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Laplace Transform Basics


                   To see this, suppose that


                                                                 αt
                                                  |f(t)| ≤ Me , t ≥ t .
                                                                           0
               Then

                              ∫                     ∫                         ∫
                                 ∞                     ∞                         ∞
                             |     e −st f(t)dt| ≤       e −xt |f(t)|dt ≤ M         e −(x−α)t dt =
                               t 0                    t 0                       t 0
                                                Me   −(x−α)t   ∞   Me  −(x−α)t 0

                                             =                  =               ,
                                                 −(x − α)             x − α
                                                              t 0
               provided Re(s) > α. Taking x ≥ x > α gives an upper bound for the last
                                                             0
               expression:
                                              Me  −(x−α)t 0       M
                                                            ≤          e (x 0 −α)t 0 .                    (1.5)
                                                 x − α         x − α
                                                                 0
                   By choosing t sufficiently large, we can make the term on the right- hand side
                                   0
               of (1.5) arbitrarily small; that is, given any ε > 0, there exists a value T > 0 such

               that
                                                   ∫
                                                       ∞

                                                        e −st f(t)dt < ε,


                                                      t 0
               whenever t ≥ T for all values of s with Re(s) ≥ x > α. This is precisely the
                             0
                                                                               0
               condition required for the uniform convergence of the Laplace integral in the
               region Re(s) ≥ x        0  > α. The importance of the uniform convergence of the
               Laplace transform cannot be overemphasized, as it is instrumental in the proofs
               of many results.
                   A general property of the Laplace transform that becomes apparent from an

               inspection of the table of Laplace transforms is the following.
                   Theorem 1.2È


                   If f is piecewise continuous on [0, ∞) and has exponential order α, then

                                                   F(s) = L(f(t)) → 0


                   as Re(s) → ∞.
               . . . . . . .
                   In fact, by (1.4)

                                     ∫
                                        ∞
                                           −st              M
                                          e    f(t)dt ≤           , (Re(s) = x > α),

                                                          x − α
                                       0
               and letting x → ∞ gives the result.

                   Remark 1.1E As it turns out, F(s) → 0 as Re(s) → ∞ whenever the Laplace
                   transform exists, that is, for all f ∈ L. As a consequence, any function F(s) without
                                                          s
                                                                   2
                   this behaviour, say (s − 1)/(s + 1), e /s, or s , cannot be the Laplace transform of
               . . . . .

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