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<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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">The Inverse Laplace Transform</name> 
  
  <metadata xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
  <md:version xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2.7</md:version>
  <md:created xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2001/07/06</md:created>
  <md:revised xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">2005/06/12 10:22:01.025 GMT-5</md:revised>
  <md:authorlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
      <md:author xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="cox">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Steven</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Cox</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">cox@rice.edu</md:email>
    </md:author>
  </md:authorlist>

  <md:maintainerlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="prash">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Prashant</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Singh</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">prash@ece.rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="richb">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Richard</md:firstname>
      <md:othername xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">G.</md:othername>
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Baraniuk</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">richb@rice.edu</md:email>
    </md:maintainer>
    <md:maintainer xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="mariyah">
      <md:firstname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Mariyah</md:firstname>
      
      <md:surname xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Poonawala</md:surname>
      <md:email xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">mariyah@rice.edu</md:email>
    </md:maintainer>
  </md:maintainerlist>
  
  <md:keywordlist xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Inverse Laplace Transform</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">order</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">poles</md:keyword>
    <md:keyword xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">singularities</md:keyword>
  </md:keywordlist>

  <md:abstract xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
    <section xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="prelude">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">To Come</name>
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="p1">
	In <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="proceeding">
      <name xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">Proceeding with the Inverse Laplace Transform</name>
      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="poles">
	  <term xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">poles</term>
	  <meaning xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" src="http://www.caam.rice.edu/~caam335/cox/lectures/fib3.m">fib3.m</link>
	for details we note that the <code xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" id="three_potentials">
	<media xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" type="image/png" src="fib3_fig1.png"/>
	<caption xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">
	  The 3 potentials associated with <cnxn xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" target="RC_model_fig" document="m10168" strength="9">the RC circuit model
	  figure</cnxn>.
	</caption>
      </figure>

      <para xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/" 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 xmlns:md="http://cnx.rice.edu/mdml/0.4" xmlns:m="http://www.w3.org/1998/Math/MathML" xmlns:bib="http://bibtexml.sf.net/">order</term> of the
	respective pole.
      </para>
    </section>
  </content>
</document>
