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

Laplace Transforms

Chapter 3

Important analytical method for solving linear ordinary

differential equations.
- Application to nonlinear ODEs? Must linearize first.
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

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

Chapter 3

F ( s ) = L [ f (t ) ] = f ( t ) e st dt
0

(3-1)

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

Inverse Laplace Transform, L-1:

Chapter 3

By definition, the inverse Laplace transform operator, L-1,

converts an s-domain function back to the corresponding time
domain function:
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 )

Dr. M. A. A. Shoukat Choudhury

(3-3)
4

where:
- x(t) and y(t) are arbitrary functions

Chapter 3

- a and b are constants

- X ( s ) = L x ( t ) and Y ( s ) = L y ( t )

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

Dr. M. A. A. Shoukat Choudhury

Laplace Transforms of Common

Functions

Chapter 3

1. Constant Function

Let f(t) = a (a constant). Then from the definition of the

Laplace transform in (3-1),

L ( a ) = ae
0

st

a st
dt = e
s

Dr. M. A. A. Shoukat Choudhury

a a
= 0 =
s s

(3-4)

2. Step Function

Chapter 3

The unit step function is widely used in the analysis of process

control problems. It is defined as:
S (t ) =

0 for t < 0

1 for t 0

(3-5)

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

follows from (3-4) that
1
L S ( t ) =
s

Dr. M. A. A. Shoukat Choudhury

(3-6)

3. Derivatives

Chapter 3

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 )
dt

(3-9)

initial condition at t = 0
Similarly, for higher order derivatives:
dn f
L n
dt

n
n 1
n 2 (1)
=

0
s
F
s
s
f
s
f (0)
(
)
(
)

n2
n 1
... sf ( ) 0 f ( ) 0
(3-14)

( )

Dr. M. A. A. Shoukat Choudhury

( )

where:
- n is an arbitrary positive integer

Chapter 3

- f (k ) (0)

k
d
f
=

dt k

t =0

Special Case: All Initial Conditions are Zero

Suppose

1
n 1
f ( 0 ) = f ( ) ( 0 ) = ... = f ( ) ( 0 ) . Then

dn f
L n
dt

n
= s F (s)

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

4. Exponential Functions

Consider f ( t ) = e bt where b > 0. Then,

Chapter 3

b+ s t
L e bt = ebt e st dt = e ( ) dt

0
0

1 ( b+ s )t
1
=
e
=
0
b+s
s+b

(3-16)

5. Rectangular Pulse Function

It is defined by:

0 for t < 0

f ( t ) = h for 0 t < tw
0 for t t
w

Dr. M. A. A. Shoukat Choudhury

(3-20)

10

Chapter 3

f (t )

tw
Time, t
The Laplace transform of the rectangular pulse is given by

F (s) =
Dr. M. A. A. Shoukat Choudhury

h
1 e t w s
s

(3-22)

11

6. Impulse Function (or Dirac Delta Function)

Chapter 3

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
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:

Chapter 3

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).

Dr. M. A. A. Shoukat Choudhury

15

Example 3.1

Chapter 3

Solve the ODE,

dy
y (0) = 1
5 + 4y = 2
dt
First, take L of both sides of (3-26),
2
5 ( sY ( s ) 1) + 4Y ( s ) =
s
Rearrange,
5s + 2
Y (s) =
s ( 5s + 4 )
Take L-1,

(3-26)

(3-34)

From Table 3.1,

5s + 2
y (t ) = L

s ( 5s + 4 )

y ( t ) = 0.5 + 0.5e0.8t
Dr. M. A. A. Shoukat Choudhury

(3-37)
16

Partial Fraction Expansions

Chapter 3

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:
Y (s) =

s+5
( s + 1)( s + 4 )

(3-41)

Perform a partial fraction expansion (PFE)

1
2
s+5
=
+
( s + 1)( s + 4 ) s + 1 s + 4

(3-42)

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
1 =
s+4

4
=
3
s =1

Chapter 3

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

s+5
2 =
s +1

s =4

1
=
3

A General PFE
Consider a general expression,
Y (s) =

N (s)
D(s)

N (s)
n

( s + bi )

(3-46a)

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:

Chapter 3

Y (s) =

N (s)
n

( s + bi )

=
i =1

(3-46b)

s + bi

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=

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

Chapter 3

y + +6 &&
y + 11 y& + 6 y = 1 , with zero initial conditions
The ODE, &&&
resulted in the expression
Y (s) =

1
3

s s + 6 s + 11s + 6

(3-40)

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
Y (s) =

1
= 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

Chapter 3

(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 1/ 6
1 1/ 2
1 1/ 2
1 1/ 6
L Y ( s ) = L
L
+L
L

s
s + 1
s + 2
s + 3
From Table 3.1,
y (t ) =

1 1 t 1 2t 1 3t
e + e e
6 2
2
6

Dr. M. A. A. Shoukat Choudhury

(3-52)
21

Important Properties of Laplace Transforms

1. Final Value Theorem

Chapter 3

It can be used to find the steady-state value of a closed loop

system (providing that a steady-state value exists.
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,

Chapter 3

5s + 2
Y (s) =
s ( 5s + 4 )

(3-34)

Then,
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