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Laplace transform 

"L" redirects here. For the Lagrangian, see Lagrangian mechanics. 


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  variable  t  (often  time)  to  a  function  of  a  complex  variable  s 
(frequency). 
The  Laplace  transform  is  very  similar  to  the  Fourier  transform.  While  the  Fourier  transform  of  a  function  is  a 
complex  function  of  a  real  variable  (frequency),  the  Laplace  transform  of  a  function  is  a  complex  function  of  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-  tion  is  a  holomorphic  function  of  the  variable  s.  Un-  like  the 
Fourier  transform,  the  Laplace  transform  of  a  distribution  is  generally  a  well-behaved  function.  Also techniques of 
complex  variables  can  be  used  directly  to  study  Laplace  transforms.  As  a  holomorphic  function,  the  Laplace 
transform  has  a  power  series  representation.  This  power  series  expresses  a  function  as  a  linear  super-  position  of 
moments of the function. This perspective has applications in probability theory. 
The  Laplace  transform  is invertible on a large class of functions. The inverse Laplace transform takes a func- tion of 
a  complex  variable  s  (often  frequency)  and  yields  a  function  of  a  realvariable  t  (time).  Given  a  simple  mathe- 
matical  or  functional  description  of  an  input  or  output  to  a  system,  the  Laplace  transform  provides  an  alternative 
functional  description  that  often  simplifies  the  process  of  analyzing  the  behavior of the system, or in synthesizing a 
new  system  based  on  a  set  of  specifications.[1]  So,  for  ex-  ample,  Laplace  transformation  from the time domain to 
the  frequency  domain  transforms  differential  equations  into  algebraic  equations  and  convolution  into  multiplica- 
tion. It has many applications in the sciences and tech- nology. 

1 History 
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  probability  theory.  The  current  widespread  use  of  the 
transform (mainly in engineering) came about soon af- ter World War II although it had been used in the 19th 
century by Abel, Lerch, Heaviside, and Bromwich. 
From 1744, Leonhard Euler investigated integrals of the form 
z = 
∫ 
X(x)eax dx and z = 
∫ 
X(x)xA dx 
as solutions of differential equations but did not pursue the matter very far.[2] 
Joseph  Louis  Lagrange  was  an  admirer  of  Euler  and,  in  his  work  on  integrating  probability  density  functions,  in- 
vestigated expressions of the form 
∫ 
X(x)e−axax dx, 
which some modern historians have interpreted within modern Laplace transform theory.[3][4] 
These  types  of  integrals  seem  first  to have attracted Laplace’s attention in 1782 where he was following in the spirit 
of  Euler  in  using  the  integrals  themselves as solu- tions of equations.[5] However, in 1785, Laplace took the critical 
step  forward  when,  rather  than  just  looking  for  a  solution  in  the  form  of  an  integral,  he  started  to  apply  the 
transforms in the sense that was later to become popular. He used an integral of the form 
∫ 
xsφ(x)dx, 
akin  to  a  Mellin  transform,  to  transform  the  whole  of  a  difference  equation,  in  order  to  look  for  solutions  of  the 
transformed  equation. He then went on to apply the Laplace transform in the same way and started to derive some of 
its properties, beginning to appreciate its poten- tial power.[6] 
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 transform to 
find solutions that diffused indefinitely in space.[7] 

2 Formal definition 
The Laplace transform is a frequency-domain approach for continuous time signals irrespective of whether the 

 
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 
function F(s), which is a unilateral transform defined by 
F(s) = 
L{f}(s) = E 

e−sX 


∫ 
∞ 
By abuse of language, this is referred to as the Laplace 
e−stf(t)dt 0 where s is a complex number frequency parameter 
transform  of  the  random  variable  X  itself.  Replacing  s  by  −t  gives  the  moment  generating  function  of  X.  The 
Laplace transform has applications throughout probabil- ity theory, including first passage times of stochastic pro- 
s = σ + iω , with real numbers σ and ω. 
cesses such as Markov chains, and renewal theory. 
Of particular use is the ability to recover the cumulative 
Other notations for the Laplace transform or alternatively L{f(t)} instead of F. 
include L{f} 
distribution function of a continuous random variable X 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 the 
integral is that f must be locally integrable on [0, ∞). 

X 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- 
plications it is necessary to regard it to be a conditionally convergent improper integral at ∞. Still more generally, 
the integral can be understood in a weak sense, and this is dealt with below. 
One can define the Laplace transform of a finite Borel measure μ by the Lebesgue integral[8] 
L{μ}(s) = 
(x) = L−1 

1 s 


e−sX 


(x) = L−1 

1 s 
L{f}(s) 

(x). 

2.2 Bilateral Laplace transform 


Main article: Two-sided Laplace transform 
When one says “the Laplace transform” without qualifi- cation, the unilateral or one-sided transform is normally 
intended. The Laplace transform can be alternatively defined as the bilateral Laplace transform or two-sided ∫ 
Laplace transform by extending the limits of integration 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 importantspecialcase is where μis a probability mea- sure or, even more specifically, the Dirac delta function. In 
operational calculus, the Laplace transform of a mea- 
lateral transform where the definition of the function be- ing transformed is multiplied by the Heaviside step func- 
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) = 
L{f}(s) = 
∫ 
∞ 
−∞ ∫ 
∞ 
e−stf(t)dt. 
0− 

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. e−stf(t)dt, 
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 
withthe  Lebesgue  integral,  it  is  notnecessary  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 
 

In these cases, the image of the Laplace transform lives in a space of analytic functions in the region of convergence. 
The  inverse  Laplace  transform  is  given  by  the  following  complex  integral,  which  is  known  by  various  names  (the 
Bromwich integral, the Fourier–Mellin integral, and Mellin’s inverse formula): 
f(t) = L−1{F}(t) = 
sometimes  called  the  strip  of  absolute  convergence.  The  Laplace  transform  is  analytic  in  the  region  of  absolute 
convergence. 
Similarly,  the  setof  values  for  which  F(s)  converges  (con-  ditionally or absolutely) is known as the region of condi- 
tional convergence, or simply the region of convergence (ROC). If the Laplace transform converges (condition- 

∫ 
γ+iT 
2πi 
γ−iT 
ally)at s = s 

, then it automatically converges for alls with estF(s)ds, 
Re(s) > Re(s 

). Therefore, the region of convergence is a half-plane of the form Re(s) > a, possibly including some 
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- 
points of the boundary line Re(s) = a. 
In the region of convergence Re(s) > Re(s 
0 native formula 
for the inverse Laplace transform is given by Post’s inversion formula. The limit here is interpreted in the weak-* 
topology. 
In  practice,  it  is  typically  more  convenient  to  decompose  a  Laplace  transform  into  known  transforms  of  functions 
obtained from a table, and construct the inverse by in- spection. 

3 Region of convergence 
If  f  is  a  locally  integrable  function  (or  more  generally  a  Borel  measure  locally  of  bounded  variation),  then  the 
Laplace transform F(s) of f converges provided that the limit 
R→∞ lim 
T→∞ lim 
),  the  Laplace  transform  of  f  can  be  expressed  by  integrating  by  parts  as 
the integral 
F(s)=(s−s 

∫ 
∞ 

∫ 
u ) 
e−(s−s 

)tβ(t)dt, β(u) = 
e−s 

tf(t)dt. 0 
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. 
There  are  several  Paley–Wiener  theorems  concerning  the  relationship  between  the  decay  properties  of  f  and  the 
properties of the Laplace transform within the region of convergence. 
In engineering applications, a function corresponding to a linear time-invariant (LTI) system is stable if every 
bounded input produces a bounded output. This is equiv- ∫ 

alent to the absolute convergence of the Laplace trans- form of the impulse response function in the region Re(s) 0 
≥  0.  As  a  result,  LTIsystems  are  stable  providedthe  poles  of  theLaplace  transform  of  theimpulseresponsefunction 
have negative real part. 
This ROC is used in knowing about the causality and sta- bility of a system. 

4 Properties and theorems 


The  Laplace  transform  has  a  number  of  properties  that  make  it  useful  for  analyzing  linear  dynamical systems. The 
most  significant  advantage  is  that  differentiation  and  integration  become multiplication and division, respec- tively, 
by s (similarly to logarithms changing multiplica- tion of numbers to addition of their logarithms). 
Because  of  this  property, the Laplace variable s is also known as operator variable in the L domain: either derivative 
operator  or  (for  s−1)  integration  operator.  The  transform  turns  integral  equations  and  differential  equa-  tions  to 
polynomial  equations,  which  are  much  easier  to  solve.  Once  solved,  use of the inverse Laplace transform reverts to 
the time domain. 
Given the functions f(t) and g(t), and their respective Laplace transforms F(s) and G(s), f(t)e−st dt 
exists. 
The Laplace transform converges absolutely if the inte- gral 
∫ 
∞ 

∣ ∣ 
f(t)e−st 
∣ ∣ 
dt 
exists  (as  a  proper  Lebesgue  integral).  The  Laplace  trans-  form  is  usually  understood  as  conditionally  convergent, 
meaning that it converges in the former instead of the lat- ter sense. 
The  set  of  values  for  which  F(s)  converges  absolutely  is  either of the form Re(s) > a or else Re(s) ≥ a, where a is an 
extended  real  constant,  −∞  ≤  a  ≤  ∞.  (This  follows  from  the  dominated  convergence  theorem.)  The  constant  a  is 
known  as  the  abscissa  of  absolute  convergence,  and  depends  on  the  growth  behavior  of  f(t).[10]  Analogously,  the 
two-sided  transform  converges  absolutely  in  a  strip of the form a < Re(s) < b, and possibly including the lines Re(s) 
=  a  or  Re(s)  =  b.[11]  The  subset  of  values  of  s  for  which  the  Laplace  transform  converges  absolutely  is  called  the 
region of absolute convergence or the do- main of absolute convergence. In the two-sided case, it is 
 
4 4 PROPERTIES AND THEOREMS 
f(t) = L−1{F(s)}, g(t) = L−1{G(s)}, 
The following Table is a list of properties of unilateral Laplace transform:[12] 
• Initial value theorem: 
f(0+) = s→∞ 
lim 
Inother  words,  the  Laplacetransform  isacontinuousana-  log  of  a  power  series  in  which  the  discrete  parameter  n  is 
replaced by the continuous parameter t, and x is replaced by e−s. 

4.2 Relation to moments 


Main article: Moment generating function 
sF(s). 
The quantities 
• Final value theorem: 
f(∞) = lim 
s→0 
μ 

∫ 
∞ sF(s) , if all poles of sF(s) are in the left half-plane. 

tnf(t)dt 0 
The  final  value theorem is useful because it gives the long-term behaviour without having to perform partial fraction 
decompositions or 
are  the  moments  of  the  function  f.  If  the  first  n  moments  of  f  converge  absolutely,  then  by repeated differentiation 
under the integral, 
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) = μ 
n haviour of this formula is undefined. 

4.1 Relation to power series 


The  Laplace  transform  can  be  viewed  as  a  continuous  analogue  of  a  power  series.  If a(n) is a discrete function of a 
positive integer n, then the power series associated to a(n) is the series 
∞∑ 
n=0 

This  is  of  special  significance  in probability theory, where the moments of a random variable X are given by the ex- 
pectation values μ 

= E[Xn] . Then, the relation holds 
μ 

= (−1)n 
dsn dn 


e−sX 

(0). 

4.3 Proof of the Laplace transform of a 


function’s derivative a(n)xn 
Itis often convenientto use the differentiation propertyof 
where  x  is  a  real  variable  (see  Z  transform).  Replacing  summation  over  n  with  integration  over  t,  a  continuous 
version of the power series becomes 
the  Laplace  transform  to  findthe  transform  of  a  function’s derivative. This can be derived from the basic expression 
for a Laplace transform as follows: 
∫ 
∞ 
L{f(t)} = 

∫ 
∞ f(t)xt dt 
0− 
e−stf(t)dt 
where the discrete function a(n) is replaced by the con- 
= tinuous one f(t). (See Mellin transform below.) 
Changing the base of the power from x to e gives 
∫ 
∞ 


f(t)e−st −s 

∞ 
0− 
∫ 
∞ 
0− 
e−st −s 
f ′(t)dt parts) (by 

− [ 
− 
f(0−) −s 


1 s 
L{f ′(t)}, 

eln x 


dt 
yielding 
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, 
∫ 
∞ 
L{f ′(t)} = s 0 
f(t) 
∫ 
∞ 
−∞ f(t)e−st dt 
e−stf(t)dt = s · L{f(t)}. 
 
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 { 
f (n)(t) 

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


f(t) t 

∫ 
∞ 
ating the bilateral Laplace transform with imaginary ar- = 
F(p)dp, 
gument s = iω or s = 2πfi,[15] s or 
f(ω) ˆ 
= F{f(t)} 
∫ 
∞ 
= L{f(t)}| 
s=iω 

= f(t) 

∫ 
∞ e−st dt = 
F(p)dp. s 
F(s)| 
s=iω 

∫ 
∞ 
−∞ Letting s → 0, gives one the identity 
∫ 
∞ 

e−iωtf(t)dt . 
This definition of the Fourier transform requires a pref- actor of 1/2 π on the reverse Fourier transform. This 
f(t) t 
∫ 
∞ dt = 
F(p)dp. 0 
relationship  between  the  Laplace  and  Fourier  transforms  is  often  used  to  determine  the  frequency  spectrum  of  a 
signal or dynamical system. 
provided  that  the  interchange  of  limits  can  be  justified.  Even  when  the  interchange  cannot  be  justified  the  calcu- 
lation can be suggestive. For example, proceeding for- 
The above relation gion of convergence nary axis, σ = 0. 
is valid as stated if and only if the re- (ROC) of F(s) contains the imagi- 
mally one has 
For example, the function f(t) = cos(ω 

∫ 
∞ 

t) has a Laplace transform F(s) = s/(s2 + ω 

2) whose ROC is Re(s) > 0. 
1 t 
(cos(at) − cos(bt)) dt = 
∫ 

∞ 

p p2 + a2 
− 
p2 + p 
b2 As does proportional ) s dp not = iω = 
yield is 1 2 
to ln a the the pole p2 p2 Fourier + + Dirac of a2 
b2 
F(s), ∣ ∣ ∣ ∣ 
∞ 
0 delta-function transform = substituting ln b−ln of a. 
f(t)u(t), δ(ω s = iω in F(s) which is − ω 

The validityof thisidentitycanbe provedbyother means. It is an example of a Frullani integral. 
Another example is Dirichlet integral. 

4.5 Relationship to other transforms 


4.5.1 Laplace–Stieltjes transform 
The (unilateral) Laplace–Stieltjes transform of a function g : R → R is defined by the Lebesgue–Stieltjes integral 
{L∗g}(s) = 
). 
However, a relation of the form 
σ→0+ lim 
F(σ + iω) = 
f(ω) 
ˆ 
holds  under  much  weaker  conditions.  For  instance,  this  holds  for  the  above  example  provided  that  the  limit  is  un- 
derstood  as  a  weak  limit  of  measures  (see  vague  topol-  ogy).  General  conditions  relating  the  limit  of  the  Laplace 
transform of a function on the boundary to the Fourier transform take the form of Paley-Wiener theorems. 
∫ 
∞ 
4.5.3 Mellin transform 
e−stdg(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 g(x) = 
G(s) = M{g(θ)} = 0 
∫ 
∞ 
0 f(t)dt 
θsg(θ) 
dθ θ 
 
6 5 TABLE OF SELECTED LAPLACE TRANSFORMS 
we set θ = e−t we get a two-sided Laplace transform. 
4.5.4 Z-transform 
The  unilateral  or  one-sided  Z-transform  is  simply  the  Laplace  transform  of  an  ideally  sampled  signal  with  the 
substitution of 

Comparing  the  last  two  equations,  we  find  the  relation-  ship  between  the  unilateral  Z-transform  and  the  Laplace 
transform of the sampled signal, 


(s) = X(z) 
∣ ∣ ∣ 
z=esT 

The similarity between the Z and Laplace transforms is expanded upon in the theory of time scale calculus. def = 
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 
(t) 
def = 
∞∑ 
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| 


(t) 
def = x(t)∆ 

(t) = x(t) 
∞∑ 
δ(t − nT) n=0 

∞∑ 
for  some  constants  A  and  B.  The  generalized  Borel  trans-  form  allows  a  different  weighting  function  to  be  used, 
rather than the exponential function, to transform func- tions not of exponential type. Nachbin’s theorem gives 
n=0 
necessary and sufficient conditions for the Borel trans- form to be well defined. 
4.5.6 Fundamental relationships 
Since  an  ordinary  Laplace  transform  can  be  written  as  a  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-, Mellin-, 
and  Z-transforms  are  at  bottom  the  same  sub-  ject.  However,  a  different  point  of  view  and  different  characteristic 
problems are associated with each of these four major integral transforms. 

5 Table of selected Laplace trans- 


forms 
The  following  table  provides  Laplace  transforms  for  many  common  functions  of  a  single  variable.[16][17]  For 
definitions and explanations, see the Explanatory Notes at the end of the table. 
Because the Laplace transform is a linear operator, 
• The Laplace transform of a sum is the sum of Laplace transforms of each term. x(nT)δ(t − nT) = 
∞∑ 
x[n]δ(t − nT) 
n=0 
be the sampled representation of the continuous-time x(t) 
x[n] 
def = x(nT) . 
The Laplace transform of the sampled signal xq(t) is 


∫ 
∞ (s) = 


(t)e−st dt 0− 

∫ 
∞ 
0− 
∞∑ 
n=0 
x[n]δ(t − nT)e−st dt 

∞∑ 
∫ 
∞ 
n=0 
0− 
δ(t − nT)e−st dt 

x[n] 
∞∑ 
n=0 
x[n]e−nsT . 
This is the precise definition of the unilateral Z-transform of the discrete function x[n] 
X(z) = 
∞∑ 
n=0 
x[n]z−n 
with the substitution of z → esT. 
 

L{f(t) + g(t)} = L{f(t)} + L{g(t)} 
• The Laplace transform of a multiple of a function is that multiple times the Laplace transformation of that function. 
L{af(t)} = aL{f(t)} 
Using  this  linearity,  and  various  trigonometric,  hyperbolic,  and  complex  number  (etc.)  properties  and/or  identities, 
some Laplace transforms can be obtained from others quicker than by using the definition directly. 
The  unilateral  Laplace  transform  takes  as  input  a  func-  tion  whose  time  domain  is  the  non-negative reals, which is 
why all of the time domain functions in the table below are multiples of the Heaviside step function, u(t). 
The  entries  of  the  table  that  involve  a  time  delay  τ  are  re-  quired  to  be  causal  (meaning  that  τ  >  0).  A  causal 
system  is  a  system  where  the  impulse  response  h(t)  is  zero  for  all  time  t  prior  to  t  =  0.  In  general,  the  region  of 
convergence for causal systemsisnot the same asthatof anticausalsys- tems. 

6 s-domain equivalent circuits and 


impedances 
The  Laplace  transform  is  often  used  in circuit analysis, and simple conversions to the s-domain of circuit ele- ments 
can be made. Circuit elements can be transformed into impedances, very similar to phasor impedances. 
Here is a summary of equivalents: 
s-domain equivalent circuits 
Note that the resistor is exactly the same in the time do- main and the s-domain. The sources are putin if there are 
initial  conditions  on  the  circuit  elements.  For  example,  if  a  capacitor  has  an initial voltage across it, or if the induc- 
tor has an initial current through it, the sources inserted in the s-domain account for that. 
The equivalents forcurrentandvoltage sources are simply derived from the transformations in the table above. 

7 Examples: How to apply the 


properties and theorems 
The  Laplace  transform  is  used  frequently  in  engineering  and  physics;  the  output  of  a  linear  time-invariant  system 
can  be  calculated  by  convolving  its  unit  impulse  response  with  the  input  signal.  Performing  this  calculation  in 
Laplace  space  turns  the  convolution  into  a  multiplication;  the  latter  being  easier  to  solve  because  of  its  algebraic 
form. For more information, see control theory. 
The  Laplace  transform  can  also  be  used  to  solve  dif-  ferential  equations  and  is  used  extensively  in  electrical 
engineering.  The  Laplace  transform  reduces  a  linear  differential  equation  to  an  algebraic  equation,  which  can  then 
be  solved  by  the  formal  rules  of  algebra.  The  orig-  inal  differential  equation  can  then  be  solved  by  applying  the 
inverse  Laplace  transform.  The  English  electrical  en-  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. 

7.1 Example 1: Solving a differential 


equation 
In  nuclear  physics,  the  following  fundamental  relation-  ship  governs  radioactive  decay: the number of radioac- tive 
atoms  N  in  a  sample  of  a  radioactive  isotope  decays  at  a  rate  proportional  to  N.  This  leads  to  the  first  order linear 
differential equation 
dN dt 
= −λN, 
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 dt 
+ λN = 0. 
Next, we take the Laplace transform of both sides of the equation: 


N(s) ̃ 
− N 


+ λ 
N(s)=0, 
̃ 
 
8 7 EXAMPLES: HOW TO APPLY THE PROPERTIES AND THEOREMS 
where 
N(s) ̃ 
= L{N(t)} 
and 


Solving for V(s) we have 
V (s) = 
I(s) sC 

V s 


The definition of the complex impedance Z (in ohms) is the ratio of the complexvoltage V dividedbythe complex 
= N(0). 
current I while holding the initial state V 

at zero: 
Solving, we find 
Z(s) = 
N(s) ̃ 

V I(s) (s) 
∣ ∣ ∣ ∣ 



s N 
+ 0 
λ 

Using this definition and the previous equation, we find: 
Z(s) = 
=0 
Finally, we take the inverse Laplace transform to find the general solution 
N(t) = L−1{ 
1 sC 



0 s + λ 
} N(s)} ̃ 
= L−1 
which is the correct expression for the complex impedance of a capacitor. 
= N 

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 
change in the electrical potential (in SI units). Symboli- 
H(s) = 
cally, this is expressed by the differential equation 
i = C 
1 (s + α)(s + β) 

The impulse response is simply the inverse Laplace trans- form of this transfer function: dv dt 

where C is the capacitance (in farads) of the capacitor, 
h(t) = L−1{H(s)}. 
i  =  i(t)  is  the  electric  current  (in  amperes)  through  the  capacitor  as a function of time, and v = v(t) is the voltage (in 
volts) across the terminals of the capacitor, also as a 
Toevaluate this inverse transform, we begin byexpanding H(s) using the method of partial fraction expansion, 
function of time. 
Taking the Laplace transform of this equation, we obtain 
1 (s + α)(s + β) 
I(s) = C(sV (s) − V 


P s + α 

s + R 
β 

), 
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. 
I(s) = L{i(t)}, 
By the residue theorem, the inverse Laplace transform 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 
and 
+ α to get 


= v(t)| 
t=0 

1 s + β 
= P + 
R(s s + + β 
α) 

 
7.6 Example 5: Phase delay 9 
Then by letting s = −α, the contribution from R vanishes and all that is left is 
P = 

∣ 
s + β 
X(s) = 
(s + s α)2 + β 
+ ω2 

∣ ∣ ∣ 
s=−α 
we find the inverse transform byfirst adding and subtract- ing the same constant α to the numerator: 
X(s) = = 
1 β − α 

Similarly, the residue R is given by 
R = 
s 1 
∣ 
s + α 
∣ ∣ ∣ 
s=−β 
+ α (s + α)2 + ω2 

(s + β α)2 − α 
+ ω2 

By the shift-in-frequency property, we have 
x(t) = e−αtL−1 = 
1 α − β 

Note that 
R = 

s s2 + ω2 

β −1 
− α 
= −P 
= e−αtL−1 

s2 β + − ω2 α 
and so the substitution of R and P into the expanded ex- pression for H(s) gives 
H(s) = 

s s2 + ω2 

β − α ω 
)( 
ω s2 + ω2 
)} 
= e−αt 

}] 

Finally, using the Laplace transforms for sine and cosine (see the table, above), we have 
x(t) = e−αt 

L−1 

s s2 + ω2 



β − α ω 

L−1 

ω 


s2 + ω2 
β − α 

· 

1 s + α 


Finally,  using  the  linearity  property  and  the  known  trans-  form  for  exponential  decay  (see  Item  #3  in  the  Table  of 
Laplace Transforms, above), we can take the inverse Laplace transform of H(s) to obtain 
h(t) = L−1{H(s)} = 
− 
s + 1 
β 


x(t) = e−αt 

) cos(ωt)u(t) + 

β − ω 
α 
sin(ωt)u(t) 

u(t). 

7.6 Example 5: Phase delay 


Starting with the Laplace transform, 
X(s) = 

) cos(ωt) + 

β − ω 
α 
sin(ωt) 

e−αt − e−βt 


which is the impulse response of the system. 

7.4 Example 3.2: Convolution 


The  same  result  can  be  achieved  using  the  convolution  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 of 
H(s) = 
1 β − α 
ssin(φ) + ω cos(φ) s2 + ω2 
we find the inverse by first rearranging terms in the frac- tion: 
1 (s + a)(s + b) 
1 s + a 
1 s + b 
X(s) = 
s2 ssin(φ) + ω2 
ω cos(φ) s2 + ω2 
is 
= sin(φ) 
L−1 

· 




s2 + ω2 


We are now able to take the inverse Laplace transform of our terms: 
x(t) = sin(φ)L−1 

+ cos(φ) 
ω s2 + ω2 

1 s + a 

∗L−1 

1 s + b 

= e−at∗e−bt = 
∫ 


e−axe−b(t−x) dx = 
e−at b − − a 
e−bt 

7.5 Example 4: Mixing sines, cosines, and 


exponentials 
Starting with the Laplace transform 

s s2 + ω2 

+ cos(φ)L−1 

ω s2 + ω2 

= sin(φ)cos(ωt) + sin(ωt)cos(φ). 
This is just the sine of the sum of the arguments, yielding: 
 
10 9 NOTES 
x(t) = sin(ωt + φ). 
We can apply similar logic to find that 
L−1 

9 Notes 
[1] Korn & Korn 1967, §8.1 

s cos φ − ω sinφ 
[2] Euler 1744, Euler 1753, Euler 1769 
s2 + ω2 
[3] Lagrange 1773 
[4] Grattan-Guinness 1997, p. 260 
[5] Grattan-Guinness 1997, p. 261 
[6] Grattan-Guinness 1997, pp. 261–262 
[7] Grattan-Guinness 1997, pp. 262–266 
[8] Feller 1971, §XIII.1 
[9] The cumulative distribution function is the integral of the 
probability density function. 
[10] Widder 1941, Chapter II, §1 
[11] Widder 1941, Chapter VI, §2 
[12] Korn & Korn 1967, pp. 226–227 
[13] Bracewell 2000, Table 14.1, p. 385 
[14] Feller 1971, p. 432 
[15] Takacs 1953, p. 93 
[16]  Riley,  K.  F.;  Hobson,  M.  P.;  Bence,  S. J. (2010), Math- ematical methods for physics and engineering (3rd ed.), Cambridge 
University Press, p. 455, ISBN 978-0-521- 86153-3 
[17]  Distefano,  J.  J.;  Stubberud,  A.  R.;  Williams,  I.  J.  (1995),  Feedback  systems  and  control,  Schaum’s  outlines  (2nd  ed.), 
McGraw-Hill, p. 78, ISBN 0-07-017052-5 
[18]  Lipschutz,  S.;  Spiegel,  M.  R.;  Liu,  J.  (2009),  Mathemati-  cal  Handbook  of  Formulas  and  Tables,  Schaum’s  Outline Series 
(3rd ed.), McGraw-Hill, p. 183, ISBN 978-0-07- 154855-7 – provides the case for real q. 
[19] http://mathworld.wolfram.com/LaplaceTransform.html – Wolfram Mathword provides case for complex q 
[20] Salem, M.; Seaton, M. J. (1974), “I. Contin- uum spectra and brightness contours”, Monthly Notices of the Royal 
Astronomical Society 167: 493–510, Bibcode:1974MNRAS.167..493S, doi:10.1093/mnras/167.3.493, and Salem, M. (1974), “II. 
Three-dimensional models”, Monthly Notices of the Royal Astronomical Society 167: 511–516, 
Bibcode:1974MNRAS.167..511S, doi:10.1093/mnras/167.3.511 } 
= cos(ωt + φ). 

7.7 Example 6: Determining structure of 


astronomical object from spectrum 
The  wide  and  general  applicability  of  the  Laplace  trans-  form  and  its  inverse  is  illustrated  by  an  application  in  as- 
tronomy  which  provides  some  information  on  the  spa-  tial  distribution  of  matter  of  an  astronomical  source  of 
radiofrequency  thermal  radiation  too  distant  to  resolve  as  more  than  a  point,  given  its flux density spectrum, rather 
than relating the time domain with the spectrum (frequency domain). 
Assuming  certain  properties  of  the  object,  e.g.  spher-  ical  shape  and  constant  temperature,  calculations  based  on 
carrying  out  an  inverse  Laplace  transformation  on  the  spectrum  of the object can produce the only possi- ble model 
of  the  distribution of matter in it (density as a function of distance from the center) consistent with the spectrum.[20] 
When  independent  information  on  the  structure  of  an  object  is  available,  the inverse Laplace transform method has 
been found to be in good agree- ment. 

8 See also 
• Analog signal processing 
• Bernstein’s theorem on monotone functions 
• Continuous-repayment mortgage 
• Fourier transform 
• Hamburger moment problem 
• Hardy–Littlewood tauberian theorem 
• Moment-generating function 
• N-transform 
• Pierre-Simon Laplace 
• Post’s inversion formula 
• Signal-flow graph 
• Laplace–Carson transform 
• Symbolic integration 
• Transfer function 
• Z-transform (discrete equivalent of the Laplace transform) 
 
11 

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),  TheFourierTransformand  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 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  ofphysics  (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), “Whatis 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 

13 Text and image sources, contributors, and licenses 


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