Appendix A: Laplace Transforms

Important analytical method for solving linear ordinary

differential equations.
equations
- Application to nonlinear ODEs? Must linearize first.
Laplace transforms play a key role in important process
control concepts and techniques.
- Examples:
Transfer functions
Control system analysis and design
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Definition
The Laplace transform of a function, f(t), is defined as
F (s) L

f ( t ) 0

t e s t d t

( 3 -1 )

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, 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 L1 F s

Important Properties:
Both L and L-1 are linear operators.
operators Thus,
Thus
L ax t by t aL x t bL y t
aX s bY s

(3-3)
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where:
- x(t) and y(t) are arbitrary functions
- a and b are constants
- X ( s ) Lx(t) and

Y ( s ) L y(t)

Similarly,
L1 aX s bY s a x t b y t

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),
L a

a
ae st dt e st
s

a a
0
s s

(3-4)

2. Step Function
The unit step function is widely used in the analysis of
process control problems. It is defined as:
f t0
0 for
S (t )
1 for t 0

(3 5)

Because the step function is a special case of a constant, it

follows from ((3-4)) that
L S t

1
s

(3-6)

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
df
L sF s f 0
dt

(3-9)

initial condition at t = 0
Similarly, for higher order derivatives:
dn f
1
L n s n F s s n1 f 0 s n 2 f 0
dt
n2
n 1
(3-14)
... sf 0 f 0

where:
- n is an arbitrary positive integer

dk f
f (0) k t 0
dt
Special Case: All Initial Conditions are Zero
(k )

Suppose
Then

1
n 1
f 0 f 0 ... f 0 .

dn f
L n
dt

n
s F s

In process control problems, we usually 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
bt
Consider f t e
where b > 0. Then,

b s t
L ebt ebt e st dt e dt

0
0

1 b s t
1
e

bs
sb
0

(3-16)

5. Time Delay or Deadtime

Time delays occur due to the transportation lag (transport of
material or heat). The delayed signal can be represented as:
y t

Also,

time delay

L y t e sY s
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6. Rectangular Pulse Function

It is defined by:
0 for t 0

f t h for
o 0 t tw
0 for t t
w

(3-20)
(3 0)

f t

tw

Time, t
The Laplace transform of the rectangular pulse is given by
F s

h
1 e t w s
s

(3-22)

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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, tw, goes to zero but holding
the area under the pulse constant at one. (i.e., let h 1 )
tw
Let (t ) impulse
Let,
l function
f
Then, L t 1

Solution of ODEs by Laplace Transforms

Procedure:
1 Take the L of both sides of the ODE
1.
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 3.1 Laplace Transforms for Various Time-Domain Functions

f(t)

F(s)

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Example 3.1
Solve the ODE,
5

dy
4y 2
dt

y 0 1

First take L of both sides of (3-26),

First,
(3 26)
5 sY s 1 4Y s

Rearrange,
Y s

Take L-1,
From Table 3.1,

5s 2
s 5s 4

(3-26)

2
s
(3-34)

5s 2
y t L1

s 5s 4
y t 0.5 0.5e0.8t

(3-37)
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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).
y(t)

Example:
Y s

s5
s 1 s 4

(3-41)

Perform a partial fraction expansion (PFE)

s5
1 2
s 1 s 4 s 1 s 4

(3-42)

where coefficients 1 and 2 have to be determined.

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

1

s5
s4

s 1

4
3

To find 2 : Multiply both sides by s + 4 and let s = -44

2

s5
s 1

s 4

1
3

A General PFE
Consider a general expression,
Y s

N s
Ds

N s
n

s bi

(3-46a)

i 1

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Here D(s) is an n-th order polynomial with the roots s bi all

being real numbers which are distinct so there are no repeated roots.
The PFE is:

Y s

N s
n

s bi

i 1

s bi

(3-46b)

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
ii) Repeated roots (e.g., b1 b2 3 )

For these situations, the PFE has a different form. See the textbook
(pp. 61-64) or your MATHS 205 text for details.

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Example 3.2 (continued)

Recall that the ODE,
y 6
y 11y 6 y 1 , with zero initial
conditions resulted in the expression
Y s

s s3 6s 2 11s 6

(3-40)

The denominator can be factored as

s s 3 6s 2 11s 6 s s 1 s 2 s 3

(3-50)

Note: Normally, numerical techniques are required in order to

calculate
l l t the
th roots.
t
The PFE for (3-40) is
Y s

1
1 2 3 4 (3-51)
s s 1 s 2 s 3 s s 1 s 2 s 3
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Solve for coefficients to get

1
6

1
2

1
2

1 , 2 , 3 , 4

1
6

(For example, find , by multiplying both sides by s and then

setting s = 0.)
Substitute numerical values into (3-51):
Y (s)

1/ 6 1/ 2 1/ 2 1/ 6

s
s 1 s 2 s 3

Take L-1 of both sides:

1/ 6 1 1/ 2 1 1/ 2 1 1/ 6
L1 Y s L1
L
L
L
s
s 1
s 2
s 3

From Table 3.1,

y t

1 1 t 1 2t 1 3t
e e e
6 2
2
6

(3-52)
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Important Properties of Laplace Transforms

1. Final Value Theorem
The final value theorem (FVT) can be used to find the steadystate value of a closed loop system (providing that a steady-state
value exists).
Statement of FVT:
lim y t lim sY s
t

s 0

pro iding that the limit exists

providing
e ists (is finite) for all
Re s 0, where Re (s) denotes the real part of complex
variable, s.

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Example:
Suppose,
Y s

5s 2
s 5s 4

(3-34)

Then,
5s 2
y lim y t lim
0.5
t
s 0 5 s 4

2. Initial Value Theorem

Analogous to the FVT, the initial value theorem (IVT) can be
stated as:
lim y t lim sY s
t

s 0

Provided that y(t) is continuous.

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