1 Laplace transforms

Let u(t) be a function defined on 0 \le t < \infty. The Laplace transform of u(t) is U(s) defined as:

\mathcal{L}[u] = U(s) = \int_0^\infty u(t) e^{-st} dt

Assuming the improper integral exists.

1.1 table

u(t) U(t)
1 \frac{1}{s} for s > 0
t \frac{1}{s^2} for s > 0
e^{at} \frac{1}{s - a} for s > a
h_a(t) \frac{1}{s} e^{-as} for s > 0
h_a(t)u(t-a) U(s)e^{-as}
\delta_a(t) e^{-as}
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1.2 Heavyside function (unit switching function)

Useful for defining functions of several formulae as a single formula

h_a(t) = \begin{cases} 0 & \text{if} & t < a \\ 1 & \text{if} & t \ge a \\ \end{cases}

Example:

f(t) = \begin{cases} t^2 & \text{if} & 0 \le t < 1 \\ 1 & \text{if} & 1 \le t < 2 \\ t - 1 & \text{if} & 2 \le t \\ \end{cases}

Can be expressed as f(t) = t^2h_0(t) + (1-t^2)h_1(t) + (t-2)h_2(t)

1.3 condition

If the function u(t) is piecewise continuous and there exists a constant M > 0 and \alpha such that |u(t)| \le Me^{\alpha t} then u(t) has a Laplace transform.

1.4 theorems

1.5 properties

1.6 convolution

(u * v)(t) = \int_0^t u(\tau)v(t - \tau) d\tau

When u and v are continuous on [0, \infty) then (u * v)(t) = (v * u)(t)

1.7 delta function

Let a > 0, \epsilon > 0

b_{a,\epsilon}(t) = \begin{cases} \frac{1}{\epsilon} & \text{for } a - \frac{\epsilon}{2} \le t < a + \frac{\epsilon}{2} \\ 0 & \text{otherwise} \end{cases} = \frac{1}{\epsilon}(h_{a - \frac{\epsilon}{2}}(t) - h_{a+\frac{\epsilon}{2}}(t))

Delta function is a generalized function:

\delta_a(t) = \lim_{\epsilon \to 0} b_{a, \epsilon}(t)

1.7.1 properties