In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace, is an integral transform that converts a function of a real variable to a function of a complex variable.
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In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace, is an integral transform that converts a function of a real variable to a function of a complex variable.
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The transform has many applications in science and engineering because it is a tool for solving differential equations.
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Laplace transform is named after mathematician and astronomer Pierre-Simon, marquis de Laplace, who used a similar transform in his work on probability theory.
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Current widespread use of the Laplace transform came about during and soon after World War II, replacing the earlier Heaviside operational calculus.
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The advantages of the Laplace transform had been emphasized by Gustav Doetsch, to whom the name Laplace transform is apparently due.
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However, in 1785, Laplace took the critical step forward when, rather than simply looking for a solution in the form of an integral, he started to apply the transforms in the sense that was later to become popular.
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Laplace transform then went on to apply the Laplace transform in the same way and started to derive some of its properties, beginning to appreciate its potential power.
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Laplace transform recognised that Joseph Fourier's method of Fourier series for solving the diffusion equation could only apply to a limited region of space, because those solutions were periodic.
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In 1809, Laplace applied his transform to find solutions that diffused indefinitely in space.
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Laplace transform of a function, defined for all real numbers, is the function, which is a unilateral transform defined by.
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The Laplace transform is defined and injective for suitable spaces of tempered distributions.
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The inverse Laplace transform is given by the following complex integral, which is known by various names :.
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In practice, it is typically more convenient to decompose a Laplace transform into known transforms of functions obtained from a table, and construct the inverse by inspection.
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The Laplace transform has applications throughout probability theory, including first passage times of stochastic processes such as Markov chains, and renewal theory.
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The Laplace transform is usually understood as conditionally convergent, meaning that it converges in the former but not in the latter sense.
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The Laplace transform is analytic in the region of absolute convergence: this is a consequence of Fubini's theorem and Morera's theorem.
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Laplace transform has a number of properties that make it useful for analyzing linear dynamical systems.
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The Laplace transform turns integral equations and differential equations to polynomial equations, which are much easier to solve.
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Laplace transform can be viewed as a continuous analogue of a power series.
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In other words, the Laplace transform is a continuous analog of a power series, in which the discrete parameter is replaced by the continuous parameter, and is replaced by.
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The Laplace transform is usually restricted to transformation of functions of with.
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The generalized Borel Laplace transform allows a different weighting function to be used, rather than the exponential function, to Laplace transform functions not of exponential type.
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Since an ordinary Laplace transform can be written as a special case of a two-sided transform, and since the two-sided transform can be written as the sum of two one-sided transforms, the theory of the Laplace-, Fourier-, Mellin-, and Z-transforms are at bottom the same subject.
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Unilateral Laplace transform takes as input a function whose time domain is the non-negative reals, which is why all of the time domain functions in the table below are multiples of the Heaviside step function,.
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Laplace transform is often used in circuit analysis, and simple conversions to the -domain of circuit elements can be made.
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Laplace transform is used frequently in engineering and physics; the output of a linear time-invariant system can be calculated by convolving its unit impulse response with the input signal.
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Laplace transform can be used to solve differential equations and is used extensively in mechanical engineering and electrical engineering.
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The Laplace transform reduces a linear differential equation to an algebraic equation, which can then be solved by the formal rules of algebra.
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