Chapter 3
Pierre Simon Laplace
Born: 23 March 1749 in Beaumont-en-Auge, Normandy, France
Died: 5 March 1827 in Paris, France
Laplace Transforms
Dr. M. A. A. Shoukat Choudhury
Laplace Transforms
Chapter 3
Important analytical method for solving linear ordinary
differential equations.
- Application to nonlinear ODEs? Must linearize first.
Laplace transforms play a key role in important process
control concepts and techniques.
- Examples:
Transfer functions
Frequency response
Control system design
Stability analysis
Dr. M. A. A. Shoukat Choudhury
Definition
The Laplace transform of a function, f(t), is defined as
Chapter 3
F ( s ) = L [ f (t ) ] = f ( t ) e st dt
0
(3-1)
where F(s) is the symbol for the Laplace transform, L is the
Laplace transform operator, and f(t) is some function of time, t.
Note: The L operator transforms a time domain function f(t)
into an s domain function, F(s). s is a complex variable:
s = a + bj, j = 1
Dr. M. A. A. Shoukat Choudhury
Inverse Laplace Transform, L-1:
Chapter 3
By definition, the inverse Laplace transform operator, L-1,
converts an s-domain function back to the corresponding time
domain function:
f ( t ) = L1 F ( s )
Important Properties:
Both L and L-1 are linear operators. Thus,
L ax ( t ) + by ( t ) = aL x ( t ) + bL y ( t )
= aX ( s ) + bY ( s )
Dr. M. A. A. Shoukat Choudhury
(3-3)
4
where:
- x(t) and y(t) are arbitrary functions
Chapter 3
- a and b are constants
- X ( s ) = L x ( t ) and Y ( s ) = L y ( t )
Similarly,
L1 aX ( s ) + bY ( s ) = ax ( t ) + b y ( t )
Dr. M. A. A. Shoukat Choudhury
Laplace Transforms of Common
Functions
Chapter 3
1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Laplace transform in (3-1),
L ( a ) = ae
0
st
a st
dt = e
s
Dr. M. A. A. Shoukat Choudhury
a a
= 0 =
s s
(3-4)
2. Step Function
Chapter 3
The unit step function is widely used in the analysis of process
control problems. It is defined as:
S (t ) =
0 for t < 0
1 for t 0
(3-5)
Because the step function is a special case of a constant, it
follows from (3-4) that
1
L S ( t ) =
s
Dr. M. A. A. Shoukat Choudhury
(3-6)
3. Derivatives
Chapter 3
This is a very important transform because derivatives appear
in the ODEs we wish to solve. In the text (p.53), it is shown
that
df
L = sF ( s ) f ( 0 )
dt
(3-9)
initial condition at t = 0
Similarly, for higher order derivatives:
dn f
L n
dt
n
n 1
n 2 (1)
=
0
s
F
s
s
f
s
f (0)
(
)
(
)
n2
n 1
... sf ( ) 0 f ( ) 0
(3-14)
( )
Dr. M. A. A. Shoukat Choudhury
( )
where:
- n is an arbitrary positive integer
Chapter 3
- f (k ) (0)
k
d
f
=
dt k
t =0
Special Case: All Initial Conditions are Zero
Suppose
1
n 1
f ( 0 ) = f ( ) ( 0 ) = ... = f ( ) ( 0 ) . Then
dn f
L n
dt
n
= s F (s)
In process control problems, we usually assume zero initial
conditions. Reason: This corresponds to the nominal steady state
when deviation variables are used, as shown in Ch. 4.
Dr. M. A. A. Shoukat Choudhury
4. Exponential Functions
Consider f ( t ) = e bt where b > 0. Then,
Chapter 3
b+ s t
L e bt = ebt e st dt = e ( ) dt
0
0
1 ( b+ s )t
1
=
e
=
0
b+s
s+b
(3-16)
5. Rectangular Pulse Function
It is defined by:
0 for t < 0
f ( t ) = h for 0 t < tw
0 for t t
w
Dr. M. A. A. Shoukat Choudhury
(3-20)
10
Chapter 3
f (t )
tw
Time, t
The Laplace transform of the rectangular pulse is given by
F (s) =
Dr. M. A. A. Shoukat Choudhury
h
1 e t w s
s
(3-22)
11
6. Impulse Function (or Dirac Delta Function)
Chapter 3
The impulse function is obtained by taking the limit of the
rectangular pulse as its width, tw, goes to zero but holding
1
the area under the pulse constant at one. (i.e., let h = )
tw
Let,
( t ) = impulse function
Then,
L ( t ) = 1
Dr. M. A. A. Shoukat Choudhury
12
Chapter 3
Table 3.1. Laplace Transforms
See page 54 of the text.
Dr. M. A. A. Shoukat Choudhury
13
Chapter 3
Laplace Transform Table
Dr. M. A. A. Shoukat Choudhury
14
Solution of ODEs by Laplace Transforms
Procedure:
Chapter 3
1. Take the L of both sides of the ODE.
2. Rearrange the resulting algebraic equation in the s domain to
solve for the L of the output variable, e.g., Y(s).
3. Perform a partial fraction expansion.
4. Use the L-1 to find y(t) from the expression for Y(s).
Dr. M. A. A. Shoukat Choudhury
15
Example 3.1
Chapter 3
Solve the ODE,
dy
y (0) = 1
5 + 4y = 2
dt
First, take L of both sides of (3-26),
2
5 ( sY ( s ) 1) + 4Y ( s ) =
s
Rearrange,
5s + 2
Y (s) =
s ( 5s + 4 )
Take L-1,
(3-26)
(3-34)
From Table 3.1,
5s + 2
y (t ) = L
s ( 5s + 4 )
y ( t ) = 0.5 + 0.5e0.8t
Dr. M. A. A. Shoukat Choudhury
(3-37)
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Partial Fraction Expansions
Chapter 3
Basic idea: Expand a complex expression for Y(s) into
simpler terms, each of which appears in the Laplace
Transform table. Then you can take the L-1 of both sides of
the equation to obtain y(t).
Example:
Y (s) =
s+5
( s + 1)( s + 4 )
(3-41)
Perform a partial fraction expansion (PFE)
1
2
s+5
=
+
( s + 1)( s + 4 ) s + 1 s + 4
(3-42)
where coefficients 1 and 2 have to be determined.
Dr. M. A. A. Shoukat Choudhury
17
To find 1 : Multiply both sides by s + 1 and let s = -1
s+5
1 =
s+4
4
=
3
s =1
Chapter 3
To find 2 : Multiply both sides by s + 4 and let s = -4
s+5
2 =
s +1
s =4
1
=
3
A General PFE
Consider a general expression,
Y (s) =
N (s)
D(s)
N (s)
n
( s + bi )
(3-46a)
i =1
Dr. M. A. A. Shoukat Choudhury
18
Here D(s) is an n-th order polynomial with the roots ( s = bi )
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
Chapter 3
Y (s) =
N (s)
n
( s + bi )
=
i =1
(3-46b)
s + bi
i =1
Note: D(s) is called the characteristic polynomial.
Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g., bi = 3 4 j
(j=
ii) Repeated roots (e.g., b1 = b2 = 3 )
For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
Dr. M. A. A. Shoukat Choudhury
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Example 3.2
Chapter 3
y + +6 &&
y + 11 y& + 6 y = 1 , with zero initial conditions
The ODE, &&&
resulted in the expression
Y (s) =
1
3
s s + 6 s + 11s + 6
(3-40)
The denominator can be factored as
s s 3 + 6 s 2 + 11s + 6 = s ( s + 1)( s + 2 )( s + 3)
(3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
Y (s) =
1
= 1 + 2 + 3 + 4 (3-51)
s ( s + 1)( s + 2 )( s + 3) s s + 1 s + 2 s + 3
Dr. M. A. A. Shoukat Choudhury
20
Solve for coefficients to get
1
1
1
1
1 = , 2 = , 3 = , 4 =
6
2
2
6
Chapter 3
(For example, find , by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into (3-51):
1/ 6 1/ 2 1/ 2 1/ 6
Y (s) =
s
s +1 s + 2 s + 3
Take L-1 of both sides:
1
1 1/ 6
1 1/ 2
1 1/ 2
1 1/ 6
L Y ( s ) = L
L
+L
L
s
s + 1
s + 2
s + 3
From Table 3.1,
y (t ) =
1 1 t 1 2t 1 3t
e + e e
6 2
2
6
Dr. M. A. A. Shoukat Choudhury
(3-52)
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Important Properties of Laplace Transforms
1. Final Value Theorem
Chapter 3
It can be used to find the steady-state value of a closed loop
system (providing that a steady-state value exists.
Statement of FVT:
lim y ( t ) = lim sY ( s )
t
s 0
providing that the limit exists (is finite) for all
Re ( s ) 0, where Re (s) denotes the real part of complex
variable, s.
Dr. M. A. A. Shoukat Choudhury
22
Example:
Suppose,
Chapter 3
5s + 2
Y (s) =
s ( 5s + 4 )
(3-34)
Then,
5s + 2
y ( ) = lim y ( t ) = lim
= 0.5
t
s 0 5 s + 4
2. Time Delay
Time delays occur due to fluid flow, time required to do an
analysis (e.g., gas chromatograph). The delayed signal can be
represented as
y ( t ) = time delay
Also,
L y ( t ) = e sY ( s )
Dr. M. A. A. Shoukat Choudhury
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