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<!DOCTYPE document PUBLIC "-//CNX//DTD CNXML 0.5 plus MathML//EN" "http://cnx.rice.edu/cnxml/0.5/DTD/cnxml_mathml.dtd">
<document xmlns="http://cnx.rice.edu/cnxml" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:bib="http://bibtexml.sf.net/" id="m10170"> 

  <name>The Inverse Laplace Transform</name> 
  
  <metadata>
  <md:version>2.7</md:version>
  <md:created>2001/07/06</md:created>
  <md:revised>2005/06/12 10:22:01.025 GMT-5</md:revised>
  <md:authorlist>
      <md:author id="cox">
      <md:firstname>Steven</md:firstname>
      
      <md:surname>Cox</md:surname>
      <md:email>cox@rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist>
    <md:maintainer id="prash">
      <md:firstname>Prashant</md:firstname>
      
      <md:surname>Singh</md:surname>
      <md:email>prash@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="richb">
      <md:firstname>Richard</md:firstname>
      <md:othername>G.</md:othername>
      <md:surname>Baraniuk</md:surname>
      <md:email>richb@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer id="mariyah">
      <md:firstname>Mariyah</md:firstname>
      
      <md:surname>Poonawala</md:surname>
      <md:email>mariyah@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist>
    <md:keyword>Inverse Laplace Transform</md:keyword>
    <md:keyword>order</md:keyword>
    <md:keyword>poles</md:keyword>
    <md:keyword>singularities</md:keyword>
  </md:keywordlist>

  <md:abstract>This module introduces the Inverse Laplace Transform.  Building on the groundwork done in the Laplace Transform module, this module gives some background into the Inverse Laplace method, and uses MATLAB's ilaplace command to find the actual solutions to a problem.</md:abstract>
</metadata>

  <content>
    <section id="prelude">
      <name>To Come</name>
      <para id="p1">
	In <cnxn document="m10490" strength="8">The Transfer
	Function</cnxn> we shall establish that the inverse Laplace
	transform of a function <m:math display="inline"><m:ci type="fn">h</m:ci></m:math> is

	<equation id="eqn6_11">
	  <m:math display="block">
	    <m:apply><m:eq/>
	      <m:apply>
		<m:apply>
		  <m:apply><m:inverse/>
		    <m:ci><m:mo>ℒ</m:mo></m:ci>
		  </m:apply>
		  <m:ci type="fn">h</m:ci>
		</m:apply>
		<m:ci>t</m:ci>
	      </m:apply>
	      <m:apply><m:times/>
		<m:apply><m:divide/>
		  <m:cn>1</m:cn>
		  <m:apply><m:times/>
		    <m:cn>2</m:cn>
		    <m:pi/>
		  </m:apply>
		</m:apply>
		<m:apply><m:int/>
		  <m:bvar><m:ci>y</m:ci></m:bvar>
		  <m:lowlimit><m:apply><m:minus/>
		      <m:infinity/>
		    </m:apply>
		  </m:lowlimit>
		  <m:uplimit><m:infinity/></m:uplimit>
		  <m:apply><m:times/>
		    <m:apply><m:exp/>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:plus/>
			  <m:ci>c</m:ci>
			  <m:apply>
			    <m:times/>
			    <m:ci>y</m:ci>
			    <m:imaginaryi/>
			  </m:apply>
			</m:apply>
			<m:ci>t</m:ci>
		      </m:apply>
		    </m:apply>
		    <m:apply>
		      <m:ci type="fn">h</m:ci>
		      <m:apply>
			<m:times/>
			<m:apply>
			  <m:plus/>
			  <m:ci>c</m:ci>
			  <m:apply>
			    <m:times/>
			    <m:ci>y</m:ci>
			    <m:imaginaryi/>
			  </m:apply>
			</m:apply>
			<m:ci>t</m:ci>
		      </m:apply>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	    <!-- (L^(-1)h)(t) = 1 / (2 * pi ) * int_-inf_to_inf ( e^((c+iy*t)*h) *
	    h(c + iy)dy ) -->
	  </m:math>
	</equation>

	where
	<m:math display="inline">
	  <m:apply><m:equivalent/>
	    <m:imaginaryi/>
	    <m:apply><m:root/>
	      <m:degree><m:cn>2</m:cn></m:degree>
	      <m:cn>-1</m:cn>
	    </m:apply>
	  </m:apply>
	  <!-- i == sqrt(-1) -->
	</m:math>

	and the real number <m:math><m:ci>c</m:ci></m:math> is chosen
	so that all of the <term>singularities</term> of <m:math><m:ci type="fn">h</m:ci></m:math> lie to the left of the line of
	integration.
      </para>
    </section>

    <section id="proceeding">
      <name>Proceeding with the Inverse Laplace Transform</name>
      <para id="p2">
	With the inverse Laplace transform one may express the
	solution of

	<m:math display="inline">
	  <m:apply><m:eq/>
	    <m:apply><m:diff/>
	      <m:ci type="vector">x</m:ci>
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply><m:times/>
		<m:ci type="matrix">B</m:ci>
		<m:ci type="vector">x</m:ci>
	      </m:apply>
	      <m:ci type="vector">g</m:ci>
	    </m:apply>
	  </m:apply>
	  <!-- x' = Bx + g -->
	</m:math>
	, as

	<equation id="eqn6_12">
	  <m:math display="block">
	    <m:apply><m:eq/>
	      <m:apply>
		<m:ci type="fn">x</m:ci>
		<m:ci>t</m:ci>
	      </m:apply>
	      <m:apply><m:times/>
		<m:apply>
		  <m:apply><m:inverse/>
		    <m:ci><m:mo>ℒ</m:mo></m:ci>
		  </m:apply>
		  <m:apply><m:inverse/>
		    <m:apply><m:minus/>
		      <m:apply><m:times/>
			<m:ci>s</m:ci>
			<m:ci type="matrix">I</m:ci>
		      </m:apply>
		      <m:ci type="matrix">B</m:ci>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:apply><m:plus/>
		  <m:apply>
		    <m:ci><m:mo>ℒ</m:mo></m:ci>
		    <m:ci type="vector">g</m:ci>
		  </m:apply>
		  <m:apply>
		    <m:ci type="fn">x</m:ci>
		    <m:cn>0</m:cn>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	    <!-- x(t) = L^(-1) * ( sI - B )^(-1) * ( Lg + x(0) ) -->
	  </m:math>
	</equation>

	As an example, let us take the first component of 

	<m:math display="inline">
	  <m:apply>
	    <m:ci><m:mo>ℒ</m:mo></m:ci>
	    <m:ci>x</m:ci>
	  </m:apply>
	  <!-- Lx -->
	</m:math>, namely

	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mo>ℒ</m:mo>
		  <m:msub>
		    <m:mi>x</m:mi>
		    <m:mn>1</m:mn>
		  </m:msub>
		</m:msub></m:ci>
	      <m:ci>s</m:ci>
	    </m:apply>
	    <m:apply><m:divide/>
	      <m:apply><m:times/>
		<m:cn>0.19</m:cn>
		<m:apply><m:plus/>
		  <m:apply><m:power/>
		    <m:ci>s</m:ci>
		    <m:cn>2</m:cn>
		  </m:apply>
		  <m:apply><m:times/>
		    <m:cn>1.5</m:cn>
		    <m:ci>s</m:ci>
		  </m:apply>
		  <m:cn>0.27</m:cn>
		</m:apply>
	      </m:apply>
	      <m:apply><m:times/>
		<m:apply><m:power/>
		  <m:apply><m:plus/>
		    <m:ci>s</m:ci>
		    <m:apply><m:divide/>
		      <m:cn>1</m:cn>
		      <m:cn>6</m:cn>
		    </m:apply>
		  </m:apply>
		  <m:cn>4</m:cn>
		</m:apply>
		<m:apply><m:plus/>
		  <m:apply><m:power/>
		    <m:ci>s</m:ci>
		    <m:cn>3</m:cn>
		  </m:apply>
		  <m:apply><m:times/>
		    <m:cn>1.655</m:cn>
		    <m:apply><m:power/>
		      <m:ci>s</m:ci>
		      <m:cn>2</m:cn>
		    </m:apply>
		  </m:apply>
		  <m:apply><m:times/>
		    <m:cn>0.4078</m:cn>
		    <m:ci>s</m:ci>
		  </m:apply>
		  <m:cn>0.0039</m:cn>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <m:mtext>.</m:mtext>
	  <!-- L_(x_1)(s) = 0.19 * ( s^2 + 1.5s + 0.27) / 
	  ( ( s + 1/6 )^4 * ( s^3 + 1.655s^2 + 0.4078s + 0.0039 ) ) -->
	</m:math>
	
	We define:
	<definition id="poles">
	  <term>poles</term>
	  <meaning>Also called singularities, these are the points 
	    <m:math display="inline"><m:ci>s</m:ci></m:math> at which 
	    
	    <m:math display="inline">
	      <m:apply>
		<m:ci type="fn"><m:msub>
		    <m:mo>ℒ</m:mo>
		    <m:msub>
		      <m:mi>x</m:mi>
		      <m:mn>1</m:mn>
		    </m:msub>
		  </m:msub></m:ci>
		<m:ci>s</m:ci>
	      </m:apply>
	      <!-- L-(x_1)(s) -->
	    </m:math>
	    blows up. 
	  </meaning>
	</definition>
	
	These are clearly the roots of its denominator, namely

	<equation id="eqn6_13">
	  <m:math display="block">
	    <m:cn type="rational">-1 <m:sep/>100</m:cn>
	    <m:mtext>,</m:mtext>
	    <m:mi> </m:mi><m:mi> </m:mi>
	    <m:apply>
	      <m:ci><m:mo>±</m:mo></m:ci>
	      <m:cn type="rational">-329 <m:sep/>400</m:cn>
	      <m:apply><m:divide/>
		<m:apply><m:root/>
		  <m:degree><m:cn>2</m:cn></m:degree>
		  <m:cn>73</m:cn>
		</m:apply>
		<m:cn>16</m:cn>
	      </m:apply>
	    </m:apply>
	    
	    <m:mtext>,</m:mtext>
	    <m:mi> </m:mi><m:mi> </m:mi>
	    <m:mtext>and</m:mtext>
	    <m:mi> </m:mi><m:mi> </m:mi>

	    <m:cn type="rational">-1<m:sep/>6</m:cn>
	    <m:mtext>.</m:mtext>
	    <!-- -1/100, -329/400 +/- sqrt(73) / 16, and -1/6 -->
	  </m:math>
	</equation>

	All four being negative, it suffices to take 
	
	<m:math display="inline">
	  <m:apply><m:eq/>
	    <m:ci>c</m:ci>
	    <m:cn>0</m:cn>
	  </m:apply>
	  <!-- c = 0 -->
	</m:math>

	and so the integration in <cnxn target="eqn6_11" strength="8"/> proceeds up the imaginary axis.  We don't
	suppose the reader to have already encountered integration in
	the complex plane but hope that this example might provide the
	motivation necessary for a brief overview of such.  Before
	that however we note that MATLAB has digested the calculus we
	wish to develop.  Referring again to <link src="http://www.caam.rice.edu/~caam335/cox/lectures/fib3.m">fib3.m</link>
	for details we note that the <code>ilaplace</code>
	command produces

	<m:math display="block">
	  <m:apply><m:eq/>
	    <m:apply>
	      <m:ci type="fn"><m:msub>
		  <m:mi>x</m:mi>
		  <m:mn>1</m:mn>
		</m:msub></m:ci>
	      <m:ci>t</m:ci>
	    </m:apply>
	    <m:apply><m:plus/>
	      <m:apply><m:minus/>
		<m:apply><m:times/>
		  <m:cn>211.35</m:cn>
		  <m:apply><m:exp/>
		    <m:apply><m:divide/>
		      <m:apply><m:minus/>
			<m:ci>t</m:ci>
		      </m:apply>
		      <m:cn>100</m:cn>
		    </m:apply>
		  </m:apply>
		</m:apply>
		<m:apply><m:times/>
		  <m:apply><m:plus/>
		    <m:apply><m:times/>
		      <m:cn>0.0554</m:cn>
		      <m:apply><m:power/>
			<m:ci>t</m:ci>
			<m:cn>3</m:cn>
		      </m:apply>
		    </m:apply>
		    <m:apply><m:times/>
		      <m:cn>4.5464</m:cn>
		      <m:apply><m:power/>
			<m:ci>t</m:ci>
			<m:cn>2</m:cn>
		      </m:apply>
		    </m:apply>  
		    <m:apply><m:times/>
		      <m:cn>1.085</m:cn>
		      <m:ci>t</m:ci>
		    </m:apply>
		    <m:cn>474.19</m:cn>
		  </m:apply>
		  <m:apply><m:exp/>
		    <m:apply><m:divide/>
		      <m:apply><m:minus/>
			<m:ci>t</m:ci>
		      </m:apply>
		      <m:cn>6</m:cn>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:apply><m:times/>
		<m:apply><m:exp/>
		  <m:apply><m:divide/>
		    <m:apply><m:minus/>
		      <m:apply><m:times/>
			<m:cn>329</m:cn>
			<m:ci>t</m:ci>
		      </m:apply>
		    </m:apply>
		    <m:cn>400</m:cn>
		  </m:apply>
		</m:apply>
		<m:apply><m:times/>
		  <m:cn>262.842</m:cn>
		  <m:apply><m:cosh/>
		    <m:apply><m:divide/>
		      <m:apply><m:times/>
			<m:apply><m:root/>
			  <m:degree><m:cn>2</m:cn></m:degree>
			  <m:cn>73</m:cn>
			</m:apply>
			<m:ci>t</m:ci>
		      </m:apply>
		      <m:cn>16</m:cn>
		    </m:apply>
		  </m:apply>
		</m:apply>
	      </m:apply>
	      <m:apply><m:times/>
		<m:cn>262.836</m:cn>
		<m:apply><m:sinh/>
		  <m:apply><m:divide/>
		    <m:apply><m:times/>
		      <m:apply><m:root/>
			<m:degree><m:cn>2</m:cn></m:degree>
			<m:cn>73</m:cn>
		      </m:apply>
		      <m:ci>t</m:ci>
		    </m:apply>
		    <m:cn>16</m:cn>
		  </m:apply>
		</m:apply>
	      </m:apply>
	    </m:apply>
	  </m:apply>
	  <!-- x_1(t) = 211.35 * exp(-t/100) - (0.554t^3 + 4.5464t^2 + 1.085t + 474.19)*
	  exp(-t/6) + exp(-329t/400)*(262.842cosh(sqrt(73)*t/16)) +
	  262.836sinh(sqrt(73)*t/16) -->
	</m:math>
      </para>

      <figure id="three_potentials">
	<media type="image/png" src="fib3_fig1.png"/>
	<caption>
	  The 3 potentials associated with <cnxn target="RC_model_fig" document="m10168" strength="9">the RC circuit model
	  figure</cnxn>.
	</caption>
      </figure>

      <para id="p3">
	The other potentials, see the figure above, possess similar
	expressions.  Please note that each of the poles of

	<m:math display="inline">
	  <m:apply>
	    <m:ci><m:mo>ℒ</m:mo></m:ci>
	    <m:ci><m:msub>
		<m:mi>x</m:mi>
		<m:mn>1</m:mn>
	      </m:msub></m:ci>
	  </m:apply>
	  <!-- Lx_1 -->
	</m:math>

	appear as exponents in
	
	<m:math display="inline">
	  <m:ci><m:msub>
	      <m:mi>x</m:mi>
	      <m:mn>1</m:mn>
	    </m:msub></m:ci>
	</m:math>

	and that the coefficients of the exponentials are polynomials
	whose degrees is determined by the <term>order</term> of the
	respective pole.
      </para>
    </section>
  </content>
</document>
