Laplace transforms 613
Laplace transforms
In some problems (in particular, to solve differential equations while taking initial condi-
tions at t = 0 into account), it is usef u l to go through the Laplace transform, which transforms
the differential operations into algebraic operations, which can easily be inverted. The table
of Laplace transforms is therefore usually read from right to left: one looks for an “original”
t 7→ f (t) for the function p 7→ F (p) that has been calculated.
f (t) F (p) =
Z
+∞
0
e
−pt
f (t) dt
1
2iπ
Z
c+i∞
c−i∞
e
tz
F (z) dz F(p) inversion
f
′
(t) p F ( p) − f (0
+
)
Z
t
0
f (s) ds
F (p)
p
(−1)
n
t
n
f (t) F
(n)
(p) (n ∈ N)
f (t)
t
Z
∞
p
F (z) dz (∗)
e
at
f (t) F (p −a) (a ∈ C)
(∗) The i ntegral “
R
∞
p
” is defined on any path joining p to infinity “on th e right-hand side”
(Re(z) → +∞), which is entirely contained in t h e half-plane of integrability where F is
defined. B ecause F is analytic, this integral is independent of t h e chosen path.
z
α
→ ∞