Math 2.0

Ordinary differential equations Theorem

Duhamel's integral

Builds on Linear differential equation of order nConvolution on the half-lineInitial value problem

Statement

Let m>0m > 0 and c,k∈ℝc, k \in \R, and let F ⁣:[0,∞)→ℝF \colon [0, \infty) \to \R be continuous. Let hh be the solution of mh′′+ch′+kh=0m h'' + c h' + k h = 0 with h(0)=0h(0) = 0 and h′(0)=1/mh'(0) = 1/m. Then the solution of the initial value problem mx′′+cx′+kx=F(t),x(0)=0,x′(0)=0,m x'' + c x' + k x = F(t), \qquad x(0) = 0, \quad x'(0) = 0, is the convolution x(t)=∫0tF(τ) h(t−τ) dτ,t≥0.x(t) = \int_0^t F(\tau) \, h(t - \tau) \, d\tau, \qquad t \ge 0.

Remarks

Differentiate under the integral sign: x′(t)=h(0)F(t)+∫0tF(τ)h′(t−τ) dτ=∫0tF(τ)h′(t−τ) dτx'(t) = h(0) F(t) + \int_0^t F(\tau) h'(t - \tau) \, d\tau = \int_0^t F(\tau) h'(t - \tau) \, d\tau, and x′′(t)=h′(0)F(t)+∫0tF(τ)h′′(t−τ) dτx''(t) = h'(0) F(t) + \int_0^t F(\tau) h''(t - \tau) \, d\tau. Then mx′′+cx′+kx=mh′(0)F(t)=F(t)m x'' + c x' + k x = m h'(0) F(t) = F(t), and x(0)=x′(0)=0x(0) = x'(0) = 0 because the integrals run over an interval of length 00. The function hh is the unit impulse response: the motion caused by a unit impulse at time 00, which gives the mass the velocity 1/m1/m.

Example: for an underdamped oscillator, with ωn=k/m\omega_n = \sqrt{k/m}, ζ=c/(2km)\zeta = c / (2\sqrt{km}) and 0≤ζ<10 \le \zeta < 1, put ωd=ωn1−ζ2\omega_d = \omega_n \sqrt{1 - \zeta^2}. Then h(t)=1mωde−ζωntsin⁡(ωdt),h(t) = \frac{1}{m \omega_d} e^{-\zeta \omega_n t} \sin(\omega_d t), and the response to FF is x(t)=1mωd∫0tF(τ)e−ζωn(t−τ)sin⁡(ωd(t−τ)) dτx(t) = \frac{1}{m \omega_d} \int_0^t F(\tau) e^{-\zeta \omega_n (t - \tau)} \sin(\omega_d (t - \tau)) \, d\tau. Nonzero initial data are handled by adding the free motion with those data.

Going deeper

For a student

Duhamel's integral is the convolution on the half-line of the load with the impulse response, so the Laplace transform turns it into the product X(s)=H(s)F(s)X(s) = H(s) F(s) with H(s)=1/(ms2+cs+k)H(s) = 1/(m s^2 + c s + k). The same idea works for any linear differential equation with constant coefficients, and in the form of Duhamel's principle for linear evolution equations. It is a special case of variation of parameters. In structural dynamics it is used to compute responses to shocks and other non-periodic loads.

Reading path

To understand this page from the ground up, read these 4 pages in order. The foundations come first.

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  1. Convolution on the half-line concept
  2. Initial value problem concept
  3. Linear differential equation of order n concept
  4. Duhamel's integral statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Duhamel%27s_integral
About this page
Tag5KC6B0Z09Y
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Kindstatement, theorem
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MSC34A30, 70J35, 44A35
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AboutLinear differential equation of order n
UsesLinear differential equation of order n, Convolution on the half-line, Initial value problem
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