Professional Documents
Culture Documents
2
The Laplace Transform
3
The Laplace Transform
In process dynamics and control, unsteady-state balances around processes always yield
differential equations that need to be solved to obtain the temporal behavior of process parameters.
For example, for the following heating process:
An unsteady-state material
balance on component A
around the heater yields
4
The Laplace Transform
Such simple ordinary differential equations (ODEs) may be solved easily using separation and
integration, but not all ODEs can be treated in the same easy way.
Another useful tool for solving models represented by ODEs is the Laplace transform.
The Laplace transform of a function f(t), represented by F(s), is defined as:
where the operator ℒ represents the integration as defined for the Laplace transform.
5
The Laplace Transform
The Laplace transform has the following properties:
• It does not contain information about the behavior of f(t) for t < 0. This is not a problem,
as we will only be interested in the temporal behavior of systems for positive time. We will
define t = 0 arbitrarily as the time when the process is disturbed from steady state.
• It will not exist for every function f(t) because it involves an improper integral. However,
every function of interest in process dynamics and control will satisfy the requirements for
possession of a transform.
• It is linear. For two functions f1(t) and f2(t) with arbitrary constants a and b,
6
The Laplace Transform
Aside from offering a very simple and elegant method of solving linear ODEs, Laplace transforms
also allow:
• simple development of input-output models
• straightforward qualitative analysis of how processes react to various external
influences
7
Laplace Transforms of Simple Functions
THE STEP FUNCTION
The unit step function, denoted by u(t), is
LAPLACE TRANSFORM OF
THE UNIT STEP FUNCTION
As a consequence of linearity, the transform of any constant A [or f(t) = Au(t)] is simply:
8
Laplace Transforms of Simple Functions
THE EXPONENTIAL FUNCTION
The exponential function is
LAPLACE TRANSFORM OF
THE EXPONENTIAL FUNCTION
provided that 𝑠 + 𝑎 > 0 to guarantee convergence of the integral in the Laplace transform. For
problems of interest to us, it will always be possible to choose s so that this condition is satisfied.
9
Laplace Transforms of Simple Functions
THE RAMP FUNCTION
The ramp function is
LAPLACE TRANSFORM OF
THE RAMP FUNCTION
10
Laplace Transforms of Simple Functions
THE SINE FUNCTION
The sine function is
LAPLACE TRANSFORM OF
THE SINE FUNCTION
11
Laplace Transforms of Simple Functions
Exercise 1.2.1
Derive, by direct integration, the Laplace transform of the cosine function: 𝑓 𝑡 = 𝑢 𝑡 cos 𝑘𝑡.
12
Laplace Transforms of Simple Functions
Exercise 1.2.1
Derive, by direct integration, the Laplace transform of the cosine function: 𝑓 𝑡 = 𝑢 𝑡 cos 𝑘𝑡.
13
14
Laplace Transforms of Derivatives
The real utility of the Laplace transform lies in its ability to transform a time-differentiation
operation into a simple algebraic multiplication by s.
We make use of the definition of the Laplace transform on a derivative:
𝑑𝑓 𝑡
To integrate by parts, we set 𝑢 = 𝑒 −𝑠𝑡 and 𝑑𝑣 = 𝑑𝑡.
𝑑𝑡
Then,
The integral in the right-hand side of the equation is the Laplace transform of f(t) multiplied by s:
15
Laplace Transforms of Derivatives
Thus, the Laplace transform of a first-order derivative is
16
Laplace Transforms of Derivatives
Repeated application of the Laplace transform of a derivative leads to a general form for the
transform of nth order derivatives:
17
Laplace Transforms of Derivatives
Exercise 1.2.2
Find the Laplace transform of the function x(t) that satisfies the differential equation and initial
conditions:
18
Final-Value Theorem
The final value theorem of Laplace transforms says that:
provided that sF(s) does not become infinite for any value of s satisfying Re(s) > 0. Practically, the
limit of f(t) that is found by the use of this theorem is correct only if f(t) is bounded as 𝑡 → ∞.
Example:
The final value of the function x(t) for which the Laplace transform is
is
19
Initial-Value Theorem
The initial value theorem of Laplace transforms says that:
The conditions are not so stringent as those for the final value theorem; we are only interested in
the value the function f(t) takes at a specific point, that is t = 0.
Example:
The initial value x(0) of the function x(t) for which the Laplace transform is
is
20
Translation of Transforms
The variable s in the Laplace transform can be translated as follows:
Thus, we can transform the function 𝑒 −𝑎𝑡 𝑓 𝑡 as if there was no 𝑒 −𝑎𝑡 , and then replace all the s’s by
𝑠 + 𝑎. This property is particularly useful in the inversion of transforms.
Example:
The Laplace transform of cos 𝑘𝑡 is:
21
Translation of Functions
Alternatively, the function f(t) can be translated, which will have an effect on the transform:
This holds if 𝑓 𝑡 = 0 for 𝑡 < 0, which will always be true for functions we will use.
22
Translation of Functions
Exercise 1.2.3
Find the Laplace transform of the following pulse function:
23
The Unit-Impulse Function
If, in the pulse function considered previously, h was allowed to
shrink to 0, we obtain a new function which is zero everywhere
except at the origin, where it is infinite.
Despite being infinite at the origin, the area under this function
remains equal to unity:
24
The Unit-Impulse Function
The Laplace transform of the unit impulse function can be
obtained by starting with the Laplace transform of the pulse
function:
As h is allowed to shrink to 0,
25
Custom Inputs
Custom or composite inputs can be constructed by appropriately combining standard input signals.
These custom inputs are frequently useful in the analysis of process disturbances.
Consider the following custom input for the temperature of a furnace:
26
Custom Inputs
Thus, the signal can be represented by the function:
+ +
28
Solutions of ODEs using ℒ 𝑓 𝑡
Once an ODE has been transformed and solved algebraically for the Laplace transform of the
unknown function, the remaining problem would be to transform this function back to the time
domain to obtain the solution.
Recall from a previous example that after performing the Laplace transform on the following
differential equation, with initial conditions,
This cannot be easily transformed back to the time domain, but it can be simplified so that it will be
easier to transform.
29
Solutions of ODEs using ℒ 𝑓 𝑡
In fact, the solution to the ODE is
except it has been decomposed into partial fractions. Conversely, placing the three partial fractions
in the second equation over a common denominator yields the third equation.
The second equation may be easily inverted ℒ −1 to the first equation using the table of Laplace
transforms, in addition to knowing the other properties of the transform (e.g., translation).
30
Solutions of ODEs using ℒ 𝑓 𝑡
The following procedure shows how to solve linear ODEs with constant coefficients using Laplace
transforms:
31
Solutions of ODEs using ℒ 𝑓 𝑡
Exercise 1.2.4
Solve the following differential equation using Laplace transforms.
32
Solutions of ODEs using ℒ 𝑓 𝑡
Exercise 1.2.4
Solve the following differential equation using Laplace transforms.
33
Partial Fraction Decomposition
Let r be a rational function:
34
Partial Fraction Decomposition
CASE 1: Distinct Linear Factors
Suppose the denominator 𝑄 𝑥 can be factored as:
35
Partial Fraction Decomposition
Exercise 1.2.5
Solve:
36
Partial Fraction Decomposition
CASE 2: Repeated Linear Factors
If the complete factorization of the denominator 𝑄 𝑥 contains the linear factor 𝑎𝑥 + 𝑏 repeated k
times, then, corresponding to each such factor, the partial fraction decomposition for 𝑟 𝑥 contains:
37
Partial Fraction Decomposition
Exercise 1.2.6
Solve:
38
Partial Fraction Decomposition
Exercise 1.2.6
Solve:
39
Partial Fraction Decomposition
CASE 3: Irreducible Quadratic Factors
Suppose the complete factorization of 𝑄 𝑥 contains the quadratic factor 𝑎𝑥 2 + 𝑏𝑥 + 𝑐 (which
cannot be factored further without introducing complex numbers). Corresponding to this, the
partial fraction decomposition of 𝑟 𝑥 will contain a term of the form:
40
Partial Fraction Decomposition
Exercise 1.2.7
Solve:
41
Partial Fraction Decomposition
Exercise 1.2.7
Solve:
42
Partial Fraction Decomposition
CASE 4: Repeated Quadratic Factors
Suppose the complete factorization of 𝑄 𝑥 contains the irreducible quadratic factor
𝑎𝑥 2 + 𝑏𝑥 + 𝑐 𝑘 . The partial fraction decomposition of 𝑟 𝑥 will have the terms:
The expansion of the rational function into its partial fractions would follow the same steps as in the
previous three cases.
43
Qualitative Nature of Solutions
Oftentimes, we will be interested only in the form (qualitative) of the solution 𝑥 𝑡 rather than its
exact numbers (quantitative). The form of the solution may be obtained directly from the roots of the
denominator of 𝑋 𝑠 .
Consider the following Laplace transform of the unknown solution 𝑥 𝑡 to a differential equation:
44
Qualitative Nature of Solutions
Alternatively, we may be interested in the behavior of 𝑥 𝑡 as 𝑡 → ∞.
It is clear that the 𝑒 −𝑡 𝐶1 cos 𝑡 + +𝐶2 sin 𝑡 term will vanish as 𝑡 → ∞, and that 𝑥 𝑡 ultimately
approaches the constant.
The qualitative nature of the solution 𝒙 𝒕 can be related to the location of the roots of the
denominator of 𝑿 𝒔 in the complex plane. These roots are the roots of the characteristic
equation and the roots of the denominator of the transformed forcing function.
45
Qualitative Nature of Solutions
𝐶1 cos 𝑏3 𝑡 + 𝐶2 sin 𝑏3 𝑡
𝑒 −𝑎2𝑡 𝐶1 cos 𝑏2 𝑡 + 𝐶2 sin 𝑏2 𝑡
𝑒 𝑎4 𝑡 𝐶1 cos 𝑏4 𝑡 + 𝐶2 sin 𝑏4 𝑡
𝐶1
𝐶1 𝑒 𝑎5𝑡
𝐶1 𝑒 −𝑎1𝑡
𝐶1 cos 𝑏3 𝑡 + 𝐶2 sin 𝑏3 𝑡
46
Qualitative Nature of Solutions
If any of these roots are repeated, the corresponding term is multiplied by a power series in t
where r is the number of repetitions of the root, and the constants Kn can be evaluated by partial
fraction decomposition.
47