Questions tagged [laplace-transform]

The Laplace transform is a widely used integral transform (transformation of functions by integrals), similar to the Fourier transform.

The Laplace transform of a function f(t) is defined as:

$$ \mathcal{L[f(t)]}=\int_0^{\infty}f(t)e^{-st}dt $$

Denoted $ \mathcal{L[f(t)]} $, it is a linear operator of a function $f(t)$ with a real argument t that transforms it to a function $\hat{f}(s)$ with a complex argument $s$. This transformation is essentially bijective for the majority of practical uses; the respective pairs of $f(t)$ and $\hat{f}(s)$ 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 $\hat{f}(s)$.

It is named for Pierre-Simon Laplace, who introduced the transform in his work on probability theory.

3827 questions
72
votes
5 answers

What exactly is Laplace transform?

I've been working on Laplace transform for a while. I can carry it out on calculation and it's amazingly helpful. But I don't understand what exactly is it and how it works. I google and found out that it gives "less familiar" frequency view. My…
hasExams
  • 2,155
  • 4
  • 24
  • 34
43
votes
1 answer

Physical interpretation of Laplace transforms

One may define the derivative of $f$ at $x$ as $\lim\limits_{h\to0}\cdots\cdots\cdots$ etc., and show that that has certain properties, but it also has a "physical" interpretation: it is an instantaneous rate of change. How much money do I need to…
Michael Hardy
  • 1
  • 30
  • 276
  • 565
42
votes
4 answers

Differential equations and Fourier and Laplace transforms

Why do both the Fourier transform and the Laplace transform appear in the study of differential equations? I've never understood why there are some situations where the Fourier transform is used and some other situations where the Laplace transform…
33
votes
2 answers

Proof of the unbounded-ness of $\sum_{n\geq 1}\frac{1}{n}\sin\frac{x}{n}$

For any $x\in\mathbb{R}$, the series $$ \sum_{n\geq 1}\tfrac{1}{n}\,\sin\left(\tfrac{x}{n}\right) $$ is trivially absolutely convergent. It defines a function $f(x)$ and I would like to show that $f(x)$ is unbounded over $\mathbb{R}$. Here there are…
31
votes
2 answers

Connection between the Laplace transform and generating functions

As I was sitting through a boring lecture rehashing basic techniques to solve ordinary differential equations, I began thinking about the Laplace transform and scribbled down a few ideas that I've copied below. Consider the Laplace transform…
24
votes
5 answers

What is the difference between a function and a distribution?

I remember there was a tongue-in-cheek rule in mathematical analysis saying that to obtain the Fourier transform of a function $f(t)$, it is enough to get its Laplace transform $F(s)$, and replace $s$ by $j\omega$. Because their formula is pretty…
polfosol
  • 8,721
  • 6
  • 27
  • 56
22
votes
1 answer

Compute the inverse Laplace transform of $e^{-\sqrt{z}}$

I want to compute the inverse Laplace transform of a function $$ F(z) = e^{-\sqrt{z}}. $$ This problem seems very nontrivial to me. Here one can find the answer: the inverse Laplace transform of one variable function $e^{-\sqrt{z}}$ is equal…
Appliqué
  • 8,156
  • 3
  • 25
  • 55
18
votes
1 answer

How is Laplace transform more efficient?

I wrote an answer on Laplace Transform, following a series of lectures by Prof.Ali Hajimiri (kindly take a look at the answer, my question is entirely based on that answer). In this answer, though I was able to arrive at the Laplace transform with…
18
votes
2 answers

Unilateral Laplace Transform vs Bilateral Fourier Transform

I would like to know why when we find the Laplace transform we use the one-sided (unilateral) version (all Laplace transform tables I can find are one-sided, like this one http://people.seas.harvard.edu/~jones/es154/Laplace/Table_pairs.html)…
which988
  • 393
  • 2
  • 12
18
votes
1 answer

Laplace transform identity

Is there a function equal to its Laplace transform? I mean $$ \int_{0}^{\infty}dt\exp(-st)f(t)= f(s).$$ Of course I know $f(t)=0 $ satisfy the equation. For the case of the Fourier transform, I know the Hermite Polynomials are eigenfunction of the…
Jose Garcia
  • 8,074
  • 2
  • 27
  • 51
18
votes
3 answers

Why the Fourier and Laplace transforms of the Heaviside (unit) step function do not match?

The Fourier transform of the Heaviside step function $u(t)$ is $\dfrac{1}{iω} + π δ(ω)$. The Laplace transform of the same function is $\dfrac{1}{s}$. (Edit: This was my mistake, see my answer.) I remember the proof came from derivatives and…
user541686
  • 12,494
  • 15
  • 48
  • 93
17
votes
2 answers

"Continuized" Taylor Series? $\sin(x)=\sum \frac{(-1)^nx^{2n+1}}{(2n+1)!}=\int_{-1}^\infty \frac{\cos(\pi n) x^{2n+1}}{G(2n+1)}dn$?

~~not trying to reinvent the Laplace transform, but just an exploration into these particular series and integrals~~ Current answers don't fully address the 5 questions, so any new ideas or suggestions would be much appreciated. Thanks for the…
D.R.
  • 5,864
  • 3
  • 17
  • 44
16
votes
2 answers

Relationship Between The Z-Transform And The Laplace Transform

Below I've quoted Wikipedia's entry that relates the Z-Transform to the Laplace Transform. The part I don't understand is $z \ \stackrel{\mathrm{def}}{=}\ e^{s T}$; I thought $z$ was actually an element of $\mathbb{C}$ and thus would be $z \…
15
votes
1 answer

Is the Laplace transform a functor?

I may be oversimplifying, as I know very little about category theory, but: Does the Laplace transform, which—to my limited recollection—is a morphism between differential equations and algebraic equations, class as a functor?
Xophmeister
  • 457
  • 2
  • 11
15
votes
3 answers

Laplace transform for dummies

The question Fourier transform for dummies has an amazing answer: https://math.stackexchange.com/a/72479/115703 Could the Laplace transform be explained in as illuminating a way? Why should the Laplace transform work? What's some of the history…
bzm3r
  • 3,326
  • 27
  • 67
1
2 3
99 100