Laplace transform

"ℒ" 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 (/ləˈplɑːs/). 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 differential 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 Joseph Louis Lagrange was an admirer of Euler and, in
is a complex function of a real variable (frequency), the his work on integrating probability density functions, in-
Laplace transform of a function is a complex function of vestigated expressions of the form
a complex variable. Laplace transforms are usually re-
stricted to functions of t with t > 0. A consequence of ∫
this restriction is that the Laplace transform of a func- X(x)e−ax ax dx,
tion is a holomorphic function of the variable s. Un-
like the Fourier transform, the Laplace transform of a which some modern historians have interpreted within
distribution is generally a well-behaved function. Also modern Laplace transform theory.[3][4]
techniques of complex variables can be used directly to
study Laplace transforms. As a holomorphic function, These types of integrals seem first to have attracted
the Laplace transform has a power series representation. Laplace’s attention in 1782 where he was following in the
This power series expresses a function as a linear super- spirit of Euler in using the integrals themselves as solu-
position of moments of the function. This perspective has tions of equations.[5] However, in 1785, Laplace took the
applications in probability theory. 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 ϕ(x) dx,
a system, the Laplace transform provides an alternative
functional description that often simplifies the process of akin to a Mellin transform, to transform the whole of
analyzing the behavior of the system, or in synthesizing a a difference equation, in order to look for solutions of
new system based on a set of specifications.[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 differential equations some of its properties, beginning to appreciate its poten-
into algebraic equations and convolution into multiplica- tial power.[6]
tion. It has many applications in the sciences and tech-
nology. Laplace also recognised that Joseph Fourier's method of
Fourier series for solving the diffusion equation could
only apply to a limited region of space because those
solutions were periodic. In 1809, Laplace applied his
1 History transform to find solutions that diffused indefinitely in
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 definition
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
2 2 FORMAL DEFINITION

system is stable or unstable. The Laplace transform of

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

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

∫ ∞ transform of the random variable X itself. Replacing s
F (s) = e−st f (t) dt by −t gives the moment generating function of X. The
0
Laplace transform has applications throughout probabil-
where s is a complex number frequency parameter ity theory, including first passage times of stochastic pro-
cesses such as Markov chains, and renewal theory.
s = σ + iω , with real numbers σ and ω.
Of particular use is the ability to recover the cumulative
Other notations for the Laplace transform include L{f} distribution function of a continuous random variable X
or alternatively L{f(t)} instead of F. 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 { } { }
−1 1
[ −sX ] −1 1
the integral is that f must be locally integrable on [0, ∞). F X (x) = L E e (x) = L L{f }(s) (x).
s s
For locally integrable functions that decay at infinity 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 qualifi-
One can define the Laplace transform of a finite Borel cation, the unilateral or one-sided transform is normally
measure μ by the Lebesgue integral[8] intended. The Laplace transform can be alternatively
defined as the bilateral Laplace transform or two-sided
∫ Laplace transform by extending the limits of integration
L{µ}(s) = e−st dµ(t). to be the entire real axis. If that is done the common uni-
[0,∞) lateral transform simply becomes a special case of the bi-
An important special case is where μ is a probability mea- lateral transform where the definition of the function be-
sure or, even more specifically, the Dirac delta function. ing transformed is multiplied by the Heaviside step func-
In 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 defined as follows,
probability density function f. In that case, to avoid po-
tential confusion, one often writes
∫ ∞
B{f }(s) = e−st f (t) dt.
∫ ∞ −∞
L{f }(s) = e−st f (t) dt,
0−

where the lower limit of 0− is shorthand notation for
∫ ∞
lim .
ε↓0 −ε
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 Laplace–Stieltjes transform.
2.1 Probability theory
In pure and applied probability, the Laplace transform
is defined as an expected value. If X is a random vari-
able with probability density function f, then the Laplace
transform of f is given by the expectation
2.3 Inverse Laplace transform
Main article: Inverse Laplace transform
Two integrable functions have the same Laplace trans-
form only if they differ 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 map-
ping 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 contin-
uous functions, the space L∞ (0, ∞), or more generally
tempered functions (that is, functions of at worst polyno-
mial growth) on (0, ∞). The Laplace transform is also
defined and injective for suitable spaces of tempered dis-
tributions.
 3

In these cases, the image of the Laplace transform lives in sometimes called the strip of absolute convergence. The
a space of analytic functions in the region of convergence. Laplace transform is analytic in the region of absolute
The inverse Laplace transform is given by the following convergence.
complex integral, which is known by various names (the Similarly, the set of values for which F(s) converges (con-
Bromwich integral, the Fourier–Mellin integral, and ditionally or absolutely) is known as the region of condi-
Mellin’s inverse formula): tional convergence, or simply the region of convergence
(ROC). If the Laplace transform converges (condition-
∫ γ+iT
ally) at s = s0 , then it automatically converges for all s with
1 Re(s) > Re(s0 ). Therefore, the region of convergence is a
f (t) = L−1 {F }(t) = lim est F (s) ds,
2πi T →∞ γ−iT half-plane of the form Re(s) > a, possibly including some
points of the boundary line Re(s) = a.
where γ is a real number so that the contour path of inte-
gration 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 Post’s inversion formula. The limit here is interpreted as the integral
in the weak-* topology.
In practice, it is typically more convenient to decompose ∫ ∞ ∫ u
a Laplace transform into known transforms of functions F (s) = (s−s0 ) e−(s−s0 )t β(t) dt, β(u) = e−s0 t f (t) dt.
obtained from a table, and construct the inverse by in- 0 0

spection. That is, in the region of convergence F(s) can effectively

be expressed as the absolutely convergent Laplace trans-
form of some other function. In particular, it is analytic.
3 Region of convergence There are several Paley–Wiener 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 trans-
−st 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
exists. of the Laplace transform of the impulse response function
have negative real part.
The Laplace transform converges absolutely if the inte-
gral This ROC is used in knowing about the causality and sta-
bility of a system.

∫ ∞  
f (t)e−st  dt
0 4 Properties and theorems
exists (as a proper Lebesgue integral). The Laplace trans-
The 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.
ter sense. The most significant advantage is that differentiation and
integration become multiplication and division, respec-
The set of values for which F(s) converges absolutely is tively, by s (similarly to logarithms changing multiplica-
either 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
a is known as the abscissa of absolute convergence, and known as operator variable −1
in the L domain: either
[10]
depends on the growth behavior of f(t). Analogously, derivative operator or (for s ) integration operator. The
the two-sided transform converges absolutely in a strip transform turns integral equations and differential equa-
of the form a < Re(s) < b, and possibly including the tions to polynomial equations, which are much easier to
lines Re(s) = a or Re(s) = b. [11]
The subset of values of solve. Once solved, use of the inverse Laplace transform
s for which the Laplace transform converges absolutely reverts to the time domain.
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 4 PROPERTIES AND THEOREMS

In other words, the Laplace transform is a continuous ana-

log of a power series in which the discrete parameter n is
f (t) = L−1 {F (s)},
replaced by the continuous parameter t, and x is replaced
g(t) = L−1 {G(s)}, by e−s .
The following Table is a list of properties of unilateral
Laplace transform:[12] 4.2 Relation to moments
• Initial value theorem: Main article: Moment generating function

f (0+ ) = lim sF (s).

s→∞ The quantities

• Final value theorem:

∫ ∞

f (∞) = lims→0 sF (s) , if all poles of sF(s) µn = tn f (t) dt

0
are in the left half-plane.
are the moments of the function f. If the first n moments
The final value theorem is useful because it
of f converge absolutely, then by repeated differentiation
gives the long-term behaviour without having
under the integral,
to perform partial fraction decompositions or
other difficult 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 be- (−1)n (Lf )(n) (0) = µn .
haviour of this formula is undefined.
This is of special significance in probability theory, where
the moments of a random variable X are given by the ex-
4.1 Relation to power series pectation values µn = E[X n ] . Then, the relation holds

The Laplace transform can be viewed as a continuous

analogue of a power series. If a(n) is a discrete function µ = (−1)n d E [e−sX ] (0).
n
n
of a positive integer n, then the power series associated dsn
to a(n) is the series
4.3 Proof of the Laplace transform of a
∞
∑ function’s derivative
a(n)xn
n=0 It is often convenient to use the differentiation property of
the Laplace transform to find the transform of a function’s
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

∫ ∫ ∞
∞
f (t)x dtt L {f (t)} = e−st f (t) dt
0−
0 [ ]∞ ∫ ∞ −st
f (t)e−st e
where the discrete function a(n) is replaced by the con- = − f ′ (t) dt parts) (by
−s 0− 0− −s
tinuous one f(t). (See Mellin transform below.) [ ]
f (0− ) 1
Changing the base of the power from x to e gives = − + L {f ′ (t)} ,
−s s

∫ ∞ yielding
( )t
f (t) eln x dt
0

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
−s = ln x gives just the Laplace transform: and in the bilateral case,

∫ ∞ ∫ ∞
′
f (t)e −st
dt L {f (t)} = s e−st f (t) dt = s · L{f (t)}.
0 −∞
4.5 Relationship to other transforms 5

The general result then the Laplace–Stieltjes transform of g and the Laplace
transform of f coincide. In general, the Laplace–Stieltjes
{ } transform is the Laplace transform of the Stieltjes mea-
− (n−1) −sure associated to g. So in practice, the only distinc-
L f (t) = s ·L {f (t)}−s
(n) n n−1
f (0 )−· · ·−f (0 ),
tion between the two transforms is that the Laplace trans-
where f (n) denotes the nth derivative of f, can then be form is thought of as operating on the density function
established with an inductive argument. of the measure, whereas the Laplace–Stieltjes transform
is thought of as operating on its cumulative distribution
function.[14]
4.4 Evaluating improper integrals
4.5.2 Fourier transform
Let L {f (t)} = F (s) , then (see the table above)
The continuous Fourier transform is equivalent to evalu-
{ } ∫ ∞ ating the bilateral Laplace transform with imaginary ar-
f (t)
L = F (p) dp, gument s = iω or s = 2πfi,[15]
t s

or
fˆ(ω) = F{f (t)}
= L{f (t)}|s=iω = F (s)|s=iω
∫ ∞ ∫ ∞ ∫ ∞
f (t) −st
t
e dt = F (p) dp. = e−iωt f (t) dt .
0 s −∞

Letting s → 0, gives one the identity This definition of the Fourier transform requires a pref-
actor of 1/2 π on the reverse Fourier transform. This
relationship between the Laplace and Fourier transforms
∫ ∞ ∫ ∞
f (t) is often used to determine the frequency spectrum of a
dt = F (p) dp.
0 t 0
signal or dynamical system.

provided that the interchange of limits can be justified. The above relation is valid as stated if and only if the re-
Even when the interchange cannot be justified the calcu- gion of convergence (ROC) of F(s) contains the imagi-
lation can be suggestive. For example, proceeding for- nary axis, σ = 0.
mally one has For example, the function f(t) = cos(ω0 t) has a Laplace
transform F(s) = s/(s2 + ω0 2 ) whose ROC is Re(s) > 0.
∫ ∫ ∞( As)s = iω is a pole of F(s),
∞ substituting s = iω in F(s)
∞
1 p p does not yield
1 the + a2  transform of f(t)u(t), which is
p2Fourier
(cos(at) − cos(bt)) dt = − 2 dp = ln 2 = ln b−ln a.
0 t 0 p2 + a2 p + bproportional
2 2 to the
p + b2 0delta-function δ(ω − ω0 ).
Dirac

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 (σ + iω) = fˆ(ω)
σ→0+

holds under much weaker conditions. For instance, this

4.5 Relationship to other transforms holds for the above example provided that the limit is un-
derstood as a weak limit of measures (see vague topol-
4.5.1 Laplace–Stieltjes transform ogy). General conditions relating the limit of the Laplace
transform of a function on the boundary to the Fourier
The (unilateral) Laplace–Stieltjes transform of a function transform take the form of Paley-Wiener theorems.
g : R → R is defined by the Lebesgue–Stieltjes integral
4.5.3 Mellin transform
∫ ∞
{L∗ g}(s) = e−st dg(t). The Mellin transform and its inverse are related to the
0
two-sided Laplace transform by a simple change of vari-
The function g is assumed to be of bounded variation. If ables.
g is the antiderivative of f: If in the Mellin transform

∫ x ∫ ∞
dθ
g(x) = f (t) dt G(s) = M{g(θ)} = θs g(θ)
0 0 θ
6 5 TABLE OF SELECTED LAPLACE TRANSFORMS

we set θ = e−t we get a two-sided Laplace transform. Comparing the last two equations, we find the relation-
ship between the unilateral Z-transform and the Laplace
transform of the sampled signal,
4.5.4 Z-transform

The unilateral or one-sided Z-transform is simply the 


Laplace transform of an ideally sampled signal with the X q (s) = X(z)  sT .
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
second or hertz). The integral form of the Borel transform

Let
∫ ∞
F (s) = f (z)e−sz dz
∞
∑ 0
def
∆T (t) = δ(t − nT )
n=0
is a special case of the Laplace transform for f an entire
function of exponential type, meaning that
be a sampling impulse train (also called a Dirac comb)
and
|f (z)| ≤ AeB|z|
∞
∑
def
xq (t) = x(t)∆T (t) = x(t) δ(t − nT ) for some constants A and B. The generalized Borel trans-
n=0
form allows a different weighting function to be used,
∞
∑ ∞
∑ rather than the exponential function, to transform func-
= x(nT )δ(t − nT ) = x[n]δ(t − nT ) tions not of exponential type. Nachbin’s theorem gives
n=0 n=0 necessary and sufficient conditions for the Borel trans-
form to be well defined.
be the sampled representation of the continuous-time x(t)

4.5.6 Fundamental relationships

def
x[n] = x(nT ) .
Since an ordinary Laplace transform can be written as a
The Laplace transform of the sampled signal xq₍t₎ is special case of a two-sided transform, and since the two-
sided transform can be written as the sum of two one-
∫ ∞
sided transforms, the theory of the Laplace-, Fourier-,
Xq (s) = xq (t)e −st
dt Mellin-, and Z-transforms are at bottom the same sub-
0− ject. However, a different point of view and different
∫ ∞∑ ∞
characteristic problems are associated with each of these
= x[n]δ(t − nT )e−st dt four major integral transforms.
0− n=0
∞
∑ ∫ ∞
= x[n] δ(t − nT )e−st dt
n=0 0− 5 Table of selected Laplace trans-
∑∞
= x[n]e−nsT . forms
n=0
The following table provides Laplace transforms for
This is the precise definition of the unilateral Z-transform
many common functions of a single variable.[16][17] For
of the discrete function x[n]
definitions and explanations, see the Explanatory Notes
at the end of the table.
∞
∑ Because the Laplace transform is a linear operator,
X(z) = x[n]z −n
n=0
• The Laplace transform of a sum is the sum of
with the substitution of z → esT . Laplace transforms of each term.
 7

initial conditions on the circuit elements. For example, if

a capacitor has an initial voltage across it, or if the induc-
L{f (t) + g(t)} = L{f (t)} + L{g(t)} tor 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.

7 Examples: How to apply the

L{af (t)} = aL{f (t)} properties and theorems
Using this linearity, and various trigonometric, The Laplace transform is used frequently in engineering
hyperbolic, and complex number (etc.) properties and physics; the output of a linear time-invariant system
and/or identities, some Laplace transforms can be can be calculated by convolving its unit impulse response
obtained from others quicker than by using the definition with the input signal. Performing this calculation in
directly. 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 dif-
are multiples of the Heaviside step function, u(t). ferential equations and is used extensively in electrical
The entries of the table that involve a time delay τ are re- engineering. The Laplace transform reduces a linear
quired to be causal (meaning that τ > 0). A causal system differential equation to an algebraic equation, which can
is a system where the impulse response h(t) is zero for all then be solved by the formal rules of algebra. The orig-
time t prior to t = 0. In general, the region of convergence inal differential equation can then be solved by applying
for causal systems is not the same as that of anticausal sys- the inverse Laplace transform. The English electrical en-
tems. gineer Oliver Heaviside first proposed a similar scheme,
although without using the Laplace transform; and the re-
sulting operational calculus is credited as the Heaviside
calculus.
6 s-domain equivalent circuits and
impedances
7.1 Example 1: Solving a differential
The Laplace transform is often used in circuit analysis, equation
and simple conversions to the s-domain of circuit ele-
In nuclear physics, the following fundamental relation-
ments can be made. Circuit elements can be transformed
ship governs radioactive decay: the number of radioac-
into 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 first order
linear differential equation

dN
= −λN,
dt
where λ is the decay constant. The Laplace transform can
be used to solve this equation.
Rearranging the equation to one side, we have

dN
+ λN = 0.
dt
Next, we take the Laplace transform of both sides of the
s-domain equivalent circuits
equation:

Note that the resistor is exactly the same in the time do- ( )
main and the s-domain. The sources are put in if there are sÑ (s) − N0 + λÑ (s) = 0,
8 7 EXAMPLES: HOW TO APPLY THE PROPERTIES AND THEOREMS

where Solving for V(s) we have

Ñ (s) = L{N (t)} V (s) =

I(s) V0
+ .
sC s
and
The definition 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).

Solving, we find 
V (s) 
Z(s) = .
I(s) V0 =0
N0
Ñ (s) = . Using this definition and the previous equation, we find:
s+λ
Finally, we take the inverse Laplace transform to find the
general solution 1
Z(s) = ,
sC
{ }
−1 −1 N0 which is the correct expression for the complex
N (t) = L {Ñ (s)} = L impedance of a capacitor.
s+λ
= N0 e−λt ,

which is indeed the correct form for radioactive decay. 7.3 Example 3: Method of partial fraction
expansion
7.2 Example 2: Deriving the complex Consider a linear time-invariant system with transfer
impedance for a capacitor function

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

capacitor is proportional to the capacitance and rate of H(s) = 1
.
change in the electrical potential (in SI units). Symboli- (s + α)(s + β)
cally, this is expressed by the differential equation
The impulse response is simply the inverse Laplace trans-
form of this transfer function:
dv
i=C ,
dt
h(t) = L−1 {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 1 P R
= + .
(s + α)(s + β) s+α s+β

I(s) = C(sV (s) − V0 ), The unknown constants P and R are the residues lo-
cated at the corresponding poles of the transfer function.
where Each residue represents the relative contribution of that
singularity to the transfer function’s overall shape.
By the residue theorem, the inverse Laplace transform
I(s) = L{i(t)}, depends only upon the poles and their residues. To find
V (s) = L{v(t)}, the residue P, we multiply both sides of the equation by s
+ α to get
and

1 R(s + α)
V0 = v(t)|t=0 . =P+ .
s+β s+β
7.6 Example 5: Phase delay 9

Then by letting s = −α, the contribution from R vanishes

and all that is left is
s+β
X(s) = ,
(s + α)2 + ω 2

1  1 we find the inverse transform by first adding and subtract-
P = = .
s + β s=−α β−α ing the same constant α to the numerator:
Similarly, the residue R is given by
s+α β−α
X(s) = + .
 2
(s + α) + ω 2 (s + α)2 + ω 2
1  1
R= = .
s + α s=−β α−β By the shift-in-frequency property, we have

Note that
{ }
s β−α
x(t) = e−αt L−1 + 2
s2 + ω 2 s + ω2
−1
R= = −P { ( )( )}
β−α s β−α ω
= e−αt L−1 +
s2 + ω 2 ω s2 + ω 2
and so the substitution of R and P into the expanded ex-
pression for H(s) gives [ { } ( ) { }]
s β−α ω
= e−αt L−1 + L−1 .
s2 + ω 2 ω s2 + ω 2
( ) ( )
1 1 1 Finally, using the Laplace transforms for sine and cosine
H(s) = · − .
β−α s+α s+β (see the table, above), we have
Finally, using the linearity property and the known trans-
form for exponential decay (see Item #3 in the Table [ ( ) ]
−αt β−α
of Laplace Transforms, above), we can take the inverse x(t) = e cos (ωt)u(t) + sin (ωt)u(t) .
ω
Laplace transform of H(s) to obtain [ ( ) ]
−αt β−α
x(t) = e cos (ωt) + sin (ωt) u(t).
ω
1 ( −αt )
h(t) = L−1 {H(s)} = e − e−βt ,
β−α
7.6 Example 5: Phase delay
which is the impulse response of the system.
Starting with the Laplace transform,

7.4 Example 3.2: Convolution

s sin(ϕ) + ω cos(ϕ)
X(s) =
The same result can be achieved using the convolution s2 + ω 2
property as if the system is a series of filters with transfer
functions of 1/(s + a) and 1/(s + b). That is, the inverse we find the inverse by first rearranging terms in the frac-
of tion:

1 1 1 s sin(ϕ) ω cos(ϕ)
H(s) = = · X(s) = + 2
s2 + ω 2 s + ω2
(s + a)(s + b) s+a s+b ( ) ( )
s ω
is = sin(ϕ) 2 + cos(ϕ) 2 .
s + ω2 s + ω2

We are now able to take the inverse Laplace transform of

{ } { } ∫ t our terms: e−at − e−bt
1 1
L−1 ∗L−1 = e−at ∗e−bt = e−ax e−b(t−x) dx = .
s+a s+b 0 b−a
{ } { }
s ω
x(t) = sin(ϕ)L−1 + cos(ϕ)L −1
7.5 Example 4: Mixing sines, cosines, and s2 + ω 2 s2 + ω 2
exponentials = sin(ϕ) cos(ωt) + sin(ωt) cos(ϕ).

Starting with the Laplace transform This is just the sine of the sum of the arguments, yielding:
10 9 NOTES

9 Notes
x(t) = sin(ωt + ϕ).
[1] Korn & Korn 1967, §8.1
We can apply similar logic to find that
[2] Euler 1744, Euler 1753, Euler 1769
{ }
s cos ϕ − ω sin ϕ
L−1 = cos (ωt + ϕ). [3] Lagrange 1773
s2 + ω 2

[4] Grattan-Guinness 1997, p. 260

7.7 Example 6: Determining structure of
astronomical object from spectrum [5] Grattan-Guinness 1997, p. 261

The wide and general applicability of the Laplace trans- [6] Grattan-Guinness 1997, pp. 261–262
form and its inverse is illustrated by an application in as-
tronomy which provides some information on the spa- [7] Grattan-Guinness 1997, pp. 262–266
tial distribution of matter of an astronomical source of
radiofrequency thermal radiation too distant to resolve [8] Feller 1971, §XIII.1
as more than a point, given its flux density spectrum,
rather than relating the time domain with the spectrum [9] The cumulative distribution function is the integral of the
(frequency domain). probability density function.
Assuming certain properties of the object, e.g. spher-
ical shape and constant temperature, calculations based [10] Widder 1941, Chapter II, §1
on carrying out an inverse Laplace transformation on
the spectrum of the object can produce the only possi- [11] Widder 1941, Chapter VI, §2
ble model of the distribution of matter in it (density as
a function of distance from the center) consistent with [12] Korn & Korn 1967, pp. 226–227
the spectrum.[20] When independent information on the
structure of an object is available, the inverse Laplace [13] Bracewell 2000, Table 14.1, p. 385
transform method has been found to be in good agree-
ment. [14] Feller 1971, p. 432

[15] Takacs 1953, p. 93

8 See also
[16] Riley, K. F.; Hobson, M. P.; Bence, S. J. (2010), Math-
ematical methods for physics and engineering (3rd ed.),
• Analog signal processing
Cambridge University Press, p. 455, ISBN 978-0-521-
• Bernstein’s theorem on monotone functions 86153-3

• Continuous-repayment mortgage [17] Distefano, J. J.; Stubberud, A. R.; Williams, I. J. (1995),

• Fourier transform Feedback systems and control, Schaum’s outlines (2nd
ed.), McGraw-Hill, p. 78, ISBN 0-07-017052-5
• Hamburger moment problem
• Hardy–Littlewood tauberian theorem [18] Lipschutz, S.; Spiegel, M. R.; Liu, J. (2009), Mathemati-
cal Handbook of Formulas and Tables, Schaum’s Outline
• Moment-generating function Series (3rd ed.), McGraw-Hill, p. 183, ISBN 978-0-07-
154855-7 – provides the case for real q.
• N-transform
• Pierre-Simon Laplace [19] http://mathworld.wolfram.com/LaplaceTransform.html
– Wolfram Mathword provides case for complex q
• Post’s inversion formula
• Signal-flow graph [20] Salem, M.; Seaton, M. J. (1974), “I. Contin-
uum spectra and brightness contours”, Monthly
• Laplace–Carson transform Notices of the Royal Astronomical Society 167:
493–510, Bibcode:1974MNRAS.167..493S,
• Symbolic integration doi:10.1093/mnras/167.3.493, and
• Transfer function Salem, M. (1974), “II. Three-dimensional models”,
Monthly Notices of the Royal Astronomical Society
• Z-transform (discrete equivalent of the Laplace 167: 511–516, Bibcode:1974MNRAS.167..511S,
transform) doi:10.1093/mnras/167.3.511

10 References
10.1 Modern
• Bracewell, Ronald N. (1978), The Fourier Trans-
form 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 probabil-
ity theory and its applications. Vol. II., Second edi-
tion, 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 Trans-
form, Princeton Mathematical Series, v. 6,
Princeton University Press, MR 0005923
• Williams, J. (1973), Laplace Transforms, Prob-
lem Solvers, George Allen & Unwin, ISBN 0-04-
512021-8
• Takacs, J. (1953), “Fourier amplitudok
meghatarozasa operatorszamitassal”, Magyar
Hiradastechnika (in Hungarian) IV (7–8): 93–96
10.2 Historical
• Euler, L. (1744), “De constructione aequationum”
[The Construction of Equations], Opera omnia, 1st
series (in Latin) 22: 150–161
• Euler, L. (1753), “Methodus aequationes differen-
tiales” [A Method for Solving Differential Equa-
tions], Opera omnia, 1st series (in Latin) 22: 181–
213
• Euler, L. (1992) [1769], “Institutiones calculi in-
tegralis, Volume 2” [Institutions of Integral Cal-
culus], Opera omnia, 1st series (in Latin) (Basel:
Birkhäuser) 12, ISBN 978-3764314743, Chapters
3–5
• Euler, Leonhard (1769), Institutiones calculi inte-
gralis [Institutions of Integral Calculus] (in Latin) II,
Paris: Petropoli, ch. 3–5, pp. 57–153
• Grattan-Guinness, I (1997), “Laplace’s integral so-
lutions to partial differential equations”, in Gillispie,
C. C., Pierre Simon Laplace 1749–1827: A Life
in Exact Science, Princeton: Princeton University
Press, ISBN 0-691-01185-0
• Lagrange, J. L. (1773), Mémoire sur l'utilité de la
méthode, Œuvres de Lagrange 2, pp. 171–234
11
11 Further reading
• Arendt, Wolfgang; Batty, Charles J.K.; Hieber,
Matthias; Neubrander, Frank (2002), Vector-
Valued Laplace Transforms and Cauchy Problems,
Birkhäuser 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 develop-
ment of the Laplace transform”, Archive for
History of Exact Sciences 25 (4): 343–390,
doi:10.1007/BF01395660
• Deakin, M. A. B. (1982), “The develop-
ment of the Laplace transform”, Archive for
History of Exact Sciences 26 (4): 351–381,
doi:10.1007/BF00418754
• Doetsch, Gustav (1974), Introduction to the The-
ory and Application of the Laplace Transformation,
Springer, ISBN 0-387-06407-9
• Mathews, Jon; Walker, Robert L. (1970), Mathe-
matical methods of physics (2nd ed.), New York: W.
A. Benjamin, ISBN 0-8053-7002-1
• Polyanin, A. D.; Manzhirov, A. V. (1998), Hand-
book of Integral Equations, Boca Raton: CRC Press,
ISBN 0-8493-2876-4
• Schwartz, Laurent (1952), “Transformation de
Laplace des distributions”, Comm. Sém. Math.
Univ. Lund [Medd. Lunds Univ. Mat. Sem.] (in
French) 1952: 196–206, 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): 419–425, doi:10.2307/2305640,
ISSN 0002-9890, JSTOR 2305640, MR 0013447
12 External links
• Hazewinkel, Michiel, ed. (2001), “Laplace trans-
form”, Encyclopedia of Mathematics, Springer,
ISBN 978-1-55608-010-4
• Online Computation of the transform or inverse
transform, wims.unice.fr
• Tables of Integral Transforms at EqWorld: The
World of Mathematical Equations.
• Weisstein, Eric W., “Laplace Transform”,
MathWorld.
12 12 EXTERNAL LINKS

• Laplace Transform Module by John H. Mathews

• Good explanations of the initial and final value the-

orems

• Laplace Transforms at MathPages

• Computational Knowledge Engine allows to easily
calculate Laplace Transforms and its inverse Trans-
form.
 13

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