Laplace transform

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In mathematics, the Laplace transform is a widely used integral transform. Denoted \displaystyle\mathcal{L} \left\{f(t)\right\}, it is a linear operator of a function f(t) with a real argument t (t ≥ 0) that transforms it to a function F(s) with a complex argument s. This transformation is essentially bijective for the majority of practical uses; the respective pairs of f(t) and F(s) are matched in tables. The Laplace transform has the useful property that many relationships and operations over the originals f(t) correspond to simpler relationships and operations over the images F(s).[1] The Laplace transform has many important applications throughout the sciences. It is named for Pierre-Simon Laplace who introduced the transform in his work on probability theory.

The Laplace transform is related to the Fourier transform, but whereas the Fourier transform resolves a function or signal into its modes of vibration, the Laplace transform resolves a function into its moments. Like the Fourier transform, the Laplace transform is used for solving differential and integral equations. In physics and engineering, it is used for analysis of linear time-invariant systems such as electrical circuits, harmonic oscillators, optical devices, and mechanical systems. In this analysis, the Laplace transform is often interpreted as a transformation from the time-domain, in which inputs and outputs are functions of time, to the frequency-domain, where the same inputs and outputs are functions of complex angular frequency, in radians per unit time. 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 analyzing the behavior of the system, or in synthesizing a new system based on a set of specifications.

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