In mathematics, the Laplace transform, named after Pierre-Simon Laplace (/ləˈplɑːs/), 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-valued frequency domain, also known as s-domain, or s-plane).
The transform is useful for converting differentiation and integration in the time domain into much easier multiplication and division in the Laplace domain (analogous to how logarithms are useful for simplifying multiplication and division into addition and subtraction). This gives the transform many applications in science and engineering, mostly as a tool for solving linear differential equations[1] and dynamical systems by simplifying ordinary differential equations and integral equations into algebraic polynomial equations, and by simplifying convolution into multiplication.[2][3] Once solved, the inverse Laplace transform reverts to the original domain.
The Laplace transform is defined (for suitable functions ) by the integral where s is a complex number. It is related to many other transforms, most notably the Fourier transform and the Mellin transform. Formally, the Laplace transform is converted into a Fourier transform by the substitution where is real. However, unlike the Fourier transform, which gives the decomposition of a function into its components in each frequency, the Laplace transform of a function with suitable decay is an analytic function, and so has a convergent power series, the coefficients of which give the decomposition of a function into its moments. Also unlike the Fourier transform, when regarded in this way as an analytic function, the techniques of complex analysis, and especially contour integrals, can be used for calculations.
Laplace Transform and the z-transform are closely related to the Fourier Transform. Laplace Transform is somewhat more general in scope than the Fourier Transform, and is widely used by engineers for describing continuous circuits and systems, including automatic control systems.
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