Вы находитесь на странице: 1из 33

Poularikas A. D.

Laplace Transforms
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999
2
Laplace Transforms

2.1 Definitions and Laplace Transform Formulae


2.2 Properties
2.3 Inverse Laplace Transforms
2.4 Relationship Between Fourier Integrals of Causal
Functions and One-Sided Laplace Transforms
2.5 Table of Laplace Transforms
2.2 Table of Laplace Operations
2.3 Table of Laplace Transforms
References
Appendix 1
Examples Inversion in the Complex Plane Complex
Integration and the Bilateral Laplace Transform

2.1 Definitions and Laplace Transform Formulae

2.1.1 One-Sided Laplace Transform

F( s) =
f (t ) e
0
st
dt s = + j

f (t) = piecewise continuous and of exponential order

2.1.2 One-Sided Inverse Laplace Transform


+ j

F( s) e
1
f (t ) = st
ds
2j
j

where the integration is within the regions of convergence. The region of convergence is half-plane
< Re{s}.

1999 CRC Press LLC


2.1.3 Two-Sided Laplace Transform

F( s) =


f (t ) e st dt s = + j

f (t) = piecewise continuous and of exponential order

2.1.4 Two-Sided Inverse Laplace Transform


+ j

F( s) e
1
f (t ) = st
ds
2j
j

where the integration is within the regions of convergence


which is a vertical strip 1 < Re{s} < 2.

1999 CRC Press LLC


2.2 Properties

2.2.1 Properties of the Laplace Transform (one sided)

TABLE 2.1 Laplace Transform Properties


1. Linearity L {K1 f1 (t ) K 2 f 2 (t )} = L {K1 f1 (t )} L {K 2 f2 (t )} = K1 F1 (s) K 2 F2 (s)
2. Time derivative
d
L f (t ) = sF(s) f (0 + )
dt
3. Higher time derivative
dn
L n f (t ) = s n F(s) s n 1 f (0 + ) s n 2 f (1) (0 + ) L f ( n 1) (0 + )
dt
where f (i)(0+), i = 1,2,,n 1 is the ith derivative of f () at t = 0+.
F(s)

t
4. Integral with zero initial condition L f () d =
0 s

F(s) f ( 1) (0 + )

t t
5. Integral with initial conditions L f () d = + where f ( 1) (0 + ) = lim f () d
s s t0 +

6. Multiplication by exponential L {e at f (t )} = F(s m a)


d dn
7. Multiplication by t L {t f (t )} = F(s) ; L {t n f (t )} = ( 1) n F(s)
ds ds s
8. Time shifting L { f (t ) u(t )} = e s F(s)
t 1 s
9. Scaling L f = aF( as) ; L { f (ta)} = F a>0
a a a

t
10.
0
Time convolution L f1 (t ) f2 ( ) d L { f1 (t ) f2 (t )} = F1 (s) F2 (s)

11. Frequency convolution
x + j
L { f1 (t ) f 2 (t )} = 1
2 j
x j
F1 ( z ) F2 (s z ) dz = 1 {F1 (s) F2 (s)}
2 j
where z = x + jy, and where x must be greater than the abscissa of absolute convergence for f1(t) over the path of
integration.
12. Initial value lim f (t ) = lim sF(s) provided that this limit exists.
t0 + s

13. Final value lim f (t ) = lim sF(s) provided that sF(s) is analytic on the j axis and in the right half of the s plane
t s 0 +


f (t )
14. Division by t L
t
= F(s ) ds
s

e
T
st
f (t ) dt
15. f (t) periodic L { f (t )} = 0
f (t ) = f (t + T )
1 e sT

2.2.2 Methods of Finding the Laplace Transform


1. Direct method by solving (2.1.1).
2. Expand f (t) in power series if such an expansion exists.
3. Differentiation with respect to a parameter.
4. Use of tables.

1999 CRC Press LLC


2.3 Inverse Laplace Transforms

2.3.1 Properties
1. Linearity L1 {c1 F1 (s) c2 F2 (s)} = c1 f1 (t ) c2 f2 (t )
2. Shifting L1 {F(s a)} = e at f (t )
3. Time shifting L1 {e as F(s)} = f (t a) t>a

4. Scaling property L1 {F(as)} = 1 f t


a a () a>0

d n F( s)
5. Derivatives L1 {F ( n ) (s)} = ( 1) n t n f (t ) F ( n ) ( s) =
ds n
6. Multiplication by s L1 {sF(s) f (0 + )} = L {sF(s)} f (0 + ) L {1} = f (1) (t ) + f (0)(t )
F( s) =

t
7. Division by s L1 f (t ) dt
s 0

F(u)H(t u) du = F(s) H(s)


t
8. Convolution L1 {F(s) H (s)} =
0

2.3.2 Methods of Finding Inverse Laplace Transforms


1. Partial fraction method: Any rational function P(s)/Q(s) where P(s) and Q(s) are polynomials,
with the degree of P(s) less than that of Q(s), can be written as the sum of rational functions,
known as partial fractions, having the form A/(as + b)r, (As + B)/(as2 + bs + c)r, r = 1,2, .
2. Expand F(s) in inverse powers of s if such an expansion exists.
3. Differentiation with respect to a parameter.
4. Combination of the above methods.
5. Use of tables.
6. Complex inversion (see Appendix 1).

1999 CRC Press LLC


2.4 Relationship Between Fourier Integrals of Causal Functions
and One-Sided Laplace Transforms

2.4.1 F () from F (s)


f (t ) t0
F ( ) =
e 0
jt
f (t ) dt f (t ) =
0 t<0

a) The region of convergence of F(s) contains the j axis in its interior, < 0 (see 2.1.2)

F( ) = F(s) s= j

b) If the axis j is outside the region of convergence of F(s), > 0, then F() does not exist; the
function f (t) has no Fourier transform.
c) Let = 0, F(s) is analytic for s > 0, and has one singular point on the j axis, hence, F(s) =
1 1
or F(s) = L{e j ot u(t )}. But F{e j ot u(t )} = ( o ) + and there we obtain
s j o j j o
the correspondence

1
F( s) = F( ) = F(s) s= j = ( o ) + F(s) s= j
s j o

Also

1 j n1 ( n1)
F( s) = F ( ) = ( o ) + F(s) s= j
(s j o ) n (n 1)!

(n1)() = the (n 1)th derivative.

d) F(s) has n simple poles j1, j2,, jn and no other singularities in the half plane Re s 0. F(s)
n

s j
an
takes the form F(s) = G(s) + where G(s) is free of singularities for Re s 0. The
n
n =1
correspondence is

n n

a ( )
an
F( ) = G(s) s= j + +
s j n s = j n n
n =1 n =1

1999 CRC Press LLC


2.5 Table of Laplace Transforms

TABLE 2.2 Table of Laplace Operations


F(s) f (t)

1
e
0
st
f (t ) dt f(t)

2 AF(s) + BG(s) Af(t) + Bg(t)


3 sF(s) f(+0) f (t)
4 s n F(s) s n 1 f ( +0) s n 2 f (1) ( +0) L f ( n 1) ( +0) f (n)(t)


1 t
5 F(s) f ( ) d
s 0


1 t
6 F(s) f ( ) d d
s2 0 0


t
7 F1(s)F2(s) f1 (t ) f 2 ( ) d = f1 f2
0
8 F(s) tf(t)
9 (1)nF(n)(s) tn f(t)

F( x) dx
1
10 f (t )
t
s

11 F(s a) eat f(t)


12 ebsF(s) f(t b), where f(t) = 0; t < 0
1 t
13 F(cs) f
c c
1 ( bt ) / c t
14 F(cs b) e f
c c

e
a
st
15 f (t ) dt f(t + a) = f(t) periodic signal
0
1 e as

e
a
st
16 f (t ) dt f(t + a) = f(t)
0
1 + e as
F(s) f1(t), the half-wave rectification of f(t) in No. 16.
17
1 e as
as f2(t), the full-wave rectification of f(t) in No. 16.
18 F(s) coth
2
m

q ( a ) e
p (s) p (an )
19 , q (s) = (s a1 )(s a2 )L(s a m ) an t
q (s) n
1

r
( r n ) ( a) t n 1
(r n)!
p (s) (s)
20 = e at +L
q ( s) ( s a) r n =1
(n 1)!

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms

F(s) f(t)

1 sn (n)(t) nth derivative of the delta function


d(t )
2 s
dt
3 1 (t)
1
4 1
s
1
5 t
s2
1 t n1
6 (n = 1, 2,L)
sn (n 1)!
1 1
7
s t

8 s3/2 t
2

2 n t n (1 / 2 )
9 s [ n +(1 / 2 )] (n = 1, 2,L)
1 3 5L(2n 1)
(k )
10 ( k 0) tk1
sk
1
11 eat
sa
1
12 teat
( s a) 2
1 1
13 (n = 1, 2,L) t n 1e at
( s a) n (n 1)!
(k )
14 ( k 0) t k 1e at
( s a) k
1 1
15 (e at e bt )
(s a)(s b) ( a b)
s 1
16 ( ae at be bt )
(s a)(s b) ( a b)
1 (b c) e at + (c a) e bt + ( a b) e ct
17
(s a)(s b)(s c) ( a b)(b c)(c a)
1
18 eat valid for complex a
( s + a)
1 1
19 (1 e at )
s ( s + a) a
1 1 at
20 (e + at 1)
s 2 ( s + a) a2
1 1 1 at 2 1 at
21 2
t+ e
s ( s + a)
3
a a 2 a
1 1
22 (e at e bt )
(s + a)(s + b) (b a)
1 1 1
23 1 + (be at ae bt )
s (s + a)(s + b) ab ( a b)

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

1 1 1 2 bt 2 at
24 ( a b) ( a e b e ) + abt a b
s 2 (s + a)(s + b) ( ab) 2
1 1 a3 b3 1 ( a + b) 1 b at a
25 + t2 t+ e 2 e bt
s 3 (s + a)(s + b) ( ab) ( ab) 2 ( a b) 2 ab ( a b) a 2 b
1 1 1 1
26 e at + e bt + e ct
(s + a)(s + b)(s + c) (b a)(c a) ( a b)(c b) ( a c)(b c)
1 1 1 1 1
27 e at e bt e ct
s (s + a)(s + b)(s + c) abc a(b a)(c a) b( a b)(c b) c ( a c)(b c)

ab(ct 1) ac bc 1
+ 2 e at
1 ( abc ) 2
a ( b a )(c a)
28
s 2 (s + a)(s + b)(s + c)
+ 1
e bt + 2
1
e ct
b 2 ( a b)(c b) c ( a c)(b c)

1 ab + ac + bc 1 2
( abc) 3 [(ab + ac + bc) abc( a + b + c)] ( abc) 2 t + 2 abc t
2

1
29
s 3 (s + a)(s + b)(s + c) 1 1 1
e at 3 e bt 3 ct
a 3 (b a)(c a) b ( a b)(c b) c ( a c)(b c)
1 1
30 sin at
s2 + a2 a
s
31 cos at
s2 + a2
1 1
32 sinh at
s2 a2 a

33 s cosh at
s2 a2
1 1
34 (1 cos at )
s (s 2 + a 2 ) a2
1 1
35 ( at sin at )
s 2 (s 2 + a 2 ) a3
1 1
36 (sin at at cos at )
(s 2 + a 2 ) 2 2a 3
s t
37 sin at
(s 2 + a 2 ) 2 2a
s2 1
38 (sin at + at cos at )
(s + a 2 ) 2
2
2a
s2 a2
39 t cos at
(s 2 + a 2 ) 2
s cos at cos bt
40 (a 2 b 2 )
(s 2 + a 2 )(s 2 + b 2 ) b2 a2
1 1 at
41 e sin bt
( s a) 2 + b 2 b
sa
42 eat cos bt
( s a) 2 + b 2

2n r 1
n
e at

r
1 r 1 d
43
[(s + a) 2 + b 2 ]n ( 2t ) [cos(bt )]
4 n 1 b 2 n r =1
n 1 dt r

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

at n 2n r 1

r
r 1 d
ne1 2 n ( 2t ) [a cos(bt ) + b sin(bt )]
4 b r =1 n 1 dt r
s
44
[(s + a) 2 + b 2 ]n n 1
2n r 2

r
r 1 d
2b r ( 2t ) [sin(bt )]
r =1
n 1 dt r

3a 2 at 3 at 3
45 e at e ( at ) / 2 cos 3 sin
s3 + a3 2 2

4a3
46 sin at cosh at cos at sinh at
s 4 + 4a 4
s 1
47 (sin at sinh at )
s 4 + 4a 4 2a 2
1 1
48 (sinh at sin at )
s4 a4 2a 3
s 1
49 (cosh at cos at )
s4 a4 2a 2
8a 3s 2
50 (1 + a2t2) sin at cos at
(s 2 + a 2 ) 3
1 s 1
n
e t d n n t
51 Ln ( t ) = (t e )
s s n! dt n
[Ln(t) is the Laguerre polynomial of degree n]
1 t ( n 1) e at
52 where n is a positive integer
( s + a) n (n 1)!
1 1
53 [1 e at ate at ]
s ( s + a) 2 a2
1 1
54 [at 2 + ate at + 2e at ]
s 2 ( s + a) 2 a3
1 1 1 2 2
55 1 a t + at + 1 e at
s ( s + a) 3 a 3 2
1 1
56 {e at + [(a b) t 1] e bt }
(s + a)(s + b) 2 ( a b) 2
1 1 1 1 a 2b bt
57 e at t+ 2
b ( a b) 2
e
s (s + a)(s + b) 2 ab 2 a ( a b) 2 b( a b )
1 1 1 1 1 2 ( a b) b bt
58 e at + 2 t 2 + 2 t+ 3
b ( a b) 2
e
s 2 (s + a)(s + b) 2 a 2 ( a b) 2 ab a b b ( a b)


t + 2c 2 a b 2 e ct
1

1 ( c b )( c a ) ( c a ) ( c b )
59
(s + a)(s + b)(s + c) 2 1 1
at bt
+ (b a)(c a) 2 e + ( a b)(c b) 2 e

1 1 1
60 e at + sin(t ); = tan 1
(s + a)(s 2 + 2 ) a2 + 2 a +
2 2 a

1 1 1 1 a 1
61 sin t + 2 cos t + e at
s (s + a)(s 2 + 2 ) a 2 a 2 + 2 a

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

1 1 1 at
a 2 t a 2 2 + a 2 ( a 2 + 2 ) e
1
62
s 2 (s + a)(s 2 + 2 ) + 1 a
cos(t + ); = tan 1

3
a 2
+ 2

1 1 at
63 e [sin t t cos t ]
[(s + a) 2 + 2 ]2 2 3
1 1
64 sinh at
s2 a2 a
1 1 1
65 sinh at 2 t
s 2 (s 2 a 2 ) a3 a
1 1 1
66 (cosh at 1) 2 t 2
s 3 (s 2 a 2 ) a4 2a

1 1 at a 3 3
e e 2 cos at 3 sin
t
67 at
s3 + a3 3a 2 2 2

1 1
68 (sin at cosh at cos at sinh at )
s 4 + 4a 4 4a 3
1 1
69 (sinh at sin at )
s4 a4 2a 3
1 1 at
70 e sinh t
[(s + a) 2 2 ]

a 1 ( a b) 2 + 2 bt
2 + e sin (t + );
s+a b + 2
b2 + 2
71
s[(s + b) 2 + 2 ]
1 1
= tan + tan
b a b

( a b) 2 + 2 bt
2 1 2 [1 + at ] 2 2 ab 2 2 + e sin (t + )
s+a b + (b + ) (b 2 + 2 )
72
s 2 [(s + b) 2 + 2 ] 1
= tan + 2 tan 1
a b b

ac 1 ( a b) 2 + 2 bt
e ct + e sin (t + )
s+a ( c b ) 2
+ 2 (c b ) 2 + 2
73
(s + c)[(s + b) 2 + 2 ]
1
= tan tan 1
a b c b

a (c a ) ct
c (b 2 + 2 ) + c[(b c) 2 + 2 ] e


s+a 1 ( a b) 2 + 2 bt
74 e sin(t + )
s (s + c)[(s + b) 2 + 2 ] b 2 + 2 (b c) +
2 2



= tan 1 + tan 1 tan 1
b a b c b

s+a a b 3a 3 a b a b 2 2 a b bt
75 t+ + 4 + t + t e
s 2 ( s + b) 3 b3 b4 b 2b 2 b 3

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

s+a a c ct a b 2 ca a c bt
76 e + t + t+
b) 3
e
(s + c)(s + b) 3 (b c) 3 2 ( c b ) ( c b ) 2
( c

s2 a2 b2 c2
77 e at + e bt + e ct
(s + a)(s + b)(s + c) (b a)(c a) ( a b)(c b) ( a c)(b c)
s2 a2 b2 b 2 2 ab bt
e at + t+
( a b) 2
78 e
(s + a)(s + b) 2 (b a) 2
( a b)
s2 a 2 2 at
79 2 2 at + t e
( s + a) 3 2

s2 a2
80 e at sin(t + ); = tan 1
(s + a)(s 2 + 2 ) (a 2 + 2 ) a +
2 2 a

a 2
2 a 2 at
2 t 2 e 2 sin(t + );
s2 ( a + )
2
( a + 2 ) 2 (a + 2 )
81
( s + a) 2 ( s 2 + 2 ) 1
= 2 tan
a

a2 at b2 bt
(b a)(a 2 + 2 ) e + ( a b)(b 2 + 2 ) e
s2
82
(s + a)(s + b)(s 2 + 2 )
sin( t + ); = tan 1 + tan 1

( a 2
+ 2
)( b 2
+ 2
) a b

s2 a
83 sin( at ) 2 sin(t )
(s + a )(s 2 + 2 )
2 2
( 2 a 2 ) (a 2 )
s2 1
84 (sin t + t cos t )
(s + 2 ) 2
2
2

a2 1 (b 2 2 ) 2 + 4 b 2 2 bt
e at + e sin(t + )
s 2
( a b ) 2
+ 2
( a b) 2 + 2
85
(s + a)[(s + b) 2 + 2 ] 1 2 b
= tan tan 1
b2 2 a b

a2 a[(b a) 2 + 2 ] + a 2 (b a) at
te at 2 e
( a b) + [(b a) 2 + 2 ]2
2 2


(b ) + 4 b bt
2 2 2 2 2
s2
86 + e sin(t + )
(s + a) 2 [(s + b) 2 + 2 ] [(a b) 2 + 2 ]

2b
= tan 1 2 2 tan 1
b 2 a b

s2 + a b 2 + a bt a a
87 e + t 2
s ( s + b)
2
b2 b b
s2 + a a 2 a 1
88 t 2 t + 3 [b 2 + a ( a + b 2 ) e bt ]
s 3 ( s + b) 2b b b
s2 + a a (b 2 + a) bt (c 2 + a) ct
89 + e e
s (s + b)(s + c) bc b(b c) c( b c )

s2 + a b 2 + a bt c 2 + a ct a a (b + c)
90 e + 2 e + t
s (s + b)(s + c)
2
b (c b )
2
c (b c) bc b2c2

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

s2 + a b2 + a c2 + a d2 + a
91 e bt + e ct + e dt
(s + b)(s + c)(s + d ) (c b)(d b) (b c)(d c) (b d )(c d )

s2 + a a b2 + a c2 + a d2 + a
92 + e bt + e ct + e dt
s(s + b)(s + c)(s + d ) bcd b(b c)(d b) c(b c)(c d ) d (b d )(d c)
a a b2 + a bt
bcd t b 2 c 2 d 2 (bc + cd + db) + b 2 (b c)(b d ) e
s +a
2

93
s 2 (s + b)(s + c)(s + d ) c2 + a d2 + a
ct dt
+ c 2 (c b)(c d ) e + d 2 ( d b)(d c) e

s2 + a 1 1
94 ( a + 2 )sin t ( a 2 ) t cos t
(s 2 + 2 ) 2 2 3 2 2

95 s2 2 t cost
(s 2 + 2 ) 2
s2 + a a (a 2 ) a
96 t sin t 4 cos t
s (s 2 + 2 ) 2 4
2 3
s ( s + a) b 2 ab bt c 2 ac c 2 2 bc + ab ct
97 e + t+ e
(s + b)(s + c) 2 (c b ) 2
b c (b c) 2

b 2 ab bt c 2 ac ct d 2 ad dt
(c b)(d b) 2 e + (b c)(d c) 2 e + (b d )(c d ) te
s ( s + a)
98
(s + b)(s + c)(s + d ) 2 a (bc d 2 ) + d ( db + dc 2bc) dt
+ ( b d ) 2 (c d ) 2
e

s 2 + a1 s + ao b 2 a1 b + ao bt ao a ba
99 e + t+ 1 2 o
s 2 ( s + b) b2 b b

s 2 + a1 s + ao a1 b b 2 ao bt ao 2 a1 b ao b 2 a1 b + ao
100 e + t + t+
s 3 ( s + b) b 3
2b b 2
b3
s 2 + a1 s + ao ao b 2 a1 b + ao bt c 2 a1c + ao ct
101 + e + e
s (s + b)(s + c) bc b(b c) c( c b )

s 2 + a1 s + ao ao a bc ao (b + c) b 2 a1 b + ao bt c 2 a1c + ao ct
102 t+ 1 + e + e
s 2 (s + b)(s + c) bc b2c2 b 2 (c b ) c 2 (b c)
s 2 + a1 s + ao b 2 a1 b + ao bt c 2 a1 c + ao ct d 2 a1 d + ao dt
103 e + e + e
(s + b)(s + c)(s + d ) (c b)(d b) (b c)(d c) (b d )(c d )

s 2 + a1 s + ao ao b 2 a1 b + ao bt c 2 a1c + ao ct d 2 a1 d + ao dt
104 e e e
s (s + b)(s + c)(s + d ) bcd b(c b)(d b) c(b c)(d c) d (b d )(c d )

s 2 + a1 s + ao ao b 2 a1 b + ao bt b 2 ao bt
105 te + e
s( s + b ) 2 b2 b b2
s 2 + a1 s + ao ao a b 2a b 2 a1 b + ao bt 2 ao a1 b bt
106 t+ 1 3 o + t + e
s 2 ( s + b) 2 b 2
b b2 b3
s 2 + a1 s + ao b 2 a1 b + ao bt c 2 a1c + ao ct c 2 2bc + a1 b ao ct
107 e + te + e
(s + b)(s + c) 2 (c b ) 2 (b c) (b c) 2
b3 c3 d3
e bt + e ct + t e dt
s3 ( b c )( d b ) 2
( c b )( d c ) 2
( d b )( c d )
108
(s + b)(s + c)(s + d ) 2 d 2 [d 2 2 d (b + c) + 3bc] dt
+ ( b d ) 2 (c d ) 2
e

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

b3 bt c3 ct
(b c)(d b)( f b) 2 e + (c b)(d c)( f c) 2 e


+ d3 f3
e dt + t e ft
( d b)(c d )( f d ) 2 ( f b)(c f )( d f )
s3
109
(s + b)(s + c)(s + d )(s + f ) 2 3f 2
+ (b f )(c f )( d f )


f 3 [(b f )(c f ) + (b f )(d f ) + (c f )(d f )] dt
+ ( b f ) 2 (c f ) 2 ( d f ) 2

s3 b3 b 2 (3c b) bt c3 c 2 (3b c) ct
110 t e bt + e t e ct + e
( s + b) ( s + c) 2
2
(c b ) 2
(c b ) 3
(b c) 2
(b c) 3

d3 b3
e dt + t e bt
( b d ) 2
( c d ) 2
( c b ) 2
(b d )

s3 3b 2 b 3 (c + 2 d 3b) bt c3
111 + + 2
e + t e ct
(s + d )(s + b) 2 (s + c) 2 (c b ) ( d b ) (c b ) ( d b )
2 3
( b c ) 2 (c d )

3c 2 c 3 (b + 2 d 3c) ct
+ + 2
e
(b c) ( d c) (b c) ( d c)
2 3

b3 c3
e bt + e ct
( b c )( b 2
+ 2
) ( c b )( c2 + 2 )

s3 2
112 sin(t + )
(s + b)(s + c)(s 2 + 2 ) (b + 2 )(c 2 + 2 )
2


c
= tan 1 tan 1
b

b3 bt c3 ct
(b c)(d b)(b 2 + 2 ) e + (c b)(d c)(c 2 + 2 ) e


+ d3
e dt
( d b)(c d )(d 2 + 2 )
s3
113
(s + b)(s + c)(s + d )(s 2 + 2 ) 2
cos(t )
(b + )(c + 2 )(d 2 + 2 )
2 2 2



= tan 1 + tan 1 + tan 1
b c d

b3 bt b 2 (b 2 + 3 2 ) bt 2
b 2 + 2 t e + (b 2 + 2 ) 2 e (b 2 + 2 ) sin(t + )
s 3

114
( s + b) 2 ( s 2 + 2 ) 1 b 1
= tan tan b

115 s3 cos(t) cosh(t)


s + 4 4
4

s3
116 1
[cosh(t ) + cos(t )]
s 4
4 2

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

ao ao (b + c) a1 bc b 3 + a2 b 2 a1 b + ao bt
t + e
s + a2 s + a1 s + ao
3 2
bc b2c2 b 2 (c b )
117
s 2 (s + b)(s + c) c 3 + a2 c 2 a1c + ao ct
+ e
c 2 (b c)

ao b 3 + a2 b 2 a1 b + ao bt c 3 + a2 c 2 a1c + ao ct
e e
s 3 + a2 s 2 + a1 s + ao bcd b (c b)(d b) c (b c)(d c)
118
s (s + b)(s + c)(s + d ) d 3 + a2 d 2 a1 d + ao dt
e
d (b d )(c d )

ao a a (bc + bd + cd ) b 3 + a2 b 2 a1 b + ao bt
t+ 1 o +
s 3 + a2 s 2 + a1 s + ao bcd bcd b2c2d 2 b 2 (c b)(d b)
119
s 2 (s + b)(s + c)(s + d ) c 3 + a2 c 2 a1c + ao ct d 3 + a2 d 2 a1 d + ao dt
+ e + e
c 2 (b c)(d c) d 2 (b d )(c d )

b 3 + a2 b 2 a1 b + ao bt c 3 + a2 c 2 a1c + ao ct
e + e
s + a2 s + a1 s + ao
3 2
(c b)(d b)( f b) (b c)(d c)( f c)
120
(s + b)(s + c)(s + d )(s + f ) d 3 + a2 d 2 a1 d + ao dt f 3 + a2 f 2 a1 f + ao ft
+ e + e
(b d )(c d )( f d ) (b f )(c f )(d f )

ao b 3 + a2 b 2 a1 b + ao bt c 3 + a2 c 2 a1c + ao ct
e e
s 3 + a2 s 2 + a1 s + ao bcdf b (c b)(d b)( f b) c (b c)(d c)( f c)
121
s (s + b)(s + c)(s + d )(s + f ) d 3 + a2 d 2 a1 d + ao dt f 3 + a2 f 2 a1 f + ao ft
e e
d (b d )(c d )( f d ) f (b f )(c f )( d f )

b 3 + a2 b 2 a1 b + ao c 3 + a2 c 2 a1c + ao
e bt + e ct
(c b)(d b)( f b)( g b) (b c)(d c)( f c)( g c)

s 3 + a2 s 2 + a1 s + ao d 3 + a2 d 2 a1 d + ao f 3 + a2 f 2 a1 f + ao
122 + e dt + e ft
(s + b)(s + c)(s + d )(s + f )(s + g) (b d )(c d )( f d )( g d ) (b f )(c f )(d f )( g f )

g 3 + a2 g 2 a1 g + ao gt
+ (b g)(c g)(d g)( f g) e

b 3 + a2 b 2 a1 b + ao bt c 3 + a2 c 2 a1c + ao ct
e + e
(c b)(d b) 2 (b c)(d c) 2

d 3 + a2 d 2 a1 d + ao dt
s 3 + a2 s 2 + a1 s + ao + te
123 (b d )(c d )
(s + b)(s + c)(s + d ) 2
ao (2 d b c) + a1 (bc d 2 )

+ + a2 d ( db + dc 2bc) + d ( d 2 db 2 dc + 3bc) e dt
2 2

2
)2
( b d ) ( c d

ao b 3 + a2 b 2 a1 b + ao bt c 3 + a 2c 2 a 1c + a o ct
e e
bcd
2
b (c b)(d b) 2 c (b c)(d c) 2

s 3 + a2 s 2 + a1 s + ao d 3 + a2 d 2 a1 d + a o dt 3d 2 2 a2 d + a1 dt
124 te e
s (s + b)(s + c)(s + d ) 2 d(b d )(c d ) d (b d )(c d )

( d 3 + a2 d 2 a1 d + ao )[(b d )(c d ) d (b d ) d (c d )] dt
d 2 ( b d ) 2 (c d ) 2
e

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

b 3 + a2 b 2 a1 b + ao bt c 3 + a2 c 2 a1c + ao ct
e + e
(c b)(d b)( f b) (b c)(d c)( f c) 2
2


d 3 + a2 d 2 a1 d + ao dt f 3 + a2 f 2 a1 f + ao ft
s 3 + a2 s 2 + a1 s + ao + e + te
125 (b d )(c d )( f d ) 2 (b f )(c f )(d f )
(s + b)(s + c)(s + d )(s + f ) 2
( f 3 + a2 f 2 a1 f + ao )[(b f )(c f )

+ 3 f 2 a2 f + a1 e ft + (b f )(d f ) + (c f )( d f )]
2
e ft
(b f )(c f )(d f ) ( b f ) 2 (c f ) 2 ( d f ) 2

s 1 at
126 e (1 + 2 at )
( s a) 3 / 2 t
1
127 sa sb (e bt e at )
2 t3

1 1 2
128 ae a t erfc ( a t )
s +a t

s 1 2
129 + ae a t erf ( a t )
s a2 t


a t
1
s 2a e a t e d
2 2
130
s + a2 t 0

1 1 a 2t
131 e erf ( a t )
s (s a 2 ) a


a t
1 2
e a t e d
2 2
132
s (s + a 2 ) a 0

b2 a2 2 2
133 e a t [b a erf ( a t )] be b t erfc (b t )
(s a 2 )(b + s )
1 2
134 e a t erfc ( a t )
s ( s + a)
1 1
135 e at erf ( b a t )
( s + a) s + b ba
b2 a2 2 b 2
136 e a t erf ( a t ) 1 + e b t erfc (b t )
s (s a 2 )( s + b) a

n!
(2n)! t H 2 n ( t )
(1 s) n
137
s n +(1 / 2 ) x2 d
n
x2
H n (t ) = Hermite polynomial = e dx n (e )

(1 s) n n!
138 H 2 n +1 ( t )
s n +(3 / 2 ) (2n + 1)!

ae at [ I1 ( at ) + I o ( at )]
s + 2a
139 1
s [ I n (t ) = j n J n ( jt ) where J n is Bessel's function of the first kind]
1 ab
140 e (1 / 2 )( a + b )t I o t
s+a s+b 2

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

k (1 / 2 )
(k ) t ab
141 ( k 0) e (1 / 2 )( a + b ) t I k (1 / 2 ) t
( s + a) k ( s + b) k a b 2

1 ab a b
142 t e (1 / 2 )( a + b ) t I o t + I1
2
t
( s + a )1 / 2 ( s + b ) 3 / 2 2

s + 2a s 1 at
143 e I1 ( at )
s + 2a + s t

( a b) k k (1 / 2 )( a + b ) t a b
144 ( k > 0) e Ik t
( s + a + s + b )2k t 2

145 ( s + a + s ) 2 v 1 (1 / 2 )( at ) 1
e Iv at
s s+a av 2
1
146 Jo(at)
s2 + a2

( s 2 + a 2 s) v
147 (v > 1) a v J v ( at )
s2 + a2
k (1 / 2 )
1 t
148 ( k > 0) J k (1 / 2 ) ( at )
(s + a 2 ) k (k ) 2 a
2

ka k
149 ( s 2 + a 2 s) k ( k > 0) J ( at )
t k

(s s 2 a 2 ) v
150 (v > 1) a v I v ( at )
s a2 2

k (1 / 2 )
1 t
151 ( k > 0) I k (1 / 2 ) ( at )
(s 2 a 2 ) k (k ) 2 a

e
1 y

152 erf ( t ); erf ( y) the error function = 2 u2
du
s s +1 o

1
153 J o ( at ) ; Bessel function of 1st kind, zero order
s2 + a2
1 J1 ( at )
154 ; J1 is the Bessel function of 1st kind, 1st order
s2 + a2 + s at
1 N J N ( at )
155 ; N = 1, 2, 3,L, J N is the Bessel function of 1st kind, N th order
[ s 2 + a 2 + s] N aN t
1

t
N J N ( au)
156 du ; N = 1, 2, 3,L, J N is the Bessel function of 1st kind, N th order
s [ s + a + s]
2 2 N
aN o u
1 1
157 J ( at ); J1 is the Bessel function of 1st kind, 1st order
s 2 + a 2 ( s 2 + a 2 + s) a 1
1 1
158 J ( at ) ; N = 1, 2, 3,L, J N is the Bessel function of 1st kind, N th order
s + a [ s 2 + a 2 + s] N
2 2
aN N
1
159 I o ( at ) ; I o is the modified Bessel function of 1st kind, zero order
s a2
2

e ks 0 when 0 < t < k


160 Sk (t ) =
s 1 when t > k

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

e ks 0 when 0 < t < k


161
s2 t k when t > k

0 when 0 < t < k


e ks 1
162 ( > 0 ) (t k )
s when t > k
( )

1 e ks 1 when 0 < t < k


163
s 0 when t > k

1 + coth 1 ks n when
164 1
= 2 S( k , t ) =
s (1 e ks ) 2s (n 1) k < t < n k (n = 1, 2,L)

0 when 0 < t < k


1
165 + ks Sk (t ) = 1 + a + a 2 + L + a n 1
s (e a) when nk < t < (n + 1)k (n = 1, 2,L)

M (2 k, t ) = ( 1) n 1

1
166 tanh ks when 2 k (n 1) < t < 2nk
s
(n = 1, 2,L)

1 1 1 ( 1) n
1 2 M (k, t ) + 2 = 2
167
s (1 + e ks )
when (n 1)k < t < nk

1 H (2 k, t ) [ H (2 k, t ) = k + (r k )( 1) n where t = 2 kn + r ;
168 tanh ks
s2
0 r 2 k; n = 0,1, 2,L]

1 2 S(2 k, t + k ) 2 = 2(n 1)
169
s sinh ks when (2n 3) k < t < (2n 1) k (t > 0)

M (2 k, t + 3k ) + 1 = 1 + ( 1)n
1
170
s cosh ks
when (2n 3) k < t < (2n 1) k (t > 0)

1 2 S (2 k, t ) 1 = 2n 1
171 coth ks
s when 2 k (n 1) < t < 2 kn

k s
172 coth sin kt
s2 + k 2 2k
1 sin t when (2n 2) < t < (2n 1)
173
(s 2 + 1)(1 e s ) 0 when (2n 1) < t < 2n

1 k / s
174 e J o (2 kt )
s
1 k / s 1
175 e cos 2 kt
s t
1 k/s 1
176 e cosh 2 kt
s t
1 k / s 1
177 e sin 2 kt
s3/ 2 k
1 1
178 ek / s sinh 2 kt
s 3/ 2
k

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

( 1) / 2
1 k / s t
179 e ( > 0 ) J 1 (2 kt )
s k
( 1) / 2
180
1 k/s
e ( > 0 ) t
I 1 (2 kt )
s k

k k2
181 e k s
( k > 0) exp
2 t 3 4t

1 k k
182 e s
( k 0) erfc
s 2 t

1 k 1 k2
183 e s
( k 0) exp
s t 4t

t k2 k
184 s 3 / 2 e k s
( k 0) 2 exp k erfc
4t 2 t

ae k s k k
( k 0)
2
185 e ak e a t
erfc a t + + erfc
s (a + s ) 2 t 2 t

e k s 2 k
186 ( k 0) e ak e a t
erfc a t +
s (a + s ) 2 t

e k s( s + a ) 0 when 0 < t < k


187
s ( s + a) (1 / 2 ) at 1
e Io ( 2 a t 2 k 2 ) when t > k

e k s2 + a2 0 when 0 < t < k


188
J o (a t k ) when t > k
2 2
(s + a 2 )
2

e k s2 a2
0 when 0 < t < k
189
(s 2 a 2 ) I o (a t k ) when t > k
2 2

e k( s2 + a2 s )
190 ( k 0) J o ( a t 2 + 2 kt )
(s + a 2 )
2

0 when 0 < t < k


ak
191 e ks
e k s2 + a2 J (a t 2 k 2 ) when t > k
t 2 k 2 1

0 when 0 < t < k


ak
192 e k s2 + a2
e ks I (a t 2 k 2 ) when t > k
t 2 k 2 1

av e k s a
2 2

v 0 when 0 < t < k


(s + a 2 ) s 2 + a 2 + s
( )
2
193 tk
(1 / 2 ) v
J v (a t k )
2 2
when t > k
t + k
(v > 1)
1
194 log s (1) log t [ (1) = 0.5772]
s

1 (k ) log t
195 log s (k > 0) t k 1
sk [(k )] (k )
2

log s
196 ( a > 0) e at [log a Ei ( at )]
sa

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

log s
197 cos t Si (t ) sin t Ci (t )
s2 + 1
s log s
198 sin t Si (t ) cos t Ci (t )
s2 + 1
1 t
199 log (1 + ks) (k > 0) Ei
s k
sa 1 bt
200 log (e e at )
sb t

2Ci
1 t
201 log (1 + k 2 s 2 )
s k
1
202 log (s 2 + a 2 ) (a > 0) 2 log a 2Ci ( at )
s
1 2
203 log (s 2 + a 2 ) (a > 0) [at log a + sin at at Ci ( at )]
s2 a
s2 + a2 2
204 log (1 cos at )
s2 t
s2 a2 2
205 log (1 cosh at )
s2 t

206 k 1
arctan sin kt
s t
1 k
207 arctan Si(kt)
s s

1 t2
exp 2
2 2
208 ek s
erfc (ks) (k > 0)
k 4k
1 k 2s2 t
209 e erfc (ks) (k > 0) erf
s 2k

k
210 e ks erfc( ks ) (k > 0)
t (t + k )

1 0 when 0 < t < k


211 erfc ( ks ) 1 / 2
s ( t ) when t > k

1 ks 1
212 e erfc ( ks ) (k > 0)
s (t + k )

k 1
213 erf sin (2 k t )
s t

1 k2/ s k 1 e 2 k t
214 e erfc
s s t

1
215 e as Ei ( as) ; ( a > 0)
t+a
1 1
216 + se as Ei ( as) ; ( a > 0)
a (t + a ) 2
1
217 Si (s) cos s + Ci (s)sin s
2 t2 +1

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

0 when 0 < t < k [ Kn (t ) is Bessel function of the


218 Ko(ks) 2 2 1 / 2
(t k ) when t > k second kind of imaginary argument]

1 k2
219 K o (k s ) exp
2t 4t
1 ks 1
220 e K1 (ks) t (t + 2 k )
s k
1 1 k2
221 K1 ( k s ) exp
s k 4t

222 1 k/s k 2
e Ko K o (2 2 kt )
s s t

[t (2 k t )]1 / 2 when 0 < t < 2 k


223 eksIo(ks)
0 when t > 2 k

k t
when 0 < t < 2 k
224 e ks I1 (ks) k t (2 k t )
0 when t > 2 k

2 u [t (2k + 1) a]
k =0

1
225
s sinh ( as)

2 (1) u (t 2k 1)
k =0
k

1
226
s cosh s

u (t ) + 2 (1) u (t ak)
k =1
k

square wave
227
1 as
tanh
s 2

u (t ak)
k =0

stepped function
1 as
228 1 + coth
2s 2

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

mt ma u (t ka)
k =1

m ma as saw tooth function


229 coth 1
s2 2s 2

t + 2
a
k =1
( 1) k (t ka) u (t ka)

1 as triangular wave
230 tanh
s2 2

(1) u (t k)
k =0
k

1
231
s (1 + e s )



sin a t k a u t k a
k =0

a half wave rectification of sine wave


232 s
(s + a )(1 e
2 2 a
)



[sin (at )] u (t ) + 2 sin a t k a u t k a
k =1

full wave rectification of sine wave


a s
233 (s 2 + a 2 ) coth 2 a

u (t a )

1 as
234 e
s

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

u (t a ) u (t b )

1 as
235 (e e bs )
s

m (t a ) u ( t a )

m as
236 e
s2

mt u (t a)
or

ma + m e as [ma + m (t a)] u (t a)
237
s s 2

(t a ) 2 u (t a )

2 as
238 e
s3

t 2 u (t a )

2 2 a a 2 as
239 3 + 2 + e
s s s

mt u (t ) m (t a) u (t a)

m m as
240 e
s2 s2

mt 2 m (t a) u (t a) + m (t 2 a) u (t 2 a)

m 2 m as m 2 as
241 e + 2e
s2 s2 s

mt [ ma + m (t a)] u (t a)

m ma m as
242 + 2 e
s2 s s

1999 CRC Press LLC


TABLE 2.3 Table of Laplace Transforms (continued)

F(s) f(t)

0.5 t 2 for 0 t < 1

1 0.5 (t 2) 2 for 0 t < 2

(1 e s ) 2 1 for 2 t
243
s3

0.5 t 2 for 0 t < 1

0.75 (t 1.5) 2 for 1 t < 2

0.5 (t 3) 2 for 2 t < 3


3
(1 e )
s
244 0 for 3 < t
s

(e bt 1) u (t ) (e bt 1) u (t a) + Ke b ( t a ) u (t a)
b
+ (e ba 1)
s ( s b) where K = (e ba 1)

245 s + ba
b
1 e 1 e as

s + b s ( s b )

References
W. H. Beyer, CRC Standard Mathematical Tables, 2nd Ed., CRC Press, Boca Raton, FL, 1982.
R. V. Churchill, Modern Operational Mathematics in Engineering, McGraw-Hill Book Co., New York,
NY, 1944.
W. Magnus, F. Oberhettinger, and F. G. Tricom, Tables of Integral Transforms, Vol. I, McGraw-Hill
Book Co., New York, NY, 1954.
P. A. McCollum and B. F. Brown, Laplace Transform Tables and Theorems, Holt Rinehart and Winston,
New York, NY, 1965.

1999 CRC Press LLC


Appendix 1

Examples

1.1 Laplace Transformations


Example 2.1 (Inversion)

s2 + a
The inverse of is found by partial expansion
s 2 ( s + b)

s2 + a A B c s2 + a a s2 + a b2 + a
= + + ; B= = , C= = .
s ( s + b) s s 2 s + b
2
s + b s=0 b s 2
s = b
b2

Hence

s2 + a A a 1 b2 + a 1
= + + .
s 2 ( s + b) s b s 2 b2 s + b
a
Set any value of s, e.g., s = 1, and solve for A = 2 .
b
Hence

s2 + a a 1 1 a 1 1 b 2 + a 1 1 a a b 2 + a bt
L1 2 = 2 L + L 2+ L = u( t ) + t + e .
s ( s + b) b s b s b2 s + b b2 b b2

Example 2.2 (Differential equation)


To solve y + by = et with y(0) = 1 we take the Laplace transform of both sides. Hence we obtain
sY(s) y(0) + bY(s) = s+11 or Y (s) = s +1b + ( s +1)(1 s + b ) . The inverse transform is y(t ) = e bt +
L1{11+ b s1+1 + 11b s +1b} = e bt + b11 e t + 11b e bt = 21bb e bt 11b e t

1.2 Inversion in the Complex Plane


When the Laplace transform F(s) is known, the function of time can be found by (2.1.2), which is
rewritten
+ j


1
f (t ) = L1{F(s)} = F(s) e st ds
2j j

This equation applies equally well to both the two-sided and the one-sided transforms.
The path of integration is restricted to values of for which the direct transform formula converges.
In fact, for the two-sided Laplace transform, the region of convergence must be specified in order to
determine uniquely the inverse transform. That is, for the two-sided transform, the regions of convergence
for functions of time that are zero for t > 0, zero for t < 0, or in neither category, must be distinguished.
For the one-sided transform, the region of convergence is given by , where is the abscissa of absolute
convergence.
The path of integration is usually taken as shown in Figure 2.1 and consists of the straight line ABC
displaced to the right of the origin by and extending in the limit from j to +j with connecting
semicircles. The evaluation of the integral usually proceeds by using the Cauchy integral theorem (see
Chapter 20), which specifies that

1999 CRC Press LLC


FIGURE 2.1 The Path of Integraton in the s Plane

F(s) e
1
f (t ) = lim st
ds
2 j R 1

= [ residues of F(s) e st at the singularities to the left of ABC ] for t > 0

As we shall find, the contribution to the integral around the circular path with R is zero, leaving
the desired integral along path ABC, and

F(s) e
1
f (t ) = lim st
ds
2 j R 2
.
= [ residues of F(s) e at the singularities to the right of ABC ] for t < 0
st

Example 2.3
Use the inversion integral to find f(t) for the function

1
F( s) =
s2 + 2

Note that the inverse of the above formula is sint/.


Solution
The inversion integral is written in a form that shows the poles of the integrand

e st

1
f (t ) = ds
2j (s + j )(s j )

The path chosen is 1 in Figure 2.1. Evaluate the residues

e st e st e jt
Res (s j ) 2 2
= =
(s + ) s= j (s + j ) s= j 2 j

e st e st e jt
Res (s + j ) 2 2
= =
(s + ) s= j (s j ) s= j 2 j

1999 CRC Press LLC


Therefore,

e jt e jt sin t
f (t ) = Res = = .
2 j

Example 2.4
{
Find L1 1/ s . }
Solution
The function F(s) = 1/ s is a double-valued function because of the square root operation. That is, if
s is represented in polar form by re j, then re j(+2) is a second acceptable representation, and
s = re j (+2 ) = re j , thus showing two different values for s. But a double-valued function is
not analytic and requires a special procedure in its solution.
The procedure is to make the function analytic by restricting the angle of s to the range < <
and by excluding the point s = 0. This is done by constructing a branch cut along the negative real axis,
as shown in Figure 2.2. The end of the branch cut, which is the origin in this case, is called a branch
point. Since a branch cut can never be crossed, this essentially ensures that F(s) is single-valued. Now,
however, the inversion integral becomes, for t > 0,

+ j


1 1
f (t ) = lim F(s) e st ds = F(s) e st ds
R 2 j GAB 2 j j

1
=
2 j + + + + + +
BC 2 l l+ 3 FG

which does not include any singularity.

FIGURE 2.2 The Integration Contour for L 1{1 / s }

First we will show that for t > 0 the integrals over the contours BC and CD vanish as R , from
which 2 = 3 = BC = FG = 0 . Note from Figure 2.2 that = cos1(/R) so that the integral over the
arc BC is, since e j = 1,

e t e jt /2

d = e t R1 / 2 cos 1
I

BC R1 / 2 e j / 2
jRe j d = e t R1 / 2

2 R


= e t R1 / 2 sin 1
R

1999 CRC Press LLC


But for small arguments sin1(/R) = /R, and in the limit as R , I 0. By a similar approach, we
find that the integral over CD is zero. Thus the integrals over the contours 2 and 3 are also zero as R .
For evaluating the integral over , let s = rej = r(cos + jsin) and


e r (cos + j sin )

F(s) e st ds =
r e j / 2
jr e j d

= 0 as r 0

The remaining integrals are written

1
f (t ) =
2j F( s) e
l
st
ds +
F( s) e
l+
st
ds

Along path l, let s = u; s = j u , and ds = du, where u and u are real positive quantities. Then

e ut
e ut

0
1
F(s) e st ds = du = du
l j u j 0 u

Along path l+, s = u; s = j u ( not + j u ), and ds = du. Then


e ut
e ut

1
F(s) e st ds = du = du
l+ 0 j u j 0 j u

Combine these results to find

1 2
1
f (t ) =
2 j j
0
u 1 / 2 e ut du =
u
0
1 / 2 ut
e du

which is a standard form integral listed in most handbooks of mathematical tables, with the result

1 1
f (t ) = = t>0.
t t

Example 2.5
Find the inverse Laplace transform of the given function with an infinite number of poles.

1
F( s) =
s (1 + e s )

Solution
The integrand in the inversion integral est/s(1 + es) possesses simple poles at

s = 0 and s = jn, n = 1, 3, + L (odd values)

These are illustrated in Figure 2.3. This means that the function est/s(1 + es) is analytic in the s plane
except at the simple poles at s = 0 and s = jn. Hence, the integral is specified in terms of the residues
in the various poles. We thus have:

1999 CRC Press LLC


For s = 0

se st 1
Res = s
=
s (1 + e ) s=0 2

For s = jn

(s jn) e st 0
Res = s =
s (1 + e ) s= jn 0

FIGURE 2.3 Illustrating Example 2.5, the Laplace Inversion for the Case of Infinitely Many Poles

The problem we now face in this evaluation is that

n ( s) 0
Res = (s a) =
d ( s) s = a 0

where the roots of d(s) are such that s = a cannot be factored. However, we have discussed such a
situation in Chapter 20 for complex variables, and we have the following result

d[d (s)] d ( s) d ( a) d (s)


= lim = lim since d (a) = 0.
ds s= a sa sa s a s a

Combine this expression with the above equation to obtain

n(s) n(s)
Re s (s a) = .
d ( s) s = a d
[d (s)]
ds s=a

1999 CRC Press LLC


Therefore, we proceed as follows:


e st e jnt
Res = = (n = odd )
a
s (1 + e s ) jn
ds s= jn

We obtain, by adding all of the residues,


e jnt

1
f (t ) = + (n = odd )
2 n= jn

This can be rewritten as follows

1 e j 3t e jt e jt e j 3t
f (t ) = + L + + + + + L
2 j 3 j j j 3

2 j sin nt

1
= + (n = odd )
2 n =1
jn

which we write, finally


sin(2 k 1) t

1 2
f (t ) = +
2 k =1
2k 1

As a second approach to a solution to this problem, we will show the details in carrying out the
contour integration for this problem. We choose the path shown in Figure 2.3 that includes semicircular
hooks around each pole, the vertical connecting line from hook to hook, and the semicircular path as R
. Thus we have

se st ds

1
f (t ) =
2 j s (1 + e s )


1
=
2 j { BCA
+
144244 3 123
Vertical connecting lines
+
Hooks Res

I1 I2 I3

We consider the several integrals:


Integral I1. By setting s = re j and taking into consideration that cos = cos for > /2, the integral
I1 0 as r .
Integral I2. Along the Y-axis, s = jy and


e jyt
I2 = j


r0 jy (1 + e jy )
dy

Note that the integrated is an odd function, whence I2 = 0.

1999 CRC Press LLC


Integral I3. Consider a typical hook at s = jn. Since

(s jn) e st 0
lim = ,
r0
s jn
s (1 + e s ) 0

this expression is evaluated and yields e jnt/jn. Thus, for all poles,

/2
e st

1
I3 = /2
ds
2 j r0 s (1 + e s )
s jn



j e jnt 1 1 1 2 sin nt
= + = +
2 j n= jn 2 2 2 n=1 n

n odd n odd

Finally, the residues enclosed within the contour are


e jnt 1 2 sin nt

e st 1
Res s
= + = +
s (1 + e ) 2 n= jn 2 n =1
n
n odd n odd

which is seen to be twice the value around the hooks. Then when all terms are included


sin nt 1 2 sin(2 k 1) t

1 2
f (t ) = + = + .
2 n =1
n 2 k =1
2k 1
n odd

1.3 Complex Integration and the Bilateral Laplace Transform


We have discussed the fact that the region of absolute convergence of the unilateral Laplace transform
is the region to the left of the abscissa of convergence. This is not true for the bilateral Laplace transform:
the region of convergence must be specified to invert a function F(s) obtained using the bilateral Laplace
transform. This requirement is necessary because different time signals might have the same Laplace
transform but different regions of absolute convergence.
To establish the region of convergence, we write the bilateral transform in the form

F2 (s) = e st f (t ) dt + e st f (t ) dt
0

t
If the function f(t) is of exponential order (e 1 ), the region of convergence for t > 0 is Re{s} > 1 If
the function f(t) for t < 0 is of exponential order exp(2t), then the region of convergence is Re{s} <
2. Hence, the function F2(s) exists and is analytic in the vertical strip defined by

1 < Re {s} < 2

Provided, of course, that 1 < 2. If 1 > 2, no region of convergence would exist and the inversion
process could not be performed. This region of convergence is shown in Figure 2.4.

1999 CRC Press LLC


FIGURE 2.4 Region of Convergence for the Bilateral Laplace Transform

Example 2.6
Find the bilateral Laplace transform of the signals f(t) = eat u(t) and f(t) = eat u(t) and specify their
regions of convergence.
Solution
Using the basic definition of the transform, we obtain

e
1
a. F2 (s) = e at u (t )e st dt = ( s + a )t
dt =
0 s+a

and its region of convergence is

Re {s} > a

For the second signal


0
1
b. F2 (s) = e at u ( t )e st dt = e ( s + a )t dt =
s+a

and its region of convergence is

Re {s} < a

Clearly, the knowledge of the region of convergence is necessary to find the time function unambig-
uously.
Example 2.7
Find the function, if its Laplace transform is given by

1
F2 (s) = 2 < Re{s} < 1
(s 4)(s + 1)(s + 2)

Solution
The region of convergence and the paths of integration are shown in Figure 2.5.

1999 CRC Press LLC


FIGURE 2.5 Illustrating Example 2.7

For t > 0, we close the contour to the left, we obtain

3e st 1
f (t ) = = e 2 t t>0
(s 4)(s + 1) s=1 2

For t < 0, the contour closes to the right, and now

3e st 3e st 3 e 4t
f (t ) = + = e t + t<0
(s 4)(s + 2) s=1 (s + 1)(s + 2) s= 4 5 10

These examples confirm that we must know the region of convergence to find the inverse transform.

1999 CRC Press LLC

Вам также может понравиться