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Basic principles


                   The parameter s belongs to some domain on the real line or in the complex

               plane. We will choose s appropriately so as to ensure the convergence of the
               Laplace integral (1.1). In a mathematical and technical sense, the domain of s
               is quite important. However, in a practical sense, when differential equations are
               solved, the domain of s is routinely ignored. When s is complex, we will always

               use the notation s = x + iy.
                   The symbol L is the Laplace transformation, which acts on functions f =
                                                                                              −1
               f(t) and generates a new function, F(s) = Lf(t). The notation L                   will also use
                                                                                         −1
               to denote the inverse Laplace transform of F, i.e. f(t) = L F(s) means that
               Lf(t) = F(s).

                   Next we will give examples on computing the Laplace transform of given
               functions by definition.
                .

                   Example 1.1, f(t) ≡ 1 for t ≥ 0. Evaluate Lf(t).
               . . . . .
                .
                   Solution.

                                                     ∞
                                                   ∫                          ∞
                                                                      1            1
                                          F(s) =       e −st 1 dt = − e  −st    =
                                                                      s       0    s
                                                    0
                   provided of course that s > 0 (if s is real). Thus we have

                                                              1
                                                     L(1) =      (s > 0).                              (1.2)
                                                              s

                   If s ≤ 0, then the integral would diverge and there would be no resulting
                   Laplace transform. If we had taken s to be a complex variable, the same
                   calculation, with Re(s) > 0, would have given L(1) = 1/s.
                   In fact, let us just verify that in the above calculation the integral can be

                   treated in the same way even if s is a complex variable. We require the
                   well-known Euler formula


                                              iθ
                                             e = cos θ + i sin θ, θ — real,

                                          iθ
                   and the fact that |e | = 1. The claim is that (ignoring the minus sign as
                   well as the limits of integration to simplify the calculation)

                                                       ∫             st
                                                                    e
                                                            st
                                                          e dt =       ,                               (1.3)
                                                                     s
                   for s = x + iy is any complex number ̸= 0. To see this observe that

                              ∫            ∫                ∫                    ∫
                                   st
                                                                 xt
                                                                                      xt
                                 e dt =       e (x+iy)t dt =    e cos ytdt + i       e sin ytdt
               . . . .
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