Laplace Transformation - I

446-
446-4

Prof. Neil A. Duffie

University of Wisconsin-
Wisconsin-Madison

® Neil A. Duffie, 1996

All rights reserved.

Utility of Laplace Transformation

• Substitutes relatively more easily solved
algebraic equations for relatively more
difficult to solve differential equations
• Apply to linear differential equations
• Apply to physically realizable signals
• Sequence of application:
• - obtain differential equations
• - transform to new equations
• - solve equations or analyze further

Laplace Transformation

Given a time variable, t

and a function of time, f(t)

Define a new variable, s

s is a complex variable
s = α + jβ
jβ

Transform f(t) into L[f(t)] = F(s)

 Definition of Laplace Transformation
∞

L[f(t)] = f(t)e -st dt

0

s is a new, complex variable

s = α + jβ

To simplify notation
F(s) = L[f(t)]

Time Function Multiplied by Constant

L[kf(t)] = kf(t)e -st dt

0

L[kf(t)] = k f(t)e -st dt

0

L[kf(t)] = k L[f(t)]

Sum of Two Time Functions

∞

L[x(t)+y(t)] = (x(t)+y(t))e -st dt

0

L[x(t)+y(t)] = (x(t)e -st + y (t)e -st )dt

0

∞ ∞

L[x(t)+y(t)] = x(t)e -st dt + y(t)e -st dt

0 0

L[x(t)+y(t)] = L[x(t)] + L[y(t)]

 First Derivative of a Time Function
∞

L [ ] df(t)
dt
=
0
df(t) -st
dt
e dt

Integrate by parts
du (t) df(t) v(t) = e -st
=
dt dt
dv(t)
u(t) = f (t) = -se -st
dt
du (t) dv(t)
v(t)dt = u(t)v(t) - u(t) dt
dt dt

First Derivative of a Time Function

∞

L[ ] df(t)
dt
=
0
df(t) -st
dt
e dt

L [ ]
df(t)
dt
= f(t)e -st 0 -
∞

0
f(t)(-se -st )dt

L [ ]
df(t)
dt
= f(∞)e-s∞ - f(0+)e-s0
∞

“+” for discontinuity + sf(t)e -st dt

in f(t) at t = 0 0

Derivative of a Time Function

∞

L [ ]
df(t)
dt
= s
0
f(t)e-st dt - f(0+)

L [ ]
df(t)
dt
= sL[f(t)] - f(0+)

Second Derivative of a Time Function

L [ ]
df2(t)
dt2
= s2L[f(t)] - sf(0 +) -
df(0 +)
dt
 Higher Derivative of a Time Function

L [ ]
dfi(t)
dti
= siL[f(t)] - si-1f(0+)

- si-2
df(0 +)
dt -…- dfi-1(0+)
dti-1
Often: Assume initial conditions = 0
• function
• its derivatives

df i(t)
L [ ]dt i
= s iL[f(t)]

Time Delay

f(t)
for t < D:
f(t-
f(t-D) f(t-
f(t-D) = 0
0 t
0 D
τ
0
∞ ∞

L[f(t-D)] = f (t-D)e -stdt = f (t-D)e -stdt

0 D

Define
τ = t-D t = τ+D

Time Delay

f(t)
for t < D:
f(t-
f(t-D) f(t-
f(t-D) = 0
0 t
0 D
τ
0
∞

L[f(t-D)] = f(τ)e -s(τ+D)d (τ+D )

0 ∞

L[f(t-D)] = e -sD f(τ)e -sτd τ

0
 Time Delay

f(t)
for t < D:
f(t-
f(t-D) f(t-
f(t-D) = 0
0 t
0 D
τ
0

L[f(t-D)] = e -sD L[f(τ)]

But L[f(τ)] = L[f(t)]

L[f(t-D )] = e -sD L[f(t)]

Thermal System
Tank
τe(t)
Fluid flow rate: Q τo(t)
Insulation resistance: R
Heater e(t)
Heat input: e(t)

Temperature difference: τ(t) = τo(t) - τe(t)

Thermal capacitance: Ct

Specific heat of fluid: Sf

Thermal System
Tank
τe(t)
τ(t) = τo(t) - τe(t) τo(t)

Energy balance: Heater e(t)

d τ(t)
Ct = e (t) - 1 τ(t) - Q S f τ(t)
dt R
Laplace transformation:
C t(sΤ(s) - τ(0+)) = E (s) - 1 Τ(s) - Q S fΤ(s)
R
(C t s + 1 + Q S f )Τ(s) = E (s) + Ctτ(0+)
R
Spring-
Spring-Mass-
Mass-Damper y(t) [m]
At time = 0: x(t) [m]
y(0) = 0 mass
•
y(0) =0 M [kg]
damper spring
c [N-
[N-s/m] k [N/m]
2
1 dy (t) + 2ζ dy(t) + y(t) = x(t)
ωn2 dt2 ωn dt

ωn = k [r/s] ζ = c
M 2 kM
1 s2Y(s) + 2ζ sY(s) + Y (s) = X (s)
ωn2 ωn

Mixing Valve and Pipe

valve position
x(t) [%] concentration
c(t) [%]
water
mixture

concentrated length flow rate

solution dp [m] qp [m/s]
Delay process
c(t) = x(t - D ) [%]
d
D = p [s]
qp C(s) = e-sDX (s)