Laplace Transforms

Chapter 3

Laplace Transforms

• Important analytical method for solving linear ordinary

differential equations.
- Application to nonlinear ODEs? Must linearise first.
Chapter 3

• Laplace transforms play a key role in important process

control concepts and techniques.
- Examples:
• Transfer functions
• Frequency response
• Control system design
• Stability analysis

2
 Definition
The Laplace transform of a function, f(t), is defined as:
∞
F ( s ) = L [ f (t )] =  f ( t ) e− st dt (3-1)
0
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.
Chapter 3

Note:
The L operator transforms a time domain function f(t) into a s
domain function, F(s). s is a complex variable: j = − 1

Inverse Laplace Transform, L-1:

By definition, the inverse Laplace transform operator, L-1,
converts an s-domain function back to the corresponding time
domain function:
f ( t ) = L−1  F ( s ) 
3

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)
Chapter 3

where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X(s) = L[x(t)] and Y(s) = L[y(t)]
Similarly,

L−1  aX ( s ) + bY ( s )  = ax ( t ) + b y ( t )

4
 Laplace Transforms of Common Functions
1. Constant Function
Let f(t) = a (a constant). Then from the definition of the
Laplace transform in (3-1),
∞
∞ a  a a
L ( a ) =  ae − st
dt = − e − st = 0−−  = (3-4)
Chapter 3

0 s  s s
0
2. Unit Step Function
The unit step function is widely used in the analysis of process
control problems. It is defined as:
0 𝑡<0
𝑆 𝑡 =
1 𝑡≥0
Because the step function is a special case of a “constant”, it
follows from (3-4) that
1
L  S ( t )  = (3-6)
s 5

3. Exponential Functions
Consider f ( t ) = e −bt where b > 0. Then,
∞ ∞ − b+ s t
L e−bt  =  e −bt e− st dt =  e ( ) dt
  0 0

1  −( b+ s )t  ∞ 1
= −e = (3-16)
Chapter 3

b+s  0 s+b

4. Rectangular Pulse Function

It is defined by: h

0 for t < 0 f (t )

f ( t ) = h for 0 ≤ t < tw
0 for t ≥ t
 w tw
Time, t
6
 The Laplace transform of the rectangular pulse is given by:
∞
L( f (t )) =  f (t )e − st dt =  he − st dt
tw

0 0

F (s) =
h
s
(
1 − e −tw s ) (3-22)

0 𝑡<𝑡
Chapter 3

S(t-𝑡 ) is a step function that starts at tw 𝑆 𝑡−𝑡 =

1 𝑡≥𝑡

( )
tw

tw
1
s
∞
L(S (t −𝑡1)) =  e dt = e − st − st
( ) =
1 − st w
s
e
∞

The rectangular unit pulse function is the difference between two step
functions:
f(t) = S(t) – S(t-𝑡 )

1 e − st w
F (s ) = −
s s
7

5. Impulse Function (or Dirac Delta Function)

The impulse function is obtained by taking the limit of the

rectangular pulse as its width, tw, goes to zero but holding
the area under the pulse constant at one. (i.e., let h = 1 )
tw
Let, δ(t) = unit impulse function
Chapter 3

 t w 1 − st   1
L(δ (t )) = lim  
t w →0
e dt  = lim  1 − e − st w ( )
 t w →0 t w S
0
 tw 
 1 − e − stw  d  1 − e − stw   se − stw 
lim   = lim   = lim   = 1
t w →0
 tw S  tw →0 dt w  t w S  t w → 0 S 
Then,
L δ ( t )  = 1

8
 6. Derivatives
This is a very important transform because derivatives appear in the ODEs we wish
to solve.
Define:
 df  ∞ then du = -se-st dt
L  = (df dt )e − st dt
u = e-st
 dt  0
 and dv = (df/dt)dt then v = f
Chapter 3

Integrate by parts:  udv = uv −  vdu  df  ∞

L  =  (df dt )e − st dt
 dt  0
∞
0 (df dt )e − st dt = fe − st
∞

0
∞
(
−  f − se − st dt
0
)
∞
 (df
0
dt )e − st dt = − f (0) + sF (s )

 df 
L   = sF ( s ) − f ( 0 ) (3-9)
 dt 
initial condition at t = 0
9

For second order derivative:

 d2 f   dφ  where, φ = df
L 2  = L  dt
 dt   dt 
= sφ (s ) − φ (0 ) = s[sF (s ) − f (0 )] − f ′(0 )
= s 2 F (s ) − sf (0 ) − f ′(0 )
Chapter 3

Similarly for higher order derivatives

dn f 
L  n  = s n F ( s ) − s n−1 f ( 0 ) − s n−2 f ( ) ( 0 ) ... − sf ( ) ( 0 ) − f ( ) ( 0 ) (3-14)
1 n−2 n−1

 dt 

where:
- n is an arbitrary positive integer
dk f
- f
(k )
(0) ≡ k
dt t =0
10
 Special Case: All Initial Conditions are Zero
f ( 0 ) = f ( ) ( 0 ) = ... = f ( ) ( 0 ) .
1 n −1

Then dn f 
L  n  = sn F ( s )
Chapter 3

 dt 

In process control problems, we usually assume zero initial conditions.

Reason: This corresponds to the nominal steady state when “deviation variables” are
used.

11

7. Integrals
{
L  f (t )dt = 
0
t
} { f (t )dt}⋅e
∞

0
t

0
− st
dt

Define: u = 0 f (t )dt du = f (t ) dt
t
then
1
dv = e − st dt v = − e − st
Chapter 3

then
s

Integrate by parts ( udv = uv −  vdu )

 { }
∞ ∞
1  1
f (t )dt ⋅e dt = − e − st  f (t )dt  +  e − st f (t )dt
∞ t t
− st
0 0 s 0
0 0 s
The first term = 0 when evaluated at the upper and lower limits

{ }
1
L  f (t )dt = F (s )
t

0 s
12
 8. Trigonometric functions

 e − jωt + e + jωt  1  1 1 
L(cos ωt ) = L  =  + 
 2  2  s + jω s − jω 
1  s − jω s + jω  s
=  2 + 2 2 
= 2
2  s +ω 2
s +ω  s +ω2
Chapter 3

Similarly,
 e + jωt − e − jωt  ω
L(sin ωt ) = L  = 2
 s +ω
2
 2j
Note:
ejωt = cos(ωt) + j sin(ωt) and e-jωt = cos(ωt) – j sin(ωt)

13

Solution of ODEs by Laplace Transforms

Procedure:
1.Take the L of both sides of the ODE.
Chapter 3

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).

14
 Laplace Transforms Table
Chapter 3

15

Example 3.1
dy
Solve the ODE, 5 + 4y = 2 y (0) = 1 (3-26)
dt
First, take L of both sides of (3-26),
2
5 ( sY ( s ) − 1) + 4Y ( s ) =
Chapter 3

s
Rearrange,
5s + 2
Y (s) = (3-34)
s ( 5s + 4 )
Take L-1,
 5s + 2  𝑠 + 0.4
y ( t ) = L−1   = 𝑠 𝑠 + 0.8
 s ( 5s + 4 ) 
From S.No.11 of Laplace Tables: b1 = 0, b2 = 0.8 and b3 = 0.4,

y ( t ) = 0.5 + 0.5e−0.8t (3-37)

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).
s+5
Example 3.2 Y ( s ) =
( s + 1)( s + 4 )
Chapter 3

s+5 α α
= 1 + 2
Perform a partial fraction expansion (PFE) ( s + 1)( s + 4 ) s + 1 s + 4
where coefficients α1 and α 2 have to be determined
To find α1 : Multiply both sides by s + 1 and let s = -1
s+5 4
∴ α1 = =
s+4 s =−1 3
To find α 2 : Multiply both sides by s + 4 and let s = -4
s+5 1
∴ α2 = =−
s + 1 s =−4 3
17

Consider a general expression,

N (s) N (s)
Y (s) = = (3-46a)
D(s) n
π ( s + bi )
i =1

Here D(s) is an n-th order polynomial with the roots ( s = −bi ) all being
Chapter 3

real numbers which are distinct so there are no repeated roots.

The PFE is:

N (s) n
αi
Y (s) = = (3-46b)
n s + bi
π ( s + bi ) i =1
i =1

Note: D(s) is called the “characteristic polynomial”.

18
 Example 3.3
d3y d2y dy du y (0 ) = y′(0 ) = y′′(0 ) = u′(0 ) = 0
3
+ 6 2 + 11 + 6 y = 4 + 2u
dt dt dt dt
s3Y(s) + 6s2Y(s) + 11sY(s) + 6Y(s) = 4sU(s) + 2U(s)
Chapter 3

The equation can be rearranged for U(s) = 1/s (step function)

4s + 2 1
Y (s ) = ⋅
s + 6s + 11s + 6 s
3 2

4s + 2 α α α3 α4
= 1+ 2 + +
(
s s + 6 s + 11s + 6
3 2
)
s (s + 1) (s + 2 ) (s + 3)

Note:
sometimes, numerical methods are used to determine the roots
19

Solve for coefficients to get

α1 = 1/3 , a2 = 1, α3 = -3 and α4 = 5/3

(For example, find α1, multiplying both sides by s and then setting s = 0.)

Substitute numerical values

Chapter 3

1 1 3 53
Y (s ) = + − +
3s s + 1 s + 2 s + 3
Take L-1 of both sides:
y(t) = 1/3 + e-t -3e-2t +5/3e-3t

1
at t → ∞ y (t ) →
3

20
 Special Situations:
i) Repeated roots
If (s+b) occurs r times in the denominator, r terms must be included in the
expression that incorporate the s+b factor
α α2 αr
Y (s ) = 1 + + ... +
s + b (s + b ) (s + b )r
Chapter 3

Example 3.4 :
s +1 α α2 α
Y (s ) = = 1 + + 3
s (s + 4 s + 4) s + 2 (s + 2 )
2 2
s
The same method is used for α2 and α3
multiply both sides by (s+2)2 and setting s = -2
gives α2 = ½
multiply both sides by s and setting s = 0
gives α3 = ¼
21

However, multiplying both equations by (s+2) and setting s = -2 would not help, as it
causes the second term on the left hand side unbounded, rather than 0 as desired
Setting s = -1 in the main equation gives:
α1+ α2 - α3 = 0
Then α1= -¼
Chapter 3

22
 Special Situations:
ii. Complex roots
d12
s +d1s+do where
2 p do
4

By completing the square:

Chapter 3

 d2   d2 
s 2 + d1s + d o =  s 2 + d1s + 1  +  d o − 1 
 4   4 
2
 d   d2 
=  s + 1  +  d o − 1 
 2  4 
 d1   d12   
12
d   d12 
12

=  s +  + j  d o −   ⋅  s + 1  − j  d o −  
 2  4    2  4  
 

23

Rewrite the equation:

d1 d12
s2 + d1s + do = (s +b + jω) (s +b - jω) where, b = and ω = d o −
2 4
α1 + jβ1 α + jβ 2
Y (s ) = + 2
s + b + jω s + b − jω
[(α + α 2 ) + j (β1 + β 2 )]s + (α1 + α 2 )b − (β1 − β 2 )ω
= 1
Chapter 3

(s + b )2 + ω 2 (s + b )2 + ω 2
j[(α 2 − α1 )ω + (β1 + β 2 )b]
+
(s + b )2 + ω 2
Since Y(s) has to be a real function, then α1= α2 and β1 = -β2
From the Laplace table
y(t) = 2α1 e-bt cos(ωt) + 2β2 e-bt sin(ωt)
Once the α and β are evaluated using the partial fraction decomposition, the final
answer can be directly determined 24
 Example 3.5 1
𝑌 𝑠 =
𝑠 +𝑠+1
(ii) To find partial fraction expansion:
(i) To find inverse Laplace:
Chapter 3

25

Laplace transform can predict the dynamic behaviour. If

1 α α
Y (s ) = = 1 + 2
s + 3s + 2 s + 1 s + 2
2

The response will have exponential terms e-t and e-2t, which
indicates that, y (t ) → 0(as t → ∞ ) hence the system is stable
Chapter 3

However, if
1 α α
Y (s ) = = 1 + 2
s − s − 2 s +1 s − 2
2

The response will have exponential terms e-t and e+2t, which
indicates that, y (t ) → ∞(as t → ∞ ) hence the system is unstable

26
 Important Properties of Laplace Transforms
Final Value Theorem
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 ) 

Chapter 3

t →∞ s →0

provided that sY(s) does not become infinite for any value of s satisfying Re(s) ≥ 0
Example 3.6:
5s + 2
Suppose, Y ( s ) = (3-34)
s ( 5s + 4 )
then,
 5s + 2 
y ( ∞ ) = lim y ( t ) = lim   = 0.5
t →∞ s →0  5 s + 4 
27

Initial Value Theorem

Statement of IVT: 𝐿𝑖𝑚[𝑦(𝑡]) = 𝐿𝑖𝑚[𝑠𝑌 𝑠 ]
→ 𝒔→

4𝑠 + 2
Example 3.7: For 𝑌 s =
𝑠 𝑠+1 𝑠+2 𝑠+3
Chapter 3

y(0) = 0 By initial value theorem

1
y (∞ ) = By final value theorem
3

28
 Time Delay
Time delays occur due to fluid flow, time required to do an analysis (e.g., gas
chromatograph).
Example 3.8: Stirred tank heating system, one thermocouple is immersed in the tank,
and the other is 10m downstream. If the heating is turned on at time zero. If no
mixing in the output pipe (plug flow), the shapes of the two sensors would be
Chapter 3

identical, but the second is delayed. If the fluid velocity is 1m/s, the time delay θ =
10 sec

f(t) fd(t)

29

Delayed response function fd(t) is related to the non-delayed fd(t) by:

f d (t ) = f (t − θ )S (t − θ )

Here, fd(t) is the function f(t) delayed by θ time unit.

The unit step function, S(t-θ) is used to denote fd(t)=0 for all values at t<θ
Chapter 3

∞
L[ f d (t )] =  f (t − θ )S (t − θ )e − st dt
0
θ ∞
=  f (t − θ )(0)e − st dt +  f (t − θ )e − st dt
0 θ
∞
=  f (t − θ )e − s (t −θ )e − sθ d (t − θ )
θ

then
L[ f d (t )] = e − sθ F (s )

30