Laplace Transform – Motivating Its Definition

differential equationslaplace transformmp.mathematical-physics

In undergraduate differential equations it's usual to deal with the Laplace transform to reduce the differential equation problem to an algebraic problem.
The Laplace transform of a function $f(t)$, for $t \geq 0$ is defined by $\int_{0}^{\infty} f(t) e^{-st} dt$.
How to avoid looking at this definition as "magical"? How to somehow discover it from more basic definitions?

Best Answer

What is also very interesting is that the Laplace transform is nothing else but the continous version of power series - see this insighful video lecture from MIT:

http://ocw.mit.edu/courses/mathematics/18-03-differential-equations-spring-2010/video-lectures/lecture-19-introduction-to-the-laplace-transform/

Related Question