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.I NASA CX-72412 DIT Report 160-10 THE LAPLACE TRANSFORM OF THE DERIVATIVE OF A FUNCTION WITH FINITE JUMPS by Leon Y. Bahar Prepared for NATIONAL AERONAUTICS AND SPACE ADMINISTRATION Lewis Research Center JUNE 1968 NASA Contract NsG-270 DREXEL INSTITUTE OF TECHNOLOGY

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Page 1: DREXEL INSTITUTE OF TECHNOLOGY

. I

NASA CX-72412

D I T Report 160-10

THE LAPLACE TRANSFORM

OF THE DERIVATIVE OF A FUNCTION WITH FINITE JUMPS

by

Leon Y. Bahar

Prepared for

NATIONAL AERONAUTICS AND SPACE ADMINISTRATION

Lewis Research Center

JUNE 1968

NASA Contract NsG-270

DREXEL INSTITUTE OF TECHNOLOGY

Page 2: DREXEL INSTITUTE OF TECHNOLOGY

NOTICE

This r e p o r t w a s prepared as a n account of Government sponsored work. Neither t h e United States, nor t h e Na t iona l Aeronaut ics and Space Adminis t ra t ion (NASA), nor any pe r son a c t i n g on behalf of NASA:

A.) Makes any warranty o r r e p r e s e n t a t i o n , expressed o r implied, with r e s p e c t t o t h e accu racy , completeness, o r u s e f u l n e s s of t h e information con ta ined i n t h i s r e p o r t , o r t h a t t h e use of any in fo rma t ion , appa ra tus , method, o r p rocess d i s c l o s e d i n t h i s r e p o r t may not i n f r i n g e p r i v a t e l y owned r i g h t s ; o r

B . ) Assumes any l i a b i l i t i e s w i th r e s p e c t t o t h e use o f , o r f o r damages r e s u l t i n g from t h e u s e of any i n f o r - mation, appa ra tus , method o r p rocess d i s c l o s e d i n t h i s r e p o r t .

A s used above, “person a c t i n g on behalf of NASA” i n c l u d e s any employee o r c o n t r a c t o r of NASA, o r employee of such con- t r a c t o r , t o t h e e x t e n t t h a t such employee o r c o n t r a c t o r of NASA, o r employee of such c o n t r a c t o r p repa res , d i s s e m i n a t e s , or provides a c c e s s t o , any information pu r suan t t o h i s employment o r c o n t r a c t w i th NASA, o r h i s employment w i t h such c o n t r a c t o r .

Requests f o r c o p i e s of t h i s r e p o r t should be r e f e r r e d t o :

Nat ional Aeronaut ics and Space Admin i s t r a t ion O f f i c e of S c i e n t i f i c and T e c h n i c a l Information A t t e n t i o n : AFSS-4 Washington, D.C. 20546

Page 3: DREXEL INSTITUTE OF TECHNOLOGY

NASA CR-72412

DREXEL Report 160-10

THE LAPLACE TRANSFORM

OF THE DERIVATIVE OF A FUNCTION WITH FINITE JUMPS

by

Leon Y. Bahar

Prepared f o r

NATIONAL AERONAUTICS AND SPACE ADMINISTRATION

L e w i s Research Center

JUNE 1968

Contract NsG-270

Technical Management NASA L e w i s Research Center

Chemical Rocket D iv i s ion Cleveland, Ohio

Richard N . Johnson

Drexel I n s t i t u t e of Technology 32nd and Chestnut S t r e e t s

Ph i l ade lph ia , Pennsylvania 19104

Page 4: DREXEL INSTITUTE OF TECHNOLOGY

?

SUMMARY

General ized func t ions as developed by Laurent Schwartz are used t o

inc lude f i n i t e jump c o n t r i b u t i o n s t o t ransforms of d e r i v a t i v e s . The

expres s ion of t h e B i l a t e r a l Laplace Transform of t h e d e r i v a t i v e of a

p iecewise continuous func t ion i s f i r s t der ived and then s p e c i a l i z e d t o

t h e u n i l a t e r a l transform.

Transform of a genera l ized d e r i v a t i v e r e s o l v e s some well-known apparent

c o n t r a d i c t i o n s .

and "ac tua l" i n i t i a l va lues d i sappea r s .

i s r e s t r i c t e d t o o rd ina ry d i f f e r e n t i a l equa t ions , i t can be extended t o

p a r t i a l d i f f e r e n t i a l equat ions .

It i s shown t h a t t h e use of t h e Laplace

I n t h i s new con tex t t h e d i s t i n c t i o n between "prescr ibed"

Although t h e p re sen t i n v e s t i g a t i o n

,

I-

I -

@ .

i

Page 5: DREXEL INSTITUTE OF TECHNOLOGY

. I

I . INTRODUCTION

I n t h e a n a l y t i c a l s tudy of meteoroid impact on space v e h i c l e s , i nc lud ing

f u e l tanks , t h e i n t e g r a l t ransform technique i s one of t h e a v a i l a b l e methods.

The impact loadings , whether on the bumper o r on t h e main s t r u c t u r a l w a l l ,

are always a b r u p t l y appl ied .

represented by d iscont inuous func t ions .

methods, t h e t rea tment of discont inuous f u n c t i o n s e x h i b i t i n g f i n i t e jumps

as g iven i n most textbooks and papers i s less than s a t i s f a c t o r y . I n t h i s

paper , a more adequate t rea tment u t i l i z i n g t h e n o t i o n of genera l ized f u n c t i o n s

i s given.

These abrupt l oad ings may be mathematical ly

I n t h e a p p l i c a t i o n of t ransform

The d e r i v a t i v e of a func t ion wi th f i n i t e d i s c o n t i n u i t i e s cannot be

transformed i n accordance wi th the w e l l known express ion:

L { f ' ( t > ) = s F ( s ) - f(O+) (1-1)

which only a p p l i e s t o continuous func t ions . The c o n t r i b u t i o n of f i n i t e jumps

t o t h e r igh thand s i d e of t h i s equat ion i s u s u a l l y g iven as a n e x e r c i s e of no

p a r t i c u l a r s i g n i f i c a n c e i n most textbooks (1,2). I n phys ica l a p p l i c a t i o n s ,

such as hyperve loc i ty impac t problems, piecewise cont inuous func t ions are of

g r e a t importance, and t h e i r behavior w i l l u sua l ly c o n t a i n a t least one jump

occur r ing a t zero. The expression (1-1) does no t i nc lude t h e c o n t r i b u t i o n

due t o t h i s term, since t h e t ransform i s def ined as t h e l i m i t of t h e Laplace

I n t e g r a l as t h e lower l i m i t tends t o zero from t h e r i g h t . To inc lude such

e f f e c t s t h e range of i n t e g r a t i o n can be extended t o minus i n f i n i t y , t hus

in t roduc ing t h e Bi la teral Laplace Transform ( 3 ) . This procedure has l i m i t e d

use fu lness , s i n c e i t can only be used t o t ransform a known funct ion . I n t h e

s o l u t i o n of d i f f e r e n t i a l equations one has, i n gene ra l , no advance information

r*

i

Page 6: DREXEL INSTITUTE OF TECHNOLOGY

,

about t h e l o c a t i o n and magnitude of d i s c o n t i n u i t i e s t h a t w i l l appear i n t h e

response as they must be p a r t of t h e s o l u t i o n . Therefore , an ex tens ion of

t h e no t ion o f func t ion becomes necessary i n o rde r t o t ransform such ab rup t

changes of unknown l o c a t i o n and magnitude i n t h e response.

Generalized f u n c t i o n s as in t roduced by Laurent Schwarz ( 4 ) a r e i d e a l l y

s u i t e d t o handle t h e p a r t i c u l a r problem under cons ide ra t ion . The expres s ion

(1-1) becomes upon such a g e n e r a l i z a t i o n :

where t h e jumps a re i m p l i c i t l y conta ined i n t h e d e f i n i t i o n of t h e gene ra l i zed

func t ion .

The express ion g iven i n (1-2) can be e a s i l y extended t o t h e d e r i v a t i v e

of o rde r n:

(1-3) n- 1 (n-1) ( o - ) L { g ( " ) ( t ) j = sn L ( g ( t > ) - s g ( o - ) - .....-g

The equat ion (1-3) i s both s impler and more g e n e r a l t han i t s corresponding

expres s ion f o r an o rd ina ry func t ion , as w i l l be e s t a b l i s h e d i n l a t e r s e c t i o n s .

A c a r e f u l d i s t i n c t i o n between o rd ina ry and gene ra l i zed f u n c t i o n s can

a l s o r e s o l v e some apparent c o n t r a d i c t i o n s i n p a r t i a l d i f f e r e n t i a l equa t ions

such as those r e c e n t l y s t u d i e d by Boley (5) and Reid ( 6 ) . It i s expected

t h a t t h e i n v e s t i g a t i o n of t h i s problem w i l l be t h e s u b j e c t of another s tudy .

I n o r d e r to emphasize t h e underlying i d e a s , w e l l known s u f f i c i e n t

cond i t ions governing equa t ion (1-1) w i l l no t be given. These cond i t ions are

s t a t e d w i t h p r e c i s i o n and c o r r e c t p e r s p e c t i v e i n LePage ( 7 ) .

- 2-

Page 7: DREXEL INSTITUTE OF TECHNOLOGY

I1 BACKGROUND AND PRELIMINARIES

A f u n c t i o n is s a i d t o have a f i n i t e d i s c o n t i n u i t y a t to i f f(t:) and f ( t i )

+ + e x i s t , and f ( t o ) # f ( t i ) . The q u a n t i t y J { f ( t o ) } = f ( t o ) - f ( t i ) is known as

t h e ''jump" or"sa1tus" of t h e func t ion a t t h e p o i n t to, and may b e r ep resen ted

by J { f ( t o ) } , J ( t o ) o r Jo. It can a l s o b e considered as a f u n c t i o n J ( t ) of t h e

cont inuous v a r i a b l e t , which i s zero except a t a p o i n t of d i s c o n t i n u i t y .

Th i s i s i n essence t h e "Saltus-function" whose p r o p e r t i e s have been s t u d i e d

by Hobson (5).

b e r ep resen ted by an upward arrow i f J {f ( t ) } > o and a downward arrow i f

J { f ( t o > } c 0.

g r a p h i c a l d i f f e r e n t i a t i o n of t he jump m u l t i p l i e d by t h e u n i t s t e p func t ion .

The jump can be considered as a d i r e c t e d q u a n t i t y and may

0

This r e p r e s e n t a t i o n is p a r t i c u l a r l y u s e f u l i n t h e formal

The only paper d i s c u s s i n g the i n c l u s i o n of jumps i n t h e Laplace t ransform

of t h e d e r i v a t i v e of a f u n c t i o n seems t o be t h a t of Rasof ( 9 ) .

Rasof (9) has inco rpora t ed t h e e f f e c t of jumps i n f ( t ) i n t o t h e

e x p r e s s i o n f o r L { f ' ( t ) ) , by consider ing t h e d e f i n i t i o n s

L { f ( t > } = L { f l ( t ) } + lwt1 [ f 2 ( t ) - f ~ ( t ) l e - ~ ~ d t (2-1 1

d t (2-2) -st L {f( t )} = L { f 2 ( t ) } + 1'1 [ f l ( t > - f 2 ( t > 1 e

0

where f l ( t ) and € 2 ( t ) have been def ined i n t h e open i n t e r v a l s (0, t l ) and

( t 1 , m ) as shown i n F igu re 1.

The paper makes t h e i n c o r r e c t assumption t h a t t h e n o t a t i o n L { f ( t ) ) i s

ambiguous, because i t does n o t s t a t e which of t h e two forms (2-1) o r (2-2)

must be a s c r i b e d t o f ( t ) i n i n t e r p r e t i n g L ( f ( t ) } .

exists, and t h e forms (2-1) and (2-2) i n t roduce t h e a d d i t i o n a l complication of

making i t impossible t o determine t h e Laplace t ransforms from t a b l e s .

Ac tna l ly , no such d i f f i c u l t y

- 3-

Page 8: DREXEL INSTITUTE OF TECHNOLOGY

Figure 1

It i s not d i f f i c u l t t o see how complicated t h e expressions given i n

. . . . , f n } de f in ing t h e (9) would become as t h e set of func t ions { f , piecewise continuous f u n c t i o n f i nc reases .

r e p r e s e n t a t i o n s f o r L {f ( t ) } , wi th t h e ensuing complicated expres s ions

f o r L { f ' ( t ) ) t o b e found i n t h e same paper ( 9 ) .

1 f 2 9

This would l e a d t o n d i f f e r e n t

The complication i n t h e proposed problem does no t ar ise from t h e

source i n d i c a t e d by Rasof (9) .

c a t i o n of t h e i n i t i a l v a l u e s i n t h e t ransform of t h e d e r i v a t i v e of a gene ra l i zed

It i s u s u a l l y due t o a n i n c o r r e c t i d e n t i f i -

funct ion.

It should aga in b e po in ted ou t t h a t i n a g iven p h y s i c a l problem, if

t h e f u n c t i o n f ( t ) i s t h e f o r c i n g f u n c t i o n i t i s n o t d i f f i c u l t t o o b t a i n t h e

transform of i t s d e r i v a t i v e s , even i f f ( t ) is no t continuous.

some e x t e n t i s the problem t r e a t e d i n (9) .

d i f f i c u l t t o i d e n t i f y t h e l o c a t i o n and magnitude of t h e jumps t h a t appear

i n t h e response. This paper w i l l be mainly devoted t o a fo rmula t ion t h a t

Th i s , t o

It i s f a r more important and

w i l l au tomat i ca l ly accomplish t h i s a i m .

-4-

Page 9: DREXEL INSTITUTE OF TECHNOLOGY

- .

I11 ELEMENTARY FORMULATION AND SOLUTION OF THE PROBLEM

Consider the function represented in Figure 2. If this function is

considered an ordinary function it has the following representation in

i: the open intervals I

f(t) = fi(t) t E Ii (i = 1, 2 , 3, 4 )

where the following definitions are used:

- m < t < t l t E I1

t 1 < t < o t E I2

t 2 < t < a t E I,

o < t < t 2 t E I3

The same function can also be represented in the form oL a regular generalized

function, by introducing the unit step function, so as to produce the functions

f.(t), t E I in the various intervals of definition. This function may be 1 i denoted by g(t) and written explicitly as:

where the use of the gate function defined as the difference of two step

functions has been made in order to annihilate the function outside the gate.

Figure 2

-5-

Page 10: DREXEL INSTITUTE OF TECHNOLOGY

It i s w e l l known t h a t wh i l e t h e r e i s no reason t o d i s t i n g u i s h between t h e

two d i f f e r e n t r e p r e s e n t a t i o n s of t h e same func t ion , namely t h e o rd ina ry

f u n c t i o n f ( t ) and t h e gene ra l i zed f u n c t i o n g ( t ) ; t h e s e two f u n c t i o n s e x h i b i t

marked d i f f e r e n c e s under d i f f e r e n t i a t i o n , due t o t h e i n t r o d u c t i o n of t h e

"Dirac d e l t a " as t h e d e r i v a t i v e of t h e u n i t s t e p func t ion , The o rd ina ry

d e r i v a t i v e of f ( t ) a t a p o i n t of f i n i t e d i s c o n t i n u i t y such as t L , 0, and t 2

is undefined; t h e gene ra l i zed d e r i v a t i v e s a t those p o i n t s are g iven by

I n o rde r t o d e r i v e t h e expres s ion of t h e gene ra l i zed d e r i v a t i v e g ' ( t )

i n terms of t h e o rd ina ry d e r i v a t i v e f ' ( t ) and t h e c o n t r i b u t i o n of t h e

f i n i t e jumps, one can formal ly d i f f e r e n t i a t e t h e expres s ion f o r g ( t ) as

g iven by ( 3 - 2 ) .

I n o rde r t o achieve t h e d e s i r e d r e s u l t , i t i s more convenient t o

rewrite t h e express ion f o r g ( t ) i n a form t h a t w i l l e x h i b i t t h e jumps,

namely

g ( t > = f l ( t > + [ f 2 ( t > - f , ( t > l U(t'tl) + [ f , ( t ) - f 2 ( t ) ] u ( t )

The i n t e r p r e t a t i o n of t h i s equat ion is of i n t e r e s t i n i t s e l f . It simply

i n d i c a t e s t h a t t h e f u n c t i o n g ( t ) can be cons t ruc t ed by a s t epwise c o n t i n u a t i o n

procedure s t a r t i n g w i t h t h e f u n c t i o n f ( t ) .

[ f 2 ( t ) - f l ( t ) ] u ( t - t l ) which b r i n g s t h e f u n c t i o n up f ( t ) from t l t o i n f i n i t y ,

t h e next term b u i l d s t h e f u n c t i o n up t o f ( t ) from zero t o i n f i n i t y , and so on.

To f l ( t ) i s added 1

2

3

-6-

Page 11: DREXEL INSTITUTE OF TECHNOLOGY

The formal a p p l i c a t i o n of the d i f f e r e n t i a t i o n of a product t o (3-3)

y i e l d s :

( 3 - 4 )

It i s clear t h a t t h e terms m u l t i p l i e d by t h e u n i t s t e p f u n c t i o n i n t h e

expres s ion ( 3 - 4 ) r e p r e s e n t t h e o rd ina ry d e r i v a t i v e f ' ( t ) and t h e terms

invo lv ing t h e Dirac d e l t a can be r e w r i t t e n i n a form t h a t w i l l produce t h e

same i n t e g r a l according t o t h e s i f t i n g property.

It i s clear t h a t t h e c o e f f i c i e n t s of t h e d e l t a f u n c t i o n s r e p r e s e n t t h e

jumps of t h e f u n c t i o n a t t h e p o i n t s of d i s c o n t i n u i t y . This y i e l d s :

g ' ( t ) = f ' ( t ) + J ( f ( t 1 ) ) 6 ( t - t l ) + J ( f ( 0 ) ) 6 ( t ) (3-6)

There i s no lo s s of g e n e r a l i t y i n t h i s d e r i v a t i o n and i t was presented i n

d e t a i l i n conformity w i t h F igu re 2. Summation s i g n s a t t h i s s t a g e would

have served no u s e f u l purpose i n f u r t h e r c l a r i f i c a t i o n of t h e d e r i v a t i o n .

G e n e r a l i z a t i o n now gives: n

i- 1 g ' ( t ) f ' ( t ) + C J { f ( t i ) } 6 ( t - t i )

Although t h e above d e r i v a t i o n was formal , i t can b e shown t h a t i t i s i n

agreement w i t h t h a t obtained v i a t h e Theory of D i s t r i b u t i o n s (10) and

f i n d s i t s r i g o r o u s j u s t i f i c a t i o n only i n such an i n t e r p r e t a t i o n .

- 7-

(3-7)

Page 12: DREXEL INSTITUTE OF TECHNOLOGY

It would b e of i n t e r e s t t o determine t h e b i l a t e r a l t ransform of t h e

g e n e r a l i z e d d e r i v a t i v e of g ' ( t ) a f t e r determining i t f o r t h e o rd ina ry d e r - r a t i v e

Following Figure 2, t h i s expres s ion can b e w r i t t e n as: - -

0 t 2 -

L 2 { f ' ( t ) } = 1:; f ' l ( t ) e - s t d t + It+ f ' 2 ( t ) e s t d t + lo+ f ' 3 ( t ) ; s td t 1

+ 1" + f l , ( t ) e s t d t t 2

I n t e g r a t i o n by p a r t s , g i v e s under t h e u s u a l assumptions found i n (7)

- [ f (O+) - f (033 - [f ( t 2+) - f (t 33 e s t 2 3 2 4 3 2

The q u a n t i t i e s w i t h i n t h e b r a c k e t s are t h e terms i n d i c a t i n g jump

c o n t r i b u t i o n s , and t h e r e s u l t can b e e a s i l y g e n e r a l i z e d to :

- L I

L {f '<t)} = s L ( f ( t ) ) - C J { f ( t i ) } e s t i is1 2 2

The b i l a t e r a l t ransform of t h e g e n e r a l i z e d d e r i v a t i v e (3-7) g i v e s

on t h e o t h e r hand:

n

i=1 L, { g ' ( t > ) = L2 { f ' ( t > ) + C J { f ( t i ) } e s t i

Combining t h e two expres s ions (3-10) and (3-11) y i e l d s

(3-8)

(3-10)

(3-11)

(3-12)

C l e a r l y L

gene ra l i zed f u n c t i o n con ta in ing only u n i t s t e p f u n c t i o n s i n i t s d e s c r i p t i o n .

(f ( t ) ) = L { g ( t ) } s i n c e t h e f u n c t i o n g ( t ) i s a r e g u l a r 2 2

Page 13: DREXEL INSTITUTE OF TECHNOLOGY

Theref o r e

(3-13)

The s i m p l i c i t y of t h i s r e s u l t i s remarkable. It does no t e x p l i c i t l y

c o n t a i n any jump c o n t r i b u t i o n s , as t h e s e are i m p l i c i t i n t h e r e p r e s e n t a t i o n

of t h e gene ra l i zed f u n c t i o n and its d e r i v a t i v e s i n terms of t h e o r d i n a r y

f u n c t i o n and i t s d e r i v a t i v e s , as given by t h e previous expres s ions (3-4)

t o (3-7).

It i s of g r e a t p r a c t i c a l i n t e r e s t t o determine t h e s impler expres s ions

t h e s e reduce t o i n t h e c a s e of a u n i l a t e r a l transform.

The t ransform of t h e d e r i v a t i v e of t h e o rd ina ry f u n c t i o n becomes

using (3-10)

where t h e Laplace i n t e g r a l i s taken w i t h a r igh thand lower l i m i t , and

t > 0. j

The u n i l a t e r a l t ransform of g ' ( t ) can be w r i t t e n as:

(3-14)

n

j =1 L ( g ' ( t ) ) = L { f ' < t > ) + c J { f ( t j ) ) Z s t j

+ f (O+) - f (0-)

fol lowing (3-7), w i t h t > 0. j

Eliminat ion of L ( f ' ( t ) ) between t h e two expres s ions (3-14), (3-15);

and i n s e r t i o n of L { f ( t ) } = L { g ( t ) ) and f(o-) = g(o-) l e a d s t o t h e

important r e s u l t :

L { g t < t > ) = s L { g w ) - g (0-1

(3-15)

(3-16)

It is i n t e r e s t i n g t o n o t e t h a t as was a l r e a d y pointed ou t be fo re ,

- 9-

Page 14: DREXEL INSTITUTE OF TECHNOLOGY

t h e jumps do not e x p l i c i t l y appear i n t h i s formula, bu t are i m p l i c i t l y

contained i n g ( t > , and t h a t t h e i n i t i a l va lue appearing i n (3-16), is

t h e i n i t i a l va lue from t h e l e f t . Transform expressions f o r h ighe r o r d e r

d e r i v a t i v e s of o rd ina ry func t ions become p rogres s ive ly more unwieldy due

t o t h e presence of jumps i n t h e v a r i o u s d e r i v a t i v e s , b u t no such problem

e x i s t s w i t h general ized d e r i v a t i v e s . Successive s u b s t i t u t i o n s l e a d to :

I 2 L { g " ( t ) ) = s L { g ( t > ) - s 8 6 ) - g v o - ) (3-17)

and f i n a l l y f o r the d e r i v a t i v e of o r d e r n:

(n-l) (0-) (3-18) n L { g ( " ) ( t ) } = s L { g ( t ) } - sn-l g(0-1 - ..... -g

This expres s ion seems t o be n e i t h e r well-known, nor widely used, It i s

i n agreement, however, w i t h t h a t g iven by Zadeh and Desoer (11). I n

view of t h e importance of (3-18) i n a p p l i c a t i o n s , v a r i o u s a l t e r n a t i v e s

t o t h e preceding development l e a d i n g t o t h e same f i n a l r e s u l t w i l l be

explored i n t h e next s e c t i o n s .

I V METHOD BASED ON THE CONSTRUCTION OF THE EQUIVALENT CONTINUOUS FUNCTION

It i s p o s s i b l e t o c o n s t r u c t an equ iva len t cont inuous f u n c t i o n f c ( t )

from f ( t ) as represented i n F igu re 2 , by s l i d i n g t h e curve f 2 ( t ) , f , ( t > ,

and f ( t ) down by t h e jumps, J { f ( t l ) } , J { f ( t l ) } + J { f ( o ) ) and J { f ( t , ) }

+J ( f ( o ) ) + J { f ( t , ) } r e s p e c t i v e l y .

4

This g i v e s t h e e x p l i c i t expression:

Reca l l i ng t h a t f o r a continuous f u n c t i o n f ( t ) C

L2 {f',(t>) = s L { f c ( t > } 2

-10-

( 4 - 2 )

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and t ak ing i n t o account t h e a c t i o n of t h e u n i t s t e p f u n c t i o n on t h e v a r i o u s

terms l e a d s t o

L { f r ( t ) } = s L [ f ( t ) - J { f ( t ) I u ( t - t l ) - J{f(o)} u ( t ) 2 2 1

( 4 - 3 ) -J {f (t )I ~ ( t - t ~ ) ]

2

It should b e noted t h a t no d i f f e r e n c e e x i s t s between f ' ( t ) and f:(t) when

they are considered as f u n c t i o n s i n t h e o r d i n a r y sense , s i n c e they are

l e f t undefined a t t h e p o i n t s where f ( t ) s u f f e r s a jump d i s c o n t i n u i t y .

The r e s u l t ( 4 - 3 ) can now be general ized t o :

which confirms t h e r e s u l t ( 3 - 1 0 ) prev ious ly obtained. I f t h e f u n c t i o n

is now considered as a gene ra l i zed f u n c t i o n i t can b e w r i t t e n as:

Upon d i f f e r e n t i a t i o n , g e n e r a l i z a t i o n and making u s e of f ' ( t ) = f i ( t ) , i t

fo l lows t h a t :

n

i-1 g ' ( t ) f ' ( t ) + C J { f ( t i ) } 6 ( t - t i )

Taking t ransforms of bo th s i d e s of ( 4 . 6 )

( 4 - 6 )

( 4 - 7 ) .

El imina t ion of f ' ( t ) between t h e two expres s ions ( 4 - 4 ) and ( 4 - 7 )

l e a d s , r e c a l l i n g t h a t L { g < t ) ) = L2 { f ( t ) } , t o t h e following: 2

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This is p r e c i s e l y t h e expres s ion obtained i n (3-13), and from t h a t

p o i n t on t h e d e r i v a t i o n is as g iven i n Sec t ion 111.

where use has been made of a w e l l known theorem i n S t i e l t j e s i n t e g r a t i o n

i n t h e eva lua t ion of t h e second term (10). Combining (5 -2) wi th (4 -4)

y i e l d s

L 2 { g ' ( t ) ) = s L { g ( t > \ (5-3) 2

which i s t h e same as (4 -8 ) .

V I NETHOD BASED ON THE THEORY OF DISTRIBUTIONS

By d e f i n i t i o n t h e gene ra l i zed d e r i v a t i v e of a f u n c t i o n f ( t ) w i th

f i n i t e jumps can be de f ined as fo l lows i n t h e s e n s e d i s t r i b u t i o n s ( 4 )

-12-

- ~

~ ~~ ~

~~ ~ . -~

V METHOD BASED ON THE STIELTJES INTEGRAL

It is p o s s i b l e t o cons ide r t h e Bilateral Laplace Transform of t h e

d e r i v a t i v e of a f u n c t i o n e x h i b i t i n g f i n i t e jumps as t h e S t i e l t j e s i n t e g r a l ~

L 2 ( f ' ( t ) ) = ,Iw e'st d { f ( t ) ) (5 -1)

fol lowing Widder ( 1 2 ) .

I n s e r t i n g t h e expres s ion (4 -5 ) i n t o (5-1) r e s u l t s i n t h e following: n

o r r e w r i t i n g : I

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< f , $1 > = - I - m f ( t ) $ ' ( t ) d t c f ' , $ > = -

where $(x) i s a t e s t i n g func t ion . P a r t i c u l a r i z i n g t h i s t o t h e f u n c t i o n

r ep resen ted i n F igu re 2, t h e i n t e g r a l can b e s p l i t over t h e a p p r o p r i a t e

domains, y i e l d i n g

I n t e g r a t i n g (6-2) by p a r t s i n o rde r t o t r a n s f e r a l l t h e d i f f e r e n t i a t i o n s

from $ ( t ) t o f ( t ) one ob ta ins :

+ 1:' f ' ( t ) $ ( t ) d t + I" f ' ( t ) $ ( t ) d t t 2

(6-3)

where u s e has been made of t h e f a c t t h a t t h e t e s t i n g f u n c t i o n van i shes

o u t s i d e a f i n i t e i n t e r v a l . Upon g e n e r a l i z i n g , i t fo l lows t h a t :

n

i= 1 SI, f ' ( t ) $(t) d t + C J { f ( t i ) } $ ( t i ) (6-4) c f ' , JI > =

o r denot ing by g ' ( t ) t h e general ized d e r i v a t i v e given by t h e expres s ion

(6-4)

n g ' ( t ) = f ' ( t ) + C J { f ( t i ) } 6 ( t - t i )

i=l

where use of t h e s i f t i n g property has bean made. Here t h e symbol f ' ( t )

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s t a n d s f o r t h e d e r i v a t i v e of f ( t ) i n t e r p r e t e d i n t h e o rd ina ry sense,

wherever i t e x i s t s and i t can be a r b i t r a r i l y a s s igned any f i n i t e v a l u e where

i t does no t e x i s t .

Therefore the gene ra l i zed d e r i v a t i v e i s equa l t o t h e o rd ina ry d e r i v a t i v e

p l u s t h e jump c o n t r i b u t i o n s . It i s t h i s las t term t h a t i n s u r e s t h a t t h e

i n t e g r a l of g ' ( t > w i l l y i e l d t h e discont inuous f u n c t i o n f ( t ) r a t h e r t han

t h e equ iva len t continuous f u n c t i o n f c ( t ) t h a t would have been obtained

by cons ide r ing t h e i n t e g r a l of f ' ( t ) a lone. I n o t h e r words, t h e i n t e g r a t i o n

of g ' ( t ) au tomat i ca l ly in t roduces t h e c o r r e c t i n t e g r a t i o n cons t an t .

It should be noted t h a t equat ion (6-5) i s i d e n t i c a l t o (4-6) and i ts

t ransform is:

n L ( g ' ( t > ) = L2 { f ' ( t > ) + C J { f ( t i ) } s s t i (6-6)

i=l 2

On t h e o t h e r hand (4-4) g ives :

n

i=l (6-7) ' S t i

L { f ' < t > ) = s L ( f ( t ) ) - C J { f ( t i ) } e 2 2

El iminat ing f ' ( t ) between (6-6) and (6-7) and r e c a l l i n g t h a t L

L { g ( t > ) r e s u l t s i n

{ f ( t ) ) = 2

2

L { g ' < t > ) = s L { g w ) 2 2

The s p e c i a l i z a t i o n of t h i s r e s u l t t o t h e u n i l a t e r a l t r ans fo rm as w e l l as

i t s ex tens ion t o higher o rde r d e r i v a t i v e s have been developed i n Sec t ion 111.

. .

V I 1 SOLUTION AND DISCUSSION OF SOME ELEMENTARY PROBLEMS

1. Transform of t h e Space Var i ab le

Consider the problem of a simply supported beam sub jec t ed t o a con-

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c e n t r a t e d load P as shown i n f i g u r e 3

'1 P

Figure 3

The Euler-Bernoul l i equa t ion f o r t h e d e f l e c t i o n of t h e beam i s

E 1 y ( 4 ) (x) = w(x)

where E 1 has been assumed constant . The u s u a l o p e r a t i o n a l s o l u t i o n

f o r t h i s beam is t o write w(x) = P 6(x-a)

EI y( '+) (x) = - P &(x-a>

T h i s equa t ion i s u s u a l l y transformed i n t o :

+ E1 [s4 y(s ) - s 2 y ' ( o ) - ylt ' (o+)] = - P zas

(7-2)

(7-3)

+ + where y (o ) = y"(o ) = 0 h a s been inco rpora t ed i n t o (7-3). y(x ) i s

now obtained by a s imple inve r s ion , and produces t h e expected r e s u l t .

The boundary c o n d i t i o n s y(L-) = y"(L-) = 0 are t aken i n t o account i n o rde r

t o determine y ' (o ) and y"' (0 ). Unfortunately, t h i s c o r r e c t r e s u l t i s due

t o t h e compounding of two e r r o r s t h a t cance l each o t h e r out .

y ( x ) is considered an o r d i n a r y funct ion, i t s t h i r d d e r i v a t i v e yl1'(x) w i l l

e x h i b i t a jump equa l t o t h e shear -P a t t h e p o i n t x = a, and i t s c o n t r i b u t i o n

must b e included i n t h e expression of t h e t ransform (3-14).

+ +

F i r s t , i f

This , however,

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would l e a d t o the i n c o r r e c t s o l u t i o n i f t h e r ighthand s i d e of (7-2)

i s r e t a i n e d . It i s no t d i f f i c u l t t o see t h e r eason f o r which one would

no t o b t a i n t h e c o r r e c t s o l u t i o n . Consider t h e equa t ion

E1 y ' ' ' ( x ) = - Pb - P u(x-a> L (7 -4)

I f y (x ) i n t h i s equa t ion i s considered an o rd ina ry f u n c t i o n then t h e

d e r i v a t i v e i s E1 y ( 4 ) = 0.

and t h e r e f o r e not d i f f e r e n t i a b l e t h e r e , i t s va lue can be a r b i t r a r i l y taken as

ze ro ,

Since u(x-a) is discont inuous a t x = a ,

Taking t h e transform of y (x ) and i n s e r t i n g t h e a p p r o p r i a t e jump

c o n t r i b u t i o n y i e l d s :

Recall ing t h a t

+ and inco rpora t ing y (o ) = ~"(0 ' ) = 0 y i e l d s

This i s p r e c i s e l y t h e equa t ion obtained b e f o r e as a r e s u l t of neg lec t ing

t h e jump c o n t r i b u t i o n , and r e p l a c i n g i t by t h e d e r i v a t i v e of t h e u n i t

s t e p f u n c t i o n which should have been t aken as zero.

t h e n e t e f f e c t of t h e s e two e r r o r s a n n i h i l a t e each o t h e r , thereby

producing a c o r r e c t r e s u l t . Although the i n c l u s i o n of t h e jump due t o

t h e shear would s o l v e the p a r t i c u l a r problem under c o n s i d e r a t i o n , t h i s

procedure cannot admit any g e n e r a l i z a t i o n . The d e f l e c t i o n of t h e beam

It i s seen t h a t

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can b e considered as t h e response of t h e beam t o t h e concen t r a t ed

load i n p u t P and t h e r e f o r e , should b e uniquely determined, once t h e

system parameters, i n i t i a l cond i t ions and t h e i n p u t are completely

known.

and should be r e f l e c t e d e x p l i c i t l y i n t h e expres s ion of t h e d e f l e c t i o n .

To i n c o r p o r a t e t h e jump cond i t ion i n t h e shea r i n t o t h e transformed

I n o t h e r words, t h e jump i n t h e shea r i s p a r t of t h e response

d e f l e c t i o n equat ion, is t o assume i n an a p r i o r i f a s h i o n t h e p a r t i a l

s o l u t i o n of t h e problem. It is not d i f f i c u l t t o see t h a t such

a n t i c i p a t o r y knowledge would b e much more d i f f i c u l t i n t h e case of

l i n e a r d i f f e r e n t i a l equat ions with v a r i a b l e c o e f f i c i e n t s , where t h e

l o c a t i o n and magnitude of t h e jumps i s n o t as easy t o a s c e r t a i n . The

theo ry of t h e Green's Funct ion would be of h e l p h e r e , b u t t h i s is

equ iva len t t o ob ta in ing t h e complete s o l u t i o n of t h e problem.

To t h e knowledge of t h i s writer, C h u r c h i l l (14) i s t h e only au tho r

t o have pointed ou t t h e i n c l u s i o n of t h e jump i n t h e shea r as a n

a l t e r n a t i v e t o t h e classical t reatment of t h e problem u s u a l l y given i n

books on Transform Theory. The l i t e r a t u r e seems t o g i v e no i n d i c a t i o n as

t o t h e e f f e c t t h a t t h e c l a s s i c a l t r ea tmen t is i n c o r r e c t o r t h a t t h e in-

t r o d u c t i o n of t h e concept of a gene ra l i zed f u n c t i o n i s necessary t o t rea t

t h e problem s a t i s f a c t o r i l y .

+ Rewriting t h e equa t ion f o r t h e shea r i n 0- < x < L as:

Pb u(x) - P u(x-a> + - P a u (x-L) L E I Y"'(x) = - L

I f y(x) is now considered a gene ra l i zed func t ion , i t s d e r i v a t i v e

becomes

6 (x-L) (4) Pb P a E 1 y (XI = 6(x) - P 6(x-a) + - L

(7-7)

(7-8)

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Clea r ly , s i n c e r ighthand s i d e i s a gene ra l i zed f u n c t i o n , t h e l e f t h a n d

s i d e has t o b e considered as a gene ra l i zed f u n c t i o n and t r e a t e d as such

i n i t s transform. For t h e sake of c l a r i t y , i f t h i s gene ra l i zed f u n c t i o n

i s denoted by y (x) , one

accordance w i t h (3-18).

g

EI [s4Yg(s) - s3yg(o-)

o b t a i n s t h e fo l lowing transformed equa t ion i n

Pb Pa ;Ls L

= - - peas + ( 7 - 9 )

It should be noted t h a t t h e r e a c t i o n a t t h e l e f t w a s introduced,

s i n c e lef thanded l i m i t s now make t h i s r e a c t i o n p a r t of t h e inpu t .

C lea r ly , i f one cons ide r s t h e beam as extending beyond t h e l e f t support

y" (0-) = y' " (0-) s i n c e t h e bending moment and shea r vanish along t h e

ex tens ion of t h e beam t o t h e l e f t , which is a s t r a i g h t l i n e . I n a d d i t i o n ,

i f t h e o r i g i n is taken t o co inc ide wi th t h e l e f t support y(o-) = 0.

Therefore t h e equat ion reduces to:

Pa -Ls +- e - - y ' ( o - > + - - - - 1 P b P zas S ~ E I AIL Y,(S) - EIL

S2 S4

I n v e r t i n g

Pa<x-p 6EIL

P b x 3 - P < x - ~ > ~ + 6EIL 6EI

where < ~ - a > ~ i s the Macaulay Bracket n o t a t i o n f o r (x-a)3 u(x-a), and

t h e l a s t term has no c o n t r i b u t i o n t o t h e d e f l e c t i o n u n l e s s t h e beam

extends beyond the r i g h t support .

The boundary c o n d i t i o n y(L) = 0 s e r v e s t o determine t h e only

(7-10)

(7-11)

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unknown y'(o-) remaining i n t h e equation.

is:

I n s e r t i n g t h i s v a l u e which

Pb (b2-L2) 6EIL y'(o-) = -

i n t o t h e d e f l e c t i o n equa t ion y i e l d s :

L Y W = b

Pb [ (b2-L2) x + x 3 - - < ~ - a > ~ ]

which produces t h e jump i n t h e shear as p a r t of t h e response, w i thou t

any such a p r i o r i assumption.

2 . Transform of t h e T i m e Variable

Consider t h e equa t ion of motion of a harrtionic o s c i l l a t o r

X ( t ) + p2x( t ) = 0

(7-12)

(7-13)

(7-14)

where p2 = k/m s u b j e c t t o i n i t i a l c o n d i t i o n s x(o-) = &(o') = 0 and

s t r u c k by a blow of impulse Io. The problem can b e handled i n two

d i f f e r e n t ways via t h e Laplace Transform.

L e t x ( t ) be an o r d i n a r y funct ion. Then

% ( t ) + p 2 x ( t ) = 0 (7-15)

I

m + * + Sub jec t t o x(o ) = 0 x ( 0 ) = - where t h e second c o n d i t i o n has been

ob ta ined by a c o n s i d e r a t i o n of l i n e a r

is

I m 0 1 E(s) =

s2 + p2

momentum. The transformed equa t ion

a f t e r i n s e r t i o n of i n i t i a l cond i t ions , i t fol lows t h a t

I - 0 x ( t ) = -

m P s i n p t t > O

(7-16)

(7-17)

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L e t x ( t ) now be a gene ra l i zed f u n c t i o n . The equa t ion of motion

can now b e w r i t t e n as:

s u b j e c t t o x(o-) = i ( o ' ) = 0.

The transformed equa t ion now r e a d s

I o / m

s 2 + p2 f ( s ) =

and i t s i n v e r s e i s 1 A 0 x ( t ) = -

m P s i n p t u ( t )

It i s easy t o show t h a t t h i s s o l u t i o n s a t i s f i e s t h e g iven equa t ion

and t h e i n i t i a l c o n d i t i o n s e i t h e r by formal s u b s t i t u t i o n o r by a s imple

a p p l i c a t i o n of d i s t r i b u t i o n theory.

A number of textbooks such as (13) use t h e equa t ion

(7-18)

K ( t ) + p 2 x ( t ) = - m

(7-19)

(7-20)

(7-21)

+ * + w i t h r i g h t s i d e d i n i t i a l c o n d i t i o n s x(o ) = x ( o ) = 0, and e x p l a i n t h e

discrepancy between t h e assumed zero i n i t i a l v e l o c i t y and t h e a c t u a l

i n i t i a l v e l o c i t y I /m by appeal ing t o momentum c o n s i d e r a t i o n s .

t h a t no c o n t r a d i c t i o n a c t u a l l y e x i s t s , and t h e apparent c o n t r a d i c t i o n so

It is c l e a r 0

f r e q u e n t l y encountered i n t h e l i t e r a t u r e can be e a s i l y r e so lved by cons ide r ing

gene ra l i zed f u n c t i o n s which a u t o m a t i c a l l y e x h i b i t l e f thanded l i m i t s i n

t h e transforms of t h e i r d e r i v a t i v e s .

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~

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VI11 CONCLUSIONS

It has been shown that the failure to recognize the difference between

an ordinary function and a generalized function, particularly of their

derivatives, and transforms of derivatives; has led to well-known discrepancies

between the assigned initial values and the actual initial values.

has been discussed at length in the literature by several authors such

as (16).

generalized functions or distributions developed by Laurent Schwartz ( 4 ) .

This

This difficulty can be avoided by the use of the concept of

An elementary derivation of the transform of the generalized derivative

is developed in this paper and applied to typical problems in which it is

shown that some of the classical contradictions disappear. It is hoped

that a more widespread understanding of these relatively new concepts by those

interested in applications, will give them a more powerful method of approach

to boundary value problems, particularly those leading to partial differential

equations.

Page 26: DREXEL INSTITUTE OF TECHNOLOGY

REFERENCES

1. Wylie, C.R., Jr., 11 Advanced Engineering Mathematics," Third Edition,

McGraw-Hill, 1966, p. 236, problem 3.

2. Thomson, W.T., "Laplace Transformation," Second Edition, Prentice-Hall,

1960, p. 7, problem 16.

3. Van der P o l , B. and Bremmer, H., "Operational Calculus Based on the

Two-sided Laplace Integral," Cambridge University Press, 1955.

4. Schwartz, L., "Mathematics for the Physical Sciences," Addison-Wesley,

1966, p. 80.

5. Boley, B.A., "Discontinuities in Integral Transform Solutions," Quarterly

of Applied Mathematics, Vol. 19, No. 4, January 1962.

6 . Reid, W.P., "On Some Contradictions in Boundary Value Problems,"

Mathematics Magazine, Vol. 37, No. 3, May 1964.

7. LePage, W.R., "Complex Variables and the Laplace Transform for

Engineers ,I1 McGraw-Hill, 1961.

8 . Hobson, E.W., "The Theory of Functions of a Real Variable," Volume I,

Cambridge University Press, 1927, p. 308.

9. Rasof, B., "The Laplace Transform of the Sectionally Continuous

Derivative of a Sectionally Continuous Function," Journal of the

Franklin Institute, Vol. 277, No. 2, February 1964, pp. 119-127.

10. Stakgold, I. , "Boundary Value Problems of Mathematical PhYsics," Vol. I, Macmillan, 1967, p. 39.

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Page 27: DREXEL INSTITUTE OF TECHNOLOGY

I I'

11. Zadeh, L.A., and Desoer, C.A., "Linear System Theory, The State

Space Approach," McGraw-Hill, 1963, p. 540.

12, Widder, D.V., "The Laplace Transform," P r ince ton Un ive r s i ty P res s , 1941.

13, Danese, A.E., "An In t roduc t ion t o Applied Mathematics," Al lyn and Bacon,

1965, p. 721.

14. Churchi l l , R.V., "Operat ional Mathematics," Second Ed i t ion , M c G r a w - H i l l ,

1958, p. 94, problem 5.

15. Hildebrand, F.B., "Advanced Calculus f o r Appl ica t ions ," Prent ice-Hal l ,

1963, pp. 68-69.

16. Doetsch, G., "Guide t o t h e Appl ica t ions of Laplace Transforms,"

D. Van Nostrand, 1961, pp. 94-105.

-23-

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