Math 2.0

Integral transforms, operational calculus Definition

Heaviside operational calculus

Builds on Differentiation operator pHeaviside step functionLinear differential equation of order nOperational calculus

Definition

Let HH be the Heaviside step function, and consider functions of tt that vanish for t<0t < 0. The Heaviside operational calculus is the formal method that works with the following conventions.

  1. The differentiation operator d/dtd/dt is written pp, and p−1p^{-1} means integration from 00: (p−1f)(t)=∫0tf(τ) dτ(p^{-1} f)(t) = \int_0^t f(\tau) \, d\tau.
  2. For each integer n≥0n \ge 0, p−nH=tnn!Hp^{-n} H = \frac{t^n}{n!} H.
  3. Consider a system governed by a linear differential equation with constant coefficients, at rest before t=0t = 0. Replace d/dtd/dt by pp and solve the equation algebraically for xx. The response xx to the input HH is then written x=φ(p)Hx = \varphi(p) H with a rational function φ\varphi.
  4. φ(p)H\varphi(p) H is evaluated by expanding φ(p)\varphi(p) in powers of p−1p^{-1} and applying rule 2 term by term, or by the expansion theorem.

Remarks

In modern terms, φ(p)H\varphi(p) H is the function whose Laplace transform is φ(s)/s\varphi(s)/s, and rule 2 says that ℒ(tn/n!)=1/sn+1\mathcal{L}(t^n/n!) = 1/s^{n+1}. For rational φ\varphi that is bounded at infinity, the series in rule 4 converges for all tt and the method is correct. Heaviside also applied the rules to non-rational expressions such as p\sqrt{p}, where they need a separate justification.

Example: x′−ax=aHx' - a x = a H, with x=0x = 0 for t<0t < 0. Rule 3 gives (p−a)x=aH(p - a) x = a H, so x=ap−aH=a/p1−a/pH=∑n≥1anp−nH=∑n≥1antnn!=eat−1x = \frac{a}{p - a} H = \frac{a/p}{1 - a/p} H = \sum_{n \ge 1} a^n p^{-n} H = \sum_{n \ge 1} \frac{a^n t^n}{n!} = e^{at} - 1 for t≥0t \ge 0. Check: x′−ax=aeat−aeat+a=ax' - ax = a e^{at} - a e^{at} + a = a and x(0)=0x(0) = 0.

Non-example: the rules do not apply to an equation with variable coefficients such as x′−tx=Hx' - t x = H. There pp does not commute with multiplication by tt, so the equation cannot be solved for xx as φ(p)H\varphi(p) H.

Reading path

To understand this page from the ground up, read these 7 pages in order. The foundations come first.

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  1. Differentiation operator p concept
  2. Function concept
  3. Linear differential equation of order n concept
  4. Operational calculus concept
  5. Laplace transform definition
  6. Heaviside step function object
  7. Heaviside operational calculus definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Operational_calculus
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DefinesHeaviside operational calculus
UsesDifferentiation operator p, Heaviside step function, Linear differential equation of order n, Operational calculus

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