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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
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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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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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