The Laplace Transform

The Laplace Transform
http://mathfaculty.fullerton.edu/mathews/c2003/LaplaceTransformMod.html[21-08-2014 07:27:40 PM]

Module
for

Chapter 12 Fourier Series and the Laplace Transform
12.5 The Laplace Transform
In this section we investigate the Laplace transform, which is a very powerful tool for engineering applications. It's
discovery is attributed to the French mathematician Pierre-Simon Laplace (1749-1827). The background we introduced
in Section 12.4 regarding the Fourier transform in important for our approach to the theory of the Laplace transform.

12.5.1. From the Fourier Transform to the Laplace Transform
We have shown that certain real-valued functions have a Fourier transform and that the integral
.
defines the complex function of the real variable . If we multiply the integrand by , then we
create a complex function of the complex variable :
.
The function is called the two-sided Laplace transform of , (or bilateral Laplace transform of ),
and it exists when the Fourier transform of the function exists. From Fourier transform theory, a sufficient
condition for to exist is that
.
For a function , this integral is finite for values of that lie in some interval .
The two-sided Laplace transform has the lower limit of integration and hence requires a knowledge of the past
history of the function (i.e., when ). For most physical applications, we are interested in the behavior of a
system only for . The initial conditions are a consequence of the past history of the
system and are often all that we know. For this reason, it is useful to define the one-sided Laplace transform of ,
which is commonly referred to simply as the Laplace transform of , which is also defined as an integral:
(12.28) ,

where . If the integral in Equation (12.28) for the Laplace transform exists for , then values of
with imply that and so that
,
from which it follows that exists for . Therefore the Laplace transform is defined for all
points s in the right half-plane .
Another way to view the relationship between the Fourier transform and the Laplace transform is to consider the
function given by

Then the Fourier transform theory, in Section 12.4, shows that
,
and, because the integrand is zero for , we can write this equation as
.
Now use the change of variable and hold fixed. We have and . Then the new
limits of integration are from to . The resulting equation is
.

Definition (Laplace Transform). Therefore the Laplace transform is as the integral:
,
where , and the inverse Laplace transform is given by:
(12.29) .

12.5.2 Properties of the Laplace Transform
Although a function may be defined for all values of t , it's Laplace transform is not influenced by values of
, when . The Laplace transform of is actually defined for the function given in the last section by

A sufficient condition for the existence of the Laplace transform is that does not grow too rapidly as
. We say that the function is of exponential order if there exists real constants such that
holds for all .
All functions in this chapter are assumed to be of exponential order. Theorem 12.10 shows that the Laplace transform
exists for values of in a domain that includes the right half-plane .

Theorem 12.10 (Laplace Transform). If is of exponential order, then its Laplace Transform
exists and is given by
,
where . The defining integral for exists at points in the right half plane .
Proof.

Remark 12.1. The domain of definition of the defining integral for the Laplace transform seems to be
restricted to a half plane. However, the resulting formula might have a domain much larger than this half
plane. Later we will show that is an analytic function of the complex variable s. For most applications involving
Laplace transforms that we present, the Laplace transforms are rational functions that take the form , where
and are polynomials; in other important applications, the functions take the form .

Theorem 12.11 (Linearity of the Laplace Transform). Let have Laplace transforms
, respectively. If a and b are constants, then
.
Proof.

Theorem 12.12 (Uniqueness of the Laplace Transform). Let have Laplace transforms
, respectively.
If , then .
Proof.

Table 12.2 gives the Laplace transforms of some well-known functions, and Table 12.3 highlights some important
properties of Laplace transforms.

Example 12.7. Show that the Laplace transform of the step function given by

is .
Solution.
Using the integral definition for , we obtain

Explore Solution 12.7.

Example 12.8. Show that , where a is a real constant.
Solution.
We actually show that the integral defining equals the formula for values of s with
and that the extension to other values of s is inferred by our knowledge about the domain of a rational function. Using
straightforward integration techniques gives

Let be fixed, or where . Then, as is a negative real number, we have
, which implies that , and use this expression in the preceding
equation to obtain .

We can use the property of linearity to find new Laplace transforms from known transforms.

Example 12.9. Show that .
Solution.
Because can be written as the linear combination , we obtain


Integration by parts is also helpful in finding new Laplace transforms.

Solution.
Integration by parts yields

For values of s in the right half-plane , an argument similar to that in Example 12.8 shows that the limit
approaches zero, establishing the result.

Extra Example 1. Show that .
Explore Solution for Extra Example 1.

Solution.
A direct approach using the definition is tedious. Instead, let's assume that the complex constants are permitted
and hence that the following Laplace transforms exist:
and .
Recall that can be written as the linear combination . Using the linearity of the
Laplace transform, we have


Inverting the Laplace transform is usually accomplished with the aid of a table of known Laplace transforms and the
technique of partial fraction expansion. Table 12.2 gives the Laplace transforms of some well-known functions, and
Table 12.3 highlights some important properties of Laplace transforms.

Example 12.12. Find the inverse Laplace transform .
Solution.
Using linearity and lines 6 and 7 of Table 11.2, we obtain


The Bromwich Integral for inverting the Laplace Transform
We will now investigate explore formula (12.29) which can be used to compute the inverse Laplace transform.
Definition of the Inverse Laplace Transform.
(12.28) ,

where .
If the integral in Equation (12.28) for the Laplace transform exists for , then values of with
imply that and thus
,
from which it follows that exists for .
Therefore the Laplace transform is defined for all points s in the right half-plane .
For many practical purposes, the function will have a Laplace transform is defined at all points in
the complex plane

except at a finite number of singular points where has poles. This is the situation we will
consider.
Definition of the Inverse Laplace Transform. The inverse Laplace Transform is defined with a contour integral
(12.29) ,
the Bromwich contour is a vertical line in the complex plane where all singularities of

lie in the left half-plane . This integral is called the Bromwich integral (and sometimes it is called
the Fourier-Mellin integral).

The singularities of lie to the left of the Bromwich contour.
We can use the Residue Calculus to evaluate the Bromwich integral. The details are left for the reader to
investigate.
We shall assume that the singularities of lie inside the simple closed contour consisting of the portion of the
Bromwich contour
and a semicircle of radius R.

The singularities of lie inside the contour .
The Cauchy Residue Theorem can be used to evaluate the contour integral along
.
Then
.
Taking limits we have
.
If sufficient conditions are imposed on then it can be shown that
.
In Section 12.9 we will investigate functions of the form , where are polynomials of
degree mand n,
respectively, and . This will insure that
.
For this case we can use the complex function and write

This result will be formally stated in Section 12.9 as the following theorem.
Theorem (Inverse Laplace Transform). Let , where are polynomials of degree
, respectively, and .
The inverse Laplace transform of can be computed using residues, and is given by
,
where the sum is taken over all the singularities of .
Extra Example 2. Evaluate a Bromwich contour integral to find the inverse Laplace transform .
Extra Solution 2.

Extra Example 3. Evaluate a Bromwich contour integral to find the inverse Laplace transform .
Extra Solution 3.

Table 12.2 Table of Laplace Transforms

Table 12.3 Properties of Laplace Transforms

Exercises for Section 12.5. The Laplace Transform

Library Research Experience for Undergraduates
Fourier Series and Transform
Laplace Transform

The Next Module is
Laplace Transforms of Derivatives and Integrals

Return to the Complex Analysis Modules

Return to the Complex Analysis Project


This material is coordinated with our book Complex Analysis for Mathematics and Engineering.


(c) 2012 J ohn H. Mathews, Russell W. Howell

The Laplace Transform

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