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

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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 = ...
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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
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494 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 ...
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626 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 ...
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505 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, ...
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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 ...
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How to find the Laplace transform of $\frac{1-\cos(t)}{t^2}$?

$$ f(t)=\frac{1-\cos(t)}{t^2} $$ $$ F(S)= ? $$
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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 ...
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184 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 ...
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125 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 ...
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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?
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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 ...
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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)
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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? ...
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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} ...
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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 ...
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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 ...
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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
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163 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
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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 $$A(s)=\frac{1}{s}\exp{(s^{\beta}z)}\Gamma(0,s^{\beta}z)$$ ...
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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 ...
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$\mathcal{B}^{-1}_{s\to x}\{e^{as^2+bs}\}$ 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 ...
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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
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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 ...
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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 ...
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The Expectation of a function of independent random variables

Assume we have for some index $i>n$ ($n \in \mathbb{N} $) the following ${\it Independent \ Random \ Variables}$ $$h_i \sim \text {i.i.d }\ \ \mathcal{CN}(0,1) \ \ \text{ Complex Gaussian}$$ ...
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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, ...
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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
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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 ...
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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] ...
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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
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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: ...
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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 ...
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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.
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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
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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?
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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) / ...
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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} ...
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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 ...
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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
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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 ...
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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 ...
5
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2answers
174 views

Inverse Laplace transform $\mathcal{L}^{-1}\left \{ \ln \left ( 1+\frac{w^{2}}{s^{2}}\right ) \right \}$

Where $s\in \mathbb{C}$. I assume that this would be pretty easily handled by solving it by definition, but I haven't taken courses in complex analysis yet. Also, I can't think of any nice property of ...