Monday, September 3, 2012

Laplace Transforms on Wolfram Alpha

The use of Laplace Transforms in control theory and in signal analysis took off after WWII and has become a widely established tool of analysis. When I was a student in the dark ages (before the Internet and reality TV), we used look up tables to determine Laplace Transforms and their inverse. These tables are still widely used but online tools like Wolfram Alpha can also be readily used.

Like many aspects of Wolfram Alpha, the commands are largely intuitive and the program is forgiving with syntax:

For example, type in "Laplace Transform (t sin(2t))" into the dialogue box will produce the following answer and a graph of the function F(s). The graph of the transform is a nice bonus above the traditional look up tables, as it helps appreciate the new function that you formed through this transformation.

The inverse operations are just as simple. For example, the program only blinked for a few moments on "Inverse Laplace Transform (3s /(s^2 + 6))" to produce "3 cos(SQRT(6) t)". Once again a useful graph is generated and can be downloaded.

I encourage you to test how good Wolfram Alpha is at solving the inverse problems. Man (and Woman) against machine is always fun.

I'm sure Marquis de Laplace would have been impressed !!

Who was Laplace?

Pierre Simon Laplace (1749-1827) is a giant figure in the history of mathematics and astronomy. His career coincided with great upheaval in his home country of France, in particular the overthrow of the Bourbon monarchy and the rise and fall of Napoleon Bonaparte. Laplace was the son of a farmer (as was Newton) and was brought up in Normandy before going to Paris and becoming a Professor of Mathematics at the Ecole Miltaire. Several great mathematicians, physicists and engineers were associated with the military schools in France at the time. For example, Fourier (1768-1830) and Carnot (1796-1832) followed a similar route and had a great impact around the time of Laplace. This golden era of French mathematics and physics is directly connected to the political and social upheavals of the time. Napoleon was a great supporter of mathematics and science in France, and himself closely associated with many of the leading mathematicians of the time. Carnot's father was a general in Napoleon's army and Fourier was a trusted associate of Napoleon, famously serving as a Governor of Lower Egypt. Laplace himself is famously reported to have quipped to Napoleon "I have no need of the hypothesis", when queried by the Bonaparte why his book on planetary motions didn't mention god.

Laplace's interests in understanding the motions of planets, particularly that of Saturn and Jupiter, are linked with his developments in Mathematics . Laplace also formed a famous theory on how the planets originated. He theorized that the solar system started as a massive cloud of dust that collapsed to form the sun with the remnants condensing to form planets. An updated versions of this model of planetary formation is now widely accepted and substantial evidence has now been gathered to support this theory. Laplace came up with many novel ideas about solving differential equations, particularly, through the use of potential functions. The famous second order differential equation named after him is widely used throughout physics and mathematics. Lapalce also made significant contributions to probability theory and numerical techniques for solving equations. The famous "Laplace Transform" used widely in control theory and signal analysis is actually a variation of the approach taken by Laplace himself, though his ideas made a significant contribution  to the development of this type of analysis.

Laplace's worked during a time when there was less clear distinction made between mathematics and physics. His great success in making contributions to both fields suggest that maybe the modern tendency towards  narrow specialisation is not helpful to developing new ideas. Certainly, his work is an inspiration to those who wish to work across fields.

Larousse, Dictionary of Scientists, 1994
Wikipedia entry on Pierre Simon Laplace (accessed September 2012).