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디랙 델타 함수의 라플라스 변환 📂상미분방정식

디랙 델타 함수의 라플라스 변환

정리1

디랙 델타 함수라플라스 변환은 다음과 같다.

L{δ(tt0)}=est0 \mathcal{L} \left\{ \delta (t-t_{0}) \right\} = e^{-st_{0}}

증명

5C26E3B81.jpg

위 그림과 같이 dτ(t)=12τd_\tau (t) = \dfrac{1}{2\tau} τtτ-\tau \le t \le \tau라고 정의하자. 그러면 아래의 극한은 디랙 델타 함수와 같다.

limτ0+dτ(t)=δ(t)limτ0+dτ(tt0)=δ(tt0) \lim \limits_{\tau \to 0^+}d_\tau (t)=\delta (t) \\ \lim \limits_{\tau \to 0^+}d_\tau (t-t_{0})=\delta (t-t_{0})

그러면 L{δ(tt0)}=L{limτ0+dτ(tt0)}\mathcal{L} \left\{ \delta (t-t_{0}) \right\}=\mathcal{L} \left\{ \lim \limits_{ \tau \to 0^+}d_\tau (t-t_{0}) \right\}이다.따라서

0estδ(tt0)dt=limτ0+0estdτ(tt0)dt=limτ0+0estdτ(tt0)dt=limτ0+t0τt0+τestdτ(tt0)dt=limτ0+t0τt0+τest12τdt=limτ0+12τ1s[est]t0τt0+τ=limτ0+12sτ(es(t0τ)es(t0+τ))=limτ0+12sτest0(esτesτ)=limτ0+est01sτesτesτ2=limτ0+est01sτsinh(sτ) \begin{align*} \int_{0}^\infty e^{-st}\delta (t-t_{0})dt &=\lim_{\tau \to 0^+} \int_{0} ^\infty e^{-st}d_\tau (t-t_{0})dt \\ &= \lim_{\tau \to 0^+} \int_{0} ^\infty e^{-st}d_\tau (t-t_{0})dt \\ &= \lim_{\tau \to 0^+} \int_{t_{0}-\tau}^{t_{0}+\tau}e^{-st}d_\tau (t-t_{0})dt \\ &= \lim_{\tau \to 0^+} \int_{t_{0}-\tau}^{t_{0}+\tau}e^{-st}\dfrac{1}{2\tau}dt \\ &= \lim_{\tau \to 0^+} \dfrac{1}{2\tau}\dfrac{-1}{s}\left[ e^{-st} \right]_{t_{0}-\tau}^{t_{0}+\tau} \\ &= \lim_{\tau \to 0^+} \dfrac{1}{2s\tau }\left( e^{-s(t_{0}-\tau)}-e^{-s(t_{0}+\tau)}\right) \\ &= \lim_{\tau \to 0^+} \dfrac{1}{2s\tau }e^{-st_{0}}\left( e^{s\tau}-e^{-s\tau}\right) \\ &= \lim_{\tau \to 0^+} e^{-st_{0}}\dfrac{1}{s\tau }\dfrac{e^{s\tau}-e^{-s\tau}}{2} \\ &= \lim_{\tau \to 0^+} e^{-st_{0}}\dfrac{1}{s\tau }\sinh (s\tau) \end{align*}

이 때 로피탈 정리에 의해

limτ0+sinh(sτ)sτ=limτ0+scosh(sτ)s=1 \lim \limits_{\tau \to 0^+}\dfrac{\sinh (s\tau) }{s\tau}=\lim \limits_{\tau \to 0^+} \dfrac { s\cosh (s\tau)}{s}=1

따라서

0estδ(tt0)dt=est0 \int_{0}^\infty e^{-st}\delta (t-t_{0})dt =e^{-st_{0}}

같이보기


  1. William E. Boyce, Boyce’s Elementary Differential Equations and Boundary Value Problems (11th Edition, 2017), p270-272 ↩︎