Inverse Laplace transform

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In mathematics, the inverse Laplace transform of a function F(s) is the piecewise-continuous and exponentially-restricted real function f(t) which has the property:

where denotes the Laplace transform.

It can be proven that, if a function F(s) has the inverse Laplace transform f(t), then f(t) is uniquely determined (considering functions which differ from each other only on a point set having Lebesgue measure zero as the same). This result was first proven by Mathias Lerch in 1903 and is known as Lerch's theorem.[1][2]

The Laplace transform and the inverse Laplace transform together have a number of properties that make them useful for analysing linear dynamical systems.

Mellin's inverse formula[edit]

An integral formula for the inverse Laplace transform, called the Mellin's inverse formula, the Bromwich integral, or the FourierMellin integral, is given by the line integral:

where the integration is done along the vertical line Re(s) = γ in the complex plane such that γ is greater than the real part of all singularities of F(s) and F(s) is bounded on the line, for example if contour path is in the region of convergence. If all singularities are in the left half-plane, or F(s) is an entire function , then γ can be set to zero and the above inverse integral formula becomes identical to the inverse Fourier transform.

In practice, computing the complex integral can be done by using the Cauchy residue theorem.

Software tools[edit]

See also[edit]


  1. ^ Cohen, A. M. (2007). "Inversion Formulae and Practical Results". Numerical Methods for Laplace Transform Inversion. Numerical Methods and Algorithms. 5. p. 23. doi:10.1007/978-0-387-68855-8_2. ISBN 978-0-387-28261-9.
  2. ^ Lerch, M. (1903). "Sur un point de la théorie des fonctions génératrices d'Abel". Acta Mathematica. 27: 339. doi:10.1007/BF02421315.
  3. ^ Abate, J.; Valkó, P. P. (2004). "Multi-precision Laplace transform inversion". International Journal for Numerical Methods in Engineering. 60 (5): 979. doi:10.1002/nme.995.

External links[edit]

This article incorporates material from Mellin's inverse formula on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.