Solution of ODEs using Laplace Transforms

Process Dynamics and Control

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

Common Transforms
Useful Laplace Transforms
3. Sine

Common Transforms
Operators
1. Derivative of a function,

2. Integral of a function

Common Transforms
Operators
3. Delayed function

Common Transforms
Input Signals
1. Constant

2. Step

3. Ramp function

Common Transforms
Input Signals
4. Rectangular Pulse

5. Unit impulse

Laplace Transforms
Final Value Theorem

Limitations:

Initial Value Theorem

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
> degree of

where 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

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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
Real roots

Complex roots

has three distinct types of roots

yields exponential terms
yields constant terms

yields exponentially weighted sinusoidal

signals
yields pure sinusoidal signal

A lot of information is obtained from the roots of

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