sheng-fang huang. 6.4 short impulses. dirac’s delta function. partial fractions

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Page 1: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Sheng-Fang Huang

Page 2: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Page 3: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

IntroductionPhenomena of an impulsive nature: such as

the action of forces or voltages over short intervals of time:a mechanical system is hit by a hammerblow, an airplane makes a “hard” landing, a ship is hit by a single high wave, or

Goal: Dirac’s delta function. solve the equation efficiently by the Laplace

transform..

Page 4: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Impulse FunctionConsider the function

(1)

This function represents, a force of magnitude 1/k acting from t = a to t = a + k, where k is positive and small.

The integral of a force acting over a time interval a ≤ t ≤ a + k is called the impulse of the force.

Page 5: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Fig. 130. The function ƒk(t – a) in (1)

Page 6: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Dirac Delta Function Since the blue rectangle in Fig. 130 has area 1,

the impulse of ƒk in (1) is

(2)

If we take the limit of ƒk as k → 0 (k > 0). This limit is denoted by δ(t – a), that is,

δ(t – a) is called the Dirac delta function or the unit impulse function.

continued

Page 7: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Properties of δ(t – a) δ(t – a) is not a function in the ordinary sense

as used in calculus, but a so-called generalized function. Note that the impulse Ik of ƒk is 1, so that as k → 0 we obtain

(3)

However, from calculus we know that a function which is everywhere 0 except at a single point must have the integral equal to 0.

Page 8: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

The Sifting of δ(t – a)In particular, for a continuous function

g(t) one uses the property [often called the sifting property of δ(t – a), not to be confused with shifting]

(4)

which is plausible by (2).

242

Page 9: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

The Laplace Transform of δ(t – a)To obtain the Laplace transform of δ(t –

a), we write

and take the transform

Page 10: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

The Laplace Transform of δ(t – a) To take the limit as k → 0, use l’Hôpital’s rule

This suggests defining the transform of δ(t – a) by this limit, that is,

(5)

Page 11: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example1 Mass–Spring System Under a Square WaveDetermine the response of the damped

mass–spring system under a square wave, modeled by

y" + 3y' + 2y = r(t) = u(t – 1) – u(t – 2), y(0) = 0, y'(0) = 0.

Solution. From (1) and (2) in Sec. 6.2 and (2) and (4) in this section we obtain the subsidiary equation

Using the notation F(s) and partial fractions, we obtain

Page 12: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

From Table 6.1 in Sec. 6.1, we see that the inverse is

Therefore, by Theorem 1 in Sec. 6.3 (t-shifting) we obtain,

Page 13: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Fig. 141. Square wave and response in Example 5

Page 14: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 2: Hammerblow Response of a Mass–Spring SystemFind the response of the system in Example 1

with the square wave replaced by a unit impulse at time t = 1.

Solution. We now have the ODE and the subsidiary equation

y" + 3y' + 2y = δ(t – 1), and (s2 + 3s + 2)Y = e-s.

Page 15: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Fig. 132. Response to a hammerblow in Example 2

Page 16: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

More on Partial FractionsRepeated real factors (s-a)2, (s-a)3, …, require

partial fraction

The inverse are (A2t+A1)eat, (A3t2/2+A2t+A1)eat

An unrepeated complex factor , where

require a partial fraction (As+B)/[(s-α2)+β2] .

)()(

,)(

12

23

312

2

as

A

as

A

as

A

as

A

as

A

))(( asas

ia

ia

Page 17: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 4 Unrepeated Complex Factors. Damped Forced Vibrations

Solve the initial value problem for a damped mass–spring system,

y + 2y + 2y = r(t), r(t) = 10 sin 2t if 0 < t < π and 0 if t > π; y(0) = 1, y(0) =

–5.Solution. From Table 6.1, (1), (2) in Sec. 6.2,

and the second shifting theorem in Sec. 6.3, we obtain the subsidiary equation

Page 18: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

We collect the Y-terms, (s2 + 2s + 2)Y, take –s + 5 – 2 = –s + 3 to the right, and solve,

(6)

For the last fraction we get from Table 6.1 and the first shifting theorem

(7)

continued

Page 19: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

In the first fraction in (6) we have unrepeated complex roots, hence a partial fraction representation

Multiplication by the common denominator gives

20 = (As + B)(s2 + 2s + 2) + (Ms + N)(s2 + 4).

We determine A, B, M, N. Equating the coefficients of each power of s on both sides gives the four equations

Page 20: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions
Page 21: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Fig. 134. Example 4

Page 22: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

6.5 Convolution. Integral Equations

Page 23: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Introduction of ConvolutionIn general,

In fact, is the transform of the convolution of ƒ and g, denoted by the standard notation ƒ * g and defined by the integral

(1)

The convolution is defined as the integral of the product of the two functions after one is reversed and shifted.

)()()( gffg LLL

)()( gf LL

Page 24: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Properties of ConvolutionCommutative law:

Distributive law:

Associative law:

fggf **

2121 **)(* gfgfggf

)*(**)*( vgfvgf

0*00* ff

Page 25: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Unusual Properties of Convolutionƒ * 1 ≠ ƒ in general. For instance,

(ƒ * ƒ)(t) ≥ 0 may not hold. For instance, sint*sint

Page 26: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Convolution Theorem

Convolution Theorem

THEOREM 1

If two functions ƒ and g satisfy the assumption in the existence theorem in Sec. 6.1, so that their transforms F and G exist, the product H = FG is the transform of h given by (1).

Page 27: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 1 ConvolutionLet H(s) = 1/[(s – a)s]. Find h(t).Solution. 1/(s – a) has the inverse ƒ(t) =

eat, and 1/s has the inverse g(t) = 1. With ƒ(τ) = eaτ and g(t –τ) =1 we thus obtain from (1) the answer

To check, calculate

Page 28: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 2 ConvolutionLet H(s) = 1/(s2 + ω2)2. Find h(t).Solution. The inverse of 1/(s2 + ω2) is (sin

ωt)/ω. Hence we obtain

Page 29: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 4 Repeated Complex Factors. ResonanceSolve y" + ω0

2 y = K sin ω0t where y(0) = 0 and y'(0) = 0.

Page 30: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Application to Nonhomogeneous Linear ODEsRecall from Sec. 6.2 that the subsidiary

equation of the ODE (2) y" + ay' + by = r(t) (a, b

constant) has the solution [(7) in Sec. 6.2] Y(s) = [(s + a)y(0) + y'(0)]Q(s) + R(s)Q(s)

with R(s) = (r) and Q(s) = 1/(s2 + as + b).If y(0) = 0 and y'(0) = 0, then Y = RQ, and

the convolution theorem gives the solution:

Page 31: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 5Using convolution, determine the

response of the damped mass–spring system modeled by

y" + 3y' + 2y = r(t), r(t) = 1 if 1 < t < 2 and 0 otherwise, y(0) = y'(0)

= 0.Solution by Convolution. The transfer

function and its inverse are

Page 32: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

If t < 1,

If 1 < t < 2,

If t > 2,

Consideration of Different Conditions

Page 33: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Integral EquationsExample 6

Solve the Volterra integral equation of the second kind

Solution. Writing Y = (y) and applying the convolution theorem, we obtain

Page 34: Sheng-Fang Huang. 6.4 Short Impulses. Dirac’s Delta Function. Partial Fractions

Example 7 Another Volterra Integral Equation of the Second Kind

Solve the Volterra integral equation

Solution.