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Laplace Transforms
The Handbook of Formulas and Tables for Signal Processing.
Ed. Alexander D. Poularikas
Boca Raton: CRC Press LLC,1999
2
Laplace Transforms
F( s) =
f (t ) e
0
st
dt s = + 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}.
F( s) =
f (t ) e st dt s = + j
F( s) e
1
f (t ) = st
ds
2j
j
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 +
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
2.3.1 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
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 (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)!
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
1
e
0
st
f (t ) dt f(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
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)!
F(s) f(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)
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
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
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
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
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
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
s3
116 1
[cosh(t ) + cos(t )]
s 4
4 2
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
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
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
F(s) f(t)
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)
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
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 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
av e k s a
2 2
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
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 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
F(s) f(t)
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
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
F(s) f(t)
mt ma u (t ka)
k =1
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
[sin (at )] u (t ) + 2 sin a t k a u t k a
k =1
u (t a )
1 as
234 e
s
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
F(s) f(t)
(1 e s ) 2 1 for 2 t
243
s3
(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.
Examples
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
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
F(s) e
1
f (t ) = lim st
ds
2 j R 1
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
e st
1
f (t ) = ds
2j (s + j )(s j )
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
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
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
e r (cos + j sin )
F(s) e st ds =
r e j / 2
jr e j d
= 0 as r 0
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
e ut
e ut
1
F(s) e st ds = du = du
l+ 0 j u j 0 j u
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
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:
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
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
n(s) n(s)
Re s (s a) = .
d ( s) s = a d
[d (s)]
ds s=a
e st e jnt
Res = = (n = odd )
a
s (1 + e s ) jn
ds s= jn
e jnt
1
f (t ) = + (n = odd )
2 n= jn
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
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
e jyt
I2 = j
r0 jy (1 + e jy )
dy
(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
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
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
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.
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
Re {s} > a
0
1
b. F2 (s) = e at u ( t )e st dt = e ( s + a )t dt =
s+a
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.
3e st 1
f (t ) = = e 2 t t>0
(s 4)(s + 1) s=1 2
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.