Laplace-transform solution of a constant-coefficient vector ODE

ID: laplace-transform-solution-of-a-constant-coefficient-vector-ode

For a constant matrix and a forcing vector-valued function , consider
When the component Laplace transforms converge and the Laplace transform of a derivative applies, setting and gives
Choose in the convergence half-plane and outside the spectrum of . The resolvent is the Laplace transform of the matrix exponential for sufficiently large real part. Inverting gives the variation-of-constants formula
The matrix acts on the forcing from the left, so there is no implicit commutation of a time-dependent forcing with .

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