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Lance D. Drager
Lance D. Drager
LANCE D. DRAGER
Transforms of Derivatives:
L {f 0 (t)} = sF (s) f (0)
L {f 00 (t)} = s2 F (s) sf (0) f 0 (0)
n
o
L f (n) (t) = sn F (s) sn1 f (0) sn2 f 0 (0) f (n1) (0).
Translation in s:
L eat f (t) = F (s a).
Unit Step Function: The unit step function (a.k.a., the Heaviside function)
is
(
0, < t < 0,
U (t) =
1, 0 t < .
For a > 0, we have
(
0, < t < a
U (t a) =
1, a t < .
Indicator functions: The indicator function of the interval (a, b) is
(
1, t (a, b)
I(a,b) (t) =
0, t
/ (a, b).
Assuming that 0 a < b < and that t is restricted to 0 t < ,
indicator functions can be expressed in terms of unit step functions for the
purposes of Laplace transforms by
I(a,b) (t) = U (t a) U (t b)
I(0,b) (t) = 1 U (t b)
I(a,) = U (t a).
(Given the books definition of U (t a),as above, these are the indicator
functions of [a, b), but that doesnt matter for the Laplace transform.)
Translation in t: For a > 0,
L {U (t a)f (t a)} = eas F (s)
L {U (t a)g(t)} = eas L {g(t + a)} .
Time-stamp: 2010-07-30 12:32:32 drager.
1
LANCE D. DRAGER
Derivatives of Transforms:
dn
F (s).
dsn
Transform of a Periodic Function: If f (t) has period T , then
Z T
1
L {f (t)} =
est f (t) dt.
1 esT 0
L {tn f (t)} = (1)n
Definition of Convolution: If f (t) and g(t) are defined for 0 t < , then
f g is defined on the same t range by
Z t
Z t
g( )f (t ) d,
f ( )g(t ) d =
(f g)(t) =
0
so f g = g f .
Convolution Theorem:
L {(f g)(t)} = F (s)G(s).
Transform of Integrals:
Z t
F (s)
L
f ( ) d =
.
s
0
Transform of the Delta Function:
L {(t a)} = eas .
Impulse response function: Let P (s) be a polynomial of degree n. The
solution of the formal initial value problem
P (D)y = (t),
is
1
h(t) = L
,
P (s)
which is called the impulse response function of the operator P (D).
The solution of the initial value problem
1
P (D)y = f (x),
()
is
y(t) = L
Z
{F (s)/P (s)} = (h f )(t) =
h(t )f ( ) d.
0
()
is
g(t) = L 1 {Q(s)/P (s)}
for some polynomial Q(s) of degree n 1 that youd have to calculate. The
solution of the IVP
P (D)y = f (t),
F (s)
1
s
1
s2
n!
1
t
tn
eat
tn eat
cos(t)
sin(t)
eat cos(t)
eat sin(t)
t cos(t)
t sin(t)
sin(t) t cos(t)
sn+1
1
sa
n!
(s a)n+1
s
s2 + 2
s2 + 2
sa
(s a)2 + 2
(s a)2 + 2
s2 2
(s2 + 2 )2
2s
2
(s + 2 )2
(s2
2 3
+ 2 )2