Laplace Transforms
Laplace Transforms
Laplace Transforms
5.1 Introduction................................................................................................................................... 5-1
5.2 Laplace Transform of Some Typical Functions .................................................................... 5-2
5.3 Properties of the Laplace Transform ....................................................................................... 5-3
5.4 The Inverse Laplace Transform .............................................................................................. 5-10
5.5 Solution of Ordinary Linear Equations with Constant Coefficients .............................. 5-13
Alexander D. Poularikas 5.6 The Inversion Integral............................................................................................................... 5-17
University of Alabama in Huntsville 5.7 Applications to Partial Differential Equations..................................................................... 5-20
5.8 The Bilateral or Two-Sided Laplace Transform.................................................................. 5-27
y
Samuel Seely References ................................................................................................................................................ 5-43
5.1 Introduction* is called the Laplace transformation of f(t). Here s can be either a
real variable or a complex quantity. Observe the shorthand nota-
The Laplace transform has been introduced into the mathemat- tion +{f(t)} to denote the Laplace transformation of f(t). Observe
ical literature by a variety of procedures. Among these are: (a) in also that only ordinary integration is involved in this integral.
its relation to the Heaviside operational calculus, (b) as an exten- To amplify the meaning of condition (2), we consider piece-
sion of the Fourier integral, (c) by the selection of a particular wise continuous functions, defined for all positive values of the
form for the kernel in the general Integral transform, (d) by a variable t, for which
direct definition of the Laplace transform, and (e) as a math-
ematical procedure that involves multiplying the function f(t) by lim f (t)ect ¼ 0, c ¼ real constant:
est dt and integrating over the limits 0 to 1. We will adopt this t!1
latter procedure.
Not all functions f(t), where t is any variable, are Laplace Functions of this type are known as functions of exponential
transformable. For a function f(t) to be Laplace transformable, order. Functions occurring in the solution for the time response
it must satisfy the Dirichlet conditions—a set of sufficient but not of stable linear systems areÐ of exponential order zero. Now we
1
necessary conditions. These are can recall that the integral 0 f (t)est dt converges if
ð
1
This shows that for s in the range s > 0 (s is the abscissa of
F(s) ¼ f (t)est dt written +{f (t)} (5:1) convergence) the integral converges; that is
0
ð
1
5-1
1
Abscissa of convergence To carry out the integration, define the quantity x ¼ t 2 , then
dx ¼ 12 t 2 dt, from which dt ¼ 2t 2 dx ¼ 2x dx. Then
1 1
jω
σ + jω
ð
1
4
x2 esx dx:
2
Thus, finally,
σ – jω
1
F(s) ¼ : (5:4)
s3=2
FIGURE 5.1 Path of integration for exponential order function.
The restriction in this equation, namely, Re(s) ¼ c, indicates that Example 5.3
we must choose the path of integration in the complex plane as
shown in Figure 5.1. Find the Laplace transform of f (t) ¼ erfc 2pk ffit, where the error
function, erf t, and the complementary error function, erfc t,
are defined by
5.2 Laplace Transform of Some
Typical Functions ðt ð
1
2 2
eu du, eu du,
2 2
erf t ¼ pffiffiffiffi erfc t ¼ pffiffiffiffi
We illustrate the procedure in finding the Laplace transform of a p p
0 t
given function f(t). In all cases it is assumed that the function f(t)
satisfies the conditions of Laplace transformability.
SOLUTION
Example 5.1
Consider the integral
Find the Laplace transform of the unit step function f(t) ¼ u(t), 2 3
where u(t) ¼ 1, t > 0, u(t) ¼ 0, t < 0. ð
1 ð
1
2 6 u2 7 k
I ¼ pffiffiffiffi est 6 7
4 e du5dt where l ¼ : (5:5)
p 2
SOLUTION 0 plffi
t
ð
1 ð
1 1
st est 1 2 3
+{u(t)} ¼ u(t)e dt ¼ est dt ¼ ¼ : (5:2)
s 0 s 2
ð
1 ð
1
6 st 7 2
ð
1
l2 s
u2 6 7
0 0 I ¼ pffiffiffiffi e 4 e 5dtdu ¼ spffiffiffi
ffi exp u2 2 du
p p u
0 l2 0
The
Ð 1 region ofÐ convergence is found from the expression u2
st 1
0 je jdt ¼ 0 est dt < 1, which is the entire right half-
plane, s > 0. The value of this integral is known
pffiffiffiffi
2 p 2lpffis
Example 5.2 ¼ p ffiffiffi
ffi e ,
s p 2
qffiffiffi
Find the Laplace transform of the function f (t) ¼ 2 t
p which leads to
ð
1
2 k 1 pffiffi
t 2 est dt:
1
F(s) ¼ pffiffiffiffi (5:3) + erfc pffiffi ¼ exp {k s}: (5:6)
p 2 t s
0
Find the Laplace transform of the function f(t) ¼ sinh at. Thus,
ð
1
1 (sa)t
e(sþa)t dt THEOREM 5.2 Differentiation
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+{ sinh at} ¼ e
2
0
a Let the function f(t) be piecewise continuous with sectionally
¼ : (5:7)
s2 a2 continuous derivatives df(t)=dt in every interval 0 t T. Also
let f(t) be of exponential order ect as t ! 1. Then when Re(s) > c,
A moderate listing of functions f(t) and their Laplace trans-
the transform of df(t)=dt exists and
forms F(s) ¼ +{f(t)} are given in Table A.5.1.
df (t)
5.3 Properties of the Laplace Transform + ¼ s+{ f (t)} f (0þ) ¼ sF(s) f (0þ): (5:11)
dt
We now develop a number of useful properties of the Laplace
transform; these follow directly from Equation 5.1. Important in Proof Begin with Equation 5.8 and write
developing certain properties is the definition of f(t) at t ¼ 0, a
quantity written f(0þ) to denote the limit of f(t) at t approaches ðT
zero, assumed from the positive direction. This designation is df (t) df (t) st
+ ¼ lim e dt:
consistent with the choice of function response for t > 0. This dt T!1 dt
0
means that f(0þ) denotes the initial condition. Correspondingly,
f (n) (0þ) denotes the value of the nth derivative at time t ¼ 0þ, Write the integral as the sum of integrals in each interval in
and f (n) (0þ) denotes the nth time integral at time t ¼ 0þ. This which the integrand is continuous. Thus, we write
means that the direct Laplace transform can be written
ðT ðt1 ðt2 ðT
ðR est f (1) (t)dt ¼ [ ] þ [ ] þ þ [ ]:
F(s) ¼ lim f (t)est dt, R > 0, a > 0: (5:8)
R!1 0 0 t1 tn1
a!0þ a
ð
1 ð
1 ð
1 ðT ðT
st (1) sT
+{ f (t) þ g(t)} ¼ [f (t) þ g(t)]e st
dt ¼ f (t)e st
dt þ g(t)e st
dt, e f (t)dt ¼ f (0þ) þ e f (T) þ s est f (t)dt:
0 0 0 0 0
However, with limt!1 f(t)est ¼ 0 (otherwise the transform Proof Because f(t) is Laplace transformable, its integral is written
would not exist), then the theorem is established. 8 t 9 12 t 3
< ð = ð ð
+ f (j)dj ¼ 4 f (j)dj5est dt:
: ;
1 0 1
THEOREM 5.3 Differentiation
This is integrated by parts by writing
Let the function f(t) be piecewise continuous, have a continuous
derivative f (n1)(t) of order n 1 and a sectionally continuous ðt
derivative f (n)(t) in every finite interval 0 t T. Also, let f(t) u¼ f (j)dj du ¼ f (j)dj ¼ f (t)dt
and all its derivatives through f (n1)(t) be of exponential order ect 1
as t ! 1. Then the transform of f (n)(t) exists when Re(s) > c and 1
dv ¼ est dt v ¼ est :
it has the following form: s
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Then
+{ f (n) (t)} ¼ sn F(s) sn1 f (0þ) sn2 f (1) f (0þ)
8 t 9 2 31
snn f (n1) (0þ): (5:12) < ð = st ð
t ð
1
e 1
+ f (j)dj ¼ 4 f (j)dj5 þ f (t)est dt
: ; s s
1 1 0 0
Proof The proof follows as a direct extension of the proof of
ð
1 ð0
Theorem 5.2. 1 1
¼ f (t)est dt þ f (j)dj
s s
0 1
Example 5.5
from which
Find +{tm} where m is any positive integer.
8t 9
<ð = 1 1
SOLUTION + f (j)dj ¼ F(s) þ f (1) (0þ)
: ; s s
The function f(t) ¼ tm satisfies all the conditions of Theorem 0
SOLUTION
It follows, therefore, that
By ordinary integration
m!
+{t m } ¼ : ðt
smþ1 sin at
cos ax dx ¼ :
a
0
If f(t) is sectionally continuous and has a Laplace transform, then sin at 1
Ðt + ¼ 2 :
the function 0 f (j)dj has the Laplace transform given by a s þ a2
8t 9 so that
<ð =
F(s) 1 (1)
+ f (j)dj ¼ þ f (0þ): (5:13)
: ; s s +{ sin at} ¼
a
:
0 s2 þ a2
e at eat a
transformable. +{ sinh at} ¼ est dt ¼ 2 ¼ F(s):
2 s a2
0
Proof The proof of this theorem follows from Theorem 5.4.
By Theorem 5.7
ð
1
THEOREM 5.6 Multiplication by t qF(s) qh a i 2as
¼ (t) sinh at est dt ¼ ¼ 2
qs qs s2 a2 (s a2 )2
0
If f(t) is piecewise continuous and of exponential order, then each
of the Laplace transforms: +{ f(t), +{tf(t), +{t2f(t), . . . is uni- from which
formly convergent with respect to s when s ¼ c, where s > c, and
ð
1
2as
dn F(s) est t sinh at dt ¼ +{t sinh at} ¼ :
+{t f (t)} ¼ (1)
n
: n
(5:15) (s2 a2 )2
dsn 0
s2 þ a2
ð
1 ¼ :
qF(s) (s2 a2 )2
¼ est (t)f (t)dt ¼ +{tf (t)}:
qs
0
is uniformly convergent with respect to s. Consequently, we can Now introduce a new variable t ¼ t l. This converts this equa-
write for Re(s) > c and any a > c tion to the form
ða ða 1
ð ð
1 ð
1
ð
1 ð
1 ð
1
st at st
+{ f (t l)u(t l)} ¼ f (t l)u(t l)e dt: e f (t)e dt ¼ f (t)e(sþa)t dt for Re(s) > c Re(a),
0 0 0
f(t) f (t)
2
2u(t)
f(t) f (t – λ)
f(t)
2 1.5
0 t
λ
t –2u(t – 1.5)
–2
t 1.5
FIGURE 5.2 A function f(t) at the time t ¼ 0 and delayed time t ¼ l. FIGURE 5.3 Pulse function and its equivalent representation.
F(s þ a) ¼ +{eat f (t)}: (5:20) Given f1(t) ¼ t and f2(t) ¼ eat, deduce the Laplace transform of
the convolution t * eat by the use of Theorem 5.11.
In a similar way we find
SOLUTION
F(s a) ¼ +{eat f (t)}: (5:21)
Begin with the convolution
ðt
teat t teat eat t
THEOREM 5.11 Convolution t * eat ¼ (t t)eat dt ¼
a 0 a a2 0
0
Thus, 1 1
+{t * eat } ¼ :
81 9 s2 (s a)
<ð =
+{ f1 (t) * f2 (t)} ¼ + f1 (t t)f2 (t)dt
: ;
0
21 3 THEOREM 5.12
ð
1 ð
¼ 4 f1 (t t)f2 (t)dt5est dt
The multiplication of the transforms of three sectionally continu-
0 0
ous functions f1(t), f2(t), and f3(t) corresponds to the Laplace
ð
1 ð
1 transform of the convolution of the three functions
¼ f2 (t)dt f1 (t t)est dt:
0 0
+{ f1 (t) * f2 (t) * f3 (t)} ¼ F1 (s)F2 (s)F3 (s): (5:24)
Now effect a change of variable, writing t t ¼ j and therefore Proof This is an extension of Theorem 5.11. The result is
dt ¼ dj, then obvious if we write
ð
1 ð
1
F1 (s)F2 (s)F3 (s) ¼ +{ f1 (t) * +1 {F2 (s)F3 (s)}}:
¼ f2 (t)dt f1 (j)es(jþt) dj:
0 t
Example 5.10
But for positive time functions f1(j) ¼ 0 for j < 0, which permits
changing the lower limit of the second integral to zero, and so Deduce the values of the convolution products: 1 * f(t); 1 * 1 * f(t).
ð
1 ð
1
SOLUTION
¼ f2 (t)est dt f1 (j)esj dj,
By Equations 5.21 and 5.23 we write directly
0 0 nÐ o
t
a. For f1(t) ¼ 1, f2(t) ¼ f(t), +{1 * f (t)} ¼ F(s)
s ¼ + 0 f (j)dj
which is by Equation 5.14
b. FornÐ f1(t) ¼ 1, f2(t) ¼
o 1, f3(t) ¼ f(t), +{1 * 1 * f (t)} ¼ s2 ¼
F(s)
t Ðj
+{ f1 (t) * f2 (t)} ¼ F1 (s)F2 (s): + 0 0 f (l)dl dj
2pj
C2 Based on the foregoing, we observed the following:
ð
1 ð
s2 þj1 ð
1 Find the Laplace transform of the function f(t) ¼ f1(t) f2(t) ¼
1
f1 (t)f2 (t)e st
dt ¼ F2 (z)dz f1 (t)e(sz)t dt et e2t u(t).
2pj
0 s2 j1 0
SOLUTION
s2 þj1
ð
1 D From Theorem 5.13 and the absolute convergence region for
¼ F2 (z)F1 (s z)dz ¼ +{ f1 (t)f2 (t)}:
2pj each function, we have
s2 j1
(5:26)
1
F1 (s) ¼ , s1 > 1
sþ1
C2
jy 1
F2 (s) ¼ , s2 > 2:
sþ2
z-plane
1
¼ :
FIGURE 5.4 The contour C2 and the allowed range of s. sþ3
ð
1
The inverse of this transform is exp(3t). If we had selected df st
contour C2, the residue theorem gives lim e dt ¼ lim ½sF(s) f (0þ):
s!0 dt s!0
0
þ
1
F(s) ¼ F2 (z)F1 (s z)dz ¼ 2pj Re s[F2 (z)F1 (s z)]jz¼1þs Consider the quantity on the left. Because s and t are independ-
2pj ent and because est ! 1 as s ! 0, then the integral on the left
C2
becomes, in the limit
1 1
¼ ¼ :
sþ3 sþ3 ð
1
df
dt ¼ lim f (t) f (0þ):
The inverse transform of this is also exp(3t), as to be dt t!1
0
expected.
Combine the latter two equations to get
ð
1
df st Example 5.12
lim e dt ¼ lim ½sF(s) f (0þ):
s!1 dt s!1
0 Apply the final value theorem to the following two functions:
Furthermore, f(0þ) ¼ limt!0þ f(t) so that For the first function from sF1(s),
s(s þ a)
lim sF(s) ¼ lim f (t): lim ¼ 0:
s!1 t!0þ s!0 (s þ a)2 þ b2
The important properties of the Laplace transform are con- where A and B are constants that must be determined.
tained in Table A.5.2. To evaluate A, multiply both sides of Equation 5.32 by
(s þ 2) and then set s ¼ 2. This gives
5.4 The Inverse Laplace Transform s 3
A ¼ F(s)(s þ 2)js¼2 ¼ ¼ 5
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s þ 3s¼2
We employ the symbol +1{F(s)}, corresponding to the direct
Laplace transform defined in Equation 5.1, to denote a function
and B(s þ 2)=(s þ 3)js ¼2 is identically zero. In the same manner,
f(t) whose Laplace transform is F(s). Thus, we have the Laplace pair to find the value of B we multiply both sides of Equation 5.32
by (s þ 3) and get
F(s) ¼ +{ f (t)}, f (t) ¼ +1 {F(s)}: (5:30)
s 3
B ¼ F(s)(s þ 3)js¼3 ¼ ¼ 6:
This correspondence between F(s) and f(t) is called the inverse s þ 3s¼3
Laplace transformation of f(t).
Reference to Table A.5.1 shows that F(s) is a rational function The partial fraction form of Equation 5.32 is
in s if f(t) is a polynomial or a sum of exponentials. Further, it
appears that the product of a polynomial and an exponential 5 6
F(s) ¼ þ :
might also yield a rational F(s). If the square root of t appears on sþ2 sþ3
f(t), we do not get a rational function in s. Note also that a
continuous function f(t) may not have a continuous inverse The inverse transform is given by
transform.
1 1
Observe that the F(s) functions have been uniquely deter- f (t) ¼ +1 {F(s)} ¼ 5+1 þ 6+1
mined for the given f(t) function by Equation 5.1. A logical sþ2 sþ3
question is whether a given time function in Table A.5.1 is the ¼ 5e2t þ 6e3t
only t-function that will give the corresponding F(s). Clearly,
Table A.5.1 is more useful if there is a unique f(t) for each F(s). where entry 8 in Table A.5.1, is used.
This is an important consideration because the solution of prac-
tical problems usually provides a known F(s) from which f(t)
Example 5.14
must be found. This uniqueness condition can be established
using the inversion integral. This means that there is a one- Find the inverse Laplace transform of the function
to-one correspondence between the direct and the inverse trans-
form. This means that if a given problem yields a function F(s), sþ1
the corresponding f(t) from Table A.5.1 is the unique result. In F(s) ¼ :
[(s þ 2)2 þ 1](s þ 3)
the event that the available tables do not include a given F(s), we
would seek to resolve the given F(s) into forms that are listed in
Table A.5.1. This resolution of F(s) is often accomplished in SOLUTION
terms of a partial fraction expansion.
A few examples will show the use of the partial fraction form This function is written in the form
in deducing the f(t) for a given F(s).
A Bs þ C sþ1
F(s) ¼ þ ¼ :
s þ 3 [(s þ 2)2 þ 1] [(s þ 2)2 þ 1](s þ 3)
Example 5.13
The value of A is deduced by multiplying both sides of this
Find the inverse Laplace transform of the function equation by (s þ 3) and then setting s ¼ 3. This gives
s3 3 þ 1
F(s) ¼ : (5:31) A ¼ (s þ 3)F(s)js¼3 ¼ ¼ 1:
s2 þ 5s þ 6 (3 þ 2)2 þ 1
To evaluate B and C, combine the two fractions and equate the where
coefficients of the powers of s in the numerators. This yields
A1 A2 Ak Ap1 Ap2
F(s) ¼ þ þ þ þ þ þ
1[(s þ 2)2 þ 1] þ (s þ 3)(Bs þ C) sþ1 s s1 s s2 s sk s sp (s sp )2
¼
[(s þ 2)2 þ 1](s þ 3) [(s þ 2)2 þ 1](s þ 3) Apr
þ :
(s sp )r
from which it follows that
To find the constants Ak that are the residues of the function F(s)
(s2 þ 4s þ 5) þ Bs2 þ (C þ 3B)s þ 2C ¼ s þ 1:
at the simple poles sk, it is only necessary to note that as s ! sk
the term Ak(s sk) will become large compared with all other
Combine like-powered terms to write
terms. In the limit
Therefore,
Upon taking the inverse transform for each simple pole, the
1 þ B ¼ 0, 4 þ C þ 3B ¼ 1, 5 þ 3C ¼ 1: result will be a simple exponential of the form
From these equations we obtain Ak
+1 ¼ Ak esk t : (5:36)
s sk
B ¼ 1, C ¼ 2:
Note also that because F(s) contains only real coefficients, if sk is a
The function F(s) is written in the equivalent form
complex pole with residue Ak, there will also be a conjugate pole
sk* with residue Ak* . For such complex poles
1 sþ2
F(s) ¼ þ :
s þ 3 (s þ 2)2 þ 1
Ak Ak*
+1
*
þ ¼ Ak esk t þ Ak* esk t :
Now using Table A.5.1, the result is s sk s sk*
In the limit as s ¼ sp all terms on the right vanish with the From Table A.5.1 the inverse transform is
exception of Apr. Suppose now that this equation is differentiated
once with respect to s. The constant Apr will vanish in the f (t) ¼ d(t) þ 4 þ t et , for t 0:
differentiation but Ap(r1) will be determined by setting s ¼ sp.
This procedure will be continued to find each of the coefficients
If the function F(s) exists in proper fractional form as the quo-
Apk. Specifically, the procedure is specified by
tient of two polynomials, we can employ the Heaviside expansion
rk theorem in the determination of f(t) from F(s). This theorem is
1 d an efficient method for finding the residues of F(s). Let
Apk ¼ F(s)(s s p )r
, k ¼ 1, 2, . . . , r:
(r k)! dsrk s¼sp
(5:39) P(s) A1 A2 Ak
F(s) ¼ ¼ þ þ þ
Q(s) s s1 s s2 s sk
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Example 5.15 where P(s) and Q(s) are polynomials with no common factors
and with the degree of P(s) less than the degree of Q(s).
Find the inverse transform of the following function: Suppose that the factors of Q(s) are distinct constants. Then, as
in Equation 5.35 we find
s3 þ 2s2 þ 3s þ 1
F(s) ¼ :
s2 (s þ 1) s sk
Ak ¼ lim P(s) :
s!sk Q(s)
s2 þ 3s þ 1 then
F(s) ¼ 1 þ :
s2 (s þ 1)
P(sk )
The proper fraction is expanded into partial fraction form Ak ¼ :
Q(1) (sk )
P(s) Xk
P(sn ) 1
The value of A2 is deduced using Equation 5.35 F(s) ¼ ¼ : (5:40)
Q(s) n¼1 Q(1) (sn ) (s sn )
s2 þ 3s þ 1
A2 ¼ [(s þ 1)Fp (s)]s¼1 ¼ ¼ 1: From this, the inverse transformation becomes
s2 s¼1
X
To find A11 and A12 we proceed as specified in Equation 5.39 P(s) k
P(sn ) sn t
f (t) ¼ +1 ¼ e :
Q(s) Q(1) (sn )
n¼1
s2 þ 3s þ 1
A12 ¼ [s2 Fp (s)]s¼0 ¼ ¼1
s þ 1 s¼0
This is the Heaviside expansion theorem. It can be written in
1 d 2 d s2 þ 3s þ 1 formal form.
A11 ¼ s Fp (s) ¼
1! ds s¼0 ds sþ1 s¼0
s2 þ 3s þ 1 2s þ 3
¼ þ ¼ 4:
(s þ 1)2 s þ 1 s¼0 THEOREM 5.16: Heaviside Expansion Theorem
SOLUTION
Example 5.17 Laplace transform this differential equation. This is accom-
plished by multiplying each term by estdt and integrating
Find the inverse Laplace transform of the following function from 0 to 1. The result of this operation is
using the Heaviside expansion theorem:
sY(s) y(0þ) þ aY(s) ¼ X(s),
2s þ 3
+1 : from which
s2 þ 4s þ 7
X(s) y(0þ)
Y(s) ¼ þ :
sþa sþa
SOLUTION
The roots of the denominator are If the input x(t) is the unit step function u(t), then X(s) ¼ 1=s
and the final expression for Y(s) is
pffiffiffi pffiffiffi
s2 þ 4s þ 7 ¼ (s þ 2 þ j 3)(s þ 2 j 3):
1 y(0þ)
Y(s) ¼ þ :
s(s þ a) s þ a
That is, the roots of the denominator are complex. The deriva-
tive of the denominator is Upon taking the inverse transform of this expression
Q(1) (s) ¼ 2s þ 4: 1 1 1 y(0þ)
y(t) ¼ +1 {Y(s)} ¼ +1 þ
a s sþa sþa
We deduce the values P(s)=Q(1)(s) for each root
pffiffiffi pffiffiffi pffiffiffi with the result
For s1 ¼ 2 j 3 Q(1) (s1 ) ¼ j2 3 P(s1 ) ¼ 1 j2 3
pffiffiffi pffiffiffi 1
For s2 ¼ 2 þ j=3 Q(1) (s2 ) ¼ þj2 3 P(s2 ) ¼ 1 þ j2 3: y(t) ¼ (1 eat ) þ y(0þ)eat :
a
Find the general solution to the differential equation Find the velocity of the system shown in Figure 5.6a when the
applied force is f(t) ¼ etu(t). Assume zero initial conditions.
d2 y dy Solve the same problem using convolution techniques. The
þ 5 þ 4y ¼ 10 input is the force and the output is the velocity.
dt 2 dt
s
Laplace transform this equation and then solve for F(s).
Solving for Y(s), we get We obtain
10 10 s s
Y(s) ¼ ¼ : V(s) ¼ ¼ :
s(s2 þ 5s þ 4) s(s þ 1)(s þ 4) (s þ 1)(s2 þ 5s þ 4) (s þ 1)2 (s þ 4)
V
+
D=5
f M=1
f K=4 V
M=1
K=4 D=5
(a) (b)
where the system is assumed to be initially relaxed. The All terms in these equations are Laplace transformed. The
Laplace transform of this equation yields result is the set of equations
ðt
4 1
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For the particular case when vl ¼ u(t) so that V1(s) ¼ 1=s For zero initial current through the inductor, the Laplace
( ) transform of the equation is
1 2s þ 1 1 2s þ 1
v2 (t) ¼ 2+ ¼ 2+
8s2 þ 10s þ 3 8 s þ 12 (s þ 3=4) (s þ 1)I(s) ¼ V(s):
( )
1 1 1 1 Now, from the fact that +{d(t)} ¼ 1 and the shifting property
¼ + ¼ e3t=4 , t 0:
2 s þ 34 2 of Laplace transforms, we can write the explicit form for V(s),
which is
The validity of this result is readily confirmed because at the
instant t ¼ 0þ the inductor behaves as an open circuit and V(s) ¼ 2 þ es þ 2e2s þ e3s þ 2e4s þ
the capacitor behaves as a short circuit. Thus, at this instant,
¼ (2 þ es )(1 þ e2s þ e4s þ )
the circuit appears as two equal resistors in a simple series
circuit and the voltage is shared equally. 2 þ es
¼ :
1 e2s
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R=1 Ω
v(t)
2
+
i(t) L=1 H
v(t)
1
t
0 1 2 3 4 5
(a) (b)
FIGURE 5.8 (a) The circuit, (b) the input pulse train.
2
i(t)
0
1 2 3 4 5 6
The inverse transform of these expressions yields transform, the regions of convergence for functions of time that are
zero for t > 0, zero for t < 0, or in neither category, must be
i(t) ¼ 2et u(t) þ 2e(t2) u(t 2) þ 2e(t4) u(t 4) þ distinguished. For the one-sided transform, the region of conver-
þ e(t1) u(t 1) þ e(t3) u(t 3) þ e(t5) u(t 5) þ gence is given by s, where s is the abscissa of absolute convergence.
The path of integration in Equation 5.42 is usually taken as
The result has been sketched in Figure 5.9. shown in Figure 5.10 and consists of the straight line ABC
displayed to the right of the origin by s and extending in the
limit from j1 to þj1 with connecting semicircles. The evalu-
5.6 The Inversion Integral ation of the integral usually proceeds by using the Cauchy inte-
The discussion in Section 5.4 related the inverse Laplace trans- gral theorem, which specifies that
form to the direct Laplace transform by the expressions þ
1
f (t) ¼ lim F(s)est ds
F(s) ¼ +{ f (t)} (5:41a) 2pj R!1
G1
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1 X
f (t) ¼ + {F(s)}: (5:41b) ¼ residues of F(s)est at the singularities
The subsequent discussion indicated that the use of Equation 5.41b to the left of ABC; t > 0: (5:43)
suggested that the f(t) so deduced was unique; that there was no
other f(t) that yielded the specified F(s). We found that although f(t) But the contribution to the integral around the circular path with
represents a real function of the positive real variable t, the trans- R ! 1 is zero, leaving the desired integral along the path ABC, and
form F(s) can assume a complex variable form. What this means, of þ
1
course, is that a mathematical form for the inverse Laplace trans- f (t) ¼ lim F(s)est ds
form was not essential for linear functions that satisfied the Dirich- 2pj R!1
G2
let conditions. In some cases, Table A.5.1 is not adequate for many X
functions when s is a complex variable and an analytic form for the ¼ residues of F(s)est at the singularities
inversion process of Equation 5.41b is required. to the right of ABC; t < 0: (5:44)
To deduce the complex inversion integral, we begin with the
Cauchy second integral theorem, which is written We will present a number of examples involving these equations.
þ
F(z)
dz ¼ j2pF(s) Example 5.23
sz
where the contour encloses the singularity as s. The function F(s) Use the inversion integral to find f(t) for the function
is analytic in the half plane Re(s) c. If we apply the inverse
1
Laplace transformation to the function s on both sides of this F(s) ¼ :
s2 þ w 2
equation, we can write
Note that by entry 15 of Table A.5.1, this is sin wt=w.
ð
sþjv
1
j2p+1 {F(s)} ¼ lim F(z)+1 dz:
v!1 sz
sjv jω
t>0 C t<0
But F(s) is the Laplace transform of f(t); also, the inverse trans-
Г1 Г1 Г2
form of 1=(s z) is ezt. Then it follows that
R Г2
ð
sþjv ð
sþj1
1 1
f (t) ¼ lim ezt F(z)dz ¼ ezt F(z)dz: (5:42)
2pj v!1 2pj σ
sjv sj1 B
σ
This equation applies equally well to both the one-sided and the
two-sided transforms.
It was pointed out in Section 5.1 that the path of integration
(Equation 5.42) is restricted to value of s for which the direct
A
transform formula converges. In fact, for the two-sided Laplace
transform, the region of convergence must be specified in order to
determine uniquely the inverse transform. That is, for the two-sided FIGURE 5.10 The path of integration in the s-plane.
SOLUTION branch point. Because a branch cut can never be crossed, this
essentially ensures that F(s) is single valued. Now, however, the
The inversion integral is written in a form that shows the poles inversion integral (Equation 5.43) becomes for t > 0
of the integrand.
þ ð ð
sþj1
1 est 1 1
f (t) ¼ ds: f (t) ¼ lim F(s)e ds ¼st
F(s)est ds
2pj (s þ jw)(s jw) R!1 2pj 2pj
GAB sj1
2 3
The path chosen is G1 in Figure 5.10. Evaluate the residues ð ð ð ð ð ð ð
1 6 7
¼ 4 þ þ þ þ þ þ 5, (5:45)
est est e jwt 2pj
Res (s jw) ¼ ¼ BC G2 ‘ g ‘þ G3 FG
s2 þ w 2 s¼jw s þ jw s¼jw 2wj
est est ejwt which does not include any singularity.
Res (s þ jw) ¼ ¼ : First we will show that for t > 0 the integrals over theÐ con-
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s þ w2
2
s jw s¼jw 2wj
s¼jw
tours BC and CD vanish as R ! 1, from which G2 ¼
Ð Ð 1
Therefore, G3 ¼ GBC ¼ FG ¼ 0. Note from Figure 5.11 that b ¼ cos (s=R)
so that the integral over the arc BC is, because je j ¼ 1,
ju
2 3
ð ð
1 4
jω f (t) ¼ F(s)est ds þ F(s)est ds5: (5:46)
2pj
C B ‘ ‘þ
pffiffi pffiffiffi
pffiffiffilet s ¼ ue ¼ u; s ¼ j u, and ds ¼ du,
jp
Г2 R Along path l,
Г1 where u and u are real positive quantities. Then
β
l– H ð ð0 ð
1
D A eut 1 eut
σ F(s)e ds ¼
st
pffiffiffi du ¼ pffiffiffi du:
E γ j u j j u
l+ ‘ 1 0
σ
pffiffi pffiffiffi pffiffiffi
Along path lþ, s ¼ ue j2p ¼ u, s ¼ j u (not þ j u),
Г3
and ds ¼ du: Then
F G ð ð
1 ð
1
eut 1 eut
F(s)est ds ¼ pffiffiffi du ¼ pffiffiffi du:
j u j j u
pffiffi ‘þ
FIGURE 5.11 The integration contour for +1 {1= s}. 0 0
Combine these results to find The problem we now face in this evaluation is that
2 3
ð
1 ð
1 n(s) 0
Res (s a) ¼
d(s) s¼a 0
1 42 1
u2 eut du5 ¼ u2 eut du,
1 1
f (t) ¼
2pj j p
0 0
where the roots of d(s) are such that s ¼ a cannot be factored.
which is a standard form integral with the value However, we know from complex function theory that
rffiffiffiffi d[d(s)] d(s) d(a) d(s)
1 p 1 ¼ lim ¼ lim
f (t) ¼ ¼ pffiffiffiffiffi , t > 0: ds s¼a s!a s a s!a s a
p t pt
because d(a) ¼ 0. Combine this result with the above equation
to obtain
Example 5.25
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n(s) n(s)
Res (s a) ¼ : (5:48)
Find the inverse Laplace transform of the function d(s) s¼a dsd [d(s)]
s¼a
st
e
The integrand in the inversion integral s(1þe s ) possesses We obtain, by adding all of residues,
simple poles at: s ¼ 0 and s ¼ jnp, n ¼ 1, 3, 1 . . . (odd
values). These are illustrated in Figure 5.12. We see that the 1 X1
e jnpt
function est=s(1 þ es) is analytic in the s-plane except at the f (t) ¼ þ :
2 n¼1 jnp
simple poles at s ¼ 0 and s ¼ jnp. Hence, the integral is
specified in terms of the residues in the various poles. We
have, specifically This can be rewritten as follows
sest 1 ej3pt ejpt e jpt e j3pt
Res ¼1 for s ¼ 0 f (t) ¼ þ þ þ þ þ þ
s(1 þ es ) s¼0 2 2 j3p jp jp j3p
(s jn)est
(5:47) 1 X1
2j sin npt
Res ¼
0
for s ¼ jnp: ¼ þ :
s(1 þ es ) s¼jn 0 2 n¼1
jnp
n odd
1 2 X1
sin (2k 1)pt
jω f (t) ¼ þ : (5:49)
2 p k¼1 2k 1
B (k + 1)th pole
k th pole As a second approach to a solution to this problem, we will
show the details in carrying out the contour integration for
this problem. We choose the path shown in Figure 5.12 that
includes semicircular hooks around each pole, the vertical
s-plane
R connecting line from hook to hook, and the semicircular
C path at R ! 1. Thus, we examine
σ
þ
1 est
f (t) ¼ ds
2pj s(1 þ es )
2 3
ð ð X ð X
1 66 þ
7
–k th pole ¼ þ Res7
5: (5:50)
(–k + 1)th pole 2pj 4
A BCA vertical connecting lines Hooks
I1 I2 I3
FIGURE 5.12 The pole distribution of the given function. We consider the several integrals in this equation.
Integral I1. By setting s ¼ re ju and taking into consideration In addition, the function f(t) is continuous for t > 0 and f(0) ¼ 0,
that cos u ¼ cos u for u > p=2, the integral I1 ! 0 as r ! 1. and f(t) is of the order O(ect) for all t > 0.
Integral I2. Along the Y-axis, s ¼ jy and Suppose that there are two transformable functions f1(t) and
f2(t) that have the same transforms
ð
1
e jyt
I2 ¼ j dy:
jy(1 þ ejy ) +{ f1 (t)} ¼ +{ f2 (t)} ¼ F(s):
1
r!0
This expression is evaluated (as for Equation 5.47) and yields +{f(t)} ¼ F(s) F(s) ¼ 0:
e jnpt=jnp. Thus, for all poles
Additionally,
2 3
ð
p
jp 4 X
2
1
1 est e jnpt 15
I3 ¼ ds ¼ þ f(t) ¼ +1
t {0} ¼ 0, t > 0:
2pj s
s(1 þ e ) 2pj n¼1 jnp 2
p2 n odd
2 3 Therefore, this requires that f1(t) ¼ f2(t). The result shows that it
1 61 2 X
1
sin npt 7 is not possible to find two different functions by using two
¼ 4 þ 5: different values of s in the inversion integral. This conclusion
2 2 p n¼1 n
n odd can be expressed as follows:
est 1 X1
ejnpt 1 2 X
1
sin npt THEOREM 5.18
Res ¼ þ ¼ þ ,
s(1 þ es ) 2 n¼1 jnp 2 p n¼1 n
n odd n odd
Only a single function f(t) that is sectionally continuous, of expo-
which is seen to be twice the value around the hooks. Then nential order, and with a mean value at each point of discontinuity,
when all terms are included in Equation 5.50, the final result is corresponds to a given transform F(s).
1 2 X
1
sin npt 1 2 X1
sin (2k 1)pt 5.7 Applications to Partial Differential
f (t) ¼ þ ¼ þ
2 p n¼1 n 2 p k¼1 2k 1
n odd Equations
We now shall show that the direct and inverse transforms The Laplace transformations can be very useful in the solution
specified by Equation 5.30 and listed in Table A.5.1 constitute of partial differential equations. A basic class of partial differ-
unique pairs. In this connection, we see that Equation 5.42 can ential equations is applicable to a wide range of problems.
be considered as proof of the following theorem: However, the form of the solution in a given case is critically
dependent on the boundary conditions that apply in any par-
ticular case. In consequence, the steps in the solution often will
call on many different mathematical techniques. Generally, in
THEOREM 5.17
such problems the resulting inverse transforms of more com-
plicated functions of s occur than those for most linear systems
Let F(s) be a function of a complex variable s that is analytic and problems. Often the inversion integral is useful in the solution
of order O(sk) in the half-plane Re(s) c, where c and k are real of such problems. The following examples will demonstrate the
constants, with k > 1. The inversion integral (Equation 5.42) approach to typical problems.
written +1t {F{(s)} along any line x ¼ s, with s c converges
to the function f(t) that is independent of s,
Example 5.26
f (t) ¼ +1
t {F(s)}
Solve the typical heat conduction equation
whose Laplace transform is F(s),
q2 w qw
¼ , 0 < x < 1, t 0 (5:51)
F(s) ¼ +{ f (t)}, Re(s) c: qx 2 qt
Then
SOLUTION
Multiply both sides of Equation 5.51 by esx dx and integrate ð
1
1ð
from 0 to 1. 1 (x l)2 2 du
w(x, t) ¼ f (l) exp dl eu pffiffi :
2pj 4t t
1
ð
1 0
Also ð
1
pffiffiffiffi
eu du ¼
2
ð
1 p:
q w sx
2
qw
e dx ¼ s2 F(s, t) sw(0þ) (0þ): 0
qx 2 qx
0
Thus, the final solution is
Equation 5.51 thus transforms, subject to C-2 and zero bound-
ary conditions, to
ð
1
1 (xl)2
0
with the boundary conditions:
Now apply the inversion integral to write the function in terms a. w ¼ w0 at x ¼ 0, t > 0
of x from s, b. w ¼ 0 at t ¼ 0, x > 0.
21 3 To proceed, multiply both sides of Equation 5.52 by est dt
ð
1 ð
1 þs2 t 4 and integrate from 0 to 1. The transformed form of Equa-
w(x, t) ¼ e f (l)e dl5esx ds
sl
2pj tion 5.52 is
1 0
ð
1 1ð
¼
1
f (l)dl
2
es tslþsx ds: d2 F s
2pj F ¼ 0, K > 0:
1 0 dx 2 K
pffiffiffiffiffi pffiffiffiffiffi
pffiffi (x l) 2 (x l)2
s2 t s(x l) ¼ s t pffiffi : F ¼ Aex s=k
þ Bex s=k
:
2 t 4t
But F must be finite or zero for infinite x; therefore, B ¼ 0 and As in Example 5.24
pffis ð ð ð ð
F(s, x) ¼ Ae K x : ¼ ¼ ¼ ¼ 0:
G2 G3 BC FG
Apply boundary condition (a) in transformed form, namely
For the segments
ð
1
w0 ð ð
F(0, s) ¼ est w0 dt ¼ for x ¼ 0:
s , let s ¼ rejp and for , let s ¼ rejp :
0
‘ ‘þ
Therefore,
Then for ‘ and ‘þ, writing this sum I‘,
w0
A¼
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s ð
1
1 h pffiffiffiffiffi pffiffiffiffiffi i ds
I‘ ¼ est ejx s=K ejx s=K
and the solution in Laplace transformed form is 2pj s
0
w pffis ð
1 rffiffiffi
F(s, x) ¼ 0 e K x : (5:53) 1 s ds
s ¼ est sin x :
p K s
0
To find w(x, t) requires that we find the inverse transform of
this expression. This requires evaluating the inversion integral
Write
ð
sþj1 pffis rffiffiffi
w ex K est s
w(x, t) ¼ 0 ds: (5:54) u¼ , s ¼ ku2 , ds ¼ 2ku du:
2pj s K
sj1
Then we have
This integral has a branch point at the origin (see Figure 5.13).
To carry out the integration, we select a path such as that
shown (see also Figure 5.11). The integral in Equation 5.54 is ð
1
2 du
eKu t sin ux
2
written I‘ ¼ :
p u
0
2 3
ð ð ð ð ð ð ð
w0 6 7
w(x, t) ¼ 4 þ þ þ þ þ þ 5: This is a known integral that can be written
2pj
BC G2 l g lþ G3 FG
ffiffi
px
ð
2 Kt
2
eu du:
2
Il ¼ pffiffiffiffi
p
0
jω
C B
Finally, consider the integral over the hook,
Г2
ð pffiffiffiffiffi
Г1 s=K
1 ex
Iy ¼ e st
ds:
2pj s
γ g
D l–
A
σ
E Let us write
l+
σ
ds
Г3 s ¼ re ju , ds ¼ jre ju du, ¼ ju,
s
F G then
ð pffiffiffiffiffi
j ju
r =K e ju=2
FIGURE 5.13 The path of integration. Ig ¼ etre ex du:
2pj
For r ! 0, Ig ¼ j2pj
2p
¼ 2pj
2pj , then Ig ¼ 1. Hence, the sum of the By condition c
integrals in Equation 5.53 becomes
2 3 dF
ffiffi
px ¼0 x ¼ 0 t > 0:
ð
2 Kt
dx
6 2 x 7
eu
2
w(t) ¼ w0 41 pffiffiffiffi du ¼ w0 1 erf pffiffiffiffi 5:
p 2 Kt This imposes the requirement that B ¼ 0, so that
0
(5:55) rffiffiffi
s
F ¼ A cosh x :
k
Example 5.28
Now condition b is imposed. This requires that
A finite medium of length l is at initial temperature w0. There is rffiffiffi
no heat flow across the boundary at x ¼ 0, and the face at x ¼ l w1 s
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¼ A cosh :
is then kept at w1 (see Figure 5.14). Determine the tempera- s k
ture w(t).
Thus, by b and c
SOLUTION
pffiffi
Here we have to solve cosh x ks
F ¼ w1 pffiffis :
s cosh k
q2 w 1 qw
¼
qx 2 k qt Now, to satisfy c we have
b: w ¼ w1 t>0 x¼1
Thus, the final form of the Laplace transformed equation that
qw satisfies all conditions of the problem is
c: ¼0 t>0 x ¼ 0:
qx
pffi
w0 w1 w0 cosh x ks
Upon Laplace transforming the controlling differential equa- F¼ þ pffis :
tion, we obtain s s cosh k
d2 F s To find the expression for w(x, t), we must invert this expres-
F ¼ 0: sion. That is,
dx 2 k
The solution is ð
sþj1 pffiffi
w1 w0 cosh x ks ds
w(x, t) ¼ w0 þ est pffis : (5:56)
pffis pffis rffiffiffi rffiffiffi 2pj cosh k
s
s s sj1
F ¼ A0 ex k þ B0 ex k ¼ A cosh x þ B sinh x :
k k
The integrand is a single
2 pvalued function of s with poles
2
at s ¼ 0 and s ¼ k 2n1
2 l2 , n ¼ 1, 2, . . . :
Insulator
We select the path of integration that is shown in Figure
5.15. But the inversion integral over the path BCA( ¼ G) ¼ 0.
Thus, the inversion integral becomes
ð
sþj1 pffiffi
Insulator
1 cosh x ks
(t) 1 est pffis ds
k s :
2pj cosh
sj1
Resjs¼k ¼
: hence,
ðn12Þ pl22 pffiffi
2
Example 5.29 ð
sþj1 rffiffiffi
w lt I0 (jr)
dl l
w(r, t) ¼ 0 e , j¼ : (5:59)
A circular cylinder of radius a is initially at temperature zero. 2pj I0 (ja) l k
sj1
The surface is then maintained at temperature w0. Determine
the temperature of the cylinder at any subsequent time t.
Note that I0(jr)=I0(ja) is a single-valued function of l. To evalu-
ate this integral, we choose as the path for this integration that
SOLUTION shown in Figure 5.16. The poles of this function are at l ¼ 0
The heat conduction equation in radial form is and at the roots of the Bessel function J0(ja) (¼ I0(jja)); these
occur when J0(ja) ¼ 0, with the roots for J0(ja) ¼ 0, namely
l ¼ kj21 , kj22 , . . .. The approximations for I0(jr) and I0(ja)
q2 w 1 qw 1 qw show that when n ! 1 the integral over the path BCA tends
þ ¼ , 0 r < a, t > 0: (5:58)
qr 2 r qr k qt to zero. The resultant value of the integral is written in terms of
the residues at zero and when l ¼ kj2n . These are
And for this problem the system is subject to the boundary
conditions Resj¼0 ¼ 1
C-1. w ¼ 0 t ¼ 0 0 r < a
ldI0 (ja)
C-2. w ¼ w0 t > 0 r ¼ a.
Reskj2n ¼ :
dl kj2n
To proceed, we multiply each term in the partial differen-
tial equation by est dt and integrate. We write Therefore,
" #
ð
1
X J0 (jn r)
kj2n t
we st
dt ¼ F(r, s) w(r, t) ¼ w0 1 þ e d
:
n l dl I0 (ja)jl¼kj2n
0
qF
s2 N(z, s) sF(z) ¼ a2 z 2 N(z, s) (0, s) , F(z) ¼ +{w0 }:
qx
C We denote qF
qx (0, s) by C. Then the solution of this equation is
σ
0
C s 1
N(z, s) ¼ 2 F(z) 2 s2 :
z 2 as 2 a2 z a2
ðx
FIGURE 5.16 The path of integration for Example 5.29. aC sx 1 s
F(x, s) ¼ sinh w(j) sinh (x j)dj:
s a a a
0
Further, d
l dl I0 (jn a) ¼ 1 (1)
2 jaI0 (ja). Hence, finally,
To satisfy the condition limx!1 F(x, s) ¼ 0 requires that the
" #
sinh terms be replaced by their exponential forms. Thus, the
2X 1
kj2n t J0 (jn r)
w(t) ¼ w0 1 þ e : (5:60) factors
a n¼1 jn J0(1) (jn a)
sx 1 s esj=a
sinh ! , sinh (x j) ! , x ! 1:
Example 5.30 a 2 a 2
A semi-infinite stretched string is fixed at each end. It is given Then we have the expression
an initial transverse displacement and then released. Deter-
mine the subsequent motion of the string.
ðx
aC 1
F(x, s) ¼ w(j)esj=a dj:
SOLUTION 2s 2a
0
This requires solving the wave equation
But for this function to be zero for x ! 1 requires that
q2 w q2 w
a2 ¼ 2 (5:61)
qx 2 qt
ð
1
aC 1
subject to the conditions ¼ w(j)esj=a dj, x ! 1:
s a
0
C-1. w(x, 0) ¼ f(x) t ¼ 0, w(0, t) ¼ 0 t>0
C-2. limx!1 w(x, t) ¼ 0.
Combine this result with F(x, s) to get
To proceed, multiply both sides of Equation 5.61 by est dt
and integrate. The result is the Laplace-transformed equation
ð
1 ð
1
s(jx)=a
d2 F 2aF(x, s) ¼ w(j)e dj w(j)es(xþj)=a dj
a2 ¼ s2 F sw(0þ), x > 0: (5:62)
dx 2 0 0
ðx
C-1. F(0, s) ¼ 0 þ w(j)es(xj)=a dj:
C-2. limx!1 F(x, s) ¼ 0. 0
ð
1
s(jx) a
N(z, s) ¼ F(x, s)ezx dx: u ¼ w(j), du ¼ w(1) (j)dj; dv ¼ e a dj, v ¼ es(jk)=a :
s
0
ð
1 ð
1 A stretched string of length l is fixed at each end as shown
1 1 s(jx) 1 s(xþj) in Figure 5.17. It is plucked at the midpoint and then released
F(x, s) ¼ w(x) þ (1)
w (j)e a dj (1)
w (j)e a dj
s 2s 2s at t ¼ 0. The displacement is b. Find the subsequent motion.
x 0
ð
1
1 s(xj) SOLUTION
w(1) (j)e a dj:
2s
0 This problem requires the solution of
s subject to
¼0 when at < j x:
9
2bx
1: y¼ 0 < x < l=2 >
>
=
l
This function of j vanishes except when j x þ at. Thus, t¼0
2b 1 >
>
2: y¼ (l x) <x<l ;
8 1 9 l 2
<1 ð =1
ð
xþat
qy
1 s(jþx)=a ¼0 0<x<l t¼0
+ (1)
w (j)e dj ¼ w(1) (j)dj 3:
:2 ; 2 qt
x x
4: y¼0 x ¼ 0; x¼l t > 0:
1 1
¼ w(x þ at) w(x):
2 2
To proceed, multiply Equation 5.63 by estdt and integrate in t.
This yields
Proceed in the same way for the term
8 1 9 d2 Y
<1 ð = s2 Y sy(0) ¼ c2
dx 2
+1 w(1) (j)es(xþj)=a dj ¼1 when at > x þ j
:2 ;
0
or
¼0 when at < x þ j:
d2 Y
Thus, the second term becomes c2 s2 Y ¼ sy(0) ¼ sf (x) (5:65)
dx 2
8 1 9
<1 ð = ð
xþat subject to Y(0, s) ¼ Y(l, s) ¼ 0. To solve this equation, we pro-
1 s(xþj)=a 1 ceed as in Example 5.30; that is, we apply a transformation
+ (1)
w (j)e dj ¼ w(1) (j)dj
:2 ; 2 on x, namely +{Y(x, s)} ¼ N(z, s). Thus,
x x
1
¼ w(x at): y(0, s)
2 s N(z, s) sY(0) ¼ c z N(z, s)
2 2 2
:
x
The final term becomes
This equation yields, writing sY(0) as F(x, s),
1 b
w(x, t) ¼ [f (at þ x) f (at x)] when t > x =a
2
0 l/2 l
1
¼ [f (x þ at) þ f (x at)] when t < x =a: (5:63)
2 FIGURE 5.17 A stretched string plucked at its midpoint.
x
where Resjl¼0 ¼
c
ðx pcx sinh j(2n 1) pxl
(l x)s js Resjj2n1pc ¼ e j(2n1) 2 :
F(x, s) ¼ sinh y(j) sinh dj l d ll
dl l cosh 2c j2n1pc
l
c c l
0
ðl These poles lead to
xs (l j)s
þ sinh y(j) sinh dj:
c c
0 2l sin (2n 1) pxl j(2n1)pct
¼ (1)n e l :
Downloaded by [University of Illinois at Urbana-Champaign] at 15:24 12 August 2017
p2 c (2n 1)2
Combine these integrals with the known form of f(x) in C-1
and C-2. Upon carrying out the integrations, the resulting
Thus, the poles at j(2n 1)pcl lead to
forms become, with k ¼ cs,
ð
sþj1
so that finally
1 sinh xlc dl
I¼ elb 2
:
2pj cosh xl
2c l
8b X
sj1 1
(1)n1 px pct
y¼ sin (2n 1) cos (2n 1) ,
We choose the path in the l-plane as shown in Figure 5.18. The p n¼1 (2n 1)2
2 l l
value of the integral over path G is zero. Thus, the value of the l
integral is given in terms of the residues. These occur at l ¼ 0 0x :
2
and at the values for which cosh 2cl ¼ 0, which exist where
For the string for which 2l x < l, the corresponding expres-
jω sion is the same except that (l x) replaces x.
B Note that this equation can be written, with h ¼ (2n 1) pl ,
σ
5.8 The Bilateral or Two-Sided
Laplace Transform
A In Section 5.1 we discussed the fact that the region of absolute
convergence of the unilateral or one-sided Laplace transform is
the region to the left of the abscissa of convergence. The situation
FIGURE 5.18 The path of integration for Example 5.31. for the two-sided Laplace transform is rather different; the region
of convergence must be specified if we wish to invert a function For the second signal,
F(s) that was obtained using the bilateral Laplace transform. This
requirement is necessary because different time signals might ð
1 ð0
have the same Laplace transform but different regions of absolute 1
F2 (s) ¼ eat u(t)est dt ¼ e(sþa)t dt ¼
convergence. sþa
1 1
To establish the region of convergence, write the bilateral
Laplace transform in the form
and its region of convergence is Re(s) < a.
Clearly, the knowledge of the region of convergence is
ð
1 ð
1 ð0 necessary to find the time functions unambiguously.
F2 (s) ¼ est f (t)dt ¼ est f (t)dt þ est f (t)dt: (5:66)
1 0 1
Example 5.33
If the function f(t) is of exponential order (es1 t), then the region
Downloaded by [University of Illinois at Urbana-Champaign] at 15:24 12 August 2017
of convergence for t > 0 is Re(s) > s1. If the function f(t) for t < 0 Find the function f(t), if its Laplace transform is given by
is of exponential order exp(s2t), then the region of convergence
is Re(s) < s2. Hence, the function F2(s) exists and its analytic in 3
F2 (s) ¼ , 2 < Re(s) < 1:
the vertical strip defined by s1 < Re(s) < s2, provided, of course, (s 4)(s þ 1)(s þ 2)
that s1 < s2. If s2 > s1, no region of convergence would exist
and the inversion process could not be performed. This region of
SOLUTION
convergence is shown in Figure 5.19.
The region of convergence and the paths of integration are
shown in Figure 5.20. For t > 0 we close the contour to the left
Example 5.32 and we obtain
jω
jω
σ + jω
t>0 t<0
s-Plane
σ
σ –3 –2 –1 1 2 3 4
σ1 0 σ σ2
σ – jω
FIGURE 5.19 Region of convergence for the bilateral transform. FIGURE 5.20 Illustrating Example 5.33.
Appendix A
1
6 (n ¼ 1, 2, . . . )
sn (n 1)
1 1
7 pffiffi pffiffiffiffiffi
s pt
rffiffiffiffi
2 t
8 s3=2
p
2n t n(1=2)
9 s[nþ(1=2)] (n ¼ 1, 2, . . . ) pffiffiffiffi
1 3 5 (2n 1) p
G(k)
10 (k 0) t k1
sk
1
11 eat
sa
1
12 teat
(s a)2
1 1
13 (n ¼ 1, 2, . . . ) t n1 eat
(s a)n (n 1)
G(k)
14 (k 0) t k1 eat
(s a)k
1 1
15 (eat ebt )
(s a)(s b) (a b)
s 1
16 (aeat bebt )
(s a)(s b) (a b)
1 (b c)eat þ (c a)ebt þ (a b)ect
17
(s a)(s b)(s c) (a b)(b c)(c a)
1
18 eat valid for complex a
(s þ a)
1 1
19 (1 eat )
s(s þ a) a
1 1 at
20 ðe þ at 1Þ
s2 (s þ a) a2
1 1 1 at 2 1 at
21 t þ e
s3 (s þ a) a2 a 2 a
1 1 at
22 e ebt
(s þ a)(s þ b) (b a)
1 1 1 at
23 1þ be aebt
s(s þ a)(s þ b) ab (a b)
1 1 1 2 bt 2 at
24 a e b e þ abt a b
s2 (s þ a)(s þ b) (ab)2 (a b)
3
1 1 a b3 1 2 (a þ b) 1 b at a bt
25 þ t t þ e e
s3 (s þ a)(s þ b) (ab) (ab)2 (a b) 2 ab (a b) a2 b2
1 1 1 1
26 eat þ ebt ect
(s þ a)(s þ b)(s þ c) (b a)(c a) (a b)(c b) (a c)(b c)
1 1 1 1 1
27 eat ebt ect
s(s þ a)(s þ b)(s þ c) abc a(b a)(c a) b(a b)(c b) c(a c)(b c)
(continued)
1 1
32 sinh at
s2 a2 a
s
33 cosh at
s2 a2
1 1
34 (1 cos at)
s(s2 þ a2 ) a2
1 1
35 (at sin at)
s2 (s2 þ a2 ) a3
1 1
36 ( sin at at cos at)
(s2 þ a2 )2 2a3
s t
37 sin at
(s2 þ a2 )2 2a
s2 1
38 ( sin at þ at cos at)
(s2 þ a2 )2 2a
s2 a2
39 t cos at
(s2 þ a2 )2
s cos at cos bt
40 (a2 6¼ b2 )
(s2 þ a2 )(s2 þ b2 ) b2 a2
1 1 at
41 e sin bt
(s a)2 þ b2 b
sa
42 eat cos bt
(s a)2 þ b2
n
1 eat X 2n r 1 dr
43 (2t)r1 r [ cos (bt)]
[(s þ a)2 þ b2 ]n 4n1 b2n r¼1 n1 dt
8 ( !
>
> eat X n 2n r 1 dr
>
> (2t)r1 r [a cos (bt) þ b sin (bt)]
>
<4 bn1 2n
n1 dt
s r¼1
44 n ! )
(s þ a)2 þ b2 >
> Xn1 2n r 2 r
>
> r1 d
>
: 2b r (2t) [ sin (bt)]
r¼1 n1 dt r
pffiffiffi pffiffiffi
3a2 at 3 pffiffiffi at 3
45 eat e(at)=2 cos 3 sin
s3 þ a3 2 2
4a3
46 sin at cosh at cos at sinh at
s4 þ 4a4
s 1
47 ( sin at sinh at)
s4 þ 4a4 2a2
1 1
48 ( sinh at sin at)
s4 a4 2a3
s 1
49 ( cosh at cos at)
s4 a4 2a2
8a3 s2
50 (1 þ a2 t 2 ) sin at cos at
(s2 þ a2 )3
1 s1 n et dn n t
51 Ln (t) ¼ (t e )
s s n! dt n
1 1 1 at 1
57 e t þ ebt
s(s þ a)(s þ b)2 ab2 a(a b)2 b(a b) b2 (a b)2
1 1 at 1 1 2 1 2(a b) b bt
58 e þ t þ t þ e
s2 (s þ a)(s þ b)2 a2 (a b)2 ab2 a b b2 (a b) b3 (a b)2
8
> 1 2c a b
>
< (c b)(c a) t þ ect
1 (c a)2 (c b)2
59
(s þ a)(s þ b)(s þ c)2 >
> þ 1 1
: eat þ ebt :
(b a)(c a)2 (a b)(c b)2
1 1 1 v
60 eat þ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi sin (vt f); f ¼ tan1
(s þ a)(s2 þ v2 ) a2 þ v2 v a þv 2 2 a
1 1 1 1 a 1
61 sin vt þ 2 cos vt þ eat
s(s þ a)(s2 þ v2 ) av2 a2 þ v2 v v a
8
> 1 1 1 at
>
< av2 t a2 v2 þ a2 (a2 þ v2 ) e
1
62
> a
s2 (s þ a)(s2 þ v2 ) > 1
: þ pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi cos (vt þ f); f ¼ tan1
v a þv
3 2 2 v
1 1 at
63 2 e [ sin vt vt cos vt]
(s þ a)2 þ v2 2v3
1 1
64 sinh at
s2 a2 a
1 1 1
65 sinh at 2 t
s2 (s2 a2 ) a3 a
1 1 1
66 ( cosh at 1) 2 t 2
s3 (s2 a2 ) a4 2a
pffiffiffi pffiffiffi
1 1 at a 3 pffiffiffi 3
67 e e 2t cos at 3 sin at
s3 þ a3 3a2 2 2
1 1
68 ( sin at cosh at cos at sinh at)
s4 þ 4a4 4a3
1 1
69 ( sinh at sin at)
s4 a4 2a3
1 1 at
70 e sinh vt
[(s þ a)2 v2 ] v
8 sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
>
> (a b)2 þ v2 bt
> a
< 1
sþa þ e sin (vt þ f);
71 b2 þ v2 v b2 þ v2
s[(s þ a)2 þ v2 ] >
> v
>
: f ¼ tan1 v þ tan1
b ab
8 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
>
> 1 2ab (a b)2 þ v2 bt
sþa < [1 þ at] þ e sin (vt þ f)
72 b2 þ v2 (b þ v )
2 2 2
v(b2 þ v2 )
s2 [(s þ b)2 þ v2 ] >
> v v
: f ¼ tan1 þ 2 tan1
ab b
(continued)
a
75 tþ þ þ t þ t e
s2 (s þ b)3 b3 b4 b4 2b2 b3
sþa a c ct ab 2 ca a c bt
76 3e þ t þ 2tþ 3 e
(s þ c)(s þ b)3 (b c) 2(c b) (c b) (c b)
s2 a2 b2 c2
77 eat þ ebt þ ect
(s þ a)(s þ b)(s þ c) (b a)(c a) (a b)(c b) (a c)(b c)
2
s2 a2 at b b2 2ab bt
78 2e þ tþ 2 e
(s þ a)(s þ b)2 (b a) (a b) (a b)
s2 a2 2 at
79 2 2at þ t e
(s þ a)3 2
s2 a 2
v v
80 eat pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi sin (vt þ f); f ¼ tan1
(s þ a)(s2 þ v2 ) (a2 þ v2 ) a þv
2 2 a
8
>
< a2 2av2 v
s2 t 2 eat 2 sin (vt þ f);
81 (a2 þ v2 ) (a þ v2 )2 (a þ v2 )
(s þ a) (s2 þ v2 )
2 >
:
f ¼ 2 tan1 va
8
> a2 b2
s2 < eat þ ebt
82 (b a)(a þ v )
2 2 (a b)(b2 þ v2 ) h v vi
(s þ a)(s þ b)(s2 þ v2 ) > v
: pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi sin (vt þ f); f ¼ tan1 þ tan1
(a2 þ v2 )(b2 þ v2 ) a b
s2 a v
83 sin (at) 2 sin (vt)
(s2 þ a2 )(s2 þ v2 ) (v2 a2 ) (a v2 )
s2 1
84 ( sin vt þ vt cos vt)
(s2 þ v2 )2 2v
8 sffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
>
> a2 1 (b2 v2 )2 þ 4b2 v2 bt
>
> at
þ e sin (vt þ f)
s2 < e
85 (a b)2 þ v2 v (a b)2 þ v2
(s þ a)[(s þ b)2 þ v2 )] > v
>
> 2bv
>
: f ¼ tan1 2 tan1
b v 2 ab
8
>
> a 2
at a[(b a) 2
þ v2 ] þ a2 (b a) at
>
> te 2 e
> (a b) þ v2
> 2
[(b a) þ v2 ]2 2
>
>
>
> s ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
s2 <
(b2 v2 )2 þ 4b2 v2 bt
> þ e sin (vt þ f)
86
(s þ a) [(s þ b)2 þ v2 ]
2
>
> v[(a b)2 þ v2 ]
>
>
>
> v
>
> 2bv
>
: f ¼ tan
1
2 tan1
b v
2 2 ab
s2 þ a b2 þ a bt a a
87 e þ t 2
þ b)
s2 (s b2 b b
s2 þ a a 2 a 1
88 t 2 t þ 3 b2 þ a (a þ b2 )ebt
þ b)
s3 (s 2b b b
s2 þ a a (b2 þ a) bt (c2 þ a) ct
89 þ e e
s(s þ b)(s þ c) bc b(b c) c(b c)
94 (a þ v2 ) sin vt 2 (a v2 )t cos vt
(s2þ v2 )2 2v3 2v
s2 v2
95 t cos vt
(s2 þ v2 )2
s þa
2
a (a v2 ) a
96 t sin vt 4 cos vt
s(s2 þ v2 )2 v4 2v3 v
2
s(s þ a) b2 ab bt c ac c2 2bc þ ab ct
97 2e þ tþ e
(s þ b)(s þ c)2 (c b) bc (b c)2
8
>
> b2 ab c2 ac d2 ad
>
< ebt þ ect þ tedt
s(s þ a) (c b)(d b)2 (b c)(d c)2 (b d)(c d)
98
(s þ b)(s þ c)(s þ d)2 >
> þ a(bc d ) þ d(db þ dc 2bc) edt :
2
>
:
(b d)2 (c d)2
s2 þ a1 s þ a0 b2 a1 b þ a0 bt a0 a1 b a0
99 e þ tþ
s2 (s þ b) b2 b b2
s2 þ a1 s þ a0 a1 b b2 a0 bt a0 2 a1 b a0 b2 a1 b þ a0
100 e þ t þ tþ
s3 (s þ b) b3 2b b2 b3
s2 þ a1 s þ a0 a0 b2 a1 b þ a0 bt c2 a1 c þ a0 ct
101 þ e þ e
s(s þ b)(s þ c) bc b(b c) c(c b)
s2 þ a1 s þ a0 a0 a1 bc a0 (b þ c) b2 a1 b þ a0 bt c2 a1 c þ a0 ct
102 tþ þ e þ 2 e
þ b)(s þ c)
s2 (s bc b2 c2 b2 (c b) c (b c)
s2 þ a1 s þ a0 b2 a1 b þ a0 bt c2 a1 c þ a0 ct d 2 a1 d þ a0 dt
103 e þ e þ e
(s þ b)(s þ c)(s þ d) (c b)(d b) (b c)(d c) (b d)(c d)
s2 þ a1 s þ a0 a0 b2 a1 b þ a0 bt c2 a1 c þ a0 ct d2 a1 d þ a0 dt
104 e e e
s(s þ b)(s þ c)(s þ d) bcd b(c b)(d b) c(b c)(d c) d(b d)(c d)
s2 þ a1 s þ a0 a0 b2 a1 b þ a0 bt b2 a0 bt
105 te þ e
s(s þ b)2 b2 b b2
s2 þ a1 s þ a0 a0 a1 b 2a0 b2 a1 b þ a0 bt 2a0 a1 b bt
106 tþ þ te þ e
s2 (s þ b)2 b2 b3 b2 b3
s2 þ a1 s þ a0 b2 a1 b þ a0 bt c2 a1 c þ a0 ct c2 2bc þ a1 b a0 ct
107 e þ te þ e
(s þ b)(s þ c)2 (c b)2 (b c) (b c)2
8
>
> b3 bt c3 ct d3 dt
>
< (b c)(d b)2 e þ (c b)(d c)2 e þ (d b)(c d) te
s3
108
(s þ b)(s þ c)(s þ d)2 >
> d2 ½d 2 2d(b þ c) þ 3bc dt
>
: þ e
(b d)2 (c d)2
8
> b3 c3
>
> 2e
bt
þ ect
>
> c)(f c)2
>
>
(b c)(d b)(f b) (c b)(d
>
>
>
> d3 f3
> dt ft
s3 < þ (d b)(c d)(f d)2 e þ (f b)(c f )(d f ) te
>
109
(continued)
112 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi sin (vt þ f)
(s þ b)(s þ c)(s2 þ v2 ) >
> (b þ v2 )(c2 þ v2 )
2
>
>
>
> v
>
: f ¼ tan1
c
tan1
v b
8
>
> b 3
bt c3 ct
>
> (b c)(d b)(b2 þ v2 ) e þ (c b)(d c)(c2 þ v2 ) e
>
>
>
>
>
> d3
>
>
s3 < þ edt
113 (d b)(c d)(d 2 þ v2 )
(s þ b)(s þ c)(s þ d)(s2 þ v2 ) >
> v2
>
> pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
ffi cos (vt f)
>
>
>
> (b2 þ v2 )(c2 þ v2 )(d2 þ v2 )
>
> v v v
>
>
: f ¼ tan1 þ tan1 þ tan1
b c d
8
>
> b 3
b 2 2
(b þ 3v 2
) v2
> 2
< t ebt þ ebt 2 sin (vt þ f)
s3 b þ v2 (b2 þ v2 )2 (b þ v2 )
114
(s þ b)2 (s2 þ v2 ) >
> b v
>
: f ¼ tan1 tan1
v b
s3
115 cos (vt) cosh (vt)
s4 þ 4v4
s3 1
116 [ cosh (vt) þ cos (vt)]
s4 v4 2
8
>
> a a (b þ c) a1 bc b3 þ a2 b2 a1 b þ a0 bt
> 0t 0
< þ e
s3 þ a2 s2 þ a1 s þ a0 bc b2 c2 b2 (c b)
117
s2 (s þ b)(s þ c) >
> c þ a2 c a1 c þ a0 ct
3 2
>
: þ e
c2 (b c)
8
>
> a0 b3 þ a2 b2 a1 b þ a0 bt c3 þ a2 c2 a1 c þ a0 ct
>
< bcd e e
s3 þ a2 s2 þ a1 s þ a0 b(c b)(d b) c(b c)(d c)
118
s(s þ b)(s þ c)(s þ d) >
> d3 þ a2 d2 a1 d þ a0 dt
>
: e
d(b d)(c d)
8
>
> a a a (bc þ bd þ cd) b3 þ a2 b2 a1 b þ a0 bt
> 0 tþ 1 0
< þ e
s3 þ a2 s2 þ a1 s þ a0 bcd bcd 2
bcd2 2 b2 (c b)(d b)
119
þ b)(s þ c)(s þ d)
s2 (s >
> c þ a2 c a1 c þ a0 ct d þ a2 d a1 d þ a0 dt
3 2 3 2
>
: þ e þ e
c2 (b c)(d c) d2 (b d)(c d)
8 3
>
> b þ a2 b2 a1 b þ a0 bt c3 þ a2 c2 a1 c þ a0 ct
>
< (c b)(d b)(f b) e þ (b c)(d c)(f c) e
s3 þ a2 s2 þ a1 s þ a0
120
(s þ b)(s þ c)(s þ d)(s þ f ) >
> d3 þ a2 d2 a1 d þ a0 dt f 3 þ a2 f 2 a1 f þ a0 ft
>
: þ e þ e
(b d)(c d)(f d) (b f )(c f )(d f )
8
>
> a0 b3 þ a2 b2 a1 b þ a0 bt c3 þ a2 c2 a1 c þ a0 ct
>
< e e
s3 þ a2 s2 þ a1 s þ a0 bcdf b(c b)(d b)(f b) c(b c)(d c)(f c)
121
s(s þ b)(s þ c)(s þ d)(s þ f ) >
> d þ a2 d a1 d þ a0 dt f þ a2 f a1 f þ a0 ft
3 2 3 2
>
: e e
d(b d)(c d)(f d) f (b f )(c f )(d f )
>
>
>
> þa d(db þ dc 2bc) þ d2 (d2 2db 2dc þ 3bc) dt
>
: þ 2 e
(b d)2 (c d)2
8
> a0 b3 þ a2 b2 a1 b þ a0 bt c3 þ a2 c2 a1 c þ a0 ct
>
> e e
>
> bcd 2
b(c b)(d b)2 c(b c)(d c)2
>
<
s3 þ a2 s2 þ a1 s þ a0 d þ a2 d a1 d þ a0 dt 3d 2a2 d þ a1 dt
3 2 2
124 te e
s(s þ b)(s þ c)(s þ d)2 >
> d(b d)(c d) d(b d)(c d)
>
>
>
> (d þ a2 d a1 d þ a0 )½(b d)(c d) d(b d) d(c d) dt
3 2
: e
d 2 (b d)2 (c d)2
8 3
>
> b þ a2 b2 a1 b þ a0 bt c3 þ a2 c2 a1 c þ a0 ct
> (c b)(d b)(f b)2 e þ (b c)(d c)(f c)2 e
>
>
>
>
>
>
>
< þ d þ a2 d a1 d þ a0 edt þ f þ a2 f a1 f þ a0 teft
> 3 2 3 2
s3 þ a2 s2 þ a1 s þ a0
125 (b d)(c d)(f d)2 (b f )(c f )(d f )
(s þ b)(s þ c)(s þ d)(s þ f )2 >
>
>
> (f 3 þ a2 f 2 a1 f þ a0 )[(b f )(c f ):
>
>
>
>
>
> 3f 2 2a2 f þ a1 þ(b f )(d f ) þ (c f )(d f )] ft
>
: þ eft e
(b f )(c f )(d f ) (b f )2 (c f )2 (d f )2
s 1
126 pffiffiffiffiffi eat (1 þ 2at)
(s a)3=2 pt
pffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffi 1
127 sa sb pffiffiffiffiffiffiffi (ebt eat )
2 pt 3
1 1 2 pffiffi
128 pffiffi pffiffiffiffiffi aea t erfc(a t )
sþa pt
pffiffi
s 1 2 pffiffi
129 pffiffiffiffiffi þ aea t erf a t
s a2 pt pffi
pffiffi að t
s 1 2a a2 t 2
130 pffiffiffiffiffi pffiffiffiffi e el dl
s þ a2 pt p
0
1 1 a2 t pffiffi
131 pffiffi e erf a t
sðs a2 Þ a pffi
að t
1 2 a2 t 2
132 pffiffi pffiffiffiffi e el dp
sðs þ a2 Þ a p
0
b2 a2 pffiffi pffiffi
pffiffi
2 2
133 ea t [b a erf (a t )] beb t erfc(b t )
(s a2 )(b þ s)
1 pffiffi
pffiffi pffiffi
2
134 ea t erfc(a t )
sð s þ aÞ
1 1 pffiffiffiffiffiffiffiffiffiffiffipffiffi
135 pffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffiffi eat erf b a t
(s þ a) s þ b ba
b2 a2 a2 t b
pffiffi 2 pffiffi
136 pffiffi pffiffi e erf (a t ) 1 þ eb t erfc(b t )
s(s a2 )( s þ b) a
8
> n! pffiffi
>
> pffiffiffiffiffi H2n t
(1 s)n < (2n)! pt
137
snþ(1=2) >
> 2 d
n
>
: Hn (t) ¼ Hermite polynomial ¼ ex (ex )
2
dx n
(continued)
1 1
167 M(k, t) þ ¼ when (n 1)k < t < nk
s(1 þ eks ) 2 2 2
1 H(2k, t) [H(2k, t) ¼ k þ (r k)(1)n where t ¼ 2kn þ r;
168 tanh ks
s2 0 r 2k; n ¼ 0, 1, 2, . . . ]
1
169 f2S(2k, t þ k) 2 ¼ 2(n 1) when (2n 3)k < t < (2n 1)k (t > 0)
s sinh ks
1
170 fM(2k, t þ 3k) þ 1 ¼ 1 þ (1)n when (2n 3)k < t < (2n 1)k (t > 0)
s cosh ks
1
171 coth ks f2S(2k, t) 1 ¼ 2n 1 when 2k(n 1) < t < 2kn
s
k ps
172 coth jsin kt j
s 2 þ k2 2k
1 sin t when (2n 2)p < t < (2n 1)p
173
(s2 þ 1)(1 eps ) 0 when (2n 1)p < t < 2np
1 k=s pffiffiffiffi
174 e J0 2 kt
s
1 1 pffiffiffiffi
175 pffiffi ek=s pffiffiffiffiffi cos 2 kt
s pt
1 k=s 1 pffiffiffiffi
176 pffiffi e pffiffiffiffiffi cosh 2 kt
s pt
1 k=s 1 pffiffiffiffi
177 e pffiffiffiffiffiffi sin 2 kt
s3=2 pk
1 k=s 1 pffiffiffiffi
178 e pffiffiffiffiffiffi sinh 2 kt
s3=2 pk
1 k=s t (m1)=2 pffiffiffiffi
179 e (m > 0) Jm1 2 kt
sm k
1 k=s t (m1)=2 pffiffiffiffi
180 e (m > 0) Im1 2 kt
sm k
2
pffi k k
181 ek s (k > 0) pffiffiffiffiffiffiffi exp
2 pt 3 4t
1 kpffis
182 e (k 0) erfc pk ffi
2 t
s
pffi
2
1 1 k
183 pffiffi ek s (k 0) pffiffiffiffiffi exp
s pt 4t
rffiffiffiffi 2
pffi t k k
184 s3=2 ek s (k 0) 2 exp k erfc pffiffi
p 4t 2 t
pffi
aek s pffiffi
kffi
pffiffi þ erfc 2pk ffit
2
185 (k 0) eak ea t erfc a t þ 2p
s(a þ s) t
pffi
ek s pffiffi
pffiffi pffiffi
2
kffi
186 (k 0) eak ea t erfc a t þ 2p
sða þ sÞ t
pffiffiffiffiffiffiffiffiffi (
ek s(sþa) 0 pffiffiffiffiffiffiffiffiffiffiffiffiffiffi when 0 < t < k
187 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
s(s þ a) e(1=2)at I0 2a t k
1 2 2 when t > k
(continued)
192
: 2p ffiffiffiffiffiffiffiffiffiffiffiffiffiffi I1 a t 2 k 2 when t > k
t k2
pffiffiffiffiffiffiffiffiffi
8
< 0 when 0 < t < k
an ek s a
2 2
219
2t 4t
1 ks 1 pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
220 e K1 (ks) t(t þ 2k)
s k
2
1 pffiffi 1 k
221 pffiffi K1 (k s) exp
s k 4t
1 k 2 pffiffiffi
222 pffiffi ek=s K0 pffiffiffiffiffi K0 (2 2kt)
s s pt
(
½t(2k t)1=2 when 0 < t < 2k
223 peks I0 (ks)
0 when t > 2k
(
pkt
ffiffiffiffiffiffiffiffiffiffiffi when 0 < t < 2k
ks pk t(2kt)
224 e I1 (ks)
0 when t > 2k
1 P
1
225 2 u[t (2k þ 1)a]
s sinh (as) k¼0
8 f (t)
6
4
2
0
0 a 3a 5a 7a t
1 P
1
226 2 (1) u(t 2k 1)
k
s cosh s k¼0
f(t)
2
0
0 1 2 3 4 5 6 7 t
1 as P1
227 tanh u(t) þ 2 (1) u(t ak)
k
s 2 k¼1
0
a 2a 3a 4a 5a t
–1
1 as P
1
228 1 þ coth u(t ak)
2s 2 k¼0
(continued)
Sawtooth function
f(t) SLOPE = m
0
0 a 2a 3a t
" #
1 as 1 X
1
230 tanh tþ2 (1)k (t ka) u(t ka)
s2 2 a k¼1
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Triangular wave
f (t)
0
0 a 2a 3a 4a 5a 6a t
1 P
1
231 (1) u(t k)
k
s(1 þ es ) k¼0
f (t)
0
0 1 2 3 4 5 6 7 t
1 h i
a X p p
232 sin a t k u tk
(s2 þ a2 )(1 e a s )
p
k¼0
a a
Half-wave rectification of sine wave
f (t)
0
0 π 2π 3π 4π t
a a a a
ps 1 h
a X pi p
233 coth ½sin (at) u(t) þ 2 sin a t k u tk
(s þ a )
2 2 2a k¼1
a a
Full-wave rectification of sine wave
f (t)
0
0 π 2π 3π 4π t
1 as a a a a
234 e u(t a)
s
f (t)
1 ∞
0
0 a t
0
0 a b t
m as
236 e m (t a) u(t a)
s2
f (t)
SLOPE = m
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0
0 a t
mt u(t a)
hma Or
mi as
237 þ e [ma þ m(t a)] u(t a)
s s2
f(t)
E SLOPE = m
0
0 a t
2 as
238 e (t a)2 u(t a)
s3
f (t)
0
0 a t
2
2 2a a as
239 3
þ 2 þ e t 2 u(t a)
s s s
f (t)
t2
a2
0
0 a t
m m as
240 e mt u(t) m(t a) u(t a)
s2 s2
f (t)
ma
SLOPE = m
0
0 a t
m 2m as m 2as
241 2 e þ 2e mt 2m(t a) u(t a) þ m(t 2a) u(t 2a)
s2 s s
f (t)
ma SLOPE SLOPE
=m =–m
0
0 a 2a t
(continued)
0
0 a t
(1 es )2
243 0.5t2 for 0 t < 1
s3
1 0.5(t 2)2 for 0 t < 2
1 for 2 t
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f(t)
1
0
0 1 2 3 t
(1 es ) 3
244 0.5t for 0 t < 1
2
s
0.75 (t 1.5)2 for 1 t < 2
0.5(t 3)2 for 2 t < 3
0 for 3 < t
f(t)
1
0
0 1 2 3 t
b b(ta)
þ (eba 1) (e 1) u(t) (e 1) u(t a) þ Ke
bt bt
u(t a)
s(s b)
" #
1 s þ ebab1 as
245 e where K ¼ (eba 1)
s þ b s(s b)
f (t)
0
0 a t
Ða
est f (t)dt
15 0
f(t þ a) ¼ f(t) periodic signal
1 eas
Ða
est f (t)dt
16 0
f(t þ a) ¼ f(t)
1 þ eas
F(s)
17 f1(t), the half-wave rectification of f(t) in No. 16.
1 eas
as
18 F(s) coth f2(t), the full-wave rectification of f(t) in No. 16.
2
p(s) Xm
p(an ) an t
19 , q(s) ¼ (s a1 )(s a2 ) (s am ) 0 (a )
e
q(s) 1
q n
Sources: Campbell, G.A. and Foster, R.M., Fourier Integrals for Practical Applications, Van Nostrand,
Princeton, NY, 1948; McLachlan, N.W. and Humbert, P., Formulaire pour le calcul symbolique, Gauthier-
Villars, Paris, TX, 1947; A. Erdélyi and W. Magnus, Eds., Tables of Integral Transforms, Bateman Manuscript
Project, California Institute of Technology, McGraw-Hill, New York, 1954; based on notes left by Harry
Bateman.
Note: In these tables, only those entries containing the condition 0 < g or k < g, where g is our t, are Laplace
transforms. Several additional transforms, especially those involving other Bessel functions, can be found in
sources.