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Chapter 3 - Laplace Transform 2020
Chapter 3 - Laplace Transform 2020
CME 321
Chapter 3
Laplace Transform
T
A
2
The Laplace Transform
4
Definition
L
Time domain Laplace domain
f t 1 F s
L
6
Laplace transform is a useful tool for solving linear or linearized DEs which
result from the mathematical modeling of chemical processes.
Linear ODE
Algebraic Equation
3-7
The Laplace Transform
The Laplace transform is defined as follows: L[ f (t )] F ( s ) f (t )e - st dt
0
Properties and conventions:
1. Laplace considers the behavior of the time-domain (process) for t 0
2. A Laplace transform does not exist for all functions. Sufficient conditions for
the Laplace to exit:
i. The function f(t) is continuous, and
ii. The integral can be performed and has a finite value
3. The Laplace transform converts from t-domain to s-domain, where s is a
complex value [in Cartesian form: s= σ + ωj, j 1
3-8
4. Linearity of the transform:
4. Table of Laplace transforms are available, thus no need to apply the above
definition for many commonly occurring functions (see the Table). Also the
tables provide the inverse Laplace transform,
3-9
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
where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X s L x t and Y s L y t
sustained
1
instantaneous
Input
change
0.5
introduced at time 1
1.4
1.2
0.6
3-15
Common Input Signals
2. Ramp Input: A
sustained constant 9
rate of change 7
Input
4
0
0 1 2 3 4 5 6 7 8 9 10
Time
temperature. 5
Output
3
-1
0 1 2 3 4 5 6 7 8 9 10
Time
3-16
Common Input Signals
f t
0 tw
0 for t 0 Time, t
U RP t h for 0 t tw
1.5
(5-9)
0 for t t 1
w
Input
0.5
Examples: 0
0 1 2 3 4 5 6 7 8 9 10
Time
interrupted.
0.8
0.6
Output
0.4
0.2
-0.2
0 1 2 3 4 5 6 7 8 9 10
Time
3-17
Common Input Signals
3. Pulse: An 100
instantaneous
90
80
70
60
temporary change
Input
50
40
30
10
disturbance.
0 1 2 3 4 5 6 7 8 9 10
Time
Examples: 0.4
0.35
0.3
0.25
Output
0.2
0.15
0.05
0 1 2 3 4 5 6 7 8 9 10
Time
3-18
6. Impulse Function (or Dirac Delta Function) δ(t)
The impulse function is obtained by taking the limit of the
rectangular pulse as its width, tw, goes to zero but holding the area
1
under the pulse constant at one. (i.e., let h )
tw
Let, d t : impulse function
0 t 0
where : d t
t 0
The area under the impulse function 1
Then, L d t 1
19
Common Input Signals
4. Sinusoidal Input
1.5
0.5
Input
0
where: -1.5
0 5 10 15 20 25 30
Time
Examples:
0.8
0.4
temperature. 0.2
Output
0
-0.4
-0.6
-0.8
0 5 10 15 20 25 30
Time
3-20
Transforms of Some Functions
f (t ) 1
e st
e0 1
L f (t ) (1)e st dt
t
t 0
0
0
s s s
1
L 1
s
a
L a
s
3-21
Laplace Transforms of Common
Functions
1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Laplace transform,
a st a a
L a ae st
dt e 0
0 s s s
0
From Calculus :
f (x ) = e - x
u st , du s .dt , dt (1/ s )du
e u dt e u (1 / s )du (1/ s ) e u du
(1/ s )e u C (1/ s )e sx C
Hence :
st
0 ae dt a (1/ s )e st |
0 0 ( 1/ s ) a / s
22
2. Step Function
The step function is widely used in the analysis of process
control problems. It is defined as: f(t)
a
0 for t 0
f t
a for t 0 t
1
L u t
s
23
Shifted Unit Step Function
Function delayed in time is zero for all times less than the time delay to
• A function which has value 0 up to the time t=a and thereafter has value 1 , is
written: ìï 0 t < t
u(t - t 0 ) = ïí 0
ïï 1 t > t 0
î
• Example : Shifted Unit Step Function
0 ta
f(t)=u(t−3)
The equation means f(t) has value of 0 when t<3 and 1 when t>3 .
24
This is a combination of two
step functions u (t ) and u (t-tw)
h f (t ) u (t )
1
f t t
- u (t tw )
1
tw Time, t
f (t ) h [u (t ) - u (t tw )]
The Laplace transform of a rectangular pulse is then:
h
F s h L (u (t )) - L (u (t tw )) 1 e tw s
s
25
Unit Step
2. The Step function Function u(t)
0, t 0
f (t )
1, t 0
1
L f (t ) (1)e dt
st
0
s
0, t 0
f (t )
a, t 0
a
L f (t ) (a )e dt
st
0
s
3-26
3. The exponential function
0, t 0
f (t ) at u (t )e at
e , t 0
L f (t ) e at e st dt e ( s a )t dt
0 0
1 ( s a )t t 1
e
sa t 0
sa
A
if , f (t ) Ae , L f (t )
at
sa
3-27
4. The Ramp function
0, t 0
f (t ) tu (t )
t, t 0
L f (t ) te st dt
0
0
s
3-29
Laplace Transform
Monomials
• By repeated integration-by-parts, it is possible
to find the formula for a general monomial for
n≥0
n!
L t ut n1
n
n!
t n ut
s n1
3-30
Laplace Transform
The Sine Function
• Sine requires two integration by parts:
Lsin t u t sin t e st dt
0
1 1
Using integration by sin t e st cost e st dt
s 0 0
s
parts twice, the Laplace
1
transform 0 cost e st dt
s 0
1 1 1
2 cost e st sin t e st dt
s 0
s 0 s
1 1
2 2 sin t e st dt
s s 0
1 1
Lsin t u t 1 of 2
s2 s2 3-31
Laplace Transform
The Sine Function
• Consequently:
1 1
Lsin t u t 2 2 Lsin t u t
s s
s 2 1 Lsin t u t 1
1
Lsin t u t 2
s 1
1
sin t ut 2
s 1
2 of 2
3-32
Laplace Transform
The Cosine Function
Lcost u t cost e st dt
0
1 1
cost e st sin t e st dt
s 0 0
s
1 1
sin t e st dt
s s 0
1 1
1 1
2 sin t e st cost e dt
st
s s 0
s 0 s
1 1
2 0 2 cost e st dt
s s 0
1 1
2 Lcost u t
s s
1 of 2
3-33
Laplace Transform
The Cosine Function
• Consequently:
1 1
Lcost u t 2 Lcost u t
s s
s 2 1 Lcost u t s
s
Lcost u t 2
s 1
s
cost ut 2
s 1
2 of 2
3-34
Laplace Transform
Linearity Property
• The Laplace transform is linear
• If and then
Lf(t ) Fs Lg(t ) Gs
3-35
Example
3-36
Laplace Transforms of Derivatives
d df st
L f (t ) e dt
dt 0 dt
u e-st , du se st dt
df
dv dt , v f (t )
dt
udv u.v v.du,
df st t
0 dt
st st
e dt e f (t ) f (t )( s ) e dt
t 0 0
0 e0 . f (0) ( s).F ( s)
sF ( s ) f (0)
3-37
3. Derivatives
This is a very important transform because derivatives appear
in the ODEs we wish to solve. It can be shown that:
df
L sF s f 0
dt
initial condition at t = 0
d n f n 2 1
s F s s f 0 s f 0
n n 1
L n
dt
... sf 0 f 0
n 2 n 1
38
df
L sF ( s ) f (0)
dt
d2 f 2
L 2 s F ( s ) sf (0) f '(0)
dt
d f 3
3
L 3 s F ( s ) s f (0) sf '(0) f ''(0)
2
dt
df (t )
f '(0)
dt t 0
3-39
3-40
Table 3.1 Laplace Transforms for Various Time-Domain Functions
f(t) F(s)
3-41
Table 3.1 Laplace Transforms for Various Time-Domain Functions
f(t) F(s)
3-42
Table 3.1 Laplace Transforms for Various Time-Domain
Functionsa (continued)
f(t) F(s)
3-43
Calculating Laplace with Matlab
F=simplify(F)
44
Inverse Laplace with Matlab
45
A pressure in Pascals (P) starting at t = 0 is given
below. Determine the Laplace transform.
4 t
p(t ) 5cos 2t 3e
s 1
P( s) L[ p(t )] 5 2 3
s (2) 2
s4
5s 3
2
s 4 s4
3-46
Determine the inverse transform of the
function below.
5 12 8
F ( s) 2
s s s 3
3t
f (t ) 5 12t 8e
3-47
Determine the inverse transform of the
function below.
200
V ( s) 2
s 100
10
V ( s ) 20 2 2
s (10)
v(t ) 20sin10t
3-48
Solution of Differential equations by Laplace Transform
3-49
1. Take the Laplace transform of both sides of the DE. The initial conditions given for the
DE are incorporated in this step with the transform of the derivatives.
2. Solve for the resulting algebraic equation in terms of the Laplace transform of the
unknown function.
3. Find the time domain by taking the Laplace inverse of the resulting algebraic equation
3-50
Example:
Solve the ODE,
dy
5 4y 2 y 0 1
dt • Use last entry from Table 2
First, take L of both sides, in this presentation
2 • Or entry 11 from Table 3.1
5 sY s 1 4Y s in the text book
s
Rearrange, Y s 5s 2
s b3 b3 b1 b t b3 b 2 b t
L1 e 1 e 2
s b1 s b 2 b 2 b1 b1 b 2
s 5s 4 b1 0, b 2 0.8, b3 0.4
1
5s 2 1 5(s 2 / 5)
Take L-1, y t L L
s 5s 4 5(s 0)(s 4 / 5)
51
3-52
Inversion of Laplace Transforms – MATLAB
Example: for the following differential equation
d 3x d 2x dx dx(0) d 2 x(0)
3
4 2
5 2x 2 x(0) 2
0
dt dt dt dt dt
2
x( s )
s s 3 4 s 2 5s 2
3-53
Solution of Differential Equation by MATLAB
3-54
Partial Fraction Expansions (PFE)
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:
s5
Y s
s 1 s 4
Perform a partial fraction expansion (PFE) on the RHS
s5 1 2
s 1 s 4 s 1 s 4
where coefficients 1 and 2 have to be determined.
55
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
1
s4 s 1 3
56
Laplace Transform Properties
57
Laplace Transforms Table 1
58
Laplace Transforms Table 2
59
Laplace Transforms Table 3
60
Repeated roots
• If the denominator polynomial D(s) contains the repeated factor (s+b)r , we
need to put the function in the following form:
a1 a2 ar
Y (s ) = + 2
+L + r
(s + b) (s + b) (s + b)
• To find α1 the Heaviside rule cannot be used here. ??? Hence we need to use
the Heaviside expansion method N (s ) r
Q (s ) =
D (s )
(s + b)
• First form the quantity Q as:
61
Repeated roots: Example
s+1 s+1 a1 a2 a3
Y (s ) = = = + +
(s 2
)
+ 4s + 4 s (s + 2) s
2
s + 2 (s + 2)2 s
• For :
N (s ) r s+1 2 s+1
Q (s ) = (s + b) = (s + 2) =
D (s ) s (s + 4s + 4)
2
s
• Find Q(s): 1 d (i )Q (s )
ar- i = i = 0, ..., r - 1
i ! ds (i ) s = - b
• Then
s+1 1
a2 = =
s s= - 2 2
• To find 2 , Use i=0:
æs + 1÷
ö
d çç ÷ 1
a1 = è s ø = -
ds 4
• To find 1 , Use i=1:
s= - 2
s+1 1
a3 = 2 =
s + 4s + 4 s = 0 4
• For α3 multiply L let
- 14 the LHS21 of Y(s)41 by s and 1 s=0
Y (s ) = + + y (t ) = - 1
e - 2t + 21 te - 2t + 1
s + 2 (s + 2)2 s 4 4
62
Exercise
• Find the time domain equivalent of the
following TF:
• Hint:
63
Solution
To find 4, we use the Heaviside rule, mult. LHS by (s+2) and substitute by s=-2
2
a4 = 3
= - 2
(s + 1) s= - 2
1 d (i )Q (s ) 2 - 2 2 - 2
ar- i =
i ! ds (i ) s = - b
i = 0, ..., r - 1
F (s ) = + + +
s + 1 (s + 1)2 (s + 1)3 (s + 2)
1 d Q (s )
(0)
2
a3 = = = 2
0! ds (0) s + 2 s= - 1
s= - 1 é- t t2 - t ù
ê -t
f (t ) = 2 êe - te + e - e ú - 2t ú
1 d Q (s )
(1)
- 2 2
a2 = = = - 2 ë û
1! ds (1) (s + 2)
2
s= - 1 éæ t2÷ ö - t ù - 2t
s= - 1
ê ç
= 2 êçç1 - t - ÷e úú- e
1 d Q (s )
(2) ÷
a1 = =
4
= 2 êëçè 2 ø÷ úû
2! ds (2) (s + 2)
3
s= - 1 s= - 1
64
Example Solve the ODE shown below:
dy
2 y 12sin 4t y (0) 10
dt
12(4)
sY ( s) 10 2Y ( s) 2
s 16
10 48
Y ( s) 02 16 , complex roots
s 2 ( s 2)( s 2 16) 4
48 A Bs C
2
( s 2)(s 16) s 2 s 16
2
48 48
A 2 2.4
s 16 s 2 20
65
Example Continuation:
48 2.4 Bs C
2
( s 2)(s 16) s 2 s 16
2
66
Example:
An ODE of the form & y& &+ 11y&+ 6y = 1 , with zero initial
&+ 6y&
conditions resulted in the expression
1
Y s (3-40)
3 2
s s 6s 11s 6
The denominator can be factored as
s s3 6s 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 is:
1 1 2 3 4
Y s (3-51)
s s 1 s 2 s 3 s s 1 s 2 s 3
67
Solve for coefficients to get
1 1 1 1
1 , 2 , 3 , 4
6 2 2 6
(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
>>syms s
>>num=[8 10];
>>den=double(coeffs(expand((s+1)*(s+2)^3)));
>>den=fliplr(den);
>>[r,p,k]=residue(num,den)
69
Partial Fractions in Matlab(Complex Roots and Poles)
>>num=[1 2 3];
>>den=[1 5 2 7];
>>[r,p,k]=residue(num,den)
70
To summarize: the solution procedure for the DE using Laplace transform:
1. Take the Laplace transform of both sides of the DE. The initial conditions given for the
DE are incorporated in this step with the transform of the derivatives.
2. Solve for the resulting algebraic equation in terms of the Laplace transform of the
unknown function.
3. Find the time domain by taking the Laplace inverse of the resulting algebraic equation
Step 3 is the difficult part always results in algebraic equation of the form:
N ( s) s n + a1s n-1 + ..... + an-1s + an
Y ( s) = =
D( s) s m + b1s m-1 + ..... + bm-1s + bm
Y(s) = Laplace transform of the output variable
N(s) = Numerator polynomial of order n
D(s) = Denominator polynomial of order m, (where m > n)
Roots of N(s) are called ZEROES of Y(s)
Roots of D(s) are called POLES of Y(s)
3-71
Partial Fraction Expansion
Example) Consider
s 5
Y ( s)
( s 1)( s 4)
s 5
1 2
( s 1)( s 4) s 1 s 4 Holds for
How to find 1and 2 . any value
of s
Method 1.
Multiply both sides of by ( s 1)( s 4.)
s 5 1 ( s 4) 2 ( s 1) (1)
Equating coefficients of each power of s, we have
s1;1 2 1, s0 ; 41 2 5
Solving for 1 and 2simultaneously. , 1 4 3 2 1 3
.
Method 2. Since (1) should hold for all values of s, we can specify
two values of s and1 solve for the two constant.
s 5 : 0 1 2
4
2 1
s 3: 1 2
2 2
1 4 3 2 1 3
Solving, .
Approach 1
Substituting the value s 1 in (2) yields
0 1 2 3
1
1
4
Approach 2 ; Differentiation of the transform.
Multiply s( s 2) 2both sides of (2).
s 1 1s(s 2) 2 s 3 (s 2)2 (3)
Then (3) is differentiated twice with respect to s
0 21 2,3so that 1 3 1. 4
Differentiation approach
– If the denominator polynomial D(s) contains the repeated factor
( s b),r first form the quantity.
N ( s)
Q( S ) ( s b) r ( s b) r 11 ( s b) r 2 2
D( s )
r (s b)r [other partialfractions] (4)
The general expression for i is given as follows
1 d ( i )Q( s )
r i (i )
, i 0,1, , r 1 (5)
i ! ds s b
Example
dx
x 1, where, x(0) 0
dt
Solution:
1
sx ( s ) x (0) x ( s )
s
1
x ( s )( s 1)
s
1
x( s )
s ( s 1)
Partial fractions is to be applied;
1 A B
x( s )
s ( s 1) s s 1
METHOD I
multiply both sides with s
1 A B
s. s. s.
s(s 1) s s 1
1 Bs
A
s 1 s 1
for , s 0
1
A 0, A 1
0 1
1 A B
x( s )
s ( s 1) s s 1
1 1
x( s )
s s 1
d 3x d 2 x dx
2 2 x 4 e 2t
dt 3 dt 2 dt
where, x(0) 1, x(0) 0, x(0) 1
Apply Laplace transform to both sides of the equation.
s 3 x( s ) s 2 x(0) sx(0) x(0)
2 s 2 x( s ) sx(0) x(0)
sx( s ) x(0)
2 x( s )
4 1
s s2
4 1 s 4
6 s 2
9s 8
x( s ) s 2s s 2
3 2
s 2s 2
2
s s2 s ( s 2)
s 4 6s 2 9s 8
x( s )
s( s 2)( s 3 2s 2 s 2)
s 4 6s 2 9s 8
x( s )
s( s 2)( s 1)( s 2)( s 1)
A B C D E
x( s )
s s 2 s 1 s 2 s 1
to determine multiply by Set s to results
A S 0 -2
B S-2 2 1/12
C S+1 -1 11/3
D S+2 -2 -17/2
E S-1 1 2/3
2 1 1 11 1 17 1 2 1
x( s ) . . . .
s 12 s 2 3 s 1 2 s 2 3 s 1
Statement of FVT:
lim y t lim sY s
t s 0
89
Important Properties of Laplace Transforms
(1) Final Value Theorem
Example:
5s 2
Suppose, Y s
s 5s 4
5s 2
Then, y lim y t lim 0.5
t s 0 5s 4
This means that the final steady state value of the output
variable for this transfer function will be 0.5
90
Be careful when applying the FVT
Consider the Laplace transform :
what is its f(t=)?
Find its inverse Laplace transform?
This is a tricky question. If we apply the final value theorem without
thinking, we would get a value of 0, but this is meaningless.
With MATLAB, we can use: roots([1 1 -4 -4])
to find that the polynomial in the denominator has roots –1, –2, and +2.
This implies that f(t) contains the term e2t , which increases without bound.
Unbounded term
Always check the roots of the denomenator for positive roots
91
Important Properties of Laplace Transforms
(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 asf t , time delay
f(t) f(t-θ)
Also, L f t θ L u (t θ)f t e θs
F s
θ
term:
1. Invert F(s) as usual to find f(t)
2. Find y(t) = f(t-θ) by replacing the argument t, wherever it
appears in f(t) by t- θ
3. Multiply the entire function by the shifted unit step function
u(t- θ).
1
Note: u(t- θ) is the shifted unit step function:
0 θ
92
Important Properties of Laplace Transforms
(2) Time Delay
Example:
1 e 2s
Find the inverse Laplace for: Y s
4s 1 3s 1
1 e 2s
Y s Y 1 s Y 2 s
4s 1 3s 1 4s 1 3s 1
41 3 1 1 1 t /4 t /3
For Y1(s) : y1 (t ) L Y1 s L
1
L e e
4 s 1 3s 1 s 4 s 3
1 1
93
Solving ODEs in MATLAB using LT
• Consider the initial value problem
• y'' + 3 y ' + 2 y = e-t , y(0) = 4 , y '(0) = 5
%Define the necessary symbolic variables:
syms s t Y
%Define the right-hand side function and find its Laplace transform:
f = exp(-t)
F = laplace(f,t,s)
%Find the Laplace transform of y '(t ) :Y1 = s Y – y (0)
Y1 = s*Y - 4
%Find the Laplace transform of y ''(t ) :Y2 = s Y1 - y'(0)
Y2 = s*Y1 - 5
%Set the Laplace transform of the left hand side minus the right hand side to zero and solve for Y:
Sol = solve(Y2 + 3*Y1 + 2*Y - F, Y)
%Find the inverse Laplace transform of the solution:
sol = ilaplace(Sol,s,t)
sol = 12/exp(t) - 8/exp(2*t) + t/exp(t)
94
Additional Material:
How to Factor a Cubic Polynomial
1. Let the expression be in the form of aX3+bX2+cX+d
3. Substitute by each factor in the polynomial to determine the factors that makes the
polynomial equal to zero.
4. If the factor that made the polynomial equal zero is (a) then (X-a)is a factor of the
polynomial (The polynomial is divisible by it)
5. Continue to substitute by the factors of the free term until you get all the factors of
the polynomial or you can divide the main polynomial by the only factor that you got
(X-a) by using the long division:
Example : X3-6X2+11x-6
6. If we substitute by 1,2,3 (the positive factors of the free term) the expression equals
zero, then (X-1),(X-2),(X-3) are the factors of the polynomial.
95