Heaviside step distribution: Difference between revisions

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(Replacing page with 'The '''Heaviside step distribution''' is defined by (Abramowitz and Stegun Eq. 29.1.3, p. 1020): :<math> H(x) = \left\{ \begin{array}{ll} 0')
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H(x) = \left\{  
H(x) = \left\{  
\begin{array}{ll}
\begin{array}{ll}
0           &  x < 0 \\
0
\frac{1}{2} &  x=0\\
1          &  x > 0
\end{array} \right.
</math>
 
Note that other definitions exist at <math>H(0)</math>, for example <math>H(0)=1</math>.
In the famous [http://www.wolfram.com/products/mathematica/index.html Mathematica] computer
package  <math>H(0)</math> is unevaluated.
 
==Applications==
*[[Fourier analysis]]
==Differentiating the Heaviside  distribution==
At first glance things are hopeless:
 
:<math>\frac{{\rm d}H(x)}{{\rm d}x}= 0, ~x \neq 0</math>
 
:<math>\frac{{\rm d}H(x)}{{\rm d}x}= \infty, ~x = 0</math>
 
however, lets define a less brutal jump in the form of a linear slope
such that
 
:<math>H_{\epsilon}(x-a)= \frac{1}{\epsilon}\left( R(x - (a-\frac{\epsilon}{2})) - R (x - (a+\frac{\epsilon}{2}))\right)</math>
 
in the limit <math>\epsilon \rightarrow 0</math> this becomes the Heaviside function
<math>H(x-a)</math>. However, lets differentiate first:
 
:<math>\frac{{\rm d}}{{\rm d}x} H_{\epsilon}(x-a)= \frac{1}{\epsilon}\left( H(x - (a-\frac{\epsilon}{2})) - H (x - (a+\frac{\epsilon}{2}))\right)</math>
 
in the limit this is the [[Dirac delta distribution]]. Thus
 
:<math>\frac{{\rm d}}{{\rm d}x} [H(x)]= \delta(x)</math>.
==References==
#[http://store.doverpublications.com/0486612724.html  Milton Abramowitz and  Irene A. Stegun "Handbook of Mathematical Functions" Dover Publications ninth printing.]
[[category:mathematics]]

Revision as of 03:28, 5 July 2007

The Heaviside step distribution is defined by (Abramowitz and Stegun Eq. 29.1.3, p. 1020):

<math>

H(x) = \left\{ \begin{array}{ll} 0