Laplace transform uniqueness

In summary: But I couldn't understand how to do it. Also, someone else suggested using Fourier transform on the entire t axis. So, according to your comments, I think using Laplace transform is not a good idea for finding the complete solution, and I should use Fourier transform instead.In summary, Laplace transform is only applicable for solving differential equations on the interval [0,\infty). It is not suitable for finding the complete solution as it does not consider the time interval t < 0. To find the complete solution, one should use Fourier transform which is defined for all times. Additionally, using substitution 'new t'=-t allows for solving the problem on the interval (-\in
  • #1
asmani
105
0
Consider one-sided Laplace transform:$$\mathcal{L} \left \{ h(t) \right \}=\int_{0^-}^{\infty}h(t)e^{-st}dt$$

Q. Is this defined only for the functions of the form f(t)u(t)? If no, then f(t)u(t) and f(t)u(t)+g(t)u(-t-1) are two different functions with the same Laplace transform, and thus, Laplace transform is not unique.

Now here is my problem. Consider the following differential equation: $$h'(t)+h(t)=\delta(t)$$$$h(0)=0$$
Taking the Laplace transform, we have: $$sH(s)+H(s)=1$$$$H(s)=\frac{1}{s+1}$$$$h(t)= \mathcal{L}^{-1} \left \{ H(s) \right \}$$

If the answer to Q is yes, then do I need to show h(t)=h(t)u(t) before taking Laplace transform?

If the answer to Q is no, then which [itex]\mathcal{L}^{-1} \left \{ H(s) \right \}[/itex] is h(t)? e-t, e-tu(t), e-tu(t+1) or ...?

Thanks in advance.
 
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  • #2
Since this thread is moved from electrical engineering forum, I suppose some clarifications are needed:

1. u(t) denotes unit step function.

2. [itex]\delta(t)[/itex] denotes Dirac delta function.
 
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  • #3
asmani said:
Consider one-sided Laplace transform:$$\mathcal{L} \left \{ h(t) \right \}=\int_{0^-}^{\infty}h(t)e^{-st}dt$$

Q. Is this defined only for the functions of the form f(t)u(t)? If no, then f(t)u(t) and f(t)u(t)+g(t)u(-t-1) are two different functions with the same Laplace transform, and thus, Laplace transform is not unique.

Now here is my problem. Consider the following differential equation: $$h'(t)+h(t)=\delta(t)$$$$h(0)=0$$
Taking the Laplace transform, we have: $$sH(s)+H(s)=1$$$$H(s)=\frac{1}{s+1}$$$$h(t)= \mathcal{L}^{-1} \left \{ H(s) \right \}$$

If the answer to Q is yes, then do I need to show h(t)=h(t)u(t) before taking Laplace transform?

If the answer to Q is no, then which [itex]\mathcal{L}^{-1} \left \{ H(s) \right \}[/itex] is h(t)? e-t, e-tu(t), e-tu(t+1) or ...?

Thanks in advance.

Functions on the interval [itex][0,\infty)[/itex] have a unique Laplace transform. All of the examples you've given are the same on that interval.

(Except for f(t)u(t) + g(t)u(-t-1). This would not have the same laplace transform as f(t)u(t). If you had written, say, f(t)u(t) + g(t)u(-t), then that would have the same (one-sided) laplace transform of f(t)u(t)).
 
  • #4
Thank you Mute.

Actually I've chosen an improper title for the thread. My question is not merely about the uniqueness of Laplace transform, but how it effects on solving differential equations by using Laplace transform. My problem is to determine which one of e-t, e-tu(t), e-tu(t+1),... is the solution. Although I know that only e-tu(t) satisfies the equation!
 
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  • #5
asmani said:
My problem is to determine which one of e-t, e-tu(t), e-tu(t+1),... is the solution. Although I know that only e-tu(t) satisfies the equation!

Your solution is defined on the time interval [itex]t \in [0,\infty)[/itex]. My point was that on that time interval, all three of your example "solutions" are exactly the same. On [itex][0,\infty)[/itex] u(t) = 1, u(t+1) = 1,etc. You don't care at all what happens prior to the initial time t = 0. When you do a one-sided Laplace transform of a function f(t), that's the same as the laplace transform of f(t)u(t) or f(t)u(t+1) because u(t) = u(t+1) = 1 on the interval of integration.
 
  • #6
So, by merely using one-sided Laplace transform, we cannot find what the solution looks like for t<0, and using Laplace transform is not a good idea for finding the complete solution. Is this correct?
 
  • #7
You have initial data at t = 0. Typically we don't care about anything which happens prior to that as our function is only defined on t >= 0.

If you care about the time interval t < 0, the one-side Laplace transform is not an appropriate method to use. You would be better suited to using the Fourier transform, as this is defined for all times. You will in fact find using the Fourier transform that [itex]h(t) = \exp(-t)u(t)[/itex] (i.e., h(t) is zero for t < 0); however, this solution requires that the solution decays to zero faster than exponentially. You don't get to choose the initial data at t = 0. (Well, you can, but you need to do some tricks using the method of images).

Note that, given your initial data h(0) = 0, you should interpret your solution as being exp(-t) for t > 0 and zero for t <= 0. You can use the step function to make this explicit, if you like in the case of the Laplace transform solution, but it's not a major issue.
 
  • #8
Thanks a lot.

In addition, someone suggested:
after using substitution 'new t'=-t you can easily solve the same problem on the interval (-infty,0) with the same method
 

1. What is the Laplace transform uniqueness theorem?

The Laplace transform uniqueness theorem states that if two functions have the same Laplace transform, then they must be equal. In other words, the Laplace transform is a one-to-one mapping, meaning that each function has a unique Laplace transform and no two different functions can have the same Laplace transform.

2. Why is the Laplace transform unique?

The uniqueness of the Laplace transform can be understood by looking at its definition. The Laplace transform is an integral transform that converts a function of time into a function of complex frequency. This transformation is unique because it involves complex numbers, which have both magnitude and phase. Therefore, any two functions with different values for magnitude and phase cannot have the same Laplace transform.

3. How is the Laplace transform uniqueness proven?

The Laplace transform uniqueness theorem can be proven using mathematical techniques such as the Cauchy integral theorem and the inverse Laplace transform. By using these techniques, it can be shown that if two functions have the same Laplace transform, then they must be equal. This proof is based on the fact that the Laplace transform is a linear operator, meaning that it follows certain rules when operated on functions.

4. What is the significance of Laplace transform uniqueness in mathematics?

The Laplace transform uniqueness theorem is an important result in mathematics because it allows for the use of the Laplace transform in solving differential equations. By knowing that the Laplace transform is a one-to-one mapping, we can confidently use it to convert a differential equation into an algebraic equation, which can then be solved using standard mathematical techniques.

5. Can the Laplace transform uniqueness theorem be applied to any function?

The Laplace transform uniqueness theorem can be applied to most functions, but there are some exceptions. For example, the Laplace transform of a function that grows faster than any polynomial as time goes to infinity does not exist. In such cases, the uniqueness theorem does not hold, and there may be multiple functions with the same Laplace transform.

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