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This lecture covers advanced topics in mathematical analysis, focusing on the works of Augustin Louis Cauchy and Pierre Alphonse Laurent. The instructor explains the generalization of Fourier transform, Laplace transform, and integral equations. Students are guided through exercises to find explicit solutions using Laplace transform methods and studying Sturm-Liouville problems. The lecture emphasizes the importance of solving differential equations without Laplace transform and provides references for further study.