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The Development of the Laplace Transform,

1737-1937
L Euler to Spitzer, 1737-1880
MICHAEL A. B. DEAKIN

Communicated by C. TRUESDELL

Abstract

This paper, the first of two, follows the development of the LAPLACE T r a n s -
f o r m from its earliest beginnings with EULER, usually dated at 1737, to the year
1 8 8 0 , when SPITZER was its major, if himself relatively m i n o r , protagonist. The
coverage aims at completeness, a n d shows the state which the technique reached
in the h a n d s of its greatest e x p o n e n t to that time, PETZVAL. A sequel will trace
the d e v e l o p m e n t of the m o d e r n theory from its beginnings with POINCARI~ to its
present form, due to DOETSCH.

Contents

1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
2. Definitions and Notation . . . . . . . . . . . . . . . . . . . . . . . . 345
3. EULER'S Contributions . . . . . . . . . . . . . . . . . . . . . . . . . 346
4. The Work of LA~RANGE . . . . . . . . . . . . . . . . . . . . . . . . 350
5. LAPLACE'SStudies . . . . . . . . . . . . . . . . . . . . . . . . . . . 352
6. Systematization by LACROIX . . . . . . . . . . . . . . . . . . . . . . 360
7. FOURXErtand POISSON . . . . . . . . . . . . . . . . . . . . . . . . . 361
8. Theoretical Developments by CAUCHY . . . . . . . . . . . . . . . . . . 364
9. A Posthumous Paper by ABEL . . . . . . . . . . . . . . . . . . . . . 368
10. L,OtrVILLE'SResearches . . . . . . . . . . . . . . . . . . . . . . . . 369
11. GRtrNERT'SIntegrals. , . . . . . . . . . . . . . . . . . . . . . . . . 372
12. MURPHY'S Inversion Formula . . . . . . . . . . . . . . . . . . . . . . 372
13. Two papers by LOBATTO . . . . . . . . . . . . . . . . . . . . . . . . 373
14. A Systematic Theory-PEYzVAL'S Work . . . . . . . . . . . . . . . . . 376
15. Die Priorit/its-Ansprtiche . . . . . . . . . . . . . . . . . . . . . . . 381
16. The Work of BOOLE . . . . . . . . . . . . . . . . . . . . . . . . . . 382
17. A Paper by RIEMANN . . . . . . . . . . . . . . . . . . . . . . . . . 383
18. The Years 1860-1880 • • . . . . . . . . . . . . . . . . . . . . . . . 384
Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . 384
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 385
344 M . A . B . DEAKIN

1. Introduction

The LAPLACE Transform is now widely used in mathematics itself and in its
applications, particularly in electrical engineering. It is employed in the solution
of differential equations, of difference equations and of functional equations;
it allows ready evaluation of certain integrals and claims connection with number
theory via the DIRICHLET Series and the RIEMANN ~-function - all this in addition
to the interest that the transform itself holds within functional analysis.
The modern version of the LAPLACE Transform is most correctly attributed
to DOETSCH, as will be shown in a subsequent paper, and is a relatively recent
development. We may date it most conveniently from the publication of his
Theorie und Anwendung der Laplace-Transformation [18] in 1937. Its ready ac-
ceptance into undergraduate mathematics courses is a remarkable story, to be
taken up elsewhere.
However, the theory has a long history, dating back to EULER, whose first
paper on the subject [20] appeared in 1737. This paper and its sequel concern
themselves with the two hundred years between this paper and DOETSCH' book.
The year 1880 is a natural place at which to interrupt the account as it is here
that POINCARt~ introduces to the theory the full power of the calculus o f
residues.
Previous histories of the LAPLACETransform have been published. The earliest
is by SPITZER in the introduction to his Vorlesungen iiber lineare Differential-
Gleichungen (1878) [89]. This is relatively complete for its time, but is written
tendentiously, and with a view to establishing LAPLACE'S priority. It neglects
(one is tempted - see Section 3 below - to say "deliberately neglects") the prior
work of EULER. PINCHERLEgives two accounts [71, 72], both predating DOETSCH,
and neither of them at all complete. A recent paper by PETROVA [64] discusses
the work of LAPLACE and of ABEL, but is incorrect in many of its details. The best
account extant is that of GRATTAN-GUINNESS[31 ], although this, largely on account
of its brevity, is also incomplete. DOETSCH' Kapitel 2 and Historische Anmerkun-
gen [18, pp. 6-12, 404-424] and the associated bibliography provide much useful
material, particularly for the second of the two periods (1880-1937), and there
is also valuable material to be found in works by SCHLESINGER [78, 79].
Of the many potted histories to be found in modern texts, mention need only
be made of the best - that of CARSLAW • JAEGER [7]. It is typical of most such
accounts in that it concentrates almost exclusively on a line of development
beginning with HEAVISIDE,and ending with VAN DER POE, and thus neglects
entirely the mainstream of the theory's development. As a result of this eccentric
approach, it sees the development of the LAPLACE Transform as an attempt to
rigorize the Calculus of Operators, although, in fact, the two branches of theory
are quite distinct for much of their history.
This paper and its sequel attempt to provide a full account of the development
of the LAPLACE Transform, not only to complete and correct earlier histories,
but also to provide, in convenient form, a coherent narrative of both mathematical
and human interest, Attention will focus primarily on the use of the LAPLACE
Transform in the solution of linear differential equations, as that aspect of the
theory has proved most fruitful in its development. It is hoped that a full account
The Laplace Transform, 1737-1880 345

will be useful pedagogically, for example to demonstrate the power of some of


the earlier approaches. (These indeed work, as I have pointed out elsewhere [17],
in cases where our modern technique fails.)

2. Definitions and Notation

Let F(t) be a function of the independent variable t. Its Laplace Transform


is then defined as
co

.g,e{F(t)} = f(p) = f e-ptF(t) dt, (2.1)


0

provided the integral converges.


The LAPLACETransform (2.1) is closely related to a number of other integral
transforms, notably the p-multiplied Laplace Transform, or Laplace-Carson Trans-
form
f(p) = p f e-Ptr(t) dt, (2.2)
0

the Fourier Transform

f(p) ---- ~ e-iptF(t) dt (2.3)


u O0

and the Mellin Transform


oo

f(p) =
0
f tP-XF(t) dt. (2.4)

A number of closely related forms will not be given explicitly at this stage.
In the above formulae, t is often taken to be real and F(t) is assumed to be a real-
valued function, p however is best viewed as being complex. The most general
integral transform to be considered will be one in which all variables are complex,
so that we have
f(p) = f K(p, z) r(z) dz (2.5)
c
for some contour C in the complex z-plane. However, only the specializations of
Equation (2.5) relevant to the study of the LAX'LACETransform proper will here
be considered.
There are close relations between Equations (2.1)-(2.4). If H(t) is the unit
step function or HEAVlSlDE function

[10 if t ~ 0 ,
H(t)= if t < 0 ,

then Equations (2.1) and (2.3) may be related by taking the FOURIER Transform
of F(t) H(t) and replacing ip by p. Similarly the MELUN Transform may be reduced
to the LAPLACE Transform by the change of variable t = eL
It follows that some of the history of these transforms is relevant to the dis-
cussion of the LAI'LACETransform. It is unnecessary here to list the properties
346 M . A . B . DEAKIN

of the various transforms. These are now widely available. See, for example,
texts by DOETSCH [18], WIDDER [94], CARSLAW t~ JAEGER [7], MCLACHLAN [59]
or ERDt~LYI [19].
As applied in particular to a linear ordinary differential equation in F(t), a
LAPLACE Transform solution allows a new equation to be set up involving in-
stead f(p). In many cases, this is of lower order than the original and so may the
more readily be solved. Other cases allow reduction of partial differential equa-
tions to ordinary ones to the same effect. The original equation may be solved
if the integral (2.1) may be solved for F(t) when f(p) is known.
The key to this is the FOURIER Integral Theorem

F(t) ---- ~ -~o - F(u) e ip(t-u) du dp, (2.6)

which allows us to solve Equation (2.2) by

F(t) = ~ - o o e'ptf(P) dp. (2.7)

A relatively elementary argument thus allows the solution, or inversion, o f


Equation (2.1) by
1 v+ioo
fi ePtf(p) dp (2.8)

where the real part of V exceeds the real parts of all singularities off(p). Similarly
the LAPLACE-CARSONand MELLIN Transforms may be inverted, giving in the latter
case
1 7+i~
F(t) ---- f
2eri r-ioo
t-Ptf(p) dp. (2.9)

The history of these formulae will also occupy us later.


It will be noted that the integral (2.8) in particular is a contour integral in
the complex plane. Its contour is thus not rigidly determined to be the line
Re (p) = 7, but may take on many forms - even, after transformation, in certain
cases the form of a real definite integral. Thus, the solution of the original differen-
tial equation is given as a contour or definite integral. Historically the develop-
ment begins at this point - the search for solutions to differential equations in the
form of definite integrals of certain types. It is this line of research that SPITZER
[89] regarded as giving priority to LAPLACE in the development of the method.
There are, however, important prior contributions by EULER and LAGRANGE,
as we shall see.

3. Euler's Contributions

A number of investigations by EULER have been, from time to time, cited as


bearing on the subject. Thus, ENESTRt3M,in a footnote to an account by P1NCHERLE
[72], mentions two [20, 25]. PETROVA [64] lists the first of these and two others
The Laplace Transform, 1737-1880 347

([22, 27]. GRATTAN-GUINNESS cites one of ENESTR6M'S tWO references and two
others [21, 24] and one might add to these another [26] of marginal relevance.
SPITZER [89] mentions (as irrelevant!) a further paper [23] whose content is most
germane to the account.
The paper de Constructione Aequationum [20] aims to construct differential
equations which shall be soluble by known techniques. Here EULER considers
the transformation
z = f ea~ X(x) dx. (3.1)

The integral (3.1) is, however, more explicitly written in modern notation as
x

z(x; a) = f eat X(t) dr, (3.2)


0

in other words rather as an indefinite than as a definite integral. This is clear


from the succeeding manoeuvers which involve various suppositions as to the
behaviour of X and differentiation with respect to x. In other cases, differentia-
tion with respect to a is performed, so that a genuine transformation is involved,
but the viewpoint is one considerably removed from that of subsequent work on
integral transforms of the type given by Equation (2.5).
The paper of 1753 [21] is of marginal interest. It gives in a systematic fashion
the solutions of second order linear differential equations with constant coeffi-
cients. These take on forms reminiscent of the LAPLACETransform, but involve
indefinite, rather than definite, integrals. They also relate closely to BOOLE'S
[5] interpretation of certain formulae involving differential operators, but, even
in this area, EULER'S work is perhaps best viewed as an anticipation of the later
clarity achieved by CAUCHV [9, 12, 13, •4].
Of much more importance is the paper [23] dismissed by SPITZER [89] as not
involving the LAPLACE Transform. True it does not - but SVITZER, in the same
discussion, regards the key issue as the use of definite integrals in the solution
of linear differential equations. He himself, in mentioning the work at all, makes
eminently clear the case for EULER'S priority. However, it was not to his taste
to recognize this point, as he was by that time wholly committed to his champion-
ship of LAPLACE.
Here EULER seeks to solve the differential equation (in his notation)

A y du 2 + (B + Cu) du dy + (D + Eu + Fuu) ddy = O, (3.4)


which he sets about doing by putting

y = f P dx (u + x) n, (3.5)
where P is a function of x. The ensuing discussion has much in common with
his later work in Institutiones Calculi Integralis, where the transformation (3.5)
is also discussed. However, the question of the limits of integration is not entirely
clarified in this paper.
PETROVA [64] also mentions as relevant a further paper by EULER [22] on the
propagation of sound. It is quite unclear to me why she regards this paper as
pertinent. Possibly she confused it with the approximately contemporaneous
348 M.A.B. DEAKIN

discussion by LAGRANGE [42] on the same topic. The significance of this paper
is discussed in Section 4 below.
The first volume of Institutiones Calculi Integralis [24] appeared in 1768 and
contains in Chapter IV Some work on the integration of differential equations
using exponential forms, which are, however, indefinite. Further on, in Chap-
ter V, a number of integrals are evaluated, including forms such as f ea~ sin 2 4~d~b
(in modern notation), which are dearly relevant to the study of the LAPLACE
Transform, but which do not for EULER'S purposes form part of it.
By far the most important of EULER'S papers on the LAPLACETransform is
Section 1053 in Volume II of his Institutiones Calculi Integralis [25, esp. pp. 242-3].
Here he considers the transformation (here given in a notation differing only
trivially from his):

y(u) = f er(u)o(x) P(x) dx. (3.6)


b
He then forms the expression

L(u) d2y
~u 2 + M(u) ~dy -}- N(u) y, (3.7)

which is readily found to be

f erQP(N + (MK' -+- L K " ) Q -}- L(K') z Q2) dx. (3.8)


b

This expression he seeks to evaluate in the form


x~a

f d(e K("~oO:)R(x)), (3.9)


x=b
where
R(b) e r(u)°(b) : O. (3.10)
Equating the integrands of Expressions (3.8), (3.10), he then has
dR-~KRdQ:Pdx(N~-(MK'+LK")Qq-L(K')2QE}. (3.11)
Under the conditions
L(K') 2 : A + o~K,
M K ' -}- L K " :- B -}- ilK, (3.12)
N = C -}- ~,K,
where A, B, C, ~, fl, ~ are constants, he then replaces Equation (3.11) by the
pair of equations
dR = P dx(C q- BQ + AQ2),
(3.13)
R dO. = P dx(~, + ~Q + c,Q 2).
It follows immediately that
dR C -+- BQ + AQ 2
--~ = ~' + flQ + ocQZ , (3.14)
The Laplace Transform, 1737-1880 349

which may be integrated to give R. Then, by Equations (3.13),


RdQ
Pdx = (3.t5)
V -k flQ -k ~xQz
and hence
x=a RdQ
y(u) = f e ~° (3.16)

Equation (3.16) thus gives the solution of the equation

L~uz -k M -? Ny = U(u) (3,17)

if
U(u) = R(a) ejr(II)°("). (3.18)
It is not a difficult matter to invert this analysis in many important cases.
Two examples are given in my earlier study [17]. Particularly in the case U(u) = 0,
we have some latitude in the specification of the function K(u), the simplest non-
trivial choice being
X(u) = u.

Notice, in particular, that if L, M, N are linear in u, then Conditions (3.12)


are satisfied under this choice of K. Almost certainly, this is the basis of WEILER'S
[93] claim that EULER integrated the equation
(a2 -~- b2x) y" -~ (a, -~ blX) y' -~ (ao + box)y : 0 (3.19)
in the form
U2

y = f eilxV(u)du. (3.20)
IIl

(The notation has here been altered to accord with WE~LER'S.)


SPITZER [89] does not discuss this point, contenting himself with his attempts
to show the irrelevance of EULER'S previous paper [23]. WEILER, however, has
clearly demonstrated EULER'S priority over LAPLACE in SPITZER'S own terms.
Indeed EULER considers a number of other integral transforms in the same dis-
cussion (see Sections 1017-1058 of Institutiones Calculi Integralis).
SPITZER is correct in stating that WE1LER gives no reference in EULER for his
claim and it is indeed possible that SPITZER did not know of the above passages.
His otherwise extremely thorough scholarship and his vigorous espousal of LA-
PLACE'S priority, however, mean that we cannot overlook the possibility that the
omission was deliberate. Furthermore, SPITZER must also have overlooked,
ignored, or dismissed as unimportant, LAPLACE'S own mention of EULER [49,
p. 88], although here it must be said that LAPLACE'S vague form of reference
("... j'ai insist6 particuli6rement sur ces passages qu'Euler consid6rait en m~me
temps que moi, et dont il a fait plusieurs applications curieuses, mais qui n'ont
paru que depuis la publication des M6moires cit6s") leaves the reader in consid-
erable doubt as to what he had in mind.
350 M . A . B . DEAKIN

Of EULER'S subsequent publications little need be said. The investigation of


1781 [26] considers integrals of the form
oo

f f(x, a) dx.
0

Particularly, he evaluates

0
• e--kyyn-1 dy, (3.21)

for complex k. He thus evaluates a number of LAPLACEand FOURIER Transforms,


and, in particular, produces a theory of the /'-function
co

r(u) = f e-Xx u-' dx. (3.22)


0

This is, in the light of modern knowledge, a necessary, but hardly a sufficient
condition for a theory of the LAPLACE Transform as now taught.
Exactly similar comments apply to an investigation in 1812 by BESSEL [2],
who, but for the fact that he was briefly credited with the LAPLACE Transform,
would not otherwise figure in this discussion.
Finally, a paper written in 1779 and published in 1813 [27] considers the
solution of partial differential equations. The equations involved are linear and
solutions involving exponentials are discovered. Sums and integrals of such forms
are clearly allowable as solutions also. However, there is little in common between
this theory and the use of definite integrals involving parameters. Certainly
LACROIX in his Traitd des diffdrences et des sdries [40, 41] followed modern practice
in regarding the two as quite distinct. (See Section 6 below.)

4. The Work of Lagrange

Three investigations by LAGRANGEadvance the theory. The first [42], of which


a translation by CROSS [16] is now available, concerns the propagation of sound.
Here LAGRANGE considers the wave equation
d2z d2z
= c (4.1)
dt 2 dx 2

(LAGRANGE'S notation). This equation is multiplied on both sides by M dx,


where M is an arbitrary function of x and the result is then integrated between
x = 0 and x = a. The assumption is made that z vanishes when x = 0 and since
fd2z dz dM r d2M
dx z M dx =-~x M -- Z-d-S+ j Z~xz dX (4.2)

we set M(0) = 0 to achieve consistency at the lower limit.


The upper limit is also chosen so that z vanishes when x = a. The term
dz
dxx M is also made to vanish there by suitable choice of M. Hence, in the equa-
The Laplace Transform, 1737-1880 351

tion

Jf"- ~d2z
s M dx = e (dz._~xM -- z dMt-if-x-x
/ + r. d2M dx,
cjz-9-U (4.3)

which we would write with the limits x = 0, x = a, the first term on the right
has been made to vanish and we are left with

f d2z r d2M
--~ M dx = c J z-hTx~ dX, (4.4)

where the integrals are definite integrals on the range (0, a).
As M is still largely unspecified, he assumes

dZM
dx z
-- kM (4.5)
and so finds

f d2z
dtz M dx = k c f z M d x . (4.6)

He now sets
s =fzMdx (4.7)
and so reaches
d2s
dt---i=kcs. (4.8)

The result of this investigation has thus been to transform a partial differential
equation to an ordinary one by means of what we would now term a FOURIER
Transform. The integration by parts (4.2) and the subsequent use of limits chosen
to cause the vanishing of the integrated terms is a direct anticipation of the tech-
nique adopted by LAPLACE [47] and PETZVAL [65, 67] and widely used before
DOETSCH introduced the modern approach to the LAPLACE Transform.
A later discussion by LAGRANGE [43], also translated by CROSS [16], applies
similar ideas to the three-dimensional case. Here three simultaneous partial
differential equations are involved and three multipliers L, M, N (each functions
of the three spatial variables X, I1, Z) are used. The technique involves reduction
of volumetric integrals over a box to surface integrals over the ends and the impo-
sition of three conditions analogous to Equation (4.5). The work is not entirely
successful as the three conditions, to quote CROSS' translation ,"are not susceptible
to integration or they require other methods which we do not know".
LAGRANGE does, however, consider certain special cases, in particular the
exponential substitution
L = Ae (px+qv+rz)'('#,
M = Be (px+qr+rz)(#, (4.9)
N = Cc (px+qY+rz)l/-~,
352 M. A, B. DEAKIN

where A, B, C, p, q, r are constants. This is a clear case of the use of a LAPLACE


Transform, although LAGRANGEnotes that the solutions so produced are inappli-
cable to the theory of sound propagation.
The third of LAGRANGE'Sworks on the subject [44] has a quite different source.
GRATTAN-GUINNESS [31] draws attention to an investigation of integrals of the
forms
r X(x) ax
f yaXdx and J ~ dx.

The former can be expanded as

f ya x dx -- a x ]~g a dx (log a) 2 + dx z (log a) s "'" + const.

The series terminates in the case y = x m, and in some other cases is useful for
series expansions. Similar comments apply to the latter form, which is in fact
identical. This work was known to LAPLACE, some of whose investigations have
a similar flavour.

5. Laplace's Studies

O f LAPLACE'S works on the subject, the earliest is a paper on series [46]. Here
he introduces the notion of a generating function for the sequence whose typical
member is Yx. The generating function is then

u(t) = 2~ yx tx. (5.1)


x--O

He is concerned with a number of questions - initially the problem of interpolation.


A Yx defined over all positive x would allow a continuous analogue of Equa-
tion (5.1)

u(t) = ~f-y~t x dx, (5.2)


0

an integral transform related to the LAPLACE Transform.


Although LAPLACE does not take this route, we find later in the paper, in
Section XVIII, a discussion of the partial differential equation

cqZu ~u ~u
9s ~s-----(+ m ~s -~ n-~s~ + lu = 0. (5.3)

He now sets, for arbitrary functions 4~(s), ~0(s), 4 h ( s ) = f 4~(s)ds, 4 2 ( s ) =


f dpl(s)ds, etc. and similarly defines ~pl(sx), ~p2(Sa) etc. and seeks a solution of
the form
12 = A q ~ ( S ) -~- A(1)qbl(S) it- A(Z)q~2(s ) -~- ... -}- B~0(sl) + B(1)'~I(S1) -~- B(2)~2(SI) ~-i .--,
(5.4)
The Laplace Transform, 1737-1880 3 53

where the coefficients are functions of s, sl. This produces a set of equations for
the coefficient functions, whose solution is found to be

A(~) = e -msI-ns (ran - - 1) ~ s~, (5.5)

B ~) e m*,-ns (ran - - l) ~ S F~ ,

in the case where m, n, l are constants. He thus reaches

. = e-' ..... If +(z) 3 [sl(s - z)l dz + f ~ ( z ) J [ s ( s l


0
}
- - z)l dz , (5.6)

where
(mn - - l) 2 s~(s - - z) 2 ÷ . . . . (5.7)
d [ s l ( s - - z)] = 1 + (ran - - 1) s l ( s - - z) 47 2!

Although the LAPLACE T r a n s f o r m is not directly involved here the occurrence


of the exponential factor m a y have suggested the study of forms such as the ex-

pression ; e -*x +(x) dx in place of the more obvious t r a n s f o r m of Equation (5.2).


0
LAPLACE'S later M d m o i r e sur les approximations des f o r m u l e s qui sont f o n c t i o n s
de trks grands hombres [47] is a remarkable p a p e r in which the g r o u n d w o r k of
the subject is laid.
The relevant sections begin with the start of Article II (Section V I I I ) where
solutions to difference and differential equations are considered. LAPLACE begins
with the equation involving finite differences
S = Ays + B A y , @ CAZys @ ..., (5.8)
where S, A , B, C, etc. are functions of s and y is an u n k n o w n function of that
variable. There are finitely m a n y terms on the right, but the n u m b e r of these need
not be specified at this stage, as the method is quite general. A , B, C, etc. are
assumed developable as power series in s, so that, for example,
A = a + a(1)s + a(Z)s 2 -[- a(3)s 3 -~- . . . . (5.9)
y, is assumed to be of the form
y~ = f e -*~ 4(x) d x , (5.10)
where the integral is a definite integral but the limits are not yet specified. Then,
in effect, he reaches
Any, = f e-*X(e - x - - 1)" ~b(x) d x , (5.11)
and substitutes into Equation (5.8). The result is, in effect,

s = f e p d x { [ a + b(e - ~ - - 1) + e(e - x - - 1) 2 + ...]

de sx
d x [a(l) -+- b ° ) ( e - X - - 1) q- c°)(e - x - - 1)2 -~- ...] (5.12)

d2e-SX }
+ --h-SY-..2[a{2) + b~2)(e - x - - 1) + cC2)(e-~ -- 1)2 + ...] q- . . . .
ax
354 M . A . B . DEAKIN

An analogous form is also produced for the kernel x s, this applying to slightly
different forms for A, B, C, etc. In both cases, the kernel is represented by dy,
so that in each there results
( N dr}y ~d2@ -d3dy )
s=f+& My+ dx @ r-d~x2 + Q--d~x3 + . . . . (5.13)

M, N, P, Q, etc. being functions of x. To each of the second and successive terms


an integration by parts is carried out sufficiently often to produce an integral
involving r}y, the kernel, without differentiation, so that there results

S = f dy M~b -- ~xx (N~b) -k ~ (P4~) -- ~ (Q4) dx

+ C + r}y N(h -- ~x(P4)) -k ~Z2 (Q4))z - ... (5.14)

+ Pqb--~x(Q~b)+...
l 2,y
q-~[Q4~-...]+ ....

Here C is an arbitrary constant, which we would nowadays absorb by using a


different notation for the limits of the integration.
LAPLACE now attacks Equation (5.14) by setting the integrand equal to zero
to reach
d dz d3
0 = Mq5 - - ~xx (Nqb) -5 ~ (P~b) -- ~ (Q4)) + .... (5.15)

with consequent simplification of Equation (5.14).


F r o m Equation (5.15), q5 is to be determined, while Equation (5.14) now
gives the limits of integration. LAPLACE also notes here that (in essence) Equation
(5.15) is the adjoint of the Equation
N d@ d2@ ~ d3r}y
Mr}y+ ~x +P--~xZ +(2d---~+ .... 0, (5.16)

an observation now generally traced back to a later derivation by MELLIN [60].


In Section IX, LAPLACE directs attention to the matter of the limits of integra-
tion, first in the case where S = 0. Put C = 0. I f now @ and all its derivatives
vanish for some value h of x (h being independent of s), we make progress in de-
termining the limits. For the case @ = x s, h = 0 (at least for sufficiently large s),
and for the case @ = e -~x, h = ~ (supposing s to be positive). He now seeks
values of x which will satisfy the algebraic equations
d d2
0 = N4, -- ff-£x(P40 + ~ (Q4,) - ...,

d
0 = P4~ -- ~x (Q4~) -k ..., (5.17)

0 = Qqb -- ...,
The Laplace Transform, 1737-1880 355

there being i such equations if i is the order of the differential equation (5.15),
whose solution for 4) will contain i arbitrary constants. Since we have assumed
S = 0, 4) is a linear combination of these constants each multiplying a correspond-
ing particular integral. The first particular integral let us call, not following
LAPLACE'S notation, 4)1 and substitute this into the first of Equations (5.17).
Suppose this to be satisfied for x = q. The same process is repeated for the others,
and a solution, which we would now write

n=lh
f° y4).(x)dx (5.18)
emerges.
The next sections consider the non-homogeneous case. The attempt is to
find limits h, p on the integration in Equations (5.10) and its analogue for which
dy = x'. Most of the ensuing discussion concerns that case, and will not be given
here. LAPLACE also considers the use of the same method for differential equations,
and remarks (at the end of Section XIII) that the kernel e -~x leads to similar,
but often more convenient forms.
Section XV begins the discussion of what is now known as the LAPLACE
Equation
0 = V q- sT, (5.19)
V, T being linear functions of y~ and its differences (or derivatives). The above
analysis now yields

dby\
0 = f 4) dx ( M + Iv
" -~-x) (5.20)

as before in the more general Equation (5.13).


The differential case is considered explicitly in Section XVI and here the kerneI
by = e -~x is adopted explicitly. This section is the one on which SPITZER [89]
bases his case for LAPLACE'S priority and questions WEILER'S [92] attribution o f
Equation (3.19), the second order differential case of Equation (5.19), to EULER.
The method, however, is clearly implicit in EULER, as we have seen, although
LAPLACE'Streatment is obviously more general and is considerably more developed.
Later sections of the LAPLACE paper are also relevant. Section XXV considers
explicitly both the transforms

y, : A f x%(x) dx (5.21)
and
y, = A f e-~X4)(x) dx, (5.22)
where A is a constant and the limits of integration are allowed to depend on s.
Considerably more emphasis is placed on the form (5.21) than on the form (5.22).
Formulae for differences and derivatives are then derived. For example, from
Equation (5.22), he has
d"y~
ds" = (--1)" A f x'*e-SX4) dx @ .... (5.23)
356 M . A . B . D~AKIN

the dots indicating the effect of dependence of the limits on s. However, the
section immediately following assumes the limits 0, e~ of modern theory.
(In this connection, note that LAPLACEin the original version uses ... for terms
deducible algorithmically, and &c for terms produced by persistence of form.
The editors of Oeuvres Complktes do not preserve this distinction.)
This part of the study deals with the differential equation
dys
S'~s -k iys ~- O, (5.24)

where, as before, i is not 1/--1, but is in fact real. To investigate Equation (5.24),
he sets
Ys = f e-SXcb(x) d x , (5.25)
where the integral is definite but its limits are as yet undertermined. Substitution
of this form into Equation (5.24) and an integration by parts produces

[x~b(x) e-SX] bb, ~- e -sx ich(x) ~xx (x~b(x)) dx z 0, (5.26)


a

where I have used a, b for the unknown limits.


Each term in Equation (5.26) is required to vanish independently, so the
limits are given as 0, e~ to ensure the disappearance of the first term. The second
term vanishes also, giving
d
icb(x) = -~x ( x~b(x)) . (5.27)

Equation (5.27) is both the adjoint and the LAPLACE Transform of Equation
(5.24). The solutions of both equations are readily found by other methods, and
we have
dp(x) = A x i-1 (5.28)
and
Ys ~-- s - i . (5.29)
(The constant of integration in the second equation is unimportant.) Hence
oo

s -i = A f x i - l e -sx d x , (5.30)
o
and if, with LAPLACE, we set s = 1, we obtain, on substituting back,
oo

f xi-le sx dx
s_ix o co (5.31)
f x i - l e - x dx
o
an equation which we may now view as giving the LAPLACE Transform of x i-1
in terms of the /'-function.
The Laplace Transform, 1737-1880 357

It now follows f r o m Equations (5.23) (truncated because o f the choice of


limits) and (5.31) that

f xi-le-SX(e - x -- 1)~ dx
A~s_i = 0 (5.32)
f xi--lC x dx
0

If we n o w suppose that the function


xi-le-~(e -x- 1)n (5.33)
is maximized for x = a, we m a y write
xi-le-SX(e - x -- 1)n = ai-le-Sa(e -a -- 1)" e -t2. (5.34)

LAI'LACE n o w sets x = a + 0 and takes logarithms o f both sides. This gives a


series for t 2 in powers o f 0:
t 2 = hOz + h'O 3 + h"O 4 Jr- . . . . (5.35)

Values o f h, h', h", etc. m a y be f o u n d and expressions for the first three are given
in terms o f a, which in its turn satisfies a transcendental equation f o u n d by setting
the derivative o f Expression (5.33) equal to zero.
Equation (5.35) m a y be recast by expressing 0 as a power series in t, the result
being
~h ( h't 5 h ' 2 - - 4 h ' h '' )
0 = 1 + t2 + (5.36)
2h 8h 3 . . . .

This result is now substituted into Equation (5.34) and an integral taken from
t = -- cx~ to t = cx~. LAPLACE has previously [47, X I X ] derived the expansion for
the F-function

f x ' e - x d x = i '+ ½e-'l/~-~ 1 + IN + ' ' (5.37)


0
a version of STIRLING'S Formula, f o u n d by transform methods using considera-
tions based on the kernel x s.
F r o m his new integration he determines

f xi-le-SX(e -x -- 1) n dx = aa-le-Sa(e -a -- 1)"


V ( +15 2 12hh + )
o 16h 3
(5.38)
Expressions (5.37), (5.38) are now substituted into Equation (5.31) to yield a series
expansion for Arts -i. The m e m o i r includes other calculations performed in similar
vein.
A l m o s t thirty years were to elapse, as he himself remarked, before LAPLACE
returned to the subject [48]. Writing on definite integrals and their application
to probability, he considers first a n u m b e r of integrals o f the f o r m
cx~

f f ( x ) e -ax ax
0
358 M . A . B . DEAKIN

and evaluates these explicitly in cases where f ( x ) is both real and complex. The
object at this point is the evaluation of the integrals themselves and to this end a
number of ingenious techniques are used. Also treated are related integrals such
as
oo

l c_o ,_-x_
d 1 +x* "
0

Later on, in Section V, there is an explicit use of a version of the LAPLACE


Transform to solve the partial differential equation
~U ~U ~2U
8r 2U + 2# + ~/L2 , (5.39)

where I have written r in place of LAPLACE'S r'.


The solution is obtained by setting
U = f do(t, r) e -"t dt, (5.40)
the integral being definite, but with initially unspecified limits. Then the trans-
formed equation becomes, by the same argument that produced, for example,
Equation (5.26)
edo ado
e-~- = t2do -- 2 t ~ - (5.41)

with the limits so chosen that tdoe- m vanishes at both.


The solution of Equation (5.41) is

do =- e -g ~p (5.42)

(~o being an arbitrary function of the specified argument), and one might now
solve Equation (5.39) in the form

U = e - m + ~ ~ ~-~ dr. (5.43)


0

However, LAPLACE takes a more interesting route and sets


t = 2# + 2s t/-----i . (5.44)
This gives

_~ eZ, ds, (5.45)

where H is an arbitrary function. This form, but for its conversion to a real
integral, is the inverse LAPLACETransform we would expect from the methodology
embarked on by the substitution (5.40). Equation (5.45), closest to our modern
form, is only produced from Equation (5.43) by attaching a negative sign to the
value of ~/----~. Without this device, we reach the alternative form

U=e_~2 _
f~ e _ S ~ l , s - - / z ]eZ
/ - r- 1 ds, (5.46)
The Laplace Transform, 1737-1880 359

where _P is arbitrary. LAPLACE gives the value of U as the sum of the expressions
(5.45), (5,40, and develops this by taking powers of e -2r. This leads to the equa-
tion
2e-~2 [ Q ( 1 ) ( 1 - 2 / , 2) Q(2)( i - - 4 / * 2 @ 4 / * 4)
U = t/---~ 1 q- e4r @ e8r @...

L(O)# L(')/* 1 ---~-/*


@7 + e6r , +., (5.47)

where the Q~i), L(o are constants depending on the initial conditions.
The remainder of this interesting investigation does not involve the LAPLACE
Transform explicitly and will not be pursued here. A number of orthogonality
relations are derived, and a number of special cases are solved either explicitly
or approximately.
This interesting study was noted in connection with the LAPLACE Transform
by both PETROVA [64] and GRATTAN-GIJIYNESS [31], but escaped the attention
of LACROIX [41].
The subject recurs in Thdorie analytique des probabilitds [49] (1812), where
LAPLACE begins the investigation in his Section 21 with Equation (5.1). He then
sets (in modern notation) t = ico and multiplies the equation by e-iX% Writing
U(co) for u(t) and integrating with respect to co yields:

f Ue -ix~' act = f {yoe -'~' + yle -t(x-'> + ... q- Yx q- Yx+l d~' + . . . } do), (5.48)

and a FOURIER Transform emerges if the integrals go from --Te to az. He finds

Yx = ~1 -=f U (cos cox -- i sin ox) do), (5.49)

"'mais cette formule a l'inconv~nient d'introduire des imaginaires dont on peut


d6barraser de la mani&e suivant".
He then considers, without any further motivation, two versions of the MELLIN
Transform:
Yx = f t-~-IT(t) dt, (5.50)
and
y~ = f t-~T(t) dt. (5.51)
Now, with Ay~ written for Yx+~ --Yx, Equation (5.51) gives

A~y:= f t-xT(t) (--~-- l)~dt, (5.52)

where i is a positive integer. Moreover, if ~ becomes infinitely small we have the


differential form
1 i
diyx--
i f t-xT(t) (log--~-) (5.53)
360 M.A.B. DEAKIN

The second chapter repeats work on Equation (5.8), and the third some of
the work already noticed in connection with his investigation of 1810 [48]. In
particular, there is another "close encounter" with the inverse integral as we know
it today in his Section 34. Further on (his Section 40), the work on Equation (5.24)
reappears.
It is clear from all this that LAPLACE, although anticipated by EULER and
LAGRANGEproduced a systematic body of theory that went far beyond anything
those investigators had produced. It is clear that by 1782 LAPLACE was using
transform methods, often involving the kernel e -sx, to produce results of con-
siderable depth and difficulty.

6. Systematization by Laeroix

LACROIX was a textbook writer par excellence, and in the best sense of that
label. In 1800, he published his Traitd des diffdrences et des sdries [40] a sequel
to his already extant work in two volumes Traitd du Calcul diffdrential et du Cal-
cul integral (the capitalizations are those of the title page).
In Chapter III of that work, LACROIXconsiders explicitly solutions of the form
b
y ---- f V(u, x) du (6.1)
g

for linear differential equations. Already, he is aware, in his thorough bibliography,


of the work of EULER in Volume II of the Institutiones Calculi Integralis (see
Section 3 above). We find here a clear distinction between the use of definite inte-
grals and EULER'S (1779) [27] use of indefinite integrals in the solution of partial
differential equations, such as (LACROIX' notation)
d2z
-- az (6.2)
dxdx
in the form
ay
z = f e"x+ -~ n4o(n) dn, (6.3)
this integral being, in essence, an indefinite one, as the limits of n are arbitrary.
Separated in space and in logic are the "Applications des form. f e -ux v du,
f uXx v du, etc. gl l'integration des dquations aux diffdrenees et diffdrentielles", the
subheading in the margin at paragraph 1134 of this work. These follow LAPLACE'S
paper of 1782 and add little, unless one includes an attempt (attributed to PARSE-
VAL in the revision) to treat the two-dimensional wave equation

a2z o2(a z
dt---5 - - \ d x 2 ~- dy2] = 0 . (6.4)

This proceeds via a double MELLIN Transform


z = ff mtnXpy4o(n, 4o) dn dp, (6.5)
and direct substitution.
The Laplace Transform, 1737-1880 361

The revision, published in 1819 as the third volume of his Traitd du calcul
diffdrential et du calcul intdgral (contenant un traitd des diffdrences et des sdries),
gives a LAPLACETransform type of approach (now in Chapter VII):

z = ff emt+"x+PYdp(n,p) dn dp, (6.6)

and finds, readily enough, the obvious m 2 ---- aZ(n 2 + 192) to reach the solution

z = f f co, V.~+~~+,x-py dp(n, p) dn dp + f f e -°' ~ +,x+,q 4)(n, p) dn dp. (6.7)

By the time of the revised version, this too is banished (rightfully) to the section
involving indefinite integrals.
LACROIX' work is significant for two reasons. First, his texts were widely
read. BOOLE, even had he not had the benefit of SPITZER'S [84] comments on
LAPLACE'S priority, would probably have reached a similar conclusion, for we
know [3] that he was greatly influenced by LACROIX. Thus, despite LACROIX'
careful documenting of the earlier Eulerian contributions, LAPLACEwould prob-
ably have achieved the credit for the transform that now bears his name even
without the intervention of SPITZER and POINCARI~(for the latter, see the sequel
to this article).
Second, the juxtaposition in LACROIX' treatise of the work of EULER and
LAPLACEsets off starkly a vast difference in methodology in the two men's work.
Whereas EULER (see the analysis beginning with Equation (3.6) above) chooses
a form of solution and then seeks differential equations which it will solve,
LAPLACE (see, as the prime example, the analysis beginning with Equation (5.8)
above) is thoroughly modern in beginning with the differential (or difference)
equation, and seeking to solve it.
In a preliminary analysis [17] of this point, I commented of EULER'Sapproach:
"This analysis, which appears to a modern reader to be presented backwards,
exhibits a methodology which Euler used quite often". One may go further. My
earlier study exhibits the production of particular integrals to second order linear
differential equations by the Eulerian technique. LAPLACE (see, in particular,
the analysis beginning with Equations (5.16), (5.17)) shows how these may be
used in relatively general situations to construct general solutions of a previously
given differential equation. This has no counterpart in EULER, and, although
SPITZER nowhere adverts to this point, we may now view it, if we are so minded,
as solid ground for awarding priority in the field to LAPLACE.
The second edition of LACROIX' work gives references to PARSEVAL, FOURIER
and POISSON, and also, for completeness one must presume, to works, not here
relevant, by PRONY, AMPERE and PLANA.

7. Fourier and Poisson

The contributions of FOURIER and POISSON are important, but indirect. They
relate mainly to attempts to solve the heat equation under various boundary
conditions, and have been well summarized by GRATTAN-GUINNESS [30, 31], so
that only a brief resume is required here.
362 M.: A, B. DEAKIN ':

FOURIER'S work on heat spanned the years 1805, when his first draft of a mono-
graph on the propagation of heat was prepared, to 1822 when he published the
final version, Thdorie analytique de la chaleur [28].
Relevant to our purpose is the one-dimensional heat equation, which we
would now write
• t~/Y ~2V

_ 8t - - ~X 2' (7.1)

appropriate to the conduction of heat in a linear body such as a bar. When the
bar has finite length; the solution is possible as a FOURIER Series

...... v ~ (ar cos rx + bl sin rx) e ~m. (7.2)


r=0

Both LAPLACE and POrSSON considered the case in which the bar is infinite,
in which case, as we now know, an integrai analogue of Equation (7.2) is appro-
priate. An analogy with the formula for the coefficients of the FOURIER Series
led FOURIER to the integral theorem
OO OO

- ~ F(x) = of dq cos qx of dx F(x) cos qx (7.3)

(FouRIER'S Equation (e) of his Chapter IX).


By modern standards, the notation is clumsy, and it is also true that the
~¢arious proofs offered lack rigor as we would now require it Indeed the question
o f a rigorous proof Of the theorem which we would now write
1 ~ co
F(x) = ~ J -~f F(q) cos p(q -- x) dq dp (7.4)

stood over mathematics for a long time.


• Hors coneours, PRINGSHEIM [75] attributes Equation (7.4) to CAUCHY, but
despffe the poor notation; FOURIER had clearly stated the theorem. His proof
[28, § 359] proceeds via a heuristic n o t unknown in present-day texts of engineering
mathematics, and despite the fact that later authors such as PRINGSHEIMfound it
deficient, and despite the controversy (for which see GRATTAN-GUINNESS'accounts
[30,31]) that such work involved at its inception, no serious doubt was cast on
the correctness of the result. For example, RIEMAN~ (see Section 17 below)
showed no hesitation in using it to invert, in essence, the MELLIN Transform.
, As will be made clearer in Section 10 below, LIOUVILLEalso was greatly in-
fluenced by this work. One of his studies comes closest to modern LAPLACETrans-
form theory when he attempts (unsuccessfully) to discuss the passage from
discrete to continuous spectra involved in the extension of the FOURIER Series to
the FOURIER Integral [54]. This study, among others, owes a debt to PolssoN whom
LIOtrVlLLE clearly admired, to the point of transcribing, with acknowledgement,
w h o l e p a g e s from one of his papers [74].
~ It .is also relevant to make explicit at this point that, despite the claim by
PETgOVA [64], neither FOURIER nor POISSON made any use whatsoever of the
LAPLACE Transform in the solution of differential equations. (A somewhat similar
The Laplace Transform, 1737-1880 363

remark applies to CAUCHY whose very real contributions to the theory will be
discussed in the next section.)
POISSON, however, comes close to the LAPLACE Transform at one point of his
discussion of heat [74, Section 17]. Here the equations

p = f e-hYf(y) dy,
0 (7.5)
--oo

q = f ehYf(y) dy
0

are introduced (the second slightly misprinted), h being a constant with positive
real part.
Physical conditions imposed on the problem of heat flow have led POISSON
to the equation
e-#Yd[e¢Yf(l -~- y)] = eeYd[e-eef(l -- y)] (7.6)
and to a similar one for which/3, l are replaced by --/3', --I respectively. He multi-
plies both sides of Equation (7.6) by e -by and integrates from 0 to cxa to produce

(h q-/3) f e-hYf(l + y) dy ---- (h --/3) ~ e-hYf(l -- y) dy (7.7)


0 0

and as

e-hYf(l--{- y) dy = eht (p -- /e-hYf(y)dy) (7.8)


0 0

and

he can express the relation (7.7) in terms of integrals involving f(y). A similar
calculation is carried out for the analogue of Equation (7.6) and the net result is
a pair of equations in p, q, which he solves in the form
~0(h) ~(--h)
P -- ~(h)' q ---- ~b(--h)" (7.10)

where (b, ~p are explicitly given in terms of h, fl, fl', l and the function f. He now
sets h = g -k z I/------]-and uses the above work to investigate the value of
OO

f cos (y -- x) zf(y) dy
--oo

via the complex exponential.


The ultimate purpose of this investigation was t o examine the relation between
the heat problem for a finite bar of length 2l and an infinite bar and to justify
the use of FOURIER Series solutions, whose acceptability was questioned at the
time (see GRATTAN-GuINNESS [30]). The first aim was not satisfactorily accom,
plished and the second could have been done much more simply.
364 M.A.B. DEAKIN

8. Theoretical Developments by Cauchy

CAUCHY'S contributions to the mathematics required for the modern version


of the LAPLACETransform are extensive. In the first place, we have his work on
the Calculus of Residues; second, there are his extensive analyses and applica-
tions of the FOURIER Transform; finally, it is necessary to mention his work on
Operational (or Symbolic) Methods.
Much of this is covered, briefly but thoroughly, in the study of CAUCHY'S
work by FREUDENTHAL [29]. Inter alia, this deals with his studies of contour
integrals and the others, with which these become intertwined, of the FOURIER
Integral Theorem. It is only necessary here to deal in detail with a few of the
most directly relevant papers.
The first of these is a memoir of 1823 on the integration of linear partial
differential equations. This paper begins with the FOURIER Integral Theorem
(in the multidimensional case) and follows this immediately with the complex
form. A version of the one-dimensional real form occurs as Equation (8) of his
PremiOre partie, and in an unnumbered equation between his Equations (47) and
(48), the modern form of the theorem is given. (This antedates by about four
years the statement quoted by PRINGSHEIM [75].)
It is the use of the complex version of the Fourier Transform that is most
important for the purposes of this study. However, § IV of the paper makes
use of the real version in solving systems of linear partial differential equations,
and this study is taken up again in the second part where quite general equations
are studied. Here, however, it is the complex Fourier Transform that is pressed
into service.
He writes the differential equation, in an unknown q~ as

a4 _ a24 a"4
V4 = Vo4 + V, ~ -5 v 2 - ~ + ... + vm at" - 0 (8.1)

where the variable t is that corresponding to the highest derivative (of order in)
and the operators 70, V1, etc. contain only the other n independent variables
x, y, z . . . . . He now supposes initial conditions given for t ---- 0 in the form

e4>
4~ = fo(X, y, z, ...), - ~ = f l ( x , y, z . . . . ), etc. (8.2)

and seeks a solution ~b of the form

+= r i ;s
--cx) ill r --~ is #
... Toe~'(~-~) ~/--Ye~(y-o f_--f

Xfo(be, ~'. . . . ) do~ d# d{3 d~, . . . . -5 ( M - - 2) similar terms. (8.3)

(I have slightly abbreviated CAUCHV'Snotation.) Here the limits be',/z" pertaining


to the variable be are arbitrary, but for the restriction be' < x < #", and so on.
To is supposed to be a function of t and the parameters o~, {3. . . . . The T i
The Laplace Transform, 1737-1880 365

satisfy
eJT,. [1 if i = j (8.4)
e t i It=o = l 0 otherwise
for O --< i <-- m - - 1 , O<=j<=m--1.
This manoeuvre leads to m ordinary differential equations of the form
~Ti ~2T~ ~mT~
AoT/@ A1 ~ q- A 2 - ~ - -t- ... q- Am-1 7 = 0, (8.5)

which may then be solved.


There are other calculations in similar vein of which the most interesting
is a variant (Equation (56) of the section Observations grin&ales et additions)
in which the exponents become complex so that the transformation becomes

¢= G f f . . . e (a+°;~--T)(x-'O e (b+l~v-'ZT)(y-v) ~o doc d~ dt5dv .... (8.6)


-- ~ [ff --00

which may be considered as a variant of the LAPLACE Transform.


Even more interesting is a paper of 1827 [10] which gives a systematic account
of the FOURrER Integral Theorem and a number of related results. The starting
point, in modem terms, is the integration off(z) around the closed contour shown
in Figure 1. On the supposition thatf(z) gives rise to no residues within this con-
tour (for any e, no matter how small) he has, in his notation,
1
8

f {(a + b 1/--~ 1)f[(a -t- b ]/-- 1) r] -- (a + c ~/-- 1)f[(a q- c ]/--~ 1) r]} dr


0

=¢--T s " T "

He now sets Xo < x < X and considers a transformation

f(t) = f e-t(x-~)f(#) d#, (8.8)


Xo

where f(/~) is bounded on [Xo, X].

y~

I I
a e/e x

Fig. 1. The contour used by CAUCHYto establish Equation (8.7).


366 M . A . B . DEAKIN

[The differing notations f , f and a third variant of the letter and the three va-
riants x, Xo, X give rise to a number of misprints in the various printed versions.
These are corrected without comment in what follows.]
Equation (8.8) is now substituted into Equation (8.7) and 0 is set equal to
zero. The result is
o~ x

f(x)- ((a +
-- (a + e ]/-- 1---)e -(a+e~'ZT)r(y-")} f(#) a# dr, (8.9)
where
b c
A = arctan- -- a r c t a n - - ,
a a

l (am+b
e = 7 in G~-~J"
A similar formula results from the transformation
X

f(t) = f e -t('-x) if/z) d/~, (8.10)


x

and the combination yields


1 oo x
f(x) -- f f ((a @ b ~/--1) e -(~+b~/--Y)di~-")~
B@ A ]/---~--1 xo
-- (a -k c I / ~ l) e-(a+d--Y)rf~22-~} f(#) d~ dr, (8.11)
where by ]/(x --/~)2, CAUCHY means Ix -- #I, etc.
He now considers the case in which x lies outside the interval [Xo, X] and by
means of a third transformation
X

f(t) = f e -t(È-x) f(B) d/z (8.12)


Xo

(pertaining to the case x < Xo) and a fourth in which x --/~ replaces # -- x (when
x > X) finds
e~ X

f f {(a + b ]/-- 1) e -(a+bv-~rvU-2~


0 Xo

-- (a + c ] / ~ 1) e -(~+d-~r!/b-~-~} f(/0 d# dr = 0. (8.13)

The integral theorems (8.11), (8.13) are now examined in a number of special
cases. The FOURmR Integral Theorem is made to emerge, as is the interesting
result
a oo X

-~ff f {1--ar((x--~)a}e-Tf(x-~)~f(~)dl~dr=f(x), (8.14)

if Xo < x < X. Otherwise the right hand side is zero. This is reached by setting
b = c = 0 and examining the resultant indeterminate form.
The Laplace Transform, 1737-1880 367

This elegant result, which may be seen as prefiguring modern distribution


theory (although, remarkably enough, L~3TZEN [58] does not refer to it), is now
written as (for the case Xo < x < X)

~jf d[ae-ad(x-~)2]
f(x) ~- da f(#) a# dr (8.15)

and integrated with respect to a, from an initial value c, to give

f f (ae -r~/(x-")2 -- ce -cd(x-")2} if/z) d# dr = f(x)In , (8.16)


0 Xo

a form valid for all x if Xo = -- oo, X = cx~.


There are also other relatively straightforward specializations.
It is this paper that PINCHERLE [71, 72] regards as giving priority to CAUCHY
for the inversion formula. Elsewhere [70], he assigns the priority, more correctly,
to RIEMANN. The modern format is PINCHERLE'S own [70] based on RIEMANN'S
essentially similar argument. See Section 17 below.
A later paper by CAUCHY [11] extends the above analysis t o functions of
several variables.
The various other uses to which CAUCHY put the FOURIER Transform will not
be discussed here. For a brief summary, see FREUDENTHAL'S account [29].
It is apposite, however, to look briefly at his work on operational (symbolic)
methods. While these were used before CAUCHY'S time (see KOPPELMAN'S account
[37]), they are more deeply explored by him than by any previous authors. The
paper Sur l'analogie des puissances et des diffdrences, which appeared in two
versions [9, 12] in 1825 and 1827 is often quoted in this regard. It contains the
partial fraction method for solving the linear differential equation with constant
coefficients (in modern notation)
dmy dm-ly dm-2y dy
dxm + al dxm_'------T-~-a2--d--~xm~_2
~- ...-~ am_l--d~xAVamy=f(x ) (8.10)

later rediscovered by BOOLE [4], and as pointed out by MURNAGHAN [61], equi-
valent to HEAVISmE'S Expansion Theorem. The matter is further explored in a
contemporaneous paper and BOOLE'S interpretation of symbolic forms [7, p. 388]
are produced in an addendum [13] to this.
Symbolic methods continued to occupy CAUCHY. The interest returns in a
paper of 1845 [15] which also includes work on the Calculus of Residues and in
this context some integrals reminiscent of the LAPLACE Transform.
The totality of these investigations makes an impressive body of new theory,
but not a systematic account of the LAPLACETransform. No one prior to CAUCHY
was in a position to produce such an account, if only because the calculus of
residues had not then been developed. CAUCHY almost certainly could have, and
it is interesting to speculate as to why he did not do so. By the time of POINCARI~
[73] and PINCHERLE [70], when such a synthesis was achieved (for which see the
sequel), contour integration techniques were much more developed than those
pioneered by CAUCHY. Yet perhaps we m a y look elsewhere also. CAUCHY refers
368 M.A.B. DEAKIN

often to the work of FOURIER and POISSON,but nowhere adverts to the earlier
work of LAPLACE on the specific integral forms involved, the work so well summa-
rized by LACROIX. It may be that he viewed this line of research as passd.

9. A Posthumous Paper by Abel

ABEL'S Sur lesfonctions gOndratrices et leurs ddterminantes [1 ] was first published


in the edition of 1839 of his Oeuvres ComplOtes (edited by HOLMBOi~).It dates from
the 1820's and may well not be in its final form. Apart from two references to
LEGENDRE (not relevant to the present study), no background to the investigation
is given. It is reasonable to infer, however, that it derives, at least in part, from a
reading of LAPLACE, because of a similarity of terminology and of subject matter.
The starting point is a multi-dimensional version of the LAPLACE Transform

oh(x, y, z,...) = f exu+yv+zp+''"f(u, v, p) . . . . ) du dv dp . . . . (9.1)

(The above form corrects a trivial misprint.) Here q5 is referred to as the fonetion
ggn&atriee (or generating function) and f as la dgterminante de 4, (or, in modern
usage, the determining function). (PINCHERLE [72] follows ABEL in this distinction.
Many modern authors, e.g. WIDDER [94, p. 37] reverse the terminology.)
No limits for the integration in Equation (9.1) are given, even in the later spe-
cialisation
4)(x) = f eVXf(v) dr. (9.2)

(ABEL omits the parentheses.) We are to understand, however, although it is


not stated explicitly, that the integral in Equation (9.2) is a definite one.
ABEL sees Equation (9.2) as specifying an operator (my term, not his) sending
f(v) into 4~(x). This he denotes byfg, and the inverse he denotes by D. Because these
notations are confusing to modern readers, I will not use them. Rather, let us
denote the operator by F and its inverse by F - t .
ABEL first shows that F is linear and takes this to imply that F -1 is linear.
He develops the shift theorems
F-arb(x -t- o:) = e~VF(dpx) (9.3)
and
cb(x + o¢) = r(e~Vf(v)). (9.4)

He also has relations involving derivatives

F-l(~-~x)=VF-~cb, (9.5)

d~
F(uf(v)) = "~x (9.6)

and their generalizations to nth order derivatives. (The notation here is not ex-
actly ABEL'S, but is based on it.) Analogous results are given for integrals and
The Laplace Transform, 1737-1880 369

differences. If now
d"rb(x q- o¢) dn'cb(x q- od)
~- A,,,~, -? ... (9.7)
dx" dx"'
and
~p(v) = A n,~, v% w' -}- A n',o;" v ' e v~'' -~- ''., (9.8)
we have
F -~ 6(q5) = ~o(v)F-~q5 (9.9)

and this may be generalised to a formula in which successive operations by


6, 6~, 62 . . . . . ~u on the left produce products of functions % ~0~, ~02. . . . . ~?~ on
the right.
The remainder of the paper is taken up with applications, of which one will
suffice to give the flavour of the investigation. It is his first.
He sets
6(¢b) : ¢b(x ÷ oO -j- acb(x) (9.10)

and seeks a series for 6"(~) of terms AmdP(x -]- moo). This is readily found to be
given by
n(n -- 1)
6"(cb) : ck(x + no~) + nacb[x + (n - 1) o~] -}- 2 aZdP[X+ (n -- 2) ~] + . . . .
(9.11)

There is much more in similar vein. As ABEL remarks, the technique is useful
in deriving power series. The work is elegant, systematic and, in many cases,
new. Other aspects of it are discussed by PETROVA [64], who, however, probably
overestimates the influence of this paper on subsequent developments.
ABEL deserves the credit for the first attempt at a systematic exploration of
the properties of the LAPLACETransform. It is also clear that he used it to produce
new and significant results. However, the paper lay for many years outside the
mainstream of work in the area. It was not referred to until 1892, when LERCn
[50] drew attention to it, and that in a paper published in Czech.

10. Liouville's Researches

In 1832, LIOUVILLEpublished three memoirs [51, 52, 53] concerned with the
question of fractional derivatives. The starting point is the observation that the
exponential function e mx satisfies the equation
d ~ e mx
= m U e mx. (10.1)
dx ~

This equation is taken to apply to negative as well as to positive # via the inter-
pretation of negative derivatives as integrals. (Constants of integration are ignored.)
He now has a handle on the question of fractional differentiation, for Equa-
tion (10.1) may equally be deemed to be valid for non-integral values of/~. If it
370 M . A . B . DEAKIN

proves to be possible for more general f ( x ) to expand them in the form

. y=f(x)=AlemlX4-A2em2X@A3em3X4- .... (10.2)

then a term by term operation will generalize the above result.


That this summation may involve also integration is clear from his Section [4]
in which he considers the function y = 1/x as
co
1 f e -~'x do~. (10.3)
X 0

The result is
1
d.m
X (--1)"/~(/z -t- 1)
(10.4)
dx ~ XI+#

and there are other results in the same vein. Indeed, much of the theory of the
LAPLACE Transform, as we now understand it, is systematically produced. In this,
he duplicates, and indeed surpasses in some respects, the earlier work of ABEL,
of which he was clearly unaware.
Thus far, we have been concerned with the first of LIOUVILLE'S three papers
[51]. The second [52] begins a more systematic exploration. Most notably, it
involves the use of complex exponents, particularly, as is natural, in its treatment
of the trigonometric functions. This paper develops most coherently the theory
of expansion of functions in terms of Equation (10.2) and its integral analogue.
The third, and shortest, of the three papers [53] is, however, most germane to
the present study, both for its content and for the influence it exerted in the field.
Here he sets out to integrate the second order ordinary differential equation

d2y dy
(mx z 4- nx 4- p ) ~ 4- (qx + r) ~ 4- sy = O, (10.5)

where x is the independent variable, y the dependent, and all other letters denote
constants.
To solve this equation, LIOtlVlLLE sets

d~z
y = dx,, (10.6)

where # is yet to be determined. The equation is now integrated # times, using


a technique based on a theorem known for the case where/z is integral and ex-
tended to his new calculus. This gives

d2z dz
(rex z + nx 4- p) ~x 2 -- tz(zmx 4- n) ~ -t- IZ(tz 4- 1) m z

dz
+ (qx + r)--d-£x -- # q z + sz, (10.7)
The Laplace Transform, 1737-1880 371

as the /*th integral of the left-hand side. Hence

d2z dz
(mx 2 + nx + p) ~ + [(q 2m/*) x .+ (r n/*)] )--£x

+ [m/z(/* + 1) -- q/* + s] z = ~p,,

where ~,~ satisfies

d"~P" = 0. (10.9)
dx ~
# is now determined by choosing

m#(# + 1) -- q# + s = 0 (10.10)

with consequent simplification of Equation (10.8). He sets, in the case of distinct


roots, ~v, = 0 and obtains two particular solutions for z, which allows the original
equation to be solved.
This paper had a large influence on PETZVAL (see Section 14). If, as he noted
[68)], m = 0, Equation (10.5) becomes a special case of the LAPLACEEquation
(3.19) whose solution by a similar technique was to become a bone of contention
later (see Section 15). With the LAPLACE Equation the attempt to use an integral
analogue of Equation (10.2) directly, without the intermediate fractional differen-
tiation, produces immediate simplification.
In 1836, LIOUVlLLE addressed himself [54] to the question of the passage
from a discrete to a continuous spectrum in the equations for heat flow. His
starting point is PolssoN's paper [74] on the subject. As he has no interest in the
applications, he begins immediately with Equations (7.5), and their solutions,
which he supposes, without intermediate argumenL t o be of the form given by
Equations (7.10), ~, ~0 being functions "sans d6nominateur". There follows an
attempt, very similar to POlSSON'S and repeating it word for word (with acknow-
ledgement) in places, to use these equations to treat the complex FOURIER Integral.
The calculation is more elaborate than POlSSON'S, and provides a technique
whereby FOURIER Series may be calculated. The details, however, will not be pur-
sued here.
LIOUVILLE'S final paper bearing on the subject is a memoir of 1837 [55], at
the end of which he offers a proof that if
X

f x~4~(x) dx = 0 (10.11)
x

for all n, then $(x) = 0. The proof proceeds, via the series for e yx, to show that
X

f eyx4~(x) dx = 0 (10.12)
x

"et, ~t cause de l'ind6termin6e de y, on tirerait q~(x) = 0".


A remarkable anticipation of LERGH'STheorem! The obvious counterexamples,
such as spike functions, would not, for LIOUVILLE, have been admissible.
372 M.A.B. DEAKIN

11. Grunert's Integrals

The year 1832 saw the publication in CRELLE'S Journalfiir die reine und an-
gewandte Mathematik of a brief paper by GRUNERT [33], himself better known as
the editor of the much less prestigious Archiv der Mathematik und Physik. Inter
alia, this gives the values of a number of integrals of the form
oO

f f(x) e -ax dx. (ll.1)


o

(GRUNERT USeS ~ in place of the modern d.) There is little remarkable in the
paper, much of its content in fact having been known to EULER [24]. It is men-
tioned here for completeness only.
The same may be said of a later and similar paper by SCHLOMILCH [80].

12. Murphy's Inversion Formula

Another minor, but, in this context, rather more important, figure is MUR-
PHY, who in 1832 read a paper [62], published the following year, to the Cambridge
Philosophical Society. The subject was the "Inverse Method of Definite Integrals"
and in it he considers, in essence, a form of the MELLIN Tranfsorm
1
¢p(x) = f f ( t ) t x dt, (12.1)
o
where I have modernised the notation.
MURPHY sets himself the task of determining f(t), given ¢(x). His result is:
1
"When the known function ~(x) is rational, seek the coefficient o f - - in ~b(x)t-x;
x
dividing it by t, the quotient will be the required function f(t)."
The proof proceeds by noting that if a is negative
I

f ,(a)tX_,d
ta
t _ X *(a)
-- a"
(12.2)
o

(He has already, if a little quaintly, suitably restricted the values of x.)
He now expands ~(x) in the form
A B C
4,(x) x +-~+-~+ (12.3)

and substitutes from this equation into Equation (12.2). Then


1 ¢(a) A B c
the coefficient o f - - in - - - - + "~-7+~-g+ . . . . 4(x). (12.4)
a x--a X
The Laplace Transform, 1737-1880 373

1
But, by Equation (12.2), if T is the coefficient of - - in 4~(x)t -x, then
x

1 1 ~(a)
f Tt x-1 dt = coefficient of - - in -x - -- a (12.5)
0a a
A further substitution now produces
1

- - t ~ dt = ep(x) (12.6)
t
0

or
T
f(t)- t ' (12.7)

as claimed.
The remainder of this extremely lengthy paper is less directly relevant, being
mainly taken up with special cases, various computational shortcuts and the like.
There is a sequel [63] to this paper which is also of no direct relevance for our
purposes. These papers may be best regarded as belonging to the prehistory of
integral equations. They were first noted by PINCHERLE[72] in this century, and so
had no bearing on the main line of development in the subject. We would, of
course, nowadays interpret MURPHY'S result in the light of Equation (2.9) due to
RIEMANN (Section 17 below). However, the calculus of residues did not reach
England until 1837, when D F G (GREGORY)attempted to promulgate the work of
CAUCHY [32]. In this he was unsuccessful. BOOLE, who was closely associated
with GREGORY, never mastered this aspect of mathematics.
Nonetheless, MURPHY'S achievement is worthy of note. His proof has a cer-
tain simple charm.

13. Two Papers by Lobatto

Two papers by LOBATTO are relevant. The first [56], published in 1834, may
quickly be dismissed. It contains several integrals of the form

e-mXf(x) dx, (13.1)


0

and again, as with GRUNERT'S work, contributes little.


The second [57], which appeared in 1837, is altogether more interesting. It
concerns the integration of the differential equations
dny
dx n xy = 0 (13.2)
and
d2y
dx 2 q- abxny = 0. (13.3)
374, M,A. B. DEAKIN

In the first case, the equation had been studied by SCHERK [77] and later by
JACOBI [36], the solution being
tn+ l
y =
e- n+l
t~ ~2~02tx
[CetX @ Clo~e~tx @ w2u ~ -~ ... -~- CnQne~ntx] dt, (13.4)
0
where~ n+l = 1 and C + Cx + C2 + ... + Cn = 0. (I have somewhat modernized
JACOm'S notation.)
LOBATTO tries a solution of the form
y = f ePXP dp (13.5)
for Equation (13.2), where P is a function of 4, and the integral is a definite inte-
gral, between limits yet to be determined. This is then substituted into the equation
d~y
dx ~ x y = O, (13.6)

a generalisation of Equation (13:2).


An integration by parts results in the equation
f epX(pp n dp + dP) - - ePXe = a, (13.7)
where the limits still remain to be inserted. The technique now employed is that
which we saw with EULER,LAGRANGEand LAPLACE,and which will again be in
evidence in the work of PETZVAL. The integral is made to vanish by setting
dP
--ff = --p" dp (13.8)
or

_ pn+.__.~l
P = Ce n+l . (13.9)
LOBATTO now inserts this into Equation (13.7) to find
_pn+l
Ce ,+1 e - p X : --a (13.10)
and now sets the limits of integration as 0, oo. There emerges
pn+l
y = a e--U4TepXdp, (13.11)
0

since C must equal a. Equation (13.11) gives a particular solution to Equation


(13.6).
LOBATTO now notes that P is unaltered if p is replaced by Qp, ~o being an
(n + 1)th root of unity. Thus

y = ~a f e _,",+x
+___2dp x dp (13.12)
0

is also a particular solution of Equation (13.6) and the difference between'the


right hand sides of Equations (13.11), (13.12) solves Equation (13.2) for arbitrary
a. As n independent differences of this type can be formed, the general solution
The Laplace Transform, 1737-1880 375

of Equation (t3.2) may now be constructed and easily rewritten in JACOBfS form
(13.4).
LOBATTO'S second study concerns Equation (13.3), which had earlier been
solved by KUMMER [39]. Here he sets

y = f e-ptP dp, (13.13)


where both t, P are functions of x, p respectively, to be determined, as are the
limits of integration. The first case he considers has ab = --c z and substitution
of Equation (13.13) into Equation (13.3) yields
dat
f e-Pt ,( \( dr2
d x ] - - eZx.) p d p - - f e-,tpp -d--~dp=O. (13.14)

(The equation has a minor misprint in the original.)


To simplify Equation (13.14) set
dt ._
-~x = cx2 (13.15)

or
¢
t = - - Xm
m

tl
where m = ~ - q - 1, and a particular integral suffices.
Then Equation (13.14) becomes,

m f e-p'(p 2 - 1) Pt2 dp -- (m - 1) f e-ptppt d p = O. 03.17)


Again integration by parts is used, this time on the first integral. The technique
follows that of the earlier study and P is found by equating an integrand to zero
as before.
The result is
_ (,n+l~
P = A(1 _ p 2 ) \ 2m J, (13.18)
where A is arbitrary. The limits of integration must satisfy

e-Pt(1 _ p2) p = 0, (13.19)

and thus depend on the value of m. For m > i or m < 0, we choose the limits 1,
cx~ for the integration and obtain

oo 2ep 2 +1 n+4
y = A f e" ~ x (1 -- p2) - (~-~-~) dp. (13.20)
1

Other forms of solution are then found and applied to other cases of Equation
(13.3). Enough has been presented, so far, however, to show the tenor of LOBATTO'S
work.
LOBATTO gives no source for the method used, although he readily cites
S C H E R K , JACOBI and KUMMER. He may well have invented the technique indepen-
376 M.A.B. DEAKIN

dently, motivated possibly by the form of Equation (13.4) in particular. His work
appears to have had very little impact, although SPITZER refers to it several times
in the course of his dispute with PETZVAL (see Section 15 below).
LOaATTO is also credited by BOOLE [6, p. 108] with the independent discovery
of (in essence) the HEAVISIDE Expansion Theorem (see Section 8 above).

14. A Systematic Theory-Petzval's Work

PETZVAL, although he felt himself [68] to have been accused by SPITZER [83]
of plagiarizing LAPLACE, almost certainly developed the theory independently.
His researches in the area, began, on his own account, [65, p. 178], [67, p. V]
in 1833 (he later [69, p. III] claims an earlier date) and occupied him till 1859.
He published few papers, although those he did publish were extensive and
thorough, and his book in two volumes [67, 69] is of truly monumental propor-
tions. This work is not exclusively devoted to the LAPLACETransform, although
this technique is used extensively, particularly in the first volume.
It was PETZVAL'Swork, more than anyone else's, that brought the technique
to general notice. BOOLE [5] was influenced by it, as later were MELLIN and BATE-
MAN (for which, see the sequel to this paper). He brought to its highest form to
that date the technique used by EULER, LAGRANGE,LAPLACEand LOBATTO and
described by LACROIX. We find in PETZVALa willingness to use complex numbers
as the limits of definite integrals, but he was not well versed in the calculus of
residues, so that what appear to us today to be contour integrals were not so
regarded by PETZVALhimself. To an extent not remotely matched by any of his
predecessors, PETZVALconsiders the details and complexities of specific examples,
rather than contenting himself with the adumbration of general theories.
The paper of 1847 [65], his first published account of this work, opens with
a discussion of the n th order LAPLACE Equation

d//y d//- ~y
(a~ -~ b//x) ~ -{- (an-1 @ b,,-iX) dx~_l

dg
+ ... -~ (al + b l X ) ~ x + ( a o + b o x ) y = O . (14.1)

(I have slightly modernised PETZVAL'S notation.) His technique, motivated by


the occurrence of exponential forms in the solution of simpler equations, is to
seek a solution of the form
//st _~
y = f eVXV du. (14.2)
//,
The functions U, V are here dependent on u alone.
The function U plays a part analogous to EULER'S Q, and may perhaps in-
dicate a, possibly unconscious, indebtedness. However, in view of the number
of other independent discoveries of the LAPLACETransform, we need not by any
means assume this to be so.
The Laplace Transform, 1737-1880 377

Direct substitution of Equation (14.2) into Equation (14.1) produces

~'" ev~vdU (14.3)


J [Uo + U~x] -~u du = O,

where
Uo = a~U ~ + a~-lU ~-1 + ... + alU + ao,
(14.4)
U1 ---- bnUn + bn-IU n-1 + ... + blU + bo.
Equation (14.3) is written, following an integration by parts (a now familiar
methodology), as
u', [ dU d[U1 V] ]
{eVxU1V}~,:' +uf, e vx UoV--d~udU dul ---- 0 . (14.5)
du J
PETZVAL n o w sets

UoV dU -- d[U~ V] = O, (14.6)


and so reaches
C fro dtr
V ----~ - e , (14.7)

where C is an arbitrary constant.


He now substitutes Equation (14.7) into the simplified Equation (14.5) to
reach

{ Ce v:~+ f ~-~°~dV}~I'= 0. (14.8)

This equation is to determine the limits of integration. U is an arbitrary function


of u, which we may choose for our own convenience. (Cf. my remarks in Section 3 -
this passage in PETZVAL'S work makes SPITZER'S dismissal of WEmER'S claim all
the more reprehensible.) In particular we m a y cease to distinguish between U, u,
if we so desire.
Assuming now t h a t p values of u may be found to cause the term in the brackets
to vanish, we may set

u'~ul and u"=u2, ua,...,u~,

for each of the p -- 1 values u2, ua . . . . . Up of this set in turn. Thus p - - 1 integrals
of the form
u2 f Vo dV dU
Y= f Cmevx + J ul - - (14.9)
Ul U1

are found, and by linearity, their sum is a solution of Equation (14.1).


A general solution requires n particular solutions, and it is not clear that we
always have this many, so that further analysis is required. This PETZVALembarks

on via a partial fraction analysis of ~-~. He treats, in particular, the case n = 2,


u1
378 M.A.B. DEAKIN

and allows here integrals of forms such as

~V---i ( U - cOA-~ dU
f__.T e ux (U--~)A'+I , (14.10)
--oo --

where previous authors (excepting, to some degree, LAPLACE and CAUCHY)had


not.
The full analysis is lengthy and will not here be repeated in detail. However,
the solution to one special case
dey
dx---7 + y(ao 4- box) (14.11)

is noteworthy. The solution is found to be

Ua ~ ( - - l?k Ua
-- eo
1/---2)e v
y=C1 f eV(X+~o)+5-ggodU + C2 j (X+~o)+5-~odU
0 0

4- C a f+-v- +5-bg dU, (14.12)


0
where C~ 4- (72 + Ca = 0.
The integrals here and in Formula (14.10) are not, however, contour integrals,
but rather are to be understood to be definite integrals taken (formally) between
limits that happen to be complex.
PETZVAL now considers another specialization of Equation (14.1), namely
dny
dx" 4- axy = 0, (14.13)

which is, in essence, Equation (13.2), although PETzvAL does not appear to be
aware of previous work on this equation. Many other specializations are also
treated, some demanding quite ingenious analyses. In the course of these, he
demonstrated familiarity with the work of LIOUVlLLE [53] and (to some extent)
of CAUCHY [10]. From LAPLACE'S work, he has the integral
OO

f e -z~ dz = ]/~', (14.14)


--cx~

but there is no hint that earlier work on the LAPLACE Transform was known to
him.
The paper is not confined to applications of the LAPLACE Transform (14.2),
but uses other methods, either to supplement it, or on their own in respect of
equations not of the form (14.1). However, the difference equation analogous
to Equation (14.1) is treated by the LAPLACE Transform, which PETZVAL now
writes more simply as
u"

y = f eWVdU.
Up
The Laplace Transform, 1737-1880 379

This section makes further reference to CAUCHY'S work on the FOURIER Integral
Theorem, but PETZVAL misses the full significance of contour integration, the
technique CAUCHY had applied, for his own researches.
These matters recur in the first volume of PETZVAL'S major work Integration
der linearen Differentialgleichungen [67], punished in 1853, but with a Vorrede
dated 1851. The transform is here given (p. 38) in the simplified form
UrP

y = f e"XVd., (14.15)
Ur

where V is a function of u. The work on the LAPLACEEquation and its specializa-


tions is repeated in somewhat expanded form as is the work on Equation (14.13).
(In this connection, the work of KUMMER [39] is now referred to, but not that
of LOBATTO [57].)
There is a much fuller discussion (pp. 89 et seq.) of the relation of forms
like Equation (14.15) to LIUOVILLE'Swork on fractional derivatives with formulae
such as

d"¢(u)
(14.16)
du ~ ( - 1 ) ~ r(p) f l du" & '

which lead PETZVAL to consider the use of substitutions such as

__ I[~u
y -- dA"
a, [eUX(u -- ~)A--1]lu=fll (14.17)

in the solution of differential equations. (SPn'ZER was later [89] to refer to the
use of Equation (14.17) as PETZVAL'SMethod, in contrast to the use of Equation
(14.15) which he called LAPLACE'S Method.)
The work on difference equations reappears (p. 113), and formulae such as
Equation (14.17) are also investigated in this context, along with the more familiar
Equation (14.15).
A later section of the book (pp. 328 et seq.) returns to consideration of parti-
cular integrals. The general properties of the transform (14.15) are here explored
more systematically in the context of the linear differential equation with quadratic
coefficients

(an + bnx @ enx2) y(n) @ (an_ 1 @ bn_l x @ en_lX2) y(n-O

@ ... @ (al -~- blx + elx 2) y' + (ao + box + Cox2) y = 0, (14.18)

and, later on, its generalization in which the coefficients take the form of poly-
nomials of degree m.
Here the analysis has much in common with that used by LAPLACEfor the
difference equation (5.8), with analogues of Equations (5.17) being produced
(p. 336).
This section also considers briefly (p. 335) the asymptotic expansion of inte-
grals like that of Equation (14.15) using a technique of integration by parts.
380 M.A.B. DEAKIN

Of the second volume of Integration der linearen Differentialgleichungen [69]


published in 1859, rather less need be said. Pages 369-379 treat the LAPLACE
Equation by "P~TZVAL'S Method" in the form

y=(ff-~u)h [eUXW]} , (14.19)

W being a function of u. The method again has much in common with LAPLACE'S
treatment of Equation (5.8), and allows the construction of asymptotic series
solutions. The ensuing section similarly treats Equation (14.18).
More directly relevant is the treatment (pp. 467 et seq.) of the general equation
(in modern notation)

,=0 s=0 arsXs ~xx y = 0. (14.20)

Here PETZVALreverts to the use of Equation (14.15) to reach (in effect)

f eUXV U~xs du -~ 0 (14.21)


u p s

where

Us = ~ arsur. (14.22)
r=0

Integration by parts is again pressed into service to produce the LAPLACE


Transform of Equation (14.20). The relation to the adjoint equation, previously
noted by LAPLACE (see Section 5), is again remarked upon. PETZVAL now seeks
the function V in the form
tpt

V-~ f e-UtZdt, (14.23)


tp

where Z is a function of t. This regenerates the original equation, so that we have


:as INCE [35] later remarked (although his reference is incorrect, being to Volume 1)
an example of an inversion of the integral. PETZVAL notes this and makes the
obvious comparison with the FOURmR Integral Theorem in the form used by
CAUCHY.
Clearly, PETZVAL'S:work represented the acme of achievement in this area
up to 1860 (and indeed up to 1880 when POINCAR~ surpassed it). He had duplicated
and gone beyond the earlier work of LAPLACE and LOBATIO and had incorporated
into his researches the contributions of LIOUVILLE and (in part) CAUCHY. Moreover,
his work was influential. He had an acknowledged influence on BOOLE, MELLIN,
SCHLESINGER and BATEMAN. INCE refers specifically to his work in this context,
and the book in two volumes, if not the original paper, is still (relatively) widely
available.
However, even by 1859, there hung over PETZVAL'S work the shadow of
unpleasant controversy now to be discussed.
The Laplace Transform, 1737-1880 381

15. Die Prioritfits-Anspriiche

SIMON SPITZERwas a pupil of PETZVAL'S,who at first enjoyed cordial relations


with his teacher, who regarded him as gifted student [66, p. 125]. By 1854, this
regard had cooled and PETZVAL and SVITZ~R fell out (on SPITZER'S account [89,
p. 180], because PETZVALhad joined those who regarded SPITZERas not a "Mathe-
matiker", but rather as a mere "Rechner").
This has been the judgement of history and it is easy to concur with it. Although
SPITZER published eight books and over 120 papers, these are, for the most part,
trivial, repetitive and boring. Most are short-one note being only marginally
longer than its title! The papers were mainly published in the less prestigious
journals of the day: GRUNERT'S Archiv and SCHLOMILCH'SZeitschrift.
Many of these use the LAPLACE Transform or related methods. One, for
example [82], uses the transform
U2

y = f eUX~+vXWdu, (15.1)
lg 1

where W, v are functions of u, to integrate


sy" q- (r + qx) y" -~ (p q- nx q- mx z) y = 0. (15.2)
The contrast between PETZVAL'Swork and SVITZER'S [91] is most marked. PETZ-
VAL wrote few papers, but those he did write are long and carefully considered.
SeITZER, on the other hand, dashed off note after note at a standard of difficulty
similar to that of an undergraduate exercise, as PETZVAL in fact remarked [68]
of one [83].
This study, an application of LIOUVlLLE'S [53] technique to the LAPLACE
Equation (3.19), is typical of much of SPITZER'S work in that it produces known
results by different (usually less expeditious) means. In the course of his discussion,
SPITZER includes a number of asides attributing the LAPLACE Transform to LA-
PLACE and thus denigrating PETZVAL'Swork (e.g. "der Laplace'sche Weg, welchem
auch Petzval adoptirte"). The debate between the two men had also been the sub-
ject of some controversy by this time in the local press.
PETZVAL defended his honor in a sixteen page diatribe delivered to the Aka-
demie der Wissenschaften on December 3, 1857 [68]. (This paper is a personal
attack on SPITZEP, and, oddly enough, barely mentions the matter of LAPLACE'S
priority. A promised sequel, in which this matter was to be taken up, never
eventuated, possibly because PETZVALcame to see the justice of the claim.) SPIT-
ZER'S reply [86] appeared in SCHL6MILCH'S Zeitschrift later that same year as
also did his review [85] of Volume I of PETZVAL'S book. This provides documen-
tation, via LACROIX, of his claim to have established LAVLACE'Spriority. In 1860,
SPITZEg published his own book, Studien iiber die Integration linearer Differential-
gleichungen [87], which repeated the claims for the priority of LAPLACE.
This was reviewed that same year by SCHL6MmCH [81], who sided with SPITZER
and is the only author (in the scientific literature, at least) actually to accuse PETZ-
VAL of plagiarizing LAI"LACZ, His evidence for this is meagre in the extreme-he
claims (incorrectly, see Sections 5, 14 above) that PETZVALuses the same symbols
as LAPLACE. (Surely these would be the most obvious thing to alter if one were
382 M.A.B. DEAKIN

to attempt such plagiarism; equally obviously, LAPLACE would be a dangerous


source for the plagiarist.) This he supported by reference to PETZVAL'S rather
cavalier citations from the extant literature when he acknowledged previous
work. (Again, SCHLOMILCH'Slogic is dubious: the most likely explanation is that
PETZVALwas not familiar with work then in print.) As for SCHLOMILCH'Ssuggestion
that SPITZER had solved the problem of getting general, as opposed to particular,
solutions (while PETZVALhad not), it is quite absurd. This problem (see [17] and
the discussion leading up to Equation (5.18)) required the use of contour integrals
for its solution, and was first appreciated by POINCARI~(for which, see the sequel).
(We note that LAPLACE'Sdiscussion, as given in Section 5 above, though plausible,
is inadequate, due to the possibility of complex values of q,,.)
It was not SCHLOMILCH,however, who helped SPITZER to achieve his revenge
on PETZVAL SO much as BOOLE, who had read an earlier paper by SPITZER [84]
and, from this source, appreciated the justice of the claim for LAPLACE'Spriority.
(See Section 16.) WEILER'S attempts [92, 93] to inject the name of EULER into
the controversy were unsuccessful. LAPLACE'S priority became well and truly
established when, considerably later, POINCARI~ espoused it (for which, see the
sequel).
The debate continued to occupy SPITZER, in one way or another, for almost
the rest of his life. His history of the technique [89] is largely an exercise in self-
justification against attacks by WINCKLER and IGEL. (See Section 18.) SPITZER'S
own work now enjoys a well-deserved neglect, but he succeeded in lessening
PETZVAL'S reputation for subsequent generations.
PETZVAL did no more in the field after his second volume appeared in 1859,
although he did some work on the theory of optical instruments. SPITZER, if he
is remembered at all, is associated with work in the area of actuarial studies.

16. The Work of Boole

BOOLE was interested in the theory of differential and difference operators


[3] and, in this context, rediscovered a theorem on partial fraction expansions
[4], previously found by CAUCHY and LOBATTO, and equivalent to the HEAVlSlDE
Expansion Theorem. [On the question of the disputed authorship of this paper
see the remark on p. 391 of the later editions of his Differential Equations [5].]
Chapter XVIII of that work takes up directly the use of "LAPLACE'SMethod"
in the solution of linear homogeneous differential equations, along with work
on FOURIER Integrals. [Note that this is not "LAPLACE'STransformation", also
referred to as "LAPLACE'S Method" as described in his previous chapter.]
Most of BOOLE'S work here is derivative, its source being PETZVAL. He is
aware of SPITZER'S interest in the subject, via one of that author's earlier papers
[84], and this alone would have alerted him to LAPLACE'Spriority over PETZVAL,
which he would also have known of from his reading of LAPLACEand LACROIX.
(See his remarks in the earlier paper [3].) BOOLE clearly admired PETZVAL'S
work, and speaks rather slightingly of SPITZER'S, remarking of one deduction
that "[it] may serve as an exercise for the student" (PETZVAL'Sown assessment of
The Laplace Transform, 1737-1880 383

another of SPITZER'S works). Nonetheless, the method is here clearly and influen-
tially attributed to LAPLACE.
BOOLE'S actual discussion centers on the equation

x~b u ÷ ~p u= 0 (16.1)

to be solved by setting
u : f e~tTdt, (16.2)
where T depends only on t, and the integral is a definite one, whose limits remain
to be determined. Equation (16.1) is, of course, LAPLACE'SEquation and its trans-
form, as we have seen several times before, is

~ t (4,(t) T} -- V(t) T = 0, (16.3)

a first order equation. He discusses a number of special cases.

17. A Paper by Riemann

The DIRICHLET Series

c~(s) = ~ a,e-a,s-~ ~ an_an -~ (17.1)


n=0 n=l

is, in the first form, an obvious discrete analogue of the LAPLACETransform, and
in the second, of the MELLIN Transform. For the separate history of this series,
see the study by LANDAU [45]. An obvious specialization is the ~-function for which
an = 1, for all n.
In his study of the Z-function, RIEMANN [76] derived the formula
oo
log ((s) _ f f(x) x -s-1 dx, (17.2)
S 1

where
l 1 1 1
f(x) = F(x) + y F(x~) ÷ 5-F(x3) + ....

F(x) being he number of primes less than x. He is thus led to study the MELLIN
Transform. In the general case, he sets

g(s) = ? h(x) x -s dlog dx, (17.3)


o
and, by a direct use of the FOURIER Integral Theorem, derives the formula
a+ ~i
2Jrih(y)= f g(s)ySds, (17.4)
a-- ooi

where RIEMANN has set a > 1.


384 M . A . B . DEAKIN

The editor (WEBER) of the Werke edition of the paper points out a slight
incompleteness in the statement of the theorem due to the ambiguity of the limits
in Equation (17.3). This, however, disappears if we set log x ---- t (say) and so
obtain, with minor further changes of notation, the inversion formula for the
LAPLACE Transform.
The use of the vertical contour goes beyond any of the previous work on
the inversion question by CAUCHY,MURPHY or PETZVAL.

18. The Years 1860-1880

F r o m 1860-1880, little of note took place. HEINE, HANKEL and HANSEN,


in the course of developing the theory of the BESSEL Functions, used a number
of formulae of the type given by Equation (2.5), employing much more general
contours than those up till then applied.
KRONECKER [38] considered the integral

1
2~ri f e z d l o g z (18.1)

along a contour from y = - - c~ to y ~- + ~x~ and found the result to be unity


for positive x, zero for negative x. A completely rigorous account of this theorem,
however, awaited the later work of HADAMARD [34] in 1908.
SPITZER continued to publish trivia, some going beyond the LAPLACE Trans-
form to consider generalizations such as
//2

y = f w(xu) V(u) du. (18.2)


1J1

His four books on the topic of differential equations [87, 88, 89, 90] appeared
during this time, and involve further disputes with IGEL and with WINCKLER,
whose own books [95, 96] on the subject appeared in 1876 and 1881. SPITZER'S
history of the topic [89] was produced in response to these later arguments, and
indeed, he continued to publish in the area until 1884. F o r a full listing of these
and other papers from this period, see the list by SCHLESINGER[79], notably those
labelled (q). These squabbles and trivia become all the more irrelevant after 1880
when POINCARI~revived the subject, a story to be taken up in the sequel.

Acknowledgements. This paper and its sequel form the major part of a study, initially
undertaken in 1974 under the supervision of Mr. D. G. CRAWFORTHof the University
of Exeter, while I was on study leave from Monash University. Lack of adequate library
facilities in Australia forced its intermission until another study leave in 1980, this latter
undertaken at the University of Illinois. I thank the University of Illinois, and, most
particularly, Professor I. D. BERG, for their hospitality and assistance, and gratefully
acknowledge also the later help rendered upon my return by the University of Melbourne
and Dr. J. CRoss.
Of the many others who have helped me, Dr. I. GRATTAN-GUINNESShas been untiring
in the encouragement and advice he has afforded me. Dr. J. LOTZEN'S parallel researches
have been freely made available to me, and Mr. M. WILKINSONhas assisted willingly
The Laplace Transform, 1773-1880 385

with help in translations. Very many librarians, most of whose names are unknown to
me, have given freely and generously of their time and expertise. Without the assistance
of all these supporters, this study would never have been written.

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oo

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86. SeITZER,S., Professor Petzval's Memoire: Ueber Herrn Spitzer's Abhandlung:
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390 M . A . B . DEAKIN

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mittelst einfacher Quadraturen (Vienna: HOlder, 1876).
96. WINCKLER,A., Die Integration linearer D~fferentialgleichungen und der Herr ProJ~
Simon Spitzer in Wien (Vienna: HOlder, 1881).

Department of Mathematics
Monash University
Clayton, Australia

(Received January 2, 1981)

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