Laplace transform

"" redirects here. For the Lagrangian, see Lagrangian used in the 19th century by Abel, Lerch, Heaviside, and
mechanics. Bromwich.
The early history of methods having some similarity to
In mathematics, the Laplace transform is an integral Laplace transform is as follows. From 1744, Leonhard
transform named after its discoverer Pierre-Simon Euler investigated integrals of the form
Laplace (/lpls/). It takes a function of a real variable
t (often time) to a function of a complex variable s (fre-
quency).
z = X(x)eax dx and z = X(x)xA dx
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 as solutions of dierential equations but did not pursue
Laplace transform of a function is a complex function of the matter very far.[4]
a complex variable. Laplace transforms are usually re-
stricted to functions of t with t > 0. A consequence of Joseph Louis Lagrange was an admirer of Euler and, in
this restriction is that the Laplace transform of a func- his work on integrating probability density functions, in-
tion is a holomorphic function of the variable s. Un- vestigated expressions of the form
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
X(x)eax ax dx,
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- which some modern historians have interpreted within
position of moments of the function. This perspective has modern Laplace transform theory.[5][6]
applications in probability theory.
These types of integrals seem rst to have attracted
The Laplace transform is invertible on a large class of Laplaces attention in 1782 where he was following in the
functions. The inverse Laplace transform takes a func- spirit of Euler in using the integrals themselves as solu-
tion of a complex variable s (often frequency) and yields a tions of equations.[7] However, in 1785, Laplace took the
function of a real variable t (time). Given a simple mathe- critical step forward when, rather than just looking for a
matical or functional description of an input or output to solution in the form of an integral, he started to apply the
a system, the Laplace transform provides an alternative transforms in the sense that was later to become popular.
functional description that often simplies the process of He used an integral of the form
analyzing the behavior of the system, or in synthesizing a
new system based on a set of specications.[1] So, for ex-
ample, Laplace transformation from the time domain to
the frequency domain transforms dierential equations xs (x) dx,
into algebraic equations and convolution into multiplica-
tion. It has many applications in the sciences and tech-
nology. akin to a Mellin transform, to transform the whole of
a dierence 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
1 History some of its properties, beginning to appreciate its poten-
tial power.[8]
The Laplace transform is named after mathematician Laplace also recognised that Joseph Fourier's method of
and astronomer Pierre-Simon Laplace, who used a sim- Fourier series for solving the diusion equation could
ilar transform (now called the z-transform) in his work only apply to a limited region of space because those
on probability theory.[2] The current widespread use of solutions were periodic. In 1809, Laplace applied his
the transform (mainly in engineering) came about dur- transform to nd solutions that diused indenitely in
ing and soon after World War II [3] although it had been space.[9]

1
2 2 FORMAL DEFINITION

2 Formal denition 2.1 Probability theory

The Laplace transform is a frequency-domain approach
for continuous time signals irrespective of whether the
system is stable or unstable. The Laplace transform of
a function f(t), dened for all real numbers t 0, is the
function F(s), which is a unilateral transform dened by
F (s) = f (t)est dt
0
where s is a complex number frequency parameter
s = + i , with real numbers and .
In pure and applied probability, the Laplace transform
is dened 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
[ ]
L{f }(s) = E esX .
By abuse of language, this is referred to as the Laplace
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 rst passage times of stochastic pro-
cesses such as Markov chains, and renewal theory.

Other notations for the Laplace transform include L{f} , Of particular use is the ability to recover the cumulative
or alternatively L{f(t)} instead of F. distribution function of a continuous random variable X
by means of the Laplace transform as follows[11]
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, ). { } { }
1 1
[ sX ] 1 1
For locally integrable functions that decay at innity or F X (x) = L E e (x) = L L{f }(s) (x).
s s
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 2.2 Bilateral Laplace transform
convergent improper integral at . Still more generally,
the integral can be understood in a weak sense, and this Main article: Two-sided Laplace transform
is dealt with below.
One can dene the Laplace transform of a nite Borel When one says the Laplace transform without quali-
measure by the Lebesgue integral[10] cation, the unilateral or one-sided transform is normally
intended. The Laplace transform can be alternatively
dened as the bilateral Laplace transform or two-sided
L{}(s) = e st
d(t). Laplace transform by extending the limits of integration
[0,) to be the entire real axis. If that is done the common uni-
lateral transform simply becomes a special case of the bi-
An important special case is where is a probability mea- lateral transform where the denition of the function be-
sure, for example, the Dirac delta function. In operational ing transformed is multiplied by the Heaviside step func-
calculus, the Laplace transform of a measure is often tion.
treated as though the measure came from a probability
The bilateral Laplace transform is dened as follows,
density function f. In that case, to avoid potential confu-
sion, one often writes

B{f }(s) = est f (t) dt.

L{f }(s) = f (t)est dt,
0

where the lower limit of 0 is shorthand notation for

lim . Two integrable functions have the same Laplace trans-
0
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 LaplaceStieltjes transform.
2.3 Inverse Laplace transform
Main article: Inverse Laplace transform
form only if they dier 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
 3

characterization of the range. Typical function spaces in depends on the growth behavior of f(t).[12] Analogously,
which this is true include the spaces of bounded contin- the two-sided transform converges absolutely in a strip
uous functions, the space L (0, ), or more generally of the form a < Re(s) < b, and possibly including the
tempered functions (that is, functions of at worst polyno- lines Re(s) = a or Re(s) = b.[13] The subset of values of
mial growth) on (0, ). The Laplace transform is also s for which the Laplace transform converges absolutely
dened and injective for suitable spaces of tempered dis- is called the region of absolute convergence or the do-
tributions. main of absolute convergence. In the two-sided case, it is
In these cases, the image of the Laplace transform lives in sometimes called the strip of absolute convergence. The
Laplace transform is analytic in the region of absolute
a space of analytic functions in the region of convergence.
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 FourierMellin integral, and ditionally or absolutely) is known as the region of condi-
Mellins inverse formula): tional convergence, or simply the region of convergence
(ROC). If the Laplace transform converges (condition-
ally) at s = s0 , then it automatically converges for all s with
+iT
1 Re(s) > Re(s0 ). Therefore, the region of convergence is a
f (t) = L1 {F }(t) = lim est F (s) ds, half-plane of the form Re(s) > a, possibly including some
2i T iT
points of the boundary line Re(s) = a.
where is a real number so that the contour path of inte-
In the region of convergence Re(s) > Re(s0 ), the Laplace
gration is in the region of convergence of F(s). An alter-
transform of f can be expressed by integrating by parts
native formula for the inverse Laplace transform is given
as the integral
by Posts inversion formula. The limit here is interpreted
in the weak-* topology.
u
In practice, it is typically more convenient to decompose
F (s) = (ss0 ) e(ss0 )t (t) dt, (u) = es0 t f (t) dt.
a Laplace transform into known transforms of functions 0 0
obtained from a table, and construct the inverse by in-
spection. That is, in the region of convergence F(s) can eectively
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 PaleyWiener theorems concerning the
relationship between the decay properties of f and the
properties of the Laplace transform within the region of
If f is a locally integrable function (or more generally
convergence.
a Borel measure locally of bounded variation), then the
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-
alent to the absolute convergence of the Laplace trans-
R
form of the impulse response function in the region Re(s)
lim f (t)est dt 0. As a result, LTI systems are stable provided the poles
R 0
of the Laplace transform of the impulse response function
exists. have negative real part.
The Laplace transform converges absolutely if the inte- This ROC is used in knowing about the causality and sta-
gral bility of a system.

 
f (t)est  dt 4 Properties and theorems
0

The Laplace transform has a number of properties that

exists (as a proper Lebesgue integral). The Laplace trans-
form is usually understood as conditionally convergent, make it useful for analyzing linear dynamical systems.
The most signicant advantage is that dierentiation and
meaning that it converges in the former instead of the lat-
ter sense. 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 Because of this property, the Laplace variable s is also
from the dominated convergence theorem.) The constant known as operator variable in the L domain: either
a is known as the abscissa of absolute convergence, and derivative operator or (for s1 ) integration operator. The
4 4 PROPERTIES AND THEOREMS

transform turns integral equations and dierential equa- For this to converge for, say, all bounded functions f, it is
tions to polynomial equations, which are much easier to necessary to require that ln x < 0. Making the substitution
solve. Once solved, use of the inverse Laplace transform s = ln x gives just the 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)est dt
0

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

f (t) = L1 {F (s)},
log of a power series in which the discrete parameter n is
g(t) = L1 {G(s)}, replaced by the continuous parameter t, and x is replaced
by es .
The following table is a list of properties of unilateral
Laplace transform:[14]
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 () = lims0 sF (s) , if all poles of sF(s) n = tn f (t) dt
are in the left half-plane. 0

The nal value theorem is useful because it are the moments of the function f. If the rst n moments
gives the long-term behaviour without having of f converge absolutely, then by repeated dierentiation
to perform partial fraction decompositions or under the integral,
other dicult 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) = n .
haviour of this formula is undened.
This is of special signicance in probability theory, where
4.1 Relation to power series the moments of a random variable X are given by the ex-
pectation values n = 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 n [ ]
of a positive integer n, then the power series associated n = (1)n d E esX (0).
dsn
to a(n) is the series

4.3 Proof of the Laplace transform of a

a(n)x n functions derivative

n=0
It is often convenient to use the dierentiation property of
where x is a real variable (see Z transform). Replacing the Laplace transform to nd the transform of a functions
summation over n with integration over t, a continuous derivative. This can be derived from the basic expression
version of the power series becomes for a Laplace transform as follows:

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

f (0 ) 1
= + L {f (t)} ,
s s
( )t
f (t) eln x dt yielding
0
4.6 Relationship to other transforms 5

f (t) st
L{f (t)} = s L{f (t)} f (0 ), e dt = F (p) dp.
0 t s
and in the bilateral case,
Letting s 0, gives one the identity

L{f (t)} = s est f (t) dt = s L{f (t)}. f (t)
dt = F (p) dp.
t
0 0

The general result provided that the interchange of limits can be justied.
Even when the interchange cannot be justied the calcu-
{ } lation can be suggestive. For example, proceeding for-
L f (n) (t) = sn L{f (t)}sn1 f (0 ) f (n1) (0mally
), one has

where f (n) denotes the nth derivative of f, can then be ( )

established with an inductive argument. 1 p p
(cos(at) cos(bt)) dt = dp
0 t 0 p 2 + a2 p2 + b2

4.4 Evaluating integrals over the positive 1 p2 + a2 
= ln 2 = ln b ln a.
real axis 2 p + b2 p := 0

The validity of this identity can be proved by other means.

A really useful property of the Laplace transform is the It is an example of a Frullani integral.
following:
Another example is Dirichlet integral.
+ +
f (x)g(x) dx = (Lf )(s) (L1 g)(s) ds 4.6 Relationship to other transforms
0 0

under suitable assumptions on the behaviour of f, g in a 4.6.1 LaplaceStieltjes transform

right neighbourhood of 0 and on the decay rate of f, g
in a left neighbourhood of + . The above formula is The (unilateral) LaplaceStieltjes transform of a function
a variation d
of integration by parts, with the operators dx g : R R is dened by the LebesgueStieltjes integral
1
and dx being replaced by L and L . Let us prove
the equivalent formulation:
{L g}(s) = est dg(t).
0
+ +
The function g is assumed to be of bounded variation. If
(Lf )(x)g(x) dx = f (s)(Lg)(s) ds.
0 0 g is the antiderivative of f:
+
By plugging in (Lf )(x) = 0
f (s)esx ds the left- x
hand side turns into:
g(x) = f (t) dt
0

+ + then the LaplaceStieltjes transform of g and the Laplace

sx transform of f coincide. In general, the LaplaceStieltjes
f (s)g(x)e ds dx,
0 0 transform is the Laplace transform of the Stieltjes mea-
but assuming Fubinis theorem holds, by reversing the or- sure associated to g. So in practice, the only distinc-
der of integration we get the wanted right-hand side. tion between the two transforms is that the Laplace trans-
form is thought of as operating on the density function
of the measure, whereas the LaplaceStieltjes transform
4.5 Evaluating improper integrals is thought of as operating on its cumulative distribution
function.[16]
Let L {f (t)} = F (s) , then (see the table above)
4.6.2 Fourier transform
{ }
f (t)
L = F (p) dp, The continuous Fourier transform is equivalent to evalu-
t s ating the bilateral Laplace transform with imaginary ar-
or gument s = i or s = 2,[17]
6 4 PROPERTIES AND THEOREMS

where T = 1/fs is the sampling period (in units of time

e.g., seconds) and fs is the sampling rate (in samples per
f() = F{f (t)} second or hertz).
= L{f (t)}|s=i = F (s)|s=i Let

= eit f (t) dt .


def
(t nT )
T (t) =
This denition of the Fourier transform requires a pref- n=0
actor of 1/2 on the reverse Fourier transform. This
relationship between the Laplace and Fourier transforms be a sampling impulse train (also called a Dirac comb)
is often used to determine the frequency spectrum of a and
signal or dynamical system.
The above relation is valid as stated if and only if the re-
gion of convergence (ROC) of F(s) contains the imagi- def

xq (t) = x(t)T (t) = x(t) (t nT )
nary axis, = 0. n=0

For example, the function f(t) = cos(0 t) has a Laplace
2 2
transform F(s) = s/(s + 0 ) whose ROC is Re(s) > 0. = x(nT )(t nT ) = x[n](t nT )
n=0 n=0
As s = i is a pole of F(s), substituting s = i in F(s)
does not yield the Fourier transform of f(t)u(t), which is be the sampled representation of the continuous-time x(t)
proportional to the Dirac delta-function ( 0 ).
However, a relation of the form
def
x[n] = x(nT ) .

lim F ( + i) = f() The Laplace transform of the sampled signal xqt is

0+

holds under much weaker conditions. For instance, this

holds for the above example provided that the limit is un- Xq (s) = xq (t)est dt
derstood as a weak limit of measures (see vague topol- 0
ogy). General conditions relating the limit of the Laplace

transform of a function on the boundary to the Fourier = x[n](t nT )est dt
0 n=0
transform take the form of PaleyWiener theorems.


= x[n] (t nT )est dt
n=0 0
4.6.3 Mellin transform

= x[n]ensT .
The Mellin transform and its inverse are related to the n=0
two-sided Laplace transform by a simple change of vari-
ables. This is the precise denition of the unilateral Z-transform
If in the Mellin transform of the discrete function x[n]

d
G(s) = M{g()} = s g() X(z) = x[n]z n
0 n=0

t
we set = e we get a two-sided Laplace transform. with the substitution of z esT .
Comparing the last two equations, we nd the relation-
4.6.4 Z-transform ship between the unilateral Z-transform and the Laplace
transform of the sampled signal,
The unilateral or one-sided Z-transform is simply the
Laplace transform of an ideally sampled signal with the 
substitution of 
Xq (s) = X(z) .
z=esT

The similarity between the Z and Laplace transforms is

def
z = esT , expanded upon in the theory of time scale calculus.
 7

4.6.5 Borel transform Using this linearity, and various trigonometric,

hyperbolic, and complex number (etc.) properties
The integral form of the Borel transform and/or identities, some Laplace transforms can be
obtained from others quicker than by using the denition

directly.
F (s) = f (z)esz dz The unilateral Laplace transform takes as input a func-
0
tion whose time domain is the non-negative reals, which
is a special case of the Laplace transform for f an entire is why all of the time domain functions in the table below
function of exponential type, meaning that are multiples of the Heaviside step function, u(t).
The entries of the table that involve a time delay are re-
quired to be causal (meaning that > 0). A causal system
|f (z)| AeB|z|
is a system where the impulse response h(t) is zero for all
for some constants A and B. The generalized Borel trans- time t prior to t = 0. In general, the region of convergence
form allows a dierent weighting function to be used, for causal systems is not the same as that of anticausal sys-
rather than the exponential function, to transform func- tems.
tions not of exponential type. Nachbins theorem gives
necessary and sucient conditions for the Borel trans-
form to be well dened.

4.6.6 Fundamental relationships 6 s-domain equivalent circuits and

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 dierent point of view and dierent
characteristic problems are associated with each of these
four major integral transforms.
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:

5 Table of selected Laplace trans-

forms
Main article: List of Laplace transforms

The following table provides Laplace transforms for

many common functions of a single variable.[18][19] For
denitions 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 s-domain equivalent circuits

Laplace transforms of each term.

L{f (t) + g(t)} = L{f (t)} + L{g(t)} 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
The Laplace transform of a multiple of a function initial conditions on the circuit elements. For example, if
is that multiple times the Laplace transformation of a capacitor has an initial voltage across it, or if the induc-
that function. tor has an initial current through it, the sources inserted
in the s-domain account for that.
The equivalents for current and voltage sources are simply
L{af (t)} = aL{f (t)} derived from the transformations in the table above.
8 7 EXAMPLES: HOW TO APPLY THE PROPERTIES AND THEOREMS

7 Examples: How to apply the Solving, we nd

properties and theorems
N0
The Laplace transform is used frequently in engineering N (s) = s + .
and physics; the output of a linear time-invariant system
can be calculated by convolving its unit impulse response Finally, we take the inverse Laplace transform to nd the
with the input signal. Performing this calculation in general solution
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. N0
N (t) = L1 {N (s)} = L1
s+
The Laplace transform can also be used to solve dieren-
t
tial equations and is used extensively in mechanical engi- = N0 e ,
neering and electrical engineering. The Laplace trans-
which is indeed the correct form for radioactive decay.
form reduces a linear dierential equation to an alge-
braic equation, which can then be solved by the formal
rules of algebra. The original dierential equation can 7.2 Example 2: Deriving the complex
then be solved by applying the inverse Laplace trans-
form. The English electrical engineer Oliver Heaviside
impedance for a capacitor
rst proposed a similar scheme, although without using
In the theory of electrical circuits, the current ow in a
the Laplace transform; and the resulting operational cal-
capacitor is proportional to the capacitance and rate of
culus is credited as the Heaviside calculus.
change in the electrical potential (in SI units). Symboli-
cally, this is expressed by the dierential equation
7.1 Example 1: Solving a dierential
equation dv
i=C ,
In nuclear physics, the following fundamental relation- dt
ship governs radioactive decay: the number of radioac- where C is the capacitance (in farads) of the capacitor,
tive atoms N in a sample of a radioactive isotope decays i = i(t) is the electric current (in amperes) through the
at a rate proportional to N. This leads to the rst order capacitor as a function of time, and v = v(t) is the voltage
linear dierential equation (in volts) across the terminals of the capacitor, also as a
function of time.
dN Taking the Laplace transform of this equation, we obtain
= N,
dt
where is the decay constant. The Laplace transform can
I(s) = C(sV (s) V0 ),
be used to solve this equation.
Rearranging the equation to one side, we have where

dN I(s) = L{i(t)},
+ N = 0.
dt V (s) = L{v(t)},
Next, we take the Laplace transform of both sides of the
equation: and

( ) 

sN (s) N0 + N (s) = 0, V0 = v(t) .
t=0

where Solving for V(s) we have

N (s) = L{N (t)} I(s) V0

V (s) = + .
and sC s
The denition of the complex impedance Z (in ohms) is
the ratio of the complex voltage V divided by the complex
N0 = N (0). current I while holding the initial state V 0 at zero:
7.4 Example 3.2: Convolution 9

 
V (s)  1  1
Z(s) = . R=  = .
I(s) V0 =0 s + s=

Using this denition and the previous equation, we nd: Note that

1
1 R= = P
Z(s) = ,
sC
and so the substitution of R and P into the expanded ex-
which is the correct expression for the complex pression for H(s) gives
impedance of a capacitor.
( ) ( )
1 1 1
7.3 Example 3: Method of partial fraction H(s) = .
s+ s+
expansion
Finally, using the linearity property and the known trans-
Consider a linear time-invariant system with transfer form for exponential decay (see Item #3 in the Table
function of Laplace Transforms, above), we can take the inverse
Laplace transform of H(s) to obtain

1
H(s) = . 1 ( t )
(s + )(s + ) h(t) = L1 {H(s)} = e et ,

The impulse response is simply the inverse Laplace trans- which is the impulse response of the system.
form of this transfer function:

7.4 Example 3.2: Convolution

1
h(t) = L {H(s)}.
The same result can be achieved using the convolution
To evaluate this inverse transform, we begin by expanding property as if the system is a series of lters with transfer
H(s) using the method of partial fraction expansion, functions of 1/(s + a) and 1/(s + b). That is, the inverse
of

1 P R
= + . 1 1 1
(s + )(s + ) s+ s+ H(s) = =
(s + a)(s + b) s+a s+b
The unknown constants P and R are the residues lo- is
cated at the corresponding poles of the transfer function.
Each residue represents the relative contribution of that
singularity to the transfer functions overall shape. { } { } t
1 1 1 1 at bt e
L L = e e = eax eb(tx) dx =
By the residue theorem, the inverse Laplace transform s+a s+b 0
depends only upon the poles and their residues. To nd
the residue P, we multiply both sides of the equation by s
+ to get 7.5 Example 4: Mixing sines, cosines, and
exponentials

1 R(s + ) Starting with the Laplace transform

=P + .
s+ s+

Then by letting s = , the contribution from R vanishes X(s) = s+

,
and all that is left is (s + )2 + 2
we nd the inverse transform by rst adding and subtract-
 ing the same constant to the numerator:
1  1
P = = .
s+ s=
s+
Similarly, the residue R is given by X(s) = 2 2
+ .
(s + ) + (s + )2 + 2
10 8 SEE ALSO

By the shift-in-frequency property, we have 7.7 Example 6: Determining structure of

astronomical object from spectrum
{ }
t 1 s The wide and general applicability of the Laplace trans-
x(t) = e L + 2
2
s + 2 s + 2 form and its inverse is illustrated by an application in as-
{ ( )( )} tronomy which provides some information on the spatial
s distribution of matter of an astronomical source of radio-
= et L1 +
2
s + 2 s + 2
2 frequency thermal radiation too distant to resolve as more
[ { } ( ) { than}]a point, given its ux density spectrum, rather than
t 1 s 1 relating the time domain with the spectrum (frequency do-
=e L + L .
s2 + 2 s2 + main).
2

Finally, using the Laplace transforms for sine and cosine Assuming certain properties of the object, e.g. spher-
(see the table, above), we have
[ (
x(t) = et cos (t)u(t) +
[ (
x(t) = et cos (t) +
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
sin (t)u(t) . a function of distance from the center) consistent with
the spectrum.[22] When independent information on the
) ]
structure of an object is available, the inverse Laplace
sin (t) u(t).
transform method has been found to be in good agree-
ment.

7.6 Example 5: Phase delay

Starting with the Laplace transform, 8 See also

Analog signal processing

s sin() + cos()
X(s) =
s2 + 2 Bernsteins theorem on monotone functions
we nd the inverse by rst rearranging terms in the frac-
tion: Continuous-repayment mortgage

Fourier transform
s sin() cos()
X(s) = + 2 Hamburger moment problem
s2 + 2 s + 2
( ) ( )
s
= sin() 2 + cos() 2 . HardyLittlewood tauberian theorem
s + 2 s + 2

We are now able to take the inverse Laplace transform of Moment-generating function
our terms:
N-transform
{ } { }
1 s 1 Pierre-Simon Laplace
x(t) = sin()L + cos()L
s2 + 2 s2 + 2
= sin() cos(t) + sin(t) cos(). Posts inversion formula

This is just the sine of the sum of the arguments, yielding: Signal-ow graph

LaplaceCarson transform
x(t) = sin(t + ).
Symbolic integration
We can apply similar logic to nd that
Transfer function
{ }
1 s cos sin Z-transform (discrete equivalent of the Laplace
L = cos (t + ). transform)
s2 + 2

9 Notes
[1] Korn & Korn 1967, 8.1
[2] Thorie des Probabilits 1812, 1825, chap.I sect.2-20 On
generating functions
[3] An inuential book was: M.F.Gardner & J.L.Barnes:
Transients in Linear Systems studied by the Laplace
Transform (1942) NY Wiley
[4] Euler 1744, Euler 1753, Euler 1769
[5] Lagrange 1773
[6] Grattan-Guinness 1997, p. 260
[7] Grattan-Guinness 1997, p. 261
[8] Grattan-Guinness 1997, pp. 261262
[9] Grattan-Guinness 1997, pp. 262266
[10] Feller 1971, XIII.1
[11] The cumulative distribution function is the integral of the
probability density function.
[12] Widder 1941, Chapter II, 1
[13] Widder 1941, Chapter VI, 2
[14] Korn & Korn 1967, pp. 226227
[15] Bracewell 2000, Table 14.1, p. 385
[16] Feller 1971, p. 432
[17] Takacs 1953, p. 93
[18] 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
[19] Distefano, J. J.; Stubberud, A. R.; Williams, I. J. (1995),
Feedback systems and control, Schaums outlines (2nd
ed.), McGraw-Hill, p. 78, ISBN 0-07-017052-5
[20] Lipschutz, S.; Spiegel, M. R.; Liu, J. (2009), Mathemati-
cal Handbook of Formulas and Tables, Schaums Outline
Series (3rd ed.), McGraw-Hill, p. 183, ISBN 978-0-07-
154855-7 provides the case for real q.
[21] http://mathworld.wolfram.com/LaplaceTransform.html
Wolfram Mathword provides case for complex q
[22] Salem, M.; Seaton, M. J. (1974), I. Contin-
uum spectra and brightness contours, Monthly
Notices of the Royal Astronomical Society, 167:
493510, 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: 511516, Bibcode:1974MNRAS.167..511S,
doi:10.1093/mnras/167.3.511
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), 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 (78): 9396
10.2 Historical
Euler, L. (1744), De constructione aequationum
[The Construction of Equations], Opera omnia, 1st
series (in Latin), 22: 150161
Euler, L. (1753), Methodus aequationes dieren-
tiales [A Method for Solving Dierential 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:
Birkhuser, 12, ISBN 978-3764314743, Chapters
35
Euler, Leonhard (1769), Institutiones calculi inte-
gralis [Institutions of Integral Calculus] (in Latin), II,
Paris: Petropoli, ch. 35, pp. 57153
Grattan-Guinness, I (1997), Laplaces integral so-
lutions to partial dierential equations, in Gillispie,
C. C., Pierre Simon Laplace 17491827: A Life
in Exact Science, Princeton: Princeton University
Press, ISBN 0-691-01185-0
Lagrange, J. L. (1773), Mmoire sur l'utilit de la
mthode, uvres de Lagrange, 2, pp. 171234
12 12 EXTERNAL LINKS

11 Further reading Good explanations of the initial and nal value the-
orems
Arendt, Wolfgang; Batty, Charles J.K.; Hieber,
Laplace Transforms at MathPages
Matthias; Neubrander, Frank (2002), Vector-
Valued Laplace Transforms and Cauchy Problems, Computational Knowledge Engine allows to easily
Birkhuser Basel, ISBN 3-7643-6549-8. calculate Laplace Transforms and its inverse Trans-
form.
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): 343390,
doi:10.1007/BF01395660
Deakin, M. A. B. (1982), The develop-
ment of the Laplace transform, Archive for
History of Exact Sciences, 26 (4): 351381,
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. Sm. Math.
Univ. Lund [Medd. Lunds Univ. Mat. Sem.] (in
French), 1952: 196206, 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): 419425, ISSN 0002-9890, JSTOR
2305640, MR 0013447, doi:10.2307/2305640

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.
 13

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