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1.1
Laplace transform
Denitions
Given a rather nice function f (x); its Laplace transform is a function of a variable s:It is dened as the integral
Z 1
f (x)e sx dx:
0
sx
dx =
lim
"!0;">0
f (x)e
sx
dx:
"
1.2
Since the interval of integration is [0; 1] for the Laplace transform, the Heaviside
step function H(x) is of particular relevance:
1 if x > 0
:
0 if x < 0
H(x) =
1
3
2
1
-5
-4
-3
-2
-1
-1
-2
-3
because for x < 0 the factor H(x) in the integrand makes it nothing but zero.
In general, if we have a function f (x) and want to make all values zero for x < 0;
but it is to be unchanged for x > 0; then this function is H(x)f (x):
What can we say about f (x) and g(x) if F (s) = G(s)? Well, nothing for
x < 0: The functions e x ; e jxj and H(x)e x are dierent,
-3
-2
-1
-1
-3
-2
-1
1
-1
jxj
-3
-2
-1
1
-1
H(x)e
1
but have exactly the same Laplace transform s+1
. Negative values of x does
not matter. They are not part of the interval of integration in the denition of
the Laplace transform.
So F (s) = G(s) says nothing for a relation between f (x) and g(x) for x < 0:
For x > 0 we have
Z 1
(f (x) g(x))e sx dx = 0
0
for all s: From this it follows that f (x) = g(x) except for points which has
measure zero (for example a nite set of points).
It is also possible to show that it is possible to interchange integration and
Laplace transform, since the Laplace transform also is an integration:
Z 1
Z 1 Z 1
L[f (x; u)]du =
(
f (x; u)e sx dx)du =
0
Z 1Z 1 0
Z 10
sx
(
f (x; u)du)e
dx = L[
f (x; u)du]
0
if f is nice.
Example 1 Show that
by Laplace transform.
1
sin xudu = ;
u
2
s2
u
;
+ u2
so
sin ux
1
:
]= 2
u
s + u2
Integrating both sides gives now
Z 1
Z 1
sin ux
1
1
u
L[
du = [arctan ]1
du] =
= :
2 + u2
u
s
s
s 0
2s
0
0
L[
2s ;
1
;
s
and we have
Z 1
sin ux
du = :
u
2
0
1.3
[F (s)] = f (x):
The inversion formula for the Laplace transform turns out to be a complex
integral:
Z
1
f (x) =
F (s)esx ds:
2 i C
where C is a straight line z(t) = x0 + it, t : 1 ! 1 parallel to the imaginary
axis so that all singularities of F (s) is to the left of x0 : Hence, if s is a singularity
of F (s); then Re s < x0 : Then we can calculate the inverse by replacing the
straight line by a half circle including all singularities, and then by small circles
around all poles. By the Cauchy residue theorem this gives
X
f (x) =
Res(F (s)esx ; sk )
sk
where the sum is taken over all singularities of F (s) (since esx contributes with
no singularities). We can check this by calculating the inverse transform of
s2
Here we have poles in
2i only, so we have
f (x)
1
e
4i
2ix
1
1
esx ; 2i) + Res( 2
esx ; 2i)
s2 + 4
s +4
1
1
[ esx ]s=2i + [ esx ]s= 2i
2s
2s
1
sin 2x;
2
= Res(
=
1 2ix
e
4i
1
:
+4
1.4
xy 00 + y 0 + xy = 0:
=
=
d
d 2
L[y 00 ] =
(s Y (s)
ds
ds
2sY s2 Y 0 + y(0):
sy(0)
s2 Y 0 + y(0) + sY + Y 0
i.e.
(s2 + 1)Y 0 + sY = 0:
This equation is separable, and gives
Y (s) = p
A
+1
s2
y(0) = 0;
y 0 (0))
where
A is an integration constant. It can be determined with the condition
R1
J
(x)dx
= 1 and the Laplace relation
0
0
p
A
=
s2 + 1
J0 (x)e
sx
dx
1
:
+1
s2
1.5
Special substitutions
1
p e
x
sx
dx
dx = flet x = t2 ; p = dtg
2 x
Z 1
p
p
2
=
e st 2dt = flet y = st; dt = sdtg
0
p
Z 1
2
2
= p
e y dy = p ;
s 0
s
R1
y2
dy =
:Hence:
p
1
L[ p ] = p :
x
s