Convolution Integrals — Question 3

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Question 3

All functions are causal (zero for t<0t<0). Use the one-sided Laplace transform and (f*g)(t)=∫0tf(t−u)g(u)du(f*g)(t)=\int_0^t f(t-u)g(u)\,du. Write Ha(t)=0H_a(t)=0 for t<at<a and 11 for t≥at\ge a. Values at isolated endpoints do not affect an ordinary integral.

An undamped oscillator receives a rapidly vanishing force: y″+y=e−t2,y(0)=2,y′(0)=−1.y''+y=e^{-t^2},\qquad y(0)=2,\quad y'(0)=-1. You may leave Gaussian integrals unevaluated and use ∫0∞e−u2du=π/2<1\int_0^\infty e^{-u^2}\,du=\sqrt\pi/2<1.

Tasks

  1. Find Y(s)Y(s) in terms of G(s)=ℒ{e−t2}G(s)=\mathcal L\{e^{-t^2}\} and write a convolution formula for yy.

  2. Verify the equation and both initial conditions by differentiating your convolution.

  3. Find a limiting sinusoidal expression y∞(t)y_\infty(t) with constant coefficients and prove |y−y∞|≤e−t2/(2t)|y-y_\infty|\le e^{-t^2}/(2t) for t>0t>0.

  4. Prove that the response does not tend to zero, despite the vanishing force. Identify which feature of the homogeneous equation makes this possible.

Original worksheet page 1: question and worked solution for 4-9-003
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Question 3 – Solution

Strategy. Keep the Gaussian force inside an integral and separate the permanent oscillation from the remaining tail integral.

Step 1: Transform and invert. The initial terms give (s2+1)Y−2s+1=G(s^2+1)Y-2s+1=G, hence Y=2s−1+Gs2+1,y=2cos⁡t−sin⁡t+z(t),z(t)=∫0tsin⁡(t−u)e−u2du.Y=\frac{2s-1+G}{s^2+1},\qquad \boxed{y=2\cos t-\sin t+z(t),\quad z(t)=\int_0^t\sin(t-u)e^{-u^2}\,du.} These transform operations are valid for real s>0s>0.

Step 2: Differentiate with the endpoint terms. The sine kernel vanishes at its endpoint, so z′=∫0tcos⁡(t−u)e−u2duz'=\int_0^t\cos(t-u)e^{-u^2}\,du. Differentiating again gives z″=e−t2−zz''=e^{-t^2}-z because cos⁡0=1\cos 0=1. Also z(0)=z′(0)=0z(0)=z'(0)=0. Thus the formula satisfies the full IVP.

Step 3: Isolate the asymptotic oscillation. Set A=∫0∞e−u2cos⁡uduA=\int_0^\infty e^{-u^2}\cos u\,du and B=∫0∞e−u2sin⁡uduB=\int_0^\infty e^{-u^2}\sin u\,du, both absolutely convergent. Expanding sin⁡(t−u)\sin(t-u) gives y∞=(2−B)cos⁡t+(A−1)sin⁡t,y−y∞=−∫t∞sin⁡(t−u)e−u2du.y_\infty=(2-B)\cos t+(A-1)\sin t,\qquad y-y_\infty=-\int_t^\infty\sin(t-u)e^{-u^2}\,du. For t>0t>0, use 1≤u/t1\le u/t on the tail: |y−y∞|≤∫t∞e−u2du≤1t∫t∞ue−u2du=e−t22t.|y-y_\infty|\le\int_t^\infty e^{-u^2}\,du \le\frac 1t\int_t^\infty u e^{-u^2}\,du =\boxed{\frac{e^{-t^2}}{2t}}.

Step 4: Establish persistent motion. Since |A|≤π/2<1|A|\le\sqrt\pi/2<1, the coefficient A−1A-1 is nonzero. The limiting sinusoid therefore has positive amplitude and has recurring positive and negative extrema. Along their times the error tends to zero, so yy cannot tend to zero (or to any single constant). The homogeneous modes cos⁡t,sin⁡t\cos t,\sin t have no damping. The figure compares the exact integral solution with y∞y_\infty; the two quickly become indistinguishable.

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