Heaviside step distribution: Difference between revisions

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==Differentiating the Heaviside  distribution==
At first glance things are hopeless:
:<math>\frac{{\rm d}H(x)}{{\rm d}x}= 0, ~x \neq 0</math>
:<math>\frac{{\rm d}H(x)}{{\rm d}x}= \infty, ~x = 0</math>
however, lets define a less brutal jump in the form of a linear slope
such that
:<math>H_{\epsilon}(x-a)= \frac{1}{\epsilon}\left( R(x - (a-\frac{\epsilon}{2})) - R (x - (a+\frac{\epsilon}{2}))\right)</math>
in the limit <math>\epsilon \rightarrow 0</math> this becomes the Heaviside function
<math>H(x-a)</math>. However, lets differentiate first:
:<math>\frac{{\rm d}}{{\rm d}x} H_{\epsilon}(x-a)= \frac{1}{\epsilon}\left( H(x - (a-\frac{\epsilon}{2})) - H (x - (a+\frac{\epsilon}{2}))\right)</math>
in the limit this is the [[Dirac delta function]]. Thus
:<math>\frac{{\rm d}}{{\rm d}x} [H(x)]= \delta(x)</math>
The delta function has the fundamental property that
:<math>\int_{-\infty}^{\infty} f(x) \delta(x-a) {\rm d}x = f(a)</math>
==References==
==References==
#[http://store.doverpublications.com/0486612724.html  Milton Abramowitz and  Irene A. Stegun "Handbook of Mathematical Functions" Dover Publications ninth printing.]  
#[http://store.doverpublications.com/0486612724.html  Milton Abramowitz and  Irene A. Stegun "Handbook of Mathematical Functions" Dover Publications ninth printing.]  
[[category:mathematics]]
[[category:mathematics]]

Revision as of 10:32, 29 May 2007

The Heaviside step distribution is defined by (Abramowitz and Stegun Eq. 29.1.3, p. 1020):

Differentiating the Heaviside distribution

At first glance things are hopeless:

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{{\rm d}H(x)}{{\rm d}x}= \infty, ~x = 0}

however, lets define a less brutal jump in the form of a linear slope such that

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_{\epsilon}(x-a)= \frac{1}{\epsilon}\left( R(x - (a-\frac{\epsilon}{2})) - R (x - (a+\frac{\epsilon}{2}))\right)}

in the limit Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \epsilon \rightarrow 0} this becomes the Heaviside function Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H(x-a)} . However, lets differentiate first:

Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. Server problem."): {\displaystyle {\frac {\rm {d}}{{\rm {d}}x}}H_{\epsilon }(x-a)={\frac {1}{\epsilon }}\left(H(x-(a-{\frac {\epsilon }{2}}))-H(x-(a+{\frac {\epsilon }{2}}))\right)}

in the limit this is the Dirac delta function. Thus

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{{\rm d}}{{\rm d}x} [H(x)]= \delta(x)}

The delta function has the fundamental property that

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^{\infty} f(x) \delta(x-a) {\rm d}x = f(a)}


References

  1. Milton Abramowitz and Irene A. Stegun "Handbook of Mathematical Functions" Dover Publications ninth printing.