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Laplace

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Let f be a function of one real variable. Define formally the following integral:

Z

L2 (f )(s) =

f (t)est dt,

condition for the existence of the Laplace transform L2 (f )(s) is that the integral

Z

|f (t)|e<(s)t dt < .

R

f (t) =

1,

t > 0,

et , t 0.

Then, for s R,

L2 (f )(s) =

(1s)t

dt +

est dt.

0

Clearly, the first integral converges for s < 1, while the second integral exists for

s > 0. Thus, L2 (f )(s) exists for s (0, 1).

The one-sided Laplace transform L(f ) is defined as:

Z

L(f )(s) =

f (t)est dt,

0

where, formally, s C.

lim f (t)est = 0.

integral which defines the one-sided Laplace transform of f , L(f ), converges for all

s C such that <(s) > s0 . Moreover, this integral converges uniformly for all s such

that <(s) > s1 for some (any) s1 > s0 .

Theorem 0.3. Let f be a piecewise continuous function, for which the integral

Z

f (t)es0 t dt

0

converges for some s0 R. Then, the Laplace transform L(f )(s) converges for all

s C such that <(s) > s0 . Moreover, the Laplace transform converges uniformly for

{s C : |(s; s0 )| < /2} for some (any) .

Example 0.4. We cannot get the convergence for the case <(s) = s0 . Indeed,

f (t) =

0,

0 t < 1,

1 , t 1.

t

Z

Z

Z iut

cos(ut)

sin(ut)

e

dt =

dt i

dt

t

t

t

1

1

1

converges, but

Z

e0

dt =

t

1

dt = .

t

Z 0

Z

st

L2 (f )(s) =

f (t)e dt +

f (t)est dt = L(f )(s) + L(f)(s),

where f(t) = f (t). Suppose that L(f )(s) converges for s such that <(s) > . On

the other hand, assume that L(f)(s) converges for s such that <(s) > . Then,

L(f)(s) converges for s such that <(s) = <(s) > , i.e., <(s) < .

These calculations imply that L2 (f )(s) converges for all s which satisfy < <(s) <

Example 0.5. Consider the following function

eat , t 0,

f (t) =

ebt , t 0,

2

L2 (f )(s) =

(as)t

dt +

e(bs)t dt.

0

The second integral converges only if (b s) < 0, that is for s > b. In particular,

L2 (f + g)(s) = L2 (f )(s) + L2 (g)(s)

and

L(f + g)(s) = L(f )(s) + L(g)(s).

Example 0.7.

L(1)(s) =

L(tn )(s) =

1

s

n!

sn+1

L( t)(s) =

2 s3

L(cos(bt))(s) =

s2

s

+ b2

L(sin(bt))(s) =

s2

b

+ b2

Theorem 0.8. Let f and its derivatives by continuous functions of exponential type.

Then

L(f (n) )(s) = sn L(f )(s) sn1 f (0) sn2 f 0 (0) . . . f (n1) (0).

Theorem 0.9. Let f be a continuous piecewise function. Then

Z t

L(f )(s)

.

L

f ( )d (s) =

s

0

3

The two-sided Laplace transform may be viewed as closely connected to the Fourier

transform:

L2 (f )(s) =

=

f (t)e

ZR

st

dt =

f (t)e<(s)t ei=(s)t dt

R

f (t)e<(s)t e2i=(s)t/2 dt

This observation allows us to study many properties which were true for the Fourier

Transform and which, we hope, will be satisfied by the Laplace transforms, as well.

For example, consider a convolution f g. Let s be such that all the involved integrals

and transforms converge. Then,

Z

<(s)t

=F

f ( )g(t )e

d (=(s)/2)

=F

f ( )e

<(s)

g(t )e

<(s)(t )

(=(s)/2)

= L2 (f )(s) L2 (g)(s).

L(f )(s) = L2 ([0,) f )(s).

Thus,

L(f )(s) L(g)(s) = L2 (([0,) f ) ([0,) g))(s)

Z

= L2

f ( )[0,) ( )g(t )[0,) (t ) (s)

=L

R

t

f ( )g(t )d

(s).

The above formula defines the natural convolution for the one-sided Laplace transfrom.

4

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