The Delta Function: Prerequisites
The Delta Function: Prerequisites
The Delta Function: Prerequisites
Introduction
In this Block we introduce the delta function and obtain its Laplace transform. We also examine
the use of the Laplace transform approach to the solution of simultaneous dierential equations
in more than one dependent function.
f (t)
d d+a t
This can be represented formally using step functions; it switches on at t = d and switches o
at t = d + a and has amplitude b:
The eect on the system is related to the area under the curve rather than just the amplitude
b. Our aim is to reduce the time interval over which the forcing function acts (i.e. reduce a)
whilst at the same time keeping the total eect (i.e. the area under the curve) a constant. To
do this we shall take b = 1/a so that the area is always equal to 1. Reducing the value of a then
gives the sequence of inputs shown in the next gure.
f (t)
decreas
1
a
d d+a
As the value of a decreases the height of the rectangle increases (to ensure the value of the area
under the curve is xed at value 1) until, in the limit as a 0, the function becomes a spike
However, this limit does not exist. The important property of the delta function relates to its
integral:
1
(t d)dt = lim [u(t d) u(t {d + a})]dt
a0 a
d+a
1
= lim dt
a0 d a
d+a d
= lim =1
a0 a a
which is what we expect since the area under each of the limiting curves is equal to 1.
A more technical discussion obtains the more general result:
Key Point
f (t)(t d)dt = f (d)
This is called the sifting property of the delta function as it sifts out the value f (d) from the
function f (t). Although the integral here ranges from t = to t = + in fact the same
result is obtained for any range if the range of the integral includes the point t = d. That is, if
d then
f (t)(t d)dt = f (d)
Thus, as long as the delta function is located within the range of the integral the sifting property
holds. For example,
2
sin t (t 1.1)dt = sin 1.1 = 0.8112
1
et (t 1)dt = e1 = 0.3679
0
Key Point
L{(t d)} = esd and, putting d = 0, L{(t)} = e0 = 1
Answer
dx
+ y = et
dt
dy
x = 3et
dt
x(0) = 0 y(0) = 1
Now, using a traditional approach, we could try to eliminate one of the unknown functions from
this system: for example, from the rst:
dy d2 x
= et 2 (taking the derivative and rearranging)
dt dt
dy
This can then be substituted in the second equation: x = 3et , to give:
dt
d2 x
x = 4et
dt2
which can then be solved in the normal way (either using the complementary function/particular
integral approach or else the Laplace transform approach). However, this approach is not
workable if we have large numbers of rst order dierential equations to deal with. Let us
instead use the Laplace transform directly.
If we use the notation that
Key Point
Taking the Laplace transform has transformed our system of dierential equations into a system
of algebraic simultaneous equations.
We can solve these algebraic equations (in X(s) and Y (s)) using a variety of techniques (inverse
matrix; Cramers determinant method etc.) Here we will use Cramers method.
1
1
s+1 s
s+4
s+4
s
X(s) = s+1 = s + 12 s + 1
s 1 s +1
1 s
4 2(s 1) 2
= = 2
(s2 + 1)(s + 1) s +1 s+1
and
s 1
s+1 s(s + 4) 1
1 s+4 +
Y (s) = =
s+1 s+1 s+1
s 1 s2 + 1
1 s
s2 + 4s + 1 1 2(s + 1)
= = +
(s2 + 1)(s + 1) s+1 s2 + 1
The last lines in each case having been obtained using partial fractions. We can now invert
X(s), Y (s) to nd x(t), y(t):
s 1 1
x(t) = L1 {X(s)} = 2L1 { } 2L1
{ } 2L1
{ }
s2 + 1 s2 + 1 s+1
= (2 cos t 2 sin t 2et )u(t)
1 s 1
y(t) = L1 {Y (s)} = L1 { } + 2L1 { 2 } + 2L1 { 2 }
s+1 s +1 s +1
= (et + 2 cos t + 2 sin t)u(t)
(note that once the solution for x(t) is found the solution for y(t) may be easier to obtain by
dx
substituting in the dierential equation: y = et rather than using Laplace transforms).
dt
5 Engineering Mathematics: Open Learning Unit Level 1
20.5: The Laplace Transform
Try each part of this exercise
Use the Laplace transform to solve the coupled dierential equations:
dy dx
x=0 +y =1 x(0) = 1 y(0) = 1
dt dt
Part (a) Begin by obtaining a system of algebraic equations for X(s), Y (s)
Answer
Part (b) Now solve these equations for X(s) and Y (s)
Answer
Part (c) Now nd the required solution by obtaining the inverse Laplace transforms
Answer
DERIVE does not include the delta function in any of its libraries. However, try to obtain the
result
L{(t d)} = esd
by rst modelling the delta function with
1
[u(t d) u(t {d + a})]
a
then by nding the Laplace transform of this and nally taking the limit (in Calculus ) as a 0.
You will need to Declare a, d both positive real numbers to be successful.
MAPLE does include the delta function and it is referred to as Dirac(t) (you must always use
a capital D). The Laplace transform is taken in a similar way to that described in DERIVE.
We rst need to load the library inttrans. The following command lines nd the Laplace
transform of (t) and (t a).
>with(inttrans):
>Laplace(t 2, t, s);
>Laplace(Dirac(t), t, s);
1
>assume(a > 0);
>Laplace(Dirac(t a),t, s);
ea s
There are no routines in DERIVE for obtaining the alalytical solution to systems of rst-order
dierential equations (though there are routines for obtaining numerical solutions to such sys-
tems). However, DERIVE can help considerably with the intermediate calculations which occur
in the process of solving systems of ordinary dierential equations. For example we can employ
matrix methods to solve the system of equations arising on page 6. Simply dene matrices
(using Author:Matrix) 1
s 1
A := B := s+1
1 s s+4
s+1
and then key in Author:Expression A (1)B =. DERIVE responds with
4 s2 + 4s + 1
a1 b = [ , ]
(s + 1) (s2 + 1) (s2 + 1) (s + 1)
Then, by choosing Simplify:Expand DERIVE will produce a partial fraction expansion which
you should then be able to invert easily.
1 cos(t)
MAPLE responds with whereas to solve the system of equations introduced
et
on page 6:
dy
x = 0
dt
dx
+y = 1
dt
x(0) = 1 y(0) = 1
we would key in
> dsolve({sys,x(0)=-1,y(0)=1},fcns);
If your dierential equation involves either a step function or a delta function then you must
use method=laplace optional equation as part of the eqns list. This ensures that the dier-
ential equation will be solved using Laplace transforms which is necessary as the normal dsolve
commands do not recognise step or delta functions. For example to solve
d2 y dy
+ 2 + 2y = et u(t) y(0) = 0, y (0) = 0
dt2 dt
we would key in
> dsolve({di(y(t),t$2)+2*di(y(t),t)+2*y(t)=exp(-t)*Heaviside(t), y(0)=0,D(y)(0)=0},y(t),
method=laplace);
MAPLE responds with