(单侧)Laplace 变换的定义
f ( t ) ↦ [ L f ] ( p ) = ∫ 0 ∞ e − p t f ( t ) d t f(t) \mapsto [Lf](p)=\int_0^{\infty} e^{-pt} f(t) dt f(t)↦[Lf](p)=∫0∞e−ptf(t)dt ,要求 p > 0 p>0 p>0 (或者 p p p的实部 > 0 >0 >0)
例子
- ∫ 0 ∞ e − p t t n d t = n ! p n + 1 \int_0^{\infty} e^{-pt} t^n dt = \frac{n!}{p^{n+1}} ∫0∞e−pttndt=pn+1n!
- 推广: n = s ∈ C n = s\in \mathbb{C} n=s∈C, 其中 s s s的实部 > 0 >0 >0. 此时 ∫ 0 ∞ e − p t t s − 1 d t = Γ ( s ) p s , \int_0^\infty e^{-pt} t^{s-1} dt = \frac{\Gamma(s)}{p^{s}}, ∫0∞e−ptts−1dt=psΓ(s), 其中 Γ ( s ) = ∫ 0 ∞ e − t t s d t t , R e ( s ) > 0. \Gamma (s) = \int_0^\infty e^{-t} t^s \frac{dt}{t},\quad \mathrm{Re}(s)>0. Γ(s)=∫0∞e−ttstdt,Re(s)>0.
- ∫ 0 ∞ e − p t e s t d t = ∫ 0 ∞ e − ( p − s ) t d t = 1 p − s \int_{0}^{\infty} e^{-pt} e^{st}dt = \int_0^\infty e^{-(p-s)t}dt = \frac{1}{p-s} ∫0∞e−ptestdt=∫0∞e−(p−s)tdt=p−s1 假设 p > 0 , s p>0, s p>0,s 使得积分收敛.
e i θ = cos θ + i sin θ , ∀ θ ∈ C . e^{i \theta}=\cos \theta + i\sin \theta, \forall \theta \in \mathbb{C}. eiθ=cosθ+isinθ,∀θ∈C.
取 s = i ω , ω ∈ R , s=i\omega, \omega \in\mathbb{R}, s=iω,ω∈R,
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\int_0^\infty e^{-pt} e^{i \omega t} dt = \frac{1}{p-i\omega }.
∫0∞e−pteiωtdt=p−iω1.
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\mathrm{LHS}=\int_0^\infty e^{-pt} (\cos \omega t+ i \sin \omega t) dt
LHS=∫0∞e−pt(cosωt+isinωt)dt RHS的实部
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=\frac{p}{\omega^2+p^2},
=ω2+p2p, RHS的虚部
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=\frac{\omega}{\omega^2+p^2}.
=ω2+p2ω. 它们分别是
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\cos (\omega t), \sin (\omega t)
cos(ωt),sin(ωt) 的Laplace变换.
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\cosh (\omega t) = \frac{1}{2}(e^{\omega t}+ e^{-\omega t}), \quad \sinh (\omega t) = \frac{1}{2}(e^{\omega t}- e^{-\omega t}).
cosh(ωt)=21(eωt+e−ωt),sinh(ωt)=21(eωt−e−ωt).
不难得到:
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\int_0^\infty e^{-pt} \cosh(\omega t) dt=\frac{1}{2} (\frac{1}{p-\omega}+ \frac{1}{p+\omega}) = \frac{p}{p^2-\omega^2},
∫0∞e−ptcosh(ωt)dt=21(p−ω1+p+ω1)=p2−ω2p,
∫ 0 ∞ e − p t sinh ( ω t ) d t = 1 2 ( 1 p − ω − 1 p + ω ) = ω p 2 − ω 2 . \int_0^\infty e^{-pt} \sinh(\omega t) dt=\frac{1}{2} (\frac{1}{p-\omega}- \frac{1}{p+\omega}) = \frac{\omega}{p^2-\omega^2}. ∫0∞e−ptsinh(ωt)dt=21(p−ω1−p+ω1)=p2−ω2ω.