Laplace Transform

Engineering and Numerical Analysis

Department of Electrical Power

Dr. Hayder Yaqoob

2020-2021
1
 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

2
Definition

The Laplace transform of a function, f(t), is defined as

where X(s) is the symbol for the Laplace transform, L is the

Laplace transform operator, and x(t) is some function of time, t.

Note: The L operator transforms a time domain function x(t)

into an s domain function, X(s). s is a complex variable:
s = a + bj,

3
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:

Important Properties:
Both L and L-1 are linear operators. Thus,

4
where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
-

Similarly,

5
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),

6
2. Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:

Because the step function is a special case of a “constant”

7
3. Derivatives
This is a very important transform because derivatives appear
in the ODEs we wish to solve.

initial condition at t = 0

Similarly, for higher order derivatives:

8
where:
- n is an arbitrary positive integer

Special Case: All Initial Conditions are Zero

Suppose Then

In process control problems, we usually assume zero initial

conditions. Reason: This corresponds to the nominal steady state
when “deviation variables” are
9
used.
4. Exponential Functions
Consider where b > 0. Then,

5. Rectangular Pulse Function

It is defined by:

10
 ℎ

Time, t

The Laplace transform of the rectangular pulse is given by

11
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 =) 𝑡
Let,

Then,
Properties of Laplace Transforms
• Linearity
• Scaling in time
• Time shift
• “frequency” or s-plane shift
• Multiplication by tn
• Integration
• Differentiation
Properties: Linearity

Example : Proof :
 Properties: Scaling in Time

Example : Proof :

(⁄ )

let

( )
 Properties: Time Shift

𝐿 𝑓 𝑡−𝑡 𝑢 𝑡−𝑡
Example : Proof :
= 𝑓(𝑡 − 𝑡 )𝑢(𝑡 − 𝑡 )𝑒 𝑑𝑡

=∫ 𝑓(𝑡 − 𝑡 )𝑒 𝑑𝑡

let 𝑢 = 𝑡 − 𝑡 ,𝑡 = 𝑢 + 𝑡

( )
𝑓(𝑢)𝑒 𝑑𝑢 =

=𝑒 𝑓(𝑢)𝑒 𝑑𝑢

=𝑒 𝐹(𝑠)
 Properties: S-plane (frequency) shift

Example : Proof : 𝐿{𝑒 𝑓(𝑡)} =

𝑒 𝑓(𝑡)𝑒 𝑑𝑡 =

( )
𝑓(𝑡)𝑒 𝑑𝑡 =

𝐹(𝑠 + 𝑎)
 Properties: Multiplication by tn

Example : Proof :

𝐿{𝑡 𝑓(𝑡)} = 𝑡 𝑓(𝑡)𝑒 𝑑𝑡 =

𝑓(𝑡)𝑡 𝑒 𝑑𝑡 =

𝜕
(−1) 𝑓(𝑡) 𝑒 𝑑𝑡 =
𝜕𝑠

𝜕 𝜕
(−1) 𝑓(𝑡)𝑒 𝑑𝑡 = (−1) 𝐹(𝑠)
𝜕𝑠 𝜕𝑠
The “D” Operator

1. Differentiation shorthand

2. Integration shorthand

if 𝑔(𝑡) = 𝑓(𝑡)𝑑𝑡
if 𝑔(𝑡) = 𝑓(𝑡)𝑑𝑡

𝐷𝑔(𝑡) = 𝑓(𝑡) 𝑔(𝑡) = 𝐷 𝑓(𝑡)

then then
 Properties: Integrals

𝑔(𝑡) = 𝐷 𝑓(𝑡)
Proof : 𝐿{sin( 𝑡)}

Example : = 𝑔(𝑡)𝑒 𝑑𝑡
𝐿{𝐷 cos( 𝑡)} =
1 𝑠 1
( )( )= let 𝑢 = 𝑔(𝑡), 𝑑𝑢 = 𝑓(𝑡)𝑑𝑡
𝑠 𝑠 +1 𝑠 +1
𝐿{sin( 𝑡)} 𝑑𝑣 = 𝑒 𝑑𝑡, 𝑣
1
=− 𝑒
𝑠
1 1 𝐹(𝑠)
= [− 𝑔(𝑡)𝑒 ] + 𝑓(𝑡)𝑒 𝑑𝑡 =
𝑠 𝑠 𝑠

𝑔(𝑡) = 𝑓(𝑡)𝑑𝑡
If t=0, g(t)=0

for (𝑡 = ∞) ⇒ 𝑓(𝑡)𝑒 𝑑𝑡 < ∞ so

𝑓(𝑡)𝑑𝑡 = 𝑔(𝑡) → ∞ slower than 𝑒 →0

 Properties: Derivatives

Example : Proof :
𝑑
𝐿{𝐷𝑓(𝑡)} = 𝑓(𝑡)𝑒 𝑑𝑡
𝑑𝑡
𝑢=𝑒 , 𝑑𝑢 = −𝑠𝑒
𝑑
let 𝑑𝑣 = 𝑓(𝑡)𝑑𝑡, 𝑣 = 𝑓(𝑡)
𝑑𝑡
[𝑒 𝑓(𝑡)]

+𝑠 𝑓(𝑡)𝑒 𝑑𝑡 =

−𝑓(0 ) + 𝑠𝐹(𝑠)
Difference in

• The values are only different if f(t) is not continuous

@ t=0
• Example of discontinuous function: u(t)

→
 Properties: Nth order derivatives

let 𝑔(𝑡) = 𝐷𝑓(𝑡), 𝑔(0) = 𝐷𝑓(0) = 𝑓′(0)

= 𝐿{𝐷 𝑔(𝑡)} = 𝑠𝐺(𝑠) − 𝑔(0) = 𝑠𝐿{𝐷𝑓(𝑡)} − 𝑓′(0)
= 𝑠(𝑠𝐹(𝑠) − 𝑓(0)) − 𝑓′(0)
= 𝑠 𝐹(𝑠) − 𝑠𝐹(0) − 𝑓′(0)

𝐿{𝐷 𝑓(𝑡)} = 𝑠 𝐹(𝑠) − 𝑠 ( )

𝑓(0) − 𝑠 ( )
𝑓′(0) −   ⋯ − 𝑠𝑓 ( )
(0) − 𝑓 ( )
(0)

NOTE: to take
you need the value @ t=0 for
𝐷 𝑓(𝑡), 𝐷 𝑓(𝑡), . . . 𝐷𝑓(𝑡), 𝑓(𝑡) → called initial conditions!
We will use this to solve differential equations!
Properties: Nth order derivatives

Start with 𝐿{𝐷𝑓(𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0)

Now apply again

let
then
remember

∴ 𝐿{𝐷𝑔(𝑡)} = 𝑠𝐺(𝑠) − 𝑔(0) = 𝑠[𝑠𝐹(𝑠) − 𝑓(0)] − 𝑓′(0) = 𝑠 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓′(0)

Can repeat for 𝐷 𝑓(𝑡), 𝐷 𝑓(𝑡),  𝑒𝑡𝑐.

𝐿{𝐷 𝑓(𝑡)} = 𝑠 𝐹(𝑠) − 𝑠 ( )

𝑓(0) − 𝑠 ( )
𝑓′(0) −   ⋯ − 𝑠𝑓 ( )
(0) − 𝑓 ( )
(0)
Inverse Laplace Transform
Solution of ODEs by Laplace Transforms
Procedure:
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) from26 the expression for Y(s).
Example 3.1
Solve the ODE,

First, take L of both sides of,

Rearrange,

Take L-1,

From Table,
.
27
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:

Perform a partial fraction expansion (PFE)

where coefficients and have to be determined.

28
To find : Multiply both sides by s + 1 and let s = -1

To find : Multiply both sides by s + 4 and let s = -4

A General PFE
Consider a general expression,

29
Here D(s) is an n-th order polynomial with the roots 𝑠 = −𝑏
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:

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.,
ii) Repeated roots (e.g., 𝑏 = 𝑏 = −3 )

For these situations, the PFE has a different form.

30
Example (continued)

Recall that the ODE, 𝑦⃛ + +6𝑦̈ + 11𝑦̇ + 6𝑦 = 1 , with zero initial

conditions resulted in the expression

The denominator can be factored as

Note: Normally, numerical techniques are required in order to

calculate the roots.
The PFE for is

31
Solve for coefficients to get

(For example, find 𝛼

, by multiplying both sides by s and then
setting s = 0.)
Substitute numerical values into:

Take L-1 of both sides:

From Table 3.1,

32
Important Properties of Laplace Transforms

1. Final Value Theorem

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

where Re (s) denotes the real part of complex
variable, s.
 Example:

Suppose,

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

Also,
34