Linearity Property of The Laplace Transform
If $ F_{1}(s) $ and $ F_{2}(s) $ are, respectively, the Laplace transforms of $ f_{1}(t) $ and $ f_{2}(t) $, then
where $ a_{1} $ and $ a_{2} $ are constants. Equation $ 1 $ expresses the linearity property of the Laplace transform. The proof of Eq. (1) follows readily from the definition of the Laplace transform in Eq. (2). For example, by the linearity property in Eq. (1), we may write
But from Example 1, $ \mathcal{L}\left[e^{-a t}\right]=1 /(s+a) $. Hence,
$$\mathcal{L}\left[a_{1} f_{1}(t)+a_{2} f_{2}(t)\right]=a_{1} F_{1}(s)+a_{2} F_{2}(s) \tag{1}$$
$$\mathcal{L}[f(t)]=F(s)=\int_{0-}^{\infty} f(t) e^{-s t} d t \tag{2}$$
$$\mathcal{L}[\cos w t]=\mathcal{L}\left[\frac{1}{2}\left(e^{j \omega t}+e^{-j \omega t}\right)\right]=\frac{1}{2} \mathcal{L}\left[e^{j \omega t}\right]+\frac{1}{2} \mathcal{L}\left[e^{-j \omega t}\right]$$
$$\mathcal{L}[\cos w t]=\frac{1}{2}\left(\frac{1}{s-j \omega}+\frac{1}{s+j \omega}\right)=\frac{s}{s^{2}+\omega^{2}}$$
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