Laplace Transforms (7.1)
Laplace Transforms (7.1)
R ∞ in an integral transform, where the interval of integration is [0, ∞). If f (t) is defined
We are interested
for t ≥ 0, then 0 k(s, t)f (t) dt is defined as a limit:
Z ∞ Z b
k(s, t)f (t) dt = lim k(s, t)f (t) dt.
0 b→∞ 0
If the limit exists, the integral exists or is convergent; otherwise, the integral does not exist and is divergent.
In general, the limit will exist for only certain values of s. k(s, t) is the kernel of the transform. k(s, t) =
e−st leads to:
Definition - Laplace Transform: Let f be a function defined for t ≥ 0. Then the integral
Z ∞
£{f (t)} = e−st f (t) dt = F (s)
0
Theorem - Sufficient Conditions for Existence: If f is piecewise continuous on [0, ∞) and of exponential
order c, then £{f (t)} exists for s > c.
Example: (
4 0≤t<2
f (t) =
0 t≥2