The inverse-Laplace transform theorem

Mikael Astner

Assume that g(s) is analytical in a region D except for in a finite amount of points
{sk }nk=1 and that lims→∞ g(s) = 0. Then follows that g(s) is the Laplace transform of
the function (1).
n
X
Res g(s)est ,sk


f (t) = (1)
k=1

• k ∈ [1,n] ∩ N

• g(s) is analytical in C ∩ [<(sk ),∞) and g(s) → 0 when s → ∞

That is to say that g(s) satisfies the necessary criteria to be a Laplace transform of
a function of exponential type.
Pn st


Proof. Let f (t) = k=1 Res g(s)e ,sk . Does f (t) have a Laplace transform? i.e.
∃A,a ∈ R : |f (t)| ≤ Aeat , ∀t > 0.
P R
Apply the inverse-Residy and rewrite: Res as Res. Take a ∈ R : a > <(sk ),k ∈
[1,n] ∩ N Further take R0 so that the semicircle CR0 : |s − a| = R0 in a negative direction
from a so that the closed semicircle Γ0R0 = γR0 ∪ CR0 —where γR0 : [a, − s] → [a,s]—
envelops all sk ,k = [1,n] ∩ N.
According to the Residy theorem:
Z
1
f (t) = g(s)est ds
i2π Γ0R
0

Since g(s) is analytical on Γ0R0 .

Z   
1   1 0

max <(s)t,Γ0R
st  0 l Γ0


⇒ |f (t)| = g(s)e ds ≤ max |g(s)|,ΓR0 e

R0
2π  2π

 Γ0
R0

According to the M L estimation.

Since g(s) ∈ C 0 Γ0R0 and ΓR0 is a compact set we have ∃ max (|g(s)|,ΓR0 ). Take


1
A = 2π max (|g(s)|,ΓR0 ). Then follows that |f (t)| < Aeat ,t > 0.

1
 t > 0 is used in the estimation of est : |est | = e<(s)t ≤ eat . Proving that f (t) is of
exponential type, i.e. f (t) has a Laplace transform.
Now we’ll have to find whether or not, L (f ) = g(s) i.e.
Z ∞
L (f (z)) = F (z) = f (t)e−zt dt (2)
0
Choose z : <(z) > a and choose R : |z − a| < R.
Construct the curves Γ0R = γR ∪ CR
0 and Γ00 = −γ ∪ C 00
R R R
0 : |z − a| = R + δ : [a, − z] → [a,z] and C 00 : |z − a| =
Where γR : [a, − z] → [a,z], CR R
R + δ : [a,z] → [a, − z] ∀δ > 0.

!
Z ∞ Z ∞ Z
1
f (t)e−zt dt = g(s)est ds e−zt dt = Fubini0 s theorem =

F (z) =
0 0 i2π Γ0R
" #∞
Z Z ∞  Z −(z−s)t
1 1 e
g(s) e−(z−s)t dt ds = g(s) ds =
i2π Γ0R 0 i2π Γ0R −(z − s)
t=0
Z   Z
1 1 1 g(s) 1 g(s)
g(s) 0 + ds = ds = − =
i2π Γ0R z−s i2π Γ0R z − s i2π s − z
Z Z
1 g(s) 1 g(s)
− ds − ds (3)
i2π γR s−z i2π 0
CR s−z

We notice that (3) is of the wrong contour.

g is analytical on and within Γ00R , when z is within Γ00R . According to Cauchy’s integral
formula.

Z Z Z
1 g(s) 1 g(s) 1 g(s)
g(z) = ds = ds + ds =
i2π Γ00
R
s−z i2π −γR s−z i2π 00
CR s−z
Z Z
1 g(s) 1 g(s)
− ds + ds (4)
i2π γR s−z i2π 00
CR s−z

Now we want to find whether or not g(z) = F (z), by using the equations (3) and (4).

Z Z Z
1 g(s) 1 g(s) 1 g(s)
?0 = g(z) − F (z) = ds + ds = ds
i2π 0
CR s−z i2π 00
CR s−z i2π CR s−z

According to the M L theorem we have that:

2
 1
0 ≤ |g(z) − F (z)| ≤ max (|g(z)||l|2πR,CR ) = max (|g(z)||l|R,CR ) (5)
2π
0 ∪ C 00 {|s − a| = R}
For CR = CR R

Now to determine a upper limit to the length of the contour CR , |l|

1 1 1 1
|l| = = ≤ = (6)
|s − z| |(s − a) − (z − a)| ||s − a| − |z − a|| R − |z − a|

From equation (6) we can now determine that (5) approaches 0 and conclude that
g(z) = F (z).

  
R
0 ≤ |g(z) − F (z)| ≤ lim max |g(z)| → |g(z)|,CR → 0 =0
R→∞ R − |z − a|

So |g(z) − F (z)| → 0 as R → ∞, thus we’ve proven that |g(z) − F (z)| is independent

of R.
We have that F (z) = g(z) for arbitrary z : <(z) > a, so L (f (z)) = g(s).
Examine the contours Γ0R and Γ00R , translate them so that their midpoint gets located
in origo and rotate them − π2 .

π
σ = e−i 2 (s − a) = −i(s − a) ⇔ s = iσ + a

R R
eat eat
Z Z Z
1 st iσt
g(s)e ds = g(iσ + a)e idσ = g(iσ + a)eiσt dσ
i2π Γ0R i2π −R 2π −R

We construct the contour C0 for the residy of the upper half-plane. According to
{R
Jordan’s lemma we have that [−R,R] ∪ C0 , C0 (|σ| = R,UHP) : g → 0 as R → ∞.
{ R { R
!
Z Z  Z Z a+i∞ 
1 st 1 1 1 st
f (t) = g(s)e ds = ... → 0 + ... → g(s)e ds, ∀t > 0
i2π Γ0R i2π 0
CR i2π γR i2π a−i∞

1
g(s)est ds = 0. Since g is analytical
R
We apply Cauchy’s theorem and get that i2π Γ00
R
on and within Γ00R we get.
Z Z Z a+i∞
1 1 1
... + ... → lim g(s)est ds = 0
i2π 0
CR i2π γR R→∞ i2π a−i∞

Proving that (2) exists and is (1).