Laplace变换的应用

Application of Laplace Transformation

利用Laplace变换求解常微分方程,偏微分方程;计算一些广义积分甚至包括含参变量的广义积分;再利用Laplace变换的卷积定理推导两个相互独立的随机变量和的概率密度。

We solove ordinary differential equation and partial differential equation by Laplace transformation. We calculate some improper integral and parameter improper integral by it. We derive also probability density of the sum of independent r. v. by its convolution theorem.