Lecture Guide 3 – Laplace Transformation for Process Control 1

Engr. Caesar Pobre Llapitan

I. Definition of Laplace Transform

Let f(t) be a function defined on 0,   . The Laplace transform of f(t) is a new function defined as
 b  st
L f t    e st f t dt  lim  e f t dt
0 b  0

The domain of L{f(t)} is the set of s  , such that the improper integral converges.

II. Properties of Laplace Transforms

1. Constant Multiple
If a is a constant and f(t) is a function of t, then
L{a f(t)} = aL{f(t)}

2. Linearity Property
If a and b are constants while f(t) and g(t) are functions of t, then
L{a f(t) + b g(t)} = a L{f(t)} + b L{g(t)}
Examples:
1. L{sin wt} and L{cos wt}
2. L{cosh at} and L{sinh at}
3. L{3 – 5e2t + 4 sin t – 7 cos 3t}

3. Change of Scale Property

If Lf(t)} = F(s) then
a s 
L{f(at)} = F 
b a 

Example
1. L{f(5t)} = 1/5 F(s/5)

4. Shifting Property
If L{f(t)} = F(s), then
L{eatf(t)} = F(s − a)

Examples:
1. L{e3tf(t)} = F(s − 3)
2. L{eat sin bt}
3. L{t eat}

III. Other Laplace Transforms

1. Derivative of a Transform
  st
Given F s    e f ( t ) dt
0

Then,

Lt n  f ( t )   1n
dn
Fs
ds n
 Lecture Guide 3 – Laplace Transformation for Process Control 2
Engr. Caesar Pobre Llapitan

2. Transform of a Derivative of f(t)

A. First Derivative Case

Suppose that f(t) is continuous for all t  0 and has derivative f'(t) that is piecewise continuous
on every finite interval in the range t  0. Then the Laplace transform of the derivative of f(t) exits and
L{f'(t)} = s L{f} – f(0)

B. General Case
Let f(t) and derivative f'(t), f''(t), … , fn – 1(t) be continuous for all t  0, and let the derivative of
fn(t) be piecewise continuous on every finite interval in the range t  0. Then the Laplace transform of
fn(t) is given by

L{fn(t)} = sn L{f} – sn – 1f(0) – sn – 2f'(0) – … – fn – 1(0)

Examples:
Evaluate the Laplace transform of the following functions.
1. f(t) = 4t2 6. {eatg(t)} with g(t) = sin 3t
2. v(t) = 5 sin 4t 7. f(t) = t4e-2t
3. g(t) = t cos 7t 8. f(t) = te-t cos 4t
4. {t f(t)} with f(t) = cos 7t 9. f(t) = t3 cos t = t2(t cos t)
5. f(t) = e2t sin 3t 10. f(t) = cos23t

3. Initial and Final Value Theorems

The theorem of the initial condition allows the direct calculation of the function value f(0) of a causal function
of time f(t) from the Laplace transform F(s). If the Laplace transform of f(t) and f(t) exist, then

f 0   lim f(t)  lim sF(s)

t 0 s
is valid if the lim f(t) exists.
t 0

Using the theorem of the final value the value of f(t) for t   can be determined from F(s), if the Laplace
transform of f(t) and f(t) exist and the limit lim f(t) also exists. Then
t 

f    lim f(t)  lim sF(s)

t  s 0

One has to observe that

lim f(t) or lim f(t)
t 0 t 

can be calculated only from the corresponding Laplace transform L{f(t)}by application of the theorems
of the initial or final value, if the existence of the related limit in the time domain is a priori assured.

Example:
5s  2
Find y(0) and y() given the transform Y s  
s (5s  4)
 Lecture Guide 3 – Laplace Transformation for Process Control 3
Engr. Caesar Pobre Llapitan

4. The Unit Step Function (Heaviside Function)

The unit step, or Heaviside function H(t), is defined as

0 t 0
H(t)  
1 0t
1
t

It corresponds to one being turned on at t = 0.

The notations u(t), u0(t), or 1(t) are sometimes used to denote the Heaviside function.

The graph of H(t – a) is just a translate of that of H(t).Thus, corresponding to turning one on at t = a,

0 t a
Ht  a  
1 t a
1

a t

Graphing Expressions with Heaviside Functions

Example 1: Graph f(t) = H(t – 1) – H(t – 3)

Solution:
Since the formula for H(t – 1) changes at t = 1, and the formula for H(t – 3) changes at t = 3, the
formula for f(t) will undergo changes at t = 1 and t = 3. Accordingly, we divide the t interval into the
intervals (-, 1], [1, 3) and [3, ).

At t < 1: f(t) = 0 – 0 = 0
Since H(t – 1) = 0 if t < 1 and H(t – 3) = 0 if t < 3

At 1  t < 3: f(t) = 1 – 0 = 1
Since H(t – 1) = 1 if t  1 and H(t – 3) = 0 if t < 3

At 3  t: f(t) = 1 – 1 = 0
Since H(t – 1) = 1 and H(t – 3) = 1 if t  3

The graph is

f(t)

t
1 2 3

Useful observation:
If 0 < a < b, then
 Lecture Guide 3 – Laplace Transformation for Process Control 4
Engr. Caesar Pobre Llapitan

0 if t  a

H( t  a )  H( t  b )  1 if a  t  b
0 if b  t


Now let g(t) be some function of t. Then if a < b

0 if t  a

g t H( t  a )  H( t  b ) g( t ) if a  t  b
0 if b  t


The function g(t) is turned on at t = a and then turned off at t = b.

Example 2: Graph f(t) = t2[H(t – 1) – H(t – 2)]

Example 3: Write in terms of unit-step functions the function f(t) given by the graph below.

t
1 2 3

Example 4: Graph f(t) = 2H(t) + t H(t – 1) + (3 – t) H(t – 2) – 3 H(t – 4) for t  0.

Laplace Transform of Discontinuous Functions

For the unit-step function H(t – c), the Laplace transform can be calculated using the formula
L f t  c Ht  c  e cs Fs for c > 0 (1)

If f(t) = 1, then F(s) = 1/s; so that

e cs
L Ht  c   for c > 0 (2)
s

Proof of formula 1:
L[f(t – c) H(t – c)]

  e  st f t  c  Ht  c dt
0
c  st   st

0
e f t  c  Ht  c dt  c e f t  c  Ht  c dt
c  st   st
 e f t  c 0 dt  c e f t  c 1dt
0
  st

c
e f t  c  dt

We now make the change of variables  = t – c so that d = dt:

L[f(t – c) H(t – c)]
 Lecture Guide 3 – Laplace Transformation for Process Control 5
Engr. Caesar Pobre Llapitan


  e s  c f d
0

 e  cs  e sf d
0

e  cs
Fs 

Time Displacement Theorem

If F(s) =L{f(t)}
Then
Lu t  a f t  a   e  as Fs 

Examples:
I. Compute the Laplace transform of the following expressions with Heaviside functions.
1. t2 H(t – 1) 4. y(t) = sin t H(t - )
2. t H(t – 2) 5. y(t) = e2t H(t – 3)
3
3. (t + 1) H(t – 1) 6. y(t) = t e5t H(t – 2)

5. Laplace Transforms of Integrals

1. If G(s) = L{g(t)}, then

L  g t  dt 
t

0
 Gs 
s

2. For the general integral, if  gt dt  t 0

is the value of the integral when t = 0, then:


L  g t dt 
0
t
 Gs  1
s

  g t dt
s

t 0

Examples:
Find the Laplace transforms of the following integrals:
t
1. 0 cos at dt
Solution:
In this example, g(t) = cos at ; hence
G(s) = L{cos at} = s/(s2 + a2)

Now, applying the first rule above, we have:

 t
L  cos at dt 
0
 1 s
s s2  a 2
t at
2. 0 e cos bt dt

Solution:
We find the transform of the function g(t) = eatcos bt, then divide by s, since we are finding the Laplace
transform of the integral of g(t) evaluated from 0 to t.
 Lecture Guide 3 – Laplace Transformation for Process Control 6
Engr. Caesar Pobre Llapitan

L  e
t

0
at

cos bt dt 
1 sa
s s  a   b
2 2


sa
s s  a 2  b 2 
t  3t
3. 0 te dt

Solution:
This follows the same process as examples (1) and (2).

Find the Laplace transform of the function g(t) = te-3t then divide by s.
t
L  te 3t dt 
0

1 1
s s  32
 
1
ss  32
t
4. 0 sin at cos at dt
Solution:
Recall from the Double Angle Formula that
sin 2α = 2 sin α cos α

We can use this to re-express our integrand (the part we are integrating):
1
sin at cos at  sin 2at
2

So the Laplace Transform of the integral becomes:

0
t
 1
2 0
t

L  sin at cos bt dt  L  sin 2at dt 
1

2
2a
2
 2
a

2 ss  4 a  ss  4 a 2 

III. The Inverse Laplace Transform

If G(s) = L{g(t)}, then the inverse transform of G(s) is defined as:
L -1G(s) = g(t)

Some Properties of the Inverse Laplace Transform

We first saw these properties in the Table of Laplace Transforms.

Property 1: Linearity Property

L -1{a G1(s) + b G2(s)} = a g1(t) + b g2(t)

Example:
s 4
Find the inverse Gs  
s2 9
Solution:
 s4  1  2  1  4 
L1  2 L  2 L  2 
s  9  s  9  s  9 
 2  4 1  3 
 L1  2  L  2 
s  9  3 s  9 
4
 cos 3t  sin 3t
3
 Lecture Guide 3 – Laplace Transformation for Process Control 7
Engr. Caesar Pobre Llapitan

We can transform an expression involving 2 trigonometric terms a sin   b cos  into

R sin  
as follows:

For
4 4
g t   sin 3t  cos 3t , a b 1   3t
3 3
2
4 5
R  a 2  b 2     11 
3 3
1 3
  arctan  arc tan  0.6435
4 /3 4
So
4 5
g t   sin 3t  cos 3t  sin3t  0.6435
3 3

Property 2: Shifting Property

If L -1G(s) = g(t), then L -1G(s - a) = eatg(t)

Example1:
Find the g (t) and sketch the function.
3
Gs   2
s  4 s  13

Solution:
We complete the square on the denominator first:
3
Gs  
s  22  32
 3 
L1  2
 e 2 t sin 3t
( s  2 )  3 
2

g t   e 2t sin 3t
(The boundary curves f t   e 2t and f t    e 2t are also shown for reference.)

Example2:
 2s  5 
L1  2 
 s  4s  13 
Property 3
 Gs  
  0g t dt
t
If L -1G(s) = g(t), then L1 
 s 
Example 1:
w0
Find the inverse of Gs  

s s 2  w 02 
 Lecture Guide 3 – Laplace Transformation for Process Control 8
Engr. Caesar Pobre Llapitan

Solution:
We think of this as
1 w 
G s    2 0 2 
s  s  w 0 

By the property rule:

 Gs  
If L1 Gs   g t  , then L1    0g t dt
t

 s 
 w 
Now, L1  2 0 2   sin w 0 t
s  w 0 

So
1 w  t
L1  2 0 2    sin w 0 t dt
s s  w 0  0
t
1
 cos w 0 t
w0 0

1
 cos w 0 t  1
w0
1
 1  cos w 0 t 
w0
Example 2:
s b
Gs  

s s  2bs  b 2  a 2
2

Solution:
s b s b

 2
s s  2bs  b  a 2 2
 s s  b 2  a 2 
First, we have:
 sb 
L1  2 
 e bt cos at
 ( s  b ) 2
 a 
 sb  t
L1    e bt cos at dt
 2 
s (s  b )  a  0
2

From our table of integrals, we have:
e au a cos bu  b sin bu 
 e cos bu du 
au
a2  b2

So
 Lecture Guide 3 – Laplace Transformation for Process Control 9
Engr. Caesar Pobre Llapitan

t
t  bt  e bt  b cos at  a sin at  
0
e cos at dt  
 a2 b2

 0
e bt  b cos at  a sin at  b
 
a2 b2 a2 b2
e bt  b cos at  a sin at   b

a2 b2
Example 3:
 1 
L1  2 
 s( s  4 ) 

Property 4
If L -1G(s) = g(t), then L -1{e-asG(s)} = u(t - a) • g(t - a)

Rule:
To invert a transform that contains e as : Y s   e as G(s )  
1. Invert G(s) in the usual manner to find g(t).
2. Find y(t) = g(t – a) u(t – a) by replacing the t arguments, whenever it appears in
g(t), by (t – a); then multiply the entire function by the shifted unit step function.

Example 1:
1
G s   e s
s  5 2

Solution:
From the table:
1
L1  2   t
s 
 1 
L1  2
 t e 5t
 s  5 

So, using the Rule above,

 1 
L1  e s   t  1e 5t 1  ut  1
 s  5
2


So the inverse Laplace Transform is given by:

g t   t  1 e 5t 1  u t  1

Example 2:
2s  1 3s  1
Gs   2
e  2s  2
e  3s
s s
Solution:
Using the Table of Laplace Transforms, we have:
 Lecture Guide 3 – Laplace Transformation for Process Control 10
Engr. Caesar Pobre Llapitan

 2s  1 3s  1  2 1 3 1 
L1  2 e 2s  2 e 3s   L1  e 2s  2 e 2s  e 3s  2 e 3s 
 s s  s s s s 

1 
For L1  2 e  2s  , we think of it as
s 
 1
L1 e 2s 2 
 s 

and use rule (4) from above: L -1{e-asG(s)} = u(t - a) • g(t - a)

Now,
1
g t   L1  2   t
s 
so
 1
L1 e 2s 2   u t  2   t  2   t  2   u t  2 
 s 

Similarly,
1   1
L1  2 e 3s   L1 e 3s 2   u t  3  t  3  t  3  u t  3
s   s 

So
2 1 3 1 
L1  e 2s  2 e 2s  e 3s  2 e 3s 
s s s s 
 2u t  2   t  2   u t  2   3u t  3  t  3  u t  3
 2u t  2   t  u t  2   2  u t  2   3  u t  3  t  u t  3  3  u t  3
 t  u t  2   u t  3
So

g(t) = t • (u(t − 2) − u(t − 3))

3

t
1 2 3 4 5

Property 5
A. If the Laplace transform contains the factor s, the inverse of that transform can be found by
suppressing the factor s, determining the inverse of the remaining portion of the transform and
finally differentiating that inverse with respect to t.
 Lecture Guide 3 – Laplace Transformation for Process Control 11
Engr. Caesar Pobre Llapitan

Example:
 s 
L1  2 
s  4 

B. If L{t f(t)} = -F'(s), then

1
L1 Fs    L1 F' s 
t

Example:
 s  1
What is y if L{y} = ln  ?
 s  1

 f t   
C. If L    s Fs ds , then
 t 
f t   t L1  Fsds
s


Example:
s
If the L{y(t)} = , what is y(t)?
( s 2  1)2

IV. Applications of Laplace Transforms

A. Initial-Value Problem
Steps:
1. The given problem is transformed into a simple equation (Subsidiary equation).
2. The subsidiary equation is solved by purely algebraic manipulation.
3. The solution of the subsidiary solution is transformed back to obtain the solution of the given problem.

Example 1:
Solve using Laplace Transform:
y'' + 2y' + 5y = sin 3t, y(0) = 1, y'(0) = -1

Solution:
First, apply the Laplace Transform
Ly' ' 2Ly' 5Ly  Lsin 3t 

Knowing that
L y ' '   s 2 L y   sy0   y ' 0   s 2 L y   s  1

and
Ly'sLy  y0sLy 1
we get
3
s 2 L y   s  1  2sL y   1  5L y  
s 9
2

After easy algebraic manipulations we get

 Lecture Guide 3 – Laplace Transformation for Process Control 12
Engr. Caesar Pobre Llapitan

s 2  2s  5L  y   s  1  s 2 3 9
which implies
3
s  1
s 1 3
L y   2 s  9  2
2
 2
s  2s  5 s  2s  5 s  9s 2  2s  5
Next, use the inverse Laplace to obtain
3  2 3 
y t   e  t cos 2t   cos 3t  sin 3t  e  t cos 2t  e  t sin 2t 
26  3 2 

Example 2:
Find the solution of the IVP
y'' + 3y' + 2y = g(t), y(0) = 0, y'(0) = 1

where
1 if 0  t  1
g t   
0 if 1  t

Solution:
Let us follow these steps:
a) We have
Ly' '  3y'  2y  Lgt 

b) Using properties of Laplace transform, we get

s 2  3s  2Y s1 Lgt 
Since
g(t) = u(t) – u(t – 1)

we get
1  1 e s 
Y s   1   
 2
s  3s  2   s
 s 


c) Inverse Laplace:
Hence,
y t  
1
2
  
1

1  e  2t  1  e  2t 1 u t  1  e  t 1u t  1
2

Example 3:
Find the solution of the IVP
y'' + 3y' + 2y = 2 (t – 3), y(0) = 0, y'(0) = 1

Solution:
We follow these steps:
a) We apply the Laplace transform
 Lecture Guide 3 – Laplace Transformation for Process Control 13
Engr. Caesar Pobre Llapitan

s 2Y s  1 2sY s  5Y s  2e 3s

Hence,
1  2e 3s
Y s   2
s  2s  5

b) Inverse Laplace:
Since
1  2e 3 s
s  12  4
and
 1  1 t
L1    e sin 2t
 s  1  4  2
2

we get
1
y t   e t sin 2t  sin 2t  3 e t  3  u t  3
2

Example 4:
Find the solution to y'' + 4y = g(t), y(0) = 3, y'(0) = -1

Solution:
Apply the Laplace transform to get

s 2 Y s   3s  1  4 Y s   Lg t 

Hence,
3s  1 Lg t 
Y s   
s2  4 s2  4

We then rewrite Y(s) to get

s 1 Lg t 
Y s   3 2  2  2
s 4 s 4 s 4

Therefore, we have
y t   3 cos 2t  sin 2t  sin 2t  g ( t )
1 1
2 2

Example 5: (Shifted data problem)

Solve y'' + y = 2t, y(/4) = /2, y'(/4) = 2 - 2 .

Solution:
a) Apply Laplace transform
 Lecture Guide 3 – Laplace Transformation for Process Control 14
Engr. Caesar Pobre Llapitan

2
s 2 Ys  sy( 0 )  y' ( 0 )  Ys 
s2
b) Solve for Y(s)
 
2
Y s  s 2  1 
s2
 sy( 0 )  y' ( 0 )

2 s 1
Y s   2 2  y 0  2  y' 0  2
s ( s  1) s 1 s 1
c) Inverse Laplace transform, we obtain
 1 1  2 1 
L1 Y s  L1 2 2  2   y 0  2  y' 0  2 
  s s 1 s 1 s  1

yt   2t  y0 cos t  y' 0  2sin t

Let A = y(0) and B = [y'(0) – 2], we obtain

yt   2t  A cos t  B sin t

Apply the given conditions to find the particular solution.

1 A B 1
y  / 4       
2 2 2 2 (1)
B A

y' t   2  A sin t  B cos t

A B (2)
y'  / 4   2   2  2
2 2

Solving A and B:
A = 1 and B = -1

Therefore, the particular solution is

y t   2t  cos t  sin t

B. Integral Equation

An integral equation is an equation in which the unknown, call it y(t), occurs in the integrand of an
integral (and may also occur outside the integral). Integral equations can be solved by Laplace
transformation if the integral can be written as a convolution.

Volterra Integral Equation:

t
f t   g t   0 f h t  d
The functions g(t) and h(t) are known

Example 1:
t
Solve f t   3t 2  e  t  f e t   d for f(t).
0
 Lecture Guide 3 – Laplace Transformation for Process Control 15
Engr. Caesar Pobre Llapitan

Solution:
We identify h(t - ) = et -  so that h(t) = et.
Now, take the Laplace transform of each term in the equation:
2 1 1
F s  3    F s  
s 2 s 1 s 1

After solving for F(s) and carrying out partial fraction decomposition, we find
6 6 1 2
F s   3  4  
s s s s 1

The inverse transform gives

f t  3t 2  t 3  1 2e t

Exercises:
I. Solve the following equations by Laplace transformation.
1. y' '  y  2 sin 2 t , y0  10, y' 0  0
2. y' ' '  2y' '  y ' 2y  sin 3t , y0  0, y' 0  0, y' ' 0  1
3. y' '  2y ' 5y  1 t , y0  0, y' 0  4
4. y' '  4 y  sin t ut  2 , y0  1, y' 0  0
5. ý' '  4 y ' 3y  1 ut  2  ut  4   ut  6
6.
f t   2 f  cost   d  4e t  sin t
t

t  2f t    e   e  f t   d
7. t

0
8. y' '  4 y'  5y  t  2, y0  0, y' 0  0
9. y' '  4 y'  13y  t    t  3, y0  1, y' 0  0

Laplace transforms can be used in process control for:

1. Solution of differential equations (linear)
2. Analysis of linear control systems (frequency response)
3. Prediction of transient response for different inputs

Note: Ability to understand dynamics in Laplace and time domains is extremely important in the study of process control
 Lecture Guide 3 – Laplace Transformation for Process Control 16
Engr. Caesar Pobre Llapitan

Characteristics of Ideal Forcing Functions

The analysis of dynamic process behavior is carried out by investigating the process response forced by
the application of certain well characterized input functions. The characteristics of the various types of
"forcing functions" typically used in dynamic analysis will be discussed in this section.

The dynamic analysis of various types of processes is carried out almost entirely in the Laplace domain.
In anticipation of this, therefore, the Laplace transforms of these forcing functions will also be given.

1. The Ideal Step Function

A step function may be realized in practice by implementing a sudden change in the position of the
actuator (e.g., control valve, etc.) which will correspond to a change of magnitude A in the input
variable. For example, such a step change may be realized in a liquid flow process by making a
sudden change in the valve position which will yield a change in liquid flowrate of A units.

It should be clear that the step function, as represented here, is idealized and cannot, in general, be
realized exactly in practice

2. The Ideal Rectangular Pulse Function

Just as with the step function, the ideal rectangular pulse function is difficult to realize perfectly in
actual practice. The procedure for its realization, however, involves making an instantaneous change
in actuator position, maintaining this change for a pre-specified time period (b time units), and then
returning to the initial state.

3. The Ideal Impulse Function

In terms of realization on a physical process, it is of course obvious that it is impossible to
implement the impulse function exactly. However, a pulse function implemented over as short a
time interval as possible will constitute a good approximation, especially for processes with slow
dynamics.

4. The Ideal Ramp Function

To implement a ramp function as an input to a physical system requires a systematic, graduated
change in actuator position in such a way that the rate of change (increase or decrease) is constant.
We must note, however, that even though the mathematical representation of this type of input
indicates a function with no limiting value as t  +, in real processes, physical limits are naturally
imposed. For example, in implementing a ramp input in the inlet flowrate of a process flow system,
we can only increase the flowrate up to the value obtained when the valve is fully- open; beyond this
no flowrate increase is physically possible.

5. The Ideal Sinusoidal Function

As might be expected, it is quite difficult to implement a perfect sinusoidal input function in practice.
However, the theoretical response of a process system to a sinusoidal -input provides valuable
information that is useful not just for process dynamic studies, but also for designing effective
controllers.

Realization of Ideal Forcing Functions: An Example

We now illustrate how these ideal forcing functions might be implemented on real processes by
considering the following example system, the stirred heating tank.
 Lecture Guide 3 – Laplace Transformation for Process Control 17
Engr. Caesar Pobre Llapitan

Here, the input variable of interest is the steam flowrate. How the various forcing functions we have
discussed in this section will be implemented on this particular process will now be summarized.

1. STEP: Open the steam valve a given percentage at t = 0 such that Q changes by A units.
2. PULSE: Open the steam valve at t = 0, hold at the new value for a duration of b time units, and
return to the old value.
3. IMPULSE: (Impossible to realize perfectly.) Open the steam valve (wide open) at t = 0 and
instantaneously (or as soon as physically possible thereafter) return to the initial position.
4. RAMP: Gradually open the steam valve such that Q increases linearly. Ramp ends when the
steam valve is fully open.
6. SINUSOID: The only practical way to realize this is to connect a sine wave generator to the
steam valve. Realizing higher frequency sinusoidal inputs may be limited by the valve dynamics.