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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


One-dimensional Laplace Transform

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

29.1.1

e-**F[t)dt

29.1.2

lhSBe-WF(t)dt
A

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


the image function is a single valued analytic

a m flm

Deiinition of the Unit Step Function

29.1.3
E+-

98>So.

Two-dimenional Laplace Transform

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


complex variable. F(t)is called the original function andf(s) is called the image function. If the
integral in 29.1.1 converges for a real s=so, i.e.,
A 4

function of s in the half-plane

u(t)=

*
1

O
)<t(

(t=O)
(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'

i*

Original Function F(t)

29.2.1

e-'IF(t)dt

F(t)
Inversion Formula

29.2.2

etaj(8)ds

Linearity Property

29.2.3
29.2.4
29.2.5

Image Function f (8)

1
-f
(8)

29.2.6

29.2.7
Convolution (Faltung) Theorem

29.2.8

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

Jo

-tF(t)

29.2.9
29.2.10

(-l)"t"F(t)

f 1 (df2(8)
f' (4

Differentiation

f("'(8)

* Ada ted by permission from R. V. Churchill, Operatiorial mathematics, 2d ed., McGraw-Hill Book Co., Inc., New
York,
1958.
1020

N.f.,

1021

LAPLACE TRANSFORMS

Original Function F(t)

Image Function f(s)


Integration

29.2.11

j-mf(4dz
Linear Transformation

f(s-4

eufF(t)

29.2.12
29.2.13
29.2.14

Translation

29.2.15

F(t-b)u(t-b)

e - b"fs)

(b>O)

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

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
dimensional Laplace transforms see [29.11].
f(s)

29.3.1

1
-

29.3.2

1
-

S2

SPC

[29.9]. For n tnhlc of t\voF(1,

* 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
29.3.3

LAPLACE TRANSFORMS

1
-

tn-1

(n=1,2,3, . . .)

8"

(n- 1)
!

z1

29.3.4

&
s-a/2

29.3.5
29.3.6
29.3.7

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

9
)
(k>O)
Sk

29.3.8

e -at
te-"'

29.3.9
29.3.10

tk-l

tn-le-ar

(n=1,2,3, . . .)

(s+aY

(n- 1)
!
6

29.3.11

tk-le-Qt

e -at

29.3.12

b-a
ae-01

29.3.13
29.3.14

-e -bt

-be-b'

($+a>(s+b) (s+c>

(a, b,c distinct constants)


29.3.15
29.3.16
29.3.17
29.3.18
29.3.19

1
P+a2
S
s2+d

U2

S
s2--a2

s(s2+a2)

- sinh
U

ut

cosh ut
1

- (1 -('OS

a2

at)

1
(at-sin ut)
a3

29.3.20
29.3.21

ut

cos ut

1
s2-

- sin
U

1
(s2+ UZ) 2

2a3

(sin u t -at cos ut)

LAPLACE TRANSFORMS

1023
F(t)

29.3.22

(s2+a2)

29.3.24

29.3.28
29.3.29

2a

s2-a2
(s2+a2)2

t wsut

(s2+a2)(s2+b2)

s+a
(S+a)2+b2

29.3.32
29.3.33

cos at)

(a2# b2)
b

sin bt

e-at cos bt

3d
$+aa
4a3
s4+4a4

sin at cosh at-cos at sinh at


1

29.3.30
29.3.31

- (sin at +at

(s2+a2)

29.3.26
29.3.27

S2

29.3.23

29.3.25

t
5
sin at

sin at sinh at
2u2
1
s4-a4
S
-

- (sinh at -sin at)

2a5

1 (cosh at-cos at)

s4-a4

2a2

8a3s2
(s2+u2)3

(l+a2t2)sin at-at cos at

29.3.34

22

29.3.35
29.3.36
--aea't
1
&-t

29.3.37
29.3.38
29.3.39

29.3.40

&

s+a2
1

m3-aZ>

erfc a&

1024

LAPLACE TRANSFORMS

f (8)

F (0

29.3.41

29.3.42
29.3.43
29.3.44
29.3.45

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

1
&(&+a>
1
(st-4J6+b

b2--a2
&s-a2) (++b)

(1-5)"

29.3.46

22

p+*

(1-4"

29.3.47

22

Sn++

9
29.3.49

&T-(aJGZ

10
9

9
29.3.53

(a-b)'

( m a +JS+bY

(k>O)
1
e-*%()at)
a.

29.3.55

J92+a2

6,lO

1025

LAPLACE TRANSFORMS

f(8)
29.3.58

29.3.59

JW-S)~
(k>O)

@=a

(8 2-J

29.3.60

F (0

'

(y>

-1)

(k>o)

(sa-az)k

kat

t Jt(at)

a'I,(at>

J1;
("->
k-tlr-t(at)
r(k) 2a

29.3.61

1 e-).
8

u(t-k)

29.3.62

21 e-6

(t-k)U(t -k)

29.3.63

1 e-6

1 -e-Ra

29.3.64

29.3.65

(P>O)

1
1 +coth )ks
s (1 -e-k)=
2s

L E

u(t-k)

(t-k)'-l

r (PI

2 u(t-nk)

p-

29.3.66

s(e6 -a)

C
a"-'u(t-nk)
n-1

I f-;-

Lh

29.3.67

29.3.68

29.3.69

tanh ks

s(l+e-6)
1

- tanh ks
SO

29.3.70

s sinh ks

u(t)+2 f: (-l)%(t-!hk)
n-1

n-

(-l)"u(t-nk)

tu(t ) +2

2 n -0 u[t-(2n+l)k]

s cosh ks

I#-

3k

2 (-l)"u[t-(%+l)k]

n-0

3L

Zk

b/

hn

5 (- 1) "(t -2nk)u(t-2nk)
111

h
*
-

29.3.71

u(t)-u(t-k)

n-0

6,10

Zk

I
Y

ah

6k

oh

kul
0

3k

5,

7k

1026

LAPLACE TRANSFORMS

f (4

F(t)

-1 coth k8

29.3.72

u(t) +2

5 u(t-2nk)
n-1

p-0

T8

f+p coth %

29.3.73

#F/\r\/.

Isinkt1

1
(sz+l)(1 -e-")

29.3.74

C (-1)"u(t-n~)

n-0

sin t

'!UL
0

29.3.75

1 J
-e 8

29.3.76

ze

29.3.77

1 ;
&e

1 "

1 cash 2&

29.3.79

F aea

asin

2@

1
q
sinh 2&

(i)q
(i)9

29.3.80

2e

29.3.81

eg
&P

(r>O)

29.3.82

e -k fi

(k>O)

k
exp (-g)
2J?rt8

(k2 0)

k
erfc 2 4

(cc>O)

I t

-1e

29.3.83

-kfi

29.3.84

7
81

(k20)

e-k*

1
-e-&

29.3.85

(krO)

8t

29.3.86

29.3.87

(n=O, 1,2, . . .; k2O)

81+P e-"J;

E'
8 2

29.3.88

'Bee page 11.

(n=O, 1,2, . . .; k>O)

e -kfi

e-&
a

377

1 2
,alze g

2"

1
G
cos 2&

29.3.78

1 -E

JO(2@)

ek

Zk

(k20)

J,-,(2@)

4+*(2*)

-L exp
G
t

(-g)

exp ( - 3 - k

erfc %k= 2 4 i erfc k


2$

(4t)tn inerfc -

24

(-:)

(3

22

exP
2 " V Hn
1
- exp

&

(-E)-~~Fvz~
.
(

22

erfc a4+-

1027
29.3.89

9
29.3.94

e - k ( w - 8 )

(k20)

JW

9
1

- In

29.3.98

-?-In

t(r=.57721 56649 . . . Euler's constant)

tk- 1

29.3.99

$1.s

(k>O)

r(k) irLW-1. tl

29.3.100

In s
-

@>O>

eo'[ln u+E1(ut)]

In s
-

cos t Si (t)--sin t Ci (t,

s In s

-sin t Si (t)-cos t Ci (t)

s--a

29.3.101

sa+ 1

29.3.102
29.3.103

ss+1
1

-In
(l+ks)
S

(k>O)
1 (e-b:-e-a'

29.3.104

S+U
In s+b

29.3.105

1S In (l+k2s2)

29.3.106

-In
($+az)
S

(k>O)

(u>O)

-2 ci

(i)

2 In u-2 Ci (ut)

1028
29.3.107

LAPLACE TRANSFORMS

1
In (sa+aa)
S2

(a>O)
2
t

29.3.108

h-#+aa
Sa

- (l--cos at)

29.3.109

In-sa-a'
82

2t (l-cosh

29.3.110

k
arctan -

29.3.111

- arctan -

71 sin kt

29.3.112

ekS8'erfc ks

29.3.113

18 ekar'erfc ks

at)

Si (kt)

(k>O)
(k>O)

hap(-$)

t
erfB

zsin
1
2k4

-1

29.3.114
29.3.115
29.3.116

61 err erfc f i
k

29.3.117

29.3.118

(k20)

G
i !

erfc G

-2k&

&i e
1

u(t-k)

29.3.119

9 7 7 p

29.3.120

+P(-;)

p1 x p ( - 5 )

29.3.121

1
ehK1(ks)
8

(k>O)

29.3.122
29.3.123

29.3.124

fi'e-**IO(ks)

(k>O)

29.3.125

e-&Il(ks)

(k>O)

1
Jt (2k-tt)

k-t
TkJ-

[u(t) -u( t -2k)

[~(t)-~(t-2k)]

1029

LAPLACE TRANSFORMS

f(8)
29.3.126

eaaEl(us)

29.3.127

--se"El(us)
U

(u>O)

(u>O)

29.3.128 u'-"e"E,(as)
29.3.129

F(t)

(u>O;n=O,

1
t+a

1,2,. . .) 5

k - ~ i ( s ) ] cos s+ci(s) sin s

1
-

(t+4"
1

t2+1

29.4. Table of Laplace-Stieltjes Transforms

W)

ds)
29.4.1

1-

29.4.2

e-"

W)

e-''d+(t)

(k>O)

u(t-k)

5 u(t-nk)

29.4.3
29.4.4
29.4.5

n=O

1
l-te-"
1

sinh ks

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

n -0

(k>O)

29.4.6

n =O

n-0

29.4.7

tanh ks

29.4.8

1
sinh (ks+u)

(k>O)

u(t)+2

(k>o)

29.4.9
29.4.10

sinh (hs+b)
sinh (ks+u)

(Oh
<k<)

For the definition of the Laplace-Stieltjes


transform see [29.7]. In practice, Laplace-Stieltjes
transforms are often written as ordinary Laplace
transforms involving Dirac's delta function 6(t).
This "function" may formally be considered as

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

5 (-l)"u(t-2nk)

nil

5e-tzn+l'a e%[ t +h-

n=O

(2n+ 1) k]
-e-bu[t -h- (2n+ l)k]

{;z;;.

the derivative of the unit step function, du(t)=6(t)

ym

dt, so tlmt
,I.(t)=Sf_
6(t)tlt=
The corrcspondcncca 29.4.2, lor instance, thcn
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, McGrawHill Book Co., Inc., New York, N.Y., 1953.

1030

LAPLACE TRANSFORMS

References
Texts
[29.1] H. S. Carslaw and J. C. Jaeger, Operational
methods in applied mathematics, 2d ed. (Oxford
Univ. Press, London, England, 1948).
[29.2] R. V. Churchill, Operational mathematics, 2d ed.
(McGraw-Hill Book Co., Inc., New York, N.Y.,
Toronto, Canada, London, England, 1958).
[29.3] G. Doetsch, Handbuch der Laplace-Transformation, vols. 1-111 (Birkhauser, Basel, Switzerland,
1950; Basel, Switzerland, Stuttgart, Germany,
1955, 1956).
[29.4] G. Doetach, Einfirhrung in Theorie und Anwendung der Laplace-Transformation (Birkhauser,
Basel, Switzerland, Stuttgart, Germany, 1958).
[29.5] P. M. Morse and H. Feshbach, Methods of theoretical physics, vols. I, I1 (McGraw-Hill Book Co.,
Inc., New York, N.Y., Toronto, Canada,
London, England, 1953).
[29.6] B. van der Pol and E. Bremmer, Operational

calculus, 2d ed. (Cambridge Univ. Press, Cambridge, England, 1955).


[29.7] D. V. Widder, The Laplace transform (Princeton
Univ. Press, Princeton, N.J., 1941).
Tables
129.81 G. Doetsch, Guide to the applications of Laplace
transforms (D. Van Xostrand, London, England;
Toronto, Canada; New York, N.Y.; Princeton,
N.J., 1961).
[29.9] A. Erdhlyi et al., Tables of integral transforms,
vols. I, 11 (McGraw-Hill Book Co., Inc., New
York, N.Y., Toronto, Canada, London, England,
1954).
[29.10] W. Magnus and F. qberhettinger, Formulas and
theorems for the special functions of mathematical physics (Chelsea Publishing Co., New
York, N.Y., 1949).
[29.11] D. Voelker and G. Doetsch, Die zweidimensionale
Laplace-Transformation
(Birkhauser, Basel,
Switzerland, 1950).