transform.
Use eA eB = eA+B .
Substitute S = s a.
Back-substitute S = s a.
Use will be made of Eulers formula ei = cos + i sin , usually first introduced
271
Integrate t = 0 to t = . Use
properties of integrals.
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
1
= L(cos bt) + iL(sin bt)
s ib
s + ib
= L(cos bt) + iL(sin bt)
s2 + b 2
s
= L(cos bt)
s2 + b 2
b
= L(sin bt)
2
s + b2
=
=
=
R
0
R
a
(1)est dt
s(x+a)
dx
0 (1)e
R
as
sx
e
(1)e
dx
0
as
=e
(1/s)
The definition of the delta function is a formal one, in which every occurrence of
(t a)dt under an integrand is replaced by dH(t a). The differential symbol
dH(t a) is taken in the sense of the Riemann-Stieltjes integral. This integral
is defined in [?] for monotonic integrators (x) as the limit
Z
f (x)d(x) = lim
N
X
n=1
The steps in computing the Laplace integral of the delta function appear below.
Admittedly, the proof requires advanced calculus skills and a certain level of
mathematical maturity. The reward is a fuller understanding of the Dirac
symbol (x).
R
L((t a)) = 0 est (t a)dt
Laplace integral, a > 0 assumed.
R st
= 0 e dH(t a)
Replace (t a)dt by dH(t a).
R M st
= limM 0 e dH(t a) Definition of improper integral.
272
Laplace Transform
= esa
Explained below.
To explain the last step, apply the definition of the Riemann-Stieltjes integral:
Z
N
1
X
n=0
R1
273
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 ) =
R0
0
t est dt
(u/s) eu du/s
274
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 ) =
275
R
t
0
1
g(x) dx = L(g(t)).
s
L(tf (t)) =
RP
0
f (t)est dt
.
1 eP s
Z
f (x)g(t x)dx .
276
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.
a
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
0 g(x)dx. Then f is of
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.
277
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,
Q(s, h) L((t)f (t)) =
f (t)
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
st
Q(s, h) L((t)f (t)) =
f (t)e
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.
278
Laplace Transform
=
=
=
=e
= RHS
L(f (t))
Direct transform.
Apply (a).
= RHS
RP
0
RP
0
RP
f (x)esx dx
f (x)esx dx
f (x)esx dx
1 eP s
= RHS
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 < },
279
Direct transform.
Apply identity (2).
Fubinis theorem applied.
Descriptions D and D are the same.
Fubinis theorem applied.
Then
R
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.
280
Laplace Transform
s2
,
+ 2
and the listener must know that this expression is the Laplace transform
of the t-expression sin t. Hence the RLC-circuit is driven by a sinusoindal input of natural frequency . During the modeling discourse, it
could be that the output is
X(s) =
10
1
.
+ 2
s + 1 s + 2