Step Functions — Question 9

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Question 9

For a≥0a\ge 0, let ua(t)=0u_a(t)=0 for t<at<a and ua(t)=1u_a(t)=1 for t≥at\ge a. Use ordinary one-sided Laplace integrals for real ss; a value at one isolated point does not change an integral.

For an integer n≥2n\ge 2, define a right-continuous staircase fn(t)=kn(kn≤t<k+1n,k=0,…,n−1),fn(t)=0(t≥1).f_n(t)=\frac{k}{n}\quad(\frac{k}{n}\le t<\frac{k+1}{n},\ k=0,\ldots,n-1), \qquad f_n(t)=0\quad(t\ge 1). The target is r(t)=tr(t)=t on 0≤t<10\le t<1 and r(t)=0r(t)=0 for t≥1t\ge 1.

Tasks

  1. Express fnf_n using steps and derive a finite-sum formula for its transform.

  2. Find Fn(0)F_n(0) and the target transform R(s)R(s), including R(0)R(0). Give the full real convergence sets.

  3. For s>0s>0, derive a bound on 0≤R(s)−Fn(s)0\le R(s)-F_n(s) from the pointwise staircase error.

  4. Using that bound, find the least integer nn that certifies R(s)−Fn(s)≤0.01R(s)-F_n(s)\le 0.01 simultaneously for every s≥1s\ge 1. Distinguish this certificate from an exact minimal-error calculation.

Original worksheet page 1: question and worked solution for 4-4-009
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Question 9 – Solution

Strategy. Encode each upward increment and the final reset. A pointwise error bound becomes an integral certificate valid for a whole range of parameters.

Step 1: Include the final shutoff. There are increments 1/n1/n at k/nk/n, 1≤k≤n−11\le k\le n-1, followed by a drop (n−1)/n(n-1)/n at one. Hence fn(t)=1n∑k=1n−1uk/n(t)−n−1nu1(t),f_n(t)=\frac 1n\sum_{k=1}^{n-1}u_{k/n}(t)-\frac{n-1}{n}u_1(t), Fn(s)=∑k=1n−1e−ks/n−(n−1)e−sns(s≠0).\boxed{F_n(s)=\frac{\sum_{k=1}^{n-1}e^{-ks/n}-(n-1)e^{-s}}{ns}\quad(s\ne 0).} Transforming steps gives the formula for s>0s>0; finite-interval integration gives it for all s≠0s\ne 0.

Step 2: Evaluate area and the target. Each stair has width 1/n1/n, so Fn(0)=1n2∑k=0n−1k=n−12n.\boxed{F_n(0)=\frac 1{n^2}\sum_{k=0}^{n-1}k=\frac{n-1}{2n}.} Integration by parts on [0,1][0,1] gives R(s)=1−(1+s)e−ss2(s≠0),R(0)=12.\boxed{R(s)=\frac{1-(1+s)e^{-s}}{s^2}\ (s\ne 0),\qquad R(0)=\tfrac 12.} Both original functions have finite support, so both transform domains are the whole real line. Their apparent singularities at zero are removable.

Step 3: Convert pointwise error to weighted error. On each half-open stair, 0≤r−fn<1/n0\le r-f_n<1/n, and both functions vanish from one onward. For s>0s>0, 0≤R(s)−Fn(s)≤1n∫01e−stdt=1−e−sns.\boxed{0\le R(s)-F_n(s)\le\frac 1n\int_0^1e^{-st}\,dt =\frac{1-e^{-s}}{ns}.} At zero the actual error is 1/(2n)1/(2n), while the continuous limiting bound is 1/n1/n. The bound is sufficient, not an equality.

Step 4: Certify a simultaneous tolerance. The function b(s)=∫01e−stdtb(s)=\int_0^1e^{-st}\,dt is decreasing for s>0s>0, since its derivative is −∫01te−stdt<0-\int_0^1te^{-st}\,dt<0. Its largest value on s≥1s\ge 1 is 1−e−11-e^{-1}. Thus the certificate requires n≥100(1−e−1)≈63.2121,n=64.n\ge 100(1-e^{-1})\approx 63.2121,\qquad\boxed{n=64}. For n=63n=63 this bound exceeds .01.01 at s=1s=1; that does not prove the actual error exceeds .01.01. The graph shows n=4n=4 only to display the staircase geometry; it is not the certified design.

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Original worksheet page 2: question and worked solution for 4-4-009

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