Laplace Transforms

1
Definition

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


F ( s)  L  f (t )   f  t  e st dt (3-1)
0

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

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

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

into an s domain function, F(s). s is a complex variable:
s = a + bj, j 1

2
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   L1  F  s  

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  (3-3)
3
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,

L1  aX  s   bY  s    ax  t   b y  t 

4
Two properties of Laplace transforms

The Laplace transform and its inverse are linear transforms. That is:

(1) The transform of a sum (or difference) of expressions is the sum (or
difference) of the transforms. That is:

L  f (t )  g (t )  L  f (t )  L  g (t )
L1  F ( s )  G ( s )  L1 F ( s )  L1 G ( s )

(2) The transform of an expression that is multiplied by a constant is

the constant multiplied by the transform. That is:

L kf (t )  kL  f (t ) and L1 kF ( s )  kL1 F ( s )

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   (3-4)
0 s  s s
0

6
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   (3-5)
1 for t  0

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

follows from (3-4) that
1
L  S  t    (3-6)
s

7
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  (3-9)
 dt 
initial condition at t = 0

Similarly, for higher order derivatives:

dn f  n n  2 1
L n   s F  s   s n 1
f  0   s f  0 
 dt 
...  sf   0  f   0
n2 n 1
    (3-14)
8
where:
- n is an arbitrary positive integer

dk f
- f k   0
dt k t 0

Special Case: All Initial Conditions are Zero

f  0   f    0   ...  f    0  . Then
1 n1
Suppose

dn f  n
L n   s F s
 dt 

In process control problems, we usually assume zero initial

conditions. Reason: This corresponds to the nominal steady state
when “deviation variables” are used, as shown in Ch. 4. 9
4. Exponential Functions
Consider f  t   ebt where b > 0. Then,

 
L ebt    ebt e st dt   e   dt
 b s t
  0 0
1   b s t   1
 e  (3-16)
bs  0 sb

5. Rectangular Pulse Function

It is defined by:

0 for t  0

f  t   h for 0  t  tw (3-20)
0 for t  t
 w

10
 h

f t 

tw
Time, t

The Laplace transform of the rectangular pulse is given by

F s 
h
s

1  e t w s  (3-22)

11
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) from the expression for Y(s).
12
Method for Solving Linear ODE’s
using Laplace Transforms

sY(s) - y(0) =
Y(s) = H(s)
F(s,Y)

Laplace Domain

Time Domain

dy/dt = f(t,y) y(t) = h(t)

 Some Commonly Used Laplace
Transforms
Unit Step  1 / s f (t   )  F ( s) e  s

n! d f (t )
t n
 n 1  s F ( s)  f (0)
s dt

1 d 2 f (t )
e  at   s 2
F ( s )  s f (0)  f (0)
sa dt 2

 
sin(  t )  2 e  at
sin(  t ) 
s  2 ( s  a) 2   2
 Table 10-1. Common transform pairs.
f (t ) F ( s )  L[ f (t )]
1 or u (t ) 1 T-1
s
e t 1 T-2
s 
sin  t  T-3

cos  t s2   2
s T-4
s 2
2

e  t sin  t  T-5*
(s   )2   2
e  t cos  t s  T-6*
t (s   )2   2
1 T-7
s2
tn n! T-8
s n 1
e  t t n n! T-9
( s   )n 1
 (t ) 1 T-10

*Use when roots are complex.

15
A pressure in pascals (p) starting at t
= 0 is given below. Determine the
Laplace transform.
4t
p(t )  5cos 2t  3e
s 1
P( s)  L[ p(t )]  5  2  3
s  (2) 2
s4
5s 3
 2 
s 4 s4
16
Determine the inverse transform of
the function below.
5 12 8
F ( s)   2 
s s s3
3t
f (t )  5  12t  8e

17
Determine the inverse transform of
the function below.
200
V (s)  2
s  100
 10 
V ( s)  20  2 2 
 s  (10) 

v(t )  20sin10t
18
Example 3.1
Solve the ODE,
dy
5  4y  2 y 0  1 (3-26)
dt
Example 3.1
Solve the ODE,
dy
5  4y  2 y 0  1 (3-26)
dt
First, take L of both sides of (3-26),
5  sY  s   1  4Y  s  
2
s
Rearrange,
5s  2
Y s  (3-34)
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 (3-37) 20
Example of Solution of an ODE
2
d y dy
2
 6  8 y  2 y ( 0)  y ' ( 0)  0
dt dt
Example of Solution of an ODE
d2y dy
2
6  8 y  2 y(0)  y ' (0)  0
dt dt

s 2 Y ( s )  6s Y ( s )  8 Y ( s )  2 / s

2
Y ( s) 
s ( s  2) ( s  4)

1 1 1
Y ( s)   
4s 2 ( s  2) 4 ( s  4)

1 e 2t e 4t
y(t )   
4 2 4
Solve DE shown below.
dy
 2 y  12sin 4t y (0)  10
dt

23
Solve DE shown below.
dy
 2 y  12sin 4t y (0)  10
dt
12(4)
sY ( s )  10  2Y ( s )  2
s  16
10 48
Y ( s)  
s  2 ( s  2)( s  16)
2

48 A B1s  B2
  2
( s  2)( s  16) s  2 s  16
2

24
Continuation.
48  48
A 2    2.4
s  16  s 2 20
48 2.4 B1s  B2
  2
( s  2)( s  16) s  2 s  16
2

48 2.4 B2
  B2  4.8
(2)(16) 2 16

48 2.4  B1  B2 B1  2.4
 
(1)(17) 1 17
25
Continuation.

10 2.4 2.4s 4.8

Y (s)    2  2
s  2 s  2 s  16 s  16

2t
y(t )  12.4e  2.4cos 4t  1.2sin 4t

26
Solve DE shown below.
2
d y dy
2
 3  2 y  24
dt dt
y (0)  10 and y '(0)  0
24
s Y ( s)  10s  0  3  sY ( s)  10  2Y ( s) 
2

s
24 10s  30
Y ( s)   2
s( s  3s  2) s  3s  2
2

24 10s  30
 
s( s  1)( s  2) ( s  1)( s  2) 27
Continuation.
24 12 24 12
  
s( s  1)( s  2) s s  1 s  2
10s  30 20 10
 
( s  1)( s  2) s  1 s  2
12 4 2
F ( s)   
s s 1 s  2
t 2t
f (t )  12  4e  2e
28
Solve DE shown below.
2
d y dy
2
 2  5 y  20
dt dt
y (0)  0 and y '(0)  10
20
s Y ( s)  0  10  2  sY ( s)  0  5Y ( s) 
2

s
20 10
Y ( s)   2
s( s  2s  5) s  2s  5
2

29
Example . Continuation.
20 4 As  B
  2
s( s  2s  5) s ( s  2s  5)
2

20 4 A B
 
(1)(1  2  5) 1 (1  2  5)
20 4 A B
 
(1)(1  2  5) 1 (1  2  5)

A  4 B  8
30
Example . Continuation.
4 4s  8 10 4 4 s  2
Y ( s)   2  2   2
s s  2s  5 s  2s  5 s s  2s  5

s  2s  5  s  2s  1  5  1  ( s  1)  (2)
2 2 2 2

4 4( s  1) 3(2)
Y ( s)   
s ( s  1)  (2) ( s  1)2  (2) 2
2 2

t t
y(t )  4  4e cos 2t  3e sin 2t
31
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:
s5
Y s  (3-41)
 s  1 s  4 
Perform a partial fraction expansion (PFE)
s5 1 2
  (3-42)
 s  1 s  4  s  1 s  4

where coefficients 1 and  2 have to be determined.

32
To find 1 : Multiply both sides by s + 1 and let s = -1
s5 4
 1  
s4 s 1 3

To find  2 : Multiply both sides by s + 4 and let s = -4

s5 1
 2  
s 1 s 4 3

A General PFE
Consider a general expression,

N s N s
Y s   (3-46a)
Ds n
  s  bi 
i 1
33
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   (3-46b)
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

For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details. 34
Example 3.2 (continued)

Recall that the ODE, y  6 y  11y  6 y  1, with zero initial

conditions resulted in the expression
1
Y s 
 
(3-40)
s s  6s  11s  6
3 2

The denominator can be factored as

 
s s3  6s 2  11s  6  s  s  1 s  2  s  3 (3-50)
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
1 1  2 3 4
Y s      (3-51)
s  s  1 s  2  s  3 s s  1 s  2 s  3
35
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 (3-51):
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 3.1,
1 1 t 1 2t 1 3t
y t    e  e  e (3-52) 36
6 2 2 6
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47
48
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50
 Heat conduction between parallel planes
Consider the flow of heat between parallel planes maintained at different temperatures:
T  2T
T0  2
t x
x Boundary condition:
T  T0 at t  0, x  0 The initial condition can use the Laplace
transform method
T1 T  T0 at x  0
T  T1 at x  L

 T    2T  d 2T ( s)
    sT ( s )  T0 and   2  
 t   x  dx 2
x and t are independent variables

T  2T Laplace transform d 2T ( s)
 2 sT ( s)  T0  
t x dx 2 Second order linear O.D.E.

s s
 x x T0
T   sT  T0  0 T  Ae 
 Be 

s regards as constant
s
The boundary condition: T  T at x  0 T  T1 at x  L
0

Laplace transform Laplace transform

T0 T1
T ( s)  at x  0 T ( s)  at x  L
s s

T0
T ( s)  at x  0 A B  0

s
x
s
x T0 s
T  Ae 
 Be 
 T1 
s
L
s
L T0
s T
T ( s)  1 at x  L  Ae 
 Be 

s s s

s s
x  x
T1  T0 e 
e 
T0
T  s s
 inverse transform
s L  L s
e 
e 

n 2 2t
T  T0 x 2 
nx 
  (1) sin
n
e L2
T1  T0 L n 0 n L