University Maths Notes: Calculus – The Laplace Transform
The Laplace transform presents an alternative method of solving differential equations. It enables us to transform a differential equation into an algebraic equation. We can solve the algebraic equation and apply an inverse transformation to obtain the solution to the differential equation. The Laplace transform also enables us to solve initial value or boundary value problems, both homogeneous and non – homogeneous.
We can apply the Laplace transform to any function that is
piecewise continuous on
and
such that
for
some constants
and
all
for
some
The
Laplace transform works because of the factor
This
is a decreasing function of
so
the integral converges for any function of
for
which
does
not increase 'too fast'. A very wide range of functions satisfies
this criterion.
The Laplace transform is related to the Fourier transform, but whereas the Fourier transform resolves a function into components of frequency, the Laplace transform resolves a function into its moments. Like the Fourier transform, the Laplace transform is used for solving differential and integral equations. Given a simple mathematical or functional description of an input or output to a system, the Laplace transform provides an alternative functional description that often simplifies the process of analysing the behaviour of the system.
The Laplace transform, denoted
is
a linear operator on a function
with
a real argument
that
transforms it to a function
with
a complex argument
This
transformation is essentially bijective, with respective pairs
of
and
matched
in tables. The Laplace transform has the useful property that many
relationships and operations over the original
correspond to simpler relationships and operations over![]()
The Laplace transform of a function
is
defined as
where
is
in general a complex number. The transformed function is a function
of
labelled![]()
Example: Find the Laplace transform of![]()
![]()
Example: Find the Laplace transform of![]()
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