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In mathematics, the Laplace transform is a powerful integral transform used to switch a function from the time domain to the s-domain. The Laplace transform can be used in some cases to solve linear differential equations with given initial conditions. First consider the following property of the Laplace transform:
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.
In mathematics and physics, Laplace's equation is a second-order partial differential equation named after Pierre-Simon Laplace, who first studied its properties.This is often written as = or =, where = = is the Laplace operator, [note 1] is the divergence operator (also symbolized "div"), is the gradient operator (also symbolized "grad"), and (,,) is a twice-differentiable real-valued function.
Consider the following second-order problem, ′ + + = () =, where = {,, <is the Heaviside step function.The Laplace transform is defined by, = {()} = ().Upon taking term-by-term Laplace transforms, and utilising the rules for derivatives and integrals, the integro-differential equation is converted into the following algebraic equation,
The state-transition equation is defined as the solution of the linear homogeneous state equation. The linear time-invariant state equation given by = + + (), with state vector x, control vector u, vector w of additive disturbances, and fixed matrices A, B, E can be solved by using either the classical method of solving linear differential equations or the Laplace transform method.
Using the technique of the separation of variables, a separated solution to Laplace's equation can be expressed as: = () and Laplace's equation, divided by V, is written: ¨ + ˙ + ¨ + ¨ = The Z part of the equation is a function of z alone, and must therefore be equal to a constant: Z ¨ Z = k 2 {\displaystyle {\frac {\ddot {Z}}{Z}}=k^{2 ...
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).
In the study of hyperbolic and parabolic partial differential equations, zeros of the principal symbol correspond to the characteristics of the partial differential equation. In applications to the physical sciences, operators such as the Laplace operator play a major role in setting up and solving partial differential equations.