Laplace transform
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In 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 summarized ...
(), is an integral transform that converts a function of a real variable (usually t, in the ''
time domain Time domain refers to the analysis of mathematical functions, physical signals or time series of economic or environmental data, with respect to time. In the time domain, the signal or function's value is known for all real numbers, for the ...
'') 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 Scientific method, builds and organizes knowledge in the form of Testability, testable explanations and predictions about the universe. Science may be as old as the human species, and some of the earli ...
and
engineering Engineering is the use of scientific method, 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 rang ...
because it is a tool for solving differential equations. 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 contras ...
s into algebraic equations and 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, mathematical structure, structure, space, Mathematica ...
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 o ...
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 o ...
. 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, 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 Gustav Doetsch (29 November 1892 – 9 June 1977) was a German mathematician, aviation researcher, decorated war veteran, and Nazi supporter. Early life Doetsch was born into a strict Catholic family on 29 November 1892 in Cologne.
, 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 in ma ...
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 function In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) c ...
s, 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 A Fourier series () is a summation of harmonically related sinusoidal functions, also known as components or harmonics. The result of the summation is a periodic function whose functional form is determined by the choices of cycle length (or '' ...
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 measurement, measure a ''continuous'' one-dimensional quantity such as a distance, time, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small var ...
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 for ...
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 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 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 L ...
. 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 inspection.


Probability theory

In pure and applied probability, the Laplace transform is defined as an
expected value In probability theory, the expected value (also called expectation, expectancy, mathematical expectation, mean, average, or first moment) is a generalization of the weighted average. Informally, the expected value is the arithmetic mean of a ...
. If is a
random variable A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the p ...
with probability density function , then the Laplace transform of is given by the expectation \mathcal\(s) = \operatorname\! \left ^ \right! . By
convention Convention may refer to: * Convention (norm), a custom or tradition, a standard of presentation or conduct ** Treaty, an agreement in international law * Convention (meeting), meeting of a (usually large) group of individuals and/or companies in a ...
, 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) ho ...
. Of particular use is the ability to recover the
cumulative distribution function In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Ev ...
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 In mathematics, an infinite series of numbers is said to converge absolutely (or to be absolutely convergent) if the sum of the absolute values of the summands is finite. More precisely, a real or complex series \textstyle\sum_^\infty a_n is s ...
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 In complex analysis, a branch of mathematics, Morera's theorem, named after Giacinto Morera, gives an important criterion for proving that a function is holomorphic. Morera's theorem states that a continuous, complex-valued function ''f'' d ...
. 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 (189 ...
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 Integration may refer to: Biology * Multisensory integration * Path integration * Pre-integration complex, viral genetic material used to insert a viral genome into a host genome *DNA integration, by means of site-specific recombinase technolo ...
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 of ...
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 equations to
polynomial equation In mathematics, an algebraic equation or polynomial equation is an equation of the form :P = 0 where ''P'' is a polynomial with coefficients in some field, often the field of the rational numbers. For many authors, the term ''algebraic equati ...
s, 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 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 as ...
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 analogue of a power series. 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). 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 In mathematical analysis, a function of bounded variation, also known as ' function, is a real number, real-valued function (mathematics), function whose total variation is bounded (finite): the graph of a function having this property is well beh ...
. 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 symbolically ...
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 In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Ev ...
.


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 varia ...
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 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 bi ...
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 of measures (see vague topology). 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 (189 ...
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 one her ...
). 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 d ...
s.


''s''-domain equivalent circuits and impedances

The Laplace transform is often used in circuit analysis, 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 comp ...
, 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 method, 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 rang ...
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 rel ...
; 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 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 system to a ...
. 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, 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. 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 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 In mathematics, Frullani integrals are a specific type of improper integral named after the Italian mathematician Giuliano Frullani. The integrals are of the form :\int _^\,x where f is a function defined for all non-negative real numbers that ...
. 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^\inft ...
.


Complex impedance of a capacitor

In the theory of
electrical circuit An electrical network is an interconnection of electrical components (e.g., batteries, resistors, inductors, capacitors, switches, transistors) or a model of such an interconnection, consisting of electrical elements (e.g., voltage sour ...
s, 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 a ...
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
farad The farad (symbol: F) is the unit of electrical capacitance, the ability of a body to store an electrical charge, in the International System of Units (SI). It is named after the English physicist Michael Faraday (1791–1867). In SI base unit ...
s) of the capacitor, is the
electric current An electric current is a stream of charged particles, such as electrons or ions, moving through an electrical conductor or space. It is measured as the net rate of flow of electric charge through a surface or into a control volume. The movin ...
(in
ampere The ampere (, ; symbol: A), often Clipping (morphology), shortened to amp,SI supports only the use of symbols and deprecates the use of abbreviations for units. is the unit of electric current in the International System of Units (SI). One amp ...
s) through the capacitor as a function of time, and is the
voltage Voltage, also known as electric pressure, electric tension, or (electric) potential difference, is the difference in electric potential between two points. In a static electric field, it corresponds to the work needed per unit of charge t ...
(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 ohms) 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 Residue may refer to: Chemistry and biology * An amino acid, within a peptide chain * Crop residue, materials left after agricultural processes * Pesticide residue, refers to the pesticides that may remain on or in food after they are appli ...
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) is ...
too distant to
resolve Resolve may refer to: * ''Resolve'' (Lagwagon album) * ''Resolve'' (Last Tuesday album) * "Resolve" (song), by the Foo Fighters *'' The Resolve'', a 1915 American silent short drama film * "Resolve" (''One Tree Hill'' episode) *''Resolve'', a Brit ...
as more than a point, given its flux density
spectrum A spectrum (plural ''spectra'' or ''spectrums'') is a condition that is not limited to a specific set of values but can vary, without gaps, across a continuum. The word was first used scientifically in optics to describe the rainbow of color ...
, 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 Analogous to continuous compounding, a continuous annuity is an ordinary annuity in which the payment interval is narrowed indefinitely. A (theoretical) continuous repayment mortgage is a mortgage loan paid by means of a continuous annuity. Mo ...
* 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 L ...
* Signal-flow graph


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