Module 2: Laplace Transform

Lesson 35

Existence of Laplace Transform

In this lesson we shall discuss existence theorem on Laplace transform. Since every
Laplace integral is not convergent, it is very important to know for which functions
Laplace transform exists.
2
Consider the function f (t) = et and try to evaluate its Laplace integral. In this case we
realize that Z R
2
lim et −st
dt = ∞, for any choice of s
R→∞ 0
Naturally question arises in mind that for which class of functions, the Laplace integral
converges? So before answering this question we go through some definition.

35.1 Piecewise Continuity

A function f is called piecewise continuous on [a, b] if there are finite number of points a <
t1 < t2 < . . . < tn < b such that f is continuous on each open subinterval (a, t1 ), (t1 , t2 ), . . . , (tn , b)
and all the following limits exists

lim f (t), lim f (t), lim f (t), and lim f (t), ∀j.
t→a+ t→b− t→tj + t→tj −

Note: A function f is said to be piecewise continuous on [0, ∞) if it is piecewise continu-

ous on every finite interval [0, b], b ∈ R+ .

35.1.1 Example 1

The function defined by


2 0 ≤ t ≤ 1;
t,

f (t) = 3 − t, 1 < t ≤ 2;

t + 1, 2 < t ≤ 3;


is piecewise continuous on [0, 3].

 Existence of Laplace Transform

35.1.2 Example 2

The function defined by

(
1
2−t , 0 ≤ t < 2;
f (t) =
t + 1, 2 ≤ t ≤ 3;

is not piecewise continuous on [0, 3].

35.2 Example Problems

35.2.1 Problem 1

Discuss the piecewise continuity of

1
f (t) =
t−1
.
Solution: f (t) is not piecewise continuous in any interval containing 1 since

lim f (t)
t→1±

do not exists.

35.2.2 Problem 2

Check whether the function

(
1−e−t
t , t 6= 0;
f (t) =
0, otherwise

is piecewise continuous or not.

Solution: The given function is continuous everywhere other than at 0. So we need to
check limits at this point. Since both the left and right limits

lim f (t) = 1 and lim f (t) = 1

t→0− t→0+

exists, the given function is piecewise continuous.

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 Existence of Laplace Transform

35.3 Functions of Exponential Orders

A function f is said to be of exponential order α if there exist constant M and α such that
for some t0 ≥ 0
|f (t)| ≤ Meαt for all t ≥ t0

Equivalently, a function f (t) is said to be of exponential order α if

lim e−αt |f (t)| = a finite quantity

t→∞

Geometrically, it means that the graph of the function f on the interval (t0 , ∞) does not
grow faster than the graph of exponential function Meαt

35.4 Example Problems

35.4.1 Problem 1

Show that the function f (t) = tn has exponential order α for any value of α > 0 and any
natural number n.
Solution: We check the limit
lim e−αt tn
t→∞

Repeated application of L’hospital rule gives

n!
lim e−αt tn = lim =0
t→∞ t→∞ αn eαt

Hence the function is of exponential order.

35.4.2 Problem 2
2
Show that the function f (t) = et is not of exponential order.
Solution: For given function we have
2
lim e−αt et = lim et(t−α) = ∞
t→∞ t→∞

for all values of α. Hence the given function is not of exponential order.

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 Existence of Laplace Transform

35.4.3 Theorem (Sufficient Conditions for Laplace Transform)

If f is piecewise continuous on [0, ∞) and of exponential order α then the Laplace trans-
form exists for Re(s) > α. Moreover, under these conditions Laplace integral converges
absolutely.
Proof: Since f is of exponential order α, then

|f (t)| ≤ M1 eαt , t ≥ t0 (35.1)

Also, f is piecewise continuous on [0, ∞) then

|f (t)| ≤ M2 , 0 < t < t0 (35.2)

From equation (35.1) and (35.2) we have

|f (t)| ≤ Meαt , t ≥ 0

Then Z R Z R
|e −st
f (t)|dt ≤ |e−(x+iy)tMeαt |dt
0 0

Here we have assumed s to be a complex number so that s = x + iy . Noting that |e−iy | = 1

we find Z R Z R
|e−st f (t)|dt ≤ M e−(x−α)t dt
0 0
On integration we obtain
Z R
M M −(x−α)R
|e−st f (t)|dt ≤ − e
0 x−α x−α

Letting R → ∞ and noting Re(s) = x > α, we get

Z ∞
M
|e−st f (t)|dt ≤
0 x−α

Hence the Laplace integral converges absolutely and thus converges. This implies the
existence of Laplace transform. For piecewise continuous functions of exponential order,
the Laplace transform always exists. Note that it is a sufficient condition, that means if a
function is not of exponential order or piecewise continuous then the Laplace transform
may or may not exist.

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 Existence of Laplace Transform

Remark 1: We have observed in the proof of existence theorem that

Z ∞ Z ∞
−st M
e f (t)dt ≤ |e−st f (t)|dt ≤ for Re(s) > α
0 0 Re(s) − α
We now deduce two important conclusions with this observation:
Z ∞
• L[f (t)] = e−st f (t)dt = F (s) → 0 as Re(s) → ∞
0

• if L[f (t)] 6→ 0 as s → ∞ (or Re(s) → ∞) then f (t) cannot be piecewise continuous

function of exponential order. For example functions such as F1 (s) = 1 and F2 (s) =
s/(s+1) are not Laplace transforms of piecewise continuous functions of exponential
order, since F1 (s) 6→ 0 and F2 (s) 6→ 0 as s → ∞.

Remark 2: It should be noted that the conditions stated in existence theorem are suf-
ficient rather than necessary conditions. If these conditions are satisfied then the Laplace
transform must exist. If these conditions are not satisfied then Laplace transform may or
may not exist. We can observe this fact in the following examples:

• Consider, for example,

2 2
f (t) = 2tet cos(et )

Note that f (t) is continuous on [0, ∞) but not of exponential order, however the
Laplace transform of f (t) exists, since
Z ∞
2 2
L[f (t)] = e−st 2tet cos(et )dt
0

Integration by parts leads to

∞
Z ∞
t2 2
L[f (t)] = e −st
sin(e ) +s e−st sin(et )dt
0 0

Using the definition of Laplace transform we obtain

2
L[f (t)] = − sin(1) + sL[sin(et )]
2 2
Note that L[sin(et )] exists because the function sin(et ) satisfies both the conditions
of existence theorem. This example shows that Laplace transform of a function
which is not of exponential order exists.

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 Existence of Laplace Transform

• Consider another example of the function

1
f (t) = √ ,
t
which is not piecewise continuous since f (t) → ∞ as t → 0. But we know that
r
Γ(1/2) π
L[f (t)] = √ = , s > 0.
s s

This example shows that Laplace transform of a function which is not piecewise
continuous exists. These two examples clearly shows that the conditions given in
existence theorem are sufficient but not necessary.

Suggested Readings

Arfken, G.B., Weber, H.J. and Harris, F.E. (2012). Mathematical Methods for Physicists
(A comprehensive guide), Seventh Edition, Elsevier Academic Press, New Delhi.
Debnath, L. and Bhatta, D. (2007). Integral Transforms and Their Applications. Second
Edition. Chapman and Hall/CRC (Taylor and Francis Group). New York.
Grewal, B.S. (2007). Higher Engineering Mathematics. Fourteenth Edition. Khanna
Publishers, New Delhi.
Dyke, P.P.G. (2001). An Introduction to Laplace Transforms and Fourier Series. Springer-
Verlag London Ltd.
Jain, R.K. and Iyengar, S.R.K. (2002). Advanced Engineering Mathematics. Third Edi-
tion. Narosa Publishing House. New Delhi.
Jeffrey, A. (2002). Advanced Engineering Mathematics. Elsevier Academic Press. New
Delhi.
Kreyszig, E. (2006). Advanced Engineering Mathematics, Ninth Edition, Wiley India
Pvt. Ltd, New Delhi.
McQuarrie, D.A. (2009). Mathematical Methods for Scientist and Engineers. First Indian
Edition. Viva Books Pvt. Ltd. New Delhi.
Schiff, J.L. (1999). The Laplace Transform: Theory and Applications. Springer-Verlag,
New York Inc.