The wise are instructed by reason;

ordinary minds by experience;

the stupid, by necessity; and
brutes, by instinct.
-Cicero
A mans judgement is no better than his
information.
- from Bits & Pieces

Laplace transforms
Introduction
Review of Complex Variables and Complex functions
Laplace transformation
Inverse Laplace transformation
Partial Fraction Expansion with MATLAB
Solving DEs
Assignments (start now)

Introduction
L a p la c e
T r a n s f o r m a t io n
T im e d o m a in
u n k n o w n f ( t ) , d / d t , D if f E q s

F r e q u e n c y d o m a in
u n k n o w n F ( s ) , A lg E q s

S o lv e
D if f e r e n tia l
E q u a t io n s

S o lv e
A lg e b r a ic
E q u a t io n s

T im e d o m a in
k n o w n f(t)

F r e q u e n c y d o m a in
k n o w n F (s)

In v e rse
L a p la c e
T ra n s fo rm

Review of Complex Variables

and Complex functions
s j

Re( s )

Im( s )

s tan
| s |

s | s | cos(s ) j sin(s)
2

?, ?
s j

| s | ss
2

Review of Complex Variables

and Complex functions

|
G
(
s
)
|

?
G ( s ) Gx ( , ) G y ( , ) j
G ( s ) ?
d
G ( s s ) G ( s )
G
G ( s) lim s 0
lim s 0
ds
s
s
s j Limits are path dependent. Consider 2 paths.
G y
d
G Gx
G ( s ) lim s 0

j
ds

d
G
Gx G y
G ( s ) lim s j 0
j

ds
j

Review of Complex Variables

and Complex functions

Limits are path dependent. Consider 2 paths. If equal

G y
Gx
Gx Gy
j
j

Equating real and imaginary parts

G y
Gx G y
Gx

Cauchy-Riemann
Conditions.

Only if these two conditions are satisfied, the function G(s) is analytic.

Review of Complex Variables

and Complex functions
Points in the s plane at which the function G(s) is analytic are called
ordinary points.
Points in the s plane at which the function G(s) is not analytic are
called singular points.
Singular points at which the function G(s) or its derivatives
approach infinity are called poles.
Singular points at which the function G(s) equals zero are called
zeros.
If G(s) approaches infinity as s approaches p and if the function
G(s)(s+p)n, for n = 1, 2, 3, has a finite, nonzero value at s = -p,
then s=-p is called a pole of order n.
If n = 1, the pole is called a simple pole.

Review of Complex Variables

and Complex functions
j

e cos( ) j sin( )
Eulers Theorem
Proof: Consider the Taylor series expansions of the functions
2
3
x
x
e x 1 x L
2! 3!

2 4 6
cos 1 L
2! 4! 6!
3 5 7
sin L
3! 5! 7!

cos j sin

e j e j
Corollaries cos( )
2

e j e j
sin( )
2j

Laplace
Transformation

L [ f (t )]

t 0

f (t )e dt

t
0, t 0
st
1(t )
, L [1(t )] t 0 1(t )e dt
1, t 0

L [1(t )]

t 0

1(t )e dt

st

t 0

st

st

e dt

1
1
1 st
st

e limt e 1
s
s
t 0 s

Laplace
An !
n at
L [ At e 1(t )]
n 1
Transformation
( s a)
f (t ) A cos( t )1(t ),
j t
j t
e e

1(t )
L [ A cos( t )1(t )] L A
2

j t
e j t

e
L A
1(t ) L A
1( t )
2
2

A 1
A 1
A s j ( s j )

2 s j 2 s j 2 s j s j
As
2
2
s

Laplace
Transformation

L [ (t )] 1

Inverse Laplace Transformation

s3
F (s)
( s 1)( s 2)

Partial fraction Expansion.

Cover up Rule

A
B
F (s)

s 1 s 2
t
2 t
t
2 t

1(t )
f
(
t
)

2
e

1
)
e
f (t ) Ae Be 1(t )

s3
B
A
( s 1)
( s 1)

A:
( s 1)( s 2)
s 1 s 2

s 3
A

(
s

2)

s3
B
A ( s 1)

s 1
( s 2)
s

s3
B
A
( s 2)
( s 2)

B:

( s 1)( s 2)
s

1
s

s3
A
( s 2)
B

( s 1)
s 1

s 3
B

(
s

1)

s 2

A2

B 1

Laplace
transform of a
derivative
d

L
f (t ) sF ( s ) f (0)
dt

Note:
Lower case f indicates function
of time.
Upper case F indicates function
of s.

(Multiplication by s) =
(differentiation wrt time)

Primes and dots are often used as alternative notations for the derivative.
Dots are almost always used to denote time derivatives.
Primes might denote either time or space derivatives.
In problems with both time and space derivatives, primes are space
derivatives and dots are time derivatives.

Inverse Laplace Transformation

A
B
s3
s 3 5s 2 9 s 7
s2

F (s)
s2
s 1 s 2
( s 1)( s 2)
( s 1)( s 2)
f (t ) '(t ) 2 (t ) Ae t Be 2 t 1(t )
A and B same as in previous problem.

f (t ) '(t ) 2 (t ) 2e t e 2 t 1(t )

(Todays date: 8/29/03)

Assignment due next class period
You will receive two pieces of paper
One has Good (not necessarily perfect)
responses to the quiz questions.
The other has a different response to the quiz
questions. These may or may not have errors on
them. This page has your name on a label.

Use the notes and the Good responses to

make corrections on the quiz responses on
the page with your name on it.

Inverse Laplace Transformation

2s 12
F (s) 2
,
s 2 2 s 5 ( s 1 j 2)( s 1 j 2)
s 2s 5
2s 12
A
A
F (s)

( s 1 j 2)( s 1 j 2)
( s 1 j 2) ( s 1 j 2)
f (t ) Ae (1 j 2) t Ae (1 j 2) t 1(t )

f (t ) 2.6926e t e j (2t 1.1903) e j (2t 1.1903) 1(t )

f (t ) 5.3852e t cos(2t 1.1903) 1(t )
2s 12
A

j
2

2(1 j 2) 12
1 2.5 j 2.6926e 1.1903 j

1 j 2 1 j 2
s 1 j 2
A 2.6926e1.1903 j

Inverse Laplace Transformation

A
B
C
A
B
C
s 2 2s 3

F ( s)
2
2
3
3
s 1 ( s 1) ( s 1)
s 1 ( s 1) ( s 1)3
( s 1)
C

f (t ) 2e t t 2e t 1(t )
f (t ) Ae t Bte t t 2e t 1(t )
2

2
s
2s 3
A
B
C
3
3
( s 1)
( s 1)

3
2
3
( s 1)
s

1
(
s

1)
(
s

1)

s 2 2s 3 ( s 1) 2 A ( s 1) B C
s 2 2 s 3
( s 1) 2 A ( s 1) B C

s 1
d 2

2 s 2 s 1 0
s 2s 3
B
ds
s 1
d

d2 2

2
s

2
A 2 s 2s 3

ds

ds
s 1

s 1

C 2

2
s 1

Partial Fraction Expansion with

MATLAB
Read Section 2-6
Feel free to use MatLab to check your work.
You will not have access to MATLAB on tests.

Solving DEs
When initial
conditions are zero:

d L

dt

f ( )d ?

For non zero

initial conditions

Laplace transforms are the

primary tool used to solve DEs in
control engineering.
2

d
L
2
s
2
dt
n
d
L
n
s
n
dt

L
y (t ) sY ( s ) y (0)
dt

d2

d3

dn

L 2 y (t ) ? L 3 y (t ) ? L n y (t ) ?
dt

dt

dt

Solving DEs &

x& 3 x& 2 x 0, x(0) a, x&(0) b
s X ( s ) sx(0) x&(0) 3 sX ( s) x(0) 2 X ( s) 0
2

s 2 3s 2 X ( s ) sa b 3a
A
B
sa b 3a sa b 3a

X (s) 2
s 3s 2 ( s 1)( s 2) s 1 s 2

x(t ) Ae Be 1(t ) (2a b)e (a b)e 1(t )

sa b 3a
sa b 3a
A
B

2
s

s 1

s 2
b 2a
B b a
t

2 t

2 t

x& 2 x& 5 x 3, x(0) 0, x&(0) 0

Solving DEs &

3
s X ( s ) 2sX ( s ) 5 X ( s )
A .6
s
B

.3

.15
j
3
2
s 2s 5 X ( s )
j 2.6779
.3354e
s
3
B .3 .15 j
X (s)
s ( s 1 2 j )( s 1 2 j )
j 2.6779
.3354e
A
B
B
X (s)

s s 1 2 j s 1 2 j
2

x(t ) A Be

(1 2 j ) t

Be

1(t )

(1 2 j ) t

No js in final answer.

Assignment
Read Chapter 2.
Un-graded homework. Be able to work, without referring to the
book, A-2-2 thru A-2-7, A-2-11 thru A-2-14, A-2-17.
Graded homework, due next class. B-2-1, B-2-11, B-2-13, B-214, B-2-18 thru 23.
Quiz. Solve a differential equation similar to one in the
assignments.

A2-1

Poles

A2-2 thru A2-4, A2-10 Laplace transform

B2-1 thru B2-6

A2-5 thru A2-7

Laplace transform
theorems

B2-9

A2-8 thru A2-9

proofs

A2-11 thru A2-14

Inverse Laplace
transform

B2-11 thru B2-14

A2-15 thru A2-16

Inverse Laplace
transform MATLAB

B2-15 thru B2-17

A2-17

Solve DEs

B2-18 thru B2-23