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P. 9

Laplace Transform Basics
                .

                   by Euler’s formula. Performing a double integration by parts on both these

                   integrals gives

                          ∫              e xt
                              st
                             e dt =             ((x cos yt + y sin yt) + i(x sin yt − y cos yt)) .
                                        2
                                       x + y  2
                   Now the right-hand side of (1.3) can be expressed as

                                                         xt
                                    e st   e (x+iy)t   e (cos yt + i sin yt)(x − iy)
                                        =           =                                     =
                                                                     2
                                     s     x + iy                   x + y  2
                                    e xt
                               =           ((x cos yt + y sin yt) + i(x sin yt − y cos yt)) ,
                                   2
                                  x + y  2

                   which equals the left-hand side, and (1.3) follows.
                   Furthermore, we obtain the result of (1.2) for s complex if we take Re(s) =
                   x > 0, since then

                                                lim |e −sτ | = lim e  −xτ  = 0,
                                               τ→∞             τ→∞

               . . . .  killing off the limit term in (1.2).
                .


                                                at
                   Example 1.2, f(t) = e . Evaluate Lf(t) for s > a.
               . . . . .
                .
                   Solution.



                                   ∞                 ∞
                                  ∫                 ∫                                    ∞
                                                                            1                    1
                        F(s) =       e −st at          e −(s−a)t  dt = −        e −(s−a)t   =        .
                                          e dt =
                                                                         s − a                 s − a
                                                                                         0
                                  0                 0
               . . . .
                .
                                                                                     n
                   Example 1.3, For a positive integer n, f(t) = t . Evaluate Lf(t).
               . . . . .
                .
                   Solution.



                                                     ∞                ∞
                                                    ∫                ∫ (           ) ′
                                                                           −1
                                              n
                                                                                       n
                                                            t dt =
                                 F(s) = L[t ] =        e −st n                e −st   t dt =
                                                                            s
                                                    0                0
                                                       ∞                     ∞
                       (          )          (      ) ∫                     ∫
                         −1             ∞      −n                        n                     n
                                     n
                    =        e −st  t  −                 e −st n−1  dt =       e −st n−1  dt =   L[t n−1 ].
                                                              t
                                                                                    t
                          s             0        s                        s                     s
                                                       0                     0
                                                      n
                                                n
                   So we’ve found that L[t ] =          L[t n−1 ]. We can now use this formula over
               . . . .                                s
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