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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
F ( s ) = L [ f (t ) ] = f ( t ) e st dt (3-1)
0
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)
Similarly,
L1 aX ( s ) + bY ( s ) = ax ( t ) + b y ( t )
1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Chapter 3
0 for t < 0
S (t ) = (3-5)
Chapter 3
1 for t 0
df
Chapter 3
L = sF ( s ) f ( 0 ) (3-9)
dt
initial condition at t = 0
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
f ( 0 ) = f ( ) ( 0 ) = ... = f ( ) ( 0 ) . Then
1 n 1
Suppose
dn f n
L n = s F (s)
dt
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
0 for t < 0
f ( t ) = h for 0 t < tw (3-20)
0 for t t
w
f (t )
Chapter 3
tw
Time, t
F (s) =
h
s
(
1 e t w s ) (3-22)
Then, L ( t ) = 1
Procedure:
1. Take the L of both sides of the ODE.
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
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
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
( )
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
Statement of FVT:
lim y ( t ) = lim sY ( s )
t s 0
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