- Review -

Basic complex mathematics and

Laplace Transform
Complex math: background
• Consider the polynomial f (x )  x 2  1
• The root of the polynomial are the values of x when f(x) = 0; i.e. x 2  1
• No roots to satisfy this equation.
• We define a new number ‘j’ such that j 2  1
• This number do not belong to the set of real numbers, so we call it imaginary
number.
• A complex number s is of the form s = σ + jω,
• where σ and ω are real numbers. The number σ is called the real part of s, and is denoted by
σ = Re(s). The number ω is called the imaginary part of s and is denoted by ω = Im(s).
Complex number: definition
• A complex number σ + jω can alternatively be viewed simply as a pair of real
numbers (σ, ω).
• Thus, we can plot complex numbers in a two-dimensional plane called the
complex plane.
• The horizontal axis is called the real axis and the vertical axis is called the
imaginary axis.
• The real axis represents all complex numbers s such that Im(s) = 0; in other words,
it contains all real numbers, and thus real numbers are a subset of the complex
numbers.
• The imaginary axis represents all complex numbers s such that Re(s) = 0.
Complex number: definition
• All complex numbers s satisfying Re(s) < 0 are said to lie in the Open Left Half
Plane (OLHP).
• All complex numbers s satisfying Re(s) ≤ 0 are said to lie in the Closed Left Half
Plane (CLHP).
• All complex numbers s satisfying Re(s) > 0 are said to lie in the Open Right Half
Plane (ORHP).
• All complex numbers s satisfying Re(s) ≥ 0 are said to lie in the Closed Right Half
Plane (CRHP).
Complex number

r       arctan
2 2


Point s is represented
in rectangular form as Point s is r  s {m a gn it u de of s }
represented in

polar form as   arctan {phase of s in r a dia n s}

  j denoted by    s
r 
s
Con ver sely,   r cos  a n d   r sin 
  e j  e  j
Complex number cos 
 2
 j  j
E u ler ’s equ ation : e  j  cos   j sin   sin  

e  e
2j
 com plex n u m ber s ca n be den ot ed by s  re j
(i.e., in expon en t ia l for m )
Given t h e com plex n u m ber s    j,
it s com plex con ju ga t e is defin ed s    - j
ss    j   j       s  s * 2
* 2 2 2

 z  x  jy  r   re - j
 r (cos   j sin  )
Mathematical operations of complex numbers
Given : Addition : z1  z2  ( x1  x2 )  j ( y1  y2 )
z1  x1  jy1 and z2  x2  jy2 Subtraction : z1 - z2  ( x1 - x2 )  j ( y1 - y2 )

Multiplication : z1 z2  r1 r2 1   2
z1 r1
Division :  1 -  2
z2 r2 1 1
Re ciprocal :   - 
z r
Square root : z  r 
2
Complex conjugate : z   x  jy  r     re  j
The Laplace Transform
• Suppose f(t) is a function of time such that f(t) = 0 for t < 0, then the Laplace
Transform of the function f(t) is defined as:

L  f (t )   f (t )e  st d t  F (s )
0

• We say that F(s) is the frequency-domain representation of function f(t).

• The frequency variable s is a complex number: s = σ+jω, where σ, ω are real
numbers with units of frequency (i.e.sec−1 ≡ Hz).
Why Laplace transform is of interest?
Transforms ODE in time domain to
frequency domain

L Algebraic
ODE
Simultaneous
equation
solution to both
transient and Easy to work
steady state with simple
components. algebraic
L--1 equations.
Partial fraction
Solution to ODE
expansion
Table of Laplace Transforms  (t )  1
1
u (t ) 
s
1
tu (t ) 
s2
n!
t n u (t ) 
sn 1
1
e  at u (t ) 
s a

e t u (t ) sin tu (t ) 
s2  2
s
cos tu (t ) 
s2  2
Table of Laplace Transforms  (t )  1
1
u (t ) 
s
1
tu (t ) 
s2
n!
t n u (t ) 
sn 1
1
e  at u (t ) 
s a

sin tu (t ) 
t 2u (t ) s2  2
s
cos tu (t ) 
s2  2
Table of Laplace Transforms  (t )  1
1
u (t ) 
s
sin  2 t  u (t )
1
tu (t ) 
s2
n!
t n u (t ) 
sn 1
1
e  at u (t ) 
s a

cos  2 t  u (t ) sin tu (t ) 
s2  2
s
cos tu (t ) 
s2  2
Table of Laplace Transforms  (t )  1
1
u (t ) 
s
1
tu (t ) 
s2
n!
t n u (t ) 
sn 1
1
e  at u (t ) 
s a

sin tu (t ) 
s2  2
s
cos tu (t ) 
s2  2
Laplace transform of the step function
Con sider a u n it st ep fu n ct ion a ka H ea vis ide fu n ct ion
0 t  0,
u (t )  
1 t  0.
La pla ce t r a n sfr om of t h is fu n ct ion is:
 
U (s )   u (t )e d t   1.e d t
 st  st
0 0

 1  st  1 1
 e    0  1 
 s  0 s s
Properties of Laplace transform

1. Lin ea r it y L  f1 (t )   f2 (t )   F1 (s )   F2 (s )
2. E xpon en t ia l sca lin g L e  at
f (t )  F  s  a 
3. Tr a n sla t ion in t im e, L  f (t  a )  e  at F  s  a 0
  t 
4. Ch a n ge in t im e sca le, a  0 L f     aF (as )
  a 
Properties of Laplace transform
d f 
5. Differ en t ia t ion L    L  f ' (t )  sF (s )  f (0)
dt 
d m f  m d f d m 1
f
m 1
Mor e gen er a lly L  m   s F (s )  s f (0)  s m 2
 0   ...  m 1 f (0)
dt  dt dt

 
6. In t egr a t ion : L  f   d 
0
t F (s )
s
n
7. Com plex differ en t ia t ion : L t f (t )  (1)
n dn
n
F (s )
dt
Properties of Laplace transform
 f (t )  
8. Division by t : If L  f (t )  F ( s) then L    s F (u )du
 t 
f (t )
provided lim exists
t 0 t
9. Delay: If L  f (t )  F ( s), then L  f (t  T )  F ( s)e  sT
10. Periodic functions: if f (t)have period T  0 so thatf (t  T )  f (t ),then
T

 st
e f (t )dt
L  f (t )  0
1  e  sT
Properties of Laplace transform
11. Con volu t ion of t wo sign a ls f1 (t) a n d f2 (t) is
t
f1 (t )  f2 t )   f1 ( )f2 (t   )d
0

Th e La pla ce t r a n sfor m is: L  f1 (t )  f2 (t )  F1 (s ) F2 (s )

12. In it ia l va lu e t h eor em : f (0)  lim sF (s )

s 

13. F in a l va lu e t h eor em : f ()  lim sF (s )

s 0
Examples
The Inverse Laplace Transform
• Given the Laplace Transform F(s), we can obtain the corresponding time domain
function f(t) via the Inverse Laplace Transform.

f (t )  L 1 F (s )

• In this class we will not run through the definitions but simply apply the Laplace
transform properties and transform table to obtain the corresponding functions.
Partial-fraction expansion
• In order to find the inverse Laplace transform we will need to decompose the
model equations using partial fraction methods.
• There are cases:
a. Partial-Fraction Expansion when F(s) involves distinct roots.
b. Partial-Fraction Expansion when F(s) involves multiple roots.
c. Partial-Fraction Expansion when F(s) involves complex roots.
Partial-fraction expansion
• Suppose we have a rational function
bm s m  bm 1s m 1  ...  b1s  b0 N (s )
F (s )  n n 1

s  a n 1s  ...  a1s  a 0 D (s )

N (s )  bm s m  bm 1s m 1  ...  b1s  b0 an d D (s )  s n  a n 1s n 1  ...  a 1s  a 0

where the ai’s and bi’s are constant real numbers.

If m ≤ n, the rational function is called proper. If m <n, it is strictly proper.

F (s )  K
 s  z 1  s  z 2  ...  s  z m 
• By factoring N(s) and D(s), we can write  s  p1  s  p 2  ...  s  pn 
Heaviside’s Cover-up Method
• First, suppose each of the poles are distinct and that F(s) is strictly proper. We
would like to write
k1 k2 kn
F (s )    ... 
 s  p1   s  p 2   s  pn 
• The constants k1, k2, . . . , kn, can be found through Heaviside’s Cover-up Method.
• To find the constant ki, multiply both sides of the expansion of F(s) by (s + pi):
k1  s  p i  k 2  s  p i  k n  s  pi 
 s  p i  F (s )    ...  k i  ... 
 s  p1   s  p 2   s  pn 
• Now if we let s = -pi, then all terms on the right hand side will be equal to zero,
except for the term ki. Thus, we obtain k   s  p  F (s )
i i s  pi
Example 1: distinct roots
F ( x) 
 x  3
x3  7 x 2  10 x

F ( x)  3
 x  3

 x  3
x  7 x  10 x x  x  5  x  2 
2

A B C
F ( x)   
x  x  5  x  2 
Performing partial fraction expansion to obtain the coeff. A,B & C

A  xF ( x) x 0  x
 x  3 
3
x  x  5  x  2  x 0 10
Examples: distinct roots
B   x  5  F ( x) x 5 
 x  3

2
x  x  2  x 5 15

C   x  2  F ( x) x 2 
 x  3

1
x  x  5  x 2 6

 F ( x)  3
 x  3

 3 /10 2 /15
 
1/ 6 

x  7 x  10 x  x
2
 x  5  x  2  
f (t )  L1  F ( x)

3 2 5t 1 2t
 f (t )   e  e
10 15 6
Multiple repeated roots
• Consider a function with repeated factors in the denominator:
N ( x)
F ( x)  where Dr ( x) is the remaining part of the denominator
 x  a  Dr ( x)
n

A1 A2 An N r (x)
F ( x)    ...  
 x  a
n
 x  a
n 1
 x  a  Dr (x)
A1   x  a  F ( x)
n

x  a
d
A2  
 dx
 x  a  n

F ( x) 
 x a

Ak 
1  d k 1
   dx
k  1 !
 k 1  x  a  n

F ( x) 
 x a
Example: Repeated roots
F ( x) 
 x  3
x  x  2   x  5
2

A B C D
F ( x)    
x  x  2   x  2   x  5
2

Performing partial fraction expansion to obtain the coeff. A,B, C & D

A  xF ( x) x 0 
 x  3

3
 x  2   x  5 x 0 20
2

B   x  2  F ( x)
2

 x  3

1
x 2 x  x  5  x 2 6
Example: Repeated roots
d  d   x  3 
C    x  2  F ( x)  
2
 
 dx  dx  x  x  5   x 2

x  x  5    x  3 2 x  5  7
 
 x  x  5 
2
36
x 2

D   x  5  F ( x) x 5 
 x  3

2
x  x  2
2
45
x 5

3 / 20 1/ 6 7 / 36 2 / 45
 F ( x)    
 x  2   x  2   x  5
2
x
Example: complex roots

F ( x) 
 x  3
 x  5  s 2  4s  5
A Bx  C
F ( x)   2

 x  5 x  4 x  5 
 x  3 
A
 2
Bx  C
 x  5  x  4 x  5  x  5  x  4 x  5
2

 A Bx  C 

 x  3   x  5  x  4 x  5 
2
  2 

  x  5  x  4 x  5  
Example: complex roots
• Expand the function F(x):
 
x  3  x 2
 
 4 x  5 A   x  5  Bx  C 
x  3  Ax 2  4 Ax  5 A  Bx 2  5Bx  Cx  5C
x  3  x 2  A  B   x  4 A  5B  C   5  A  C 

• Equate the coefficients of same power of x:

0  A  B, 1  4 A  5 B  C , 3  5 A  5C
0.2 0.2 x  0.8
 A  0.2, B  0.2, C  0.8  F ( x)   2
x  5 x  4x  5
The Final Value Theorem
• Let F(s) be the Laplace transform of a function f(t). Often, we will be interested in
how f(t) behaves as t → ∞ (this is referred to as the asymptotic or steady state
behavior of f(t)).
• The theorem: If all poles of sF(s) are in the open left half plane, then
lim f (t )  lim sF (s )
t  s 0