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Laplace Transform
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The Laplace transform is an integral transform perhaps second only to the Fourier transform
in its utility in solving physical problems. The Laplace transform is particularly useful in
solving linear ordinary differential equations such as those arising in the analysis of
electronic circuits.

The (unilateral) Laplace transform (not to be confused with the Lie derivative, also
commonly denoted ) is defined by

(1)

where is defined for (Abramowitz and Stegun 1972). The unilateral Laplace
transform is almost always what is meant by "the" Laplace transform, although a bilateral
Laplace transform is sometimes also defined as

(2)

Find out if you already have access to Wolfram

(Oppenheim
techet al. 1997).
through yourThe unilateral Laplace
organization » ×
transform is implemented in
the Wolfram Language as LaplaceTransform[f[t], t, s] and the inverse Laplace transform as
InverseRadonTransform.

The inverse Laplace transform is known as the Bromwich integral, sometimes known as the
Fourier-Mellin integral (see also the related Duhamel's convolution principle).

A table of several important one-sided Laplace transforms is given below.

conditions
:
 1

In the above table, is the zeroth-order Bessel function of the first kind, is the delta
function, and is the Heaviside step function.

The Laplace transform has many important properties. The Laplace transform existence
theorem states that, if is piecewise continuous on every finite interval in
satisfying

(3)

for all , then exists for all . The Laplace transform is also unique,
in the sense that, given two functions and with the same transform so that

(4)

then Lerch's theorem guarantees that the integral

:
 (5)

vanishes for all for a null function defined by

(6)

The Laplace transform is linear since

(7)

(8)

(9)

The Laplace transform of a convolution is given by

(10)

Now consider differentiation. Let be continuously differentiable times in .

If , then

(11)

This can be proved by integration by parts,

(12)

(13)

(14)

(15)

Continuing for higher-order derivatives then gives

(16)

This property can be used to transform differential equations into algebraic equations, a
:
 procedure known as the Heaviside calculus, which can then be inverse transformed to
obtain the solution. For example, applying the Laplace transform to the equation

(17)

gives

(18)

(19)

which can be rearranged to

(20)

If this equation can be inverse Laplace transformed, then the original differential equation is
solved.

The Laplace transform satisfied a number of useful properties. Consider exponentiation. If

for (i.e., is the Laplace transform of ), then
for . This follows from

(21)

(22)

(23)

The Laplace transform also has nice properties when applied to integrals of functions. If
is piecewise continuous and , then

(24)

SEE ALSO

Bilateral Laplace Transform, Bromwich Integral, Fourier-Mellin Integral, Fourier Transform, Integral
Transform, Laplace-Stieltjes Transform, Operational Mathematics, Unilateral Laplace Transform
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REFERENCES

Abramowitz, M. and Stegun, I. A. (Eds.). "Laplace Transforms." Ch. 29 in Handbook of Mathematical

Functions with Formulas, Graphs, and Mathematical Tables, 9th printing. New York: Dover, pp. 1019-1030,
1972.
Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 824-863, 1985.
Churchill, R. V. Operational Mathematics. New York: McGraw-Hill, 1958.
Doetsch, G. Introduction to the Theory and Application of the Laplace Transformation. Berlin: Springer-
Verlag, 1974.
Franklin, P. An Introduction to Fourier Methods and the Laplace Transformation. New York: Dover, 1958.
Graf, U.
Applied Laplace Transforms and z-Transforms for Scientists and Engineers: A Computational Approach
using a Mathematica Package.
Basel, Switzerland: Birkhäuser, 2004.
Jaeger, J. C. and Newstead, G. H. An Introduction to the Laplace Transformation with Engineering
Applications. London: Methuen, 1949.
Henrici, P. Applied and Computational Complex Analysis, Vol. 2: Special Functions, Integral Transforms,
Asymptotics, Continued Fractions. New York: Wiley, pp. 322-350, 1991.
Krantz, S. G. "The Laplace Transform." §15.3 in Handbook of Complex Variables. Boston, MA: Birkhäuser,
pp. 212-214, 1999.
Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 467-469,
1953.
Oberhettinger, F. Tables of Laplace Transforms. New York: Springer-Verlag, 1973.
Oppenheim, A. V.; Willsky, A. S.; and Nawab, S. H. Signals and Systems, 2nd ed. Upper Saddle River, NJ:
Prentice-Hall, 1997.
Prudnikov, A. P.; Brychkov, Yu. A.; and Marichev, O. I. Integrals and Series, Vol. 4: Direct Laplace Transforms.
:
 New York: Gordon and Breach, 1992.
Prudnikov, A. P.; Brychkov, Yu. A.; and Marichev, O. I. Integrals and Series, Vol. 5: Inverse Laplace
Transforms. New York: Gordon and Breach, 1992.
Spiegel, M. R. Theory and Problems of Laplace Transforms. New York: McGraw-Hill, 1965.
Weisstein, E. W. "Books about Laplace Transforms."
http://www.ericweisstein.com/encyclopedias/books/LaplaceTransforms.html.
Widder, D. V. The Laplace Transform. Princeton, NJ: Princeton University Press, 1941.
Zwillinger, D. (Ed.). CRC Standard Mathematical Tables and Formulae. Boca Raton, FL: CRC Press, pp. 231
and 543, 1995.

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Laplace Transform

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