I

ntr
oduct
iont
oLapl
aceTr
ansf
orm
I
nmat
hemat
ics,t
heLapl
acet
ransf
orm,namedaf
teri
tsi
nvent
orPi
err
e-
Si
monLapl
acei
sani
ntegr
alt
ransf
ormt
hatconver
tsaf
unct
ionofar
eal
var
iabl
et(
oft
ent
ime)t
oaf
unct
ionofacompl
exvar
iabl
es(
compl
ex
f
requency)
. The t
ransf
orm has many appl
icat
ions i
n sci
ence and
engi
neer
ing becausei
tisat
oolf
orsol
ving di
ff
erent
ialequat
ions.I
n
par
ti
cul
ar,
itt
ransf
ormsdi
ff
erent
ial
equat
ionsi
ntoal
gebr
aicequat
ionsand
convol
uti
oni
ntomul
ti
pli
cat
ion.

TheLapl
acet
ransf
orm met
hodcanbeusedf
orsol
vingl
ineardi
ff
erent
ial
equat
ions.Lapl
acet
ransf
ormscanbeusedt
oconver
tmanycommon
f
unct
ions,suchassi
nusoi
dalf
unct
ions,dampedsi
nusoi
dalf
unct
ions,and
exponent
ialf
unct
ionsi
ntoal
gebr
aicf
unct
ionsofacompl
exvar
iabl
es.
Oper
ali
onssuchasdi
ff
erent
iat
ionandi
ntegr
ati
oncanber
epl
acedby
al
gebr
aicoper
ati
onsi
nthecompl
expl
ane.Thus,al
ineardi
ff
erent
ial
equat
ioncanbet
ransf
ormedi
ntoanal
gebr
aicequat
ioni
nacompl
ex
var
iabl
es.

Def
ini
ti
onofLapl
acet
ransf
orm
TheLapl
acet
ransf
ormofaf
unct
ionf(
t),
def
inedf
oral
lreal
number
st≥0,
i
sthef
unct
ionF(
s),
whi
chi
sauni
lat
eral
transf
ormdef
inedby

Wher
esi
sacompl
exnumberf
requencypar
amet
er
s=σ+i
ωwi
thr
eal
number
sσandω.

Anal
ter
nat
enot
ati
onf
ort
heLapl
acet
ransf
or sL{
mi f}i
nst
eadofF.

Themeani
ngoft
hei
ntegr
aldependsont
ypesoff
unct
ionsofi
nter
est
.A
necessar
ycondi
ti
onf
orexi
stenceoft
hei
ntegr
ali
sthatfmustbel
ocal
ly
i
ntegr
abl
eon

[
0,∞)
.

Forl
ocal
lyi
ntegr
abl
efunct
ionst
hatdecayati
nfi
nit
yorar
eofexponent
ial
t
ype,
thei
ntegr
alcanbeunder
stoodt
obea(
proper
)Lebesguei
ntegr
al.
However
,formanyappl
icat
ionsi
tisnecessar
ytor
egar
ditasa
condi
ti
onal
lyconver
genti
mpr
operi
ntegr
alat∞.St
il
lmor
egener
all
y,t
he
i
ntegr
alcanbeunder
stoodi
naweaksense,
andt
hisi
sdeal
twi
thbel
ow.

Onecandef
inet
heLapl
acet
ransf
ormofaf
ini
teBor
elmeasur
eμbyt
he
Lebesguei
ntegr
al

Ani
mpor
tantspeci
alcasei
swher
eμi
sapr
obabi
li
tymeasur
e,f
orexampl
e,
t
heDi
racdel
taf
unct
ion.I
noper
ati
onal
cal
cul
us,
theLapl
acet
ransf
ormofa
measur
eisof
tent
reat
edast
hought
hemeasur
ecamef
romapr
obabi
li
ty
densi
tyf
unct
ionf
.Int
hatcase,
toavoi
dpot
ent
ial
conf
usi
on,
oneof
ten
wr
it
es

Wher
ethel
owerl
imi
tof0−i
sshor
thandnot
ati
onf
or
Thi
sli
mitemphasi
zest
hatanypoi
ntmassl
ocat
edat0i
sent
ir
elycapt
ured
byt
heLapl
acet
ransf
orm.Al
thoughwi
tht
heLebesguei
ntegr
al,
iti
snot
necessar
ytot
akesuchal
imi
t,i
tdoesappearmor
enat
ural
lyi
nconnect
ion
wi
tht
heLapl
ace–St
iel
tj
est
ransf
orm.

I
ntr
oduct
iont
oFour
iert
ransf
orms.
TheFour
ierTr
ansf
ormi
samat
hemat
icalt
echni
quet
hatt
ransf
ormsa
f
unct
ionoft
ime,
x(t
),t
oaf
unct
ionoff
requency,
X(ω)
.Iti
scl
osel
y
r
elat
edt
otheFour
ier

•TheFour
iert
ransf
orm al
lowsust
oper
for
mtaskst
hatwoul
dbe
i
mpossi
blet
oper
for
m anyot
herway

•I
tismor
eef
fi
cientt
ouset
heFour
iert
ransf
ormt
hanaspat
ialf
il
terf
ora
l
argef
il
ter

•TheFour
iert
ransf
orm al
soal
lowsust
oisol
ateandpr
ocesspar
ti
cul
ar
i
magef
requenci
es.