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[parent] Heaviside formula (Topic)

Let $P(s)$ and $Q(s)$ be polynomials with the degree of the former less than the degree of the latter.

  • If all complex zeroes $a_1,\,a_2,\,\ldots,\,a_n$ of $Q(s)$ are simple, then
    $\displaystyle \mathcal{L}^{-1}\left\{\frac{P(s)}{Q(s)}\right\} = \sum_{j=1}^n\frac{P(a_j)}{Q'(a_j)}e^{a_jt}.$ (1)

  • If the different zeroes $a_1,\,a_2,\,\ldots,\,a_n$ of $Q(s)$ have the multiplicities $m_1,\,m_2,\,\ldots,\,m_n$ , respectively, we denote $F_j(s) := (s\!-\!a_j)^{m_j}P(s)/Q(s)$ ; then
    $\displaystyle \mathcal{L}^{-1}\left\{\frac{P(s)}{Q(s)}\right\} = \sum_{j=1}^ne^... ...um_{k=0}^{m_j-1}\frac{F_j^{(k)}(a_j)t^{m_j\!-\!1\!-\!k}}{k!(m_j\!-\!1\!-\!k)!}.$ (2)

A special case of the Heaviside formula (1) is $$\mathcal{L}^{-1}\left\{\frac{Q'(s)}{Q(s)}\right\} = \sum_{j=1}^ne^{a_jt}.\\$$

Example. Since the zeros of the binomial $s^4\!+\!4a^4$ are $s = (\pm1\!\pm\!i)a$ , we obtain $$\mathcal{L}^{-1}\left\{\frac{s^3}{s^4\!+\!4a^4}\right\} = \frac{1}{4}\mathcal{L}^{-1}\left\{\frac{4s^3}{s^4\!+\!4a^4}\right\} = \frac{1}{4}\sum_\pm e^{(\pm 1\pm i)at} = \frac{e^{at}+e^{-at}}{2}\cdot\frac{e^{iat}+e^{-iat}}{2} = \cosh{at}\,\cos{at}.\\$$

Proof of (1). Without hurting the generality, we can suppose that $Q(s)$ is monic. Therefore $$Q(s) = (s\!-\!a_1)(s\!-\!a_2)\cdots(s\!-\!s_n).$$ For $j = 1,\,2,\;\ldots,\,n$ , denoting $$Q(s) := (s\!-\!a_j)Q_j(s),$$ one has $Q_j(a_j) \neq 0$ . We have a partial fraction expansion of the form

$\displaystyle \frac{P(s)}{Q(s)} = \frac{C_1}{s\!-\!a_1}+\frac{C_2}{s\!-\!a_2}+\ldots+\frac{C_n}{s\!-\!a_n}$ (3)

with constants $C_j$ . According to the linearity and the formula 1 of the parent entry, one gets
$\displaystyle \mathcal{L}^{-1}\left\{\frac{P(s)}{Q(s)}\right\} = \sum_{j=1}^nC_je^{a_jt}.$ (4)

For determining the constants $C_j$ , multiply (3) by $s\!-\!a_j$ . It yields $$\frac{P(s)}{Q_j(s)} = C_j+(s\!-\!a_j)\sum_{\nu \neq j}\frac{C_\nu}{s\!-\!a_\nu}.$$ Setting to this identity $s := a_j$ gives the value
$\displaystyle C_j = \frac{P(a_j)}{Q_j(a_j)}.$ (5)

But since $Q'(s) = \frac{d}{ds}((s\!-\!a_j)Q_j(s)) = Q_j(s)\!+\!(s\!-\!a_j)Q_j'(s)$ , we see that $Q'(a_j) = Q_j(a_j)$ ; thus the equation (5) may be written
$\displaystyle C_j = \frac{P(a_j)}{Q'(a_j)}.$ (6)

The values (6) in (4) produce the formula (1).

Bibliography

1
K. V¨AISÄLÄ: Laplace-muunnos. Handout Nr. 163.    Teknillisen korkeakoulun ylioppilaskunta, Otaniemi, Finland (1968).




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See Also: hyperbolic functions, complex sine and cosine

Other names:  Heaviside expansion formula, inverse Laplace transform of rational function

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Cross-references: formula, equation, multiplicities, simple, complex, degree, polynomials
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This is version 6 of Heaviside formula, born on 2008-08-02, modified 2008-08-04.
Object id is 10909, canonical name is HeavisideFormula.
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AMS MSC44A10 (Integral transforms, operational calculus :: Laplace transform)

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