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Laplace Table Derivations

L(t ) =
L(eat) =

n!

L(floor(t/a)) =

s1+n
1

L(sqw(t/a)) =

sa

L(cos bt) =
L(sin bt) =

eas

s
s2 + b2
b

s2 + b2
eas
L(H(t a)) =
s
as
L((t a)) = e

s(1 eas)
1
s

L(a trw(t/a)) =
L(t) =

tanh(as/2)
1

s2

(1 + )

L(t1/2) =

s1+
r

tanh(as/2)

Proof of L(tn ) = n!/s1+n


Slide 1 of 3
The first step is to evaluate L(f (t)) for f (t) = t0 [n = 0 case]. The function t0 is
written as 1, but Laplace theory conventions require f (t) = 0 for t < 0, therefore f (t)
is technically the unit step function.

L(1) =

R
0

(1)estdt
t=

= (1/s)est|t=0
= 1/s

Laplace integral of f (t) = 1.


Evaluate the integral.
Assumed s > 0 to evaluate limt est .

Proof of L(tn ) = n!/s1+n


Slide 2 of 3
The value of L(f (t)) for f (t) = t can be obtained by s-differentiation of the relation
L(1) = 1/s, as follows. Technically, f (t) = 0 for t < 0, then f (t) is called the
ramp function.
d
L(1)
ds

R
d
= ds 0 (1)estdt
R d st
= 0 ds
(e ) dt
R
= 0 (t)estdt

Laplace integral for f (t) = 1.

= L(t)

Definition of L(t).

Used

d
ds

Rb
a

F dt =

R b dF

Calculus rule (eu )0 = u e .

Then
d
L(t) = ds
L(1)

dt.

a ds
0 u

Rewrite last display.

d
= ds
(1/s)

Use L(1) = 1/s.

= 1/s2

Differentiate.

Proof of L(tn ) = n!/s1+n


Slide 3 of 3
This idea can be repeated to give

L(t2) =

L(t)

ds
= L(t2)
2
= 3.
s

d
The pattern is L(tn ) = ds
L(tn1), which implies the formula

L(tn) =
The proof is complete.

n!
s1+n

Proof of L(eat ) =

sa
The result follows from L(1) = 1/s, as follows.
R
L(eat) = 0 eatestdt
R (sa)t
dt
= 0 e
R St
= 0 e dt
= 1/S
= 1/(s a)

Direct Laplace transform.


Use eA eB = eA+B .
Substitute S = s a.
Apply L(1) = 1/s.
Back-substitute S = s a.

Proof of L(cos bt) =

s
s2 + b2

and L(sin bt) =

Slide 1 of 2
Use will be made of Eulers formula

b
s2 + b2

ei = cos + i sin ,
usually
first introduced in trigonometry. In this formula, is a real number in radians and
i = 1 is the complex unit.

eibtest = (cos bt)est + i(sin bt)est


R
0

R
eibtestdt = 0 R(cos bt)estdt

+ i 0 (sin bt)estdt

1
s ib

(cos bt)estdt
R
+ i 0 (sin bt)estdt
0

Substitute = bt into Eulers


formula and multiply by est .
Integrate t = 0 to t = .
Then use properties of integrals.
Evaluate the left hand side using L(eat ) = 1/(s a),
a = ib.

Proof of L(cos bt) =


Slide 2 of 2

1
s ib
s + ib
s2 + b2
s
s2 + b2
b
s2 + b2

s
s2 + b2

and L(sin bt) =

= L(cos bt) + iL(sin bt)

b
s2 + b2
Direct Laplace transform definition.

= L(cos bt) + iL(sin bt)

Use complex rule 1/z =


z/|z|2, z = A
+ iB , z =
A iB , |z| = A2 + B 2.

= L(cos bt)

Extract the real part.

= L(sin bt)

Extract the imaginary part.

Proof of L(H(t a)) = eas /s

L(H(t a)) =

H(t a)estdt
(1)estdt

(1)es(x+a)dx
R
(1)esxdx
=e
0
=

0
as

= eas(1/s)

Direct Laplace transform. Assume a 0.


Because H(t a) = 0 for
0 t < a.
Change variables t = x + a.
Constant eas moves outside
integral.
Apply L(1) = 1/s.

Proof of L((t a)) = eas


Slide 1 of 3
The definition of the delta function is a formal one, in which every occurrence of symbol
(t a)dt under an integrand is replaced by dH(t a). The differential symbol
dH(t a) is taken in the sense of the Riemann-Stieltjes integral. This integral is defined
in Rudins Real analysis for monotonic integrators (x) as the limit

f (x)d(x) = lim
a

N
X

f (xn)((xn) (xn1))

n=1

where x0 = a, xN = b and x0 < x1 < < xN forms a partition of [a, b] whose


mesh approaches zero as N .
The steps in computing the Laplace integral of the delta function appear below. Admittedly,
the proof requires advanced calculus skills and a certain level of mathematical maturity.
The reward is a fuller understanding of the Dirac symbol (x).

Proof of L((t a)) = eas


Slide 2 of 3

L((t a)) =

est(t a)dt
estdH(t a)

= limM
= esa

RM
0

estdH(t a)

Laplace integral, a > 0


assumed.
Replace (t a)dt by
dH(t a).
Definition of improper integral.
Explained below.

Proof of L((t a)) = eas


Slide 3 of 3
To explain the last step, apply the definition of the Riemann-Stieltjes integral:

M
st

e
0

dH(t a) = lim

N
1
X

estn (H(tn a) H(tn1 a))

n=0

where 0 = t0 < t1 < < tN = M is a partition of [0, M ] whose mesh


max1nN (tn tn1) approaches zero as N . Given a partition, if tn1 <
a tn, then H(tn a) H(tn1 a) = 1, otherwise this factor is zero. Therefore,
the sum reduces to a single term estn . This term approaches esa as N , because
tn must approach a.

Proof of L(floor(t/a)) =

eas
s(1 eas)

Slide 1 of 3
The library function floor present in computer languages C and Fortran is defined by
floor(x) = greatest whole integer x, e.g., floor(5.2) = 5 and floor(1.9) =
2. The computation of the Laplace integral of floor(t) requires ideas from infinite series, as follows.

F (s) =

R
0

floor(t)est dt

P R n+1

P n

n=0

n=0

1e

(n)estdt

Laplace integral definition.


On n t
floor(t) = n.

<

n + 1,

(ens enss)

Evaluate each integral.

Common factor removed.

n=0

nesn

Proof of L(floor(t/a)) =

eas
s(1 eas)

Slide 2 of 3

=
=
=
=
=

x(1 x) P
n=0

nxn1

s
x(1 x) d P
s
dx
x(1 x) d

dx 1 x

s
x
s(1 x)
es
s(1

n=0

es)

xn

Define x = es .
Term-by-term differentiation.
Geometric series sum.
Compute the derivative, simplify.
Substitute x = es .

Proof of L(floor(t/a)) =

eas
s(1 eas)

Slide 3 of 3
To evaluate the Laplace integral of floor(t/a), a change of variables is made.

L(floor(t/a)) =

R
0

floor(t/a)est dt

R
= a 0 floor(r)easr dr
= aF (as)
=

eas
s(1 eas)

Laplace integral definition.


Change variables t = ar .
Apply the formula for
F (s).
Simplify.

Proof of L(sqw(t/a)) =

1
s

tanh(as/2)

Slide 1 of 3
The square wave defined by sqw(x) = (1)floor(x) is periodic of period 2 and
R2
piecewise-defined. Let P = 0 sqw(t)est dt.

P =
=

R1
R01
0
1

sqw(t)est dt +

estdt

sqw(t)est dt

estdt
1

(1 e ) + (e2s es)
s
s
1
= (1 es)2
s
=

R2

R2

Apply

Rb
a

Rc
a

Rb
c

Use sqw(x) = 1 on 0 x <


1 and sqw(x) = 1 on 1
x < 2.
Evaluate each integral.
Collect terms.

Proof of L(sqw(t/a)) =

1
s

tanh(as/2)

Slide 2 of 3 Compute L(sqw(t))

R2
L(sqw(t)) =
=
=
=
=
=

sqw(t)est dt

Periodic function formula.

1 e2s
1

(1 es)2

s
1 1 es
s 1 + es

1
1

s cosh(s/2)
1
s

Use the computation of P above.

1 e2s = (1 es)(1 + es).

es/2

+
1 sinh(s/2)

Factor

1 es/2 es/2
s es/2

e2s

tanh(s/2).

Multiply the fraction by es/2 /es/2 .


Use sinh u = (eu eu )/2,
cosh u = (eu + eu)/2.
Use tanh u = sinh u/ cosh u.

Proof of L(sqw(t/a)) =

1
s

tanh(as/2)

Slide 3 of 3
To complete the computation of L(sqw(t/a)), a change of variables is made:

L(sqw(t/a)) =
=
=

R
R0
0
a

sqw(t/a)est dt

Direct transform.

sqw(r)easr (a)dr

Change variables r
t/a.

tanh(as/2)

See L(sqw(t)) above.

as
1
= tanh(as/2)
s

tanh(as/2)
Rt
The triangular wave is defined by trw(t) = 0 sqw(x)dx.
Proof of L(a trw(t/a)) =

L(a trw(t/a)) =
=

s2

f (0) + L(f 0(t))


s
1
s

L(sqw(t/a))

1
s2

tanh(as/2)

Let f (t) = a trw(t/a). Use

L(f 0(t)) = sL(f (t)) f (0).


Use f (0) = 0, then use
R t/a
(a 0 sqw(x)dx)0 = sqw(t/a).
Table entry for sqw.

Proof of L(t ) =

L(t) =
=
=
=

(1 + )
s1+

testdt
0
R
(u/s)eudu/s
0
1 R
s1+
1

ueudu

(1 + ).
1+
s

Definition of Laplace integral.


Change variables u = st, du = sdt.
Because s=constant for u-integration.
Because (x)

R
0

ux1eudu.

Gamma Function
The generalized factorial function (x) is defined for x > 0 and it agrees with the
classical factorial n! = (1)(2) (n) in case x = n + 1 is an integer. In literature,
! means (1 + ). For more details about the Gamma function, see Abramowitz and
Stegun or maple documentation.
r
Proof of L(t

1/2

L(t1/2) =

)=

(1 + (1/2))

=
s

s11/2

Apply the previous formula.


Use (1/2) =

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