What Is the Fourier Transform?

If you like Fourier, you're going to love Laplace (or its discrete counterpart, the z transform).

This took me down a very fascinating and intricate rabbit hole years ago, and is still one of my favorite hobbies. Application of Fourier, Laplace, and z transforms is (famously) useful in an incredibly wide variety of fields. I mostly use it for signal processing and analog electronics.

When I first learned Laplace transform in university, it was my goto for differential equations of any kind. I was even naive enough to believe well this is a solved problem now. Eventually found out this wasnt the case after studying PDEs. Its still my favourite transform. Immensely useful not to mention the whole method of moments in random variables is basically laplace transform.

I don't like Fourier transform but for petty reasons. In the engineering exams, I messed up a Fourier Transform calculation and ended up just a few points short of a perfect score. Hate it ever since :)

You know that if you have the Laplace transform, you can just insert s = iω and then you have the Fourier transform, right? :-P

(Or jω, if you prefer that notation)