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SYSTEM DYNAMICS
& CONTROL
LECTURE - 02
LAPLACE
TRANSFORM
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Chapter Outline
A. Aziz BAZOUNE
CH 02 Slide 3
OBJECTIVES
After completion of this Chapter, students should be able to do the following:
1.
2.
3.
4.
5.
6.
7.
A. Aziz BAZOUNE
CH 02 Slide 4
A. Aziz BAZOUNE
CH 02 Slide 5
INTRODUCTION
The strategy is to transform the difficult differential equations into simple algebraic
problems where solutions can be easily obtained.
Applying the Inverse Laplace transform to retrieve the solutions of the original
problems. This can be illustrated as follows:
L 1
A. Aziz BAZOUNE
CH 02 Slide 6
is defined as:
X s L x t
x t e stdt
(1)
0
where
Kernel of transformation
: Laplace Transform of
= 0 for
<0
x t
Im
s j
A. Aziz BAZOUNE
Re
t
CH 02 Slide 7
0
u(t ) t
Ae
Where
and
u t
for t 0
for t 0
are constants.
t
Laplace transform of
U (s) L
t
Ae
s t
Aetestdt A e
dt
0
s t
A e
s
A. Aziz BAZOUNE
A
s
CH 02 Slide 8
Step Function
0
u(t )
A
where
u t
for t 0
for t 0
where
= 0.
t
Laplace transform of
U (s) L
A. Aziz BAZOUNE
u t
Aestdt
A e
0
s t
dt Aes t
s
A
s
CH 02 Slide 9
can written as
is frequently written as 1
1( ).
u t
u t 1t
Notation
0,
u t
1,
t to
t to
or
1 t to
t
A. Aziz BAZOUNE
to
t
CH 02 Slide 10
Ramp function Consider the ramp function shown in the figure below.
0
u(t )
At
where
for t 0
for t 0
U (s) L At
At estdt
A tes tdt
0
To evaluate the above integral we use the formula for the integration by parts
u Bt
udv uv |
0 vdu
0
A. Aziz BAZOUNE
dv e
st
dt
du B
1 st
v e
s
CH 02 Slide 11
Therefore,
F (s ) L At
(0 0)
A. Aziz BAZOUNE
Ate st
st
Ate dt
|0
s
Ae
st
s2
|
0
s2
Ae st
dt
s
A
s2
CH 02 Slide 12
Pulse function
A
, for 0 t t0
u(t ) t 0
0, for t 0, t 0 t
where
and
are constants.
L u t
t0
A. Aziz BAZOUNE
t0
A st
A st
A 1 st0
A 1
A
e dt
e
e
1 e st0
t s
t0
t0 s
t0 s t0s
0
0
CH 02 Slide 13
that begins at
beginning at
that is
u(t )
Then the Laplace Transform of
A
t0
1 t
A
t0
1 t t0
( ) is
A 1 A 1 st0
A
L u t L
1t L
1 t t0 e
1 e st0
t
t
t s t s
t0s
0
0
0
A. Aziz BAZOUNE
CH 02 Slide 14
A
lim
,
u t t 0 t0
0,
for
0 t t0
for t 0, t 0 t
curve is
As the duration
CH 02 Slide 15
Referring to the transformed equation previously derived for the pulse function, i.e,
A
s t0
L u t
1
t0s
A 1 e s t0
L u t lim
t0 0
t0s
dt0
lim
t0 0
A 1 e s t0
d
t s
dt0 0
t t 0
0
t t
0
t t 0 1
A se s t0
A
lim
t0 0
s
for
t t0
for
t t0
CH 02 Slide 16
Sinusoidal Function
0
for t 0
u(t )
A sin t for t 0
where
and
are constants.
Eulers Formula.
e
e
j t
cos t j sin t
j t
cos t j sin t
A. Aziz BAZOUNE
1 j t
j t
e
e
2j
1 j t
j t
cos t e
e
2
sin t
CH 02 Slide 17
Therefore
A
L A sin t
2j
A
s j t
s j t
st
e
e
e
dt
e
dt
2j 0
0
A 1
1
A s j s j
2
2
2j s j s j 2j
s
A 2 j
A
2 j s 2 2 s 2 2
j t
j t
L A sin t
s 2 2
and
A
A
j t
j t
s j t
s j t
L A cos t e
e
e st dt e
e
dt
2 0
2 0
A 1
1 A s j s j
2
2
2 s j s j
2
s
A 2s
As
2 s 2 2 s 2 2
As
L A cos t
s 2 2
A. Aziz BAZOUNE
CH 02 Slide 18
A. Aziz BAZOUNE
CH 02 Slide 19
2,
5,
h(t )
1,
1,
0t 4
4t 7
7 t 9
t 9
h(t ) 2 u t u t 4
5 u t 4 u t 7
1 u t 7 u t 9
1 u t 9
h(t ) 2 u t 3 u t 4 6 u t 7 2 u t 9
1
e 4s
H (s ) 2 3
s
s
e 7s
6
e 9s
2
1
H (s ) 2 3e 4s 6e 7s 2e 9s
s
A. Aziz BAZOUNE
CH 02 Slide 20
A. Aziz BAZOUNE
CH 02 Slide 21
A. Aziz BAZOUNE
CH 02 Slide 22
Linearity
L u t L 1 f1 t 2 f2 t 1F1 s 2F2 s
Proof
L 1 f1 t 2 f2 t
f t f t estdt
2 2
1 1
f1 t estdt f2 t estdt
1
F1 s
Example
A. Aziz BAZOUNE
F2 s
5
3
L 5us t 3e2t 5L us t 3L e 2t
s s 2
CH 02 Slide 23
L u(t )f (t )
e st f (t )dt
u t
e st u(t )f (t )dt
s
e e su f (u )du
0
e s (u ) f (u )du
e s F (s )
Example
A. Aziz BAZOUNE
4s
e
0.5 t 4
L e us t 4
s 0.5
ME 413 SYSTEM DYNAMICS & CONTROL
CH 02 Slide 24
Multiplication by
L e t f t F s
Proof
L e t f t
Example:
et f t estdt
0
s t
f t e
dt F s
Given LT of
L sin t
F s and
2
2
s
Find LT of
sin and
s
L cos t
G s
2
2
s
cos
Solution:
L e t sin t F s
L e t cos t F s
A. Aziz BAZOUNE
s
2
s 2
CH 02 Slide 25
Differentiation
d
L f t
dt
Proof
L
f t
dt
sF s f 0
f t e st dt f t e st s f t e st dt sF s f 0
0
dt
Example
s2
4
L
cos 2t s cos 2t 1
1
L 2 sin 2t
2
2
dt
s 4
s 4
A. Aziz BAZOUNE
CH 02 Slide 26
d2
L
f t
2
dt
The notation
A. Aziz BAZOUNE
denotes
s 2F s sf 0 f 0
n 1
dn
n
n
1
n
2
L
f t s F (s ) s f (0) s
f(0) f (0)
n
dt
0 ,
0 ,
, respectively, evaluated at = 0 .
CH 02 Slide 27
Given 3x 5x 7x f t ,
Example
x 0 2, x 0 4
(1)
, of
3 s 2 X (s ) sx (0) x(0) 5 sX s x 0 7 X
(s ) F s
L x
L x
L x
L f t
3s 2 5s 7 X (s ) 3s 5 x 0 3x(0) F s
F s
3s 2 5s 7
3s 5 x 0 3 x(0)
2
3s 5s 7
Substitute for
0 = 2, 0 = 4 gives
X (s )
F s
3s 2 5s 7
A. Aziz BAZOUNE
3s 5 2 3 (4)
3s 2
5s 7
CH 02 Slide 28
Integration
t
F s
L f d
s
0
Proof
t
L f d
0
Example
Solution
Find
F s
1
1
f d e st dt f d e st f t e st dt
s 0
s 0
s
L Ad
0
and
= , therefore,
A s2
F s
A
L Ad
s
s
0
s3
A. Aziz BAZOUNE
CH 02 Slide 29
s 0
( ) are
Example
Given
F s
5
s s 2 s 2
Find
lim
Solution
Applying the (FVT) above gives
5s
5
lim f t lim
t
s 0 s s2 s 2
2
Poles are
+ +2=0
1
7
=
2
2
CH 02 Slide 30
Given
F s
5 s 3 s 4
s s 2 s 6
or
Solution
Applying the (IVT) above gives
5 s s 3 s 4
f 0 lim SF s lim
s
s s s 2 s 6
A. Aziz BAZOUNE
5s 3
5
lim
s
s 3
CH 02 Slide 31
u s t
u r t
1.0
1.0
t
Time
L t 1
A. Aziz BAZOUNE
t
Time
1
L u s t
s
1.0
Time
L u r t
1
s2
CH 02 Slide 32
EXAMPLE
Find Laplace Transform (LT) of
mx cx kx f t
L x t sX s x 0
L x t s 2 X s sx 0 x 0
Therefore,
m s 2X s sx 0 x 0 c sX s x 0 kX s F s
Solving for
X s
A. Aziz BAZOUNE
F s
ms 2 cs k
ms c x 0 mx 0
ms 2 cs k
CH 02 Slide 33
X s
F s
1
2
ms cs k
H s
where
x t L
A. Aziz BAZOUNE
X s H s F s
or
1
ms 2 cs k
X s L
F s
ms cs k
CH 02 Slide 34
USE OF MATLAB
Matlab performs Laplace transform symbolically. Thus, you need to first define the variable t
and s as a "symbol".
Example I
>> syms t s
f (t ) 5e t
You may want to carry out the transformation by hand (or using Laplace transform table) to verify this result.
A. Aziz BAZOUNE
f (t ) 5e t
is
F s L f (t ) 5 (s 1)
CH 02 Slide 35
Example II
f (t ) 1.25 3.5te 2t 1.25e2t
To make the expression more read able one can use the commands, simplify and pretty.
>> simplify(F)
% pretty is the built in function for a more readable form the expression of f(t)
Therefore,
F (s ) s 5 s s 2
CH 02 Slide 36
= L
, i.e.,
( )
Several methods are available for finding the inverse Laplace transforms
A. Aziz BAZOUNE
1.
2.
CH 02 Slide 37
, the (LT) of
+
,
A. Aziz BAZOUNE
,
,
+L
where
( ) =L
,
,
+
,
+
+
are
+L
the
inverse
Laplace
transform
, respectively.
CH 02 Slide 38
and
= deg
< deg
are polynomials in .
Notice that applying the partial-fraction expansion technique in the search for the
inverse (LT) of
must be known in
advance.
Consider
where
for each
,,
or
and
, ,,
+
+
in
+
+
+
+
or
, respectively.
.
CH 02 Slide 39
Notice that if the degree of the numerator is greater than (or equal to) that of the
denominator, then polynomial division must be performed so that the remainder
polynomial is of a lower degree than
For instance,
+2
= +
+1
A. Aziz BAZOUNE
+2
,
+1
deg
+ 2 < deg
+1
CH 02 Slide 40
Solution
Zeros of
: values of
( )=
: values of
+1
The partial fraction expansion of
( )=
where
and
A. Aziz BAZOUNE
+3
+1
+2
that make
+2 =0
+2
3
undefined
1, 2
is
+1
+1
=0
that make
+3=0
Poles of
+3
+2
CH 02 Slide 41
+3
( )=
+1
+2
Thus
+1
+3
+1
+3
+1
+2
and
( ) =L
+2
( )=
=L
+2
2
+
+1
2
+1
+L
+1
+3
+2
+3
+1
+2
=
1+3
=2
1+2
2+3
=
2+1
=2
1
+2
1
+2
The above partial fraction can be performed by the of MATLAB. residue function
[r,p,k] = residue(num,den)
A. Aziz BAZOUNE
CH 02 Slide 42
( )=
Solution
Poles of
+1
are
+ 2 = 0 or
1, 2
Since the degree of the numerator is higher than that of the denominator polynomial, we must
divide the numerator by the denominator
= +2+
Notice that L
= 1 and L
+3
+1
A. Aziz BAZOUNE
=s+2+
1
+2
+2
2
+1
is given by
+2
+2
CH 02 Slide 43
( )=
2 + 12
+2 +5
Im
2
2
S1 1 j 2
16
1 2
=
=
A. Aziz BAZOUNE
+1+ 2
2 + 12
+1+ 2
+1
+1
Re
S 2 1 j 2
CH 02 Slide 44
and
+ 1 + 2 2 + 12
|
+1+ 2
+1
2
+1
2 2 + 12
|
+1+ 2
+1
2
Notice that
=
=
1
1
2 + 12
10
4
=
=1
2+1
2
4
5
2
1 + 2 + 12
10 + 4
5
=
=1+
1+ 2+1+ 2
+4
2
and
into the
expression of ( )
5
5
1
+
2 + 12
2 +
2
=
+2 +5
+1+ 2
+1
2
1
( )=
=L
( ) = 1
=
A. Aziz BAZOUNE
5
2
5
+ 1+
2
5
2
5
+
2
CH 02 Slide 45
j 2t
j 2t
j 2t
j 2t
e
e
e
t
f t 2e t
j
5
e
2
2
j 2t
j 2t
e j 2t
e j 2t
t e
t e
f t 2e
5e
2
2
j
cos 2 t
sin 2 t
f t 2e t cos 2t 5e t sin 2t
A. Aziz BAZOUNE
CH 02 Slide 46
and
( )=
+
+
+2
+2
( )=
+2
+
+
+
+
cos
+
+
+
+
( ) = L
= L
A. Aziz BAZOUNE
=0
Therefore,
+
+
sin
+
+
+
+
+
should be
memorized
CH 02 Slide 47
2 s 12
2 s 12
2 s 12
2
2
s 2 2 s 5 s
2
s
4
s
1
22
F (s)
s 1
Thus we have
expression of
= 1,
22
gives
d ca a t
f t L 1 F ( s ) ce a t cos t
e sin t
12 2 1 t
2e t cos 2t
e sin 2t
2
Similar Solution
5
obtained before !
f t e t 2cos 2t 5sin 2t
A. Aziz BAZOUNE
CH 02 Slide 48
It is clear that
Hence
( )=
= 0 gives
= 1 is repeated 3 times
or is a pole of multiplicity 3
1, 1, 1
( )=
where
+2 +3
+1
and
+2 +3
=
+1
+1
+1
A. Aziz BAZOUNE
+1
Then, letting
+1
+1 +
+1
(E1)
+1
CH 02 Slide 49
+1
If we let
+2
gives
+1
(E2)
+1
we obtain
1
=
2!
+1
+1
A. Aziz BAZOUNE
=2
CH 02 Slide 50
Therefore,
=
+1
+1
+2 +3
1
=
2!
+2 +3
+1
+1
= 2
1
=
2!
1
2!
Hence,
( )=
2 +2
2
+1
+1
=
0
+1
1
2
2!
+
+2
1 +3=2
+2 +3
+1
+1
= 2 +2
+1
=
1 +2 =0
+2 +3
+1
=1
1
+1
and
=L
A. Aziz BAZOUNE
( ) =
0
CH 02 Slide 51
resi2(U,V,POLE,N,K) returns the residue of a repeated pole of order N and the K-th power
denominator of [1 -pole], where U and V represent the original polynomial ratio U/V.
For example, if P is a pole of multiplicity 2, then this routine should be called twice with N = 2,
first using K = 1, then K = 2. If K is not provided, it defaults to N. If N is not provided, it
defaults to 1.
resi2 is used by RESIDUE to compute the partial fraction expansion of repeated poles.
A. Aziz BAZOUNE
CH 02 Slide 52
dt
dy
8y 2,
dt
y (0) y(0) 0
s 2 6s 8 Y s 2
arrange terms
Y (s )
Finding ,
and
is left as
Y (s )
Y (s )
2
s (s 2)(s 4)
s
(s 2)
(s 4)
1 4
s
1 2
(s 2)
1 4
(s 4)
1 e 2t
e 4t
y(t )
4
2
4
CH 02 Slide 53
= ,
0 = 1,
0 =1
Step 1: Take Laplace Transform (LT) of both sides of the above equation:
s 2 Y ( s ) sy (0) y (0) Y
( s ) 1
/ s2
y
L
L
t
L y
+ 1 ( ) =
0 = 1,
( )=
( )=
( )=
+ +1
Let
Therefore
1
+1
1
+
+1
( ) = L
A. Aziz BAZOUNE
+1
1
+1
+1
1
+1
1
+1
1
1
= +
+1
+ L
+1
+1
= + cos( )
CH 02 Slide 54
The diagram below summarizes the approach followed in solving the previous IVP.
y y t,
y 0 1,
y (t ) L
1
s 2 L
y (t ) t cos(t )
A. Aziz BAZOUNE
L
y ' 0 1
s 1
2
s 2 Y ( s ) sy (0) y '(0) Y
(
s
)
1
/
s
L y L t
L
y
L 1
1
s
Y (s ) 2 2
s
s 1
CH 02 Slide 55
x 4x 3x e t , x 0 x 0 1
s 2 X s sx 0 x 0 4 sX s x 0 3X s L e t
s 2X s s 1 4 sX s 1 3 Xs s 1 1
2
Solving for
X s
s 6s 6
s 1 s 2
s 2 6s 6
Use Partial Fractions
s 1 s 3
4s 3
s 6s 6
2
s 1 s 3
A
B
C
s 1 s 1 2 s 3
7 4
12
3 4
X s
2
s 1
s
3
s 1
7
=
4
A. Aziz BAZOUNE
1
+
2
s 1 s 3 0
3
4
s 1, 1
1,2
s3 3
Finding A, B and
C is left as an
exercise for the
student !
CH 02 Slide 56
Solution
(EOM):
mx cx kx F t
(I. Cs):
x 0 x 0 0;
Expression of f(t):
F t F0 u t u t t0
Expression of F(s):
F s
F0
t0s
1
A. Aziz BAZOUNE
ms
cs k X s
F0 1 e t 0s
CH 02 Slide 57
X s
where
X1 s
1 et s F0
0
s ms cs k
F0
s ms cs k
2
X1 s X 2 s
X2 s
F0e t0s
s ms cs k
2
X1 s et0s
ms 2 cs k s 2 2s 5 0 s1,2 1 j 2
Since the poles of the second order polynomial of the denominator are complex conjugates, we
can complete the square of the denominator as follows
2
s 2s 5 s 2s 1 4 s 2s 1 2 s 1 22
2
and
X1 s
A. Aziz BAZOUNE
F0
s ms cs k
2
F0
s s 1 22
1
s
1s 1
2
s 1 22
CH 02 Slide 58
X1 s
F0
s s 1 22
1
s
1s 1
2
s 1
22
Coefficients of the RHS = Coefficients of the LHS on the above equation, therefore
F0 1 s 2 2s 5 1s 2 1s
coefficients of s 0 : F0 51
F0 1 1 s 2 21 1 s 51
coefficients of s 1 : 21 1 0
coefficients of s 2 : 1 1 0
1 F0 5
1 21 2 F0 5
1 1 F0 5
F0
s s 1 22
Therefore
A. Aziz BAZOUNE
x1 t
F0
5
F0 5
s
F 5
F0
F0
s 2
s 1
1
2
0
5 s 1 2 22
s
5 s 1 2 22
2 s 1 2 22
F0
F0 t
1 t
1
t
e
cos
2
t
e
sin
2
t
e
cos
2
t
sin
2
t
5
2
5
2
CH 02 Slide 59
Similarly
X2 s
F0e t0s
s ms 2 cs k
X1 s e t0s
L f t t0 1 t t0 F s e t0 s
L1 F s e t0 s f t t0 1 t t0
Apply the shifting theorem to the expression of X2(s), one can obtain
x2 t
F0
1
1 e t t0 cos 2 t t0 sin 2 t t0
5
2
x t x1 t x 2 t
F0
1
1 e cos 2t sin 2t
x t
5
2
F
1
t t
0 1 e 0 cos 2 t t0 sin 2 t t0 ,
5
2
A. Aziz BAZOUNE
t t0
CH 02 Slide 60
y y u t ,
Solution
y 0 1, y 0 0
u t t 2
s 2Y s sy 0 y 0 Y s e 2s
y 0 0
s 2Y s s Y s e 2s
Solving for
gives
Y s
s
2
s 1
e2s
s2 1
y t cos t sin t 2 u t 2
cos t
0 t 2
y t
cos(t ) sin(t ), t 2
A. Aziz BAZOUNE
CH 02 Slide 61
CH 02 Slide 62
y a, y b
(1)
Solution (I)
Assume y 0 y 0 , y 0 y0
Solve the IVP in terms of
Substitute
unknowns
Find
A. Aziz BAZOUNE
and
0 =
, 0 =
to get
( )=
CH 02 Slide 63
y 3y 2y e t ,
y 0 4, y 0 5
Solution
Define necessary symbolic variables
>> syms s t Y
Define the RHS function and find its Laplace transform
>> f = exp(-t)
>> F= laplace(f,t,s)
Find Laplace transform of the first derivative: Y1
>> Y1 = s*Y 4
% Remember
0 =4
% Remember
L dy dt sY s y 0
L d 2y dt 2 s 2Y s sy 0 y 0
0 =5
Set the LT of the LHS minus the RHS to zero and solve for Y
>> Sol = solve(Y2 + 3*Y1 + 2*Y F, Y)
Find the inverse LT of the solution
>> sol = ilaplace(Sol,s,t)
A. Aziz BAZOUNE
CH 02 Slide 64
y 3y 2y e t ,
y 0 4, y 0 5
Solution
syms s t Y
f = exp(-t)
F= laplace(f,t,s)
Y1=s*Y - 4
Y2=s*Y1 5
Sol = solve(Y2 + 3*Y1 +2*Y F, Y)
sol = ilaplace(Sol,s,t)
The solution is given by Matlab as:
y t 12e t 8e 2t te t
http://edu.levitas.net/Tutorials/Matlab/controlsys.html
A. Aziz BAZOUNE
CH 02 Slide 65
https://www.youtube.com/watch?v=4Mr7aEHQr8E
https://www.youtube.com/watch?v=6gvq54tXu3g
https://www.youtube.com/watch?v=vzah6M-yxHg
http://www.emathhelp.net/notes/differential-equations/laplace-transform/solvingivps-with-laplace-transform/
A. Aziz BAZOUNE
CH 02 Slide 66