The Laplace transform of is the improper integral , whenever it converges. This section computes it for the standard functions, establishes that is a linear operator, and extends the power rule from integer exponents to arbitrary real ones using the gamma function.
Quick Reference
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Definition
Suppose we are given a function for . The Laplace transform of is defined by
provided the integral exists, that is, has a finite value. The result is a function of the parameter , often denoted .
Notice that the original function depends on and its transform is a function of . We denote the original by a lowercase letter and its transform by the same letter in capital.
Since the upper limit is , the defining integral is improper. It exists, or converges, when
has a finite value. The symbol is called the Laplace transform operator.
It can be shown that if the Laplace transform of a function exists for , then it also exists for every . So the region of convergence is always a half-line , and the number is what the theory of Section 7.2 is designed to identify.
Engineering interpretation. If represents time, is called the (complex) frequency variable. If is measured in seconds, the units of are , so the product in the exponent is dimensionless, as it must be.
In this book we take to be real, and to assure convergence must be positive. In general may be complex, provided its real part is large enough, in the simplest cases.
There is nothing special about the letter , and many textbooks use instead. To indicate the parameter explicitly one may write . When transforming a multivariable function such as , some texts indicate the integration variable, writing
and
The Basic Transforms
Find the Laplace transform of .
Solution
\begin{aligned} \mathscr{L}\left\{e^{at}\right\} = F(s) &= \int_0^{\infty}e^{-st}\cdot e^{at}\,dt \\ &= \int_0^{\infty}e^{-(s-a)t}\,dt \\ &= \lim_{R\to\infty}\int_0^{R}e^{-(s-a)t}\,dt \\ &= \lim_{R\to\infty}\left[-\frac{1}{s-a}e^{-(s-a)t}\right]_0^{R} \\ &= \lim_{R\to\infty}\left[-\frac{1}{s-a}e^{-(s-a)R} + \frac{1}{s-a}\right] \\ &= \lim_{R\to\infty}\left[\frac{1}{s-a}\left(1 - e^{-(s-a)R}\right)\right] \end{aligned}If , then as , and thus
Notice that if , then as and the integral diverges. The condition is not decoration; it is the entire content of convergence here.
What if is complex?
Writing ,
\begin{aligned} e^{-(s-a)R} &= e^{-\left((\sigma-a) + i\omega\right)R} \\ &= e^{-(\sigma-a)R}\,e^{-i\omega R} \\ &= e^{-(\sigma-a)R}\left(\cos\omega R - i\sin\omega R\right) \end{aligned}using Euler's formula. The trigonometric factor stays bounded, so the behavior is decided entirely by . If , this tends to zero and
If is a real number, show that for .
Solution
\begin{aligned} \mathscr{L}\left\{e^{ikt}\right\} &= \int_0^{\infty}e^{-st}e^{ikt}\,dt \\ &= \lim_{R\to\infty}\int_0^{R}e^{-(s-ik)t}\,dt \\ &= \lim_{R\to\infty}\left[\frac{-1}{s-ik}e^{-(s-ik)t}\right]_0^{R} \\ &= \lim_{R\to\infty}\left[-\frac{1}{s-ik}e^{-(s-ik)R}\right] + \frac{1}{s-ik} \\ &= \lim_{R\to\infty}\left[-\frac{1}{s-ik}e^{-sR}\underbrace{\left(\cos kR + i\sin kR\right)}_{e^{ikR}}\right] + \frac{1}{s-ik} \end{aligned}The bracketed trigonometric factor has modulus , so the whole first term is bounded by . If , this tends to zero as and therefore
More generally, for a complex constant the same computation gives provided .
Show that for .
Solution
Method (a). This is the special case of , valid for . Setting gives for .
Method (b). Directly from the definition,
\begin{aligned} \mathscr{L}\left\{1\right\} &= \int_0^{\infty}e^{-st}\,dt = \lim_{R\to\infty}\int_0^{R}e^{-st}\,dt \\ &= \lim_{R\to\infty}\left[-\frac{1}{s}e^{-st}\right]_{t=0}^{t=R} = \lim_{R\to\infty}\left(-\frac{1}{s}e^{-sR}\right) + \frac{1}{s} \end{aligned}If then and the integral converges to .
Show that
where is a constant.
Solution
From the previous example, . Since ,
that is,
Both transforms are real, so
Rationalizing the denominator,
using . Therefore
These can also be computed directly from the defining integral using integration by parts twice, but extracting them from a single complex transform is considerably faster.
An amusing byproduct: since , the Laplace transform assigns the value to the divergent integral . The integral does not converge in the ordinary sense, since oscillates forever, but the transform assigns it the average value.
The Linear Property
If and have Laplace transforms and and are any constants, then
The theorem says the Laplace transform of any linear combination of two functions is the same linear combination of their transforms.
Proof
The result holds because integration is a linear operation:
\begin{aligned} \mathscr{L}\left\{af(t) + bg(t)\right\} &= \int_0^{\infty}e^{-st}\left(af(t) + bg(t)\right)dt \\ &= \lim_{R\to\infty}\left[\int_0^{R}e^{-st}\left(af(t) + bg(t)\right)dt\right] \\ &= \lim_{R\to\infty}\left[a\int_0^{R}e^{-st}f(t)\,dt + b\int_0^{R}e^{-st}g(t)\,dt\right] \\ &= a\lim_{R\to\infty}\int_0^{R}e^{-st}f(t)\,dt + b\lim_{R\to\infty}\int_0^{R}e^{-st}g(t)\,dt \\ &= a\int_0^{\infty}e^{-st}f(t)\,dt + b\int_0^{\infty}e^{-st}g(t)\,dt \\ &= a\mathscr{L}\left\{f(t)\right\} + b\mathscr{L}\left\{g(t)\right\} . \end{aligned}Splitting the limit of a sum into a sum of limits is valid because both limits are assumed to exist.
Find and , where is a constant.
Solution
(a) Since and for ,
\begin{aligned} \mathscr{L}\left\{\sinh kt\right\} &= \frac{1}{2}\left[\mathscr{L}\left\{e^{kt}\right\} - \mathscr{L}\left\{e^{-kt}\right\}\right] \\ &= \frac{1}{2}\left[\frac{1}{s-k} - \frac{1}{s+k}\right] \\ &= \frac{1}{2}\cdot\frac{(s+k) - (s-k)}{(s-k)(s+k)} \\ &= \frac{1}{2}\cdot\frac{2k}{s^{2}-k^{2}} = \frac{k}{s^{2}-k^{2}} \end{aligned}valid when and , which together are equivalent to .
(b) Since ,
\begin{aligned} \mathscr{L}\left\{\cosh kt\right\} &= \frac{1}{2}\left[\frac{1}{s-k} + \frac{1}{s+k}\right] \\ &= \frac{1}{2}\cdot\frac{(s+k) + (s-k)}{s^{2}-k^{2}} = \frac{s}{s^{2}-k^{2}} \end{aligned}for .
Note how the hyperbolic transforms differ from the trigonometric ones only in the sign of in the denominator, mirroring the identity .
Find .
Solution
Using for and for , together with linearity,
\begin{aligned} \mathscr{L}\left\{3e^{4t} - 5\sin 3t\right\} &= 3\mathscr{L}\left\{e^{4t}\right\} - 5\mathscr{L}\left\{\sin 3t\right\} \\ &= \frac{3}{s-4} - 5\left(\frac{3}{s^{2}+9}\right) \\ &= \frac{3}{s-4} - \frac{15}{s^{2}+9} \end{aligned}valid for , the more restrictive of the two conditions.
Power Functions and the Gamma Function
Derivation for integer
Integrate by parts with and , so and :
\begin{aligned} \mathscr{L}\left\{t^{n}\right\} &= \int_0^{\infty}t^{n}e^{-st}\,dt \\ &= \underbrace{\left.-\frac{1}{s}e^{-st}t^{n}\right|_0^{\infty}}_{uv} - \int_0^{\infty}\underbrace{\left(-\frac{1}{s}e^{-st}\right)}_{v}\underbrace{nt^{n-1}\,dt}_{du} \\ &= 0 + \frac{n}{s}\underbrace{\int_0^{\infty}t^{n-1}e^{-st}\,dt}_{\mathscr{L}\left\{t^{n-1}\right\}} \\ &= \frac{n}{s}\mathscr{L}\left\{t^{n-1}\right\} \end{aligned}The boundary term vanishes at both ends: at because for , and at because the exponential beats the polynomial.
We know , so iterating,
\begin{aligned} \mathscr{L}\left\{t\right\} &= \frac{1}{s}\mathscr{L}\left\{1\right\} = \frac{1}{s^{2}} \\ \mathscr{L}\left\{t^{2}\right\} &= \frac{2}{s}\mathscr{L}\left\{t\right\} = \frac{2\cdot 1}{s^{3}} \\ \mathscr{L}\left\{t^{3}\right\} &= \frac{3}{s}\mathscr{L}\left\{t^{2}\right\} = \frac{3\cdot 2\cdot 1}{s^{4}} \\ \mathscr{L}\left\{t^{4}\right\} &= \frac{4}{s}\mathscr{L}\left\{t^{3}\right\} = \frac{4\cdot 3\cdot 2\cdot 1}{s^{5}} \\ &\ \ \vdots \end{aligned}and in general .
To obtain the transform of non-integral powers of we need a special function called the gamma function.
The gamma function is defined by
Note the convention: on the left and in the integrand.
The recursion
Substituting for gives
Integrating by parts with and ,
Since , we have as , and as , so the boundary term vanishes:
The remaining integral is , proving
If is a positive integer, iterating gives
\begin{aligned} \Gamma(n+1) &= n\Gamma(n) = n(n-1)\Gamma(n-1) = n(n-1)(n-2)\Gamma(n-2) \\ &\ \ \vdots \\ &= n(n-1)(n-2)\cdots 2\cdot 1\cdot\Gamma(1) = n!\,\Gamma(1) . \end{aligned}And
so
The gamma function therefore interpolates the factorial to all positive real arguments, which is exactly what is needed for non-integer powers of .
The value
Let , so and , giving :
So it suffices to show . Let denote that integral. Then
\begin{aligned} I^{2} &= \left(\int_0^{\infty}e^{-u^{2}}\,du\right)\left(\int_0^{\infty}e^{-v^{2}}\,dv\right) \\ &= \int_0^{\infty}\!\!\int_0^{\infty}e^{-\left(u^{2}+v^{2}\right)}\,du\,dv \end{aligned}Converting to polar coordinates with and , so that and the first quadrant corresponds to ,
\begin{aligned} I^{2} &= \int_0^{\pi/2}\left(\int_0^{\infty}e^{-r^{2}}r\,dr\right)d\theta \\ &= \int_0^{\pi/2}\left[-\frac{1}{2}e^{-r^{2}}\right]_0^{\infty}d\theta \\ &= \int_0^{\pi/2}\frac{1}{2}\,d\theta = \frac{\pi}{4} \end{aligned}Therefore and
The polar-coordinate trick is worth remembering: the single integral is not elementary, but its square is.

Now we can compute the transform of . Setting , so and ,
\begin{aligned} \mathscr{L}\left\{t^{\alpha}\right\} &= \int_0^{\infty}e^{-st}t^{\alpha}\,dt \\ &= \int_0^{\infty}e^{-x}\left(\frac{x}{s}\right)^{\alpha}\frac{dx}{s} \\ &= \frac{1}{s^{\alpha+1}}\int_0^{\infty}e^{-x}x^{\alpha}\,dx \end{aligned}The last integral is . Therefore
When is an integer, recovers as before.
Find .
Solution
Using repeatedly to walk down to ,
\begin{aligned} \Gamma\left(\frac{7}{2}\right) &= \frac{5}{2}\cdot\Gamma\left(\frac{5}{2}\right) \\ &= \frac{5}{2}\cdot\frac{3}{2}\cdot\Gamma\left(\frac{3}{2}\right) \\ &= \frac{5}{2}\cdot\frac{3}{2}\cdot\frac{1}{2}\cdot\Gamma\left(\frac{1}{2}\right) \\ &= \frac{15}{8}\sqrt{\pi} \end{aligned}Therefore
Table of Laplace Transforms of Basic Functions
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Exercises
Find .
Solution
By linearity and the table,
valid for .
Find using a trigonometric identity.
Solution
Since ,
Note that the transform is linear, not multiplicative: is not the square of . Rewriting a product as a sum first is the standard move.
Find and explain why the answer is finite despite the integrand blowing up at .
Solution
The exponent satisfies , which is exactly the condition making converge. The singularity at the origin is integrable, so the transform exists even though the function is unbounded there. This example returns in Section 7.2.
Frequently Asked Questions
What does the condition mean?
It is the range of for which the defining integral converges. Below it the integral diverges and simply does not exist. When combining several transforms, the valid range is the intersection, that is, the largest of the individual lower bounds.
Why is called an operator?
Because it takes a function as input and returns a function as output, just like the differential operator of Chapter 3. And like , it is linear, which is what allows a complicated function to be transformed piece by piece.
Is the transform of a product the product of the transforms?
No, and this is the most common misconception. . Products in the domain correspond to convolutions in the domain and vice versa. For a product like , use a trigonometric identity to rewrite it as a sum first.
Why is the gamma function needed?
Because requires a meaning for when is not an integer. The gamma function supplies exactly that, satisfying at integers and defined for every .
Why the restriction ?
Because converges only when . For the singularity at the origin is too severe and the defining integral diverges no matter how large is.
Can I use complex ?
Yes, and the general theory does. All the transforms here remain valid with the convergence condition restated in terms of . This book keeps real for simplicity, but the complex viewpoint is what makes the inversion formula and the theory of poles possible.