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1-1

1.1

Motivation

1. The density (r) of a point mass at r0 ,

2. The probability density function of a discrete distribution,

3. The force F (t) associated with an instantaneous collision,

4. The derivative of a function with a step discontinuity.

We may regard each of these as the result of a limiting process in which a quantity gets more and

more concentrated at a point in space or time. Consider the sequence of functions

1

n

for jtj < 2n

:

(1.1)

fn (t) =

0

otherwise

These functions get narrower and taller as n ! 1. The area in any interval enclosing the origin

tends to one as n becomes large.

These functions do not tend pointwise to any limit as n ! 1 but physically it is useful to think of

point sources such as point charges, point masses etc. We would like to invent a limit for this

sequence of functions which should have certain properties. It is called the (Dirac) delta function

or the unit impulse and is denoted by (t). We would like (t) to satisfy

Z b

1

if 0 2 (a; b)

(t) dt =

:

(1.2)

0

if 0 2

= [a; b]

a

Given any function (t) continuous at the origin, we have that

Z

fn (t)(t) dt = (0);

lim

(1.3)

Z

(t)(t) dt = (0):

(1.4)

Many other sequences of functions may be found which also satisfy the limit (1.3) for a suitable

class of functions . These provide alternative representations of the delta function.

1.2

Distributions

We wish to develop a theory which will allow us to deal with objects like delta functions in a correct

way. These are not ordinary functions but are rather examples of distributions or generalized

functions. The extra conceptual power and elegance of distribution theory will (hopefully) become

obvious as we proceed. In particular, we shall nd that any distribution can be dierentiated (to

give another distribution) any number of times and that distributions justify many operations which

we often carry out in Physics calculations which are incorrect for ordinary functions.

1.2.1

1-2

The following is a rather brief summary of a few denitions and results which will be useful later.

They should also serve to emphasize that we do need to be rather careful when manipulating

ordinary functions.

Suppose that fxn g for n = 1; 2; ::: is a sequence of real or complex numbers. We say that the

sequence converges to x as n ! 1 if jxn xj can be made to be as small as we like whenever

n is suciently large. Formally, this is written 8 > 0, 9N 2 N, such that n N ) jxn xj <

where the quantiers 8 and 9 represent for all and there exist respectively.

A function f (t) is said to have limit b as x ! a and we write

lim f (t) = b;

ta

(1.5)

provided that jf (t) bj can be made as small as we like whenever t is suciently close (but not

equal) to a. Formally, 8 > 0, 9 > 0 such that 0 < jt aj < ) jf (t) bj < .

A function f (t) is said to be continuous at a if

lim f (t) = f (a);

ta

(1.6)

Note that continuity is a property that a function may have at a point. There are functions which

are continuous only at a single point and are discontinuous everywhere else. Consider for example

t if t is a rational number

f (t) =

(1.7)

0

if t is irrational.

You should be able to show (using the denition of continuity) that this function is continuous at

t = 0 and nowhere else.

It should be familiar result from analysis that a function f (t) which is continuous on a closed and

bounded set K is bounded, i.e., 9M 2 R such that jf (t)j M for all t 2 K.

We now wish to consider sequences of functions. Suppose ffn g is a sequence of functions all

dened on some set S. The functions are said to converge pointwise to a function f as n ! 1

if for each t 2 S,

(1.8)

f (t) = lim fn (t):

n

Notice that for a given t, the limit is simply the limit of a sequence of numbers.

Examples of sequences of functions

1. Dene

8

< 0

tn

fn (t) =

:

1

for t < 0

for 0 t 1 :

for t > 1

This sequence of functions (see gure 1.1) converges pointwise to the limit function

0

for t < 1

f (t) =

:

1

for t 1

(1.9)

Note that the limiting function is discontinuous at t = 1; even though every function fn (t)

in the sequence is continuous at t = 1:

1.5

1-3

n=1

n=2

n=3

n=4

f (t)

0.5

0

0

0.5

1.5

Figure 1.1 An example of a sequence of functions which converges pointwise but not uniformly to a

limiting function as n ! 1:

2. The sequence of functions

fn (t) =

1

jtj < 2n

;

otherwise

n

0

(1.10)

does not converge pointwise to any function since the sequence of numbers ffn (0)g does not

converge.

3. The sequence of functions

8 2

< n t

n2 n2 t

fn (t) =

:

0

for 0 t n1

for n1 < t n2

otherwise

(1.11)

converges pointwise to the zero function. i.e., for every t; the sequence of numbers fn (t)

converges to zero (see Figure 1.2). This is because given any t > 0; there is an integer N;

such that for all n > N; fn (t) = 0: For all other values of t; the value of fn (t) is zero for

every n.

4. The sequence of functions

fn (t) =

1

sin(n2 t)

n

(1.12)

Example 1 shows that even when all the functions in a sequence are continuous, the pointwise

limit can fail to be continuous (in this case at t = 1).

In example 3, each function fn (t) satises

Z

fn (t) dt = 1:

(1.13)

Thus the limiting value of the integral as n ! 1 is one. However, the limiting function is zero and

so the integral of the limit function is zero. We see in general that

Z

Z

lim

fn (t) dt 6=

f (t) dt even if fn (t) ! f (t) pointwise.

(1.14)

n

1-4

n=1

n=2

n=3

n=4

3.5

3

fn(t)

2.5

2

1.5

1

0.5

0

0

0.5

1

t

1.5

Figure 1.2 An example of a sequence of functions which converges pointwise but not uniformly to the

function which is identically zero.

fn0 (t) = n cos(n2 t)

(1.15)

does not converge pointwise to any function, and certainly not to f 0 (t), the derivative of the limiting

function. Thus in general

lim

d

d

fn (t) 6= f (t) even if fn (t) ! f (t) pointwise.

dt

dt

(1.16)

One way of trying to improve matters is to strengthen what we mean by convergence of functions.

We thus dene the concept of uniform convergence. A sequence of functions all dened on some

set S is said to converge uniformly on S to a function f as n ! 1 if 8 > 0, 9N 2 N such that

8t 2 S, jfn (t) f (t)j < whenever n N.

It is important to know how this is dierent from the concept of pointwise convergence. Translating

the denition of pointwise convergence given previously into symbols reads 8t 2 S, 8 > 0, 9N 2 N

such that jfn (t) f (t)j < whenever n N . We see that for pointwise convergence, the value of

N depends both on and on t whereas for uniform convergence, the same N must work for all

t 2 S. Notice that if a sequence of functions converges uniformly to some limit, the sequence must

also converge pointwise to that limit, but the converse does not necessarily hold.

Exercise: Show that the convergence in examples 1 and 3 is not uniform on R but that convergence

is uniform in example 4.

Another way of checking whether a pointwise-convergent sequence is uniformly convergent is to

look at the dierence sequence dn (t) = fn (t) f (t); which is another sequence of functions. The

convergence of fn (t) to f (t) is uniform on S provided that for all t 2 S; jdn (t)j may be bounded

above by a sequence which converges to zero. i.e., if we can nd a sequence Mn such that Mn ! 0

as n ! 1 and jdn (t)j Mn for all t 2 S.

If fn converges to f uniformly on S, then

1. If each fn is continuous at a 2 S, f is also continuous at a.

1-5

2. Provided that fn and f are integrable, the limit of the integral is equal to the integral of the

limit, i.e.,

Z x

Z x

fn (t) dt =

f (t) dt;

(1.17)

lim

n a

However, example 4 shows that we still cannot interchange the limiting process and a derivative,

even given uniform convergence. This whole situation is rather unsatisfactory, especially since

uniform convergence is quite a strong condition which may be dicult to establish in practical

situations. By contrast, by using the theory of distributions, we shall see that it is always possible

to dierentiate distributions and to interchange the limiting process with derivatives of any order.

1.2.2

In equation (1.4) we found it convenient to think about the delta function in terms of its action

on another function which is called a test function. The delta function may be regarded as a

machine which operates on the test function to produce the number (0) as the result. We shall

consider such machines (Figure 1.3) which take test functions as inputs and produce numbers as

outputs in more detail.

Figure 1.3 A Dirac delta function acts on a test function to return its value at zero. More generally,

a functional is a machine which acts on a test function to produce a number.

We must rst dene the class of test functions on which our machines work. This class is denoted

by D, which we shall require to be a vector space. For technical reasons, we shall initially assume

that test functions are taken from the class of innitely dierentiable functions which vanish

outside a nite interval. It is important rst to check that test functions exist.

Exercise: Show that if

h(t) =

exp(1=t)

0

for t > 0

:

otherwise

(1.18)

Then (t) = h(t) h(1 t) is a test function. (i.e., it is innitely dierentiable and vanishes outside

a nite interval). In Figure 1.4, graphs of h (t) and (t) are shown.

A functional T is a mapping from test functions to numbers. Given a test function 2 D, we

denote the number obtained by applying T to by the notation hT; i. We shall sometimes write

this as hT (t); (t)i to indicate explicitly the independent variable although T is not to be thought

of as a function of t. Similarly we shall often refer to the functional T (t) by which we mean

0.7

1-6

0.02

0.018

0.6

0.016

0.5

h(t)h(1t)

0.014

h(t)

0.4

0.3

0.012

0.01

0.008

0.006

0.2

0.004

0.1

0.002

0

1

0

1

Figure 1.4 The function h (t) is innitely dierentiable everywhere, and in particular at t = 0; although

it is constant for t < 0: The function h (t) h (1 t) is innitely dierentiable everywhere and vanishes

identically outside the interval [0; 1] and is an example of a test function.

that T acts on a test function which is a function of t. In particular, it is not meaningful to speak

of the value of T at t.

Two functionals S and T are said to be equal (with respect to the class of test functions D) if for

every test function 2 D;

hS; i = hT; i:

(1.19)

A distribution is a functional which is both linear and continuous. A functional T is said to

be linear if for any 1 ; 2 2 D and for any numbers c1 and c2 , we have that

hT; c1 1 + c2 2 i = c1 hT; 1 i + c2 hT; 2 i:

(1.20)

By analogy with the denition for an ordinary function to be continuous, the functional T is said

to be continuous if for any sequence of test functions fn g which converges to in D,

lim hT; n i = hT; i:

(1.21)

In order for this denition to make sense, we need to know what is meant by a sequence of test

functions converging in D. It turns out to be convenient to dene:

A sequence of test functions fn (t)g in D converges to zero and we write n ! 0 if

(k)

(k)

1. for every k 2 N [ f0g, the sequence of kth derivatives 1 (t); 2 (t); ::: converges uniformly

to zero.

2. there is a common interval [a; b] independent of n such that every n (t) vanishes outside of

[a; b].

We then say that fn g converges to in D i the sequence fn g converges to zero in D.

1-7

Note: For a linear functional T , the condition for continuity of T may be written in terms

of sequences of test functions fn (t)g which converge to zero in D. The linear functional T is

continuous i for any such sequence of test functions n ! 0,

lim hT; n i = 0:

(1.22)

h; i = (0):

(1.23)

Check that this is indeed a distribution by showing that it is both linear and continuous.

Exercise: With the denition of h (t) given by equation (1.18), determine which of the following

sequences of test functions converge to zero in D as n ! 1:

1. n (t) = n1 h (t) h (1 t)

2. n (t) = n1 h (nt) h (1 nt)

3. n (t) = n1 h (n t) h (n + 1 t) :

1.2.3

Regular distributions

Suppose that f (t) is a locally integrable function (i.e., the integral of jf (t)j exists and is nite for

every nite interval [a; b]). Then associated with the function f we may dene a functional Tf via

the rule

Z

hTf ; i =

f (t)(t) dt:

(1.24)

Since (t) is continuous on a closed and bounded interval, it is bounded, so the integral exists

and is nite for any test function 2 D. We now wish to prove that the functional is in fact a

distribution.

Linearity follows from the linearity of integration. Continuity holds for if n (t) ! 0 in D, and

all the n vanish outside [a; b],

Z

Z b

Z b

f (t)n (t) dt

jf (t)jjn (t)j dt max jn (t)j

jf (t)j dt:

tR

As n ! 1, the uniform convergence of n (t) to the zero function means that the maximum of

jn (t)j converges to zero. Since f is locally integrable, the integral in the last term is nite, and so

the entire right-hand side converges to zero.

Distributions which are induced by some locally integrable function are said to be regular. Other

distributions (such as the delta distribution) are said to be singular. (As an exercise, prove that

the delta distribution is not induced by any locally integrable function).

As mentioned above, two distributions S and T are said to be equal i hS; i = hT; i for all

2 D. Notice that it is possible for two dierent locally integrable functions f and g to induce

the same distribution, i.e., for

Z

Z

f (t)(t) dt =

g(t)(t) dt

(1.25)

for all 2 D. This will happen, for example, if f (t) and g(t) dier only on a set of measure zero,

such as on a nite or countable set of points.

1.2.4

1-8

Every locally integrable function f (t) induces a regular distribution Tf . We delibrately wish to blur

the distinction between the function f (t) and the distribution it induces and so we shall often talk

about the distribution f (t) to mean Tf and write hf (t); (t)i instead of hTf ; i. Thus for locally

integrable functions we shall write

Z

hf (t); (t)i hTf ; i =

f (t)(t) dt:

(1.26)

Since two dierent locally integrable functions f (t) and g(t) can induce the same distribution if

they dier on a set of measure zero, we shall say that f (t) = g(t) distributionally to mean that

they induce the same distribution, i.e., that for all 2 D,

hf (t); (t)i = hg(t); (t)i:

(1.27)

This is to be understood as being quite distinct from the usual concept of equality of functions.

Normally, we would write f (t) = g (t) only if f and g agree at every point t in their common

domain.

For singular distributions, such as the delta distribution there is no locally integrable function

(t) satisfying

Z

(t)(t) dt = h; i = (0):

(1.28)

Nevertheless, we still use the notation above with the understanding that the integral form is

simply an alternative way of writing the distribution. Unlike an ordinary function, we cannot

evaluate (t) at an arbitrary value of t.

We shall always feel free to use the integral notation to denote the action of a distribution on a test

function, whether the distribution is regular or singluar. We call the entity in the integrand which

multiplies the test function a generalized function.

1.3

Operations on distributions

In this section, we shall begin to describe how all this mathematical structure works. We shall

use the regular distributions to tell us how to dene operations on general distributions. These

denitions will be chosen so as to be consistent with the usual operations on ordinary functions.

The role of the test functions and the reasons for choosing them from such a restricted class (i.e.,

the innitely dierentiable functions which vanish outside a bounded set) will also become clearer.

1.3.1

Dierentiation

Suppose that f (t) is a function which is both locally integrable and continuously dierentiable.

It induces a distribution hf; i. The derivative f 0 (t) of the function f (t) is also locally integrable

and induces another distribution hf 0 ; i. For consistency, we want the distribution f 0 to be the

derivative of the distribution f whenever the function f 0 is the derivative of the function f .

0

hf (t); (t)i =

1-9

f 0 (t)(t) dt

= [f (t) (t)]

0

= hf (t); (t)i;

(1.29)

Z

f (t)0 (t) dt

(1.30)

where the boundary terms from the integration by parts have been set to zero since test functions

vanish outside a bounded set. The fact that is innitely dierentiable means that 0 is also

innitely dierentiable and is also in D.

The above shows how we must dene the derivative of a regular distribution. The notation suggests

that we should extend this to dene the derivative of an arbitrary distribution T (t) to be the

functional T 0 where

hT 0 (t); (t)i hT (t); 0 (t)i:

(1.31)

We need to check that T 0 is in fact linear and continuous so that it is actually a distribution. Both

of these facts follow readily from our denitions of D and convergence in this space.

Examples:

1. What is u0 (t)? (Note: u(t) is the unit step function dened by

1

for t > 0

u(t) =

:

0

for t < 0

(1.32)

The value of u(0) is usually unspecied and can take on any value).

The function u(t) is locally integrable and induces the regular distribution

Z

Z

u(t)(t) dt =

(t) dt:

hu(t); (t)i =

(1.33)

hu0 (t); (t)i = hu(t); 0 (t)i

Z

0 (t) dt = (1) + (0)

=

0

(1.34)

Since this holds for all 2 D, we see that u0 (t) = (t) in a distributional sense. This holds

despite the fact that u(t) is not dierentiable in the ordinary sense at the point t = 0.

2. What is the derivative of (t)? Again we simply use the denition. Given any test function

2 D, the action of 0 on is given by

h 0 (t); (t)i = h(t); 0 (t)i = 0 (0):

Formally, we write

0 (t) dt = 0 (0):

(1.35)

(1.36)

This is a distribution called the dipole or doublet. Just as the charge density for a point

charge can be written as a delta function, the charge density for an electric dipole can be

written as a dipole function.

Similarly it is easy to show that

h (k) (t); (t)i = (1)k h(t); (k) (t)i = (1)k (k) (0):

(1.37)

1-10

These examples and the denition of the derivative of distributions show that every generalized

function can be dierentiated an innite number of times. Thus we have not only extended our

class of locally integrable functions (which can be discontinuous) to the generalized functions but

in doing so have also made them all innitely dierentiable (in the distributional sense).

1.3.2

Shifting

Suppose that T (t) is a distribution. How should we dene the shifted distribution T (t a)? Again

we proceed via consistency with the regular distributions. Suppose that f (t) is a locally integrable

function. We want to see how the distribution induced by f (t a) is related to that induced by

f (t). Using the denition of a regular distribution in terms of the integral,

Z

Z

f (t a)(t) dt =

f (u)(u + a) du = hf (t); (t + a)i:

(1.38)

hf (t a); (t)i =

Given any distribution T (t), the functional T (t a) is dened by

hT (t a); (t)i = hT (t); (t + a)i;

(1.39)

for any 2 D. It is easy to check that the shifted distribution is also a distribution.

1.3.3

Scaling

Suppose that T (t) is a distribution. We wish to assign a meaning to T (at) for a real number a.

Start once again with a locally integrable function f (t). The distribution induced by f (at) is

Z

Z

u

1 a

f (at)(t) dt =

f (u)

du:

(1.40)

a a

a

The limits on the right-hand side depend on the sign of a. If a > 0 this is

Z

u

t

1

1

du =

f (t);

:

f (u)

a

a

a

a

(1.41)

On the other hand if a < 0, the lower limit is 1 and the upper limit is 1. To swap these limits

around, we need to introduce an additional minus sign and so the right-hand side of (1.40) becomes

Z

u

t

1

1

du =

f (t);

:

(1.42)

f (u)

a

a

a

a

These results may be summarized by the rule

1

hf (at); (t)i =

jaj

t

f (t);

:

a

(1.43)

This holds for real, nonzero values of a. We use this to dene the scaling law for an arbitrary

distribution T (t)

1

t

hT (at); (t)i =

T (t);

:

(1.44)

jaj

a

Examples:

1-11

t

(t);

= (0) = h(t); (t)i

a

(1.45)

(1.46)

h(t); (t)i =

1

j 1j

( )(t ) d = (t)

(1.47)

1.3.4

hg(t)T (t); (t)i = hT (t); g(t)(t)i

(1.48)

It is easy to show that this is a distribution and that it is consistent with the result for regular

distributions. We need g(t) to be C to ensure that g(t)(t) 2 D whenever (t) 2 D.

In general, it is not possible to dene the product of two arbitrary distributions.

1.3.5

Consider

f (t) =

( ) d

(1.49)

This simply means that we require that f 0 (t) = (t) and that f (1) = 0. Both of these are

satised by the unit step u(t) which is also called the Heaviside function (sometimes written as

H(t)).

Since u(t) induces a regular distribution (as it is locally integrable), the successive integrals of u(t)

are ordinary functions such as the ramp r(t) = t u(t), the parabola p(t) = 12 t2 u(t) etc. These all

induce regular distributions.

1.4

In the previous section, we have seen how various mathematical operations dened on ordinary

functions may be extended to apply to distributions. In physics, it is useful to develop an intuitive,

pictorial understanding as well as a mathematical understanding of the theory. In this section we

wish to see in what senses the intuitive picture of a delta function as an innitely high spike of zero

width but with unit area is a useful representation. For example, although there is no function

which is innitely tall and of zero width, we feel intuitively that a sequence of functions fn (t) ; such

as

1

n

jtj < 2n

;

(1.50)

fn (t) =

0

otherwise

1-12

in some sense tends to a delta function, even though the sequence does not have a pointwise

limit. As we shall see, the key idea is not to focus on the above as a sequence of functions, but

rather on the sequence of regular distributions that the functions induce. To this end, we need to

consider the properties of sequences of distributions and their convergence.

Suppose that fTn (t)g is a sequence of distributions and fT (t)g is a distribution. We say that Tn (t)

converges to T (t) and write Tn (t) ! T (t) distributionally if

lim hTn (t); (t)i = hT (t); (t)i;

(1.51)

Note: It is in fact unnecessary to assume that the limit T is a distribution. If for all 2 D, hTn ; i

is a convergent series and we dene the action of T in terms of this limit, T can be shown (with

diculty!) to be a distribution.

Theorem: If fSn g and fTn g are sequences of distributions which converge to S and T respectively,

then

1. aSn + bTn ! aS + bT for any constants a and b,

2. Tn0 ! T 0 ,

3. Tn (at b) ! T (at b) for any real a and b,

4. g(t)Tn (t) ! g(t)T (t) for any C function g(t).

Perhaps the most surprising aspect of these relationships is the ease of the proofs. Consider for

example the proof of the derivative result. For any test function 2 D,

hTn0 ; i = hTn ; 0 i ! hT; 0 i = hT 0 ; i

(1.52)

These results are nonetheless remarkable, since they tell us that all the common distributional

operations commute with the limiting process.

Let us again consider the sequence of functions (1.50), which we saw does not converge pointwise.

For each n, fn (t) is locally integrable and so induces the regular distribution

Z 1/2n

(t) dt:

(1.53)

hfn (t); (t)i = n

1/(2n)

We wish to consider the sequence of distributions ffn g : For any test function 2 D; as n ! 1, the

sequence hfn (t); (t)i tends to (0) since is continuous at t = 0. By denition of the convergence

of a sequence of distributions, we see that fn ! distributionally which conrms our original

intuition. This is an example of a sequence of functions which does not converge pointwise, but

which does converge distributionally.

Let us next consider the sequence of functions

8 2

< n t

n2 n2 t

gn (t) =

:

0

for 0 t n1

for n1 < t n2

otherwise

(1.54)

which, as we discovered (see Figure 1.2), converges pointwise to zero. Given a test function 2 D;

we see that

Z 1/n

Z 2/n

Z

2

t (t) dt

(1.55)

gn (t) (t) dt = n2

t (t) dt + n2

n

0

1/n

1-13

We now wish to show that each of the terms on the right hand side is equal to 12 (0) : Since

2

1/n

0

1

t dt = ;

2

(1.56)

we see that

Z

Z

1/n

1/n

1

2

t (t) dt (0) = n2

t ( (t) (0)) dt

n

2

0

0

Z 1/n

n2

jtj j (t) (0)j dt:

(1.57)

Since is a test function, it is continuous at t = 0: By denition of continuity, given any " > 0; we

can nd > 0 such that whenever jtj < ; j (t) (0)j < ": So if we choose any n > 1 ;

Z

Z 1/n

1/n

1

"

2

(1.58)

t (t) dt (0) n2

jtj "dt = :

n

2

2

0

0

lim n

1/n

1

t (t) dt = (0) :

2

Z 2/n

2

1

2

lim n

t (t) dt = (0) ;

n

n

2

1/n

so that

lim

(1.59)

(1.60)

(1.61)

This establishes that the sequence of distributions fgn g induced by gn (t) also tends distributionally

to the Dirac :distribution. Notice that the distributional limit of a sequence can be very dierent

from the pointwise limit. It should also be clear that there are an innite number of sequences of

regular distributions which converge distributionally to the delta distribution. When contemplating

the Dirac delta function, one should try to think of it as the common limit of all such sequences of

distributions.

Exercise: Show that the sequence of functions (see gure 1.5)

n

1

hn (t) =

n2 t2 + 1

(1.62)

Let us now see how the theorem helps us to visualize what we mean by the derivative of a delta

function, which we denoted by 0 (t) : According to the theorem if we can nd any sequence of

distributions fTn g with the property that Tn ! distributionally, we are guaranteed that Tn0 will

also converge to the distribution 0 : We have found three sequences ffn g ; fgn g and fhn g ; all of

which tend distributionally to : By dierentiating each of these, we will get three sequences of

distributions which tend to 0 (t) : It is straightforward to nd h0n (t) and gn0 (t) ; which are

0

hn (t) =

n3 t

2

(n2 t2 + 1)2

(1.63)

1.4

1-14

n=1

n=2

n=3

n=4

1.2

1

hn(t)

0.8

0.6

0.4

0.2

0

5

0

t

and

8 2

< n

n2

gn0 (t) =

:

0

for 0 t n1

for n1 < t n2

otherwise

The common feature of gn0 and h0n is that as n ! 1; they both have a large positive peak followed

by a large negative peak. The areas of each of the two peaks increases proportionally to n. We

can also nd the sequence of distributions fn0 (t) ; each of which turns out to be singular, since the

functions fn are not dierentiable. We may write fn (t) as the dierence of two unit step functions,

1

n

jtj < 2n

fn (t) =

0

otherwise

1

1

u t

(1.64)

=n u t+

2n

2n

From our previous result (1.34) that u0 (t) = (t) distributionally, we see that

1

1

0

t

;

fn (t) = n t +

2n

2n

(1.65)

which consists of two delta functions of strengths n located at distance 1=n apart. As n ! 1;

the two spikes get closer to each other and their areas become larger. From this we can see why 0

is referred to as a dipole.

Given a test function (t) 2 D; it is clear that

1

1

fn (t) ; (t) = n t +

t

; (t)

2n

2n

1

1

=n t+

; (t) n t

; (t)

2n

2n

1

1

=n

:

2n

2n

(1.66)

1-15

n=1

n=2

n=3

n=4

3

2

hn(t)

1

0

1

2

3

4

5

0

t

Figure 1.6 A sequence h0n (t) which tends distributionally to 0 (t) ; the derivative of the Dirac

function.

n

(1.67)

which is consistent with what we found (1.35) from the mathematical denition of the derivative

of a distribution.

These results often allow us to visualize arbitrary (singular) distributions since we can always

express such a distribution as the limit of a sequence of regular distributions associated with a

sequence of locally integrable functions. It is possible to calculate with the singular distribution by

taking limits over the results obtained with the sequence of regular distributions.

Exercise: Show that for any test function (t),

Z

(t) cos(n2 t) dt = 0

lim n

n

(1.68)

P

We can similarly treat a series of

k=1 Tk which is said to converge to the distribution

Pdistributions

S if the sequence of numbers h nk=1 Tk (t); (t)i converges as n ! 1 for every 2 D. We may

treat a series in terms of the sequence of its partial sums and apply the above results for sequences.

In particular we can dierentiate a series of distributions term-by-term, i.e.,

!0 +

*

X

X

Tk ; =

hTk0 ; i

(1.69)

k=1

k=1

Using a Riemann approach to integration as a limit of a summation, we may use linearity to write

distributional equations such as

Z

f (t) =

f ( )(t ) d

(1.70)

1-16

where f is now regarded as a locally integrable function. What this means is that for all 2 D,

Z

f ( )(t ) d; (t) = hf (t); (t)i

(1.71)

Notice the dierence between this distributional equality and the previous pointwise relationship

(1.47).

We may regard (1.70) as expressing f (t) as a linear combination of impulses. It may be helpful to

think of the analogy of writing a vector as a linear combination of basis vectors, e.g.,

X

v=

vi ei

The delta functions are the basis vectors, indexed by their location . The sum is over the index of

these basis vectors which correspond to i. The numbers f ( ) d are analogous to the coecients

of the expansion vi , and the resulting function f is analogous to the vector v.

1.5

We wish to consider dierential equations in which the solutions and driving terms are generalized functions. We shall mainly be concerned with linear dierential equations with homogeneous

boundary and/or initial conditions.

As a specic example, consider the problem of a string of length L under tension T constrained so

that its transverse displacement u(x) is zero at the endpoints. i.e., u(0) = u(l) = 0. A distribution

of transverse pressure p(x) (actually a force per unit length) is applied to the string and we wish

to determine the resulting displacement. The dierential equation is

Lu = T

d2 u

= p(x);

dx2

u(0) = u(l) = 0

(1.72)

L = T

d2

dx2

(1.73)

For each distribution of pressure p(x) there is a resulting displacement u(x). We can treat the

equation like a physical system with p(x) as an input function and u(x) as the output function.

We see that the system is linear, i.e., if u1 (x) is the displacement for pressure p1 (x) and u2 (x) is

the displacement for pressure p2 (x), the displacement if we apply the pressure c1 p1 (x) + c2 p2 (x)

is c1 u1 (x) + c2 u2 (x). This follows from the linearity of L and the homogeneity of the boundary

conditions. Linearity allows us to apply the following important idea:

We know that for any locally integrable function p(x), we can write p(x) as a linear combination

of impulses i.e.,

Z

p(x) =

p()(x ) d

(1.74)

So if we know how the physical system responds to the input (x ), we can use this to work out

how it will respond to p(x) which is simply a linear combination of these delta function inputs.

Let us suppose that we can nd the solution h(xj) to the problem

Lh(xj) = (x );

h(0j) = h(lj) = 0

(1.75)

1-17

where the input to the system is a delta function. Then by linearity the output for input p(x) must

be given by

Z

u(x) =

p()h(xj) d

(1.76)

which is simply (1.74) with the delta function replaced by the response that it produces when it is

processed by the system.

The function h(xj) is called the impulse response of the system. It is also known as the Greens

function of the boundary value problem.

Example: Calculating the Greens function for

d2 h(xj)

= (x );

h(0j) = h(lj) = 0

(1.77)

dx2

This corresponds to the application of a concentrated force at x = . In this case h(xj) can be

found by direct integration (gure 1.7). We see that

T

1

d2 h

= (x )

2

dx

T

dh

1

= c1 u(x )

dx T

c2 + c1 x

h(xj) =

c2 + c1 x T1 (x )

(1.78)

(1.79)

for x <

for x >

(1.80)

The quantities c1 and c2 are constants of integration. For all values of c1 and c2 ; the function h (xj)

satises the dierential equation, but the boundary conditions are only satised for a special choice

of the constants. Applying the boundary conditions, we nd that c2 = 0 and c1 = (l )=(lT ).

Hence

8

>

< x (l )

for x <

lT

(1.81)

h(xj) =

>

: (l x)

for x >

lT

Notice that

1. In regions x < and x > , the Greens function satises the homogeneous equation

d2 h

=0

dx2

(1.82)

2. At x = , h(xj) is continuous and @h=@x has a jump discontinuity to give the delta function

in the second derivative

dh +

dh

1

( j)

( j) =

(1.83)

dx

dx

T

3. The solution of the boundary value problem for an arbitrary p(x) is given by

Z l

p()h(xj) d

u(x) =

0

Z l

Z x

(l x)

x (l )

d +

d

p()

p()

=

lT

lT

0

x

(1.84)

(1.85)

Exercise: Check that this is a solution of the boundary value problem. You may nd the following

result (which you should also prove if you have not seen it before) useful:

Z b(x)

Z b(x)

d

@f

(t; x) dt f (a(x); x) a0 (x) + f (b(x); x) b0 (x)

f (t; x) dt =

(1.86)

dx a(x)

@x

a(x)

1-18

Figure 1.7 Calculation of Greens function by direct integration. Values of constants are found by

satisfying the boundary conditions.

1.5.1

Greens function for regular nth order linear dierential equations with homogeneous initial/boundary conditions

The above example may be generalized to the following. Consider the linear nth order dierential

equation on the interval I

Lg = an (x)

dn g

dn1 g

dg

+ a0 (x)g = f (x)

+

a

(x)

+ ::: + a1 (x)

n1

n

n1

dx

dx

dx

(1.87)

together with n homogeneous boundary or initial conditions (which constrain u and/or its derivatives at the endpoints of I). We assume that an (x) 6= 0 for all x 2 I so that the equation is

regular.

The Greens function h(xj) is the solution of

Lh(xj) = (x )

(1.88)

where

1. h(xj) satises the homogeneous equation (with zero right-hand side) for x < and for x > ,

2. h(xj) satises all the boundary or initial conditions for each ,

3. The functions h, @h=@x,..., @ n2 h=@xn2 are continuous throughout I and in particular at

x = .

4. @ n1 h=@xn1 has a jump discontinuity at x = and

dn1 h +

dn1 h

1

(

j)

( j) =

n1

n1

dx

dx

an ()

(1.89)

The solution to the original problem can be found for any f (x) and is

Z

g(x) = f ()h(xj) d

1-19

(1.90)

Example: Calculate the Greens function for the boundary value problem

d2 u

+ k2 u = f (x);

u(0) = u(l) = 0

dx2

and use the Greens function to nd the solution for f (x) = x.

(1.91)

d2 h(xj)

+ k2 h(xj) = (x );

dx2

h(0j) = h(lj) = 0

(1.92)

Where the spike of the delta function is located at x = : In order to nd h; we consider the two

regions x < and x > separately. In each of the two regions, h is a solution of the homogeneous

dierential equation, but with dierent constants. Hence

h (xj) =

(1.93)

C cos kx + D sin kx for x >

We have to choose the constants A; B, C and D (which all depend on ) to satisfy the boundary

conditions and the joining conditions at x = : The boundary condition at zero tells us that

A = 0;

(1.94)

since x = 0 < ; and we have to use the upper expression for h: The boundary condition at x = l >

imposes constraints on the lower expression for h: In particular

C cos kl + D sin kl = 0:

(1.95)

The joining conditions tell us rstly that h (xj) is continuous at x = since h is dierentiable

there. Approaching x = from below and above and equating the results shows us that

A cos k + B sin k = C cos k + D sin k:

(1.96)

The rst derivative @h=@x is however discontinuous at x = since the second derivative has a delta

function at : The size of the jump discontinuity is equal to the area under the delta function, so

that @h ( + j) =@x @h ( j) =@x = 1: In terms of the expressions above

(kC sin k + kD cos k) (kA sin k + kB cos k) = 1

(1.97)

A = 0; B =

sin k

sin k cos kl

sin k (l )

; C=

and D =

k sin kl

k

k sin kl

8

>

< sin k (l ) sin kx for x <

k sin kl

:

h (xj) =

sin

k

sin k (l x)

>

:

for x >

k sin kl

(1.98)

(1.99)

1-20

0.15

h(x|0.6)

0.1

0.05

0.05

0

0.2

0.4

0.6

0.8

Figure 1.8 Greens function h (xj) for = 0:6; k = 7:5 and l = 1: Notice that the function is

continuous at x = ; but that the derivative has a jump of unit size there.

In this case, we note that the Greens function is symmetric, i.e., that h (xj) = h (jx) : This is the

case if the boundary value problem is self-adjoint. Symmetric Greens functions can be written

more compactly in terms of the variables x< = min (x; ) and x> = max (x; ) : In the example,

h (xj) =

k sin kl

(1.100)

We now wish to solve the boundary value problem Lu = f with f (x) = x: By linearity, we have

that

Z l

Z l

h (xj) f () d =

h (xj) d

(1.101)

u (x) =

0

Since h (xj) has dierent functional forms depending on whether x < or x > ; we split the range

of integration into two. Notice carefully that the integration variable is ; so that the interval needs

to be split into [0; x] and [x; l] : Thus,

Z l

Z x

h (xj) d +

h (xj) d:

(1.102)

u (x) =

0

Consider the rst integral. In the interval 2 [0; x] ; we have that < x and so we must use

the lower of the two expressions for h (xj). For the second integral, in the interval 2 [x; l] ; we

have that > x and so we must use the upper of the two expressions of h (xj) : Substituting the

appropriate formulae gives

Z l

Z x

sin k sin k (l x)

sin k (l ) sin kx

d

d

u (x) =

k sin kl

k sin kl

0

x

Z

Z

sin k (l x) x

sin kx l

=

sin k d

sin k (l ) d

k sin kl

k sin kl x

0

x sin kl l sin kx

=

:

k 2 sin kl

It is easy to check that this satises the boundary conditions u (0) = u (l) = 0 and u00 (x)+k2 u (x) =

x; as required.

1-21

1.

2.

d2 u

+ k2 u = f (x);

u(0) = u0 (l) = 0

dx2

and use the Greens function to nd the solution for f (x) = 1.

dvC

+ vC = vI ;

vC (1) = 0

dt

This is the impulse response of a RC quasi-integrator circuit. Calculate the response if

vI (t) = cos 2t.

RC

3.

dvC

d2 vC

0

+ vC = vI ;

+ RC

vC (1) = vC

(1) = 0

dt2

dt

This is the impulse response of a series LCR circuit when the output is taken across the

capacitor. Calculate the response when the circuit is excited with a unit step input voltage.

LC

References:

Distribution theory is covered in many texts with classication number 515.782. Two readable

accounts are

Theory of Distributions, A non-technical introduction by J.I. Richards and H.K. Youn, (Cambridge

University Press, 1990).

Distribution Theory and Transform Analysis by A.H. Zemanian, (McGraw-Hill, 1965).

A useful book for mathematical background is

Mathematical Analysis by T.M. Apostol, (Addison-Wesley, 1974).

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