laplaceTableProofs PDF
laplaceTableProofs PDF
laplaceTableProofs PDF
n
n! e−as
• L(t ) = • L(floor(t/a)) =
s1+n s(1 − e−as)
1
• L(eat) = 1
s−a • L(sqw(t/a)) = tanh(as/2)
s s
• L(cos bt) = 1
s2 + b2 • L(a trw(t/a)) = tanh(as/2)
b s2
• L(sin bt) = Γ(1 + α)
s2 + b2 • L(tα) =
e−as s1+α
• L(H(t − a)) = r
s π
−as • L(t−1/2) =
• L(δ(t − a)) = e s
Proof of L(tn ) = n!/s1+n
Slide 1 of 3
The first step is to evaluate L(f (t)) for f (t) = t0 [n = 0 case]. The function t0 is
written as 1, but Laplace theory conventions require f (t) = 0 for t < 0, therefore f (t)
is technically the unit step function.
R∞
L(1) = 0
(1)e−stdt Laplace integral of f (t) = 1.
t=∞
= −(1/s)e−st|t=0 Evaluate the integral.
= 1/s Assumed s > 0 to evaluate limt→∞ e−st .
Proof of L(tn ) = n!/s1+n
Slide 2 of 3
The value of L(f (t)) for f (t) = t can be obtained by s-differentiation of the relation
L(1) = 1/s, as follows. Technically, f (t) = 0 for t < 0, then f (t) is called the
ramp function.
d d
R∞
ds
L(1) = ds 0 (1)e−stdt Laplace integral for f (t) = 1.
R ∞ d −st d
Rb R b dF
= 0 ds (e ) dt Used ds a
F dt = a ds
dt.
R∞
= 0 (−t)e−stdt Calculus rule (eu )0 = u e . 0 u
d
The pattern is L(tn ) = − ds L(tn−1), which implies the formula
n!
L(tn) = .
s1+n
R∞
L(H(t − a)) = 0
H(t − a)e−stdt Direct Laplace transform. As-
sume a ≥ 0.
R∞
= a
(1)e−stdt Because H(t − a) = 0 for
0 ≤ t < a.
R∞
= (1)e−s(x+a)dx
0
Change variables t = x + a.
R∞
−as
=e 0
(1)e−sxdx Constant e−as moves outside
integral.
= e−as(1/s) Apply L(1) = 1/s.
Proof of L(δ(t − a)) = e−as
Slide 1 of 3
The definition of the delta function is a formal one, in which every occurrence of symbol
δ(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 Rudin’s Real analysis for monotonic integrators α(x) as the limit
Z b N
X
f (x)dα(x) = lim f (xn)(α(xn) − α(xn−1))
a N →∞
n=1
= 0
e−stdt − 1
e−stdt Use sqw(x) = 1 on 0 ≤ x <
1 and sqw(x) = −1 on 1 ≤
x < 2.
1 1
= (1 − e ) + (e−2s − e−s)
−s
Evaluate each integral.
s s
1
= (1 − e−s)2 Collect terms.
s
1
Proof of L(sqw(t/a)) = tanh(as/2)
s
Slide 2 of 3 – Compute L(sqw(t))
R2
0
sqw(t)e−st dt
L(sqw(t)) = Periodic function formula.
1 − e−2s
1 1
= (1 − e−s)2 . Use the computation of P above.
s 1− e−2s
1 1 − e−s
= . Factor
s 1 + e−s 1 − e−2s = (1 − e−s)(1 + e−s).
1 es/2 − e−s/2
= . Multiply the fraction by es/2 /es/2 .
s es/2+ e−s/2
1 sinh(s/2)
= . Use sinh u = (eu − e−u )/2,
s cosh(s/2) cosh u = (eu + e−u)/2.
1
= tanh(s/2). Use tanh u = sinh u/ cosh u.
s
1
Proof of L(sqw(t/a)) = tanh(as/2)
s
Slide 3 of 3
To complete the computation of L(sqw(t/a)), a change of variables is made:
R∞
L(sqw(t/a)) = sqw(t/a)e−st dt Direct transform.
R0∞
= 0
sqw(r)e−asr (a)dr Change variables r =
t/a.
a
= tanh(as/2) See L(sqw(t)) above.
as
1
= tanh(as/2)
s
1
Proof of L(a trw(t/a)) = tanh(as/2)
s2
Rt
The triangular wave is defined by trw(t) = 0 sqw(x)dx.
f (0) + L(f 0(t))
L(a trw(t/a)) = Let f (t) = a trw(t/a). Use
s L(f 0(t)) = sL(f (t)) − f (0).
1
= L(sqw(t/a)) Use f (0) = 0, then use
s R t/a
(a 0 sqw(x)dx)0 = sqw(t/a).
1
= tanh(as/2) Table entry for sqw.
s2
Γ(1 + α)
Proof of L(tα ) =
s1+α
R∞
L(tα) = 0
tαe−stdt Definition of Laplace integral.
R∞
= 0
(u/s)αe−udu/s Change variables u = st, du = sdt.
1 R∞
= 0
uαe−udu Because s=constant for u-integration.
s1+α
1 R∞
= 1+α
Γ(1 + α). Because Γ(x) ≡ 0
ux−1e−udu.
s
Gamma Function
The generalized factorial function Γ(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,
α! means Γ(1 + α). For more details about the Gamma function, see Abramowitz and
Stegun or maple documentation.
r
−1/2
π
Proof of L(t )=
s
Γ(1 + (−1/2))
L(t−1/2) = Apply the previous formula.
√ s1−1/2
π √
= √ Use Γ(1/2) = π.
s