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Laplace Transforms
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


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[ ] ( )
0
( ) ( ) (3-1)
st
F s f t f t e dt

= =

L
Definition

The Laplace transform of a function, f(t), is defined as
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, 1 j
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Inverse Laplace Transform
By definition, the inverse Laplace transform operator, L
-1
,
converts an s-domain function back to the corresponding time
domain function:
( ) ( )
1
f t F s

" # =
$ %
L
Important Properties:
Both L and L
-1
are linear operators. Thus,
( ) ( ) ( ) ( )
( ) ( )
(3-3)
ax t by t a x t b y t
aX s bY s
! " ! " ! " + = +
# $ # $ # $
= +
L L L
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where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X s
( )
L x t
( )
!
"
#
$
andY s
( )
L y t
( )
!
"
#
$
Similarly,
( ) ( ) ( ) ( )
1
aX s bY s ax t by t

" # + = +
$ %
L
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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),
( )
0
0
0 (3-4)
st st
a a a
a ae dt e
s s s

# $
= = = =
% &
' (

L
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b
2. Step Function
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
(3-6) S t
s
! " =
# $
L
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3. Derivatives
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
( ) ( )
0 (3-9)
df
sF s f
dt
! "
=
$ %
& '
L
initial condition at t = 0
'
0
0
0
0
0
0
( )
[ ( )] ( ) ( )
( ) ( )( )
( ) ( )
0 (0) [ ( )]
st
st
st st
st st
d e
L f t f t e f t dt
dt
f t e f t s e dt
f t e s f t e dt
f sL f t

=
=
= +
= +

Proof:
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2
nd
order derivatives
L
d f
dt
L
d
dt
( ) ( )
2
2
=

= f t
'
( )
Where
use the result for the 1st-order derivative
L
d
dt
s s ( ) ( ) ( )

= 0
( ) ( ) ( ) s sF s f = 0
L
d f
dt
s sF s f ( ) [ ( ) ( )] ( )
2
2
0 0 =
L
d f
dt
s F s sf f ( ) ( ) ( ) ( )
'
2
2
2
0 0 =
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Similarly, for higher order derivatives:

( ) ( )
( )
( )
( )
( )
( )
( )
1
1 2
2 1
0 0
... 0 0 (3-14)
n
n n n
n
n n
d f
s F s s f s f
dt
sf f


" #
=
$ %
$ %
& '

L
where: - n is an arbitrary positive integer

-
Special Case: When all initial Conditions are Zero, then:
f
k
( )
0
( )

d
k
f
dt
k
t=0
( )
n
n
n
d f
s F s
dt
! "
=
# $
# $
% &
L
In process control problems, we often assume zero
initial conditions. Reason: This corresponds to the
nominal steady state when deviation variables are
used, as shown in Ch. 4.
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4. Exponential Functions
Consider where b > 0. Then, ( )
bt
f t e

=
( )
( )
0 0
0
1 1
(3-16)
b s t
bt bt st
b s t
e e e dt e dt
e
b s s b

+

+
# $
= =
% &
# $
= =
% &
+ +

L
cos( ) ( ) wt e e
jwt jwt
= +

1
2
0 0
1
[cos( )] [
2
jwt st jwt st
L wt e e dt e e dt


= +



2 2
1 1 1 1 2
[ ]
2 2
s
s jw s jw s w
= + =
+ +
L wt
s
s w
[cos( )] =
+
2 2
5. Trigonometric Functions
Find L[sin(wt)] by yourself
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h
( )
f t
w
t Time, t
The Laplace transform of the rectangular pulse is given by
( )
( )
1 (3-22)
w
t s
h
F s e
s

=
6. Rectangular Pulse Function
It is defined by:
( )
0 for 0
for 0
0 for
w
w
t
f t h t t
t t
< !
"
= <
$
"

&
0
0 0
1
[ ( )] 0 ( )
w w
w
w
t t
t
st st st st
t
L f t h e dt e dt h e dt h e
s

= + = =

L f t
h
s
e
t s
w
[ ( )] [ ] =

1
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7. Impulse Function (or Dirac Delta Function)
The impulse function is obtained by taking the limit of the
rectangular pulse as its width, t
w
, goes to zero but holding
the area under the pulse constant at one. (i.e., let )
Let,

Then,
1
w
h
t
=
t
( )
impulse function
( )
1 t " # =
$ %
L
Solution of ODEs by Laplace Transforms
Procedure:
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).
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Table A.1. Laplace Transforms
See page A-3 of the textbook.
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Example 3.1
Solve the ODE,
( )
5 4 2 0 1 (3-26)
dy
y y
dt
+ = =
First, take L of both sides of (3-26),
( ) ( ) ( )
2
5 1 4 sY s Y s
s
+ =
Rearrange,
( )
( )
5 2
(3-34)
5 4
s
Y s
s s
+
=
+
Take L
-1
,
( )
( )
1
5 2
5 4
s
y t
s s

" #
+
=
$ %
+
& '
L
From Table 3.1,
( )
0.8
0.5 0.5 (3-37)
t
y t e

= +
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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).
Example:
( )
( )( )
5
(3-41)
1 4
s
Y s
s s
+
=
+ +
Perform a partial fraction expansion (PFE)
( )( )
1 2
5
(3-42)
1 4 1 4
s
s s s s
+
= +
+ + + +
where coefficients and have to be determined.
1

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To find : Multiply both sides by s + 1 and let s = -1
1

1
1
5 4
4 3
s
s
s

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

2
4
5 1
1 3
s
s
s

=
+
= =
+
A General PFE
Consider a general expression,
( )
( )
( )
( )
( )
1
(3-46a)
n
i
i
N s N s
Y s
D s
s b
=
= =
+
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Here D(s) is an n-th order polynomial with the roots
all being real numbers which are distinct so there are no repeated
roots.
The PFE is:
( )
i
s b =
( )
( )
( )
1
1
(3-46b)
n
i
n
i
i
i
i
N s
Y s
s b
s b

=
=
= =
+
+

Note: D(s) is called the characteristic polynomial.
Heaviside expansion method

i i s b
s b
N s
D s
i
= +
=
( )
( )
( )
Where:
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Example 3.2 (continued)
Recall that the ODE, , with zero initial
conditions resulted in the expression
( )
( )
3 2
1
(3-40)
6 11 6
Y s
s s s s
=
+ + +
The denominator can be factored as
( )
( )( )( )
3 2
6 11 6 1 2 3 (3-50) s s s s s s s s + + + = + + +
Note: Normally, numerical techniques are required in order to
calculate the roots.
The PFE for (3-40) is
( )
( )( )( )
3 1 2 4
1
(3-51)
1 2 3 1 2 3
Y s
s s s s s s s s

= = + + +
+ + + + + +
y ++6 y +11 y +6y =1
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Solve for coefficients to get
1 2 3 4
1 1 1 1
, , ,
6 2 2 6
= = = =
(For example, find , by multiplying both sides by s and then
setting s = 0.)
1/ 6 1/ 2 1/ 2 1/ 6
( )
1 2 3
Y s
s s s s
= + +
+ + +
Take L
-1
of both sides:
( )
1 1 1 1 1
1/ 6 1/ 2 1/ 2 1/ 6
1 2 3
Y s
s s s s

" # " # " # " #
" # = + +
$ %
& ' & ' & ' & '
+ + +
$ % $ % $ % $ %
L L L L L
Substitute numerical values into (3-51):
From Table 3.1,
( )
2 3
1 1 1 1
(3-52)
6 2 2 6
t t t
y t e e e

= +

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General Procedure for Solving Differential Equations
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Special Situations:
Two other types of situations commonly occur when D(s) has:
i) Complex roots: e.g.,
ii) Repeated roots (e.g., )

( )
3 4 1
i
b j j = @
1 2
3 b b = =
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Repeated Factors (different from the text)
When the denominator D(S) has a term (s+b) occurring r
times, r number of terms must be included in the expansion.
Y s
N s
s b s b
i
k
i
r
( )
( )
[ ( )]( )
=
+ +
=1

Where: n=k+r
Y s
s b s b s b s b
i
i i
k
r
r
( )
( ) ( ) ( )
=
+
+
+
+
+
+ +
+
=

1 2
2
1

i
can be obtained by Heaviside method as before.
Heaviside rule has to be modified to determine

j
( ) s b
r
+
Let both sides multiplied by
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1
1 2
1 2
( )
( ) ( )
( ) ( )
( ) ( )
k
r r
i
i
i
r r
r
N s
s b s b
D s s b
s b s b

=

+ = +
+
+ + + + + +

Q s
N s
D s
s b
r
( )
( )
( )
( ) = +
Let
r r
r r
k
i
i
i r
b s b s b s
b s
b s s Q

+ + + + + + + +
+
+ =

) ( ) ( ) (
]
) (
[ ) ( ) (
1
2
2
1
1
1
s b = Let

r s b
r
s b
Q s
N s
D s
s b = = +
= =
( )
( )
( )
( )
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Take derivative with respect to s to both sides of the above eqn.
0 ) )( 2 ( ) ( ) 1 (
]
) (
[ ) (
) (
1
3
2
2
1
1
+ + + + + + +
#
$
%
&
'
(
+
+
=

r
r r
k
i i
i
r
b s r b s r
ds
b s
b s d
ds
s dQ

s b = Let

r s b
dQ s
ds
=
=
1
( )
Similarly:
( )
( )
1
!
( )
l
r l
l
s b
d Q
l
s
ds

=
=
Therefore j can be determined by:
( )
( )
1
( )!
( )
r j
j
r j
s b
d Q s
ds r j

=
,
j r = 1
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Repeated factor - example
Y s
s
s s
( )
( )
( )
=
+
+
1
2
2
Y s
s s s
( )
( )
= +
+
+
+

1 1 2
2
2 2

1 2 0
1
2
1
4
=
+
+
=
=
s
s
s s
s
( )
( )
2
1
) 2 (
) 2 (
) 1 (
2
2
2
2
= +
+
+
=
= s
s
s s
s

2
2
1 2 2 2 2
( 1)
1
( 2)
( 2) 1 1
( )
4
s s s
s
s
d s
d
s s
s
ds ds s

= = =
# $ +
+
# $
+
& '
& '
+
( ) ( )
= = = =
2
) 2 (
2
1
2
4
1
4
1
) (
+
+
+

+ =
s s s
s Y
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2
1
)! 1 2 ( 4
1
4
1
) (
2 1 2
2

+ =

t
t
e t
e t y
t t
te e t y
2 2
2
1
4
1
4
1
) (

+ =
Complex Factors
Another possibility is that the factor of the characteristic
polynomial involves complex numbers.
[ ]
Y s
N s
D s
N s
s b s b s d s d
i
k
i
r
( )
( )
( )
( )
( ) ( ) ( )
= =
+ + + +
=

1
2
1 0
d
d
1
2
0
4
<
Where
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( ) ( )( ) s d s d s a jw s a jw
2
1 0
+ + = + + +
,
a
d
=
1
2
w d
d
=
0
1
2
4
where
and
Y(s) can be expanded into:
Y s
N s
D s
s b
s b s b s b
c jc
s a jw
c jc
s a jw
i
k
i
i
r
r
r i r i
( )
( )
( )
( ) ( )
=
=
+
+
+
+
+
+ +
+
+
+
+ +
+

+
=

1
1
2
2
1

c
r
and
c
i can be determined by the modified
Heaviside rule as well.
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Multiply (s+a-jw) for the both sides
N s
D s
s a jw s a jw
s b s b
i
i
j
j
j
r
i
k
( )
( )
( ) ( )[
( )
] + = +
+
+
+
= =



1 1
i r
i r
jc c jw a s
jw a s
jc c
+ +
+ +
+
+ ) (
) (
s a jw = + Let
c jc
N s
D s
s a jw
r i s a jw
= +
= +
( )
( )
( )
c
N s
D s
s a jw
r s a jw
= +
"
#
$
%
&
'
= +
Re [
( )
( )
( )]
c
N s
D s
s a jw
i s a jw
= +
"
#
$
%
&
'
= +
Im [
( )
( )
( )]
Therefore
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Alternative: (complex factor)
[ ][ ]
( ) ( )
Y s
N s
D s
N s
s b s b s a w
s b s b
s b s b
c s c
s a w
i
k
i
r
i
k
i
i
r
r
( )
( )
( )
( )
( ) ( ) ( )
...
( )
=
=
+
!
"
#
$
%
&
+ + +
=
+
'
(
)
*
+
,
+
+
+
+
+ +
+
'
(
)
*
+
,
+
+
+ +
=
=

1
2 2
1
1 2
2
1 2
2 2

Multiply both sides by [ ][ ]

i
k
i
r
s b s b s a w
=
+
"
#
$
%
&
'
+ + +
(
)
*
+
,
-
1
2 2
( ) ( ) ( )
collect all the terms with the same order, and solve for
all the coefficients
1 2 1 2 1
2 2 2 2 2 2
( ) ( )
( ) ... ...
( ) ( ) ( ) ( )
N s c s c c s a c ac
Y s
D s s a w s a w s a w
! " + +
= = + = + +
$ %
+ + + + + +
& '
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Example: find y(t)
Y s
s s
( )
( )[( ) ]
=
+ + +
1
2 1 1
2
Y s
s
c ic
s i
c ic
s i
r i r i
( ) =
+
+
+
+ +
+

+

1
2 1 1

1 2 2 2
2
2
2 1 1
1
2
= +
#
$
%
&
'
(
=
+
+ + +
=
= =
N s
D s
s
s
s s
s s
( )
( )
( )
( )[( ) ]
1 1
2
( ) 1
( 1 ) [ ]
( ) ( 2)( 1 )
1 1 1 1 1 1 1
(1 )( 1 1 ) (1 )(2 ) 2 2 2 1 2 1 ( )
1 1 1
4 4 4
r i s i s i
r i
N s
c ic s i
D s s s i
i
i i i i i i i i
i
i
c ic
= + = +
= + =
+ + +
+
= = = = =
+ + + + +

= =
=
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3!
,
c
r
=
1
4
c
i
=
1
4
Therefore:
and
1 1 1
(1 ) (1 )
2 4 4
( )
2 1 1
i i
Y s
s s i s i
+
= + +
+ + + +
1 1 1
2 (1 ) (1 ) 2
2 2
1 1 1
(1 ) (1 )
2 4 4
( ) ( )
2 1 1
1 1 1 1 1 1
(1 ) (1 ) (1 ) (1 )
2 4 4 2 4 4
1 1 1 1
(1 ) (1 ) (
2 4 2 4
t i t i t t t it t it
t t it it t t i
i i
y t L L L
s s i s i
e i e i e e i e e i e e
e e i e i e e e e

+

" # " #
+
$ % $ %
= + +
$ % $ %
+ + + +
$ % $ %
& ' & '
+ = +
( ) + + =
* +

[ ]
2
) ( )
1 1
cos( ) sin( )
2 2
t it it it
t t
e i e e
e e t t

( ) +
* +

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Alternative method
1 1 2
2 2
2
1 1 2
2
1
( )
( 2)[( 1) 1] 2 ( 1) 1
[ 2 2] ( 2)( )
( 2)[( 1) 1]
c s c
Y s
s s s s
s s s c s c
s s

+
= = +
+ + + + + +
+ + + + +
=
+ + +
s c
2
1 1
0 : + =

1
1
2
=
s c c : 2 2 0
1 1 2
+ + =

c
1
1
2
=
s c
0
1 2
2 2 1 : + =

c
2
0 =
Y s
s
s
s s
( )
( ) ( )
=
+

+
+ +
+
+ +
1
2
1
2
1
2
1
1 1
1
2
1
1 1
2 2
y t e e t e t
t t t
( ) cos sin = +

1
2
1
2
1
2
2
Same result as before
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Important Properties of Laplace Transforms
1.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:

( ) ( )
0
lim
lim
t
s
sY s
y t

# $
=
% &
providing that the limit exists (is finite) for all
where Re (s) denotes the real part of complex
variable, s.
( )
Re 0, s
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Proof:
Laplace transform for the 1
st
-order derivative
) 0 ( ) ( ] [
0
y s sY dt e
dt
dy
dt
dy
L
st
= =

\______/ \_______/
(1) (2)

Take limit for terms (1) and (2), as s! 0
lim lim[ ( ) ( )]
s
st
s
dy
dt
e dt sY s y

=
0
0
0
0
[ ] ) 0 ( ) ( ) (
lim
0
0
y S sY t y
s
=
>

y y sY s y
s
( ) ( ) lim ( ) ( ) =

0 0
0
y sY s
s
( ) lim ( ) =
0
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Example:

Suppose,

( )
( )
5 2
(3-34)
5 4
s
Y s
s s
+
=
+
Then,
( ) ( )
0
5 2
lim 0.5
lim
5 4
t
s
s
y y t
s

+
# $
= = =
% &
+
' (
You may use FVT to final steady value without doing the
inverse Laplace transform; also, it may be used to check if
an inversion is correctly performed.
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2. Initial Value Theorem (IVT)
Similar to the final value theorem, initial value theorem (IVT)
can be stated as:
y sy s
s
( ) lim[ ( )] 0 =

Prof.:
dy
dt
e dt sy s y
st

=
0
0 ( ) ( )
take the limit for
s
lim lim[ ( ) ( )]
s
st
s
dy
dt
e dt sy s y

=
0
0
y sY s
s
( ) lim[ ( )] 0 =

Example:
y s
s
s s
( )
( )
=
+
+
5 2
5 4
Find y(0)?
y s
s
s s
s
s
s s
( ) lim[
( )
] lim 0
5 2
5 4
5 2
5 4
1 =
+
+
=
+
+
=

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3. Transform of an integral
It is also some times necessary to find Laplace transform of
an integral.
L f t dt f t dt e dt
t
st
t
[ ( ) ] { ( ) }
* * * *
0 0 0

=

use integration-by-part udv uv vdu

=
=

1
0 0
s
f t dt
d e
dt
st
t
{ ( ) }
( )
* *
* *
* *
0
0
0 0
( )
1 1
[( ( ) ) ]
t
t
st st
d f t dt
f t dt e e
s s dt

# $
% %
# $
% %
= +
& ' & '
( ) % %
% %
( )

0 0
1 1
0 0 ( ) ( )
st st
e f t dt f t e dt
s s


# $
= =
% &
' (

1
( ) F s
s
=
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4. 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
( )
time delay y t =
Also,
( ) ( )

s
y t e Y s

" # =
$ %
L

Motor
Heater
V
Ti=0
w
TC
1
Q
TC
2
At time t = 0,
heater turns on
delay may also
be represented
by t
d
.
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( )
( )
0
d d
d
d
f t t t t
f t
t t

#
=
$
<
%
( ) ( ) ( )
d d d
f t f t t s t t =
or
0 0
[( ( )] ( ) 0 ( )
d
d
t
st st st
d d d
t
L f t f t e dt e dt f t t e dt


= = +

=

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


= = =

( ) [ ( ) ( )] ( )
d
t s
d d d
F s L f t t s t t e F s

= =
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How to find f
d
(t) from
( ) ( )
d
t s
d
F s e F s

=
Two steps:

(1) Find f(t)
(2) Replace f(t) by

( ) ( ) ( )
d d d
f t f t t s t t =
Example exercise
2
1
( )
(4 1)(3 1)
s
e
Y s
s s

+
=
+ +
Find y(t)? (do it by yourself)