Ordinary differential equations Theorem
Duhamel's integral
Builds on Linear differential equation of order nConvolution on the half-lineInitial value problem
Statement
Let and , and let be continuous. Let be the solution of with and . Then the solution of the initial value problem is the convolution
Remarks
Differentiate under the integral sign: , and . Then , and because the integrals run over an interval of length . The function is the unit impulse response: the motion caused by a unit impulse at time , which gives the mass the velocity .
Example: for an underdamped oscillator, with , and , put . Then and the response to is . 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 with . 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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- Convolution on the half-line concept
- Initial value problem concept
- Linear differential equation of order n concept
- Duhamel's integral statement
Further reading
About this page
| Tag | 5KC6B0Z09Y |
|---|---|
| URI | m2://5KC6B0Z09Y |
| Kind | statement, theorem |
| Writing | W0 stub |
| MSC | 34A30, 70J35, 44A35 |
| Status | This copy of the site has no build data. Run m2 status 5KC6B0Z09Y. |
| About | Linear differential equation of order n |
| Uses | Linear differential equation of order n, Convolution on the half-line, Initial value problem |
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