#Calculus #Math # Background - Analytic Continuation $$ \int _0^\infty e^{-st} dt = \frac 1 {s} $$ is used as an analytic continuation of the function. For the Laplace Transform to work, most of the integrals used must be extended to analytic continuations. # Definition - Laplace Transform $$ F(s) = \int _0^\infty f(x) e^{-st} dt $$ # Intuition - The $e^{sx}$ Finding Machine Take $f(x)$ as $\sum c_n e^{at}$. Plugging into the Laplace Transform: $$ F(s) = \int _0^\infty \sum c_ne^{(a - s)t} dt $$ $$ = \sum c_n \int _0^\infty e^{-(s - a)t} dt $$ $$ = \sum \frac {c_n} {s - a} $$ Therefore the Laplace Transform of a function reveals both $c_n$ and $s$ in the sum based upon the parts that make up the transform: poles reveal all $s$ values, while the "magnitude" of each pole reveals the magnitude of each $e^{sx}$ term.