This takes some thinking and getting used to. So let's start off by watching some videos. There is some duplication coming up but you really need to have that repetition in order to get your head around this concept.

This first video is a quick overview with some calculations to get you started. Do not worry too much about understanding everything here since we will revisit these concepts very soon. Just get the big picture.

Now that you have the big picture, let's start working on understanding the details of Laplace Transforms. This is a great video clip explaining this notation and the improper integral definition. It is relatively short but is packed with good information including explaining notation and calculating the integral.

Okay, as explained in that video, the Laplace Transform can only be used when the improper integral converges. So the next question is, what kind of functions can the Laplace Transform be applied to?

This video clip explains one very important type of function, a piecewise continuous function, where the Laplace Transform really helps us with.

src:Paul's Online Notes

Now, from that last video, you can tell from his graph that a piecewise continuous function is NOT a piecewise function that is continuous. It is a piecewise function that has sections that are continuous, like the plot on the right. Applying the Laplace Transform to these kind of functions is where the Laplace Transform really shines.

Also notice in the last video, that he calculated the Laplace Transform of \(\cos(x)\) and \(\sin(x)\) without using the improper integral directly, which would require integration by parts. That is one of the powerful things about Laplace Transforms.

Fortunately, you are probably not going to be asked to use the improper integral at the top of the page to calculate most Laplace Transforms. You will use a Laplace Transform that you know and derive what you are looking for. In order to do that, you will usually be given a table of Laplace Transforms. These will also be used to get the inverse Laplace Transform (since no direct method exists that we can understand at this level of mathematics).

This video clip finishes the video shown previously and demonstrates how to use tables of Laplace Transforms.

Okay, now that you see the importance of tables for Laplace Transforms, you are probably expecting to see a table, right? Well, here is where you can find one. I highly recommend this book. It is free for you to download.
Engineering Math Workbook by Dr Chris Tisdell

Okay, let's look at a couple of examples. Try them on your own first. The tools you need are
1. the definition of the Laplace Transform at the top of the page
2. improper integral techniques (Make sure you use correct notation including the limit.)
3. integration by substitution
4. integration by parts
You should know all these by now, so you know how to do these calculations. The solutions are shown in video clips.

A useful concept of the Laplace Transform is how it works with periodic functions. Periodic functions are, of course, functions that repeat in a periodic fashion. You've seen periodic functions in trigonometry. Sine and cosine are both periodic with period \(T=2\pi\).

The equation to find the Laplace Transform of a periodic function \(f(t)\) with period \(T\) is \(\displaystyle{ \mathcal{L}\{ f(t) \} = \frac{1}{1-e^{-sT}} \int_{0}^{T}{ e^{-st}f(t)~dt } }\)

Here is a great video clip showing the derivation of the last equation. Don't skip this video. It has important information that will help you when working with Laplace Transforms.