Heaviside step distribution: Difference between revisions

From SklogWiki
Jump to navigation Jump to search
No edit summary
m (Reverted edits by 89.20.145.223 (Talk); changed back to last version by Carl McBride)
 
(One intermediate revision by one other user not shown)
(No difference)

Latest revision as of 12:12, 5 July 2007

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

Note that other definitions exist at , for example 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(0)=1} . In the famous Mathematica computer package 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(0)} is unevaluated.

Applications[edit]

Differentiating the Heaviside distribution[edit]

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}= 0, ~x \neq 0}
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

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 (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_{\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 distribution. 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)} .

References[edit]

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