Solution of ODEs using Laplace Transforms

Process Dynamics and Control

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 Linear ODEs
■  For linear ODEs, we can solve without integrating by
using Laplace transforms

■  Integrate out time and transform to Laplace domain

Integration
Multiplication

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 Common Transforms
Useful Laplace Transforms
1. Exponential

2. Cosine

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 Common Transforms

Useful Laplace Transforms

3. Sine

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 Common Transforms
Operators
1. Derivative of a function, ,

2. Integral of a function

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 Common Transforms

Operators
3. Delayed function

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 Common Transforms

Input Signals
1. Constant

2. Step

3. Ramp function

Z 1 st 1 Z 1
st ate ae st a
L [f (t)] = ate dt = + dt = 2
0 s 0 0 s s

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 Common Transforms
Input Signals
4. Rectangular Pulse

5. Unit impulse

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 Laplace Transforms
Final Value Theorem

Limitations:

Initial Value Theorem

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 Solution of ODEs
We can continue taking Laplace transforms and generate a
catalogue of Laplace domain functions.

The final aim is the solution of ordinary differential

equations.

Example
Using Laplace Transform, solve

Result

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 Solution of ODEs
Cruise Control Example

Speed (v)

Friction Force of
Engine (u)

➤  Taking the Laplace transform of the ODE yields (recalling the Laplace
transform is a linear operator)

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 Solution of ODEs
■  Isolate

and solve

➤ If the input is kept constant

its Laplace transform

➤ Leading to

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 Solution of ODEs
■  Solve by inverse Laplace transform: (tables)

➤  Solution is obtained by a getting the inverse Laplace transform

from a table
➤ Alternatively we can use partial fraction expansion to compute
the solution using simple inverse transforms

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 Solution of Linear ODEs
■  DC Motor

■  System dynamics describes (negligible inductance)

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 Laplace Transform
■  Expressing in terms of angular velocity

➤ Taking Laplace Transforms

➤ Solving

➤ Note that this function can be written as

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 Laplace Transform
Assume then the transfer function gives directly

Cannot invert explicitly, but if we can find such that

we can invert using tables.

Need Partial Fraction Expansion to deal with

such functions

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 Linear ODEs

We deal with rational functions of the form where degree of

> degree of

is called the characteristic polynomial of the function

The roots of are the poles of the function

Theorem:
Every polynomial with real coefficients can be factored into the
product of only two types of factors
➤  powers of linear terms and/or
➤  powers of irreducible quadratic terms,

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 Partial fraction Expansions
1. has real and distinct factors

expand as

2. has real but repeated factor

expanded

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 Partial Fraction Expansion
Heaviside expansion

For a rational function of the form

Constants are given by

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 Partial Fraction Expansion
Example

The polynomial

has roots

It can be factored as

By partial fraction expansion

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 Partial Fraction Expansion
By Heaviside

➤  becomes

➤ By inverse laplace

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 Partial Fraction Expansion
Heaviside expansion

For a rational function of the form

Constants are given by

✓ ◆
d n p(s)
↵n 1 = (s + b)
ds q(s) s= b

n
✓ ◆
1 d n p(s)
↵1 = (s + b)
n! dsn q(s) s= b
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 Partial Fraction Expansion
Example

The polynomial

has roots

It can be factored as

By partial fraction expansion

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 Partial Fraction Expansion
By Heaviside

➤  becomes

➤ By inverse laplace

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 Partial Fraction Expansion
3. has an irreducible quadratic factor

➤  Gives a pair of complex conjugates if

➤  Can be factored in two ways

a)  is factored as

b)  or as

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 Partial Fraction Expansion
Heaviside expansion

For a rational function of the form

Constants are given by

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 Partial Fraction Expansion

Example

The polynomial

has roots

It can be factored as

By partial fraction expansion

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 Partial Fraction Expansion
By Heaviside,

which yields

Taking the inverse laplace

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 Partial Fraction Expansion
The inverse laplace

Can be re-arranged to

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 Partial Fraction Expansion

Example

The polynomial

has roots

It can be factored as ( )

Solving for A and B,

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 Partial Fraction Expansion
Equating similar powers of s in,

yields

hence

Giving

Taking the inverse laplace

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 Partial Fraction Expansions
Algorithm for Solution of ODEs

➤ Take Laplace Transform of both sides of ODE

➤ Solve for

➤ Factor the characteristic polynomial

➨  Find the roots (roots or poles function in Matlab)
➨  Identify factors and multiplicities
➤ Perform partial fraction expansion
➤ Inverse Laplace using Tables of Laplace Transforms

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 Partial Fraction Expansion
■  For a given function

■  The polynomial has three distinct types of roots

➤ Real roots
➨  yields exponential terms
➨  yields constant terms

➤ Complex roots
➨  yields exponentially weighted sinusoidal
signals
➨  yields pure sinusoidal signal

■  A lot of information is obtained from the roots of

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