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| − | Origin of Laplace Transform [https://kiwi.ecn.purdue.edu/rhea/index.php/User:Green26 (alec green)] | + | '''Origin of [[Laplace transform|Laplace Transform]]''' [https://kiwi.ecn.purdue.edu/rhea/index.php/User:Green26 (alec green)] |
| + | |||
---- | ---- | ||
| + | In the first 15 minutes of this [http://ocw.mit.edu/courses/mathematics/18-03-differential-equations-spring-2010/video-lectures/lecture-19-introduction-to-the-laplace-transform/ MIT lecture], Arthur Mattuck delivers a clear illustration of what the Laplace transform really is: a continuous analogy of the discrete power series (specifically, the Maclaurin Series). | ||
| + | |||
| + | Below I've merely summarized his explanation. | ||
| + | |||
| + | ---- | ||
| + | (1) '''Power series = discrete summation''' | ||
| + | |||
| + | We start with this power series: | ||
| + | |||
| + | <math>A(x) = \sum_{n=0}^{\infty} a(n)x^{n} \ \mid \ a(n) \in \R \ \ \forall \ n \in \N</math> | ||
| + | |||
| + | In case you're not familiar with all the above notation, here's the explicit translation starting starting after the summation term, where each quoted term corresponds to each symbol: 'such that' a(n) 'is an element of' 'the set of real numbers' 'for all' n 'which is an element of' 'the set of natural numbers'. | ||
| + | |||
| + | Note that <math>a(n)</math> is a function here, and just defines the coefficient of each polynomial term in the power series, since a power series is <math> = a(0) + a(1)x + a(2)x^{2} + ... + a(n)x^{n} + ... </math>. However, because the power series is a discrete summation, <math>a(n)</math> is only guaranteed to be defined if <math>n</math> is a natural number (non-negative integer), as indicated above. So for example, <math>a(23)</math> is defined, but not necessarily <math>a(-2)</math>, <math>a(.5)</math>, or <math>a(10.001)</math>. | ||
| + | |||
| + | |||
| + | (2) '''Integral = continuous summation''' | ||
| + | |||
| + | Now we'll make the following conversions: | ||
| + | *from discrete function <math>a</math> to continuous function <math>f</math> | ||
| + | *from discrete dependent variable <math>n</math> to continuous dependent variable <math>t</math> | ||
| + | |||
| + | to arrive at: | ||
| + | |||
| + | <math>F(x)=\int_{0}^{\infty} f(t)x^{t} \ dt \ \mid \ f(t) \in \R \ \ \forall \ t \in (0,\infty)</math> | ||
| + | The only difference now is that we sum the contributions of <math>f(t)x^{t}</math> for all ''real numbers'' instead of all ''natural numbers'' from 0 to infiniti, and we can expect <math>f(t)</math> to be defined at all those points. | ||
| + | (3) '''Define variable <math>s</math> in terms of <math>x</math>''' | ||
| − | + | <math>F(s)=\int_{0}^{\infty} f(t)e^{-st} \ dt</math> | |
Revision as of 12:31, 2 November 2012
Origin of Laplace Transform (alec green)
In the first 15 minutes of this MIT lecture, Arthur Mattuck delivers a clear illustration of what the Laplace transform really is: a continuous analogy of the discrete power series (specifically, the Maclaurin Series).
Below I've merely summarized his explanation.
(1) Power series = discrete summation
We start with this power series:
$ A(x) = \sum_{n=0}^{\infty} a(n)x^{n} \ \mid \ a(n) \in \R \ \ \forall \ n \in \N $
In case you're not familiar with all the above notation, here's the explicit translation starting starting after the summation term, where each quoted term corresponds to each symbol: 'such that' a(n) 'is an element of' 'the set of real numbers' 'for all' n 'which is an element of' 'the set of natural numbers'.
Note that $ a(n) $ is a function here, and just defines the coefficient of each polynomial term in the power series, since a power series is $ = a(0) + a(1)x + a(2)x^{2} + ... + a(n)x^{n} + ... $. However, because the power series is a discrete summation, $ a(n) $ is only guaranteed to be defined if $ n $ is a natural number (non-negative integer), as indicated above. So for example, $ a(23) $ is defined, but not necessarily $ a(-2) $, $ a(.5) $, or $ a(10.001) $.
(2) Integral = continuous summation
Now we'll make the following conversions:
- from discrete function $ a $ to continuous function $ f $
- from discrete dependent variable $ n $ to continuous dependent variable $ t $
to arrive at:
$ F(x)=\int_{0}^{\infty} f(t)x^{t} \ dt \ \mid \ f(t) \in \R \ \ \forall \ t \in (0,\infty) $
The only difference now is that we sum the contributions of $ f(t)x^{t} $ for all real numbers instead of all natural numbers from 0 to infiniti, and we can expect $ f(t) $ to be defined at all those points.
(3) Define variable $ s $ in terms of $ x $
$ F(s)=\int_{0}^{\infty} f(t)e^{-st} \ dt $
