t to be equivalent in the sense of measurement if for all functions gt () with compact support, they integrate in the same way, i.e.

Similar documents
SLOW INCREASING FUNCTIONS AND THEIR APPLICATIONS TO SOME PROBLEMS IN NUMBER THEORY

Week 8 Lecture 3: Problems 49, 50 Fourier analysis Courseware pp (don t look at French very confusing look in the Courseware instead)

graph of unit step function t

LAPLACE TRANSFORMS. 1. Basic transforms

ONE RANDOM VARIABLE F ( ) [ ] x P X x x x 3

Stability. Outline Stability Sab Stability of Digital Systems. Stability for Continuous-time Systems. system is its stability:

Reinforcement Learning

F.Y. Diploma : Sem. II [CE/CR/CS] Applied Mathematics

All the Laplace Transform you will encounter has the following form: Rational function X(s)

4.8 Improper Integrals

S.E. Sem. III [EXTC] Applied Mathematics - III

Existence Of Solutions For Nonlinear Fractional Differential Equation With Integral Boundary Conditions

NOTES ON BERNOULLI NUMBERS AND EULER S SUMMATION FORMULA. B r = [m = 0] r

DERIVING THE DEMAND CURVE ASSUMING THAT THE MARGINAL UTILITY FUNCTIONS ARE LINEAR

xp (X = x) = P (X = 1) = θ. Hence, the method of moments estimator of θ is

can be viewed as a generalized product, and one for which the product of f and g. That is, does

Calculus Limits. Limit of a function.. 1. One-Sided Limits...1. Infinite limits 2. Vertical Asymptotes...3. Calculating Limits Using the Limit Laws.

HOMEWORK 6 - INTEGRATION. READING: Read the following parts from the Calculus Biographies that I have given (online supplement of our textbook):

CSC 373: Algorithm Design and Analysis Lecture 9

Integration and Differentiation

CONTROL SYSTEMS. Chapter 3 : Time Response Analysis. [GATE EE 1991 IIT-Madras : 2 Mark]

1. Solve by the method of undetermined coefficients and by the method of variation of parameters. (4)

DETERMINATION OF PARTICULAR SOLUTIONS OF NONHOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS BY DISCRETE DECONVOLUTION

EECE 301 Signals & Systems Prof. Mark Fowler

Special Functions. Leon M. Hall. Professor of Mathematics University of Missouri-Rolla. Copyright c 1995 by Leon M. Hall. All rights reserved.

CONTROL SYSTEMS. Chapter 3 : Time Response Analysis

Advanced Engineering Mathematics, K.A. Stroud, Dexter J. Booth Engineering Mathematics, H.K. Dass Higher Engineering Mathematics, Dr. B.S.

ERROR ESTIMATES FOR APPROXIMATING THE FOURIER TRANSFORM OF FUNCTIONS OF BOUNDED VARIATION

Economics 8723 Macroeconomic Theory Problem Set 3 Sketch of Solutions Professor Sanjay Chugh Spring 2017

e t dt e t dt = lim e t dt T (1 e T ) = 1

Review - Week 10. There are two types of errors one can make when performing significance tests:

Theoretical Physics Prof. Ruiz, UNC Asheville, doctorphys on YouTube Chapter Q Notes. Laplace Transforms. Q1. The Laplace Transform.

Hadamard matrices from the Multiplication Table of the Finite Fields

Sph3u Practice Unit Test: Kinematics (Solutions) LoRusso

LOCUS 1. Definite Integration CONCEPT NOTES. 01. Basic Properties. 02. More Properties. 03. Integration as Limit of a Sum

ENGI 2422 Appendix A Formulæ Page A-01

Interval Estimation. Consider a random variable X with a mean of X. Let X be distributed as X X

Supplement: Gauss-Jordan Reduction

K3 p K2 p Kp 0 p 2 p 3 p

ME 321 Kinematics and Dynamics of Machines S. Lambert Winter 2002

Chapter 2: Time-Domain Representations of Linear Time-Invariant Systems. Chih-Wei Liu

Chapter #2 EEE Subsea Control and Communication Systems

MODERN CONTROL SYSTEMS

Section 8 Convolution and Deconvolution

Bipartite Matching. Matching. Bipartite Matching. Maxflow Formulation

Derivation of the Metal-Semiconductor Junction Current

LIMITS OF FUNCTIONS (I)

λiv Av = 0 or ( λi Av ) = 0. In order for a vector v to be an eigenvector, it must be in the kernel of λi

Notes 03 largely plagiarized by %khc

Lecture 25 Outline: LTI Systems: Causality, Stability, Feedback

Laplace Transform. Definition of Laplace Transform: f(t) that satisfies The Laplace transform of f(t) is defined as.

Laplace Examples, Inverse, Rational Form

Math 2414 Homework Set 7 Solutions 10 Points

Chapter #5 EEE Control Systems

BINOMIAL THEOREM OBJECTIVE PROBLEMS in the expansion of ( 3 +kx ) are equal. Then k =

The Eigen Function of Linear Systems

18.03SC Unit 3 Practice Exam and Solutions

Ideal Amplifier/Attenuator. Memoryless. where k is some real constant. Integrator. System with memory

P a g e 5 1 of R e p o r t P B 4 / 0 9

Experiment 6: Fourier Series

10.2 Series. , we get. which is called an infinite series ( or just a series) and is denoted, for short, by the symbol. i i n

Transformations. Ordered set of numbers: (1,2,3,4) Example: (x,y,z) coordinates of pt in space. Vectors

Chapter 9 - The Laplace Transform

PHYSICS Solving Equations

Chapter #3 EEE Subsea Control and Communication Systems

Suggested Solutions to Assignment 1 (REQUIRED)

State-Space Model. In general, the dynamic equations of a lumped-parameter continuous system may be represented by

Mixed Upland Lowland Aspen, Spruce/Fir High Density Mixed Northern Maple, Beech,

STK4080/9080 Survival and event history analysis

Graduate Algorithms CS F-18 Flow Networks

Solution of Laplace s Differential Equation and Fractional Differential Equation of That Type

Content: Essential Calculus, Early Transcendentals, James Stewart, 2007 Chapter 1: Functions and Limits., in a set B.

Section P.1 Notes Page 1 Section P.1 Precalculus and Trigonometry Review

CHAPTER 2 Quadratic diophantine equations with two unknowns

Comparison between Fourier and Corrected Fourier Series Methods

Algorithmic Discrete Mathematics 6. Exercise Sheet

OH BOY! Story. N a r r a t iv e a n d o bj e c t s th ea t e r Fo r a l l a g e s, fr o m th e a ge of 9

0 for t < 0 1 for t > 0

An arithmetic interpretation of generalized Li s criterion

N! AND THE GAMMA FUNCTION

Chapter Introduction. 2. Linear Combinations [4.1]

TIME RESPONSE Introduction

5. Solving recurrences

ECE 636: Systems identification

1 Notes on Little s Law (l = λw)

First-Passage Time moment Approximation For The Birth Death Diffusion Process To A General moving Barrier

Chapter 7 Infinite Series

Trigonometric Formula

6.8 Laplace Transform: General Formulas

Physics 232 Exam I Feb. 13, 2006

Linear Time Invariant Systems

The solution is often represented as a vector: 2xI + 4X2 + 2X3 + 4X4 + 2X5 = 4 2xI + 4X2 + 3X3 + 3X4 + 3X5 = 4. 3xI + 6X2 + 6X3 + 3X4 + 6X5 = 6.

Mathematics 805 Final Examination Answers

Analysis of Dynamic Systems

Extremal graph theory II: K t and K t,t

Calculus 241, section 12.2 Limits/Continuity & 12.3 Derivatives/Integrals notes by Tim Pilachowski r r r =, with a domain of real ( )

[Nachlass] of the Theory of the Arithmetic-Geometric Mean and the Modulus Function.

10.5 Power Series. In this section, we are going to start talking about power series. A power series is a series of the form

Introduction to SLE Lecture Notes

Review for the Midterm Exam.

Transcription:

Cocoure 8 Lecure #5 I oy lecure we begi o re he iuio of lier h orer ODE wih icoiuou /or oiffereible ipu The meho we ll evelop (Lplce Trform) will be pplicble o oher ype of ipu, bu i epecilly relev whe elig wih icoiuou ipu ipu efie oly by umericl The Mi Ie: Begiig wih lier h orer ODE wih iiil coiio ( iiil vlue problem), we ll rform hi io lgebric equio, olve hi equio, he rform bck i orer o prouce oluio o he iiil vlue problem We re oly cocere wih he oluio for > Big Ie #: Geerlize fucio, k fucio i oly goo how i i iegre - i priculr, el fucio ep fucio Big Ie #: We ll evie yemic wy of formlly olvig ODE wih uch ipu, he ue iegrio (covoluio) o prouce oluio o y give iiil vlue problem Suppoe h g () i fucio wih compc uppor, ie i vihe ouie ome cloe boue iervl We woul like o coier wo fucio f () f () o be equivle i he ee of meureme if for ll fucio g () wih compc uppor, hey iegre i he me wy, ie + + + f() g() f() g() Si ifferely, [ f() f()] g() for ll fucio g () wih compc uppor I o hr o ee h for coiuou fucio hi me h ecerily f() f() for ll, bu we re relly ieree i wh hi me for icoiuou fucio fucio wih impule, ie el fucio Heviie fucio, box fucio, el fucio < The Heviie fucio [me for Oliver Heviie (85 95)] i u () For our purpoe i > relly oe mer how i i efie, becue i o relev whe iegrig hi fucio We c < lo efie rle Heviie fucio u() u ( ) Thee fucio c be cle > e o repree fucio correpoig o wichig o off For exmple, we c repree he < fucio f() 4 < < 5 4[ u() u5()] Thi i clle box fucio We c combie box fucio > 5 < ecery, eg () 4 5 g < < 4[ u() u5()] [ u5() u6()] 4 u() u5() u6() 5 6 + < < > 6 The Heviie fucio i co everywhere excep, becue i h jump icoiuiy here we uully ju y h i o iffereible However, we coul heuriiclly oberve h by coierig poi immeiely o he lef righ of he icoiuiy y coiuou pproximio o hi fucio woul hve o hve very lrge lope i he viciiy of We migh le ry o expre hi by yig < h u () δ (), he o-clle el fucio, bu hi oe relly mke much ee i erm of > riiol fucio We my, however, ill be ble o mke ee ou of hi if we ke he view h fucio i oly goo how i i iegre Similrly, u ( ) δ ( ), rle el fucio revie April 7, 9

Digreio Lier fuciol meureme Oe of he mo commo hig we o i vecor clculu i fiig he compoe or clr projecio of vecor i R i give irecio The ool ue o ccomplih hi k i he o prouc If u i ui vecor we hve h comp ( v u ) vu Thi i, i fc, lier fucio from R o R, ie v R vu R Thee re clle lier fuciol Iee, he r compoe of vecor v v, v, v i R re meure by oig h v v i, v v j, v If we le L ( v) comp ( v) vu, we ee h u v k uig he r ui vecor bi for L( c v + c v ) ( c v + c v ) u c v u+ c v u c L( v ) + c L( v ), o L i lier The Fourier coefficie re ju he meure of how much of give perioic fucio i ocie wih ech moe I relly o iffere h clculig he compoe of vecor i pecific irecio π π f () f ( )co π π π b ( )i π π π f π I hi ce, ech of he clculio of Fourier coefficie ke (perioic) fucio prouce rel π umber, eg L( f ) f ( )co π π Noe h ju w he ce wih vecor o prouc, L c lierly, ie π π π L( cf+ c f) π [ cf() + cf()]co c π f()co + c π f()co c L( f ) + c L( f ) R ( ) ( ) π π π So L i lo lier fuciol, hough i hi ce i ke fucio prouce rel umber There i, however, oe lier fuciol, rgubly he imple imgible oe, h we o uully hik of i erm of iegrio (hough mybe we houl), mely evluio Specificlly, if f() i fucio, we c, for y pecific vlue, coier L ( f) f( ) I quie imple o ee h L( cf + cf ) ( cf + cf )( ) cf ( ) + cf ( ) cl ( f) + cl ( f), o L i lier fuciol I i o efie i erm of iegrio, bu we will fi i ueful o o o oehele Geerlize fucio You c heuriiclly hik of he ep fucio u () y ice mooh fucio which i for < ε for > ε, where ε i poiive umber which i much mller h y ime cle we cre bou i he coex we re uyig he mome Similrly, he be wy for you o uer he el fucio (efie below) i o hik of i y mooh fucio which i zero excep i he immeie eighborhoo of which h iegrl A we ll ee, we c lo hik of he el fucio δ () δ ( ) he fucio you iegre gi i orer o evlue fucio repecively y Th i, f () () f () f () ( ) f ( ) How c we mke ee of hi? Mkig he mo of iegrio by pr I fir-yer Clculu we lere h for iffereible fucio u () v () he Prouc Rule pplie, ie [ uv () ()] uv () () + vu () () O y fiie iervl [ b, ] we c iegre boh ie of he Prouc Rule hi pply he Fumel b b b Though Theorem of Clculu o ge h ubvb ( ) ( ) uv ( ) ( ) [ uv () ()] uv () () + vu () () revie April 7, 9

we ofe hik of Iegrio by Pr efie formlly by uv uv vu, he e reul i relly wh b b b hi me, ie we c y h u () v () [ uv ] v () u () If oe of hee fucio h compc uppor, ie if i vihe ouie of ome cloe, boue iervl, he we c exe he reul o he eire rel lie implify he eme coierbly (ice he vlue of he prouc of he fucio will vih ouie ome iervl Specificlly, if g () h compc uppor if f() + + i y fucio, we c y h f () g() f () g () We c cully ue hi o efie erivive f () i geerlize wy, ie geerlize erivive I re o he oio h fucio c be ueroo by how hey re iegre o ju by how hey re evlue Thee geerlize fucio re lo kow iribuio Perhp he mo impor illurio of hi i he geerlize erivive of he Heviie fucio u () We formlly clle hi he el fucio u () δ () eve hough i i relly mke ee he poi of icoiuiy for he Heviie fucio However, we c y h if u () δ () he for y fucio g () wih compc uppor: + + + + () g() u () g() u() g () g () [ g()] g() Th i, if we iegre fucio gi he el fucio, hi i imply evluio of h fucio I i hi relly hi propery h efie he el fucio geerlize fucio Similrly, we c o he me for he rle Heviie fucio u () u ( ) o coclue h i geerlize erivive δ () δ ( ) i uch h for y fucio g () wih compc uppor: + + g() () g() ( ) g( ) You c lo ke equeil pproch o mke ee of hi i erm of limi, ie if you ucceively pproxime he el fucio by equece of coiuou fucio fk () where he uppor (omi where i ozero) ge rrower [ ε, + ε ] he vlue grow reciproclly i uch wy h ech ep he k k + + εk k ε k k (we cll uch fucio probbiliy eiie), he you c how iegrl i lwy f () f () + h lim g() fk () g() k Noe: The Fumel Theorem of Clculu well ll he uul rule of iffereiio lo pply o geerlize erivive, o we cully hve geerlize clculu for elig wih hee geerlize fucio or iribuio (hough i my ke while geig ue o i) Biclly, we exe he uul rule of iffereiio o geerlize fucio ogeher wih he fc h u ( ) δ ( ) A fucio f() i regulr or piecewie mooh if i c be broke io piece ech hvig ll higher ( erivive uch h ech brekpoi ) ( f ( ) f ) ( + ) exi A igulriy fucio i lier combiio of hife el fucio A geerlize fucio f() i um f() fr() + f() of regulr fucio igulriy fucio Ay regulr fucio f() h geerlize erivive f (), wih regulr pr f r () he regulr erivive of f() wherever i exi, igulr pr f () give by um of erm ( f( + ) f( )) δ ( ) ru over he icoiuiie of f revie April 7, 9

Now, o ge bck o he Mi Ie, how c we olve lier iffereil equio [ pd ( )] x () q () by rformig i io lgebric equio, olvig h lgebric equio, he rformig bck o prouce oluio o iiil vlue problem? A we will oly be cocere wih forwr ime, we ll preume h q () ifie q () for < The Lplce Trform Defiiio: The Lplce rform of fucio f() i efie by L [ f()] F( ) e f() where he ew (complex) vrible i uch h i rel pr Re( ) (he iegrl woul oherwie o coverge) Noe h he lower limi of he iegrl iice h i iclue i iee o re poeil icoiuiie el fucio We will liberlly mke ue of he coveio h fucio of will be repreee by lower ce me i Lplce rform by he correpoig upper ce me, eg L [ x ( )] X( ) Lieriy Becue he Lplce rform i efie iegrl, i ey o ee h L[ f () + bg()] L[ f ()] + bl [ g()] F( ) + bg() Specificlly, L[ f () + bg()] e [ f () + bg()] e f () + b e g() L[ f ()] + bl[ g()] F() + bg() Thi will permi u o rform iffereil equio erm-by-erm ( rform bck well) Ivere rform: F () eeilly eermie f() for Thi will geerlly llow u o prouce oluio o give Iiil Vlue Problem by imply recogizig, erm by erm, oluio by ieifyig which fucio gve rie o ech erm of he rforme iffereil equio Some Clculio ) For our purpoe, ice we re oly cocere wih, he co fucio f() he Heviie < fucio u () re iiiguihble Thu > e [] [ u( )] e L L + Here we ue he fc h for >, lim e Iee, hi i ill he ce eve if we permi o be complex wih poiive rel pr, ie Re( ) > ) If f() ) If f() e, we clcule F( ) L [ ] e e [] + + L, we clcule Thi, ogeher wih lieriy, eble u o clcule he Lplce rform of y polyomil fucio 4 e F() L [ ] e + e + [] L 4) -erivive rule: L [ f( )] F ( ) We c eblih hi by oig h if he L, o [ f( )] F ( ) F () e f() e f() [ f()] From hi we ee h L[ ] L[ ] L [] ;! 4! L 4 L[ ] L[ ] L [ ] 4 5 ; o o Geerlly, + F( ) L [ f()] e f(),! L[ ] L[ ] L [ ] ; 4! L [ ] revie April 7, 9

5) If f() e i expoeil fucio (relly f() ue () ice we re oly cocere wih ), ( ) ( ) e L [ e ] e e e ( ), o r 6) -hif rule: L [ e f ( )] F ( r) To eblih hi, we clcule r r ( r) [ e f()] e e f() e f() F( r) L [ e ] L imply by oig he ubiuio 7) Trformig erivive: For y geerlize fucio, L [ f ( )] F( ) f ( ) where f ( ) repree he iiil vlue of f() The uuul oio i here becue we will be elig wih icoiuou geerlize fucio where we my ee o iiguih lef-h from righ-h limi We c eblih hi -erivive rule by oig h L [ f ()] e f () If we ue Iegrio by Pr wih u e v f (), we ge u e v f(), o [ ()] () () L f e f e f + e f () [] + F () F () f ( ) For eco erivive, oe h f () f (), o we c pply he bove reul o ge h L [ f( )] L[ f( )] f( ) F ( ( ) f( )) f( ) F ( ) f( ) f( ) L [ f ( )] F( ) f( ) f( ), o Coiuig, we ge h L [ f ( )] F( ) f( ) f( ) f ( ), o o Geerlly, L f F f f f ( ) ( ) [ ( )] ( ) ( ) ( ) ( ) 8) Trformig he el fucio: Oe of our mo fumel rform i L [ δ ( )] Thi i relively ey o ee oce you re comforble wih he iegrl formlim cocerig he el fucio how hey rele o evluio Specificlly, L [ ()] e () e ice hi i relly ju evluio of he fucio e 9) Trformig ie coie: L [co( )] L [i( )] + + We c erive ech of hee iepeely, bu if we ue Euler Formul lieriy we hve h: i L[ e ] L[co( ) + ii( )] L[co( )] + il [i( )], i i i [ e + ] + i L + i + i + + + Tkig rel imgiry pr eprely we ge h L [co( )] L [i( )] + + We ll o hi li we go he ee rie Exmple: Solve he Iiil Vlue Problem x+ x + x e, x(), x () Ol Fihful Soluio: The homogeeou equio x+ x + x i ey o olve I chrceriic polyomil i p ( ) + + ( + )( + ) which yiel he wo roo Thi give he wo iepee oluio e e, ll homogeeou oluio re of he form xh () ce + ce Noe h boh of hee homogeeou oluio re rie i he ee h hey ecy expoeilly icree 5 revie April 7, 9

Nex, we ee o fi priculr oluio x () h ifie he ihomogeeou iffereil equio Oe p look he righ-h-ie we ee h he Expoeil Repoe Formul (ERF) wo work here i reoce We c, however, ue he Reo Repoe Formul o ge he priculr oluio e e xp () e, o he geerl oluio i x() xh() + xp() ce + ce + e I erivive p ( ) i x x() c+ c () ce ce e + e Subiuig he (re) iiil coiio give x() c c +, hee c be olve o give c, c, o he oluio i x e e + e () Solvig irecly by Lplce rform: We clcule he followig Lplce rform: () L k ( e ) k wih regio of covergece Re( ) > k, o L ( e ) + () If he Lplce rform of x () i X(), he he Lplce rform of i erivive re L( x ( )) X ( ) x( ) L( x( )) X( ) x( ) x ( ) I he ce of re iiil coiio x( ) x ( ), hee re grely implifie, i fc L ( pdx ( )) px () () Specificlly, L ( x+ x+ ) x X() + X() + X() ( + + ) X() p() X() If we ow rform he eire iffereil equio, we ge ( + + ) X( ) + A B C We he olve for X() + + ( + )( + + ) ( + )( + ) + + ( + ) There re my goo wy o fi he ukow A, B, C For exmple, if we muliply hrough by he commo eomior o cler frcio, we ge A ( + ) + B ( + )( + ) + C ( + ) Pluggig i he pecific vlue quickly yiel h A C Pluggig i, for exmple, uig he vlue for A C he yiel B So X() + + + + ( + ) + + ( + ) Coulig our ble of commo Lplce rform, we ee h ( + ) L ( e ), o rformig bck (uig lieriy) give + L ( e ), L ( e ), + x() e e + e 6 revie April 7, 9

Properie of he Lplce rform Defiiio: L [ f()] F() e f() for Re( ) Lieriy: L[ f () + bg()] L[ f ()] + bl [ g()] F() + bg() Ivere rform: F () eeilly eermie f() r -hif rule: L [ e f ( )] F ( r) 4 -hif rule: L [ f ( )] e F ( ) if f() for < Thi my lo be expree L [ f( )] e F ( ) where 5 -erivive rule: L [ f( )] F ( ) 6 -erivive rule: L [ f ( )] F( ) f ( ) L [ f ( )] F( ) f ( ) f ( ) L ( ) ( ) [ f ( )] F ( ) f( ) f( ) f ( ) 7 Covoluio rule: L [ f() g ()] FG ( ) ( ), f( ) if > f ( ) u( ) f( ) if < ( f g)( ) f( ) g( ) 8 Weigh fucio: L [ w ( )] W( ), w () he ui impule repoe If q () i regre he ipu igl i pdx ( ) q (), W() p () Formul for he Lplce rform L [] L [ δ ( )] L[ δ( )] L [ δ ( )] e e L[ u ( )] L [ u ( )] L [ e ] L []! L [ ] + ( ) L [ f( )] ( ) F ( ) L [ u( ) f( )] e F( ) L[ u( ) f( )] e L [ f( + )] L [co( )] + L [i( )] + L [ co( )] ( + ) L [ i( )] ( + ) [ co( )] L e z z ( z) + z L [ e i( )] ( z) + Noe by Rober Wier 7 revie April 7, 9