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Step Functions, Delta Distributions, and Causal Convolutionmd 6602e2b
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Step Functions, Delta Distributions, and Causal Convolution

date2026-07-14document_iddoc_558ffbf3ac19f376465050fa67950e62description有限な入力切替と瞬間入力を区別し、分布としてのデルタ、跳躍条件、因果的畳み込み、初期値応答を一つの契約で扱う。prerequisites一階線型と積分因子 / ラプラス変換の入口type講義content_typelecturestatusactiverelateddata/lecture/math/analysis/introduction-to-laplace-transform.lecture.n.md / data/lecture/math/differential-equations/first-order-linear-odes-and-integrating-factors.lecture.n.md / data/lecture/math/differential-equations/laplace-transforms-series-and-modeling.lecture.n.md / data/exercise/math/differential-equations/step-delta-and-convolution.exercise.n.md
mathdifferential-equationslaplaceconvolutionlecture

1Introduction

This lecture distinguishes a step input, whose finite amplitude switches at a specified time, from a delta input, which supplies a finite total amount instantaneously. A finite step joins a first-order solution continuously, whereas a delta input can produce a jump. For a causal linear time-invariant system, convolution with the impulse response represents the zero-state response.

2Definitions of the Step and Delta

Let a>0. The Heaviside step function is

H(t-a)=\begin{cases}0,&t<a,\\1,&t>a.\end{cases}

Its value at t=a does not affect ordinary integrals or the continuous solutions below. The Dirac delta is a distribution defined by

δ(t-a),φ(t)=φ(a)

for every smooth compactly supported test function φ. The integral notation abbreviates this action. The delta has total mass one, and distributionally

ddtH(t-a)=δ(t-a).

3A Finite Step Does Not Make the Solution Jump

For λ>0, consider

y+λy=FH(t-a),y(0)=0.

For 0[PARSE ERROR: Undefined("Command(\"le\")")]t<a, y=0. Integrating across a gives

y(a+ε)-y(a-ε)+λa-εa+εy(t)dt=Fa-εa+εH(t-a)dt.

If y is locally bounded, the integral terms vanish as ε0, so y(a+)=y(a-). The matching condition yields

y(t)=FλH(t-a)(1-e-λ(t-a)).

4A Delta Input Produces a Jump

For

y+λy=Aδ(t-a),y(0)=0,

distributional integration across a gives y(a+)-y(a-)=A and

y(t)=AH(t-a)e-λ(t-a).

More generally, consider

p(t)y'+q(t)y+r(t)y=Aδ(t-a).

Assume that pC1, that q,r are continuous near a, and that p(a)0. Let y be a piecewise classical solution that is C2 on either side of a and for which y,y have finite one-sided limits. With [y]a=y(a+)-y(a-), the singular part of its distributional second derivative is

y'=+[y]aδ(t-a)+[y]aδ(t-a).

Because p(t)δ(t-a)=p(a)δ(t-a)-p(a)δ(t-a), the δ coefficient is p(a)[y]a, while the δ coefficient is p(a)[y]a+(q(a)-p(a))[y]a. Comparing the δ coefficients first gives [y]a=0; the subsequent δ comparison then gives p(a)[y]a=A. Hence y is continuous and

y(a+)-y(a-)=Ap(a).

This conclusion depends on the stated piecewise regularity and coefficient hypotheses.

5Causal Convolution and the Laplace Transform

Extend functions on t[PARSE ERROR: Undefined("Command(\"ge\")")]0 by zero for t<0. Define

(f*g)(t)=0tf(t-τ)g(τ)dτ.

If f,g are piecewise continuous on finite intervals and of exponential order, then on a common right half-plane where absolute convergence justifies exchanging integrals,

[PARSE ERROR: Undefined("Command(\"mathcal\")")]L{f*g}(s)=[PARSE ERROR: Undefined("Command(\"mathcal\")")]L{f}(s)[PARSE ERROR: Undefined("Command(\"mathcal\")")]L{g}(s).

For the unilateral transform and a>0,

[PARSE ERROR: Undefined("Command(\"mathcal\")")]L{H(t-a)}=e-ass,[PARSE ERROR: Undefined("Command(\"mathcal\")")]L{δ(t-a)}=e-as.

The first transform has region of convergence Res>0. The second uses the distributional extension and is defined on the entire complex s-plane for fixed a>0. Delta convolution implements the causal shift

(δ(·-a)*f)(t)=H(t-a)f(t-a).

6Decomposition into Zero-Input and Zero-State Responses

An LTI system preserves linear combinations and commutes with time shifts. It is causal if output at time t does not depend on future input. For y+λy=f(t), the causal impulse response is h(t)=H(t)e-λt and satisfies h+λh=δ(t) distributionally. The zero-state response is

yzs(t)=(h*f)(t)=0te-λ(t-τ)f(τ)dτ.

For y(0)=y0, add the zero-input response:

y(t)=y0e-λt+(h*f)(t).

Thus the statement that the response is h*f applies to the zero-state response of a causal LTI system.

7Dimensional Contract

With [t]=s and [y]=Y, consistency requires

[λ]=s-1,[f]=Y/s.

Since [δ(t-a)]=s-1, [A]=Y in Aδ(t-a). The coefficient is the time-integrated input strength

a-εa+εAδ(t-a)dt=A

and has the same dimension as the jump in y.

8Scope

Equations containing delta distributions are interpreted distributionally. Representation by one impulse response requires linearity, time invariance, causality, and the zero-state contract. It does not generally apply to nonlinear or time-varying systems.

9Exercise and Synthesis Lecture

data/exercise/math/differential-equations/step-delta-and-convolution.exercise.n.md

The following synthesis lecture reviews method selection across Laplace transforms, series methods, qualitative analysis, and numerical methods.

data/lecture/math/differential-equations/laplace-transforms-series-and-modeling.lecture.n.md

10Related Lecture

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