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6.39 Laplace transforms

Recall the definition of the Laplace transform from slide 1.59:

Definition.

The Laplace transform of the function f⁢(x)f(x) is the integral

F⁢(s)=∫0∞f⁢(x)⁢e-s⁢x⁢d⁢x.F(s)=\int_{0}^{\infty}f(x)e^{-sx}dx.

The main application of Laplace transforms is to the solution of differential equations. The idea is that taking Laplace transforms converts a differential equation into an algebraic equation, which we can solve; to obtain a solution to the original differential equation we need to apply an ‘inverse Laplace transform’ to our solution.

We denote the Laplace transform of f⁢(x)f(x) by ℒ⁢(f)⁢(s){\mathcal{L}}(f)(s), or just ℒ⁢(f){\mathcal{L}}(f).