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mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ...
, the Laplace transform, named after its discoverer
Pierre-Simon Laplace Pierre-Simon, marquis de Laplace (; ; 23 March 1749 – 5 March 1827) was a French scholar and polymath whose work was important to the development of engineering, mathematics, statistics, physics, astronomy, and philosophy. He summarize ...
(), is an integral transform that converts a function of a real variable (usually t, in the '' time domain'') to a function of a complex variable s (in the complex frequency domain, also known as ''s''-domain, or s-plane). The transform has many applications in
science Science is a systematic endeavor that builds and organizes knowledge in the form of testable explanations and predictions about the universe. Science may be as old as the human species, and some of the earliest archeological evidence ...
and
engineering Engineering is the use of scientific principles to design and build machines, structures, and other items, including bridges, tunnels, roads, vehicles, and buildings. The discipline of engineering encompasses a broad range of more speciali ...
because it is a tool for solving
differential equation In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, ...
s. In particular, it transforms
ordinary differential equation In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contrast ...
s into algebraic equations and
convolution In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution'' ...
into multiplication. For suitable functions ''f'', the Laplace transform is the
integral In mathematics, an integral assigns numbers to functions in a way that describes displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with ...
\mathcal\(s) = \int_0^\infty f(t)e^ \, dt.


History

The Laplace transform is named after
mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History On ...
and
astronomer An astronomer is a scientist in the field of astronomy who focuses their studies on a specific question or field outside the scope of Earth. They observe astronomical objects such as stars, planets, moons, comets and galaxies – in either ...
Pierre-Simon, marquis de Laplace, who used a similar transform in his work on
probability theory Probability theory is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set ...
. Laplace wrote extensively about the use of generating functions in ''Essai philosophique sur les probabilités'' (1814), and the integral form of the Laplace transform evolved naturally as a result. Laplace's use of generating functions was similar to what is now known as the z-transform, and he gave little attention to the continuous variable case which was discussed by Niels Henrik Abel. The theory was further developed in the 19th and early 20th centuries by Mathias Lerch,
Oliver Heaviside Oliver Heaviside FRS (; 18 May 1850 – 3 February 1925) was an English self-taught mathematician and physicist who invented a new technique for solving differential equations (equivalent to the Laplace transform), independently develope ...
, and Thomas Bromwich. The current widespread use of the transform (mainly in engineering) came about during and soon after
World War II World War II or the Second World War, often abbreviated as WWII or WW2, was a world war that lasted from 1939 to 1945. It involved the World War II by country, vast majority of the world's countries—including all of the great power ...
, replacing the earlier Heaviside operational calculus. The advantages of the Laplace transform had been emphasized by Gustav Doetsch, to whom the name Laplace transform is apparently due. From 1744,
Leonhard Euler Leonhard Euler ( , ; 15 April 170718 September 1783) was a Swiss mathematician, physicist, astronomer, geographer, logician and engineer who founded the studies of graph theory and topology and made pioneering and influential discoveries ...
investigated integrals of the form z = \int X(x) e^\, dx \quad\text\quad z = \int X(x) x^A \, dx as solutions of differential equations, but did not pursue the matter very far. Joseph Louis Lagrange was an admirer of Euler and, in his work on integrating probability density functions, investigated expressions of the form \int X(x) e^ a^x\, dx, which some modern historians have interpreted within modern Laplace transform theory. 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 solutions of equations. However, in 1785, Laplace took the critical step forward when, rather than simply 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 \int x^s \varphi (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 potential power. 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.


Formal definition

The Laplace transform of a function , defined for all
real number In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every ...
s , is the function , which is a unilateral transform defined by where ''s'' is a
complex number In mathematics, a complex number is an element of a number system that extends the real numbers with a specific element denoted , called the imaginary unit and satisfying the equation i^= -1; every complex number can be expressed in the fo ...
frequency parameter s = \sigma + i \omega, with real numbers and . An alternate notation for the Laplace transform is \mathcal\ instead of . The meaning of the integral depends on types of functions of interest. A necessary condition for existence of the integral is that must be locally integrable on . For locally integrable functions that decay at infinity or are of exponential type (, f(t), \le Ae^), the integral can be understood to be a (proper) Lebesgue integral. However, for many applications it is necessary to regard it as 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 by the Lebesgue integral \mathcal\(s) = \int_ e^\, d\mu(t). An important special case is where is a probability measure, for example, the Dirac delta function. In operational calculus, the Laplace transform of a measure is often treated as though the measure came from a probability density function . In that case, to avoid potential confusion, one often writes \mathcal\(s) = \int_^\infty f(t)e^ \, dt, where the lower limit of is shorthand notation for \lim_\int_^\infty. This limit emphasizes that any point mass located at 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.


Bilateral Laplace transform

When one says "the Laplace transform" without qualification, the unilateral or one-sided transform is usually intended. The Laplace transform can be alternatively defined as the ''bilateral Laplace transform'', or two-sided Laplace transform, by extending the limits of integration to be the entire real axis. If that is done, the common unilateral transform simply becomes a special case of the bilateral transform, where the definition of the function being transformed is multiplied by the
Heaviside step function The Heaviside step function, or the unit step function, usually denoted by or (but sometimes , or ), is a step function, named after Oliver Heaviside (1850–1925), the value of which is zero for negative arguments and one for positive argum ...
. The bilateral Laplace transform is defined as follows: An alternate notation for the bilateral Laplace transform is \mathcal\, instead of F.


Inverse Laplace transform

Two integrable functions have the same Laplace transform 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 mapping 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 continuous functions, the space , or more generally
tempered distributions Distributions, also known as Schwartz distributions or generalized functions, are objects that generalize the classical notion of functions in mathematical analysis. Distributions make it possible to differentiate functions whose derivatives d ...
on . The Laplace transform is also defined and injective for suitable spaces of tempered distributions. In these cases, the image of the Laplace transform lives in a space of
analytic function In mathematics, an analytic function is a function that is locally given by a convergent power series. There exist both real analytic functions and complex analytic functions. Functions of each type are infinitely differentiable, but complex ...
s 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): where is a real number so that the contour path of integration is in the region of convergence of . In most applications, the contour can be closed, allowing the use of the residue theorem. An alternative formula for the inverse Laplace transform is given by
Post's inversion formula In mathematics, the inverse Laplace transform of a function ''F''(''s'') is the piecewise-continuous and exponentially-restricted real function ''f''(''t'') which has the property: :\mathcal\(s) = \mathcal\(s) = F(s), where \mathcal denotes the ...
. The limit here is interpreted in the
weak-* topology In mathematics, weak topology is an alternative term for certain initial topologies, often on topological vector spaces or spaces of linear operators, for instance on a Hilbert space. The term is most commonly used for the initial topology of a ...
. 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 inspection.


Probability theory

In pure and
applied probability Applied probability is the application of probability theory to statistical problems and other scientific and engineering domains. Scope Much research involving probability is done under the auspices of applied probability. However, while such res ...
, the Laplace transform is defined as an expected value. If is a random variable with probability density function , then the Laplace transform of is given by the expectation \mathcal\(s) = \operatorname\! \left ^ \right! . By convention, this is referred to as the Laplace transform of the random variable itself. Here, replacing by gives the moment generating function of . The Laplace transform has applications throughout probability theory, including first passage times of stochastic processes such as Markov chains, and
renewal theory Renewal theory is the branch of probability theory that generalizes the Poisson process for arbitrary holding times. Instead of exponentially distributed holding times, a renewal process may have any independent and identically distributed (IID) ...
. Of particular use is the ability to recover the cumulative distribution function of a continuous random variable , by means of the Laplace transform as follows: F_X(x) = \mathcal^\! \left\\! (x) = \mathcal^\! \left\\! (x).


Region of convergence

If is a locally integrable function (or more generally a Borel measure locally of bounded variation), then the Laplace transform of converges provided that the limit \lim_\int_0^R f(t)e^\,dt exists. The Laplace transform converges absolutely if the integral \int_0^\infty \left, f(t)e^\\,dt exists as a proper Lebesgue integral. The Laplace transform is usually understood as conditionally convergent, meaning that it converges in the former but not in the latter sense. The set of values for which converges absolutely is either of the form or , where is an extended real constant with (a consequence of the dominated convergence theorem). The constant is known as the abscissa of absolute convergence, and depends on the growth behavior of . Analogously, the two-sided transform converges absolutely in a strip of the form , and possibly including the lines or . The subset of values of for which the Laplace transform converges absolutely is called the region of absolute convergence, or the domain of absolute convergence. In the two-sided case, it is sometimes called the strip of absolute convergence. The Laplace transform is analytic in the region of absolute convergence: this is a consequence of Fubini's theorem and Morera's theorem. Similarly, the set of values for which converges (conditionally or absolutely) is known as the region of conditional convergence, or simply the region of convergence (ROC). If the Laplace transform converges (conditionally) at , then it automatically converges for all with . Therefore, the region of convergence is a half-plane of the form , possibly including some points of the boundary line . In the region of convergence , the Laplace transform of can be expressed by integrating by parts as the integral F(s) = (s-s_0)\int_0^\infty e^\beta(t)\,dt, \quad \beta(u) = \int_0^u e^f(t)\,dt. That is, can effectively be expressed, in the region of convergence, as the absolutely convergent Laplace transform of some other function. In particular, it is analytic. There are several
Paley–Wiener theorem In mathematics, a Paley–Wiener theorem is any theorem that relates decay properties of a function or distribution at infinity with analyticity of its Fourier transform. The theorem is named for Raymond Paley (1907–1933) and Norbert Wiener (18 ...
s concerning the relationship between the decay properties of , 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 equivalent to the absolute convergence of the Laplace transform of the impulse response function in the region . As a result, LTI systems are stable, provided that the poles of the Laplace transform of the impulse response function have negative real part. This ROC is used in knowing about the causality and stability of a system.


Properties and theorems

The Laplace transform has a number of properties that make it useful for analyzing linear
dynamical system In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water i ...
s. The most significant advantage is that differentiation becomes multiplication, and integration becomes division, by (reminiscent of the way
logarithm In mathematics, the logarithm is the inverse function to exponentiation. That means the logarithm of a number  to the base  is the exponent to which must be raised, to produce . For example, since , the ''logarithm base'' 10 ...
s change multiplication to addition of logarithms). Because of this property, the Laplace variable is also known as ''operator variable'' in the domain: either ''derivative operator'' or (for ''integration operator''. The transform turns integral equations and
differential equation In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, ...
s to polynomial equations, which are much easier to solve. Once solved, use of the inverse Laplace transform reverts to the original domain. Given the functions and , and their respective Laplace transforms and , \begin f(t) &= \mathcal^\(s),\\ g(t) &= \mathcal^\(s), \end the following table is a list of properties of unilateral Laplace transform: ; Initial value theorem :f(0^+)=\lim_. ; Final value theorem :f(\infty)=\lim_, if all
poles Poles,, ; singular masculine: ''Polak'', singular feminine: ''Polka'' or Polish people, are a West Slavic nation and ethnic group, who share a common history, culture, the Polish language and are identified with the country of Poland in ...
of sF(s) are in the left half-plane. :The final value theorem is useful because it gives the long-term behaviour without having to perform
partial fraction In algebra, the partial fraction decomposition or partial fraction expansion of a rational fraction (that is, a fraction such that the numerator and the denominator are both polynomials) is an operation that consists of expressing the fraction a ...
decompositions (or other difficult algebra). If has a pole in the right-hand plane or poles on the imaginary axis (e.g., if f(t) = e^t or f(t) = \sin(t)), then the behaviour of this formula is undefined.


Relation to power series

The Laplace transform can be viewed as a
continuous Continuity or continuous may refer to: Mathematics * Continuity (mathematics), the opposing concept to discreteness; common examples include ** Continuous probability distribution or random variable in probability and statistics ** Continuous g ...
analogue of a
power series In mathematics, a power series (in one variable) is an infinite series of the form \sum_^\infty a_n \left(x - c\right)^n = a_0 + a_1 (x - c) + a_2 (x - c)^2 + \dots where ''an'' represents the coefficient of the ''n''th term and ''c'' is a con ...
. If is a discrete function of a positive integer , then the power series associated to is the series \sum_^ a(n) x^n where is a real variable (see
Z transform In mathematics and signal processing, the Z-transform converts a discrete-time signal, which is a sequence of real or complex numbers, into a complex frequency-domain (z-domain or z-plane) representation. It can be considered as a discrete-t ...
). Replacing summation over with integration over , a continuous version of the power series becomes \int_^ f(t) x^t\, dt where the discrete function is replaced by the continuous one . Changing the base of the power from to gives \int_^ f(t) \left(e^\right)^t\, dt For this to converge for, say, all bounded functions , it is necessary to require that . Making the substitution gives just the Laplace transform: \int_^ f(t) e^\, dt In other words, the Laplace transform is a continuous analog of a power series, in which the discrete parameter is replaced by the continuous parameter , and is replaced by .


Relation to moments

The quantities \mu_n = \int_0^\infty t^nf(t)\, dt are the ''moments'' of the function . If the first moments of converge absolutely, then by repeated differentiation under the integral, (-1)^n(\mathcal L f)^(0) = \mu_n . This is of special significance in probability theory, where the moments of a random variable are given by the expectation values \mu_n=\operatorname ^n/math>. Then, the relation holds \mu_n = (-1)^n\frac\operatorname\left ^\right0).


Computation of the Laplace transform of a function's derivative

It is often convenient to use the differentiation property of the Laplace transform to find the transform of a function's derivative. This can be derived from the basic expression for a Laplace transform as follows: \begin \mathcal \left\ &= \int_^\infty e^ f(t)\, dt \\ pt &= \left frac \right^\infty - \int_^\infty \frac f'(t) \, dt\quad \text \\ pt &= \left \frac\right+ \frac 1 s \mathcal \left\, \end yielding \mathcal \ = s\cdot\mathcal \-f(0^-), and in the bilateral case, \mathcal \ = s \int_^\infty e^ f(t)\,dt = s \cdot \mathcal \. The general result \mathcal \left\ = s^n \cdot \mathcal \ - s^ f(0^-) - \cdots - f^(0^-), where f^ denotes the th derivative of , can then be established with an inductive argument.


Evaluating integrals over the positive real axis

A useful property of the Laplace transform is the following: \int_0^\infty f(x)g(x)\,dx = \int_0^\infty(\mathcal f)(s)\cdot(\mathcal^g)(s)\,ds under suitable assumptions on the behaviour of f,g in a right neighbourhood of 0 and on the decay rate of f,g in a left neighbourhood of \infty. The above formula is a variation of integration by parts, with the operators \frac and \int \,dx being replaced by \mathcal and \mathcal^. Let us prove the equivalent formulation: \int_0^\infty(\mathcal f)(x)g(x)\,dx = \int_0^\infty f(s)(\mathcalg)(s)\,ds. By plugging in (\mathcalf)(x)=\int_0^\infty f(s)e^\,ds the left-hand side turns into: \int_0^\infty\int_0^\infty f(s)g(x) e^\,ds\,dx, but assuming Fubini's theorem holds, by reversing the order of integration we get the wanted right-hand side. This method can be used to compute integrals that would otherwise be difficult to compute using elementary methods of real calculus. For example, \int_0^\infty\fracdx = \int_0^\infty \mathcal(1)(x)\sin x dx = \int_0^\infty 1 \cdot \mathcal(\sin)(x)dx = \int_0^\infty \frac = \frac.


Relationship to other transforms


Laplace–Stieltjes transform

The (unilateral) Laplace–Stieltjes transform of a function is defined by the Lebesgue–Stieltjes integral \(s) = \int_0^\infty e^ \, d\,g(t) ~. The function is assumed to be of bounded variation. If is the
antiderivative In calculus, an antiderivative, inverse derivative, primitive function, primitive integral or indefinite integral of a function is a differentiable function whose derivative is equal to the original function . This can be stated symbolica ...
of : g(x) = \int_0^x f(t)\,d\,t then the Laplace–Stieltjes transform of and the Laplace transform of coincide. In general, the Laplace–Stieltjes transform is the Laplace transform of the Stieltjes measure associated to . So in practice, the only distinction between the two transforms is that the Laplace transform 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.


Fourier transform

The Fourier transform is a special case (under certain conditions) of the bilateral Laplace 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. The Laplace transform is usually restricted to transformation of functions of with . A consequence of this restriction is that the Laplace transform of a function is a holomorphic function of the variable . Unlike the Fourier transform, the Laplace transform of a
distribution Distribution may refer to: Mathematics * Distribution (mathematics), generalized functions used to formulate solutions of partial differential equations *Probability distribution, the probability of a particular value or value range of a vari ...
is generally a well-behaved function. Techniques of complex variables can also be used to directly study Laplace transforms. As a holomorphic function, the Laplace transform has a
power series In mathematics, a power series (in one variable) is an infinite series of the form \sum_^\infty a_n \left(x - c\right)^n = a_0 + a_1 (x - c) + a_2 (x - c)^2 + \dots where ''an'' represents the coefficient of the ''n''th term and ''c'' is a con ...
representation. This power series expresses a function as a linear superposition of moments of the function. This perspective has applications in probability theory. The Fourier transform is equivalent to evaluating the bilateral Laplace transform with imaginary argument or when the condition explained below is fulfilled, \begin \hat(\omega) &= \mathcal\ \\ pt &= \mathcal\, _ = F(s), _ \\ pt &= \int_^\infty e^ f(t)\,dt~. \end This convention of the Fourier transform (\hat f_3(\omega) in ) requires a factor of on the inverse Fourier transform. This relationship between the Laplace and Fourier transforms is often used to determine the frequency spectrum of a signal or dynamical system. The above relation is valid as stated
if and only if In logic and related fields such as mathematics and philosophy, "if and only if" (shortened as "iff") is a biconditional logical connective between statements, where either both statements are true or both are false. The connective is bic ...
the region of convergence (ROC) of contains the imaginary axis, . For example, the function has a Laplace transform whose ROC is . As is a pole of , substituting in does not yield the Fourier transform of , which is proportional to the Dirac delta-function . However, a relation of the form \lim_ F(\sigma+i\omega) = \hat(\omega) holds under much weaker conditions. For instance, this holds for the above example provided that the limit is understood as a
weak limit In mathematics, weak topology is an alternative term for certain initial topologies, often on topological vector spaces or spaces of linear operators, for instance on a Hilbert space. The term is most commonly used for the initial topology of a ...
of measures (see
vague topology In mathematics, particularly in the area of functional analysis and topological vector spaces, the vague topology is an example of the weak-* topology which arises in the study of measures on locally compact Hausdorff spaces. Let X be a locally ...
). 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 theorem In mathematics, a Paley–Wiener theorem is any theorem that relates decay properties of a function or distribution at infinity with analyticity of its Fourier transform. The theorem is named for Raymond Paley (1907–1933) and Norbert Wiener (18 ...
s.


Mellin transform

The Mellin transform and its inverse are related to the two-sided Laplace transform by a simple change of variables. If in the Mellin transform G(s) = \mathcal\ = \int_0^\infty \theta^s g(\theta) \, \frac \theta we set we get a two-sided Laplace transform.


Z-transform

The unilateral or one-sided Z-transform is simply the Laplace transform of an ideally sampled signal with the substitution of z \stackrel e^ , where is the sampling interval (in units of time e.g., seconds) and is the sampling rate (in samples per second or
hertz The hertz (symbol: Hz) is the unit of frequency in the International System of Units (SI), equivalent to one event (or cycle) per second. The hertz is an SI derived unit whose expression in terms of SI base units is s−1, meaning that o ...
). Let \Delta_T(t) \ \stackrel\ \sum_^ \delta(t - n T) be a sampling impulse train (also called a Dirac comb) and \begin x_q(t) &\stackrel x(t) \Delta_T(t) = x(t) \sum_^ \delta(t - n T) \\ &= \sum_^ x(n T) \delta(t - n T) = \sum_^ x \delta(t - n T) \end be the sampled representation of the continuous-time x \stackrel x(nT) ~. The Laplace transform of the sampled signal is \begin X_q(s) &= \int_^\infty x_q(t) e^ \,dt \\ &= \int_^\infty \sum_^\infty x \delta(t - n T) e^ \, dt \\ &= \sum_^\infty x \int_^\infty \delta(t - n T) e^ \, dt \\ &= \sum_^\infty x e^~. \end This is the precise definition of the unilateral Z-transform of the discrete function X(z) = \sum_^ x z^ with the substitution of . Comparing the last two equations, we find the relationship between the unilateral Z-transform and the Laplace transform of the sampled signal, X_q(s) = X(z) \Big, _. The similarity between the and Laplace transforms is expanded upon in the theory of time scale calculus.


Borel transform

The integral form of the Borel transform F(s) = \int_0^\infty f(z)e^\, dz is a special case of the Laplace transform for an entire function of exponential type, meaning that , f(z), \le Ae^ for some constants and . The generalized Borel transform allows a different weighting function to be used, rather than the exponential function, to transform functions not of exponential type. Nachbin's theorem gives necessary and sufficient conditions for the Borel transform to be well defined.


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 subject. However, a different point of view and different characteristic problems are associated with each of these four major integral transforms.


Table of selected Laplace transforms

The following table provides Laplace transforms for many common functions of a single variable. 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.\mathcal\ = \mathcal\ + \mathcal\ * The Laplace transform of a multiple of a function is that multiple times the Laplace transformation of that function.\mathcal\ = a \mathcal\ Using this linearity, and various trigonometric, hyperbolic, and complex number (etc.) properties and/or identities, some Laplace transforms can be obtained from others more quickly than by using the definition directly. The unilateral Laplace transform takes as input a function 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, . The entries of the table that involve a time delay are required to be causal (meaning that ). A causal system is a system where the impulse response is zero for all time prior to . In general, the region of convergence for causal systems is not the same as that of
anticausal system In systems theory, an anticausal system is a hypothetical system with outputs and internal states that depend ''solely'' on future input values. Some textbooks and published research literature might define an anticausal system to be one that do ...
s.


''s''-domain equivalent circuits and impedances

The Laplace transform is often used in
circuit analysis A network, in the context of electrical engineering and electronics, is a collection of interconnected components. Network analysis is the process of finding the voltages across, and the currents through, all network components. There are many ...
, and simple conversions to the -domain of circuit elements can be made. Circuit elements can be transformed into
impedances In electrical engineering, impedance is the opposition to alternating current presented by the combined effect of resistance and reactance in a circuit. Quantitatively, the impedance of a two-terminal circuit element is the ratio of the compl ...
, very similar to phasor impedances. Here is a summary of equivalents: : Note that the resistor is exactly the same in the time domain and the -domain. The sources are put in if there are initial conditions on the circuit elements. For example, if a capacitor has an initial voltage across it, or if the inductor has an initial current through it, the sources inserted in the -domain account for that. The equivalents for current and voltage sources are simply derived from the transformations in the table above.


Examples and applications

The Laplace transform is used frequently in
engineering Engineering is the use of scientific principles to design and build machines, structures, and other items, including bridges, tunnels, roads, vehicles, and buildings. The discipline of engineering encompasses a broad range of more speciali ...
and
physics Physics is the natural science that studies matter, its fundamental constituents, its motion and behavior through space and time, and the related entities of energy and force. "Physical science is that department of knowledge which ...
; 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 Control theory is a field of mathematics that deals with the control system, control of dynamical systems in engineered processes and machines. The objective is to develop a model or algorithm governing the application of system inputs to drive ...
. The Laplace transform is invertible on a large class of functions. Given a simple mathematical or functional description of an input or output to a
system A system is a group of interacting or interrelated elements that act according to a set of rules to form a unified whole. A system, surrounded and influenced by its environment, is described by its boundaries, structure and purpose and express ...
, 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. The Laplace transform can also be used to solve differential equations and is used extensively in
mechanical engineering Mechanical engineering is the study of physical machines that may involve force and movement. It is an engineering branch that combines engineering physics and mathematics principles with materials science, to design, analyze, manufacture, ...
and
electrical engineering Electrical engineering is an engineering discipline concerned with the study, design, and application of equipment, devices, and systems which use electricity, electronics, and electromagnetism. It emerged as an identifiable occupation in the l ...
. The Laplace transform reduces a linear differential equation to an algebraic equation, which can then be solved by the formal rules of algebra. The original differential equation can then be solved by applying the inverse Laplace transform. English electrical engineer
Oliver Heaviside Oliver Heaviside FRS (; 18 May 1850 – 3 February 1925) was an English self-taught mathematician and physicist who invented a new technique for solving differential equations (equivalent to the Laplace transform), independently develope ...
first proposed a similar scheme, although without using the Laplace transform; and the resulting operational calculus is credited as the Heaviside calculus.


Evaluating improper integrals

Let \mathcal\left\ = F(s). Then (see the table above) \mathcal \left\ = \int_0^\infty \frace^\, dt = \int_s^\infty F(p)\, dp. In the limit s \rightarrow 0, one gets \int_0^\infty \frac t \, dt = \int_0^\infty F(p)\, dp, provided that the interchange of limits can be justified. This is often possible as a consequence of the final value theorem. Even when the interchange cannot be justified the calculation can be suggestive. For example, with , proceeding formally one has \begin \int_0^\infty \frac \, dt &=\int_0^\infty \left(\frac p - \frac\right)\, dp \\ pt&=\left \frac \ln\frac \right0^\infty = \frac \ln \frac = \ln \left, \frac \. \end The validity of this identity can be proved by other means. It is an example of a Frullani integral. Another example is
Dirichlet integral In mathematics, there are several integrals known as the Dirichlet integral, after the German mathematician Peter Gustav Lejeune Dirichlet, one of which is the improper integral of the sinc function over the positive real line: : \int_0^ ...
.


Complex impedance of a capacitor

In the theory of electrical circuits, the current flow in a
capacitor A capacitor is a device that stores electrical energy in an electric field by virtue of accumulating electric charges on two close surfaces insulated from each other. It is a passive electronic component with two terminals. The effect of ...
is proportional to the capacitance and rate of change in the electrical potential (in SI units). Symbolically, this is expressed by the differential equation i = C , where is the capacitance (in farads) of the capacitor, is the electric current (in amperes) through the capacitor as a function of time, and is the voltage (in volts) across the terminals of the capacitor, also as a function of time. Taking the Laplace transform of this equation, we obtain I(s) = C(s V(s) - V_0), where \begin I(s) &= \mathcal \,\\ V(s) &= \mathcal \, \end and V_0 = v(0). Solving for we have V(s) = + . The definition of the complex impedance (in
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s) is the ratio of the complex voltage divided by the complex current while holding the initial state at zero: Z(s) = \left. \_. Using this definition and the previous equation, we find: Z(s) = \frac, which is the correct expression for the complex impedance of a capacitor. In addition, the Laplace transform has large applications in control theory.


Partial fraction expansion

Consider a linear time-invariant system with transfer function H(s) = \frac. The impulse response is simply the inverse Laplace transform of this transfer function: h(t) = \mathcal^\. To evaluate this inverse transform, we begin by expanding using the method of partial fraction expansion, \frac = + . The unknown constants and are the residues located at the corresponding poles of the transfer function. Each residue represents the relative contribution of that singularity to the transfer function's overall shape. By the residue theorem, the inverse Laplace transform depends only upon the poles and their residues. To find the residue , we multiply both sides of the equation by to get \frac = P + . Then by letting , the contribution from vanishes and all that is left is P = \left.\_ = . Similarly, the residue is given by R = \left.\_ = . Note that R = = - P and so the substitution of and into the expanded expression for gives H(s) = \left(\frac \right) \cdot \left( - \right). Finally, using the linearity property and the known transform for exponential decay (see ''Item'' #''3'' in the ''Table of Laplace Transforms'', above), we can take the inverse Laplace transform of to obtain h(t) = \mathcal^\ = \frac\left(e^ - e^\right), which is the impulse response of the system. ;Convolution The same result can be achieved using the convolution property as if the system is a series of filters with transfer functions of and . That is, the inverse of H(s) = \frac = \frac \cdot \frac is \mathcal^\! \left\ * \mathcal^\! \left\ = e^ * e^ = \int_0^t e^e^\, dx = \frac.


Phase delay

Starting with the Laplace transform, X(s) = \frac we find the inverse by first rearranging terms in the fraction: \begin X(s) &= \frac + \frac \\ &= \sin(\varphi) \left(\frac \right) + \cos(\varphi) \left(\frac \right). \end We are now able to take the inverse Laplace transform of our terms: \begin x(t) &= \sin(\varphi) \mathcal^\left\ + \cos(\varphi) \mathcal^\left\ \\ &= \sin(\varphi)\cos(\omega t) + \cos(\varphi)\sin(\omega t). \end This is just the sine of the sum of the arguments, yielding: x(t) = \sin (\omega t + \varphi). We can apply similar logic to find that \mathcal^ \left\ = \cos.


Statistical mechanics

In statistical mechanics, the Laplace transform of the density of states g(E) defines the partition function. That is, the canonical partition function Z(\beta) is given by Z(\beta) = \int_0^\infty e^g(E)\,dE and the inverse is given by g(E) = \frac \int_^ e^Z(\beta) \, d\beta


Spatial (not time) structure from astronomical spectrum

The wide and general applicability of the Laplace transform and its inverse is illustrated by an application in astronomy which provides some information on the ''spatial distribution'' of matter of an astronomical source of radiofrequency
thermal radiation Thermal radiation is electromagnetic radiation generated by the thermal motion of particles in matter. Thermal radiation is generated when heat from the movement of charges in the material (electrons and protons in common forms of matter) i ...
too distant to
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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. spherical shape and constant temperature, calculations based on carrying out an inverse Laplace transformation on the spectrum of the object can produce the only possible model of the distribution of matter in it (density as a function of distance from the center) consistent with the spectrum., and
When independent information on the structure of an object is available, the inverse Laplace transform method has been found to be in good agreement.


Gallery


See also

* Analog signal processing * Bernstein's theorem on monotone functions * Continuous-repayment mortgage * Hamburger moment problem * Hardy–Littlewood tauberian theorem * Laplace–Carson transform * Moment-generating function * Nonlocal operator *
Post's inversion formula In mathematics, the inverse Laplace transform of a function ''F''(''s'') is the piecewise-continuous and exponentially-restricted real function ''f''(''t'') which has the property: :\mathcal\(s) = \mathcal\(s) = F(s), where \mathcal denotes the ...
*
Signal-flow graph A signal-flow graph or signal-flowgraph (SFG), invented by Claude Shannon, but often called a Mason graph after Samuel Jefferson Mason who coined the term, is a specialized flow graph, a directed graph in which nodes represent system variables, ...


Notes


References


Modern

* * * * * * *


Historical

* * * , Chapters 3–5 * * *


Further reading

* . * * * * * Mathews, Jon; Walker, Robert L. (1970), ''Mathematical methods of physics'' (2nd ed.), New York: W. A. Benjamin, * * * - See Chapter VI. The Laplace transform. * *


External links

*
Online Computation
of the transform or inverse transform, wims.unice.fr

at EqWorld: The World of Mathematical Equations. *
Good explanations of the initial and final value theorems


at MathPages
Computational Knowledge Engine
allows to easily calculate Laplace Transforms and its inverse Transform.
Laplace Calculator
to calculate Laplace Transforms online easily.
Code to visualize Laplace Transforms
and many example videos. {{DEFAULTSORT:Laplace Transform Differential equations Fourier analysis Mathematical physics Integral transforms