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29.

Laplace Transforms
Contents
Page
29.1. Definition of the Laplace Transform . . . . . . . . . . . . . 1020
29.2. Operations for the Laplace Transform . . . . . . . . . . . . 1020
29.3. Table of Laplace Transforms . . . . . . . . . . . . . . . . 1021
29.4. Table of Laplace-Stieltjes Transforms . . . . . . . . . . . . 1029
References . . . . . . . . . . . . . . . . . . . . . . . . . . 1030

1019
29.1. Definition of the Laplace Transform

29.1.1

29.2.1

29.2.2

29.2.3

29.2.4
29.2.5

29.2.6

29.2.7

29.2.8

29.2.9
29.2.10
One-dimensional Laplace Transform

j(s) = 4 ~F(t)1 =Jm

lhSBe-WF(t)dt
A 4
E+-
A
0

Original Function F(t)


F(t)
Inversion Formula

etaj(8)ds

Linearity Property

r' Fl(2 -r)F2(r)dr=Fl*F2


Jo

-tF(t)
(-l)"t"F(t)
e-**F[t)dt

F(t)is a function of the real variable t and 5 is a


complex variable. F(t)is called the original func-
tion andf(s) is called the image function. If the
integral in 29.1.1 converges for a real s=so, i.e.,

exists, then it converges for all s with 9s>so, and


the image function is a single valued analytic
29.1.2

29.1.3

i*

1
-f
8
e-'IF(t)dt

(8)

Convolution (Faltung) Theorem

f 1 (df2(8)

f' (4
f("'(8)
u(t)=
{
function of s in the half-plane

a m flm

*
1
O
)<t(
(t=O)

Image Function f (8)

Differentiation
98>So.

Two-dimenional Laplace Transform

Deiinition of the Unit Step Function

(t>O)
In the following tables the factor u(t) is to be
understood as multiplying the original function
F(t).
29.2. Operations for the Laplace Transform'

* Ada ted by permission from R. V. Churchill, Operatiorial mathematics, 2d ed., McGraw-Hill Book Co., Inc., New
York, N.f.,
1020
1958.
LAPLACE TRANSFORMS 1021
Original Function F(t) Image Function f(s)
Integration
29.2.11 j-mf(4dz
Linear Transformation
29.2.12 eufF(t) f(s-4
29.2.13

29.2.14

Translation
29.2.15 F(t-b)u(t-b) (b>O) e - b"fs)
Periodic Functions

29.2.16 F(t+a)=F(t)

29.2.17 F(t+a) = -F(t)

Half-Wave Rectification of F(t) in 29.2.17 '


29.2.18 F(t) 2 (-l)"u(t-na)
n-0

Full-Wave Rectification of F(t) in 29.2.17

29.2.19 IF@)I f ( s ) coth


2
Heaviside Expansion Theorem

29.2.20 P O , q(s)=(s-a,)(s-a,) . . . (s--a,)

p(s) a polynomial of degree<m


P (8)
(s-a)l
p(s) n polynomittl of degree<r

29.3. Table of Laplace Transforms2.3


For a comprehensive table of Laplace and other intrgral transfonns SPC [29.9]. For n tnhlc of t\vo-
dimensional Laplace transforms see [29.11].
f(s) F(1,

29.3.1 1
- 1
S

29.3.2 1
- t
S2

* The numbers in bold type in thef(s) and F(1) columns indicate the chapters in which thc propertics of thc, rcqwctivv
higher mathematical functions are given.
a Adapted by permission from R. V. Churchill, Operational niuthernstics, 2d. etl., McGraw-Hill Book Co.,I I I C . , Sc.\\.
York, N. Y., 1958.
1022 LAPLACE TRANSFORMS

29.3.3
1
- (n=1,2,3, . . .)
tn-1

8" (n- 1)
!

29.3.4
1
& z1
s-a/2
29.3.5

29.3.6
1 . 3 . 5 .. (%--1)&
.

29.3.7 9
Sk
)(k>O) 6 tk-l

29.3.8
1 e -at

29.3.9 te-"'

tn-le-ar
29.3.10 1 (n=1,2,3, . . .) (n- 1)
!
(s+aY
6 tk-le-Qt
29.3.11
e -at -e -bt
29.3.12 b-a
ae-01 -be-b'
29.3.13

1
29.3.14
($+a>(s+b) (s+c>
(a, b,c distinct constants)
1 1
29.3.15 - sin ut
P+a2 U

S
29.3.16 cos ut
s2+d

1 1
- sinh ut
29.3.17 s2- U2 U

S
29.3.18 cosh ut
s2--a2

1 1
29.3.19 - (1 -('OS at)
s(s2+a2) a2

1
29.3.20 - (at-sin ut)
a3

1 1 (sin u t -at cos ut)


29.3.21 -
2a3
(s2+ UZ) 2
LAPLACE TRANSFORMS
1023
F(t)
S t
29.3.22
(s2+a2) 5 sin at

29.3.23 S2 1
- (sin at +at cos at)
(s2+a2) 2a
s2-a2
29.3.24 t wsut
(s2+a2)2
S
29.3.25 (a2# b2)
(s2+a2)(s2+b2)

29.3.26 b
- sin bt

29.3.27 s+a
(S+a)2+b2 e-at cos bt

29.3.28 3d
$+aa
4a3
29.3.29 sin at cosh at-cos at sinh at
s4+4a4

29.3.30 1
-
2u2
sin at sinh at

29.3.31 - 1 1
s4-a4 - (sinh at -sin at)
2a5

29.3.32 -
S 1 (cosh at-cos at)
-
s4-a4 2a2

29.3.33 8a3s2
(s2+u2)3 (l+a2t2)sin at-at cos at

29.3.34 22

29.3.35

29.3.36

29.3.37 --aea't
1 erfc a&
&-t
29.3.38

29.3.39 &
s+a2

29.3.40 1
m3-aZ>
1024 LAPLACE TRANSFORMS

f (8) F (0

29.3.41 7

29.3.42 ea2t[b--a erf a a - b e b * t erfc bJ? 7

29.3.43 1
&(&+a>

29.3.44 1
(st-4J6+b

29.3.45 b2--a2
7
&s-a2) (++b)
(1-5)"
29.3.46 p+* 22

29.3.47 (1-4"
Sn++ 22

1
29.3.49 9
&T-(aJGZ
10

29.3.53 (a-b)'
(k>O)
( m a +JS+bY

1
-
a.
e-*%()at)

1
29.3.55 9
J92+a2

6,lO
LAPLACE TRANSFORMS 1025
f(8) F (0
kat 9
29.3.58 (JW-S)~
(k>O) t Jt(at)
-

29.3.59 (8 -
2-J
@=a ' (y> -1) a'I,(at> 9

29.3.60
1
(sa-az)k (k>o) J1; ("->
r(k) 2a
k-tlr-t(at) 6,10

29.3.61 1 e-).
-
8 u(t-k) L E
29.3.62 21 e-6 (t-k)U(t -k)

-
1 e-6 (t-k)'-l u(t-k) 6

h
29.3.63 (P>O)
B r (PI
1 -e-Ra
29.3.64 u(t)-u(t-k)
S

29.3.65 1
s (1 -e-k)=
1 +coth )ks
2s
2 u(t-nk)
n-0
p-
-
29.3.66
s(e6 -a)
1
C
m

n-1
a"-'u(t-nk)
k Lh

I f-;-
0 k Zk 3L

b/
1
29.3.67 - tanh ks u(t)+2 f: (-l)%(t-!hk)
8 n-1
h
* -
1
q
hn
29.3.68 (-l)"u(t-nk)
s(l+e-6) n-

29.3.69
1
- tanh ks tu(t ) +2 5 (- 1) "(t -2nk)u(t-2nk)

I#-
SO 111
0 Zk ah 6k oh

1
29.3.70
s sinh ks 2
2 n -0 u[t-(2n+l)k]
2 1 I

kul
O k 3k Y

29.3.71 1
s cosh ks
2 2 (-l)"u[t-(%+l)k]
n-0 0 I 3k 5, 7k
1026 LAPLACE TRANSFORMS

f (4 F(t)

29.3.72 -1 coth k8
8
u(t) +2 5 u(t-2nk)
n-1 p--
0 Zk ek

k T8
29.3.73 f+p coth % Isinkt1 #F/\r\/.
0 - -
k k

1 0

29.3.74
(sz+l)(1 -e-")
C (-1)"u(t-n~)
n-0
sin t

'!UL
0 r 2" 377
*
1 J
29.3.75 -e 8 JO(2@) 9
8

29.3.76
ze 1 " 1
G cos 2&

29.3.77
1 ;
&e
z1 cash 2&

1 2 1
29.3.78 ,alze g
asin 2@

29.3.79 F aea
1 *
q
1
sinh 2&

29.3.80
1 -E
2e g (cc>O) (i)q J,-,(2@) 9

29.3.81 -
I t
&P
eg (r>O) (i)9 4+*(2*) 9

29.3.82 e -k fi (k>O) k - exp (-g)


2J?rt8
k
29.3.83 -1e -kfi
(k2 0) erfc - 7
8 2 4
29.3.84
81
7 (k20) -L exp
Gt
(-g)
4
e-k*

29.3.85 1 exp ( - 3 - k erfc %k= 2 4 i erfc -k 7


-e-& (krO)
8t 2$
29.3.86 1 k
-
81+P e-"J; (n=O, 1,2, . . .; k2O) (4t)tn inerfc -
24
7

(3
29.3.87 E'
8 2 e -kfi (n=O, 1,2, . . .; k>O) exP (-:) 22
2 " V Hn
29.3.88
e-&
a
(k20)
1
- exp
&
(-E)-~~Fvz~
. ( erfc a4+-
22 7
'Bee page 11.
1027

29.3.89

29.3.94 e - k ( w - 8 )
(k20)
JW

1
29.3.98 - In s -?-In t(r=.57721 56649 . . . Euler's constant)
S

tk- 1
29.3.99 $1.s (k>O) r(k) irLW-1. tl 6

In s
-
29.3.100 @>O> eo'[ln u+E1(ut)] 5
s--a
In s
-
29.3.101 cos t Si (t)--sin t Ci (t, 5
sa+ 1

29.3.102
s In s -sin t Si (t)-cos t Ci (t) 5
ss+1
1
29.3.103 -In
S
(l+ks) (k>O)

29.3.104 S+U
In - 1 (e-b:-e-a'
- 1
s+b t

29.3.105 1S In (l+k2s2) (k>O)


-2 ci (i)
1
29.3.106 -In ($+az) (u>O) 2 In u-2 Ci (ut) 5
S
1028 LAPLACE TRANSFORMS

1 5
29.3.107 -
S2
In (sa+aa) (a>O)

2
29.3.108 h-#+aa
Sa
- (l--cos at)
t

29.3.109 In-sa-a'
82
2t (l-cosh at)

29.3.110
k
arctan -
8
71 sin kt
1 k Si (kt)
29.3.111 - arctan -
8 8

29.3.112 ekS8'erfc ks (k>O) 7 hap(-$)


t
29.3.113 18 ekar'erfc ks (k>O) 7 erfB

29.3.114

29.3.115

29.3.116 61 err erfc f i (k20)

k 7 zsin
1 2k4
29.3.117
G
i ! k 7 -1 -2k&
29.3.118 &i e
erfc G
1
29.3.119 u(t-k)
9 7 7 p

29.3.120 9 +P(-;)

29.3.121 1
-
8
ehK1(ks) (k>O)

29.3.122 9 p1 x p ( - 5 )

29.3.123 9

1
29.3.124 fi'e-**IO(ks) (k>O) 9
Jt (2k-tt)
[u(t) -u( t -2k) I
k-t [~(t)-~(t-2k)]
29.3.125 e-&Il(ks) (k>O)
TkJ-
LAPLACE TRANSFORMS 1029
f(8) F(t)
1
29.3.126 eaaEl(us) (u>O) 5 -
t+a
1 1
29.3.127 --se"El(us) (u>O) 5 -
U

1
29.3.128 u'-"e"E,(as) (u>O;n=O, 1,2,. . .) 5 -
(t+4"
1
29.3.129 k - ~ i ( s ) ] cos s+ci(s) sin s 5 -
t2+1
29.4. Table of Laplace-Stieltjes Transforms

ds) W)
29.4.1 1- e-''d+(t) W)
29.4.2 e-" (k>O) u(t-k)

29.4.3 5 u(t-nk)
n=O

1
29.4.4 2 (-l)"u(t--nk)

{
l-te-" n -0

29.4.5
1
sinh ks (k>O) 2 2u[t-(2n+l)k]
n =O

29.4.6 2 5 (-1)"u[t-(2n+l)k]
n-0

29.4.7 tanh ks (k>O) u(t)+2 5 (-l)"u(t-2nk)


nil

1
29.4.8 (k>o)
sinh (ks+u)

29.4.9

29.4.10 sinh (hs+b)


sinh (ks+u)
(Oh
<k<) 5e-tzn+l'a e%[ t +h-
n=O
(2n+ 1) k]
-e-bu[t -h- (2n+ l)k] }
{;z;;.
For the definition of the Laplace-Stieltjes the derivative of the unit step function, du(t)=6(t)
transform see [29.7]. In practice, Laplace-Stieltjes
transforms are often written as ordinary Laplace
transforms involving Dirac's delta function 6(t).
dt, so tlmt ym
,I.(t)=Sf_ 6(t)tlt=
The corrcspondcncca 29.4.2, lor instance, thcn
This "function" may formally be considered as assuiiies tlic foriii e-''- -1- e-s''b(f-k)c/t.

' Adapted by permission from P. M. Morse and 11. Feshbach, Methods of theoretical physics, vols. 1 , 2, McGraw-
Hill Book Co., Inc., New York, N.Y., 1953.
1030 LAPLACE TRANSFORMS

References
Texts calculus, 2d ed. (Cambridge Univ. Press, Cam-
[29.1] H. S. Carslaw and J. C. Jaeger, Operational bridge, England, 1955).
methods in applied mathematics, 2d ed. (Oxford [29.7] D. V. Widder, The Laplace transform (Princeton
Univ. Press, London, England, 1948). Univ. Press, Princeton, N.J., 1941).
[29.2] R. V. Churchill, Operational mathematics, 2d ed. Tables
(McGraw-Hill Book Co., Inc., New York, N.Y.,
Toronto, Canada, London, England, 1958). 129.81 G. Doetsch, Guide to the applications of Laplace
transforms (D. Van Xostrand, London, England;
[29.3] G. Doetsch, Handbuch der Laplace-Transforma- Toronto, Canada; New York, N.Y.; Princeton,
tion, vols. 1-111 (Birkhauser, Basel, Switzerland, N.J., 1961).
1950; Basel, Switzerland, Stuttgart, Germany, [29.9] A. Erdhlyi et al., Tables of integral transforms,
1955, 1956). vols. I, 11 (McGraw-Hill Book Co., Inc., New
[29.4] G. Doetach, Einfirhrung in Theorie und Anwen- York, N.Y., Toronto, Canada, London, England,
dung der Laplace-Transformation (Birkhauser, 1954).
Basel, Switzerland, Stuttgart, Germany, 1958). [29.10] W. Magnus and F. qberhettinger, Formulas and
theorems for the special functions of mathe-
[29.5] P. M. Morse and H. Feshbach, Methods of theoret- matical physics (Chelsea Publishing Co., New
ical physics, vols. I, I1 (McGraw-Hill Book Co., York, N.Y., 1949).
Inc., New York, N.Y., Toronto, Canada, [29.11] D. Voelker and G. Doetsch, Die zweidimensionale
London, England, 1953). Laplace-Transformation (Birkhauser, Basel,
[29.6] B. van der Pol and E. Bremmer, Operational Switzerland, 1950).

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