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6.45 Shift formula

Theorem.

If the Laplace transform of f(x)f(x) converges and equals F(s)F(s) for all s>s0s>s_{0}, then the Laplace transform of eaxf(x)e^{ax}f(x) converges for all s>s0+as>s_{0}+a, and

(eaxf(x))(s)=F(s-a).{\mathcal{L}}(e^{ax}f(x))(s)=F(s-a).

Proof. This follows immediately from taking limits in the equality:

0Re-sx.eaxf(x)dx=0Re-(s-a)xf(x)dx.\int_{0}^{R}e^{-sx}.e^{ax}f(x)\,dx=\int_{0}^{R}e^{-(s-a)x}f(x)\,dx.

Note that the third, sixth and seventh rows in the Table from the previous slide are special cases of the Theorem.