Chapter 3

Pierre Simon Laplace

Born: 23 March 1749 in Beaumont-en-Auge, Normandy, France
Died: 5 March 1827 in Paris, France

Laplace Transforms
Dr. M. A. A. Shoukat Choudhury 1
 Laplace Transforms
Important analytical method for solving linear ordinary
differential equations.
- Application to nonlinear ODEs? Must linearize first.
Chapter 3

Laplace transforms play a key role in important process

control concepts and techniques.
- Examples:
Transfer functions
Frequency response
Control system design
Stability analysis

Dr. M. A. A. Shoukat Choudhury 2

 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
Chapter 3

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

Dr. M. A. A. Shoukat Choudhury 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:
Chapter 3

f ( t ) = L1 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)

Dr. M. A. A. Shoukat Choudhury 4

 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 )
Chapter 3

Similarly,

L1 aX ( s ) + bY ( s ) = ax ( t ) + b y ( t )

Dr. M. A. A. Shoukat Choudhury 5

 Laplace Transforms of Common
Functions

1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Chapter 3

Laplace transform in (3-1),

a st a a
L ( a ) = ae st
dt = e = 0 = (3-4)
0 s s s
0

Dr. M. A. A. Shoukat Choudhury 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)
Chapter 3

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

Dr. M. A. A. Shoukat Choudhury 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
Chapter 3

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
n2 n 1
( ) ( ) (3-14)
Dr. M. A. A. Shoukat Choudhury 8
 where:
- n is an arbitrary positive integer
k
- f (k ) (0) =
d f
dt k t =0
Chapter 3

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.
Dr. M. A. A. Shoukat Choudhury 9
 4. Exponential Functions
Consider f ( t ) = e bt where b > 0. Then,

L e bt = ebt e st dt = e ( ) dt
b+ s t
0 0
1 ( b+ s )t 1
= e = (3-16)
Chapter 3

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

Dr. M. A. A. Shoukat Choudhury 10

 h

f (t )
Chapter 3

tw
Time, t

The Laplace transform of the rectangular pulse is given by

F (s) =
h
s
(
1 e t w s ) (3-22)

Dr. M. A. A. Shoukat Choudhury 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 = )
tw
Let, ( t ) = impulse function
Chapter 3

Then, L ( t ) = 1

Dr. M. A. A. Shoukat Choudhury 12

Chapter 3 Table 3.1. Laplace Transforms

See page 54 of the text.

Dr. M. A. A. Shoukat Choudhury 13

Chapter 3 Laplace Transform Table

Dr. M. A. A. Shoukat Choudhury 14

 Solution of ODEs by Laplace Transforms

Procedure:
1. Take the L of both sides of the ODE.
Chapter 3

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).

Dr. M. A. A. Shoukat Choudhury 15

 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),
Chapter 3

2
5 ( sY ( s ) 1) + 4Y ( s ) =
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 + 0.5e0.8t (3-37)
Dr. M. A. A. Shoukat Choudhury 16
 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).
Chapter 3

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.

Dr. M. A. A. Shoukat Choudhury 17

 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

Chapter 3

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

Dr. M. A. A. Shoukat Choudhury 18

 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
Chapter 3

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., b1 = b2 = 3 )

For these situations, the PFE has a different form. See SEM
text (pp. 61-64) for details.
Dr. M. A. A. Shoukat Choudhury 19
 Example 3.2
The ODE, &&& y + +6 &&
y + 11 y& + 6 y = 1 , with zero initial conditions
resulted in the expression
1
Y (s) = (3-40)
( 3 2
s s + 6 s + 11s + 6 )
Chapter 3

The denominator can be factored as

( )
s s 3 + 6 s 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
Y (s) = = 1 + 2 + 3 + 4 (3-51)
s ( s + 1)( s + 2 )( s + 3) s s + 1 s + 2 s + 3
Dr. M. A. A. Shoukat Choudhury 20
 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.)
Chapter 3

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)
6 2 2 6
Dr. M. A. A. Shoukat Choudhury 21
 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.
Chapter 3

Statement of FVT:

lim y ( t ) = lim sY ( s )
t s 0

providing that the limit exists (is finite) for all

Re ( s ) 0, where Re (s) denotes the real part of complex
variable, s.

Dr. M. A. A. Shoukat Choudhury 22

 Example:

Suppose,
5s + 2
Y (s) = (3-34)
s ( 5s + 4 )
Then,
Chapter 3

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
y ( t ) = time delay
Also,
L y ( t ) = e sY ( s )
Dr. M. A. A. Shoukat Choudhury 23