Generalized sources (Sect. 6.5). The Dirac delta generalized function. Definition Consider the sequence of functions for n 1, Remarks:

Similar documents
Computing inverse Laplace Transforms.

(an improper integral)

April 24, 2012 (Tue) Lecture 19: Impulse Function and its Laplace Transform ( 6.5)

Section 6.5 Impulse Functions

The Laplace transform

(f g)(t) = Example 4.5.1: Find f g the convolution of the functions f(t) = e t and g(t) = sin(t). Solution: The definition of convolution is,

Math Shifting theorems

Chapter 6: The Laplace Transform 6.3 Step Functions and

Lecture Notes for Math 251: ODE and PDE. Lecture 22: 6.5 Dirac Delta and Laplace Transforms

Laplace Transform. Chapter 4

f(t)e st dt. (4.1) Note that the integral defining the Laplace transform converges for s s 0 provided f(t) Ke s 0t for some constant K.

Math 308 Exam II Practice Problems

2.161 Signal Processing: Continuous and Discrete Fall 2008

e st f (t) dt = e st tf(t) dt = L {t f(t)} s

The Laplace Transform and the IVP (Sect. 6.2).

Ordinary differential equations

x(t) = t[u(t 1) u(t 2)] + 1[u(t 2) u(t 3)]

06/12/ rws/jMc- modif SuFY10 (MPF) - Textbook Section IX 1

20.3. Further Laplace Transforms. Introduction. Prerequisites. Learning Outcomes

MATH 251 Examination II November 5, 2018 FORM A. Name: Student Number: Section:

ENGIN 211, Engineering Math. Laplace Transforms

9.2 The Input-Output Description of a System

Laplace Transform Part 1: Introduction (I&N Chap 13)

LTI Systems (Continuous & Discrete) - Basics

Arc-length of a curve on the plane (Sect. 11.2) Review: Parametric curves on the plane

Third In-Class Exam Solutions Math 246, Professor David Levermore Thursday, 3 December 2009 (1) [6] Given that 2 is an eigenvalue of the matrix

MATH 251 Examination II April 7, 2014 FORM A. Name: Student Number: Section:

Second order Unit Impulse Response. 1. Effect of a Unit Impulse on a Second order System

Solutions of the Sample Problems for the Third In-Class Exam Math 246, Fall 2017, Professor David Levermore

The Laplace Transform (Sect. 4.1). The Laplace Transform (Sect. 4.1).

Systems Analysis and Control

Reading assignment: In this chapter we will cover Sections Definition and the Laplace transform of simple functions

6.003 Homework #10 Solutions

MATH 251 Examination II April 4, 2016 FORM A. Name: Student Number: Section:

Lecture 2 Discrete-Time LTI Systems: Introduction

Practice Problems For Test 3

2 Classification of Continuous-Time Systems

Exam 3 Review Sheet Math 2070

Computing the Laplace transform and the convolution for more functions adjoined

Math 3313: Differential Equations Laplace transforms

Practice Problems For Test 3

Math 221 Topics since the second exam

When a force f(t) is applied to a mass in a system, we recall that Newton s law says that. f(t) = ma = m d dt v,

ECEN 420 LINEAR CONTROL SYSTEMS. Lecture 2 Laplace Transform I 1/52

Review of Fourier Transform

Unit 2: Modeling in the Frequency Domain Part 2: The Laplace Transform. The Laplace Transform. The need for Laplace

MathQuest: Differential Equations

Today s goals So far Today 2.004

1. SINGULARITY FUNCTIONS

{ } is an asymptotic sequence.

MATH 251 Examination II April 3, 2017 FORM A. Name: Student Number: Section:

MAE143 A - Signals and Systems - Winter 11 Midterm, February 2nd

Remarks: (a) The Dirac delta is the function zero on the domain R {0}.

Control System Design

+ + LAPLACE TRANSFORM. Differentiation & Integration of Transforms; Convolution; Partial Fraction Formulas; Systems of DEs; Periodic Functions.

Name: Solutions Final Exam

Math Laplace transform

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method David Levermore Department of Mathematics University of Maryland

Systems Engineering/Process Control L4

HIGHER-ORDER LINEAR ORDINARY DIFFERENTIAL EQUATIONS IV: Laplace Transform Method. David Levermore Department of Mathematics University of Maryland

JUST THE MATHS UNIT NUMBER LAPLACE TRANSFORMS 3 (Differential equations) A.J.Hobson

Analysis III for D-BAUG, Fall 2017 Lecture 10

INFORMATION-THEORETIC EQUIVALENT OF RIEMANN HYPOTHESIS

Raktim Bhattacharya. . AERO 422: Active Controls for Aerospace Vehicles. Dynamic Response

Applied Differential Equation. October 22, 2012

MA26600 FINAL EXAM INSTRUCTIONS December 13, You must use a #2 pencil on the mark sense sheet (answer sheet).

Exam Basics. midterm. 1 There will be 9 questions. 2 The first 3 are on pre-midterm material. 3 The next 1 is a mix of old and new material.

MA 266 Review Topics - Exam # 2 (updated)

Control Systems. Frequency domain analysis. L. Lanari

F(p) y + 3y + 2y = δ(t a) y(0) = 0 and y (0) = 0.

2.161 Signal Processing: Continuous and Discrete Fall 2008

GEORGIA INSTITUTE OF TECHNOLOGY SCHOOL of ELECTRICAL & COMPUTER ENGINEERING FINAL EXAM. COURSE: ECE 3084A (Prof. Michaels)

ECE 314 Signals and Systems Fall 2012

ECE 301 Fall 2011 Division 1 Homework 5 Solutions

Name: Solutions Exam 3

Ver 3808 E1.10 Fourier Series and Transforms (2014) E1.10 Fourier Series and Transforms. Problem Sheet 1 (Lecture 1)

Graded and supplementary homework, Math 2584, Section 4, Fall 2017

Figure 1 A linear, time-invariant circuit. It s important to us that the circuit is both linear and time-invariant. To see why, let s us the notation

Lecture 1 Signals. notation and meaning. common signals. size of a signal. qualitative properties of signals. impulsive signals

Frequency Response (III) Lecture 26:

FINAL EXAM, MATH 353 SUMMER I 2015

Section Arclength and Curvature. (1) Arclength, (2) Parameterizing Curves by Arclength, (3) Curvature, (4) Osculating and Normal Planes.

Reading assignment: In this chapter we will cover Sections Definition and the Laplace transform of simple functions

Laplace Transforms and use in Automatic Control

Convolution and Linear Systems

1 Signals and systems

Module 4. Related web links and videos. 1. FT and ZT

The integrating factor method (Sect. 1.1)

Solution: Homework 3 Biomedical Signal, Systems and Control (BME )

Laplace Transforms Chapter 3

CLTI System Response (4A) Young Won Lim 4/11/15

Find the Fourier series of the odd-periodic extension of the function f (x) = 1 for x ( 1, 0). Solution: The Fourier series is.

ELECTRICAL EQUIVALENT OF RIEMANN HYPOTHESIS

Matemáticas II: Segundo del Grado en Ingeniería Aeroespacial

Chapter 1 Fundamental Concepts

Background LTI Systems (4A) Young Won Lim 4/20/15

Chapter 1 Fundamental Concepts

2. CONVOLUTION. Convolution sum. Response of d.t. LTI systems at a certain input signal

Faculty of Engineering, Mathematics and Science School of Mathematics

LINEAR SYSTEMS. J. Elder PSYC 6256 Principles of Neural Coding

Transcription:

Generalized sources (Sect. 6.5). The Dirac delta generalized function. Definition Consider the sequence of functions for n, d n, t < δ n (t) = n, t 3 d3 d n, t > n. d t The Dirac delta generalized function is given by Remarks: lim δ n(t) = δ(t), t R. (a) There exist infinitely many sequences δ n that define the same generalized function δ. (b) For example, compare with the sequence δ n in the textbook.

The Dirac delta generalized function. d n delta R { } 3 d3 d d t t Remarks: (a) The Dirac δ is a function on the domain R {}, and δ(t) = for t R {}. (b) δ at t = is not defined, since δ() = lim n = +. (c) δ is not a function on R. Generalized sources (Sect. 6.5).

Properties of Dirac s delta. Remark: The Dirac δ is not a function. We define operations on Dirac s δ as limits n of the operation on the sequence elements δ n. Definition δ(t c) = lim δ n(t c), a δ(t) + b δ(t) = lim a δn (t) + b δ n (t) ], f (t) δ(t) = lim f (t) δn (t) ], b b δ(t) dt = lim δ n (t) dt, a a Lδ] = lim Lδ n]. Properties of Dirac s delta. Theorem Proof: δ(t) dt =, a >. /n δ(t) dt = lim δ n (t) dt = lim n dt ( δ(t) dt = lim n t /n )] = lim n ]. n We conclude: δ(t) dt =.

Properties of Dirac s delta. Theorem If f : R R is continuous, t R and a >, then t +a t δ(t t ) f (t) dt = f (t ). Proof: Introduce the change of variable τ = t t, I = t +a t δ(t t ) f (t) dt = δ(τ) f (τ + t ) dτ, /n I = lim δ n (τ) f (τ + t ) dτ = lim n f (τ + t ) dτ /n Therefore, I = lim n F (τ + t ) dτ, where we introduced the primitive F (t) = f (t) dt, that is, f (t) = F (t). Properties of Dirac s delta. Theorem If f : R R is continuous, t R and a >, then t +a t δ(t t ) f (t) dt = f (t ). /n Proof: So, I = lim n F (τ + t ) dτ, with f (t) = F (t). ] I = lim n We conclude: I = lim F (τ + t ) t +a t /n ( ) ] F t + n F (t ) n ( = lim n F t + ) ] F (t ). n δ(t t ) f (t) dt = f (t ). = F (t ) = f (t ).

Generalized sources (Sect. 6.5). Relation between deltas and steps. Theorem The sequence of functions for n, u n (t) =, t < nt, t n, t > n. u 3 u u /3 / t satisfies, for t (, ) (, /n) (/n, ), both equations, Remark: u n(t) = δ n (t), lim u n(t) = u(t), t R. If we generalize the notion of derivative as u (t) = lim δ n(t), then holds u (t) = δ(t). Dirac s delta is a generalized derivative of the step function.

Generalized sources (Sect. 6.5). Dirac s delta in Physics. Remarks: (a) Dirac s delta generalized function is useful to describe impulsive forces in mechanical systems. (b) An impulsive force transmits a finite momentum in an infinitely short time. (c) For example: The momentum transmitted to a pendulum when hit by a hammer. Newton s law of motion says, m v (t) = F (t), with F (t) = F δ(t t ). The momentum transfer is: I = lim t mv(t) t + t t t = lim t That is, I = F. t + t t t F (t) dt = F.

Generalized sources (Sect. 6.5). The Laplace Transform of Dirac s delta. Recall: The Laplace Transform can be generalized from functions to δ, as follows, Lδ(t c)] = lim Lδ n(t c)]. Theorem Proof: Lδ(t c)] = lim Lδ n(t c)], Lδ(t c)] = e cs. δ n (t) = n ( Lδ(t c)] = lim n Lu(t c)] L ( e cs Lδ(t c)] = lim n s e (c+ n )s s This is a singular limit,. Use l Hôpital rule. ) u(t) u ( t n ) ]. u ( t c ) ]) n = e cs ( e s n ) lim ( s. n)

The Laplace Transform of Dirac s delta. Proof: Recall: Lδ(t c)] = e cs ( e s n ) ( s e s lim ( n s = lim n) n ) ( ) s n ( e s n ) lim ( s. n) We therefore conclude that Lδ(t c)] = e cs. Remarks: (a) This result is consistent with a previous result: t +a t (b) Lδ(t c)] = δ(t t ) f (t) dt = f (t ). (c) Lδ(t c) f (t)] = δ(t c) e st dt = e cs. = lim e s n =. δ(t c) e st f (t) dt = e cs f (c). Generalized sources (Sect. 6.5).

Differential equations with Dirac s delta sources. Example Find the solution y to the initial value problem y y = δ(t 3), y() =, y () =. Solution: Compute: Ly ] Ly] = Lδ(t 3)]. Ly ] = s Ly] s y() y () (s ) Ly] s = e 3s, We arrive to the equation Ly] = s (s ) e 3s (s ), Ly] = Lcosh(t)] Lu(t 3) sinh(t 3)], We conclude: y(t) = cosh(t) u(t 3) sinh(t 3). Differential equations with Dirac s delta sources. Example Find the solution to the initial value problem y + 4y = δ(t π) δ(t π), y() =, y () =. Solution: Compute: Ly ] + 4 Ly] = Lδ(t π)] Lδ(t π)], (s + 4) Ly] = e πs e πs Ly] = e πs (s + 4) e πs (s + 4), that is, Ly] = e πs (s + 4) e πs (s + 4). Recall: e cs Lf (t)] = Lu(t c) f (t c)]. Therefore, Ly] = L u(t π) sin (t π) ]] L u(t π) sin (t π) ]].

Differential equations with Dirac s delta sources. Example Find the solution to the initial value problem y + 4y = δ(t π) δ(t π), y() =, y () =. Solution: Recall: Ly] = L u(t π) sin (t π) ]] L u(t π) sin (t π) ]]. This implies that, y(t) = u(t π) sin (t π) ] u(t π) sin (t π) ], We conclude: y(t) = u(t π) u(t π) ] sin(t).