Oct 30
Sometimes you want to model a short impulse:
you give a swing a push, so that it started to swing up
you plucked a string on the guitar, and it started to vibrate
This can be modeled by an inhomogenous equation of the form
D2u(t)+ω2u(t)=g(t).
where g(t) models the force (which varies over time). Sometimes we don't care about the precise shape of the function g(t), but only the 'total effect' of the force given, then it is useful to use the delta function to model it.
delta function as a limit
Consider the following sequence of functions
gn(t)=n⋅1[0,1/n](t).
where 1[a,b](t) means the value of the function is 1 if t∈[a,b] and 0 otherwise. We have
that
∫gn(t)dt=1
for all n, but the graph of the function is getting narrower and taller.
We also have the property that, suppose we have a smooth function f(t), then we have
n→∞lim∫gn(t)f(t)dt=f(0).
consider the case that f(t)=1 or t.
We will write
δ(t)=n→∞limgn(t).
which is meaningful inside an integral.
delta function on the RHS of an equation
Ex 1
Consider the equation
y′(t)=δ(t),t≥0
and with initial condition y(t)=0 for t<0.
We can solve it by integration: for b>0, we have
y(b)=y(−ϵ)+∫−ϵby′(t)dt=0+1=1.
where ϵ is any positive number.
The shape of y(t) is a 'step function',
y(t)={01t<0t>0
the value of y(0) is undefined (and doesn't matter)
Ex 2
Consider the equation
(d/dt)2y(t)=δ(t),t≥0
and with initial condition y(t)=0 for t<0.
Let g(t)=y′(t), then g(t)$ satisfies
(d/dt)g(t)=δ(t)
which is just the case in Ex 1. We see g(t)=1 only if t>0. Then, we get, for t>0
y(t)=y(0)+∫0ty′(s)ds=∫0t1ds=t.
The Green's function
Let P(D) be a differential operator, where D=d/dt and P(x) is a degree n polynomial. Suppose we are facing an equation of the type
P(D)y(t)=g(t)
with some homogeneous boundary condition (meaning the function y(t) vanishes on the boundary of the domain).
Suppose we know the solution for
P(D)G(t;s)=δ(t−s).
Then, we can solve the original equation by doing an integral
y(t)=∫G(t;s)g(s)ds.
Indeed, we have
P(D)y(t)=∫P(D)G(t;s)g(s)ds=∫δ(t−s)g(s)ds=g(t).
Ex 3
Consider the domain being [0,∞), and we have
d/dty(t)=g(t),g(t)=1[1,2](t).y(0)=0
In this case, we can first solve for the Green's function
d/dtG(t;s)=δ(t−s),G(0;s)=0
we get G(t;s)=1 for t>s, and 0 else.
Thus, we can get get
y(t)=∫g(s)G(t;s)ds=∫121t>sds.
if t>2, then y(t)=∫12ds=1, if 1<t<2, we get ∫1tds=(t−1). if t<1, we get y(t)=0.
More examples about delta function
Consider the equation that, for x∈[0,2]
(d/dx)2y(x)+y(x)=δ(x−1)
with boundary condition y(0)=y(2)=0.
If we integrate this equation over the interval (1−ϵ,1+ϵ), across the location of the delta function, we find that
ϵlimy′(1+ϵ)−y′(1−ϵ)=1
(the term ∫(1−ϵ,1+ϵ)y(x)dx=O(ϵ)→0)
hence we had a discontinuity of the slope of y(x) when x=1.
We may write down the general solution over the interval (0,1) that vanishes on x=0
y−(x)=asin(x),x∈[0,1]
and the general solution over x∈(1,2) that vanishes on x=2
y+(x)=bsin(x−2),x∈[1,2]
then we can solve the condition that
y−(1)=y+(1),y−′(1)−y+′(1)=1
this gives
asin(1)=bsin(−1),acos(1)−bcos(−1)=1
so a=−b and a=1/(2cos(1)).