The Laplace transform is a widely used integral transform (transformation of functions by integrals), similar to the Fourier transform.

learn more… | top users | synonyms

32
votes
5answers
32k views

What exactly is Laplace transform?

I've been working on Laplace transform for a while. I can carry it out on calculation and it's amazingly helpful. But I don't understand what exactly is it and how it works. I google and found out ...
23
votes
1answer
4k views

Connection between the Laplace transform and generating functions

As I was sitting through a boring lecture rehashing basic techniques to solve ordinary differential equations, I began thinking about the Laplace transform and scribbled down a few ideas that I've ...
21
votes
3answers
5k views

Differential equations and Fourier and Laplace transforms

Why do both the Fourier transform and the Laplace transform appear in the study of differential equations? I've never understood why there are some situations where the Fourier transform is used and ...
18
votes
1answer
2k views

Compute the inverse Laplace transform of $e^{-\sqrt{z}}$

I want to compute the inverse Laplace transform of a function $$ F(z) = e^{-\sqrt{z}}. $$ This problem seems very nontrivial to me. Here one can find the answer: the inverse Laplace transform of ...
14
votes
0answers
3k views

Physical interpretation of Laplace transforms

One may define the derivative of $f$ at $x$ as $\lim\limits_{h\to0}\cdots\cdots\cdots$ etc., and show that that has certain properties, but it also has a "physical" interpretation: it is an ...
13
votes
1answer
542 views

Laplace transform identity

Is there a function equal to its Laplace transform? I mean $$ \int_{0}^{\infty}dt\exp(-st)f(t)= f(s).$$ Of course I know $f(t)=0 $ satisfy the equation. For the case of the Fourier transform, I ...
13
votes
2answers
2k views

Why the Fourier and Laplace transforms of the Heaviside (unit) step function do not match?

The Fourier transform of the Heaviside step function $u(t)$ is $\dfrac{1}{iω} + π δ(ω)$. The Laplace transform of the same function is $\dfrac{1}{s}$. I remember the proof came from derivatives and ...
12
votes
2answers
2k views

Moving a limit inside an integral

Under what conditions does $$ \lim_{a \to 0^{+}} \int_{0}^{\infty} f(x) e^{-ax} \, dx = \int_{0}^{\infty} f(x) \, dx \ ?$$ For example, for $a>0$, $$ \int_{0}^{\infty} J_{0}(x) e^{-ax} \, dx = ...
12
votes
1answer
170 views

The Laplace transform of $\frac{\ln(1+at)}{1+t}$

By expressing the square of the exponential integral as a double integral and then making a change of variables, one can show $$ \int_{0}^{\infty} e^{-2zt} \ \frac{\ln(1+2t)}{1+t} \, dt = \frac{e^{2z} ...
11
votes
1answer
488 views

Is the Laplace transform a functor?

I may be oversimplifying, as I know very little about category theory, but: Does the Laplace transform, which—to my limited recollection—is a morphism between differential equations and algebraic ...
10
votes
1answer
601 views

Contour integration with branch points inside the contour.

In my scientific research I ran into an unpleasant situation with specific type of contour integrals. Being more specific I have problems not with integrals themselves (I can use various numeric ...
10
votes
1answer
500 views

Creating intuition about Laplace & Fourier transforms

I've been reading up a bit on control systems theory, and needed to brush up a bit on my Laplace transforms. I know how to transform and invert the transform for pretty much every reasonable function, ...
9
votes
5answers
191 views

Evaluate $\int_{0}^{\infty}\frac{1-e^{-t}}{t}e^{-st}\;dt$

This is laplace transform of $\dfrac{1-e^{-t}}{t}$ and the integral exists according to wolfram Do i get any help/hints about how to work this ? I have been trying integration by parts with different ...
8
votes
5answers
2k views

How to find the Laplace transform of $\frac{1-\cos(t)}{t^2}$?

$$ f(t)=\frac{1-\cos(t)}{t^2} $$ $$ F(S)= ? $$
8
votes
2answers
76 views

Find $\mathcal{L}\left\{\cos^3\left(t\right)\right\}$

I began by breaking the problem up as follows: \begin{align} \mathcal{L}\left\{\cos^3\left(t\right)\right\}=\int_0^\infty e^{-st}\cos^3\left(t\right)\:dt & = \int_0^\infty ...
8
votes
1answer
179 views

Partial fraction expansion for non-rational functions

With regard to this answer to an inverse Laplace transform question, I derived the following result: $$\frac1{i 2 \pi} \int_{c-i \infty}^{c+i \infty} ds \, e^{s t} \Gamma(s)^2 = 2 K_0 \left ( 2 ...
8
votes
1answer
123 views

The inverse Laplace transform of $ s^{3/2}-a-bs \over s^{3/2}+a+bs$

How can I solve the inverse Laplace transform as below: $$\mathscr{L}^{-1}\left( s^{3/2}-a-bs \over s^{3/2}+a+bs \right) $$ where a and b are constants. Hint: we can consider $${ s^{3/2}-a-bs ...
7
votes
5answers
958 views

How can I evaluate $\int_{-\infty}^{\infty}\frac{e^{-x^2}(2x^2-1)}{1+x^2}dx$?

How can I solve this integral: $$\int_{-\infty}^{\infty}\frac{e^{-x^2}(2x^2-1)}{1+x^2}dx.$$ Can I solve this problem using the Laplace transform? How can I do this?
7
votes
1answer
604 views

Inverse Laplace Transform of $\bar p_D = \frac{K_0(\sqrt[]s r_D)}{sK_0(\sqrt[]s)}$

I solved the following partial differential equation using Laplace Transform: $\LARGE \frac{1}{r_D}\frac{\partial}{\partial r_D}(r_D\frac{\partial p_D}{\partial r_D})=\frac{\partial p_D}{\partial ...
7
votes
2answers
1k views

Inverse Laplace of $ \frac{1}{\sqrt{s} - 1} $?

please help with this. I found this in textbook. Not derived from any differential equation. Also found the answer $$ \frac{1}{\sqrt{\pi}\sqrt{t}} + e^t * erf(\sqrt{t}) $$ (but don't know how)
7
votes
2answers
539 views

Usage of inverse Laplace transform

At my current study level in college, use of inverse Laplace transform is not mentioned well - textbooks say "use tables." So, can anyone show me how to use inverse Lapalce transform? And also proof? ...
7
votes
1answer
211 views

Evaluate Integral with $e^{ut}\ \Gamma (u)^{2}$

I am trying to integrate this integral: $$f(x)=\frac{1}{2\pi j}\int_{c-j\infty}^{c+j\infty}x^{-s}\sigma ^{ms-m}\left [ \frac{\Gamma \left ( \frac{s}{\beta} \right )}{\Gamma \left ( \frac{1}{\beta} ...
7
votes
3answers
2k views

Integrating using Laplace Transforms

$$\int_{0}^\infty {\cos(xt)\over 1+t^2}dt $$ I'm supposed to solve this using Laplace Transformations. I've been trying this since this morning but I haven't figured it out. Any pointers to push me ...
7
votes
1answer
77 views

Finding the inverse Laplace transform of $\frac{s^2-4s-4}{s^4+8s^2+16}$

$$F(s) = \frac{s^2-4s-4}{s^4+8s^2+16}$$ My work is as follows, $$\frac{s^2-4s-4}{(s^2+4)^2}=\frac{s^2+4}{(s^2+4)^2}-\frac{8}{(s^2+4)^2}-\frac{4s}{(s^2+4)^2}$$ The inverse laplace of the first term ...
7
votes
1answer
161 views

If $\int_{0}^{\infty} f(x) \, dx $ converges, will $\int_{0}^{\infty}e^{-sx} f(x) \, dx$ always converge uniformly on $[0, \infty)$?

I previously asked about sufficient conditions to conclude that $$\lim_{s \to 0^{+}}\int_{0}^{\infty} e^{-sx} f(x) \, dx = \int_{0}^{\infty} f(x) \, dx$$ when $\int_{0}^{\infty} f(x) \, dx$ does not ...
7
votes
2answers
418 views

Inverse Laplace transform of exponentials and Incomplete gamma functions

I came to this final problem to be solved. I would like to understand a way to tackle this problem: Inverse Laplace transform of $$A(s)=\frac{1}{s}\exp{(s^{\beta}z)}\Gamma(0,s^{\beta}z)$$ ...
7
votes
1answer
385 views

$\mathcal{B}^{-1}_{s\to x}\{e^{as^2+bs}\}$ and $\mathcal{L}^{-1}_{s\to x}\{e^{as^2+bs}\}$ , where $a\neq0$

http://en.wikipedia.org/wiki/Integral_transform#Table_of_transforms claims than the integral form of inverse bilateral Laplace transform and inverse Laplace transform are both the same. But are they ...
7
votes
1answer
542 views

ODE Laplace Transforms: what impulse brings an oscillating system to rest?

$2y''+y'+2y=\delta(t-5)$ $y(0)=0, y'(0)=0$ Consider the system given by ODE above in which an oscillation is excited by a unit impulse at $t=5$. Suppose that it is desired to bring the system to ...
7
votes
1answer
549 views

Laplace transform of a random variable

My professor says that the Laplace transform of a nonnegative RV uniquely determines the RV up to distributional equality among all nonnegative RVs. He says one can argue this by appealing to a fact ...
7
votes
2answers
588 views

Laplace transform of integrated geometric Brownian motion

Is there any closed form of the Laplace transform of an integrated geometric Brownian motion ? A geometric Brownian motion $X=(X_t)_{t \geq 0}$ satisifies $dX_t = \sigma X_t \, dW_t$ where ...
7
votes
1answer
199 views

Interpretation of the Laplace transform

Here's my intuitive understanding of the Fourier transform of $f:{\mathbb R}\rightarrow{\mathbb C}$, defined by $$\mathcal{F}(f)(\omega) = \int_{-\infty}^{\infty}e^{-2 \pi i \, \omega \,x}f(x)dx$$ I ...
7
votes
0answers
375 views

The Expectation of a function of independent random variables

Assume we have for some index $i>n$ ($n \in \mathbb{N} $) the following ${\it Independent \ Random \ Variables}$ $$h_i \sim \text {i.i.d }\ \ \mathcal{CN}(0,1) \ \ \text{ Complex Gaussian}$$ ...
6
votes
1answer
2k views

How to figure of the Laplace transform for $\log x$?

I was looking at a table of common Laplace transforms of functions when I came across the transform for $\log x$. Apparently, the transform is as follows: $$\mathcal{L} \left\{ \log ...
6
votes
3answers
745 views

Does the Laplace transform biject?

Someone wrote on the Wikipedia article for the Laplace trasform that 'this transformation is essentially bijective for the majority of practical uses.' Can someone provide a proof or counterexample ...
6
votes
2answers
1k views

Laplace transform:$\int_0^\infty \frac{\sin^4 x}{x^3} \, dx $

I have a trouble with a integral: Using this Laplace trasform equation: $$\begin{align} \int_0^\infty F(u)g(u) \, du & = \int_0^\infty f(u)G(u) \, du \\[6pt] L[f(t)] & = F(s) \\[6pt] ...
6
votes
2answers
281 views

Inverse Laplace Transform help

Is the information below correct? Find the inverse Laplace transform of $$ F(s) = \frac{s}{s^2 + 4s + 13}$$ Soln: a) Complete the squares to simplify our denominator $$ s^2 + 4s + 13 = (s+2)^2 + 9 ...
6
votes
1answer
3k views

inverse Laplace Transform: $ L^{-1} \{\log \frac{s^2 - a^2}{s^2} \}$.

I am styding Laplace transforms and for some reason I have stuck in the followning exercise. Find the inverse Laplace Transform $ L^{-1} \{\log \frac{s^2 - a^2}{s^2} \}$. Any help? Thank's in ...
6
votes
1answer
119 views

inverse laplace transform by using complex integral

given function $$f(s)=\frac{1}{s}\frac{\sqrt{s}-1}{\sqrt{s}+1}$$ and $$\int_{0}^{\infty}{\frac{e^{-xt}}{\sqrt{x}(x+1)}dx=\pi e^t {erfc}(\sqrt{t})}$$ my steps: ...
6
votes
1answer
99 views

Inverse Laplace transform of $1/\sqrt{s^2-a^2}$ using complex integration

I want to find the inverse Laplace transform of $$F(s) = \frac{1}{\sqrt{s^2-a^2}}$$ preferably using the Bromwich integral: $$f(t) = \frac{1}{2\pi i}\int_{\beta -I \infty}^{\beta +i ...
6
votes
2answers
378 views

How to find inverse laplace transform of $\frac{2\sqrt s}{2\sqrt s+1}$

How to find inverse laplace transform of $$\dfrac{2\sqrt s}{2\sqrt s+1}$$ I tried to solve it, but I couldn't.
6
votes
1answer
120 views

Find the Laplace transform of $f(t) = \begin{cases} 0, & \text{if $t<5$} \\ t^2−10t+31, & \text{if $t\ge 5$} \\ \end{cases} $

Find the Laplace transform of $$f(t) = \begin{cases} 0, & \text{if $t<5$} \\ t^2−10t+31, & \text{if $t\ge 5$} \\ \end{cases} $$ $F(s)=$ __________? Here is my work. I went wrong ...
6
votes
1answer
75 views

Inverse Laplace transform of $\exp(-1/\sqrt{s})$

I'm looking for the inverse Laplace transform of: $$F(s) = \exp(-1/\sqrt{s}).$$ Does the inverse Laplace transform exist? Do you have a reference in which this transform is given?
6
votes
1answer
457 views

solving the PDE of a beam under a moving load using Laplace transform

Solve this PDE using Laplace transform : $$ EI {\partial^4 y(x,t)\over\partial x^4}+\mu {\partial^2y(x,t)\over\partial t^2}= F(x,t) $$ $$F(x,t)= P\delta(x-u) / ...
6
votes
0answers
107 views

zeros/poles of Laplace transforms of Dirac combs (Riemann zeta function)

let's define $p_\alpha(n) = \displaystyle\int_1^n x^\alpha dx$ so that $\left\{\begin{array}{lll} p_0(n) &=& n-1 \\ p_{-1}(n) &=& \ln n \\ p_\alpha(n) &=& \frac{\textstyle ...
6
votes
0answers
217 views

Complex contour integral: How does the stationary point method used in this case?

I was reading a paper which has the following integral in order to do the inverse Laplace transformation: $$ I=\frac{1}{2\pi i}\int_{-i\infty+\gamma}^{i\infty+\gamma} ...
6
votes
1answer
120 views

Find the inverse Laplace Transform of the following

Find the inverse Laplace Transform: $$\mathcal L^{-1} \left\lbrace 1\over s^4\right\rbrace$$ I used the equation: $$\mathcal L\left\lbrace t^n\right\rbrace={n!\over s^{n+1}}$$ and played with some ...
6
votes
0answers
2k views

Inverse Laplace Transform as Bromwich Integral

I am seeking a references that provide a rigorous treatment of the inverse Laplace transform (Bromwich integrals), and how to compute them (beyond using tabled solutions - they don't cover my needs, ...
6
votes
0answers
13k views

Relationship Between The Z-Transform And The Laplace Transform

Below I've quoted Wikipedia's entry that relates the Z-Transform to the Laplace Transform. The part I don't understand is $z \ \stackrel{\mathrm{def}}{=}\ e^{s T}$; I thought $z$ was actually an ...
6
votes
1answer
2k views

Laplace transform of the square root of a generic function

Let $f(t)$ be a function (for example of time $t$). Is there a general expression of the laplace transform of $\sqrt{f(t)}$ ? Same question for the inverse Laplace transform : Let $f(s)$ be the ...
5
votes
4answers
336 views

Laplace transform of $x^a$

How to prove that the Laplace transform of $x^a$ is: $$\mathcal{L}\{x^a\}(s)=\frac{\Gamma(a+1)}{ s^{a+1}}$$ Also how to prove that the inverse Laplace transform of $\frac{\Gamma(a+1)}{ s^{a+1}}$ is ...