 DEFINE THE LAPLACE TRANSFORM

AND APPLY IT TO SEVERAL

EXAMPLE FUNCTIONS.

METHOD OF  USE LAPLACE TRANSFORMS TO

CONVERT AN NTH ORDER ODE TO
THE LAPLACE DOMAIN.

LAPLACE-  MANIPULATE THE ALGEBRAIC

EQUATIONS BY! PERFORMING A
PARTIAL FRACTION EXPANSION

TRANSFORMS: A  ·'INVERT" THE LAPLACE DOMAIN

FUNCTIONS TO OBTAIN THE TIME
DOMAIN SOLUTION.

BASIC REVIEW  USE THE FINAL VALUE THEOREM TO

COMPUTE THE LONG TERM
BEHAVIOR OF A SYSTEM
 Preliminary
Definition of the Laplace
Transform
Examples of Laplace Transforms
CONTENTS Final and Initial Value Theorems
Application Examples
Table of Laplace Transforms
 In this section we introduce a mathematical
tool, the Laplace transform, which is very
useful in the analysis of linear dynamic
systems.
The purpose of the Laplace transform as
used in this note, is to convert linear
PRELIMINARY differential equations into algebraic
equations.
Algebraic equations arc much easier to
manipulate than differential equations.
Laplace transforms are useful for solving
linear dynamic systems problems,
particularly nonhomogeneous problems.
 Definition
Consider the time domain function f(t).
The Laplace transform of f(t) is
represented by L[f(t)] and is defined as
DEFINITION OF
THE LAPLACE (233
TRANSFORM )
This operation transforms a variable from
the time domain to the s (or Laplace)
domain.
The Laplace transform is a linear
operation, as shown below.
 (234
)
DEFINITION OF
THE LAPLACE
TRANSFORM (235
)
 Equation (234) satisfies the definition of a linear
operation.
 If we wish to transform a Laplace domain
(sometimes called the s-domain) function to the
time domain, we use the notion of an inverse
 (236
)
Laplace transforms can also be used to
solve linear partial differential equations
(PDEs).
DEFINITION OF
THE LAPLACE
TRANSFORM
 In this section we develop transforms of
some functions that commonly occur in the
solution of linear dynamic problems.
These functions are: (i) exponential
function, (ii) step function, (iii) time-delay,
EXAMPLES OF (iv) derivatives, (v) integrals, and (vii)
LAPLACE impulse.
TRANSFORMS
Exponential Function
Exponential functions commonly arise in
the solutions of linear, constant coefficient,
ordinary differential equations:
(237
 Recall that the transform is defined for
t>0
We also use the identity that:

EXAMPLES OF
LAPLACE
TRANSFORMS
 Laplace
domain

EXAMPLES OF
LAPLACE
Time domain
TRANSFORMS  Notice that the way we have solved for the
limits of integration is only rigorously true
for a > o.
 For a < 0 the solution still holds for s > -a;
we will assume that this condition is always
satisfied.
 The step function is used to solve
dynamic problems where a sudden
change in an input variable occurs (a
flowrate could he rapidly changed from
EXAMPLES OF one value to another, for example).
LAPLACE The step function is defined as 0 before t
TRANSFORMS
= 0 and A after t = 0, as shown in the
Figure below.
 A
Step Function
EXAMPLES OF 0
LAPLACE
TRANSFORMS
t=0 t
 We must use the "more precise" definition
of the Laplace transform, because of the
discontinuity at t = 0:
Since the transform is defined for t > 0,

EXAMPLES OF
LAPLACE
TRANSFORMS
Laplace
domain

Time domain
 This is important for systems with
transport delays (flow through pipes,
etc.), or delays due to measurements.
EXAMPLES OF Let td represents the time delay.
LAPLACE
TRANSFORMS If the undelayed time domain function
is f(t), then the delayed function is f(t -
td) as shown in the figure below.
The Laplace transform of the delayed
function is:
EXAMPLES OF
LAPLACE
TRANSFORMS

Delay -Function
EXAMPLES OF
LAPLACE
TRANSFORMS
 This is important in transforming the
derivative (accumulation) term in a
dynamic equation to the Laplace
EXAMPLES OF domain.
LAPLACE
TRANSFORMS

Using integration by parts

EXAMPLES OF
LAPLACE
TRANSFORMS Laplace
domain

Time domain
 Since we often work with deviation
variables, f(0) = 0 in many cases.
In general, you should be able to show
the following
EXAMPLES OF
LAPLACE
TRANSFORMS
 This is often used in process control,
since many controllers use information
about the integral of the error between
the desired value (setpoint) and the
EXAMPLES OF measured value:
LAPLACE
TRANSFORMS

Again, integrate by parts, using

 Laplace
domain

EXAMPLES OF
LAPLACE
TRANSFORMS Time domain
 Consider the following ramp function:

EXAMPLES OF Classwork 7:
LAPLACE Show that:
TRANSFORMS Laplace domain

Time domain
 Consider the pulse function in the Figure
below, which consists of a step from 0 to
A at t = 0, and a step back to 0 at t = tp.
We would like to find the Laplace
EXAMPLES OF transfer function for this pulse.
LAPLACE There arc two ways to solve this
TRANSFORMS
problem.
A

0 tp
t Pulse
function
 Method 1
There are two ways to solve this
problem.
The pulse function is defined over the
EXAMPLES OF
LAPLACE following two time intervals:
TRANSFORMS

The Laplace transform can be written as

EXAMPLES OF The use of A =1is the unit pulse
LAPLACE
TRANSFORMS
 Method 2
Consider that the pulse is simply the
sum of two step changes, as shown in
the Figure below
EXAMPLES OF
LAPLACE A
f1 (t)
TRANSFORMS
=
0 tp +
t
f2 (t)
Pulse
function
 The figure depicts the sum of a positive
step change at t = 0 and a negative step
change at t = tp
Let fl(t) represent the step change at t =
0, and f2(t) represent the negative step
EXAMPLES OF change at t = tp
LAPLACE
TRANSFORMS

but notice that

and that (from the step function):
 and (from the delay function):

EXAMPLES OF So we can write

LAPLACE
TRANSFORMS

Which is consistent with the previous

derivation
  The unit impulse function is a special case of
the pulse function, with zero width and
unit pulse area (so A=1/tp)
Taking the limit and applying L’ Hospital’s
EXAMPLES OF rule:
LAPLACE
TRANSFORMS
  The following theorems are useful for determining
limiting values in dynamics studies.
 They will be used frequently to find the short-
EXAMPLES OF term and long-term behavior. The long- term
LAPLACE (final value) of a time domain function can be
TRANSFORMS found by analyzing the Laplace domain
behavior in the limit as the s variable
approaches zero.
 The initial value of a time domain function can
be found by analyzing the Laplace domain
behavior in the limit as s approaches infinity.
 Final Value Theorem

(227)

Initial Value Theorem

EXAMPLES OF
LAPLACE
(228)
TRANSFORMS
An application of the final and initial
value theorems is shown in the following
example
  Consider the exponential function:
APPLICATION
EXAMPLES (229)
 Which had the Laplace transform:

EXAMPLE 24:
APPLICATION OF (230)
FINAL AND INITIAL Final Value Theorem. We first find:
VALUE THEOREMS
TO THE (231)
EXPONENTIAL  Which tallies with
FUNCTION (232)

 For a positive a
 Initial Value Theorem. We first find:
APPLICATION
EXAMPLES (233)

EXAMPLE 24:  Which tallies with

APPLICATION OF
FINAL AND INITIAL (234)
VALUE THEOREMS
TO THE which is satisfied for any finite a
EXPONENTIAL
FUNCTION
 One point not often made in textbooks is that
the final value theorem only hold", for stable
systems (a > 0)
  The following are steps for solving dynamics
problems using Laplace transforms.
 Step I: Start with a linear ordinary differential
APPLICATION equation and initial conditions.
 Step 2: Transform each of the time domain
EXAMPLES
functions to the Laplace domain. generally by
using a table of Laplace transforms.
PROCEDURES  Step 3: Use algebraic manipulations to solve for
the transformed variable. The partial fraction
expansion approach is particularly useful.
 Step 4: "Invert" to the time domain, by using a
table of Laplace transforms.
 The partial fraction expansion approach is
based on representing a ratio of two
polynomials as a sum of simpler terms.
APPLICATION
 Let N(s) and D(s) represent numerator and
EXAMPLES
denominator polynomials, respectively.
PARTIAL
FRACTION
EXPANSION Ci are constants and Di are lower order
(typically J) polynomials.
The four-step procedure is used in each of
the following examples
 Step 1. Consider the simple homogenous
(unforced) first-order problem:
APPLICATION
(235)
EXAMPLES
Step 2. Recall the following transforms:
EXAMPLE 25:
HOMOGENEOUS
FIRST-ORDER
PROBLEM
Then we take the Laplace transform of
(235) as:
APPLICATION
EXAMPLES
(236)

EXAMPLE 25: Step 3. Solving (236) for X(s):

HOMOGENEOUS (237)
FIRST-ORDER Inverting each element back to the time
PROBLEM
domain
 And the solution is

(238)
APPLICATION Indeed, using the method in Example 25,
EXAMPLES we can show that the general first-order
equation:
EXAMPLE 25:
HOMOGENEOUS
FIRST-ORDER With initial condition x(0), has the solution
PROBLEM
which, of course, is the same solution
obtained by separating the variables and
integrating.
 Step 1. Consider the simple heterogeneous
APPLICATION first-order problem:
EXAMPLES
(239)

EXAMPLE 26: Step 2. Taking the Laplace transform of

ILLUSTRATION OF
each e1ement:
THE PARTIAL
FRACTION (240)
EXPANSION which can be written (since x(0) = 4):
TECHNIQUE
(241)
 Step 3. Solving for the transformed
APPLICATION variable
EXAMPLES (242)

EXAMPLE 26: We would like to invert (242) to the time

ILLUSTRATION OF
domain, however we do not know how to
THE PARTIAL
invert the last term.
FRACTION
EXPANSION  We will use the approach known as partial
TECHNIQUE Fraction expansion. That is, write:
(243)
 To find A, first multiply (243) by s:
APPLICATION
EXAMPLES
Then set = 0 and solve for A:
EXAMPLE 26:
ILLUSTRATION OF To find B, first multiply (243) by s+2
THE PARTIAL
FRACTION
And set s=-2 to solve for B:
EXPANSION
TECHNIQUE
Which yields
(244)
 And we can write (242) as:
APPLICATION (245)
EXAMPLES
Step 4. Inverting element by clement in
EXAMPLE 26: (245),we find
ILLUSTRATION OF
THE PARTIAL
FRACTION or (246)
EXPANSION
TECHNIQUE Assignment: verify that (246) satisfies the
differential equation and initial condition
(239)
 Find the Inverse Laplace Transform of:
APPLICATION
EXAMPLES We write

EXAMPLE 27: (247)

ILLUSTRATION OF
THE PARTIAL Multiply (247) by s+a and set s = -a to
FRACTION find:
EXPANSION
TECHNIQUE
Multiply (247) by s+b and set s = -b to
find:
 Therefore,
APPLICATION
EXAMPLES
Notice that this technique fails if a =b (248)
EXAMPLE 27:
ILLUSTRATION OF
THE PARTIAL
FRACTION
EXPANSION
TECHNIQUE
 Consider the Following Transfer Function
APPLICATION with Repealed Roots
EXAMPLES
(249)
EXAMPLE 28: Expand (249) in the following fashion:
ILLUSTRATION OF
THE PARTIAL (250)
FRACTION
EXPANSION First multiply (250) by (s+a)2:
TECHNIQUE
 And set s = -a to find
APPLICATION
EXAMPLES
Multiply (250) by (s+b) and set s = -b to
EXAMPLE 28:
find
ILLUSTRATION OF
THE PARTIAL
FRACTION Notice that we have solved for two of the
EXPANSION coefficients of (250). Now, we can solve
TECHNIQUE for one equation in one unknown, by
setting s = any value. For simplicity,
choose s = 0. From (250):
APPLICATION
EXAMPLES We can reduce the solution for A to

EXAMPLE 28:
ILLUSTRATION OF
THE PARTIAL We have solved for A, Band C in (250), So
FRACTION we can perform an element-by-element
EXPANSION inversion of (250) to find the time domain
TECHNIQUE function:
APPLICATION
EXAMPLES
(251)
EXAMPLE 28:
ILLUSTRATION OF
THE PARTIAL All the examples that have been treated so
FRACTION far were for ODEs with real roots.
EXPANSION However, there are other examples
TECHNIQUE
involving problem with complex roots.
Students are enjoined to work them out.
  For convenience, selected Laplace transforms
are presented in The Table below.
 If you desire to transform a function from the
time domain to the Laplace domain, then look
TABLE OF for the time domain function in the first column
LAPLACE (f(t)) and write down the corresponding
Laplace domain function in the second column
TRANSFORMS (F(s)).
 Similarly, if you are trying to "invert" a Laplace
domain function to the time domain, then look
for the Laplace domain function in the second
column and write down the corresponding time
domain function from the first column.
TABLE OF
LAPLACE
TRANSFORMS
TABLE OF
LAPLACE
TRANSFORMS
 We have defined the Laplace transform
and applied it to several functions that
commonly appear in the solution of
chemical process dynamics problems.
It is extremely useful in solving
SUMMARY differential equation models.
The final and initial value theorems
will be useful for checking the long-
term (steady-state) behavior and the
initial conditions for a particular
problem.
  A number of examples were provided to
illustrate the power of the Laplace
transform technique for solving ordinary
differential equations.
 We noted that the technique allows us to
convert the ODE problem to an algebraic
SUMMARY problem, which is easier for us to solve.
 After performing algebraic manipulations
in the Laplace domain, often with the use
of a partial fraction expansion, we then
look up inverse transforms to obtain the
time domain solution.