In mathematics, the 'Laplace transform, named after its discoverer Pierre-Simon Laplace (ləˈplɑ:s), is an integral transform that converts a function of a real variable (usually , in the time domain) to a function of a complex variable (in the complex frequency domain, also known as s-domain', or s-plane). The transform has many applications in science and engineering because it is a tool for solving differential equations. In particular, it transforms ordinary differential equations into algebraic equations and convolution into multiplication.
For suitable functions f, the Laplace transform is the integral
The Laplace transform is named after mathematician and astronomer Pierre-Simon, marquis de Laplace, who used a similar transform in his work on probability theory. Laplace wrote extensively about the use of generating functions (1814), and the integral form of the Laplace transform evolved naturally as a result.
Laplace's use of generating functions was similar to what is now known as the z-transform, and he gave little attention to the continuous variable case which was discussed by Niels Henrik Abel. The theory was further developed in the 19th and early 20th centuries by Mathias Lerch, Oliver Heaviside, and Thomas Bromwich.
The current widespread use of the transform (mainly in engineering) came about during and soon after World War II, replacing the earlier Heaviside operational calculus. The advantages of the Laplace transform had been emphasized by Gustav Doetsch, to whom the name Laplace transform is apparently due.
From 1744, Leonhard Euler investigated integrals of the form
as solutions of differential equations, but did not pursue the matter very far. Joseph-Louis Lagrange was an admirer of Euler and, in his work on integrating probability density functions, investigated expressions of the form
which some modern historians have interpreted within modern Laplace transform 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.
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