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| Boilerpipe Text | In mathematics , the inverse Laplace transform of a function F {\displaystyle F} is a real function f {\displaystyle f} that is piecewise- continuous , exponentially-restricted (that is, | f ( t ) | ≤ M e α t {\displaystyle |f(t)|\leq Me^{\alpha t}} ∀ t ≥ 0 {\displaystyle \forall t\geq 0} for some constants M > 0 {\displaystyle M>0} and α ∈ R {\displaystyle \alpha \in \mathbb {R} } ) and has the property:
L { f } ( s ) = F ( s ) , {\displaystyle {\mathcal {L}}\{f\}(s)=F(s),} where L {\displaystyle {\mathcal {L}}} denotes the Laplace transform .
It can be proven that, if a function F {\displaystyle F} has the inverse Laplace transform f {\displaystyle f} , then f {\displaystyle f} 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 Fourier – Mellin integral , is given by the line integral :
f ( t ) = L − 1 { F ( s ) } ( t ) = 1 2 π i lim T → ∞ ∫ γ − i T γ + i T e s t F ( s ) d s {\displaystyle f(t)={\mathcal {L}}^{-1}\{F(s)\}(t)={\frac {1}{2\pi i}}\lim _{T\to \infty }\int _{\gamma -iT}^{\gamma +iT}e^{st}F(s)\,ds} where the integration is done along the vertical line Re ( s ) = γ {\displaystyle {\textrm {Re}}(s)=\gamma } in the complex plane such that γ {\displaystyle \gamma } is greater than the real part of all singularities of F {\displaystyle F} and F {\displaystyle F} is bounded on the line, for example if the contour path is in the region of convergence .
In the common special case where all singularities, s_k, satisfy ℜ ( s k ) < 0 {\displaystyle \Re (s_{k})<0} (i.e., lie in the open left half‑plane), or F {\displaystyle F} is an entire function , then γ {\displaystyle \gamma } 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 .
Post's inversion formula [ edit ] Post's inversion formula for Laplace transforms , named after Emil Post , [ 3 ] is a simple-looking but usually impractical formula for evaluating an inverse Laplace transform.
The statement of the formula is as follows: Let f {\displaystyle f} be a continuous function on the interval [ 0 , ∞ ) {\displaystyle [0,\infty )} of exponential order, i.e.
sup t > 0 f ( t ) e b t < ∞ {\displaystyle \sup _{t>0}{\frac {f(t)}{e^{bt}}}<\infty } for some real number b {\displaystyle b} . Then for all s > b {\displaystyle s>b} , the Laplace transform for f {\displaystyle f} exists and is infinitely differentiable with respect to s {\displaystyle s} . Furthermore, if F {\displaystyle F} is the Laplace transform of f {\displaystyle f} , then the inverse Laplace transform of F {\displaystyle F} is given by
f ( t ) = L − 1 { F } ( t ) = lim k → ∞ ( − 1 ) k k ! ( k t ) k + 1 F ( k ) ( k t ) {\displaystyle f(t)={\mathcal {L}}^{-1}\{F\}(t)=\lim _{k\to \infty }{\frac {(-1)^{k}}{k!}}\left({\frac {k}{t}}\right)^{k+1}F^{(k)}\left({\frac {k}{t}}\right)} for t > 0 {\displaystyle t>0} , where F ( k ) {\displaystyle F^{(k)}} is the k {\displaystyle k} -th derivative of F {\displaystyle F} with respect to s {\displaystyle s} .
As can be seen from the formula, the need to evaluate derivatives of arbitrarily high orders renders this formula impractical for most purposes.
With the advent of powerful personal computers, the main efforts to use this formula have come from dealing with approximations or asymptotic analysis of the Inverse Laplace transform, using the Grunwald–Letnikov differintegral to evaluate the derivatives.
Post's inversion has attracted interest due to the improvement in computational science and the fact that it is not necessary to know where the poles of F {\displaystyle F} lie, which make it possible to calculate the asymptotic behaviour for big x {\displaystyle x} using inverse Mellin transforms for several arithmetical functions related to the Riemann hypothesis .
This article incorporates material from Mellin's inverse formula on PlanetMath , which is licensed under the Creative Commons Attribution/Share-Alike License . |
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## Contents
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- [1 Mellin's inverse formula](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#Mellin's_inverse_formula)
- [2 Post's inversion formula](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#Post's_inversion_formula)
- [3 Software tools](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#Software_tools)
- [4 See also](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#See_also)
- [5 References](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#References)
- [6 Further reading](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#Further_reading)
- [7 External links](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#External_links)
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# Inverse Laplace transform
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From Wikipedia, the free encyclopedia
Mathematical function
In [mathematics](https://en.wikipedia.org/wiki/Mathematics "Mathematics"), the **inverse Laplace transform** of a [function](https://en.wikipedia.org/wiki/Function_\(mathematics\) "Function (mathematics)") F {\\displaystyle F}  is a [real](https://en.wikipedia.org/wiki/Real_number "Real number") function f {\\displaystyle f}  that is piecewise-[continuous](https://en.wikipedia.org/wiki/Continuous_function "Continuous function"), exponentially-restricted (that is, \| f ( t ) \| ≤ M e α t {\\displaystyle \|f(t)\|\\leq Me^{\\alpha t}}  ∀ t ≥ 0 {\\displaystyle \\forall t\\geq 0}  for some constants M \> 0 {\\displaystyle M\>0}  and α ∈ R {\\displaystyle \\alpha \\in \\mathbb {R} } ) and has the property:
L
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{\\displaystyle {\\mathcal {L}}\\{f\\}(s)=F(s),}
where L {\\displaystyle {\\mathcal {L}}}  denotes the [Laplace transform](https://en.wikipedia.org/wiki/Laplace_transform "Laplace transform").
It can be proven that, if a function F {\\displaystyle F}  has the inverse Laplace transform f {\\displaystyle f} , then f {\\displaystyle f}  is uniquely determined (considering functions which differ from each other only on a point set having [Lebesgue measure](https://en.wikipedia.org/wiki/Lebesgue_measure "Lebesgue measure") zero as the same). This result was first proven by [Mathias Lerch](https://en.wikipedia.org/wiki/Mathias_Lerch "Mathias Lerch") in 1903 and is known as Lerch's theorem.[\[1\]](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_note-1)[\[2\]](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_note-2)
The [Laplace transform](https://en.wikipedia.org/wiki/Laplace_transform "Laplace transform") and the inverse Laplace transform together have a number of properties that make them useful for analysing [linear dynamical systems](https://en.wikipedia.org/wiki/Linear_dynamical_system "Linear dynamical system").
## Mellin's inverse formula
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=1 "Edit section: Mellin's inverse formula")\]
An integral formula for the inverse [Laplace transform](https://en.wikipedia.org/wiki/Laplace_transform "Laplace transform"), called the *Mellin's inverse formula*, the *[Bromwich](https://en.wikipedia.org/wiki/Thomas_John_I%27Anson_Bromwich "Thomas John I'Anson Bromwich") integral*, or the *[Fourier](https://en.wikipedia.org/wiki/Joseph_Fourier "Joseph Fourier")–[Mellin](https://en.wikipedia.org/wiki/Hjalmar_Mellin "Hjalmar Mellin") integral*, is given by the [line integral](https://en.wikipedia.org/wiki/Line_integral "Line integral"):
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{\\displaystyle f(t)={\\mathcal {L}}^{-1}\\{F(s)\\}(t)={\\frac {1}{2\\pi i}}\\lim \_{T\\to \\infty }\\int \_{\\gamma -iT}^{\\gamma +iT}e^{st}F(s)\\,ds}
where the integration is done along the vertical line Re ( s ) \= γ {\\displaystyle {\\textrm {Re}}(s)=\\gamma }  in the [complex plane](https://en.wikipedia.org/wiki/Complex_plane "Complex plane") such that γ {\\displaystyle \\gamma }  is greater than the real part of all [singularities](https://en.wikipedia.org/wiki/Mathematical_singularity "Mathematical singularity") of F {\\displaystyle F}  and F {\\displaystyle F}  is bounded on the line, for example if the contour path is in the [region of convergence](https://en.wikipedia.org/wiki/Region_of_convergence "Region of convergence").
In the common special case where *all* singularities, s\_k, satisfy ℜ ( s k ) \< 0 {\\displaystyle \\Re (s\_{k})\<0}  (i.e., lie in the open left half‑plane), or F {\\displaystyle F}  is an [entire function](https://en.wikipedia.org/wiki/Entire_function "Entire function"), then γ {\\displaystyle \\gamma }  can be set to zero and the above inverse integral formula becomes identical to the [inverse Fourier transform](https://en.wikipedia.org/wiki/Inverse_Fourier_transform "Inverse Fourier transform").
In practice, computing the complex integral can be done by using the [Cauchy residue theorem](https://en.wikipedia.org/wiki/Cauchy_residue_theorem "Cauchy residue theorem").
## Post's inversion formula
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=2 "Edit section: Post's inversion formula")\]
**Post's inversion formula** for [Laplace transforms](https://en.wikipedia.org/wiki/Laplace_transform "Laplace transform"), named after [Emil Post](https://en.wikipedia.org/wiki/Emil_Leon_Post "Emil Leon Post"),[\[3\]](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_note-Post1930-3) is a simple-looking but usually impractical formula for evaluating an inverse Laplace transform.
The statement of the formula is as follows: Let f {\\displaystyle f}  be a continuous function on the interval \[ 0 , ∞ ) {\\displaystyle \[0,\\infty )}  of exponential order, i.e.
sup
t
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0
f
(
t
)
e
b
t
\<
∞
{\\displaystyle \\sup \_{t\>0}{\\frac {f(t)}{e^{bt}}}\<\\infty }
for some real number b {\\displaystyle b} . Then for all s \> b {\\displaystyle s\>b} , the Laplace transform for f {\\displaystyle f}  exists and is infinitely differentiable with respect to s {\\displaystyle s} . Furthermore, if F {\\displaystyle F}  is the Laplace transform of f {\\displaystyle f} , then the inverse Laplace transform of F {\\displaystyle F}  is given by
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{\\displaystyle f(t)={\\mathcal {L}}^{-1}\\{F\\}(t)=\\lim \_{k\\to \\infty }{\\frac {(-1)^{k}}{k!}}\\left({\\frac {k}{t}}\\right)^{k+1}F^{(k)}\\left({\\frac {k}{t}}\\right)}
for t \> 0 {\\displaystyle t\>0} , where F ( k ) {\\displaystyle F^{(k)}}  is the k {\\displaystyle k} \-th derivative of F {\\displaystyle F}  with respect to s {\\displaystyle s} .
As can be seen from the formula, the need to evaluate derivatives of arbitrarily high orders renders this formula impractical for most purposes.
With the advent of powerful personal computers, the main efforts to use this formula have come from dealing with approximations or asymptotic analysis of the Inverse Laplace transform, using the [Grunwald–Letnikov differintegral](https://en.wikipedia.org/wiki/Grunwald%E2%80%93Letnikov_differintegral "Grunwald–Letnikov differintegral") to evaluate the derivatives.
Post's inversion has attracted interest due to the improvement in computational science and the fact that it is not necessary to know where the [poles](https://en.wikipedia.org/wiki/Pole_\(complex_analysis\) "Pole (complex analysis)") of F {\\displaystyle F}  lie, which make it possible to calculate the asymptotic behaviour for big x {\\displaystyle x}  using inverse [Mellin transforms](https://en.wikipedia.org/wiki/Mellin_transform "Mellin transform") for several arithmetical functions related to the [Riemann hypothesis](https://en.wikipedia.org/wiki/Riemann_hypothesis "Riemann hypothesis").
## Software tools
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=3 "Edit section: Software tools")\]
- [InverseLaplaceTransform](http://reference.wolfram.com/mathematica/ref/InverseLaplaceTransform.html) performs symbolic inverse transforms in [Mathematica](https://en.wikipedia.org/wiki/Mathematica "Mathematica")
- [Numerical Inversion of Laplace Transform with Multiple Precision Using the Complex Domain](http://library.wolfram.com/infocenter/MathSource/5026/) in Mathematica gives numerical solutions[\[4\]](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_note-4)
- [ilaplace](http://www.mathworks.co.uk/help/symbolic/ilaplace.html) [Archived](https://web.archive.org/web/20140903152047/http://www.mathworks.co.uk/help/symbolic/ilaplace.html) 2014-09-03 at the [Wayback Machine](https://en.wikipedia.org/wiki/Wayback_Machine "Wayback Machine") performs symbolic inverse transforms in [MATLAB](https://en.wikipedia.org/wiki/MATLAB "MATLAB")
- [Numerical Inversion of Laplace Transforms in Matlab](http://www.mathworks.co.uk/matlabcentral/fileexchange/32824-numerical-inversion-of-laplace-transforms-in-matlab)
- [Numerical Inversion of Laplace Transforms based on concentrated matrix-exponential functions](https://www.mathworks.com/matlabcentral/fileexchange/71511-a-cme-based-numerical-inverse-laplace-transformation-method) in Matlab
## See also
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=4 "Edit section: See also")\]
- [Inverse Fourier transform](https://en.wikipedia.org/wiki/Inverse_Fourier_transform "Inverse Fourier transform")
- [Poisson summation formula](https://en.wikipedia.org/wiki/Poisson_summation_formula "Poisson summation formula")
## References
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=5 "Edit section: References")\]
1. **[^](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_ref-1)**
Cohen, A. M. (2007). "Inversion Formulae and Practical Results". *Numerical Methods for Laplace Transform Inversion*. Numerical Methods and Algorithms. Vol. 5. pp. 23–44\. [doi](https://en.wikipedia.org/wiki/Doi_\(identifier\) "Doi (identifier)"):[10\.1007/978-0-387-68855-8\_2](https://doi.org/10.1007%2F978-0-387-68855-8_2). [ISBN](https://en.wikipedia.org/wiki/ISBN_\(identifier\) "ISBN (identifier)")
[978-0-387-28261-9](https://en.wikipedia.org/wiki/Special:BookSources/978-0-387-28261-9 "Special:BookSources/978-0-387-28261-9")
.
2. **[^](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_ref-2)**
[Lerch, M.](https://en.wikipedia.org/wiki/Mathias_Lerch "Mathias Lerch") (1903). ["Sur un point de la théorie des fonctions génératrices d'Abel"](https://doi.org/10.1007%2FBF02421315). *Acta Mathematica*. **27**: 339–351\. [doi](https://en.wikipedia.org/wiki/Doi_\(identifier\) "Doi (identifier)"):[10\.1007/BF02421315](https://doi.org/10.1007%2FBF02421315). [hdl](https://en.wikipedia.org/wiki/Hdl_\(identifier\) "Hdl (identifier)"):[10338\.dmlcz/501554](https://hdl.handle.net/10338.dmlcz%2F501554).
3. **[^](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_ref-Post1930_3-0)**
Post, Emil L. (1930). ["Generalized differentiation"](https://doi.org/10.1090%2FS0002-9947-1930-1501560-X). *Transactions of the American Mathematical Society*. **32** (4): 723–781\. [doi](https://en.wikipedia.org/wiki/Doi_\(identifier\) "Doi (identifier)"):[10\.1090/S0002-9947-1930-1501560-X](https://doi.org/10.1090%2FS0002-9947-1930-1501560-X). [ISSN](https://en.wikipedia.org/wiki/ISSN_\(identifier\) "ISSN (identifier)") [0002-9947](https://search.worldcat.org/issn/0002-9947).
4. **[^](https://en.wikipedia.org/wiki/Inverse_Laplace_transform#cite_ref-4)**
Abate, J.; Valkó, P. P. (2004). "Multi-precision Laplace transform inversion". *International Journal for Numerical Methods in Engineering*. **60** (5): 979. [Bibcode](https://en.wikipedia.org/wiki/Bibcode_\(identifier\) "Bibcode (identifier)"):[2004IJNME..60..979A](https://ui.adsabs.harvard.edu/abs/2004IJNME..60..979A). [doi](https://en.wikipedia.org/wiki/Doi_\(identifier\) "Doi (identifier)"):[10\.1002/nme.995](https://doi.org/10.1002%2Fnme.995). [S2CID](https://en.wikipedia.org/wiki/S2CID_\(identifier\) "S2CID (identifier)") [119889438](https://api.semanticscholar.org/CorpusID:119889438).
## Further reading
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=6 "Edit section: Further reading")\]
- Davies, B. J. (2002), *Integral transforms and their applications* (3rd ed.), Berlin, New York: [Springer-Verlag](https://en.wikipedia.org/wiki/Springer-Verlag "Springer-Verlag"), [ISBN](https://en.wikipedia.org/wiki/ISBN_\(identifier\) "ISBN (identifier)")
[978-0-387-95314-4](https://en.wikipedia.org/wiki/Special:BookSources/978-0-387-95314-4 "Special:BookSources/978-0-387-95314-4")
- Manzhirov, A. V.; Polyanin, Andrei D. (1998), *Handbook of integral equations*, London: [CRC Press](https://en.wikipedia.org/wiki/CRC_Press "CRC Press"), [ISBN](https://en.wikipedia.org/wiki/ISBN_\(identifier\) "ISBN (identifier)")
[978-0-8493-2876-3](https://en.wikipedia.org/wiki/Special:BookSources/978-0-8493-2876-3 "Special:BookSources/978-0-8493-2876-3")
- Boas, Mary (1983), [*Mathematical Methods in the physical sciences*](https://archive.org/details/mathematicalmeth00boas/page/662), [John Wiley & Sons](https://en.wikipedia.org/wiki/John_Wiley_%26_Sons "John Wiley & Sons"), p. [662](https://archive.org/details/mathematicalmeth00boas/page/662), [ISBN](https://en.wikipedia.org/wiki/ISBN_\(identifier\) "ISBN (identifier)")
[0-471-04409-1](https://en.wikipedia.org/wiki/Special:BookSources/0-471-04409-1 "Special:BookSources/0-471-04409-1")
(p. 662 or search Index for "Bromwich Integral", a nice explanation showing the connection to the Fourier transform)
- Widder, D. V. (1946), *The Laplace Transform*, [Princeton University Press](https://en.wikipedia.org/wiki/Princeton_University_Press "Princeton University Press")
- [Elementary inversion of the Laplace transform](http://www.rose-hulman.edu/~bryan/invlap.pdf). Bryan, Kurt. Accessed June 14, 2006.
## External links
\[[edit](https://en.wikipedia.org/w/index.php?title=Inverse_Laplace_transform&action=edit§ion=7 "Edit section: External links")\]
- [Tables of Integral Transforms](http://eqworld.ipmnet.ru/en/auxiliary/aux-inttrans.htm) at EqWorld: The World of Mathematical Equations.
*This article incorporates material from Mellin's inverse formula on [PlanetMath](https://en.wikipedia.org/wiki/PlanetMath "PlanetMath"), which is licensed under the [Creative Commons Attribution/Share-Alike License](https://en.wikipedia.org/wiki/Wikipedia:CC-BY-SA "Wikipedia:CC-BY-SA").*
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