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DEFINITION AND       NOTATION     SOLUTION OF
                                                                        INITIAL VALUE      PROBLEMS      SHIFTING AND
                                        CHAPTER 3                       THE   HEAVISIDE FUNCTION         CONVOLUTION
                                                                        IMPULSES      AND   THE   DELTA    FUNCTION
                                        The Laplace


                                        Transform

















                            3.1         Definition and Notation

                                        The Laplace transform is an important tool for solving certain kinds of initial value problems,
                                        particularly those involving discontinuous forcing functions, as occur frequently in areas such
                                        as electrical engineering. It is also used to solve boundary value problems involving partial
                                        differential equations to analyze wave and diffusion phenomena.
                                           We will see that the Laplace transform converts some initial value problems to algebra
                                        problems, leading us to attempt the following procedure:
                                                     Initial value problem =⇒ algebra problem
                                                                      =⇒ solution of the algebra problem
                                                                      =⇒ solution of the initial value problem.

                                        This is often an effective strategy, because some algebra problems are easier to solve than initial
                                        value problems. We begin in this section with the definition and elementary properties of the
                                        transform.



                                          The Laplace transform of a function f is a function L[ f ] defined by
                                                                              ∞

                                                                   L[ f ](s) =  e −st  f (t)dt.
                                                                             0
                                          The integration is with respect to t and defines a function of the new variable s for all s
                                          such that this integral converges.



                                           Because the symbol L[ f ](s) may be awkward to write in computations, we will make the
                                        following convention. We will use lowercase letters for a function we put into the transform and
                                        the corresponding uppercase letters for the transformed function. In this way,

                                                               L[ f ]= F, L[g]= G, and L[h]= H

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