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Chapter 3

This document introduces the concept of Laplace transforms, a mathematical tool used to simplify the process of solving linear ordinary differential equations by converting them into algebraic equations. It provides definitions, properties, and examples of Laplace transforms for various functions, including constants, exponentials, and derivatives. Additionally, it discusses techniques such as partial fraction expansion and the application of Laplace transforms in solving differential equations.

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0% found this document useful (0 votes)
6 views25 pages

Chapter 3

This document introduces the concept of Laplace transforms, a mathematical tool used to simplify the process of solving linear ordinary differential equations by converting them into algebraic equations. It provides definitions, properties, and examples of Laplace transforms for various functions, including constants, exponentials, and derivatives. Additionally, it discusses techniques such as partial fraction expansion and the application of Laplace transforms in solving differential equations.

Uploaded by

asadhiba85
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Laplace Transforms

Chapter 3

Dr. Yousef Alsunni

1
Introduction
• We developed a number of mathematical models that describe the dynamic operation of some
processes.
• Solving such models (finding the output variables as functions of time) requires either
analytical or numerical integration of the differential equations.
• One important class of models includes systems described by linear ordinary differential
equations (ODEs).
• In this chapter we introduce a mathematical tool, the Laplace transform, which can significantly
reduce the effort required to solve and analyze linear differential equation models.
• A major benefit is that this transformation converts ordinary differential equations to algebraic
equations.

Dr. Yousef Alsunni

2
Mathematical Definition
The Laplace transform of a function 𝑓(𝑡) is defined as:

where 𝐹(𝑠) is the symbol for the Laplace transform, 𝑠 is a complex independent variable, 𝑓(𝑡) is
some function of time to be transformed, and ℒ is an operator, defined by the integral.

The inverse Laplace transform ℒ operates on the function 𝐹(𝑠) and converts it to 𝑓(𝑡).

The Laplace transform and the inverse Laplace transform satisfy the superposition principle:

Dr. Yousef Alsunni

3
Laplace Transforms of Representative Functions
Constant Function
For 𝑓(𝑡) = 𝑎 (𝑎 is a constant):

Exponential Functions
For an exponential, 𝑒 , with 𝑏 > 0:

Dr. Yousef Alsunni

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Laplace Transforms of Representative Functions
Powers of 𝒕
𝑒 𝑒 1
ℒ 𝑡 = 𝑡𝑒 𝑑𝑡 = 𝑡 + 𝑑𝑡 = ,𝑠 > 0
−𝑠 𝑠 𝑠

2
ℒ 𝑡 =
𝑠

𝑛!
ℒ 𝑡 =
𝑠

Dr. Yousef Alsunni

5
Laplace Transforms of Representative Functions
Step Function
The unit step function, is defined as:

Step function is an important input that is used frequently in process dynamics and control. The
Laplace transform of the unit step function is the same as that obtained for the constant when 𝑎
= 1:

Dr. Yousef Alsunni

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Laplace Transforms of Representative Functions
The step function can also be written as:

0, 𝑡<𝜃
𝑆 𝑡−𝜃 =
1, 𝑡≥𝜃

For a function 𝑓(𝑡) that is defined as:

𝑔 𝑡 , 𝑡<𝑎
𝑓 𝑡 = 𝑙 𝑡 , 𝑎<𝑡<𝑏
ℎ 𝑡 , 𝑡>𝑏

Then, 𝑓(𝑡) can be rewritten as:

𝑓 𝑡 =𝑔 𝑡 + 𝑙 𝑡 −𝑔 𝑡 𝑆 𝑡−𝑎 + ℎ 𝑡 −𝑙 𝑡 𝑆 𝑡−𝑏
Dr. Yousef Alsunni

7
Laplace Transforms of Representative Functions
Derivatives
The transform of a first derivative of f is important because such derivatives appear in dynamic
models:

Integrating by parts:

The Laplace transform for higher-order derivatives can be found by repeated application of the
above equation:

Dr. Yousef Alsunni

8
Time delay
Consider the functions 𝑓(𝑡) and 𝑓 (𝑡) shown in the Figure. 𝑓 (𝑡) is the function 𝑓(𝑡) delayed by 𝜃 time
units. Therefore, 𝑓 and 𝑓 are related by:

The unit step function 𝑆(𝑡 − 𝜃) is included to denote explicitly


that 𝑓 (𝑡) = 0 for all values of 𝑡 < 𝜃. If ℒ 𝑓 𝑡 = 𝐹 𝑠 , then the
Laplace transform of a time-delayed function can be derived as
follows:

Dr. Yousef Alsunni

9
Time delay

Because (𝑡 − 𝜃) is now the artificial variable of integration, it can be replaced by 𝑡 ∗ :

yielding the Real Translation Theorem:

The following Table lists some important Laplace transform pairs.

Dr. Yousef Alsunni

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Dr. Yousef Alsunni

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Dr. Yousef Alsunni

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,𝑛 ≥ 3

Dr. Yousef Alsunni

13
Partial Fraction Expansion
Partial fraction expansion is applied in order to find the inverse Laplace transform by putting the
function in a standard form that can be found in the Table. Let 𝑏, 𝑐 and 𝑑 be constants, then we
proceed as follows:
1. Factor the denominator (first make sure that degree of nominator < degree of denominator)
2. Proceed as follows:
a. If the denominator contains a factor of the form 𝑐 𝑠 + 𝑏 , then this factor contributes 𝑛
fractions of the form:

𝛼 𝛼 𝛼 𝛼
+ + +⋯+
𝑐𝑠+𝑏 𝑐𝑠+𝑏 𝑐𝑠+𝑏 𝑐𝑠+𝑏
a. If the denominator contains a factor of the form 𝑐 𝑠 + 𝑏 𝑠 + 𝑐 , 𝑏 − 4𝑐𝑑 < 0, then this factor
contributes 𝑛 fractions of the form:

𝛼 𝑠+𝛽 𝛼 𝑠+𝛽 𝛼 𝑠+𝛽


+ + ⋯+
𝑐𝑠 +𝑏𝑠+𝑑 𝑐𝑠 +𝑏𝑠+𝑑 𝑐𝑠 +𝑏𝑠+𝑑
where 𝛼 , 𝛼 , … , 𝛼 , 𝛽 , 𝛽 , … , 𝛽 are constants to be found
Dr. Yousef Alsunni

14
Example
Find the form of the partial fraction decomposition of the fraction
𝑠 + 𝑠 + 17
2𝑠 + 1 𝑠 + 4 𝑠 + 1 (𝑠 + 𝑠 + 1)

Note first that 𝑠 + 1 and 𝑠 + 𝑠 + 1 are irreducible quadratic polynomials. We get:

𝑠 + 𝑠 + 17
2𝑠 + 1 𝑠 + 4 𝑠 + 1 𝑠 + 𝑠 + 1

𝛼 𝛼 𝛼 𝛼 𝑠+𝛽 𝛼 𝑠+𝛽 𝛼 𝑠+𝛽 𝛼 𝑠+𝛽


= + + + + + +
2𝑠 + 1 𝑠 + 4 𝑠+4 𝑠 +1 𝑠 +1 𝑠 +1 𝑠 +𝑠+1
where 𝛼 , … , 𝛼 , 𝛽 , … , 𝛽 are constant to be found

Dr. Yousef Alsunni

15
Example
Find the partial fraction decomposition of
𝑠−5
𝑠 −1

𝑠−5 𝑠−5 𝛼 𝛼
= = +
𝑠 − 1 (𝑠 − 1)(𝑠 + 1) 𝑠 − 1 𝑠 + 1
Find 𝛼 and 𝛼 ,

𝛼 𝛼 𝛼 𝑠 + 1 + 𝛼 (𝑠 − 1)
⇒ + =
𝑠−1 𝑠+1 (𝑠 − 1)(𝑠 + 1)
This implies that 𝑠 − 5 = 𝛼 𝑠 + 1 + 𝛼 (𝑠 − 1)
Method 1: Equating coefficients.
𝑠 − 5 = 𝛼 𝑠 + 𝛼 + 𝛼 𝑠 − 𝛼 = 𝛼 + 𝛼 𝑠 + (𝛼 − 𝛼 )
This implies that: 1 = 𝛼 + 𝛼 and −5 = 𝛼 − 𝛼 . Solving the system, we get 𝛼 = −2 and 𝛼 = 3.
Dr. Yousef Alsunni

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Example
Find the partial fraction decomposition of
𝑠−5
𝑠 −1

𝑠 − 5 = 𝛼 𝑠 + 1 + 𝛼 (𝑠 − 1)
Method 2: Substituting values of 𝑠 (e.g., zeros of the denominator).
𝑠 = −1: −1 − 5 = 𝛼 −1 + 1 + 𝛼 −1 − 1 ⇒ 𝛼 = 3
𝑠 = 1: 1 − 5 = 𝛼 1 + 1 + 𝛼 1 − 1 ⇒ 𝛼 = −2
Thus we get the decomposition:

𝑠−5 −2 3
= +
𝑠 −1 𝑠−1 𝑠+1

Dr. Yousef Alsunni

17
Example
Find the partial fraction decomposition of
𝑠
𝑠−2 𝑠+1
𝑠 𝛼 𝛼 𝛼 𝛼 𝑠+1 + 𝛼 𝑠 − 2 𝑠 + 1 + 𝛼 (𝑠 − 2)
= + + =
𝑠−2 𝑠+1 𝑠−2 𝑠+1 𝑠+1 𝑠−2 𝑠+1
This implies that
𝑠 =𝛼 𝑠+1 + 𝛼 𝑠 − 2 𝑠 + 1 + 𝛼 (𝑠 − 2)
Substituting values of 𝑠, we get:
𝑠 = −1: −1 = 𝛼 0 + 𝛼 0 + 𝛼 −1 − 2 ⇒ 𝛼 = 1/3
𝑠 = 2: 2 = 𝛼 9 + 𝛼 0 + 𝛼 0 ⇒ 𝛼 = 2/9
𝑠 = 0 (arbitrary): 0 = 𝛼 1 + 𝛼 −2 + 𝛼 −2 ⇒ 𝛼 = −2/9
Thus we get the decomposition:
𝑠 2/9 −2/9 1/3
= + +
𝑠−2 𝑠+1 𝑠−2 𝑠+1 𝑠+1
Dr. Yousef Alsunni

18
Solution of Differential Equations By Laplace Transform Techniques

Dr. Yousef Alsunni

19
Example
Using Laplace transforms, solve the differential equation:
5 + 4𝑦 = 2 𝑦 0 =1

, & ⇒

⇒ ⇒ ⇒

⇒ ⇒
Dr. Yousef Alsunni

20
Example
Solve the ordinary differential equation

+6 + 11 + 6𝑦 = 1 with initial conditions 𝑦 0 = 𝑦 0 = 𝑦 0 =0

Take Laplace transforms, term by term:

Rearranging and factoring 𝑌(𝑠), we obtain:


factor the denominator: ⇒

𝛼 = 1/6, 𝛼 = −1/2,
∴ ⇒ 𝛼 = 1/2, 𝛼 = −1/6
Dr. Yousef Alsunni

21
Example
Solve the ordinary differential equation

+6 + 11 + 6𝑦 = 1 with initial conditions 𝑦 0 = 𝑦 0 = 𝑦 0 =0

𝛼 = 1/6, 𝛼 = −1/2,
∴ ⇒ 𝛼 = 1/2, 𝛼 = −1/6

Dr. Yousef Alsunni

22
Other Laplace Transform Properties

Final Value Theorem

lim 𝑦(𝑡) = lim[𝑠𝑌 𝑠 ]


→ →

Initial Value Theorem

lim 𝑦(𝑡) = lim [𝑠𝑌 𝑠 ]


→ →

Dr. Yousef Alsunni

23
Example
Apply the initial and final value theorems to function:
5𝑠 + 2
𝑌 𝑠 =
𝑠 5𝑠 + 4
which results from taking Laplace transform of the ODE:
5 + 4𝑦 = 2 𝑦 0 =1

Note that the initial value corresponds to the initial condition given. Also, the solution for the ODE was
found to be:

From the solution we can see that 𝑦 ⟶ 0.5 as 𝑡 ⟶ ∞


Dr. Yousef Alsunni

24
Example
Find inverse Laplace transform of
1+𝑒
𝑌 𝑠 =
(4𝑠 + 1)(3𝑠 + 1)

∵ ⇒

Dr. Yousef Alsunni

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