Laplace transform

In mathematics, the Laplace transform, named after its discoverer Pierre-Simon Laplace (/ləˈplɑːs/), is an integral transform that converts a function of a real
variable (usually , in the time domain) to a function of a complex variable (in the complex-valued frequency domain, also known as s-domain, or s-plane).

The transform is useful for converting differentiation and integration in the time domain into much easier multiplication and division in the Laplace domain
(analogous to how logarithms are useful for simplifying multiplication and division into addition and subtraction). This gives the transform many applications in
science and engineering, mostly as a tool for solving linear differential equations[1] and dynamical systems by simplifying ordinary differential equations and
integral equations into algebraic polynomial equations, and by simplifying convolution into multiplication.[2][3] Once solved, the inverse Laplace transform
reverts to the original domain.

The Laplace transform is defined (for suitable functions f) by the integral:

History
The Laplace transform is named after mathematician and astronomer Pierre-Simon, Marquis de Laplace, who used a
similar transform in his work on probability theory.[4] Laplace wrote extensively about the use of generating functions
(1814), and the integral form of the Laplace transform evolved naturally as a result.[5]

Laplace's use of generating functions was similar to what is now known as the z-transform, and he gave little attention
to the continuous variable case which was discussed by Niels Henrik Abel.[6] The theory was further developed in the
19th and early 20th centuries by Mathias Lerch,[7] Oliver Heaviside,[8] and Thomas Bromwich.[9]

The current widespread use of the transform (mainly in engineering) came about during and soon after World War II,[10]
replacing the earlier Heaviside operational calculus. The advantages of the Laplace transform had been emphasized by
Gustav Doetsch,[11] to whom the name Laplace transform is apparently due.

From 1744, Leonhard Euler investigated integrals of the form

Pierre-Simon, marquis de Laplace

as solutions of differential equations, but did not pursue the matter very far.[12] Joseph-Louis Lagrange was an admirer of Euler and, in his work on integrating
probability density functions, investigated expressions of the form

which some modern historians have interpreted within modern Laplace transform theory.[13][14]

These types of integrals seem first to have attracted Laplace's attention in 1782, where he was following in the spirit of Euler in using the integrals themselves as
solutions of equations.[15] 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. He used an integral of the form

akin to a Mellin transform, to transform the whole of a difference equation, in order to look for solutions of the transformed equation. He 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.[16]

Laplace also 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. In 1809, Laplace applied his transform to find solutions that diffused indefinitely in space.[17]

Formal definition
The Laplace transform of a function f(t), defined for all real numbers t ≥ 0 , is the function F(s), which is a unilateral transform defined by

(Eq.1)

where s is a complex frequency domain parameter

with real numbers σ and ω.

An alternate notation for the Laplace transform is instead of F.[3]

The meaning of the integral depends on types of functions of interest. A necessary condition for existence of the integral is that f must be locally integrable on
[0, ∞). For locally integrable functions that decay at infinity or are of exponential type ( ), the integral can be understood to be a (proper)
Lebesgue integral. However, for many applications it is necessary to regard it as a conditionally convergent improper integral at ∞ . Still more generally, the
integral can be understood in a weak sense, and this is dealt with below.

One can define the Laplace transform of a finite Borel measure μ by the Lebesgue integral[18]

An important special case is where μ is a probability measure, for example, the Dirac delta function. In operational calculus, the Laplace transform of a measure
is often treated as though the measure came from a probability density function f. In that case, to avoid potential confusion, one often writes

where the lower limit of 0 − is shorthand notation for

This limit emphasizes that any point mass located at 0 is entirely captured by the Laplace transform. Although with the Lebesgue integral, it is not necessary to
take such a limit, it does appear more naturally in connection with the Laplace–Stieltjes transform.

Bilateral Laplace transform

When one says "the Laplace transform" without qualification, the unilateral or one-sided transform is usually intended. The Laplace transform can be
alternatively defined as the bilateral Laplace transform, or two-sided Laplace transform, by extending the limits of integration to be the entire real axis. If that is
done, the common unilateral transform simply becomes a special case of the bilateral transform, where the definition of the function being transformed is
multiplied by the Heaviside step function.

The bilateral Laplace transform F(s) is defined as follows:

(Eq.2)

An alternate notation for the bilateral Laplace transform is , instead of F.

Inverse Laplace transform

Two integrable functions have the same Laplace transform only if they differ on a set of Lebesgue measure zero. This means that, on the range of the transform,
there is an inverse transform. In fact, besides integrable functions, the Laplace transform is a one-to-one mapping from one function space into another in many
other function spaces as well, although there is usually no easy characterization of the range.

Typical function spaces in which this is true include the spaces of bounded continuous functions, the space L ∞(0, ∞), or more generally tempered distributions
on (0, ∞). The Laplace transform is also defined and injective for suitable spaces of tempered distributions.

In these cases, the image of the Laplace transform lives in a space of analytic functions in the region of convergence. The inverse Laplace transform is given by
the following complex integral, which is known by various names (the Bromwich integral, the Fourier–Mellin integral, and Mellin's inverse formula):

(Eq.3)

where γ is a real number so that the contour path of integration is in the region of convergence of F(s). In most applications, the contour can be closed,
allowing the use of the residue theorem. An alternative formula for the inverse Laplace transform is given by Post's inversion formula. The limit here is
interpreted in the weak-* topology.

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.

Probability theory

In pure and applied probability, the Laplace transform is defined as an expected value. If X is a random variable with probability density function f, then the
Laplace transform of f is given by the expectation
 where is the expectation of random variable .

By convention, this is referred to as the Laplace transform of the random variable X itself. Here, replacing s by −t gives the moment generating function of X.
The Laplace transform has applications throughout probability theory, including first passage times of stochastic processes such as Markov chains, and renewal
theory.

Of particular use is the ability to recover the cumulative distribution function of a continuous random variable X, by means of the Laplace transform as
follows:[19]

Algebraic construction

The Laplace transform can be alternatively defined in a purely algebraic manner by applying a field of fractions construction to the convolution ring of functions
on the positive half-line. The resulting space of abstract operators is exactly equivalent to Laplace space, but in this construction the forward and reverse
transforms never need to be explicitly defined (avoiding the related difficulties with proving convergence).[20]

Region of convergence
If f is a locally integrable function (or more generally a Borel measure locally of bounded variation), then the Laplace transform F(s) of f converges provided
that the limit

exists.

The Laplace transform converges absolutely if the integral

exists as a proper Lebesgue integral. The Laplace transform is usually understood as conditionally convergent, meaning that it converges in the former but not in
the latter sense.

The set of values for which F(s) converges absolutely is either of the form Re(s) > a or Re(s) ≥ a , where a is an extended real constant with −∞ ≤ a ≤ ∞
(a consequence of the dominated convergence theorem). The constant a is known as the abscissa of absolute convergence, and depends on the growth behavior
of f(t).[21] Analogously, the two-sided transform converges absolutely in a strip of the form a < Re(s) < b , and possibly including the lines Re(s) = a or
Re(s) = b.[22] The subset of values of s for which the Laplace transform converges absolutely is called the region of absolute convergence, or the domain of
absolute convergence. In the two-sided case, it is sometimes called the strip of absolute convergence. The Laplace transform is analytic in the region of absolute
convergence: this is a consequence of Fubini's theorem and Morera's theorem.

Similarly, the set of values for which F(s) converges (conditionally or absolutely) is known as the region of conditional convergence, or simply the region of
convergence (ROC). If the Laplace transform converges (conditionally) at s = s0, then it automatically converges for all s with Re(s) > Re(s0). Therefore,
the region of convergence is a half-plane of the form Re(s) > a , possibly including some points of the boundary line Re(s) = a .

In the region of convergence Re(s) > Re(s0), the Laplace transform of f can be expressed by integrating by parts as the integral

That is, F(s) can effectively be expressed, in the region of convergence, as the absolutely convergent Laplace transform of some other function. In particular, it
is analytic.

There are several Paley–Wiener theorems concerning the relationship between the decay properties of f, and the properties of the Laplace transform within the
region of convergence.

In engineering applications, a function corresponding to a linear time-invariant (LTI) system is stable if every bounded input produces a bounded output. This is
equivalent to the absolute convergence of the Laplace transform of the impulse response function in the region Re(s) ≥ 0 . As a result, LTI systems are stable,
provided that the poles of the Laplace transform of the impulse response function have negative real part.

This ROC is used in knowing about the causality and stability of a system.

Properties and theorems

The Laplace transform's key property is that it is converts differentiation and integration in the time domain into multiplication and division s in the Laplace
domain. Thus, the Laplace variable s is also known as operator variable in the Laplace domain: either the derivative operator or (for s−1) the integration
operator.

Given the functions f(t) and g(t), and their respective Laplace transforms F(s) and G(s),

the following table is a list of properties of unilateral Laplace transform:[23]

Properties of the unilateral Laplace transform

Property Time domain s domain Comment

Linearity Can be proved using basic rules of integration.

Frequency-domain
derivative
F′ is the first derivative of F with respect to s.

Frequency-domain
More general form, nth derivative of F(s).
general derivative

f is assumed to be a differentiable function, and its derivative is

Derivative assumed to be of exponential type. This can then be obtained by
integration by parts

f is assumed twice differentiable and the second derivative to be of

Second derivative exponential type. Follows by applying the Differentiation property
to f′(t).

General derivative
f is assumed to be n-times differentiable, with nth derivative of
exponential type. Follows by mathematical induction.

Frequency-domain This is deduced using the nature of frequency differentiation and

integration conditional convergence.

Time-domain u(t) is the Heaviside step function and (u ∗ f)(t) is the

integration convolution of u(t) and f(t).

Frequency shifting

Time shifting a > 0, u(t) is the Heaviside step function

Time scaling a>0

The integration is done along the vertical line Re(σ) = c that lies
Multiplication
entirely within the region of convergence of F.[24]

Convolution

Circular convolution For periodic functions with period T.

Complex conjugation

Cross-correlation

f(t) is a periodic function of period T so that f(t) = f(t + T), for all
Periodic function t ≥ 0. This is the result of the time shifting property and the
geometric series.

Periodic summation

Initial value theorem

Final value theorem

, if all poles of are in the left half-plane.
 The final value theorem is useful because it gives the long-term behaviour without having to perform partial fraction decompositions (or
other difficult algebra). If F(s) has a pole in the right-hand plane or poles on the imaginary axis (e.g., if or ), then the
behaviour of this formula is undefined.

Relation to power series

The Laplace transform can be viewed as a continuous analogue of a power series.[25] If a(n) is a discrete function of a positive integer n , then the power series
associated to a(n) is the series

where x is a real variable (see Z-transform). Replacing summation over n with integration over t, a continuous version of the power series becomes

where the discrete function a(n) is replaced by the continuous one f(t).

Changing the base of the power from x to e gives

For this to converge for, say, all bounded functions f, it is necessary to require that ln x < 0 . Making the substitution −s = ln x gives just the Laplace
transform:

In other words, the Laplace transform is a continuous analog of a power series, in which the discrete parameter n is replaced by the continuous parameter t, and
x is replaced by e−s.

Relation to moments

The quantities

are the moments of the function f. If the first n moments of f converge absolutely, then by repeated differentiation under the integral,

This is of special significance in probability theory, where the moments of a random variable X are given by the expectation values . Then, the
relation holds

Computation of the Laplace transform of a function's derivative

It is often convenient to use the differentiation property of the Laplace transform to find the transform of a function's derivative. This can be derived from the
basic expression for a Laplace transform as follows:

yielding
and in the bilateral case,

The general result

where denotes the n th derivative of f, can then be established with an inductive argument.

Evaluating integrals over the positive real axis

A useful property of the Laplace transform is the following:

under suitable assumptions on the behaviour of in a right neighbourhood of and on the decay rate of in a left neighbourhood of . The above
formula is a variation of integration by parts, with the operators and being replaced by and . Let us prove the equivalent formulation:

By plugging in the left-hand side turns into:

but assuming Fubini's theorem holds, by reversing the order of integration we get the wanted right-hand side.

This method can be used to compute integrals that would otherwise be difficult to compute using elementary methods of real calculus. For example,

Relationship to other transforms

Laplace–Stieltjes transform

The (unilateral) Laplace–Stieltjes transform of a function g : ℝ → ℝ is defined by the Lebesgue–Stieltjes integral

The function g is assumed to be of bounded variation. If g is the antiderivative of f:

then the Laplace–Stieltjes transform of g and the Laplace transform of f coincide. In general, the Laplace–Stieltjes transform is the Laplace transform of the
Stieltjes measure associated to g . So in practice, the only distinction between the two transforms is that the Laplace transform is thought of as operating on the
density function of the measure, whereas the Laplace–Stieltjes transform is thought of as operating on its cumulative distribution function.[26]

Fourier transform

The Fourier transform is a special case (under certain conditions) of the bilateral Laplace transform. While the Fourier transform of a function is a complex
function of a real variable (frequency), the Laplace transform of a function is a complex function of a complex variable. The Laplace transform is usually
restricted to transformation of functions of t with t ≥ 0 . A consequence of this restriction is that the Laplace transform of a function is a holomorphic function of
the variable s. Unlike the Fourier transform, the Laplace transform of a distribution is generally a well-behaved function. Techniques of complex variables can
also be used to directly study Laplace transforms. As a holomorphic function, the Laplace transform has a power series representation. This power series
expresses a function as a linear superposition of moments of the function. This perspective has applications in probability theory.

The Fourier transform is equivalent to evaluating the bilateral Laplace transform with imaginary argument s = iω or s = 2πiξ[27] when the condition
explained below is fulfilled,

1
This convention of the Fourier transform ( in Fourier transform § Other conventions) requires a factor of on the inverse Fourier transform. This
2π
relationship between the Laplace and Fourier transforms is often used to determine the frequency spectrum of a signal or dynamical system.

The above relation is valid as stated if and only if the region of convergence (ROC) of F(s) contains the imaginary axis, σ = 0 .

For example, the function f(t) = cos(ω0t) has a Laplace transform F(s) = s/(s2 + ω02) whose ROC is Re(s) > 0 . As s = iω0 is a pole of F(s),
substituting s = iω in F(s) does not yield the Fourier transform of f(t)u(t), which contains terms proportional to the Dirac delta functions δ(ω ± ω0).

However, a relation of the form

holds under much weaker conditions. For instance, this holds for the above example provided that the limit is understood as a weak limit of measures (see vague
topology). General conditions relating the limit of the Laplace transform of a function on the boundary to the Fourier transform take the form of Paley–Wiener
theorems.

Mellin transform

The Mellin transform and its inverse are related to the two-sided Laplace transform by a simple change of variables.

If in the Mellin transform

we set θ = e−t we get a two-sided Laplace transform.

Z-transform

The unilateral or one-sided Z-transform is simply the Laplace transform of an ideally sampled signal with the substitution of

where T = 1/fs is the sampling interval (in units of time e.g., seconds) and fs is the sampling rate (in samples per second or hertz).

Let

be a sampling impulse train (also called a Dirac comb) and

be the sampled representation of the continuous-time x(t)

The Laplace transform of the sampled signal xq(t) is

This is the precise definition of the unilateral Z-transform of the discrete function x[n]

with the substitution of z → esT.

Comparing the last two equations, we find the relationship between the unilateral Z-transform and the Laplace transform of the sampled signal,

The similarity between the Z- and Laplace transforms is expanded upon in the theory of time scale calculus.

Borel transform

The integral form of the Borel transform

is a special case of the Laplace transform for f an entire function of exponential type, meaning that

for some constants A and B. The generalized Borel transform allows a different weighting function to be used, rather than the exponential function, to transform
functions not of exponential type. Nachbin's theorem gives necessary and sufficient conditions for the Borel transform to be well defined.

Fundamental relationships

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. However, a different point of view and
different characteristic problems are associated with each of these four major integral transforms.

Table of selected Laplace transforms

The following table provides Laplace transforms for many common functions of a single variable.[28][29] For definitions and explanations, see the Explanatory
Notes at the end of the table.

Because the Laplace transform is a linear operator,

The Laplace transform of a sum is the sum of Laplace transforms of each term.

The Laplace transform of a multiple of a function is that multiple times the Laplace transformation of that function.

Using this linearity, and various trigonometric, hyperbolic, and complex number (etc.) properties and/or identities, some Laplace transforms can be obtained
from others more quickly than by using the definition directly.

The 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, u(t).

The entries of the table that involve a time delay τ are required to be causal (meaning that τ > 0 ). A causal system is a system where the impulse response h(t)
is zero for all time t prior to t = 0 . In general, the region of convergence for causal systems is not the same as that of anticausal systems.
 Selected Laplace transforms
Time domain Laplace s-domain
Function Region of convergence Reference

unit impulse all s inspection

time shift of
delayed impulse
unit impulse

unit step integrate unit impulse

time shift of
delayed unit step
unit step

product of delayed function and delayed step u-substitution,

rectangular impulse

integrate unit
ramp
impulse twice

nth power integrate unit

(for integer n) (n > −1) step n times

qth power [30][31]

(for complex q)

nth root Set q = 1/n above.

Integrate unit step,

nth power with frequency shift apply frequency shift

integrate unit step,

delayed nth power
apply frequency shift,
with frequency shift
apply time shift

Frequency shift of
exponential decay
unit step

two-sided exponential decay Frequency shift of

(only for bilateral transform) unit step

unit step minus

exponential approach
exponential decay

sine [32]

cosine [32]

hyperbolic sine [33]

hyperbolic cosine [33]

exponentially decaying [32]

sine wave

exponentially decaying [32]

cosine wave

natural logarithm [33]

Bessel function
of the first kind, [34]
of order n (n > −1)

Error function [34]

Explanatory notes:

u(t) represents the Heaviside step function. t, a real number, typically represents time, although it can represent any independent dimension.
δ represents the Dirac delta function. s is the complex frequency domain parameter, and Re(s) is its real part.
Γ(z) represents the gamma function. α, β, τ, and ω are real numbers.
γ is the Euler–Mascheroni constant. n is an integer.

s-domain equivalent circuits and impedances

The Laplace transform is often used in circuit analysis, and simple conversions to the s-domain of circuit elements can be made. Circuit elements can be
transformed into impedances, very similar to phasor impedances.

Here is a summary of equivalents:

Note that the resistor is exactly the same in the time domain and the s-domain. The sources are put in if there are initial conditions on the circuit elements. For
example, if a capacitor has an initial voltage across it, or if the inductor has an initial current through it, the sources inserted in the s-domain account for that.

The equivalents for current and voltage sources are simply derived from the transformations in the table above.

Examples and applications

The 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. Performing this calculation in Laplace space turns the convolution into a multiplication; the latter being easier to solve
because of its algebraic form. For more information, see control theory. The Laplace transform is invertible on a large class of functions. 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.[35]

The Laplace transform can also be used to solve differential equations and is used extensively in mechanical engineering and electrical engineering. The
Laplace transform reduces a linear differential equation to an algebraic equation, which can then be solved by the formal rules of algebra. The original
differential equation can then be solved by applying the inverse Laplace transform. English electrical engineer Oliver Heaviside first proposed a similar scheme,
although without using the Laplace transform; and the resulting operational calculus is credited as the Heaviside calculus.

Evaluating improper integrals

Let . Then (see the table above)

From which one gets:

In the limit , one gets

provided that the interchange of limits can be justified. This is often possible as a consequence of the final value theorem. Even when the interchange cannot be
justified the calculation can be suggestive. For example, with a ≠ 0 ≠ b , proceeding formally one has

The validity of this identity can be proved by other means. It is an example of a Frullani integral.

Another example is Dirichlet integral.

Complex impedance of a capacitor

In the theory of electrical circuits, the current flow in a capacitor is proportional to the capacitance and rate of change in the electrical potential (with equations
as for the SI unit system). Symbolically, this is expressed by the differential equation
where C is the capacitance of the capacitor, i = i(t) is the electric current through the capacitor as a function of time, and v = v(t) is the voltage across the
terminals of the capacitor, also as a function of time.

Taking the Laplace transform of this equation, we obtain

where

and

Solving for V(s) we have

The definition of the complex impedance Z (in ohms) is the ratio of the complex voltage V divided by the complex current I while holding the initial state V0 at
zero:

Using this definition and the previous equation, we find:

which is the correct expression for the complex impedance of a capacitor. In addition, the Laplace transform has large applications in control theory.

Impulse response

Consider a linear time-invariant system with transfer function

The impulse response is simply the inverse Laplace transform of this transfer function:

Partial fraction expansion

To evaluate this inverse transform, we begin by expanding H(s) using the method of partial fraction expansion,

The unknown constants P and R are the residues located at the corresponding poles of the transfer function. Each residue represents the relative contribution of
that singularity to the transfer function's overall shape.

By the residue theorem, the inverse Laplace transform depends only upon the poles and their residues. To find the residue P, we multiply both sides of the
equation by s + α to get
Then by letting s = −α, the contribution from R vanishes and all that is left is

Similarly, the residue R is given by

Note that

and so the substitution of R and P into the expanded expression for H(s) gives

Finally, using the linearity property and the known transform for exponential decay (see Item #3 in the Table of Laplace Transforms, above), we can take the
inverse Laplace transform of H(s) to obtain

which is the impulse response of the system.

Convolution

The same result can be achieved using the convolution property as if the system is a series of filters with transfer functions 1/(s + α) and 1/(s + β). That is,
the inverse of

is

Phase delay

Time function Laplace transform

Starting with the Laplace transform,

we find the inverse by first rearranging terms in the fraction:

We are now able to take the inverse Laplace transform of our terms:
This is just the sine of the sum of the arguments, yielding:

We can apply similar logic to find that

Statistical mechanics

In statistical mechanics, the Laplace transform of the density of states defines the partition function.[36] That is, the canonical partition function is
given by

and the inverse is given by

Spatial (not time) structure from astronomical spectrum

The wide and general applicability of the Laplace transform and its inverse is illustrated by an application in astronomy which provides some information on the
spatial distribution of matter of an astronomical source of radiofrequency thermal radiation too distant to resolve as more than a point, given its flux density
spectrum, rather than relating the time domain with the spectrum (frequency domain).

Assuming certain properties of the object, e.g. spherical shape and constant temperature, calculations based on carrying out an inverse Laplace transformation
on the spectrum of the object can produce the only possible model of the distribution of matter in it (density as a function of distance from the center) consistent
with the spectrum.[37] When independent information on the structure of an object is available, the inverse Laplace transform method has been found to be in
good agreement.

Gallery

An example curve of et cos(10t) that is Animation showing how adding together

added together with similar curves to form a curves can approximate a function.
Laplace Transform.

See also
Mathematics
portal
 Analog signal processing Moment-generating function
Bernstein's theorem on monotone functions Nonlocal operator
Continuous-repayment mortgage Post's inversion formula
Hamburger moment problem Signal-flow graph
Hardy–Littlewood Tauberian theorem Transfer function
Laplace–Carson transform

Notes
1. Lynn, Paul A. (1986). "The Laplace Transform and the z- 17. Grattan-Guinness 1997, pp. 262–266
transform". Electronic Signals and Systems. London: Macmillan 18. Feller 1971, §XIII.1
Education UK. pp. 225–272. doi:10.1007/978-1-349-18461-3_6 (ht
19. The cumulative distribution function is the integral of the
tps://doi.org/10.1007%2F978-1-349-18461-3_6). ISBN 978-0-333- probability density function.
39164-8. "Laplace Transform and the z-transform are closely
related to the Fourier Transform. Laplace Transform is somewhat 20. Mikusiński, Jan (14 July 2014). Operational Calculus (https://book
more general in scope than the Fourier Transform, and is widely s.google.com/books?id=e8LSBQAAQBAJ). Elsevier.
used by engineers for describing continuous circuits and systems, ISBN 9781483278933.
including automatic control systems." 21. Widder 1941, Chapter II, §1
2. "Differential Equations - Laplace Transforms" (https://tutorial.math.l 22. Widder 1941, Chapter VI, §2
amar.edu/classes/de/LaplaceIntro.aspx). tutorial.math.lamar.edu. 23. Korn & Korn 1967, pp. 226–227
Retrieved 2020-08-08. 24. Bracewell 2000, Table 14.1, p. 385
3. Weisstein, Eric W. "Laplace Transform" (https://mathworld.wolfram. 25. Archived at Ghostarchive (https://ghostarchive.org/varchive/youtub
com/LaplaceTransform.html). mathworld.wolfram.com. Retrieved e/20211211/zvbdoSeGAgI) and the Wayback Machine (https://we
2020-08-08. b.archive.org/web/20141220033002/https://www.youtube.com/wat
4. "Des Fonctions génératrices" [On generating functions], Théorie ch?v=zvbdoSeGAgI&gl=US&hl=en): Mattuck, Arthur. "Where the
analytique des Probabilités (https://archive.org/details/thorieanalyti Laplace Transform comes from" (https://www.youtube.com/watch?
qu01laplgoog) [Analytical Probability Theory] (in French) v=zvbdoSeGAgI). YouTube.
(2nd ed.), Paris, 1814, chap.I sect.2-20 26. Feller 1971, p. 432
5. Jaynes, E. T. (Edwin T.) (2003). Probability theory : the logic of 27. Takacs 1953, p. 93
science. Bretthorst, G. Larry. Cambridge, UK: Cambridge
28. Riley, K. F.; Hobson, M. P.; Bence, S. J. (2010), Mathematical
University Press. ISBN 0511065892. OCLC 57254076 (https://ww
methods for physics and engineering (3rd ed.), Cambridge
w.worldcat.org/oclc/57254076).
University Press, p. 455, ISBN 978-0-521-86153-3
6. Abel, Niels H. (1820), "Sur les fonctions génératrices et leurs
29. Distefano, J. J.; Stubberud, A. R.; Williams, I. J. (1995), Feedback
déterminantes", Œuvres Complètes (in French), vol. II (published
systems and control, Schaum's outlines (2nd ed.), McGraw-Hill,
1839), pp. 77–88 1881 edition (https://books.google.com/books?id
p. 78, ISBN 978-0-07-017052-0
=6FtDAQAAMAAJ&pg=RA2-PA67)
30. Lipschutz, S.; Spiegel, M. R.; Liu, J. (2009). Mathematical
7. Lerch, Mathias (1903), "Sur un point de la théorie des fonctions
Handbook of Formulas and Tables. Schaum's Outline Series
génératrices d'Abel" [Proof of the inversion formula], Acta
(3rd ed.). McGraw-Hill. p. 183. ISBN 978-0-07-154855-7. –
Mathematica (in French), 27: 339–351, doi:10.1007/BF02421315
provides the case for real q .
(https://doi.org/10.1007%2FBF02421315),
hdl:10338.dmlcz/501554 (https://hdl.handle.net/10338.dmlcz%2F5 31. http://mathworld.wolfram.com/LaplaceTransform.html – Wolfram
01554) Mathword provides case for complex q
8. Heaviside, Oliver (January 2008), "The solution of definite 32. Bracewell 1978, p. 227.
integrals by differential transformation" (https://books.google.com/b 33. Williams 1973, p. 88.
ooks?id=y9auR0L6ZRcC&pg=PA234), Electromagnetic Theory, 34. Williams 1973, p. 89.
vol. III, London, section 526, ISBN 9781605206189
35. Korn & Korn 1967, §8.1
9. Bromwich, Thomas J. (1916), "Normal coordinates in dynamical
36. RK Pathria; Paul Beal (1996). Statistical mechanics (https://archiv
systems" (https://zenodo.org/record/2319588), Proceedings of the
e.org/details/statisticalmecha00path_911) (2nd ed.). Butterworth-
London Mathematical Society, 15: 401–448, doi:10.1112/plms/s2-
Heinemann. p. 56 (https://archive.org/details/statisticalmecha00pat
15.1.401 (https://doi.org/10.1112%2Fplms%2Fs2-15.1.401)
h_911/page/n66). ISBN 9780750624695.
10. An influential book was: Gardner, Murray F.; Barnes, John L.
37. Salem, M.; Seaton, M. J. (1974), "I. Continuum spectra and
(1942), Transients in Linear Systems studied by the Laplace
brightness contours", Monthly Notices of the Royal Astronomical
Transform, New York: Wiley
Society, 167: 493–510, Bibcode:1974MNRAS.167..493S (https://u
11. Doetsch, Gustav (1937), Theorie und Anwendung der i.adsabs.harvard.edu/abs/1974MNRAS.167..493S),
Laplacesche Transformation [Theory and Application of the doi:10.1093/mnras/167.3.493 (https://doi.org/10.1093%2Fmnras%
Laplace Transform] (in German), Berlin: Springer translation 1943 2F167.3.493), and
12. Euler 1744, Euler 1753, Euler 1769 Salem, M. (1974), "II. Three-dimensional models", Monthly Notices
13. Lagrange 1773 of the Royal Astronomical Society, 167: 511–516,
14. Grattan-Guinness 1997, p. 260 Bibcode:1974MNRAS.167..511S (https://ui.adsabs.harvard.edu/a
bs/1974MNRAS.167..511S), doi:10.1093/mnras/167.3.511 (https://
15. Grattan-Guinness 1997, p. 261 doi.org/10.1093%2Fmnras%2F167.3.511)
16. Grattan-Guinness 1997, pp. 261–262

References

Modern
Bracewell, Ronald N. (1978), The Fourier Transform and its Applications (2nd ed.), McGraw-Hill Kogakusha, ISBN 978-0-07-007013-4
Bracewell, R. N. (2000), The Fourier Transform and Its Applications (3rd ed.), Boston: McGraw-Hill, ISBN 978-0-07-116043-8
Feller, William (1971), An introduction to probability theory and its applications. Vol. II., Second edition, New York: John Wiley & Sons,
MR 0270403 (https://mathscinet.ams.org/mathscinet-getitem?mr=0270403)
Korn, G. A.; Korn, T. M. (1967), Mathematical Handbook for Scientists and Engineers (2nd ed.), McGraw-Hill Companies, ISBN 978-0-07-
035370-1
 Widder, David Vernon (1941), The Laplace Transform, Princeton Mathematical Series, v. 6, Princeton University Press, MR 0005923 (http
s://mathscinet.ams.org/mathscinet-getitem?mr=0005923)
Williams, J. (1973), Laplace Transforms, Problem Solvers, George Allen & Unwin, ISBN 978-0-04-512021-5
Takacs, J. (1953), "Fourier amplitudok meghatarozasa operatorszamitassal", Magyar Hiradastechnika (in Hungarian), IV (7–8): 93–96

Historical
Euler, L. (1744), "De constructione aequationum" [The Construction of Equations], Opera Omnia, 1st series (in Latin), 22: 150–161
Euler, L. (1753), "Methodus aequationes differentiales" [A Method for Solving Differential Equations], Opera Omnia, 1st series (in Latin), 22:
181–213
Euler, L. (1992) [1769], "Institutiones calculi integralis, Volume 2" [Institutions of Integral Calculus], Opera Omnia, 1st series (in Latin),
Basel: Birkhäuser, 12, ISBN 978-3764314743, Chapters 3–5
Euler, Leonhard (1769), Institutiones calculi integralis (https://books.google.com/books?id=BFqWNwpfqo8C) [Institutions of Integral
Calculus] (in Latin), vol. II, Paris: Petropoli, ch. 3–5, pp. 57–153
Grattan-Guinness, I (1997), "Laplace's integral solutions to partial differential equations", in Gillispie, C. C. (ed.), Pierre Simon Laplace
1749–1827: A Life in Exact Science, Princeton: Princeton University Press, ISBN 978-0-691-01185-1
Lagrange, J. L. (1773), Mémoire sur l'utilité de la méthode, Œuvres de Lagrange, vol. 2, pp. 171–234

Further reading
Arendt, Wolfgang; Batty, Charles J.K.; Hieber, Matthias; Neubrander, Frank (2002), Vector-Valued Laplace Transforms and Cauchy
Problems, Birkhäuser Basel, ISBN 978-3-7643-6549-3.
Davies, Brian (2002), Integral transforms and their applications (Third ed.), New York: Springer, ISBN 978-0-387-95314-4
Deakin, M. A. B. (1981), "The development of the Laplace transform", Archive for History of Exact Sciences, 25 (4): 343–390,
doi:10.1007/BF01395660 (https://doi.org/10.1007%2FBF01395660), S2CID 117913073 (https://api.semanticscholar.org/CorpusID:1179130
73)
Deakin, M. A. B. (1982), "The development of the Laplace transform", Archive for History of Exact Sciences, 26 (4): 351–381,
doi:10.1007/BF00418754 (https://doi.org/10.1007%2FBF00418754), S2CID 123071842 (https://api.semanticscholar.org/CorpusID:1230718
42)
Doetsch, Gustav (1974), Introduction to the Theory and Application of the Laplace Transformation, Springer, ISBN 978-0-387-06407-9
Mathews, Jon; Walker, Robert L. (1970), Mathematical methods of physics (2nd ed.), New York: W. A. Benjamin, ISBN 0-8053-7002-1
Polyanin, A. D.; Manzhirov, A. V. (1998), Handbook of Integral Equations, Boca Raton: CRC Press, ISBN 978-0-8493-2876-3
Schwartz, Laurent (1952), "Transformation de Laplace des distributions", Comm. Sém. Math. Univ. Lund [Medd. Lunds Univ. Mat. Sem.] (in
French), 1952: 196–206, MR 0052555 (https://mathscinet.ams.org/mathscinet-getitem?mr=0052555)
Schwartz, Laurent (2008) [1966], Mathematics for the Physical Sciences (https://books.google.com/books?id=-_AuDQAAQBAJ&pg=PA21
5), Dover Books on Mathematics, New York: Dover Publications, pp. 215–241, ISBN 978-0-486-46662-0 - See Chapter VI. The Laplace
transform.
Siebert, William McC. (1986), Circuits, Signals, and Systems, Cambridge, Massachusetts: MIT Press, ISBN 978-0-262-19229-3
Widder, David Vernon (1945), "What is the Laplace transform?", The American Mathematical Monthly, 52 (8): 419–425,
doi:10.2307/2305640 (https://doi.org/10.2307%2F2305640), ISSN 0002-9890 (https://www.worldcat.org/issn/0002-9890), JSTOR 2305640
(https://www.jstor.org/stable/2305640), MR 0013447 (https://mathscinet.ams.org/mathscinet-getitem?mr=0013447)
J.A.C.Weidman and Bengt Fornberg: "Fully numerical Laplace transform methods", Numerical Algorithms, vol.92 (2023), pp. 985–1006.
https://doi.org/10.1007/s11075-022-01368-x .

External links
"Laplace transform" (https://www.encyclopediaofmath.org/index.php?title=Laplace_transform), Encyclopedia of Mathematics, EMS Press,
2001 [1994]
Online Computation (http://wims.unice.fr/wims/wims.cgi?lang=en&+module=tool%2Fanalysis%2Ffourierlaplace) of the transform or inverse
transform, wims.unice.fr
Tables of Integral Transforms (http://eqworld.ipmnet.ru/en/auxiliary/aux-inttrans.htm) at EqWorld: The World of Mathematical Equations.
Weisstein, Eric W. "Laplace Transform" (https://mathworld.wolfram.com/LaplaceTransform.html). MathWorld.
Good explanations of the initial and final value theorems (http://fourier.eng.hmc.edu/e102/lectures/Laplace_Transform/) Archived (https://we
b.archive.org/web/20090108132440/http://fourier.eng.hmc.edu/e102/lectures/Laplace_Transform/) 2009-01-08 at the Wayback Machine
Laplace Transforms (http://www.mathpages.com/home/kmath508/kmath508.htm) at MathPages
Computational Knowledge Engine (http://www.wolframalpha.com/input/?i=laplace+transform+example) allows to easily calculate Laplace
Transforms and its inverse Transform.
Laplace Calculator (http://www.laplacetransformcalculator.com/easy-laplace-transform-calculator/) to calculate Laplace Transforms online
easily.
Code to visualize Laplace Transforms (https://johnflux.com/2019/02/12/laplace-transform-visualized/) and many example videos.

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