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Laplace Transform Basics


                Operational calculus















                                    1. Laplace Transform Basics




                   Ordinary and partial differential equations describe the way certain quantities
               vary with time, such as the current in an electrical circuit, the oscillations of a

               vibrating membrane, or the flow of heat through an insulated conductor. These
               equations are generally coupled with initial conditions that describe the state of
               the system at time t = 0.
                   A very powerful technique for solving these problems is that of the Laplace
               transform, which literally transforms the original differential equation into an

               elementary algebraic expression. This latter can then simply be transformed
               once again, into the solution of the original problem. This technique is known as
               the “Laplace transform method.” It will be treated extensively in next sections. In
               the present section we lay down the foundations of the theory and the basic

               properties of the Laplace transform.
                   The Laplace transform is named after mathematician and astronomer Pierre-
               Simon Laplace, who used a similar transform (now called z transform) in his work
               on probability theory. The current widespread use of the transform came about

               soonafterWorldWarIIalthoughithadbeenusedinthe19thcenturybyAbel, Lerch
               and Heaviside.



                     Basic principles





                   Definition 1.1✓ Given f(t), t > 0, the Laplace transform of f(t)
                   which is denoted by L[f(t)] (or F(s)) is defined by


                                                ∞                        A
                                              ∫                         ∫
                         L[f(t)] = F(s) =         e −st f(t) dt = lim      e −st f(t) dt s > 0         (1.1)
                                                                  A→∞
                                               0                        0
               . . . . .

                   We say the transform converges if the limit exists, and diverges if not. The
               notation L(f) will also be used to denote the Laplace transform of f, and the
               integral is the ordinary Riemann (improper) integral.


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