6.5 Impulse Functions 343

Download as pdf or txt
Download as pdf or txt
You are on page 1of 8

August 7, 2012 21:04 c06 Sheet number 35 Page number 343 cyan black

6.5 Impulse Functions 343

(c) Compare the results of part (b) with those from Problem 20 and from Section 3.8 for
a sinusoidally forced oscillator.
23. Consider the initial value problem

y′′ + y = h(t), y(0) = 0, y′ (0) = 0,

where
n
!
f (t) = u0 (t) + 2 (−1)k u11k/4 (t).
k=1

Observe that this problem is identical to Problem 19 except that the frequency of the
forcing term has been increased somewhat.
(a) Find the solution of this initial value problem.
(b) Let n ≥ 33 and plot the solution for 0 ≤ t ≤ 90 or longer. Your plot should show a
clearly recognizable beat.
(c) From the graph in part (b), estimate the “slow period” and the “fast period” for this
oscillator.
(d) For a sinusoidally forced oscillator, it was shown in Section 3.8 that the “slow fre-
quency” is given by |ω − ω0 |/2, where ω0 is the natural frequency of the system and ω is
the forcing frequency. Similarly, the “fast frequency” is (ω + ω0 )/2. Use these expressions
to calculate the “fast period” and the “slow period” for the oscillator in this problem. How
well do the results compare with your estimates from part (c)?

6.5 Impulse Functions


In some applications it is necessary to deal with phenomena of an impulsive nature—
for example, voltages or forces of large magnitude that act over very short time
intervals. Such problems often lead to differential equations of the form
ay′′ + by′ + cy = g(t), (1)
where g(t) is large during a short interval t0 − τ < t < t0 + τ for some τ > 0, and is
otherwise zero.
The integral I(τ), defined by
" t0 +τ
I(τ) = g(t) dt, (2)
t0 −τ

or, since g(t) = 0 outside of the interval (t0 − τ, t0 + τ), by


" ∞
I(τ) = g(t) dt, (3)
−∞

is a measure of the strength of the forcing function. In a mechanical system, where


g(t) is a force, I(τ) is the total impulse of the force g(t) over the time interval
(t0 − τ, t0 + τ). Similarly, if y is the current in an electric circuit and g(t) is the time
derivative of the voltage, then I(τ) represents the total voltage impressed on the
circuit during the interval (t0 − τ, t0 + τ).
August 7, 2012 21:04 c06 Sheet number 36 Page number 344 cyan black

344 Chapter 6. The Laplace Transform

In particular, let us suppose that t0 is zero and that g(t) is given by


#
1/(2τ), −τ < t < τ,
g(t) = dτ (t) = (4)
0, t ≤ −τ or t ≥ τ,
where τ is a small positive constant (see Figure 6.5.1). According to Eq. (2) or (3),
it follows immediately that in this case, I(τ) = 1 independent of the value of τ,
as long as τ ̸ = 0. Now let us idealize the forcing function dτ by prescribing it to act
over shorter and shorter time intervals; that is, we require that τ → 0+ , as indicated
in Figure 6.5.2. As a result of this limiting operation, we obtain
lim dτ (t) = 0, t ̸ = 0. (5)
τ→0+

Further, since I(τ) = 1 for each τ ̸ = 0, it follows that


lim I(τ) = 1. (6)
τ→0+

1

τ τ t
FIGURE 6.5.1 Graph of y = dτ (t).

t
FIGURE 6.5.2 Graphs of y = dτ (t) as τ → 0+ .

Equations (5) and (6) can be used to define an idealized unit impulse function δ,
which imparts an impulse of magnitude one at t = 0 but is zero for all values of t
other than zero. That is, the “function” δ is defined to have the properties
δ(t) = 0, t ̸= 0; (7)
" ∞
δ(t) dt = 1. (8)
−∞
August 7, 2012 21:04 c06 Sheet number 37 Page number 345 cyan black

6.5 Impulse Functions 345

There is no ordinary function of the kind studied in elementary calculus that satisfies
both Eqs. (7) and (8). The “function” δ, defined by those equations, is an example of
what are known as generalized functions; it is usually called the Dirac3 delta function.
Since δ(t) corresponds to a unit impulse at t = 0, a unit impulse at an arbitrary point
t = t0 is given by δ(t − t0 ). From Eqs. (7) and (8), it follows that

δ(t − t0 ) = 0, t ̸ = t0 ; (9)
" ∞
δ(t − t0 ) dt = 1. (10)
−∞

The delta function does not satisfy the conditions of Theorem 6.1.2, but its Laplace
transform can nevertheless be formally defined. Since δ(t) is defined as the limit
of dτ (t) as τ → 0+ , it is natural to define the Laplace transform of δ as a similar
limit of the transform of dτ . In particular, we will assume that t0 > 0 and will define
L{δ(t − t0 )} by the equation

L{δ(t − t0 )} = lim L{dτ (t − t0 )}. (11)


τ→0+

To evaluate the limit in Eq. (11), we first observe that if τ < t0 , which must eventually
be the case as τ → 0+ , then t0 − τ > 0. Since dτ (t − t0 ) is nonzero only in the interval
from t0 − τ to t0 + τ, we have
" ∞
L{dτ (t − t0 )} = e−st dτ (t − t0 ) dt
0
" t0 +τ
= e−st dτ (t − t0 ) dt.
t0 −τ

Substituting for dτ (t − t0 ) from Eq. (4), we obtain


"
1 t0 +τ
1 −st $$t=t0 +τ
L{dτ (t − t0 )} = e−st dt = − e $
2τ t0 −τ 2sτ t=t0 −τ

1 −st0 sτ
= e (e − e−sτ )
2sτ
or
sinh sτ −st0
L{dτ (t − t0 )} = e . (12)

3 Paul A. M. Dirac (1902–1984), English mathematical physicist, received his Ph.D. from Cambridge in 1926

and was professor of mathematics there until 1969. He was awarded the Nobel Prize for Physics in 1933
(with Erwin Schrödinger) for fundamental work in quantum mechanics. His most celebrated result was the
relativistic equation for the electron, published in 1928. From this equation he predicted the existence of
an “anti-electron,” or positron, which was first observed in 1932. Following his retirement from Cambridge,
Dirac moved to the United States and held a research professorship at Florida State University.
August 7, 2012 21:04 c06 Sheet number 38 Page number 346 cyan black

346 Chapter 6. The Laplace Transform

The quotient (sinh sτ)/sτ is indeterminate as τ → 0+ , but its limit can be evaluated
by L’Hôpital’s4 rule. We obtain
sinh sτ s cosh sτ
lim+ = lim+ = 1.
τ→0 sτ τ→0 s
Then from Eq. (11) it follows that
L{δ(t − t0 )} = e−st0 . (13)
Equation (13) defines L{δ(t − t0 )} for any t0 > 0. We extend this result, to allow t0 to
be zero, by letting t0 → 0+ on the right side of Eq. (13); thus
L{δ(t)} = lim e−st0 = 1. (14)
t0 →0+

In a similar way, it is possible to define the integral of the product of the delta
function and any continuous function f . We have
" ∞ " ∞
δ(t − t0 )f (t) dt = lim+ dτ (t − t0 )f (t) dt. (15)
−∞ τ→0 −∞

Using the definition (4) of dτ (t) and the mean value theorem for integrals, we find
that
" ∞ " t0 +τ
1
dτ (t − t0 )f (t) dt = f (t) dt
−∞ 2τ t0 −τ
1
= · 2τ · f (t ∗ ) = f (t ∗ ),

where t0 − τ < t ∗ < t0 + τ. Hence t ∗ → t0 as τ → 0+ , and it follows from Eq. (15) that
" ∞
δ(t − t0 )f (t) dt = f (t0 ). (16)
−∞

The following example illustrates the use of the delta function in solving an initial
value problem with an impulsive forcing function.

Find the solution of the initial value problem


EXAMPLE
2y′′ + y′ + 2y = δ(t − 5), (17)
1 y(0) = 0, ′
y (0) = 0. (18)
This initial value problem arises from the study of the same electric circuit or mechanical
oscillator as in Example 1 of Section 6.4. The only difference is in the forcing term.
To solve the given problem, we take the Laplace transform of the differential equation and
use the initial conditions, obtaining
(2s2 + s + 2)Y(s) = e−5s .

4 Marquis Guillaume de L’Hôpital (1661–1704) was a French nobleman with deep interest in mathematics.

For a time he employed Johann Bernoulli as his private tutor in calculus. L’Hôpital published the first
textbook on differential calculus in 1696; in it appears the differentiation rule that is named for him.
August 7, 2012 21:04 c06 Sheet number 39 Page number 347 cyan black

6.5 Impulse Functions 347

Thus
e−5s e−5s 1
Y(s) = = % & . (19)
2s2 +s+2 2 s+ 2+
1 15
4 16

By Theorem 6.3.2 or from line 9 of Table 6.2.1,


' ( √
−1 1 4 −t/4 15
L % & = √ e sin t. (20)
1 2 15 15 4
s + 4 + 16
Hence, by Theorem 6.3.1, we have

2 15
y = L−1 {Y(s)} = √ u5 (t)e−(t−5)/4 sin (t − 5), (21)
15 4
which is the formal solution of the given problem. It is also possible to write y in the form

⎨0,
⎪ t < 5,

y= 2 15 (22)

⎩ √ e−(t−5)/4 sin (t − 5), t ≥ 5.
15 4
The graph of Eq. (22) is shown in Figure 6.5.3. Since the initial conditions at t = 0 are
homogeneous and there is no external excitation until t = 5, there is no response in the interval
0 < t < 5. The impulse at t = 5 produces a decaying oscillation that persists indefinitely. The
response is continuous at t = 5 despite the singularity in the forcing function at that point.
However, the first derivative of the solution has a jump discontinuity at t = 5, and the second
derivative has an infinite discontinuity there. This is required by the differential equation (17),
since a singularity on one side of the equation must be balanced by a corresponding singularity
on the other side.

0.3

0.2

0.1

5 10 15 20 t

–0.1

FIGURE 6.5.3 Solution of the initial value problem (17), (18):


2y′′ + y′ + 2y = δ(t − 5), y(0) = 0, y′ (0) = 0.

In dealing with problems that involve impulsive forcing, the use of the delta
function usually simplifies the mathematical calculations, often quite significantly.
August 7, 2012 21:04 c06 Sheet number 40 Page number 348 cyan black

348 Chapter 6. The Laplace Transform

However, if the actual excitation extends over a short, but nonzero, time interval,
then an error will be introduced by modeling the excitation as taking place instan-
taneously. This error may be negligible, but in a practical problem it should not be
dismissed without consideration. In Problem 16 you are asked to investigate this
issue for a simple harmonic oscillator.

PROBLEMS In each of Problems 1 through 12:


(a) Find the solution of the given initial value problem.
(b) Draw a graph of the solution.
1. y′′ + 2y′ + 2y = δ(t − π); y(0) = 1, y′ (0) = 0
′′
2. y + 4y = δ(t − π) − δ(t − 2π); y(0) = 0, y′ (0) = 0
′′ ′
3. y + 3y + 2y = δ(t − 5) + u10 (t); y(0) = 0, y′ (0) = 1/2
′′
4. y − y = −20δ(t − 3); y(0) = 1, y′ (0) = 0
5. y′′ + 2y′ + 3y = sin t + δ(t − 3π); y(0) = 0, y′ (0) = 0
′′
6. y + 4y = δ(t − 4π); y(0) = 1/2, y′ (0) = 0
′′
7. y + y = δ(t − 2π) cos t; y(0) = 0, y′ (0) = 1
8. y′′ + 4y = 2δ(t − π/4); y(0) = 0, y′ (0) = 0
′′
9. y + y = uπ/2 (t) + 3δ(t − 3π/2) − u2π (t); y(0) = 0, y′ (0) = 0
′′ ′ ′
10. 2y + y + 4y = δ(t − π/6) sin t; y(0) = 0, y (0) = 0
′′ ′
11. y + 2y + 2y = cos t + δ(t − π/2); y(0) = 0, y′ (0) = 0
12. y − y = δ(t − 1);
(4)
y(0) = 0, y (0) = 0, y′′ (0) = 0, y′′′ (0) = 0

13. Consider again the system in Example 1 of this section, in which an oscillation is excited
by a unit impulse at t = 5. Suppose that it is desired to bring the system to rest again after
exactly one cycle—that is, when the response first returns to equilibrium moving in the
positive direction.
(a) Determine the impulse kδ(t − t0 ) that should be applied to the system in order to
accomplish this objective. Note that k is the magnitude of the impulse and t0 is the time
of its application.
(b) Solve the resulting initial value problem, and plot its solution to confirm that it
behaves in the specified manner.
14. Consider the initial value problem

y′′ + γy′ + y = δ(t − 1), y(0) = 0, y′ (0) = 0,

where γ is the damping coefficient (or resistance).


(a) Let γ = 21 . Find the solution of the initial value problem and plot its graph.
(b) Find the time t1 at which the solution attains its maximum value. Also find the
maximum value y1 of the solution.
(c) Let γ = 41 and repeat parts (a) and (b).
(d) Determine how t1 and y1 vary as γ decreases. What are the values of t1 and y1 when
γ = 0?
15. Consider the initial value problem

y′′ + γy′ + y = kδ(t − 1), y(0) = 0, y′ (0) = 0,


August 7, 2012 21:04 c06 Sheet number 41 Page number 349 cyan black

6.5 Impulse Functions 349

where k is the magnitude of an impulse at t = 1, and γ is the damping coefficient (or


resistance).
(a) Let γ = 21 . Find the value of k for which the response has a peak value of 2; call this
value k1 .
(b) Repeat part (a) for γ = 41 .
(c) Determine how k1 varies as γ decreases. What is the value of k1 when γ = 0?
16. Consider the initial value problem

y′′ + y = fk (t), y(0) = 0, y′ (0) = 0,

where fk (t) = [u4−k (t) − u4+k (t)]/2k with 0 < k ≤ 1.


(a) Find the solution y = φ(t, k) of the initial value problem.
(b) Calculate lim φ(t, k) from the solution found in part (a).
k→0+
(c) Observe that lim fk (t) = δ(t − 4). Find the solution φ0 (t) of the given initial value
k→0+
problem with fk (t) replaced by δ(t − 4). Is it true that φ0 (t) = lim φ(t, k)?
k→0+
(d) Plot φ(t, 1/2), φ(t, 1/4), and φ0 (t) on the same axes. Describe the relation between
φ(t, k) and φ0 (t).

Problems 17 through 22 deal with the effect of a sequence of impulses on an undamped


oscillator. Suppose that
y′′ + y = f (t), y(0) = 0, y′ (0) = 0.

For each of the following choices for f (t):


(a) Try to predict the nature of the solution without solving the problem.
(b) Test your prediction by finding the solution and drawing its graph.
(c) Determine what happens after the sequence of impulses ends.
20
- 20
-
17. f (t) = δ(t − kπ) 18. f (t) = (−1)k+1 δ(t − kπ)
k=1 k=1

20
- 20
-
19. f (t) = δ(t − kπ/2) 20. f (t) = (−1)k+1 δ(t − kπ/2)
k=1 k=1

15
- 40
-
21. f (t) = δ[t − (2k − 1)π] 22. f (t) = (−1)k+1 δ(t − 11k/4)
k=1 k=1

23. The position of a certain lightly damped oscillator satisfies the initial value problem
20
!
y′′ + 0.1y′ + y = (−1)k+1 δ(t − kπ), y(0) = 0, y′ (0) = 0.
k=1

Observe that, except for the damping term, this problem is the same as Problem 18.
(a) Try to predict the nature of the solution without solving the problem.
(b) Test your prediction by finding the solution and drawing its graph.
(c) Determine what happens after the sequence of impulses ends.
24. Proceed as in Problem 23 for the oscillator satisfying
15
!
y′′ + 0.1y′ + y = δ[t − (2k − 1)π], y(0) = 0, y′ (0) = 0.
k=1

Observe that, except for the damping term, this problem is the same as Problem 21.
August 7, 2012 21:04 c06 Sheet number 42 Page number 350 cyan black

350 Chapter 6. The Laplace Transform

25. (a) By the method of variation of parameters, show that the solution of the initial value
problem
y′′ + 2y′ + 2y = f (t); y(0) = 0, y′ (0) = 0

is
" t
y= e−(t−τ) f (τ) sin(t − τ) dτ.
0

(b) Show that if f (t) = δ(t − π), then the solution of part (a) reduces to

y = uπ (t)e−(t−π) sin(t − π).

(c) Use a Laplace transform to solve the given initial value problem with
f (t) = δ(t − π), and confirm that the solution agrees with the result of part (b).

6.6 The Convolution Integral


Sometimes it is possible to identify a Laplace transform H(s) as the product of two
other transforms F(s) and G(s), the latter transforms corresponding to known func-
tions f and g, respectively. In this event, we might anticipate that H(s) would be
the transform of the product of f and g. However, this is not the case; in other
words, the Laplace transform cannot be commuted with ordinary multiplication.
On the other hand, if an appropriately defined “generalized product” is introduced,
then the situation changes, as stated in the following theorem.

Theorem 6.6.1 If F(s) = L{f (t)} and G(s) = L{g(t)} both exist for s > a ≥ 0, then
H(s) = F(s)G(s) = L{h(t)}, s > a, (1)
where " "
t t
h(t) = f (t − τ)g(τ) dτ = f (τ)g(t − τ) dτ. (2)
0 0

The function h is known as the convolution of f and g; the integrals in Eq. (2) are
called convolution integrals.

The equality of the two integrals in Eq. (2) follows by making the change of vari-
able t − τ = ξ in the first integral. Before giving the proof of this theorem, let us
make some observations about the convolution integral. According to this theorem,
the transform of the convolution of two functions, rather than the transform of their
ordinary product, is given by the product of the separate transforms. It is conven-
tional to emphasize that the convolution integral can be thought of as a “generalized
product” by writing
h(t) = (f ∗ g)(t). (3)

You might also like