Here's a natural way to derive the Laplace transform via taking the concept of a taylor series and making it continuous. We will, of course, start with a taylor series whose coefficients are given by a(n)
0∑∞a(n)xnx<1
Then, make this continuous by replacing the sum by an integral
∫0∞a(n)xndnx<1
We can change xn to enlnx and make the substitution s=−lnx to give us
∫0∞a(n)e−sndns>0
Which is just the definition for the Laplace transform of a(n), L(a)(s).
#Calculus
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