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Laplace Transforms
• 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
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Definition
F ( s ) L f (t ) f t e st dt (1)
0
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Inverse Laplace Transform, L-1:
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 (2)
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 (3)
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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
Similarly,
L1 aX s bY s ax t b y t
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Laplace Transforms of Common Functions
1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Laplace transform in (3-1),
a st a a
L a ae st
dt e 0 (4)
0 s s s
0
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2. Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:
0 for t 0
S t (5)
1 for t 0
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3. Derivatives
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 (7)
dt
initial condition at t = 0
dn f n n 2 1
L n s F s s n 1
f 0 s f 0
dt
... sf 0 f 0
n2 n 1
(8)
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where:
- n is an arbitrary positive integer
dk f
- f k 0
dt k t 0
f 0 f 0 ... f 0 . Then
1 n1
Suppose
dn f
s F s
n
L n
dt
L e bt e bt e st dt e dt
b s t
0 0
1 b s t 1
e (9)
bs 0 sb
0 for t 0
f t h for 0 t t w (10)
0 for t t
w
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h
f t
tw
Time, t
F s
h
s
1 e t w s (11)
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6. Impulse Function (or Dirac Delta Function)
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
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Table Laplace Transforms
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Table Laplace Transforms
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Laplace Transforms of Common Functions
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Laplace Transforms of Common Functions
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Example 3.1
Solve the ODE,
dy
5 4y 2 y 0 1 (12)
dt
First, take L of both sides of (3-26),
5 sY s 1 4Y s
2
s
Rearrange,
5s 2
Y s (13)
s 5s 4
Take L-1,
1 5s 2
y t L
s 5s 4
From Table 3.1,
y t 0.5 0.5e 0.8t (14)
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Partial Fraction Expansions
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 1:
s5
Y s (14)
s 1 s 4
Perform a partial fraction expansion (PFE)
s5 1 2
(15)
s 1 s 4 s 1 s 4
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To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
1
s4 s 1 3
A General PFE
Consider a general expression,
N s N s
Y s (16a)
Ds n
s bi
i 1
20
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:
N s n
i
Y s (16b)
n s bi
s bi i 1
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 1
ii) Repeated roots (e.g., b b 3)
1 2
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Example 2 (continued)
s s 3 6 s 2 11s 6 s s 1 s 2 s 3 (18)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (17) is
1
Y s 1 2 3 4 (20)
s s 1 s 2 s 3 s s 1 s 2 s 3
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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 (20):
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/ 6 1 1/ 2 1 1/ 2 1 1/ 6
L Y s L
1
L L L
s s 1 s 2 s 3
From Table,
1 1 t 1 2t 1 3t
y t e e e (21)
6 2 2 6
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Important Properties of Laplace Transforms
Statement of FVT:
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Example:
Suppose,
5s 2
Y s (22)
s 5s 4
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 θ θ time delay
Also,
L y t θ e θsY s
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Inverse Laplace Transforms
There are three cases to consider in doing the partial fraction expansion of F(s).
Case 1: F(s) has all non repeated simple roots.
k1 k2 kn
F ( s) ...
s p1 s p2 s pn
P1 ( s ) k1 k1*
F ( s) . . . (expanded)
Q1 ( s )( s j )( s j ) s j s j )
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Inverse Laplace Transforms
Case 1: Illustration:
Given:
4( s 2) A1 A2 A3
F ( s)
( s 1)( s 4)( s 10) ( s 1) ( s 4) ( s 10)
( s 1)4( s 2) ( s 4)4( s 2)
A1 | 4 27 A2 | 49
( s 1)( s 4)( s 10) s 1 ( s 1)( s 4)( s 10) s 4
( s 10)4( s 2)
A3 | 16 27
( s 1)( s 4)( s 10) s 10
f ( t ) (4 27)e t (4 9)e 4t ( 16 27)e 10t u( t )
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Inverse Laplace Transforms
Case 3: Repeated roots.
When we have repeated roots we find the coefficients of the
terms as follows:
k
d
( s p1 ) r F ( s ) | s p
1r 1 ds 1
k
1r 2
d2
2! ds 2
( s p ) F ( s)|s p1
1
r
( s p ) F ( s)|s p1
r j
d
k r j
r
1j
( r j )! ds 1
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Inverse Laplace Transforms
Case 3: Repeated roots. Example
( s 1) A1 K1 K2
F ( s)
s( s 3) 2 s ( s 3) ( s 3) 2
A1
K1
K2
f (t ) ______
? ______
? e 3 t ________
? te 3 t u(t )
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Inverse Laplace Transforms
Case 2: Complex Roots: F(s) is of the form;
P1 ( s ) K1 K 1*
F ( s) ...
Q1 ( s )( s j )( s j ) s j s j )
K1 is given by,
( s j ) P1 ( s )
K1 |s j
Q1 ( s ) ( s j )( s j )
j
K 1 | K 1 | | K 1 | e
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Inverse Laplace Transforms
Case 2: Complex Roots:
j j
K1 K 1* | K1 | e | K 1e
s j s j s j s j
| K | e j j
1
| K | e
j t jt j t jt
L 1 1 | K | e e e e e e
s j s j 1
e j ( t ) e j ( t )
j t jt j t jt at
| K | e e e e e e 2| K | e
1 1 2
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Inverse Laplace Transforms
Case 2: Complex Roots:
Therefore:
| K | e j | K e
j
L1 1 1 2 | K | e t cos( t )
s j s j 1
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Inverse Laplace Transforms
Complex Roots: An Example.
A K1 K 1*
F ( s)
s s2 j s2 j
( s 1) 1
A || s 0
( s 4 s 5)
2
5
( s 1) 2 j 1
K1 || s 2 j 0.32 108o
s( s 2 j ) ( 2 j )( 2 j )
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Inverse Laplace Transforms
Complex Roots: An Example. (continued)
We then have;
f ( t ) 0.2 0.64 e 2t cos(t 108o u( t )
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Inverse Laplace Transforms
Convolution Integral:
System
x(t) y(t)
h(t)
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Inverse Laplace Transforms
Convolution Integral:
In the time domain we can write the following:
t t
y( t ) x ( t ) h( t ) x ( t )h( )d h( t ) x( )d
0 0
In this case x(t) and h(t) are said to be convolved and the
integral on the right is called the convolution integral.
Lx(t ) h(t ) Y ( s) X ( s) H s
This is very important
* note 36
Inverse Laplace Transforms
Convolution Integral:
Through an example let us see how the convolution integral
and the Laplace transform are related.
H(s)
X(s) Y(s)
1
( s 4)
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Inverse Laplace Transforms
Convolution Integral:
From the previous diagram we note the following:
X(s) Y(s)
H(s)
This is important !!
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Inverse Laplace Transforms
Convolution Integral:
Example using the convolution integral.
x(t) y(t) = ?
e-4t
t t
4( t ) 4( t )
y( t ) e u( )d e d e 4t e 4 d
0 0
4t
t
4 4t 1 4 t 1 1 4t
y( t ) e e d e e | 0 e u( t )
0 4 4 4
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Inverse Laplace Transforms
Convolution Integral:
h(t) = e-4tu(t) 1
H ( s)
s4
1 A B 14 14
Y ( s)
s( s 4) s s 4 s s4
y( t ) 1 e 4 t u( t )
1
4
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Inverse Laplace Transforms
Convolution Integral:
Practice problems:
2 3
(a ) If X ( s ) and Y ( s ) , what is h( t ) ?
s ( s 2)
h( t ) 1.5 ( t ) 2e 2t u( t )
(b) If x( t ) u( t ) and y( t ) te 6t u( t ), find h( t ).
2
(c ) If x( t ) tu( t ) and H ( s ) , find y( t ).
( s 4) 2
t=0 6k
+ +
12 V _ v(t) 3k
_ 100 F
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Inverse Laplace Transforms
Circuit theory problem:
We see from the circuit,
t=0 6k
+ +
12 V _ v(t) 3k
_ 100 F
3
v (0) 12 x 4 volts
9
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Inverse Laplace Transforms
Circuit theory problem:
dvc ( t )
RC vc (t ) 0
dt
+ 3k 6k
vc(t) i(t)
_ 100 F
dvc ( t ) v c t
0
dt RC
5v c t 0
Take the Laplace transform dvc ( t )
of this equations including dt
the initial conditions on vc(t)
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Inverse Laplace Transforms
Circuit theory problem:
dvc ( t )
5 vc ( t ) 0
dt
sVc ( s ) 4 5Vc ( s ) 0
4
Vc ( s )
s5
v c ( t ) 4 e 5 t u( t )
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Stop
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