Mathematical Models of Physical

Systems
• Why mathematical models of physical systems
needed?
• Design of engineering systems by trying and error
versus design by using mathematical models.
• Physical laws such as Newton’s second law of
motion is a mathematical model.
• Mathematical model gives the mathematical
relationships relating the output of a system to its
input.
 Mathematical Models of Physical Systems
(continued)
• Control systems give desired output by controlling the input.
Therefore control systems and mathematical modeling are inter-
linked.

• Mathematical models of control systems are ordinary

differential equations
• To deal with linear o.d.e, Laplace Transform is an efficient
approach.
 What is Laplace Transform?
• The Laplace transform of a function f(t) is defined as:
∞
F ( s ) = [ f (t )] = ∫ f (t )e dt −st

0
• The inverse Laplace transform is defined as:
σ + j∞
1
∫
−1
f (t ) =  [ F ( s )] = F ( s )e st
ds
2 jπ σ− j∞

where j = −1 and the value of σ is determined by

the singularities of F(s).
t
d 1
s≡ , ≡ ∫ dt
dt s 0
 Why Is Laplace Transform Useful ?

• Model a linear time-invariant analog system as an

algebraic system (transfer function).
• In control theory, Laplace transform converts linear
differential equations into algebraic equations.
• This is much easier to manipulate and analyze.
 An Example
• The Laplace transform of e − at can be obtained by:

∞ ∞ − ( s + a )t
−e 1
F ( s ) = ∫ e e dt = ∫ e
− at − st − ( a + s )t
dt = ∞
|0 =
0 0
s+a s+a

Linearity property

• These are useful properties:

[kf (t )] = k[ f (t )] = kF ( s )
[ f 1(t ) + f 2(t )] = [ f 1(t )] + [ f 2(t )] = F 1( s ) + F 2( s )
Name Time function f(t) Laplace Transform
Unit Impulse δ (t) 1
Unit Step u(t) 1/s
Unit ramp t 1/s2
nth-Order ramp tn n!/sn+1
Exponential e-at 1/(s+a)
nth-Order exponential t n e-at n!/(s+a)n+1
Sine sin(bt) b/(s2+b2)
Cosine cos(bt) s/(s2+b2)
Damped sine e-at sin(bt) b/((s+a)2+b2)
Damped cosine e-at cos(bt) (s+a)/((s+a)2+b2)
Diverging sine t sin(bt) 2bs/(s2+b2)2
Diverging cosine t cos(bt) (s2-b2) /(s2+b2)2
table_02_02

table_02_02
Find the Laplace transform of f(t)=5u(t)+3e -2t .
• Solution: 5
[5u (t )] = 5[u (t )] =
s
−2 t 3
−2 t
[3e ] = 3[e ] =
s +2
5 3 8s +10
F (s) = + =
s s + 2 s ( s + 2)

Another Example :
d2y dy
2
+ 12 + 32 y = 32u (t )
dt dt
 Partial Fraction Expansion
(Case 1: Roots of Denominator are Real and distinct)
Find the inverse Laplace transform of
F(s)=5/(s2+3s+2).
Solution:
5 k1 k2
F ( s) = 2 = +
s +3s +2 s +1 s +2
5
k1 =( s +1) F ( s ) |s =−1 = |s =−1 =5
s +2
5
k 2 =( s +2) F ( s ) |s =−2 = |s =−2 =−5
s +1
5 −5
F ( s) = +
s +1 s +2
So we have :
−1[ F ( s )] = f (t ) =(5e −t −5e −2 t )u (t )
Exercise: Do example 2.3 of the textbook
Laplace Transform solution of a differential equation

d2y dy
2
+ 12 + 32 y = 32u (t )
dt dt

with initial conditions : y (0) = y ' (0) = 0.

 Case 2: Roots of the Denominator are Real and Repeated
N (s)
F ( s) = Note that roots are − pi
( s + p1 ) r ( s + p2 )

k1 k2 kr k r +1
F ( s) = + r −1
+ .... + +
( s + p1 ) ( s + p1 )
r
( s + p1 ) ( s + p2 )

2 s +3 2 s +3
Example : F ( s) = 3 =
s +2 s +s
2
( s 2 +2 s +1) s
2 s +3
=
( s +1) 2 s
k1 k2 k3
= + +
( s +1) 2 ( s +1) s
Let F1 ( s ) = ( s + p1 ) r F ( s )
1 d i −1 F1 ( s )
Then : ki = s → − pi i = 1,2,..., r ; 0!= 1
(i − 1)! ds i −1
Case 2: continue of the example F(s)=(2s+3)/(s3+2s2+s).

k1 k2 k3
F ( s) = + +
( s +1) 2 ( s +1) s
2 s +3
k1 = ( s +1) F ( s ) |s =−1 =
2
s =−1
= −1
s
1 d d  2 s +3 
k2 = [( s +1) 2 F ( s )] s =−1 =  
( 2 −1)! ds ds  s  s =−1

2 s −( 2 s +3)(1) −2 −1
k2 = 2 s =−1
= = −3
s 1
2 s +3
k3 = sF ( s ) |s =0 = | =3
2 s =0
( s +1)
−1 −3 3
F ( s) = + +
( s +1) 2 s +1 s
f (t ) = 3 −3e −t −te −t
 Case 3: Roots of the Denominator are Complex.
Example: F(s)=10/(s3+4s2+9s+10)
10 10
F ( s) = =
s 3 +4 s 2 +9 s +10 ( s +2)[( s +1) 2 +2 2 ]
k1 k2 k 2*
F ( s) = + +
s +2 s +1 + j 2 s +1 − j 2
10
k1 =( s +2) F ( s ) |s =−2 = |s =−2 =2
( s +1) +4
2

10
k 2 =( s +1 + j 2) F ( s ) = |s =−1−j 2
( s +2)( s +1 − j 2)
10 10
k2 = =
( −1 − j 2 +2)( −1 − j 2 +1 − j 2) (1 − j 2)( −j 4)
10
k2 = = 1 .118 / 15 3 . 4 o

( 2.236 / −63 .4 o )( 4 / −90 o )

f (t ) =2e −2 t +2.23 e −t cos( 2t −153 .4 o )
f (t ) =2e −2 t −2e −t cos( 2t ) +e −t sin( 2t )
For the Tutorial this week, use Matlab to find
the Inverse Laplace Transform for the case
where the roots of the denominator are
complex roots.
 The Transfer Function
The nth - order differential equation :
dnc d n −1c dc dmr d m −1r dr
n
+ an −1 n −1 + ... + a1 + a0 c = bm m + bm −1 m −1 + ... + b1 + b0 r
dt dt dt dt dt dt
Laplace transform :
( s n + an −1s n −1 + ... + a1s + a0 )C ( s ) = (bm s m + bm −1s m −1 + ... + b1s + b0 ) R ( s )
C ( s ) bm s m + bm −1s m −1 + ... + b1s + b0
G (s) = = n
R( s) s + an −1s n −1 + ... + a1s + a0
The characteristic equation is defined as :
s n + an −1s n −1 + ... + a1s + a0 = 0
The roots of this equation are called poles of the system.
The roots of the equation :
bm s m + bm −1s m −1 + ... + b1s + b0 = 0
are called zeros of the system.
Transfer Function for a differential equation

Exercise: Do examples 2.4 and 2.5 on the Textbook.

 Models of Electrical Circuits
• Resistance circuit: v(t) = i(t) R v (t ) =i (t ) R
V ( s ) =I ( s ) R
V ( s)
=R
I (s)

di (t )
• Inductance circuit: v (t ) = L
dt
V ( s ) = L( sI ( s ) −i (0))
V ( s)
• = Ls if i (0) =0
I ( s)
 Models of Electrical Circuits
• Capacitance circuit:
t
1
v (t ) = ∫ i (τ ) dτ + v(0)
C0
1 I ( s ) v(0)
V (s) = +
C s s
V (s) 1
= if v (0) = 0
I ( s ) Cs

(output )
= Transfer function
(input )
Transfer Functions for Electrical Networks
• Kirchhoff’ s voltage law:
The algebraic sum of voltages around any closed loop in
an electrical circuit is zero.

• Kirchhoff’ s current law:

The algebraic sum of currents into any junction in an
electrical circuit is zero.
 Electrical network (Example 2.6)

Original network

Transfer Function network

Laplace Transform network

• Exercise: Do example 2.10 of the textbook

• Excluding Operational Amplifiers

fig_02_06

fig_02_06
 Models of Mechanical Systems
Mechanical translational systems.
• Newton’s second law:
dv (t ) d 2 x (t )
f (t ) = Ma (t ) = M =M
dt dt 2
• Device with friction (shock absorber):
dx1(t ) dx2(t )
f (t ) = B[ − ]
dt dt
B is damping coefficient.
• Translational system to be defined is a spring (Hooke’s
law):
f (t ) = K [ x1(t ) − x 2(t )]
K is spring coefficient
table_02_04

table_02_04
 • Model of a mass-spring-damper system:
2
d x(t ) dx(t )
M 2
+B + Kx(t ) = f (t )
dt dt

• Note that linear physical systems are modeled by linear

differential equations for which linear components can be
added together. See example of a mass-spring-damper
system.
 Transfer Functions for Mechanical Systems

d 2 x(t ) dx(t )
M 2
+ B + Kx (t ) = f (t ) Ms 2 X ( s ) + BsX ( s ) + KX ( s ) = F ( s )
dt dt
 Exercise: Do example 2.17 of the text

The idea is to set up the equations in the form :

ax1 + bx2 = α
cx1 + dx2 = β
Using Cramer' s rule, the solutions are then :
∆1 ∆2
x1 = ; x2 =
∆ ∆
a b α b  a α 
where : ∆ =  ; ∆1 =  ; ∆2 =  
c d  β d  c β 
 B3
fig_02_17

B1 B2

B3
∆

fig_02_17
fig_02_18

fig_02_18
fig_02_19

fig_02_19
 Mechanical Rotational Systems
• Moment of inertia:

d 2θ (t )
τ (t ) = J τ ( s ) = Js2θ ( s)
dt 2
• Viscous friction:

dθ (t )
τ (t ) = B( ) τ ( s ) = Bsθ ( s )
dt

• Torsion:

τ (t ) = K [θ (t )] τ ( s ) = K [θ ( s )]
table_02_05

table_02_05
• Model of a torsional pendulum (pendulum in clocks
inside glass dome):
Moment of inertia of pendulum bob denoted by J
Friction between the bob and air by B
Elastance of the brass suspension strip by K

d 2θ (t ) dθ (t )
J 2
+B + Kθ (t ) = τ (t )
dt dt
Js 2 Θ( s ) + BsΘ( s ) + KΘ( s ) = τ ( s )
Θ( s ) 1
= 2 = Transfer function
τ ( s ) Js + Bs + K
Transfer Functions for Systems with Gears

r1θ1 = r2θ 2

θ 2 r1 N1
= =
θ1 r2 N 2

T1θ1 = T2θ 2

T2 θ1 N 2
= =
T1 θ 2 N1
fig_02_29

fig_02_29
Electro-mechanical System Transfer Functions
Equivalence between Mechanical and
Electrical Systems
• Differential equations as mathematical models of physical
systems: similarity between mathematical models of electrical
circuits and models of simple mechanical systems (see model of
an RCL circuit and model of the mass-spring-damper system).

di(t ) 1
Ri(t ) + L + ∫ i (t )dt = E (t )
dt C

d 2 x(t ) dx(t )
M 2
+B + Kx(t ) = f (t )
dt dt
Kirchhoff's and Newton's laws lead to mathematical models that
describe the relationship between the input and output of dynamic
system. One such model is the time invariant, nth - order differential
equation:

dnc d n −1c dc dmr d m−1r dr

n
+ an −1 n −1 + ... + a1 + a0 c = bm m + bm −1 m−1 + ... + b1 + b0 r
dt dt dt dt dt dt

where c(t) is the output, and r(t) is the input.

This leads to the concept of the Transfer Function which is the corner
stone of the control theory. Transfer functions are defined from the
Laplace Transform.
 • Summary of through- and across-variables for physical
systems:
System Variable Through Integrated Variable Across Integrated Across
Element Through Variable Element Variable

Electrical Current, i Charge, q Voltage Flux linkage, λ 21

difference, ν 21

Mechanical Force, F Translational Velocity Displacement

Translational momentum, P difference, ν 21 difference, y21

Mechanical Torque, T Angular Angular velocity Angular

momentum, h difference, ω 21 displacement
rotational difference, θ 21

Fluid Fluid volumetric Volume, V Pressure Pressure

rate of flow, Q difference, P21 momentum, γ 21

Thermal Heat flow rate,Heat energy, Temperature

q H difference, τ 21
• Model of electromechanical systems.
• Model of a servomotor:

1
ia (t ) = (ea (t ) −em (t ))
Rm
dθ
em (t ) =K m
dt
Kτ
τ(t ) = (ea (t ) −em (t ))
Rm
d 2θ(t ) dθ(t )
J 2
=τ(t ) −B
dt dt
d 2θ(t ) dθ(t ) dθ
J 2
+B =k1ea (t ) −k 2
dt dt dt
• Model of temperature-control system:
qe (t ) = heat flow given by electric heater
qi (t ) = heat flow via liquid entering tank = VHTi
ql (t ) = heat flow into liquid = C dT
dt
qo (t ) = heat flow via liquid leaving tank = VHT
qs (t ) = heat flow (loss) via tank surface T − Ta
=
R
qe (t ) + qi (t ) = ql (t ) + qo (t ) + qs (t )

H = specific heat of liquid

C = thermal capacity
R = thermal resistance
V = volume of liquid

dT T − Ta
qe + VHT i = C + VHT +
dt R