Some differential equations can become a simple algebra problem. Take the Laplace transforms, then just rearrange to isolate the transformed function, then look up the reverse transform to find the solution.
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Laplace is used to write algorithms for various programs. More info is available on wiki .
Fourier transform and Laplace transform are similar. Laplace transforms map a function to a new function on the complex plane, while Fourier maps a function to a new function on the real line. You can view Fourier as the Laplace transform on the circle, that is |z|=1. z transform is the discrete version of Laplace transform.
Laplace transforms are used in electronics to quickly build a mathematical circuit in the frequency domain (or 's' plane) that can then can be converted quickly into the time domain. The theory of how this works is still a puzzle to me, but the methods used are straightforward. Simply solve the integral of the function in question multiplied by the exponential function e-st with limits between 0 and infinity.
Laplace' is known for transformations in math; as in a Laplace Transformation. Transformations are used extensively in matrix models in general equilibrium theory and econometrics such as Dominate Diagonal transforms. That is where I reached my level of incompetency; fond memories. See: Lionel McKinsey, Economic Theory and Matrices with Dominate Diagonals
find Laplace transform? f(t)=sin3t