CHE3007S Block3

Lecture 2
Laplace Transforms and Differential Equations
Overview
• What are Laplace Transforms?
• Why and where do we use Laplace transforms in process control?
• How do we solve differential equations using Laplace Transforms?
Additional Reading / Learning
Sections of textbook by Seborg et al. to study:
• Appendix A – 3rd Editions
• Chapter 3 – 4th Editions

Additional YouTube videos (For interest)

• 3Blue1Brown - youtube.com/watch?v=r6sGWTCMz2k
• Steve Brunton - youtube.com/watch?v=7UvtU75NXTg
Process Dynamics
We cannot control a process with out understanding it’s dynamics.

The dynamics of any system is derived from:

𝑑𝑚
• Mass balances - 𝑑𝑡
= 𝑚𝑖𝑛 − 𝑚𝑜𝑢𝑡 + 𝑚𝑅𝑥𝑛

𝑑𝑈
• Energy balances - = 𝑚෡
𝐻−𝑄+𝑊
𝑑𝑡
What are Laplace Transforms?
“There are no magic wands in mathematics, but Laplace transforms are
the closest we get”

Laplace transforms allow us to simplify difficult problems:

• Convert PDEs to ODEs
• Converts ODEs to algebraic equations
Laplace Transforms background
Joseph Fourier tried to solve the heat equation

𝜕𝑇
= 𝛼∇2 𝑇
𝜕𝑡

Video 1: Brining two rods of different temperatures together (Created with Manim by Grant Sanders from 3b1b)
Laplace Transforms background
Fourier Series
Can we use sin and cos to approximate other functions?

𝜕𝑇
= 𝛼∇2 𝑇
𝜕𝑡

Video 2: Approximating step change with sin and cos waves (Created with Manim by Grant Sanders from 3b1b)
Laplace Transforms background
Fourier Series
Can we use sin and cos to approximate other functions?

𝑒 𝑖𝜃 = 𝑐𝑜𝑠𝜃 + 𝑖 𝑠𝑖𝑛𝜃

𝜕𝑇
= 𝛼∇2 𝑇
𝜕𝑡

Figure 1: Approximating step change with sin and cos waves (Created with Manim by Grant Sanders from 3b1b)
Laplace Transforms background
Fourier Series

Video 3: Approximating unique shapes with oscillating circles (Created with Manim)
What are Laplace Transforms?
∞
𝐹 𝑠 =ℒ 𝑓 𝑡 = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
0
s Domain t Domain

Equations in the s-domain can be solved with simple manipulation for F(s) and
converted back to the time domain to give a function f(t)
• Laplace transform is a linear operator
• the transform of the sum is the sum of the transform
• ℒ 𝑓 𝑡 + 𝑔(𝑡) = ℒ 𝑓 𝑡 + ℒ 𝑔(𝑡)
• Can only be applied to continuous functions
• Can only be applied to linear functions (Recall linearization from 2nd year maths)
What are Laplace Transforms?
1 𝛼+𝑖∞
𝑓 𝑡 = ℒ −1 𝐹 𝑠 = න 𝐹 𝑠 𝑒 𝑠𝑡 𝑑𝑠
2𝜋𝑖 𝛼−𝑖∞
t Domain s Domain

Equations in the s-domain can be solved with simple manipulation for F(s) and
converted back to the time domain to give a function f(t)
• Laplace transform is a linear operator
• the transform of the sum is the sum of the transform
• ℒ 𝑓 𝑡 + 𝑔(𝑡) = ℒ 𝑓 𝑡 + ℒ 𝑔(𝑡)
• Can only be applied to continuous functions
• Can only be applied to linear functions (Recall linearization from 2nd year maths)
 ∞
ℒ𝑓 𝑡 = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
Laplace tables 0

f(t) F(s)

𝑎
𝑎
𝑠
1
𝑒 𝑎𝑡
𝑠−𝑎

𝛿(𝑡) 1

1
𝑆(𝑡)
𝑠
1
𝑡
𝑠2
𝑛−1 !
𝑡 𝑛−1
𝑠𝑛
𝑑𝑓
𝑠𝐹 𝑠 − 𝑓(0)
𝑑𝑡
 ∞
ℒ𝑓 𝑡 = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
Laplace Example 1 0

𝑓 𝑡 =𝑎

∞ 𝑒 −𝑠∞ 𝑒 −𝑠0
ℒ𝑎 = ‫׬‬0 𝑎𝑒 −𝑠𝑡 𝑑𝑡 = 𝑎(
−𝑠
-
−𝑠
)

𝑎
𝐹 𝑠 = ℒ𝑎 =
𝑠
 ∞
ℒ𝑓 𝑡 = න 𝑓 𝑡 𝑒 −𝑠𝑡 𝑑𝑡
Laplace Example 2 0

𝑑𝑓
𝑓 𝑡 =
𝑑𝑡
න 𝑢 𝑣 𝑑𝑥 = 𝑢 න 𝑣 𝑑𝑥 − න 𝑢′ න 𝑣𝑑𝑥 𝑑𝑥
∞
𝑑𝑓 −𝑠𝑡
ℒ𝑓 𝑡 =න 𝑒 𝑑𝑡
0 𝑑𝑡
∞
ℒ 𝑎 = 𝑒 −𝑠∞ 𝑓 ∞ − 𝑒 −𝑠0 𝑓 0 + 𝑠 න 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 𝐹 𝑠
0

𝑑𝑓
𝐹 𝑠 = ℒ = 𝑠𝐹 𝑠 − 𝑓(0)
𝑑𝑡
Example 1
Solve the following differential equation using Laplace transforms given
the boundary conditions:
𝑑𝑦
5 + 4𝑦 = 2 𝑦 0 =1
𝑑𝑡

1) Convert to the s domain (Laplace transforms):

𝑑𝑦
ℒ 5 + 4𝑦 =ℒ 2
𝑑𝑡

𝑑𝑦
ℒ 5 + ℒ 4𝑦 =ℒ 2
𝑑𝑡
Example 1
𝑑𝑦 𝑦 0 =1
5 + 4𝑦 = 2
𝑑𝑡

1) Convert to the s domain (Laplace transforms):

𝑑𝑦
ℒ 5 + ℒ 4𝑦 =ℒ 2
𝑑𝑡

2
5 sF s − y 0 + 4𝐹 𝑠 =
𝑠

2
5sF s − 5 + 4𝐹 𝑠 =
𝑠
Example 1
𝑑𝑦 𝑦 0 =1
5 + 4𝑦 = 2
𝑑𝑡

2) Rearrange to get F(s)

2
5sF s − 5 + 4𝐹 𝑠 =
𝑠
2
5𝑠𝐹 𝑠 + 4𝐹 𝑠 = + 5
𝑠
2
+5
𝐹 𝑠 = 𝑠
5𝑠 + 4
Example 1
𝑑𝑦 𝑦 0 =1
5 + 4𝑦 = 2
𝑑𝑡

3) Use partial fractions and algebra to create recognizable terms:

2
+5 1 1
𝐹 𝑠 = 𝑠
𝑠(𝜏𝑠 + 1) 𝜏𝑠 + 1
5𝑠 + 4
2 5
𝐹 𝑠 = +
𝑠(5𝑠 + 4) 5𝑠 + 4
2 5
𝐹 𝑠 = +
5 5
4𝑠( 𝑠 + 1) 4( 𝑠 + 1)
4 4
Example 1
𝑑𝑦 𝑦 0 =1
5 + 4𝑦 = 2
𝑑𝑡

4) Convert back to the t domain (Inverse Laplace transform):

2 5
𝐹 𝑠 = +
5 5
4𝑠( 𝑠 + 1) 4( 𝑠 + 1)
4 4
2 5
ℒ −1 𝐹 𝑠 = ℒ −1 + ℒ −1 [ ]
5 5
4𝑠 𝑠+1 4 𝑠+1
4 4
1 4𝑡
−5
−4𝑡
𝑦 = 1−𝑒 +𝑒 5
2
Initial and Final value theorem
Given a function f(t):
• The initial value f(0) can be specified as:
lim 𝑓 𝑡 = lim 𝑠𝐹(𝑠)
𝑡→0 𝑠→∞

• The final value f(∞) can be specified as:

lim 𝑓 𝑡 = lim𝑠𝐹(𝑠)
𝑡→∞ 𝑠→0
Example 2
Solve the following differential equation using Laplace transforms given
the boundary conditions:
𝑑2 𝑦 𝑑𝑦
+5 + 4𝑦 = 0 𝑦 0 =2 𝑦 ′ (0) = −5
𝑑𝑡 2 𝑑𝑡

1) Convert to the s domain (Laplace transforms):

𝑑2 𝑦 𝑑𝑦
ℒ +5 + 4𝑦 =ℒ 0
𝑑𝑡 2 𝑑𝑡

𝑑2 𝑦 𝑑𝑦
ℒ +ℒ 5 + ℒ 4𝑦 =ℒ 0
𝑑𝑡 2 𝑑𝑡
Example 2
𝑑2 𝑦
+5
𝑑𝑦
+ 4𝑦 = 0 𝑦 0 =2 𝑦 ′ (0) = −5
𝑑𝑡 2 𝑑𝑡

1) Convert to the s domain (Laplace transforms):

𝑑2 𝑦 𝑑𝑦
ℒ +ℒ 5 + ℒ 4𝑦 =ℒ 0
𝑑𝑡 2 𝑑𝑡

𝑠 2 𝐹 𝑠 − 𝑠𝑦 0 − 𝑦 ′ 0 + 5 𝑠 𝐹 𝑠 − 𝑦 0 + 4𝐹 𝑠 = 0

2) Rearrange to get F(s)

2𝑠 + 5
𝐹 𝑠 = 2
𝑠 + 5𝑠 + 4
Example 2
𝑑2 𝑦
+5
𝑑𝑦
+ 4𝑦 = 0 𝑦 0 =2 𝑦 ′ (0) = −5
𝑑𝑡 2 𝑑𝑡

3) Use partial fractions and algebra to create recognizable terms:

2𝑠 + 5
𝐹 𝑠 = 2
𝑠 + 5𝑠 + 4

2𝑠 + 5
𝐹 𝑠 =
(𝑠 + 4)(𝑠 + 1)

1 1
𝐹 𝑠 = +
(𝑠 + 4) (𝑠 + 1)
Example 2
𝑑2 𝑦
+5
𝑑𝑦
+ 4𝑦 = 0 𝑦 0 =2 𝑦 ′ (0) = −5
𝑑𝑡 2 𝑑𝑡

4) Convert back to the t domain (Inverse Laplace transform):

1 1
𝐹 𝑠 = +
(𝑠 + 4) (𝑠 + 1)

1 1
ℒ −1 [𝐹 𝑠 ]= ℒ −1 [ −1
]+ℒ [ ]
𝑠+4 𝑠+1

𝑓 𝑡 = 𝑦 = 𝑒 −4𝑡 + 𝑒 −𝑡