L03 Rev2 LCCDE LaplaceTransform PDF

1
Control Systems Engineering

ECE 563
07092003
SOLUTION TO
LINEAR DIFFERENTIAL EQUATIONS WITH
CONSTANT-COEFFICIENTS (LCCDE)
BY LAPLACE TRANSFORM
J.M.Martinez, Jr.
School of EE-ECE-CoE
Mapa Institute of Technology
Laplace Transform of Common
Functions
First-Shifting Theorem
Other Laplace Transform Pairs
Laplace Transform of Derivatives
and Integral of Functions
Cover-up Method
(Residue Theorem)
Inverse Laplace Transform by
Partial Fraction Expansion
Determination of Residues by
Cover-up Method
Determination of Residues by
Equating Coefficients of the
Numerator
Using Matlab to solve LCCDE
2
LAPLACE TRANSFORM
Steps in Solving LCCDE using
Laplace Transform
1. Convert the differential equation to
Laplace Transform
(time domain s-domain).
2. Solve for Y(s) (isolate Y(s)).
3. Expand Y(s) into partial fractions.
4. Take the Inverse Laplace Transform of Y(s).
(s-domain time domain).
jmmartinezjr 07092003
3
LAPLACE TRANSFORM PAIRS
) (s F
t sin
1
) (t u
) (t
) (t f
t cos
2
1
s
t
a s
1
at
e
s
1
2 2
+ s
2 2
+ s
s
4
(FIRST-SHIFTING THEOREM)
) (s F
t e
at
sin
a s s
at
t f L t f e L

= )] ( [ )] ( [
) (t f
t e
at
cos
2
) (
1
a s
t e
at
2 2
) (
+ a s
2 2
) (
) (
+

a s
a s
5
OTHER LAPLACE TRANSFORM PAIRS
) )( ( b s a s
a b
+ +

bt at
e e

) (
) (
2
a s s
b s a
+
+
) (s F
at
e
1
) (t f
) (
2
2
a s s
a
+
n
t
) ( a s s
a
+
at
e at

+ 1
1
!
+ n
s
n
) )( ( b s a s s
ab
+ +
bt at
e
b a
a
e
b a
b

+ 1
at
e
a
b a
bt
a
b a

|
.
|
\
|

+
6
(INTEGRAL & DERIVATIVES)
n
n
dt
t g d ) (
) (s F
dt
t dg ) (
) (t f
s
s G ) (

0
) ( d g
) (s sG
) (s G s
n
Note: All Initial Conditions are assumed zero.
7
COVER-UP METHOD
| |
a s
s F a s R
=
= ) ( ) (
To find the constants (residues) of the partial
fraction expansion of rational functions we can
use Residue Theorem
8
COVER-UP METHOD FOR
MULTIPLE ROOTS
| |
a s
n
k n
k n
k
s F a s
ds
d
k n
R
=
= ) ( ) (
)! (
1
where:
a = multiple roots
n = multiplicity of the roots
k = order of root = n, n-1, 3, 2, 1
For multiple roots, Residue Theorem can be
expressed in the form
9
Example 1:
2
2
2
4 5
s
s Y s sY s Y s = + + ) ( ) ( ) (
Find the Total Solution to the Differential Equation
(Assume all initial conditions=0)
Solution: Converting the DE into Laplace
Transform, we have
t y
dt
dy
dt
y d
2 4 5
2
2
= + +
10
Example 1:
Solving for Y(s)
4 5
2
2
2
+ +
=
s s
s
s Y ) (
simplifying
) )( (
) (
1 4
2
2
+ +
=
s s s
s Y
11
Example 1:
Taking the Partial Fraction Expansion
) ( ) (
) )( (
) (
1 4
1 4
2
2 2
+
+
+
+ + =
+ +
=
s
D
s
C
s
B
s
A
s s s
s Y
Using cover-up method
24
1
1 4 4
2
1 4
2
4
2
4
2
=
+
=
+ +
+ =
=
) ( ) ( ) )( (
) (
s
s s s
s C
3
2
4 1 1
2
1 4
2
1
2
1
2
=
+
=
+ +
+ =
=
) ( ) ( ) )( (
) (
s
s s s
s D
12
Example 1:
2
1
1 0 4 0
2
1 4
2
0
2
2
=
+ +
=
+ +
=
=
) )( (
) )( (
s
s s s
s A
Using cover-up method for multiple roots
0
2
0
2
2
4 5
2
1 4
2
1
1
= =
(
(
+ +
=
(
(
+ +
=
s s
s s
ds
d
s s s
s
ds
d
B
) ( ) )( (
) (
!
| |
8
5
5 4 2 5 2 4 5 2
2
0
2 2

= = + + + =

=
) ( ) ( ) ( ) (
s
s s s B
13
Example 1:
) ( ) (
) (
1
3
2
4
24
1
8
5
2
1
2
+
+
+
+ =
s s s
s
s Y
substituting
t t
e e t t y

+ =
3
2
24
1
8
5
2
1
4
) (
taking the Inverse Laplace Transform
14
Example 2:
4
40
2
2
2 2
2
+
= +
s
s
s
s Y s sY s Y s ) ( ) ( ) (
Find the Total Solution to the Differential Equation
Solution: Converting the DE into Laplace
Transform, we have
t t y
dt
dy
dt
y d
2 40 2 2
2
2
cos = +
15
Example 2:
Solving for Y(s)
2
4
40
2
2
2 2
+
+
=
s s
s
s
s
s Y ) (
simplifying
) )( (
) (
2 4
8 2 40
2 2 2
2 3
+ +
+ +
=
s s s s
s s
s Y
16
Example 2:
Taking the Partial Fraction Expansion, we have
4
2
4
1 2
2 4
8 2 40
2 2 2
2 2 2
2 3
+
+
+
+ + +
+

=
+ +
+ +
=
s
F
s
Es
s
D
s
C
s
B
s
A
s s s s
s s
s Y
) (
) (
) )( (
) (
t F t E D Ct Be Ae t y
t t
2 2
2
sin cos ) ( + + + + + =

By taking the Inverse Laplace Transform,
y(t) is of the form
17
Example 2:
2
2 1 4 1 1
8 1 2 1 40
2 4
8 2 40
2 2
2 3
1
2 2
2 3
=
+ +
+ +
=
+ +
+ +
=
=
) )( ( ) (
) ( ) (
) )( (
s
s s s
s s
B
2
7
1 2 4 2 2
8 2 2 2 40
1 4
8 2 40
2 2
2 3
2
2 2
2 3
=
+
+ +
=
+
+ +
=
=
) )( ( ) (
) ( ) (
) )( (
s
s s s
s s
A
solving for the residues using cover-up method
1
1 0 2 0 4 0
8 0 2 0 40
1 2 4
8 2 40
2
2 3
0
2
2 3
=
+ +
+ +
=
+ +
+ +
=
=
) )( )( (
) ( ) (
) )( )( (
s
s s s
s s
C
18
Example 2:
0
2 3 4
2 3
0
2
2 3
8 4 2
8 2 40
1 2 4
8 2 40
1
1
=
=
(
(
+ + +
+ +
=
(
(
+ +
+ +
=
s
s
s s s s
s s
ds
d
D
s s s
s s
ds
d
D
) (
) )( )( (
!
0
2 2 3 4
2 3 2 3 2 2 3 4
8 4 2
4 4 3 4 8 2 40 4 120 8 4 2
=
(
(
+ + +
+ + + + + + + + +
=
s
s s s s
s s s s s s s s s s s
D
) (
) )( ( ) )( (
2
1
8
4 8 0 8
2

=
) (
) )( ( ) )( (
D
19
Example 2:
12 4 2 2
1 2 2 2 2
8 2 2 2 40
1 2
8 2 40
2
2
2 3
2
2
2 3
j F j E
j j j
j j
s s s
s s
F Es
j s
= +
+
+ +
=
+
+ +
= +
=
) (
) )( ( ) (
) ( ) (
) )( (
12 4 2 2
1 2 2 2 2
8 2 2 2 40
1 2
8 2 40
2
2
2 3
2
2
2 3
j F j E
j j j
j j
s s s
s s
F Es
j s
+ = +
+
+ +
=
+
+ +
= +
=
) (
) )( ( ) (
) ( ) (
) )( (
20
Example 2:
substituting into the expression shown in slide 14
24 4
8 4
j E j
F
=
=
Taking the sum and difference of the two expressions
will result into
6
2
=
=
E
F
t t t e e t y
t t
2 2 2 6
2
1
2
2
7
2
sin cos ) ( + =

21
(Alternative Solution to Example 2)
Determination of Residues by Equating Coefficients
4
2
4
1 2
2 4
8 2 40
2 2 2
2 2 2
2 3
+
+
+
+ + +
+

=
+ +
+ +
=
s
F
s
Es
s
D
s
C
s
B
s
A
s s s s
s s
s Y
) (
) (
) )( (
) (
When the denominator contains complex roots, determining
the residues is more difficult because we have to evaluate
complex expressions.
We can eliminate the need for complex number operations
by equating coefficients of each term in the numerator and
then solving the resulting system of linear equations.
22
4
2 2 s F E D C B A ) ( + + + + + +
3
2 2 2 4 4 s F E D C B A ) ( + + + + +
Expanding each term, and then grouping similar
terms we have
2
4 4 2 8 4 s F D C B A ) ( + + + +
5 2 3
8 2 40 s E D B A s s ) ( + + + = + +
) ( ) ( C s D C 8 8 4 + +
23
By equating coefficients of similar terms we have
the following set of linear equations
) . ( 1 0 eq E D B A = + + +
) . ( 2 0 2 2 eq F E D C B A = + + + + +
) . ( 3 40 2 2 2 4 4 eq F E D C B A = + + + +
) . ( 4 2 4 4 2 8 4 eq F D C B A = + + +
) . ( 5 0 8 4 eq D C =
) . ( 6 8 8 eq C =
24
(
(
(
(
(
(
(
(
=
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
8
0
2
40
0
0
0 0 0 8 0 0
0 0 8 4 0 0
4 0 4 2 8 4
2 2 2 1 4 4
2 1 1 1 2 1
0 1 1 0 1 1
F
E
D
C
B
A
In matrix form
25
Using Cramers Rule or other methods for system
of linear equations
2
6
2
1
1
2
2
7
=
=
=
=
=
=
F
E
D
C
B
A
26
Solving a large number simultaneous linear equations
is difficult!
If we already knew A, B, C, D using cover-up method,
we only need two of the six equations to solve for E and
F. Using eq.(1) and eq.(2) we have
6
2
7
2
2
7
= + + = = D B A E
2
2
6
2
1
1 2 2
2
7
2
2
=
+
=

=
) ( ) (
E D C B A
F
27
Example 3:
Determine the Inverse Laplace Transform of the
function
Solution: By completing the square of the expression
) ( ) (
) (
25 6 1
72 36 4
2 2
2 3
+
+
=
s s s
s s - s
s Y
25 6
2
+ s s
we have
2 2
2 2 2 2
4 3
3 25 3 6 25 6
+ =
+ + = +
) (
) ( ) (
s
s s s s
28
Example 3:
Taking the Partial Fraction Expansion of
Y(s), we obtain
2 2 2 2 2
4 3
4
4 3
3
1
1 +
+
+

+
=
) (
) (
) (
) (
) (
) (
) (
s
D
s
s C
s
B
s
A
s Y
2
25 1 6 1
1 72 1 36 1 4
25 6
72 36 4
2
2 3
1
2
2 3
=
+
+
=
+
+
=
=
) ( ) (
) ( ) ( ) (
) (
-
s s
s s - s
A
s
29
Example 3:
1
25 1 6 1
6 1 2 1 72 1 36 1 4 72 1 72 1 12 25 1 6 1
25 6
6 2 72 36 4 72 72 12 25 6
25 6
72 36 4
1
1
2 2
2 3 2 2
1
2 2
2 3 2 2
1
2
2 3
=
+
+ + +
=
+
+ + +
=
(
(
+
+
=
=
=
B
- -
s s
s s s - s s - s s s
s s
s s - s
ds
d
B
s
s
] ) ( ) [(
] ) ( )][ ( ) ( ) ( [ ] ) ( ) ( ][ ) ( [
) (
) )( ( ) )( (
) (
!
30
Example 3:
Expanding each term of the numerator
2 2
2 2 2 3
1 4 1 3
25 6 1 25 6 72 36 4
) ( ) )( (
) )( ( ) (
+ +
+ + + = +
s D s s C
s s s B s s A s s - s
) ( ) (
) ( ) (
D C B A s D C B A
s D C B A s C B s s - s
4 3 25 25 8 7 31 6
4 5 7 72 36 4
2 3 2 3
+ + + + +
+ + + = +
and then grouping similar terms we have
31
Example 3:
equating coefficients of s
3
to solve for C
4 = +C B
3
1 4
4
=
=
=
C
C
B C
equating coefficients of s
2
to solve for D
36 4 5 7 = + D C B A
4
4
3 5 1 7 2 36
4
5 7 36
=
+ +
=
+ +
=
D
D
C B A
D
) ( ) (
32
Example 3:
t De t Ce Be Ate t y
t t t t
4 4
3 3
sin cos ) ( + + + =
By taking the Inverse Laplace Transform of
we have
2 2 2 2 2
4 3
4
4 3
3
1
1 +
+
+

+
=
) (
) (
) (
) (
) (
) (
) (
s
D
s
s C
s
B
s
A
s Y
t e t e e te t y
t t t t
4 4 4 3 2
3 3
sin cos ) ( + + =
Substituting the values of A,B,C, and D
33
MATLAB IMPLEMENTATION
Partial Fraction Expansion of polynomial
given the Coefficients of Numerator num and
Denominator den
[R,P,K]=residue(num,den)
where:
R=residues (numerator)
P=poles i.e (s-p
1
)(s-p
2
)
K=direct term (null if order of num<den)
34
>> num=[4];
>> den=[1 4 5 2];
>> [R,P,K]=residue(num,den)
R =
4.0000
-4.0000
4.0000
P =
-2.0000
-1.0000
-1.0000
K =
[]
2
) 1 (
4
) 1 (
4
2
4
) (
+
+
+
+
+
=
s s s
s Y
Example 1: Find the partial fraction expansion of
2 5 4
4
) (
2 3
+ + +
=
s s s
s Y
Y(s) can be written as
Multiple poles should be written
in increasing order
35
>> num=[-40 2 0 8];
>> den= poly([0 0 2i -2i -2 1]);
R =
3.0000 + 1.0000i
3.0000 - 1.0000i
-3.5000
-2.0000
-0.5000
-1.0000
P =
0.0000 + 2.0000i
0.0000 - 2.0000i
-2.0000
1.0000
0
0
) )( (
) (
2 4
8 2 40
2 2 2
2 3
+ +
+ +
=
s s s s
s s
s Y
K =
[ ]
>> E=R(1)+R(2) %E in Ex.2
E =
6.0000
>> F=i*(R(1)-R(2)) %F in Ex.2
F =
-2.0000
36
>> num=[4 -36 72 0];
>> den=conv([1 -6 25],poly([1 1]));
R =
1.5000 + 2.0000i
1.5000 - 2.0000i
1.0000
2.0000
P =
3.0000 + 4.0000i
3.0000 - 4.0000i
1.0000
1.0000
K =
[]
) ( ) (
) (
25 6 1
72 36 4
2 2
2 3
+
+
=
s s s
s s - s
s Y
>> C=R(1)+R(2)
% C in Example 3
C =
3.0000
>> D=i*(R(1)-R(2))
% D in Example 3
D =
-4.0000
37
Using MatLab Symbolic Toolbox we can find the
solution to LCCDE by
syms s t
First creating symbolic variables s and t using the command
Then, converting time functions into Laplace
Transform using the command
laplace(F)
And finally, taking the Inverse Laplace Transform
using the command
ilaplace(F)
38
Example 4:
Find the Total Solution of the Differential Equation
Solution: First, take the Laplace Transform of
t t y
dt
dy
dt
y d
2 cos 40 2 2
2
2
= +
t t t f 2 cos 40 2 ) ( =
>>F=laplace(2*t-40*cos(2*t))
F =
2/s^2-40*s/(s^2+4)
39
Example 4:
Then solve for Y(s) by dividing F(s) with the
auxiliary polynomial derived from the left side of
the D.E.
>>Y=F/(s^2+s-2)
Y =
(2/s^2-40*s/(s^2+4))/(s^2+s-2)
40
Example 4:
Finally, convert Y(s) to y(t)
>> y=ilaplace(Y)
y =
-t-1/2-7/2*exp(-2*t)- 2*exp(t)
+ 6*cos(2*t)-2*sin(2*t)
Note: Matlab variables are case sensitive, so y is
different from Y
41
(Other useful Matlab Functions )
dsolve(D.E.,initial cond.,ind.var.)
Function dsolve computes symbolic solutions to
ordinary differential equations.
The equations are specified by symbolic expressions
containing the letter D to denote differentiation.
The symbols D2, D3, ... DN, correspond to the
second, third, ..., Nth derivative, respectively. Thus,
D2y is the Symbolic Math Toolbox equivalent of .
2
2
dt
y d
42
Example 5:
>> dsolve('D2y=-Dy+2*y+2*t-40*cos(2*t)','y(0)=0','Dy(0)=0', 't')
ans =
-t-13/2+12*cos(t)^2-4*cos(t)*sin(t)-2*exp(t)-7/2*exp(-2*t)
Find the Total Solution of the Differential
Equation (All initial conditions=0)
t t y
dt
dy
dt
y d
2 cos 40 2 2
2
2
= +
Solution:
43
Example 5:
t t
e e t t t t t y
2 2
2
7
2 sin cos 4 cos 12
2
13
) (

+ =
t t
e e t t t t y
2
2
7
2 2 sin 2 2 cos 6
2
1
) (

+ =
t
t
t 2 cos 6 6
2
) 2 cos( 1
12 cos 12
2
+ =
+
=
The Total Solution
can also be written as
by considering that
t
t
t t 2 sin 2
2
) 2 sin(
4 sin cos 4 = =
44
pretty(F)
The pretty function prints symbolic output in
a format that resembles typeset mathematics.
>> syms s t
>> y=ilaplace(4/(s^3+4*s^2+5*s+2))
y =
4*exp(-2*t)+4*t*exp(-t)-4*exp(-t)
>> pretty(y)
4 exp(-2 t) + 4 t exp(-t) - 4 exp(-t)
Difficult to read?
Better!
45
REFERENCES:
Elementary Differential Equations,
7
th
edition,by Rainville E.D.,and Bedient P.E.
Schaums Outline Series Feedback
and Control Systems, 2
nd
edition, by
DiStefano III, J.J., Stubberud A.R., and
Williams I.J.
Control Systems Engineering, 3
rd
edition, by Nise N.S.
2
nd
Revision: 08202007

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