The Laplace Transform/Step Functions, Discontinuous Forcing, Impulses, and Convolution

Lesson 5.21,196 words

Step Functions, Discontinuous Forcing, Impulses, and Convolution

The Heaviside step function and the second shifting theorem transform switches and discontinuous forcing into exponential factors on the transform. The Dirac delta idealizes an instantaneous impulse and transforms to a pure exponential.

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The transform-and-invert method handles smooth forcing directly. Harder inputs — a voltage switched on at a fixed time, a force that jumps, a hammer blow delivered in an instant — get stitched together interval by interval under classical methods, but transform to single algebraic expressions. Three tools carry this: the step function for switching, the delta function for impulses, and convolution for products of transforms.

The unit step function

Steps add up to any piecewise-constant function. A jump of height at time contributes , so reading the jumps off a graph reconstructs the function. For instance, the function equal to on , on , on , and thereafter has jumps at :

The transform of a step is a decaying exponential over :

which reduces to when .

The step switches on at ; the difference is a unit window, on over and off elsewhere.

The second shifting theorem

Translating a function to the right and switching it on at the translation point multiplies its transform by an exponential.

The delayed-and-switched function is shifted a distance in the positive direction and held at zero before .1 Substituting into the defining integral produces the factor . Whereas the first shifting rule translated the transform in , this one translates the function in and attaches to the transform.

The second shifting theorem: is the graph of slid right by and zero before ; its transform is .

Read backward, the rule inverts transforms carrying an factor. From ,

a ramp that saturates once the delayed term switches on.

Discontinuous forcing

With the two shifting rules, a jump in the forcing function transforms as cleanly as a smooth term.

The solution runs in three regimes: at rest until ; oscillating about the forced level while decaying toward it for ; and relaxing back to after the forcing vanishes at .2

Response of the pulse-forced oscillator from rest: flat until , a decaying oscillation about the forced level while the pulse is on, then relaxation toward zero after the pulse switches off at .

The regularity of across the switching points is the general lesson. For any equation with continuous and only piecewise continuous, the solution and its first derivative stay continuous, while inherits the jumps of : the jump in the highest-order term exactly balances the jump in . Integrating a jump twice smooths it, so the discontinuity climbs to the top derivative and no higher.

The impulse function

An impulse is a force of large magnitude acting over a vanishingly short time, with a finite total effect. Model it by a pulse of width and height , centered at , so that its integral — the impulse — equals for every . Narrowing the pulse while preserving unit area defines the idealized limit.

Narrowing pulses of unit area (each rectangle integrates to ) converge to the delta function, drawn as a spike carrying unit impulse at .

The sifting property follows from the mean value theorem applied to the narrowing pulse: against any continuous ,

so integrating against samples at the impulse location. Taking gives the transform,

which becomes as . The delta function violates the exponential-order hypothesis of the existence theorem, so this transform is defined by the limiting process rather than the raw integral.3

The response is continuous at , but jumps there and has an infinite spike — the singularity in the forcing must appear somewhere on the left side, and it lands in the top derivative.

The convolution integral

A product of transforms is not the transform of the product .

The proof writes as a double integral over the first quadrant of the -plane, substitutes , and reverses the order of integration over the resulting triangular region .4 The convolution behaves like a product: it is commutative, associative, and distributive over addition, with . It is not, however, an identity-preserving product — in general. For , .

Convolution slides a reflected copy of across ; the value is the area of their overlap (shaded) as the copy moves with .

Convolution inverts a transform that factors into known pieces.

Transfer function and impulse response

Convolution gives the forced response of a linear system a clean structure. For with , , transforming and solving splits into two parts,

The term carries the initial conditions and inverts to the solution of the homogeneous equation; carries the forcing.

By the convolution theorem, the forced response is the impulse response convolved with the input,

A linear system as an input-output map: the input produces the output , where is the impulse response fixed by the transfer function .

This is the input–output picture: the coefficients describe the system, is the input, is the output, and encodes the system's response independent of any particular input. It generalizes variation of parameters: both express the forced solution as an integral against the forcing, but here the kernel is the impulse response and the initial conditions are already absorbed.

Abel's tautochrone

A convolution can also appear as the unknown side of an equation. The problem is to find a frictionless wire down which a bead slides to the bottom in a time independent of its starting height — the tautochrone. With the unknown arc-length rate and the descent time from height , conservation of energy gives a Volterra integral equation,

in which the integral is the convolution of and .5 Transforming and using ,

Demanding a constant descent time makes the right side known; its inverse transform is with . Solving yields the parametric curve

the cycloid. The tautochrone is an arc of a cycloid, the same curve that solves the brachistochrone problem, recovered here without guessing the answer in advance.

Transform rules for forcing

ToolTransform ruleUse
Step build piecewise-constant functions
Second shiftdelayed / switched forcing; invert factors
Delta instantaneous impulses; impulse response
Convolutioninvert products; forced response ; integral equations

Footnotes

  1. Boyce, Elementary Differential Equations and Boundary Value Problems, §6.3, Theorem 6.3.1 — , proved by the substitution ; contrasted with the first shifting theorem 6.3.2 in .
  2. Boyce, §6.4, Example 1 — the pulse-forced damped oscillator , with the observation that and stay continuous while inherits the jumps of the forcing.
  3. Boyce, §6.5 — the delta function as the limit of unit-area pulses , its sifting property , and the transform .
  4. Boyce, §6.6, Theorem 6.6.1 — the convolution theorem and its proof by reversing the order of integration; the transfer-function and impulse-response decomposition . See also Simmons, §53 — the indicial and impulse response of a system at rest.
  5. Simmons, §52 — Convolutions and Abel's Mechanical Problem: the descent-time equation as a convolution of and , solved by transform to show the tautochrone is a cycloid.

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