The Laplace Transform: Basic Principals &

Applications
Himanshu Sahu
January 2020

1 Overview To Course:
1.1 Audience:
UG Students (also those preparing for Competative Exams ) , other interested
Students

1.2 Prerequesties :
Basic Calculus (Differentiation and Integration ) , Basic Real Analysis.

1.3 Contents:
1. Basic Principals
(a) The Laplace Transform
(b) Convergence
(c) Continuity Requirements
(d) Exponential Order
(e) The Class A
(f) Basic Properties of Laplace Transform
(g) Translation Theorems
(h) Differentiation and Integration of the Laplace Transform
(i) Partial Functions
2. Applications & Properties
(a) Gamma Functions
(b) Periodic Functions
(c) Derivatives
(d) Ordinary Differential Equation

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(e) Dirac Operators
(f) Convolution
(g) Steady State Solutions
(h) Differential Equations

(a) Partial Differential Equation

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 Chapter 1: Basic Principals

Little Bit History:

In mathematics, an integral transform maps an equation from its original do-
main into another domain where it might be manipulated and solved much more
easily than in the original domain. The solution is then mapped back to the
original domain using the inverse of the integral transform.An integral transform
is any transform T of the following form
Z t2
(T f )(u) = f (t)K(t, u)dt.
t1

Z u2
f (t) = (T f )(u)K −1 (u, t)du.
u1

A symmetric kernel is one that is unchanged when the two variables are per-
muted; it is a kernel function K such that K(t, u) = K(u, t).
The input of this transform is a function f, and the output is another function
Tf. An integral transform is a particular kind of mathematical operator.There
are numerous useful integral transforms. Each is specified by a choice of the
function K of two variables, the kernel function, integral kernel or nucleus of
the transform.Some kernels have an associated inverse kernel K 1 (u, t) which
(roughly speaking) yields an inverse transform.
Mathematical notation aside, the motivation behind integral transforms is
easy to understand. There are many classes of problems that are difficult to
solve—or at least quite unwieldy algebraically—in their original representations.
An integral transform ”maps” an equation from its original ”domain” into an-
other domain. Manipulating and solving the equation in the target domain can
be much easier than manipulation and solution in the original domain. The
solution is then mapped back to the original domain with the inverse of the
integral transform.
From 1744, Leonhard Euler investigated integrals of the form.
Z Z
Z = X(x)eax dx and Z = X(x)xA dx.

as solutions of differential equations but did not pursue the matter very far.
Laplace in his great work,Theorie analytique des probabilities (1812 ),credits
Euler with introducing integral transform. who used a similar transform in his
work on probability theory.

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 Joseph Louis Lagrange was an admirer of Euler and, in his work on inte-
grating probability density functions, investigated expressions of the form
Z
X(x)e−αx ax dx

which some modern historians have interpreted within modern Laplace trans-
form theory.
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. However, in 1785, Laplace took the critical
step forward when, rather than just 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
Z
xs φ(x)dx

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.
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.
It is Spitzer(1878) who attached the name of Laplace to the expression
Z b
y= esx φ(s)ds
a

In the late 19th century ,the Laplace transform was extended to its complex
form by Poincare and Pincherle, rediscovered by Petzval and extended to two
variablesby Picard ,with further investigations conducted by Abel and many
others.
No account of the Laplace transformation would be complete without men-
tion of the work of Oliver Heaviside, who produced (mainly in the context of
electrical engineering) a vast body of what is termed the “operational calculus.”
This material is scattered throughout his three volumes, Electromagnetic The-
ory (1894, 1899, 1912), and bears many similarities to the Laplace transform
method. Although Heaviside’s calculus was not entirely rigorous, it did find
favor with electrical engineers as a useful technique for solving their problems.
Considerable research went into trying to make the Heaviside calculus rigor-
ous and connecting it with the Laplace transform. One such effort was that of
Bromwich, who, among others, discovered the inverse transform
Z γ+−i∞
1
X(t) = ets φ(s)ds
2πi γ−i∞
for γ lying to the right of all the singularities of the function φ.

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The Laplace Transform:
Suppose that f is a real(or complex) valued function of the variable t > 0(time)
and s is a real (or complex ) parameter.We define Laplace Transform of f as
Z ∞ Z τ
−st
F (s) = L(f (t)) = e f (t)dt = limτ →∞ e−st f (t)dt
0 0

whenever the limit exists(as a finite number).When it does ,the integral is

said to converge otherwise diverges. We choose s ∈ R or C such that the Laplace
integral exists. Laplace transform is an linear transform which follow from the
fact that integral are linear operators.So

L(c1 f (t) + c2 g(t)) = c1 L(f (t)) + c2 L(g(t))