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I'm trying to find out where to learn about integral transforms and inversions like the Laplace transform and the Bromwich integral.
I'm looking for a book that describes how you can find (derive) that the inverse of the Laplace transform is the Bromwich integral and where people got the idea that integral transforms could do anything in the first place.

The books I have just present the Laplace transform like it was handed down from heaven completely out of the blue.
I want to know where it came from, how it was derived, and why it has its properties. I also want to know the same things about Fourier transforms and integral transforms in general.
I've looked up some types of books on the internet and I am wondering which would more likely give me what I need.

I looked up operator theory books, spectral theory books, and operational calculus books but haven't bought anything yet because I don't know exactly what to study.
Can anyone tell me if I'm on the right track, which type of book would tell me what I want to know, or suggest a good book?

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See this question. – Pedro Tamaroff Jul 18 '12 at 20:38
What kind of book, or what book? – Thomas Andrews Jul 18 '12 at 20:43
Either or both. – Kenny Jul 18 '12 at 21:05
If I just knew what kind of book to get, that would be helpful. Would it be any of the kinds I've mentioned? – Kenny Jul 18 '12 at 21:22
I read the question mentioned by Peter Tamaroff. So would an operational calculus book be what I'm looking for? – Kenny Jul 18 '12 at 21:31
up vote 4 down vote accepted

As far as I know an early reference for a thorough mathematical theory (in terms of today's mathematical language) of the Laplace transform and its inversion are the books by Gustav Doetsch. (There are several: A three volume handbook, some books on applications, a practical guide...). Probably one of this books also provide insight about the history (i.e. early references, Heaviside formal treatment,...) but I don't know which of them is available in English.

Moreover, there are two articles called "The development of the Laplace transform" by Deakin here and here that could be helpful.

You probably already found the Monthly article "What is the Laplace transform?"?

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I think it is easier to start with the theory of Fourier series. The corresponding integral can be motivated in various ways but roughly the idea, once you conceive of a periodic function as being a sum of sine waves, is to find a way to filter out all of the frequencies except one, and integrating against a particular wave turns out to accomplish this (the idea being that integrating waves of two different frequencies against each other causes "destructive interference").

The Fourier transform can then be thought of as the "limit," in a suitable sense, of the theory of Fourier series. If you want to go this route, I recommend Stein and Shakarchi's Fourier Analysis. I haven't read it in awhile, but from what I recall it was very well-written and well-motivated.

(The Laplace transform can also be motivated using probability, the idea being that it can be thought of as the moment generating function of an appropriate random variable. Apparently it is in fact named after Laplace's work in probability. The moment generating function is in turn a natural thing to study because it converts sums of independent random variables to products of functions.)

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