The Laplace Transform is typically credited with taking
dynamical problems into static problems. Recall that the
Laplace Transform of the function hh is
ℒhs≡∫0∞ⅇ-sthtdt
.
ℒ
h
s
t
0
s
t
h
t
.
MATLAB is very adept at such things. For example:
>> syms t
>> laplace(exp(t))
ans = 1/(s-1)
>> laplace(t*(exp(-t))
ans = 1/(s+1)^2
The Laplace Transform of a matrix of functions is simply the
matrix of Laplace transforms of the individual elements.
ℒⅇttⅇ-t=1s−11s+12
ℒ
t
t
t
1
s
1
1
s
1
2
Now, in preparing to apply the Laplace transform to our equation from
the dynamic strang quartet module:
x
′=Bx+g
,
x
B
x
g
,
we write it as
ℒddtx=ℒBx+g
ℒ
t
x
ℒ
B
x
g
(1)
and so must determine how
ℒℒ acts on derivatives
and sums. With respect to the latter it follows directly from
the definition that
ℒBx+g=ℒBx+ℒg=Bℒx+ℒg
.
ℒ
B
x
g
ℒ
B
x
ℒ
g
B
ℒ
x
ℒ
g
.
(2)
Regarding its effect on the derivative we find, on integrating
by parts, that
ℒddtx=∫0∞ⅇ-stddtxtdt=xtⅇ-st|0∞+s∫0∞ⅇ-stxtdt
.
ℒ
t
x
t
0
s
t
t
x
t
0
x
t
s
t
s
t
0
s
t
x
t
.
Supposing that
xx and
ss are such that
xtⅇ-st→0
x
t
s
t
0
as
t→∞
t
we arrive at
ℒddtx=sℒx−x0
.
ℒ
t
x
s
ℒ
x
x
0
.
(3)
Now, upon substituting
Equation 2 and
Equation 3 into
Equation 1 we find
sℒx−x0=Bℒx+ℒg
,
s
ℒ
x
x
0
B
ℒ
x
ℒ
g
,
which is easily recognized to be a linear system for
ℒx
ℒ
x
, namely
sI−Bℒx=ℒg+x0
.
s
I
B
ℒ
x
ℒ
g
x
0
.
(4)
The only thing that distinguishes this system from those
encountered since our
first
brush with these systems is the presence of the complex
variable
ss. This
complicates the mechanical steps of Gaussian Elimination or the
Gauss-Jordan Method but the methods indeed apply without
change. Taking up the latter method, we write
ℒx=sI−B-1ℒg+x0
.
ℒ
x
s
I
B
ℒ
g
x
0
.
The matrix
sI−B-1
s
I
B
is typically called the
transfer function or
resolvent, associated with
BB, at
ss. We turn to
MATLAB for its
symbolic calculation. (for more
information, see
the
tutorial on MATLAB's symbolic toolbox). For example,
>> B = [2 -1; -1 2]
>> R = inv(s*eye(2)-B)
R =
[ (s-2)/(s*s-4*s+3), -1/(s*s-4*s+3)]
[ -1/(s*s-4*s+3), (s-2)/(s*s-4*s+3)]
We note that
sI−B-1
s
I
B
is well defined except at the roots of the quadratic,
s2−4s+3
s
2
4
s
3
.
This quadratic is the determinant of
sI−B
s
I
B
and is often referred to as the characteristic
polynomial of BB. Its roots are called the
eigenvalues of BB.
As a second example let us take the BB matrix
of the
dynamic Strang quartet module with the parameter
choices specified in fib3.m,
namely
B=-0.1350.12500.5-1.010.500.5-0.51
B
-0.1350.1250
0.5-1.010.5
00.5-0.51
(5)
The associated
sI−B-1
s
I
B
is a bit bulky (please run
fib3.m)
so we display here only the denominator of each term,
i.e.,
s3+1.655s2+0.4078s+0.0039
.
s
3
1.655
s
2
0.4078
s
0.0039
.
(6)
Assuming a current stimulus of the form
i
0
t=t3ⅇ-t610000
i
0
t
t
3
t
6
10000
and
E
m
=0
E
m
0
brings
ℒgs=0.191s+16400
ℒ
g
s
0.191
s
1
6
4
0
0
and so
Equation 6 persists in
ℒx=sI−B-1ℒg=0.191s+164s3+1.655s2+0.4078s+0.0039s2+1.5s+0.270.5s+0.260.2497
ℒ
x
s
I
B
ℒ
g
0.191
s
1
6
4
s
3
1.655
s
2
0.4078
s
0.0039
s
2
1.5
s
0.27
0.5
s
0.26
0.2497
Now comes the rub. A simple linear solve (or inversion) has
left us with the Laplace transform of xx. The
accursed
We shall have to do some work in order to recover
xx from
ℒx
ℒ
x
.
confronts us. We shall face it down in the
Inverse Laplace module.