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Laplacetransform
FromWikipedia,thefreeencyclopedia
TheLaplacetransformisawidelyusedintegraltransforminmathematicsandelectricalengineeringnamedafter
PierreSimonLaplace(/lpls/)thattransformsafunctionoftimeintoafunctionofcomplexfrequency.The
inverseLaplacetransformtakesacomplexfrequencydomainfunctionandyieldsafunctiondefinedinthetime
domain.TheLaplacetransformisrelatedtotheFouriertransform,butwhereastheFouriertransformexpressesa
functionorsignalasasuperpositionofsinusoids,theLaplacetransformexpressesafunction,moregenerally,asa
superpositionofmoments.Givenasimplemathematicalorfunctionaldescriptionofaninputoroutputtoasystem,
theLaplacetransformprovidesanalternativefunctionaldescriptionthatoftensimplifiestheprocessofanalyzingthe
behaviorofthesystem,orinsynthesizinganewsystembasedonasetofspecifications.[1]So,forexample,Laplace
transformationfromthetimedomaintothefrequencydomaintransformsdifferentialequationsintoalgebraic
equationsandconvolutionintomultiplication.
Contents
1History
2Formaldefinition
2.1Probabilitytheory
2.2BilateralLaplacetransform
2.3InverseLaplacetransform
3Regionofconvergence
4Propertiesandtheorems
4.1Relationtopowerseries
4.2Relationtomoments
4.3ProofoftheLaplacetransformofafunction'sderivative
4.4Evaluatingimproperintegrals
4.5Relationshiptoothertransforms
4.5.1LaplaceStieltjestransform
4.5.2Fouriertransform
4.5.3Mellintransform
4.5.4Ztransform
4.5.5Boreltransform
4.5.6Fundamentalrelationships
5TableofselectedLaplacetransforms
6sDomainequivalentcircuitsandimpedances
7Examples:Howtoapplythepropertiesandtheorems
7.1Example1:Solvingadifferentialequation
7.2Example2:Derivingthecompleximpedanceforacapacitor
7.3Example3:Methodofpartialfractionexpansion
7.4Example3.2:Convolution
7.5Example4:Mixingsines,cosines,andexponentials
7.6Example5:Phasedelay
7.7Example6:Determiningstructureofastronomicalobjectfromspectrum
7.8Furtherexamples
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8Seealso
9Notes
10References
10.1Modern
10.2Historical
11Externallinks
History
TheLaplacetransformisnamedaftermathematicianandastronomerPierreSimonLaplace,whousedasimilar
transform(nowcalledztransform)inhisworkonprobabilitytheory.Thecurrentwidespreaduseofthetransform
cameaboutsoonafterWorldWarIIalthoughithadbeenusedinthe19thcenturybyAbel,Lerch,Heaviside,and
Bromwich.
From1744,LeonhardEulerinvestigatedintegralsoftheform
assolutionsofdifferentialequationsbutdidnotpursuethematterveryfar.[2]JosephLouisLagrangewasanadmirer
ofEulerand,inhisworkonintegratingprobabilitydensityfunctions,investigatedexpressionsoftheform
whichsomemodernhistorianshaveinterpretedwithinmodernLaplacetransformtheory.[3][4]
ThesetypesofintegralsseemfirsttohaveattractedLaplace'sattentionin1782wherehewasfollowinginthespirit
ofEulerinusingtheintegralsthemselvesassolutionsofequations.[5]However,in1785,Laplacetookthecritical
stepforwardwhen,ratherthanjustlookingforasolutionintheformofanintegral,hestartedtoapplythetransforms
inthesensethatwaslatertobecomepopular.Heusedanintegraloftheform:
akintoaMellintransform,totransformthewholeofadifferenceequation,inordertolookforsolutionsofthe
transformedequation.HethenwentontoapplytheLaplacetransforminthesamewayandstartedtoderivesomeof
itsproperties,beginningtoappreciateitspotentialpower.[6]
LaplacealsorecognisedthatJosephFourier'smethodofFourierseriesforsolvingthediffusionequationcouldonly
applytoalimitedregionofspaceasthesolutionswereperiodic.In1809,Laplaceappliedhistransformtofind
solutionsthatdiffusedindefinitelyinspace.[7]
Formaldefinition
TheLaplacetransformisafrequencydomainapproachforcontinuoustimesignalsirrespectiveofwhetherthe
systemisstableorunstable.LaplacetransformapproachisalsoknownasSdomainapproach.TheLaplacetransform
ofafunctionf(t),definedforallrealnumberst0,isthefunctionF(s),whichisaunilateraltransformdefinedby:
Theparametersisthecomplexnumberfrequency:
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withrealnumbers and.
OthernotationsfortheLaplacetransforminclude
oralternatively
insteadofF.
Themeaningoftheintegraldependsontypesoffunctionsofinterest.Anecessaryconditionforexistenceofthe
integralisthatfmustbelocallyintegrableon[0,).Forlocallyintegrablefunctionsthatdecayatinfinityorareof
exponentialtype,theintegralcanbeunderstoodasa(proper)Lebesgueintegral.However,formanyapplicationsitis
necessarytoregarditasaconditionallyconvergentimproperintegralat.Stillmoregenerally,theintegralcanbe
understoodinaweaksense,andthisisdealtwithbelow.
OnecandefinetheLaplacetransformofafiniteBorelmeasurebytheLebesgueintegral[8]
Animportantspecialcaseiswhereisaprobabilitymeasureor,evenmorespecifically,theDiracdeltafunction.In
operationalcalculus,theLaplacetransformofameasureisoftentreatedasthoughthemeasurecamefroma
distributionfunctionf.Inthatcase,toavoidpotentialconfusion,oneoftenwrites
wherethelowerlimitof0isshorthandnotationfor
Thislimitemphasizesthatanypointmasslocatedat0isentirelycapturedbytheLaplacetransform.Althoughwith
theLebesgueintegral,itisnotnecessarytotakesuchalimit,itdoesappearmorenaturallyinconnectionwiththe
LaplaceStieltjestransform.
Probabilitytheory
Inpureandappliedprobability,theLaplacetransformisdefinedasanexpectedvalue.IfXisarandomvariablewith
probabilitydensityfunctionf,thentheLaplacetransformoffisgivenbytheexpectation
Byabuseoflanguage,thisisreferredtoastheLaplacetransformoftherandomvariableXitself.Replacingsbyt
givesthemomentgeneratingfunctionofX.TheLaplacetransformhasapplicationsthroughoutprobabilitytheory,
includingfirstpassagetimesofstochasticprocessessuchasMarkovchains,andrenewaltheory.
OfparticularuseistheabilitytorecoverthecumulativedistributionfunctionofacontinuousrandomvariableXby
meansoftheLaplacetransformasfollows[9]
BilateralLaplacetransform
Whenonesays"theLaplacetransform"withoutqualification,theunilateraloronesidedtransformisnormally
intended.TheLaplacetransformcanbealternativelydefinedasthebilateralLaplacetransformortwosidedLaplace
transformbyextendingthelimitsofintegrationtobetheentirerealaxis.Ifthatisdonethecommonunilateral
transformsimplybecomesaspecialcaseofthebilateraltransformwherethedefinitionofthefunctionbeing
transformedismultipliedbytheHeavisidestepfunction.
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ThebilateralLaplacetransformisdefinedasfollows:
InverseLaplacetransform
TwointegrablefunctionshavethesameLaplacetransformonlyiftheydifferonasetofLebesguemeasurezero.This
meansthat,ontherangeofthetransform,thereisaninversetransform.Infact,besidesintegrablefunctions,the
Laplacetransformisaonetoonemappingfromonefunctionspaceintoanotherinmanyotherfunctionspacesas
well,althoughthereisusuallynoeasycharacterizationoftherange.Typicalfunctionspacesinwhichthisistrue
includethespacesofboundedcontinuousfunctions,thespaceL(0,),ormoregenerallytemperedfunctions(that
is,functionsofatworstpolynomialgrowth)on(0,).TheLaplacetransformisalsodefinedandinjectivefor
suitablespacesoftempereddistributions.
Inthesecases,theimageoftheLaplacetransformlivesinaspaceofanalyticfunctionsintheregionofconvergence.
TheinverseLaplacetransformisgivenbythefollowingcomplexintegral,whichisknownbyvariousnames(the
Bromwichintegral,theFourierMellinintegral,andMellin'sinverseformula):
whereisarealnumbersothatthecontourpathofintegrationisintheregionofconvergenceofF(s).Analternative
formulafortheinverseLaplacetransformisgivenbyPost'sinversionformula.Thelimithereisinterpretedinthe
weak*topology.
InpracticeitistypicallymoreconvenienttodecomposeaLaplacetransformintoknowntransformsoffunctions
obtainedfromatable,andconstructtheinversebyinspection.ThisInverseLaplacetransformisusedtoDifferential
EquationswhichissimplerthantheFouriertransformapproach.
Regionofconvergence
Iffisalocallyintegrablefunction(ormoregenerallyaBorelmeasurelocallyofboundedvariation),thentheLaplace
transformF(s)offconvergesprovidedthatthelimit
exists.TheLaplacetransformconvergesabsolutelyiftheintegral
exists(asaproperLebesgueintegral).TheLaplacetransformisusuallyunderstoodasconditionallyconvergent,
meaningthatitconvergesintheformerinsteadofthelattersense.
ThesetofvaluesforwhichF(s)convergesabsolutelyiseitheroftheformRe(s)>aorelseRe(s)a,whereaisan
extendedrealconstant,a.(Thisfollowsfromthedominatedconvergencetheorem.)Theconstantais
knownastheabscissaofabsoluteconvergence,anddependsonthegrowthbehavioroff(t).[10]Analogously,thetwo
sidedtransformconvergesabsolutelyinastripoftheforma<Re(s)<b,andpossiblyincludingthelinesRe(s)=aor
Re(s)=b.[11]ThesubsetofvaluesofsforwhichtheLaplacetransformconvergesabsolutelyiscalledtheregionof
absoluteconvergenceorthedomainofabsoluteconvergence.Inthetwosidedcase,itissometimescalledthestripof
absoluteconvergence.TheLaplacetransformisanalyticintheregionofabsoluteconvergence.
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Similarly,thesetofvaluesforwhichF(s)converges(conditionallyorabsolutely)isknownastheregionof
conditionalconvergence,orsimplytheregionofconvergence(ROC).IftheLaplacetransformconverges
(conditionally)ats=s0,thenitautomaticallyconvergesforallswithRe(s)>Re(s0).Thereforetheregionof
convergenceisahalfplaneoftheformRe(s)>a,possiblyincludingsomepointsoftheboundarylineRe(s)=a.In
theregionofconvergenceRe(s)>Re(s0),theLaplacetransformoffcanbeexpressedbyintegratingbypartsasthe
integral
Thatis,intheregionofconvergenceF(s)caneffectivelybeexpressedastheabsolutelyconvergentLaplace
transformofsomeotherfunction.Inparticular,itisanalytic.
ThereareseveralPaleyWienertheoremsconcerningtherelationshipbetweenthedecaypropertiesoffandthe
propertiesoftheLaplacetransformwithintheregionofconvergence.
Inengineeringapplications,afunctioncorrespondingtoalineartimeinvariant(LTI)systemisstableifevery
boundedinputproducesaboundedoutput.ThisisequivalenttotheabsoluteconvergenceoftheLaplacetransformof
theimpulseresponsefunctionintheregionRe(s)0.Asaresult,LTIsystemsarestableprovidedthepolesofthe
Laplacetransformoftheimpulseresponsefunctionhavenegativerealpart.
ThisROCisusedinknowingabouttheCausalityandStabilityofasystem.
Propertiesandtheorems
TheLaplacetransformhasanumberofpropertiesthatmakeitusefulforanalyzinglineardynamicalsystems.The
mostsignificantadvantageisthatdifferentiationandintegrationbecomemultiplicationanddivision,respectively,by
s(similarlytologarithmschangingmultiplicationofnumberstoadditionoftheirlogarithms).Becauseofthis
property,theLaplacevariablesisalsoknownasoperatorvariableintheLdomain:eitherderivativeoperatoror(for
s1)integrationoperator.Thetransformturnsintegralequationsanddifferentialequationstopolynomialequations,
whicharemucheasiertosolve.Oncesolved,useoftheinverseLaplacetransformrevertstothetimedomain.
Giventhefunctionsf(t)andg(t),andtheirrespectiveLaplacetransformsF(s)andG(s):
thefollowingtableisalistofpropertiesofunilateralLaplacetransform:[12]
PropertiesoftheunilateralLaplacetransform
Timedomain
's'domain
Linearity
Comment
Canbeproved
usingbasic
rulesof
integration.
Frequency
domain
differentiation
Fisthefirst
derivativeof
F.
Frequency
domain
differentiation
Moregeneral
form,nth
derivativeof
F(s).
fisassumedto
bea
differentiable
function,and
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Differentiation
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itsderivative
isassumedto
beof
exponential
type.Thiscan
thenbe
obtainedby
integrationby
parts
Second
Differentiation
fisassumed
twice
differentiable
andthesecond
derivativeto
beof
exponential
type.Follows
byapplying
the
Differentiation
propertytof
(t).
General
Differentiation
fisassumedto
bentimes
differentiable,
withnth
derivativeof
exponential
type.Follows
by
mathematical
induction.
Frequency
integration
Thisis
deducedusing
thenatureof
frequency
differentiation
and
conditional
convergence.
Integration
u(t)isthe
Heavisidestep
function.Note
(uf)(t)is
the
convolutionof
u(t)andf(t).
Timescaling
Frequency
shifting
Timeshifting
u(t)isthe
Heavisidestep
function
theintegration
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isdonealong
thevertical
lineRe()=c
thatlies
entirelywithin
theregionof
convergence
ofF.[13]
Multiplication
Convolution
Complex
conjugation
Cross
correlation
f(t)isa
periodic
functionof
periodTso
thatf(t)=f(t+
T),forallt
0.Thisisthe
resultofthe
timeshifting
propertyand
thegeometric
series.
Periodic
Function
Initialvaluetheorem:
Finalvaluetheorem:
,ifallpolesofsF(s)areinthelefthalfplane.
Thefinalvaluetheoremisusefulbecauseitgivesthelongtermbehaviourwithouthavingtoperformpartial
fractiondecompositionsorotherdifficultalgebra.If
haspolesintherighthandplaneoronthe
imaginaryaxis,oncontraryifonepoleispresentontheimaginaryaxisatmostthenFinalValuetheoremcanbe
applied.(e.g.,if
or
)thebehaviourofthisformulaisundefined.
Relationtopowerseries
TheLaplacetransformcanbeviewedasacontinuousanalogueofapowerseries.Ifa(n)isadiscretefunctionofa
positiveintegern,thenthepowerseriesassociatedtoa(n)istheseries
wherexisarealvariable(seeZtransform).Replacingsummationovernwithintegrationovert,acontinuousversion
ofthepowerseriesbecomes
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wherethediscretefunctiona(n)isreplacedbythecontinuousonef(t).(SeeMellintransformbelow.)Changingthe
baseofthepowerfromxtoegives
Forthistoconvergefor,say,allboundedfunctionsf,itisnecessarytorequirethat
substitutions=logxgivesjusttheLaplacetransform:
.Makingthe
Inotherwords,theLaplacetransformisacontinuousanalogofapowerseriesinwhichthediscreteparameternis
replacedbythecontinuousparametert,andxisreplacedbyes.
Relationtomoments
Thequantities
arethemomentsofthefunctionf.Ifthefirstnmomentsoffconvergeabsolutely,thenbyrepeateddifferentiation
undertheintegral,
.Thisisofspecialsignificanceinprobabilitytheory,wherethe
momentsofarandomvariableXaregivenbytheexpectationvalues
.Thentherelationholds:
ProofoftheLaplacetransformofafunction'sderivative
ItisoftenconvenienttousethedifferentiationpropertyoftheLaplacetransformtofindthetransformofafunction's
derivative.ThiscanbederivedfromthebasicexpressionforaLaplacetransformasfollows:
yielding
andinthebilateralcase,
Thegeneralresult
wheref(n)denotesthenthderivativeoff,canthenbeestablishedwithaninductiveargument.
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Evaluatingimproperintegrals
Let
,then(seethetableabove)
or
Lettings0,givesonetheidentity
providedthattheinterchangeoflimitscanbejustified.Evenwhentheinterchangecannotbejustifiedthecalculation
canbesuggestive.Forexample,proceedingformallyonehas
Thevalidityofthisidentitycanbeprovedbyothermeans.ItisanexampleofaFrullaniintegral.
AnotherexampleisDirichletintegral.
Relationshiptoothertransforms
LaplaceStieltjestransform
The(unilateral)LaplaceStieltjestransformofafunctiong:RRisdefinedbytheLebesgueStieltjesintegral
Thefunctiongisassumedtobeofboundedvariation.Ifgistheantiderivativeoff:
thentheLaplaceStieltjestransformofgandtheLaplacetransformoffcoincide.Ingeneral,theLaplaceStieltjes
transformistheLaplacetransformoftheStieltjesmeasureassociatedtog.Soinpractice,theonlydistinction
betweenthetwotransformsisthattheLaplacetransformisthoughtofasoperatingonthedensityfunctionofthe
measure,whereastheLaplaceStieltjestransformisthoughtofasoperatingonitscumulativedistribution
function.[14]
Fouriertransform
ThecontinuousFouriertransformisequivalenttoevaluatingthebilateralLaplacetransformwithimaginary
arguments=iors=2fi:[15]
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ThisdefinitionoftheFouriertransformrequiresaprefactorof1/2onthereverseFouriertransform.This
relationshipbetweentheLaplaceandFouriertransformsisoftenusedtodeterminethefrequencyspectrumofa
signalordynamicalsystem.
Theaboverelationisvalidasstatedifandonlyiftheregionofconvergence(ROC)ofF(s)containstheimaginary
axis,=0.Forexample,thefunctionf(t)=cos(0t)hasaLaplacetransformF(s)=s/(s2+02)whoseROCisRe(s)
>0.Ass=iisapoleofF(s),substitutings=iinF(s)doesnotyieldtheFouriertransformoff(t)u(t),whichis
proportionaltotheDiracdeltafunction(0).
However,arelationoftheform
holdsundermuchweakerconditions.Forinstance,thisholdsfortheaboveexampleprovidedthatthelimitis
understoodasaweaklimitofmeasures(seevaguetopology).GeneralconditionsrelatingthelimitoftheLaplace
transformofafunctionontheboundarytotheFouriertransformtaketheformofPaleyWienertheorems.
Mellintransform
TheMellintransformanditsinversearerelatedtothetwosidedLaplacetransformbyasimplechangeofvariables.
IfintheMellintransform
weset=etwegetatwosidedLaplacetransform.
Ztransform
TheunilateraloronesidedZtransformissimplytheLaplacetransformofanideallysampledsignalwiththe
substitutionof
whereT=1/fsisthesamplingperiod(inunitsoftimee.g.,seconds)andfsisthesamplingrate(insamplesper
secondorhertz)
Let
beasamplingimpulsetrain(alsocalledaDiraccomb)and
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bethesampledrepresentationofthecontinuoustimex(t)
TheLaplacetransformofthesampledsignal
is
ThisistheprecisedefinitionoftheunilateralZtransformofthediscretefunctionx[n]
withthesubstitutionofzesT.
Comparingthelasttwoequations,wefindtherelationshipbetweentheunilateralZtransformandtheLaplace
transformofthesampledsignal:
ThesimilaritybetweentheZandLaplacetransformsisexpandeduponinthetheoryoftimescalecalculus.
Boreltransform
TheintegralformoftheBoreltransform
isaspecialcaseoftheLaplacetransformforfanentirefunctionofexponentialtype,meaningthat
forsomeconstantsAandB.ThegeneralizedBoreltransformallowsadifferentweightingfunctiontobeused,rather
thantheexponentialfunction,totransformfunctionsnotofexponentialtype.Nachbin'stheoremgivesnecessaryand
sufficientconditionsfortheBoreltransformtobewelldefined.
Fundamentalrelationships
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SinceanordinaryLaplacetransformcanbewrittenasaspecialcaseofatwosidedtransform,andsincethetwo
sidedtransformcanbewrittenasthesumoftwoonesidedtransforms,thetheoryoftheLaplace,Fourier,Mellin,
andZtransformsareatbottomthesamesubject.However,adifferentpointofviewanddifferentcharacteristic
problemsareassociatedwitheachofthesefourmajorintegraltransforms.
TableofselectedLaplacetransforms
ThefollowingtableprovidesLaplacetransformsformanycommonfunctionsofasinglevariable.[16][17]For
definitionsandexplanations,seetheExplanatoryNotesattheendofthetable.
BecausetheLaplacetransformisalinearoperator:
TheLaplacetransformofasumisthesumofLaplacetransformsofeachterm.
TheLaplacetransformofamultipleofafunctionisthatmultipletimestheLaplacetransformationofthat
function.
Usingthislinearity,andvarioustrigonometric,hyperbolic,andcomplexnumber(etc.)propertiesand/oridentities,
someLaplacetransformscanbeobtainedfromothersquickerthanbyusingthedefinitiondirectly.
TheunilateralLaplacetransformtakesasinputafunctionwhosetimedomainisthenonnegativereals,whichiswhy
allofthetimedomainfunctionsinthetablebelowaremultiplesoftheHeavisidestepfunction,u(t).Theentriesof
thetablethatinvolveatimedelayarerequiredtobecausal(meaningthat>0).Acausalsystemisasystemwhere
theimpulseresponseh(t)iszeroforalltimetpriortot=0.Ingeneral,theregionofconvergenceforcausalsystems
isnotthesameasthatofanticausalsystems.
Function
unitimpulse
Timedomain
Laplacesdomain
Regionof
convergence
Reference
alls
inspection
timeshiftof
unitimpulse
delayedimpulse
unitstep
Re(s)>0
integrateunit
impulse
delayedunitstep
Re(s)>0
timeshiftof
unitstep
ramp
Re(s)>0
integrateunit
impulsetwice
nthpower
(forintegern)
Re(s)>0
(n>1)
Integrateunit
stepntimes
qthpower
(forcomplexq)
Re(s)>0
Re(q)>1
[18][19]
nthroot
Re(s)>0
Setq=1/n
above.
Re(s)>
Integrateunit
step,
apply
frequencyshift
nthpowerwithfrequency
shift
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delayednthpower
withfrequencyshift
Re(s)>
Integrateunit
step,
apply
frequency
shift,
applytime
shift
exponentialdecay
Re(s)>
Frequency
shiftof
unitstep
twosidedexponential
decay
(onlyforbilateral
transform)
<Re(s)<
Frequency
shiftof
unitstep
exponentialapproach
Re(s)>0
Unitstep
minus
exponential
decay
sine
Re(s)>0
Bracewell
1978,p.227
cosine
Re(s)>0
Bracewell
1978,p.227
hyperbolicsine
Re(s)>||
Williams
1973,p.88
hyperboliccosine
Re(s)>||
Williams
1973,p.88
exponentiallydecaying
sinewave
Re(s)>
Bracewell
1978,p.227
exponentiallydecaying
cosinewave
Re(s)>
Bracewell
1978,p.227
naturallogarithm
Re(s)>0
Williams
1973,p.88
Besselfunction
ofthefirstkind,
ofordern
Re(s)>0
(n>1)
Williams
1973,p.89
Errorfunction
Re(s)>0
Williams
1973,p.89
Explanatorynotes:
u(t)representstheHeavisidestepfunction.
representstheDiracdeltafunction.
t,arealnumber,typicallyrepresentstime,
althoughitcanrepresentanyindependentdimension.
(z)representstheGammafunction.
sisthecomplexangularfrequency,andRe(s)isitsrealpart.
istheEulerMascheroniconstant.
,,,andarerealnumbers.
nisaninteger.
sDomainequivalentcircuitsandimpedances
TheLaplacetransformisoftenusedincircuitanalysis,andsimpleconversionstothesDomainofcircuitelements
canbemade.Circuitelementscanbetransformedintoimpedances,verysimilartophasorimpedances.
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Hereisasummaryofequivalents:
NotethattheresistorisexactlythesameinthetimedomainandthesDomain.Thesourcesareputinifthereare
initialconditionsonthecircuitelements.Forexample,ifacapacitorhasaninitialvoltageacrossit,oriftheinductor
hasaninitialcurrentthroughit,thesourcesinsertedinthesDomainaccountforthat.
Theequivalentsforcurrentandvoltagesourcesaresimplyderivedfromthetransformationsinthetableabove.
Examples:Howtoapplythepropertiesandtheorems
TheLaplacetransformisusedfrequentlyinengineeringandphysicstheoutputofalineartimeinvariantsystemcan
becalculatedbyconvolvingitsunitimpulseresponsewiththeinputsignal.PerformingthiscalculationinLaplace
spaceturnstheconvolutionintoamultiplicationthelatterbeingeasiertosolvebecauseofitsalgebraicform.For
moreinformation,seecontroltheory.
TheLaplacetransformcanalsobeusedtosolvedifferentialequationsandisusedextensivelyinelectrical
engineering.TheLaplacetransformreducesalineardifferentialequationtoanalgebraicequation,whichcanthenbe
solvedbytheformalrulesofalgebra.Theoriginaldifferentialequationcanthenbesolvedbyapplyingtheinverse
Laplacetransform.TheEnglishelectricalengineerOliverHeavisidefirstproposedasimilarscheme,although
withoutusingtheLaplacetransformandtheresultingoperationalcalculusiscreditedastheHeavisidecalculus.
Example1:Solvingadifferentialequation
Innuclearphysics,thefollowingfundamentalrelationshipgovernsradioactivedecay:thenumberofradioactive
atomsNinasampleofaradioactiveisotopedecaysatarateproportionaltoN.Thisleadstothefirstorderlinear
differentialequation
whereisthedecayconstant.TheLaplacetransformcanbeusedtosolvethisequation.
Rearrangingtheequationtooneside,wehave
Next,wetaketheLaplacetransformofbothsidesoftheequation:
where
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and
Solving,wefind
Finally,wetaketheinverseLaplacetransformtofindthegeneralsolution
whichisindeedthecorrectformforradioactivedecay.
Example2:Derivingthecompleximpedanceforacapacitor
Inthetheoryofelectricalcircuits,thecurrentflowinacapacitorisproportionaltothecapacitanceandrateofchange
intheelectricalpotential(inSIunits).Symbolically,thisisexpressedbythedifferentialequation
whereCisthecapacitance(infarads)ofthecapacitor,i=i(t)istheelectriccurrent(inamperes)throughthe
capacitorasafunctionoftime,andv=v(t)isthevoltage(involts)acrosstheterminalsofthecapacitor,alsoasa
functionoftime.
TakingtheLaplacetransformofthisequation,weobtain
where
and
SolvingforV(s)wehave
ThedefinitionofthecompleximpedanceZ(inohms)istheratioofthecomplexvoltageVdividedbythecomplex
currentIwhileholdingtheinitialstateVoatzero:
Usingthisdefinitionandthepreviousequation,wefind:
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whichisthecorrectexpressionforthecompleximpedanceofacapacitor.
Example3:Methodofpartialfractionexpansion
Consideralineartimeinvariantsystemwithtransferfunction
TheimpulseresponseissimplytheinverseLaplacetransformofthistransferfunction:
Toevaluatethisinversetransform,webeginbyexpandingH(s)usingthemethodofpartialfractionexpansion:
TheunknownconstantsPandRaretheresidueslocatedatthecorrespondingpolesofthetransferfunction.Each
residuerepresentstherelativecontributionofthatsingularitytothetransferfunction'soverallshape.Bytheresidue
theorem,theinverseLaplacetransformdependsonlyuponthepolesandtheirresidues.TofindtheresidueP,we
multiplybothsidesoftheequationbys+toget
Thenbylettings=,thecontributionfromRvanishesandallthatisleftis
Similarly,theresidueRisgivenby
Notethat
andsothesubstitutionofRandPintotheexpandedexpressionforH(s)gives
Finally,usingthelinearitypropertyandtheknowntransformforexponentialdecay(seeItem#3intheTableof
LaplaceTransforms,above),wecantaketheinverseLaplacetransformofH(s)toobtain:
whichistheimpulseresponseofthesystem.
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Example3.2:Convolution
Thesameresultcanbeachievedusingtheconvolutionpropertyasifthesystemisaseriesoffilterswithtransfer
functionsof1/(s+a)and1/(s+b).Thatis,theinverseof
is
Example4:Mixingsines,cosines,andexponentials
Timefunction
Laplacetransform
StartingwiththeLaplacetransform
wefindtheinversetransformbyfirstaddingandsubtractingthesameconstanttothenumerator:
Bytheshiftinfrequencyproperty,wehave
Finally,usingtheLaplacetransformsforsineandcosine(seethetable,above),wehave
Example5:Phasedelay
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Timefunction Laplacetransform
StartingwiththeLaplacetransform,
wefindtheinversebyfirstrearrangingtermsinthefraction:
WearenowabletotaketheinverseLaplacetransformofourterms:
Thisisjustthesineofthesumofthearguments,yielding:
Wecanapplysimilarlogictofindthat
Example6:Determiningstructureofastronomicalobjectfromspectrum
ThewideandgeneralapplicabilityoftheLaplacetransformanditsinverseisillustratedbyanapplicationin
astronomywhichprovidessomeinformationonthespatialdistributionofmatterofanastronomicalsourceof
radiofrequencythermalradiationtoodistanttoresolveasmorethanapoint,givenitsfluxdensityspectrum,rather
thanrelatingthetimedomainwiththespectrum(frequencydomain).
Assumingcertainpropertiesoftheobject,e.g.sphericalshapeandconstanttemperature,calculationsbasedon
carryingoutaninverseLaplacetransformationonthespectrumoftheobjectcanproducetheonlypossiblemodelof
thedistributionofmatterinit(densityasafunctionofdistancefromthecenter)consistentwiththespectrum.[20]
Whenindependentinformationonthestructureofanobjectisavailable,theinverseLaplacetransformmethodhas
beenfoundtobeingoodagreement.
Furtherexamples
Laplacetransformappliedtodifferentialequations
Seealso
Analogsignalprocessing
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Bernstein'stheoremonmonotonefunctions
Continuousrepaymentmortgage
Fouriertransform
Hamburgermomentproblem
HardyLittlewoodtauberiantheorem
Momentgeneratingfunction
Ntransform
PierreSimonLaplace
Post'sinversionformula
Signalflowgraph
SumudutransformorLaplaceCarsontransform
Symbolicintegration
Transferfunction
Ztransform(discreteequivalentoftheLaplacetransform)
Notes
1. ^Korn&Korn1967,8.1
2. ^Euler1744,Euler1753,Euler1769
3. ^Lagrange1773
4. ^GrattanGuinness1997,p.260
5. ^GrattanGuinness1997,p.261
6. ^GrattanGuinness1997,pp.261262
7. ^GrattanGuinness1997,pp.262266
8. ^Feller1971,XIII.1
9. ^Thecumulativedistributionfunctionistheintegraloftheprobabilitydensityfunction.
10. ^Widder1941,ChapterII,1
11. ^Widder1941,ChapterVI,2
12. ^Korn&Korn1967,pp.226227
13. ^Bracewell2000,Table14.1,p.385
14. ^Feller1971,p.432
15. ^Takacs1953,p.93
16. ^Riley,K.F.Hobson,M.P.Bence,S.J.(2010),Mathematicalmethodsforphysicsandengineering(3rded.),
CambridgeUniversityPress,p.455,ISBN9780521861533
17. ^Distefano,J.J.Stubberud,A.R.Williams,I.J.(1995),Feedbacksystemsandcontrol,Schaum'soutlines(2nded.),
McGrawHill,p.78,ISBN0070170525
18. ^Lipschutz,S.Spiegel,M.R.Liu,J.(2009),MathematicalHandbookofFormulasandTables,Schaum'sOutlineSeries
(3rded.),McGrawHill,p.183,ISBN9780071548557providesthecaseforrealq.
19. ^http://mathworld.wolfram.com/LaplaceTransform.htmlWolframMathwordprovidescaseforcomplexq
20. ^Salem,M.Seaton,M.J.(1974),"I.Continuumspectraandbrightnesscontours"(http://adsabs.harvard.edu/cgibin/nph
data_query?bibcode=1974MNRAS.167..493S&link_type=ARTICLE&db_key=AST&high=),MonthlyNoticesoftheRoyal
AstronomicalSociety167:493510,and
Salem,M.(1974),"II.Threedimensionalmodels"(http://adsabs.harvard.edu/cgibin/nphdata_query?
bibcode=1974MNRAS.167..511S&link_type=ARTICLE&db_key=AST&high=),MonthlyNoticesoftheRoyal
AstronomicalSociety167:511516
References
http://en.wikipedia.org/wiki/Laplace_transform
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Modern
Arendt,WolfgangBatty,CharlesJ.K.Hieber,MatthiasNeubrander,Frank(2002),VectorValuedLaplace
TransformsandCauchyProblems,BirkhuserBasel,ISBN3764365498.
Bracewell,RonaldN.(1978),TheFourierTransformanditsApplications(2nded.),McGrawHillKogakusha,
ISBN007007013X
Bracewell,R.N.(2000),TheFourierTransformandItsApplications(3rded.),Boston:McGrawHill,ISBN0
071160434.
Davies,Brian(2002),Integraltransformsandtheirapplications(Thirded.),NewYork:Springer,ISBN0
387953140.
Feller,William(1971),Anintroductiontoprobabilitytheoryanditsapplications.Vol.II.,Secondedition,New
York:JohnWiley&Sons,MR0270403(https://www.ams.org/mathscinetgetitem?mr=0270403).
Korn,G.A.Korn,T.M.(1967),MathematicalHandbookforScientistsandEngineers(2nded.),McGraw
HillCompanies,ISBN0070353700.
Polyanin,A.D.Manzhirov,A.V.(1998),HandbookofIntegralEquations,BocaRaton:CRCPress,ISBN0
849328764.
Schwartz,Laurent(1952),"TransformationdeLaplacedesdistributions",Comm.Sm.Math.Univ.Lund
[Medd.LundsUniv.Mat.Sem.](inFrench)1952:196206,MR0052555(https://www.ams.org/mathscinet
getitem?mr=0052555).
Siebert,WilliamMcC.(1986),Circuits,Signals,andSystems,Cambridge,Massachusetts:MITPress,ISBN0
262192292.
Widder,DavidVernon(1941),TheLaplaceTransform,PrincetonMathematicalSeries,v.6,Princeton
UniversityPress,MR0005923(https://www.ams.org/mathscinetgetitem?mr=0005923).
Widder,DavidVernon(1945),"WhatistheLaplacetransform?",TheAmericanMathematicalMonthly(The
AmericanMathematicalMonthly)52(8):419425,doi:10.2307/2305640
(https://dx.doi.org/10.2307%2F2305640),ISSN00029890(https://www.worldcat.org/issn/00029890),
JSTOR2305640(https://www.jstor.org/stable/2305640),MR0013447(https://www.ams.org/mathscinet
getitem?mr=0013447).
Williams,J.(1973),LaplaceTransforms,ProblemSolvers,GeorgeAllen&Unwin,ISBN0045120218
Takacs,J.(1953),"Fourieramplitudokmeghatarozasaoperatorszamitassal",MagyarHiradastechnika(in
Hungarian)IV(78):9396
Historical
Deakin,M.A.B.(1981),"ThedevelopmentoftheLaplacetransform",ArchivefortheHistoryoftheExact
Sciences25(4):343390,doi:10.1007/BF01395660(https://dx.doi.org/10.1007%2FBF01395660)
Deakin,M.A.B.(1982),"ThedevelopmentoftheLaplacetransform",ArchivefortheHistoryoftheExact
Sciences26(4):351381,doi:10.1007/BF00418754(https://dx.doi.org/10.1007%2FBF00418754)
Euler,L.(1744),"Deconstructioneaequationum",Operaomnia,1stseries22:150161.
Euler,L.(1753),"Methodusaequationesdifferentiales",Operaomnia,1stseries22:181213.
Euler,L.(1769),"Institutionescalculiintegralis,Volume2",Operaomnia,1stseries12,Chapters35.
GrattanGuinness,I(1997),"Laplace'sintegralsolutionstopartialdifferentialequations",inGillispie,C.C.,
PierreSimonLaplace17491827:ALifeinExactScience,Princeton:PrincetonUniversityPress,ISBN0691
011850.
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LaplacetransformWikipedia,thefreeencyclopedia
Lagrange,J.L.(1773),Mmoiresurl'utilitdelamthode,uvresdeLagrange2,pp.171234.
Externallinks
Hazewinkel,Michiel,ed.(2001),"Laplacetransform"(http://www.encyclopediaofmath.org/index.php?
title=p/l057540),EncyclopediaofMathematics,Springer,ISBN9781556080104
OnlineComputation(http://wims.unice.fr/wims/wims.cgi?
lang=en&+module=tool%2Fanalysis%2Ffourierlaplace)ofthetransformorinversetransform,wims.unice.fr
TablesofIntegralTransforms(http://eqworld.ipmnet.ru/en/auxiliary/auxinttrans.htm)atEqWorld:TheWorld
ofMathematicalEquations.
Weisstein,EricW.,"LaplaceTransform"(http://mathworld.wolfram.com/LaplaceTransform.html),
MathWorld.
LaplaceTransformModulebyJohnH.Mathews
(http://math.fullerton.edu/mathews/c2003/LaplaceTransformMod.html)
Goodexplanationsoftheinitialandfinalvaluetheorems
(http://fourier.eng.hmc.edu/e102/lectures/Laplace_Transform/)
LaplaceTransforms(http://www.mathpages.com/home/kmath508/kmath508.htm)atMathPages
ComputationalKnowledgeEngine(http://www.wolframalpha.com/input/?i=laplace+transform+example)
allowstoeasilycalculateLaplaceTransformsanditsinverseTransform.
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