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GILBERT STRANG: OK,
this is the video

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about two neat functions--
the step function

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and its derivative
the delta function.

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So if I can just introduce
you to those functions

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and show you that
they're very natural

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inputs to a
differential equation.

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They happen all the
time in real life.

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And so we need to understand
how to compute these formulas

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and compute with them.

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OK, so the first one is the step
function and it's-- I'll call

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it h after its inventor who was
an engineer named Heaviside,

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started with an H.
And the step function,

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let me write the formula.

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h of t is 0 for t negative and
1 for t greater or equal to 0.

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OK.

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So, that's the step function.

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It just has two values
and it has a jump.

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You could say jump
function also.

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Jump function, step function.

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All right.

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And notice I've also graphed
the shifted step function.

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What happens to any
function including this one

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if I change from t, which
jumps at 0, to h of t minus t?

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If I put in t minus some fixed
number t as the variable, then

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the jump happens.

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So the jump will
happen when this is 0.

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Step functions
jump when that's 0.

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And that's 0 at t equal to t.

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So the jump in dotted line.

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So the shifted step function
will just shift over.

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That's the complete
effect of changing from t

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to t minus a capital T, is
just to shift the whole thing

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by capital T. OK.

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So you keep your eye on the
standard step function, which

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jumps at t equals 0.

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It jumps by 1.

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And take its derivative.

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So what's the derivative
of this step function?

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Well, the function is 0 along
there, so the derivative is 0.

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The function is
constant along here,

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so the derivative is again 0.

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It's just at this one
point everything happens.

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So now this is the
delta function.

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The delta function runs
along at 0, continues at 0,

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but at t at 0, the
whole thing explodes.

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The derivative is infinite.

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You see an infinite slope there.

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And the point is infinity is
not a sufficiently precise word

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to tell you exactly
what's happening.

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So we don't have really--
this graph of a delta function

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is not fully satisfactory.

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It's perfect for all the
uninteresting boring part.

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But at the moment of
truth, when something

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happens in an instant,
we need to say more.

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We need to say more,
not just its infinite.

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And again, if it's shifted,
then the infinite slope

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happens at t equal a
capital T. So the infinity

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is just shifted over.

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And that'd be the
delta function there.

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So this is what I would use.

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If that was the source term
in my differential equation,

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what would that mean?

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If this was the q of
t in the differential

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equation reflecting
input at different times,

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that function would say no input
except at one moment and one

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instant, capital T. At
that instant of time,

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you put 1 in, over
in an instant.

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And remember, that
otherwise q of t

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has been a continuous input.

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Put in $1.00 per year
over the whole year.

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This one puts in
$1.00 at one moment.

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But of course, you see that
that's really what we do.

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So, you see that that's
a function we need

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to do things in an instant.

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And as I took the example of a
golf club hitting a golf ball,

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well, it's not quite 0 time.

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But it's so close to zero time
that the two are connected.

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And then the ball takes off.

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And so a simple model,
a workable model

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is to say it happens in 0
time with a delta function.

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So I really want to
use delta functions.

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And they're not
difficult to use.

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They're just not quite
perfect for calculus

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because the derivative
of the step function

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is not quite
legitimate at the jump.

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OK.

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But what you can do, the part
of calculus that works correctly

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is integration.

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Integration tends to
make things smoother.

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The delta function--
sorry, the step function

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is the integral of
the delta function.

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Right?

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We're going in the
opposite direction.

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We take derivatives,
we get craziness.

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If we take integrals
to go from delta--

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so the integral of the
delta is the step function.

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And that's really how you
know a delta function.

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That's the math way to
describe more exactly

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than this arrow that just fires
off what the delta function is

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doing.

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So the key property
of the delta function

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is to know what
it's integral is.

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The integral of
the delta function

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is the total deposit
over, let's say,

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it started-- time could have
started even at minus infinity,

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and it could go on
forever to plus infinity.

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So that's the total
deposit, the total input

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coming from this
source term delta of t.

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And what is the answer?

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Well, the integral of delta
should be the step function.

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The step function
out in infinity is 1.

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Back at minus infinity it's 0.

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Do you see what I'm saying here?

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This would be h of t evaluated
between t equal minus

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infinity and plus
infinity because those

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are the limits of integration.

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And what do I get?

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At plus infinity the
step function is 1.

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This is 0.

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So I get 1.

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And everybody catches
on to that key fact

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that the total integral of
the delta function is 1.

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Again, you only made the
deposit at one moment,

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but that deposit
was a full dollar.

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And that, adding up all
deposits is just that $1.00.

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So, that's the integral
of the delta function.

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Now actually, to use
delta functions I

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need to give you a slight
generalization of that.

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So as I say, delta
functions are really

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known-- we don't like to
take their derivative.

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The derivative of
a delta function

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is a truly crazy function.

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It shoots up to
infinity and then

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it shoots down the
minus infinity,

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the slope of that arrow.

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But it's integrals that we want.

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So now let me integrate
from minus infinity

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to infinity my
delta function times

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any other function,
say f of t dt.

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That's something we'll
need to be able to compute.

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What's the right
integral for that?

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And again, delta
is doing everything

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at one moment at t equals 0.

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At that moment t equals 0,
at that moment when t is 0

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and that's the only place any
action is happening, f of t

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is f of 0.

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It's whatever value it has
at that point t equals 0.

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And that's the answer.

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f of 0.

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So if f of t was the
constant function 1,

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then we're back to
our integral up there.

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If that's just 1, I'm
integrating delta of t.

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My function is 1, I get 1.

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But if that function is,
suppose that function is sine t.

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What's the integral of
delta of t times sine t dt?

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Well, sine t happens to
disappear just at the moment

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when the delta function is
ready to turn on at t equals 0.

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So the integral of delta of
t sine t is sine of 0 is 0.

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You have one term turned on,
but the other term turned off.

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So nothing happened altogether.

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Whereas the integral of
delta t e to the t-- yeah,

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tell me that one.

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The integral of
delta t e to the t dt

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is-- well e to the t is
doing all sorts of stuff

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for all time.

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But the delta function
is 0 all that time,

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except at t equals 0.

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So, the integral of
delta t e to the t dt

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would be 1 because at
that moment, t equals 0,

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the only important moment
would be e to the t function

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is e to the 0, and it's just 1.

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Let me ask you for
another example.

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The integral of minus infinity
to infinity of delta--

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let me use the shifted
delta e to the t dt.

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Can you compute that integral.

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Well again, that function
is 0 almost all the time.

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The only time that impulse, the
moment that impulse hits is t

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equals capital T.
At that moment,

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this is equal to e
to the capital T.

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And that's all that matters.

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OK.

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So now, let me use a delta
function as the source term

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in our differential equation.

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So we are seeing one
last time one more--

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I still call it a
nice function, even

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though it's not legitimately
a function at all, the delta.

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But let me solve
the equation dy dt

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equals ay plus the
delta function turned on

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at capital T. And let
me start it from 0.

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So I don't make an initial
deposit to my account.

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I don't make any deposit at all,
except at one moment t equal

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capital T. And in that moment,
I deposit $1.00 because delta--

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this is the unit delta.

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If I was depositing $10,
I would make it 10 delta.

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OK.

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So we know what the solution
is from a deposit of $1.00 made

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at one time, t equal to capital
T. What is the solution?

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y of t, we have 0 up to t
equal to T. Nothing whatever

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has happened.

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And at capital T time t, in
goes the $1.00 and it grows.

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It grows so that it
grows over the remaining

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time e to the t
minus capital T. This

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is for t larger than T. t larger
than or equal I could say.

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When t and capital T are
equal, that's e to the 0.

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That's our $1.00 just gone in.

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When t minus capital T is a year
later, our dollar is worth e.

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When t minus capital T, when
it's been in there for a year,

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that $1.00 has
increased to-- well,

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that was if the interest
rate was 100% you may feel.

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You'd be fortunate to get that.

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But let's suppose you do.

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At 100% interest,
after one year, you

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might say, well, my
money just doubled

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because I got the interest
equaled the original.

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So I got twice it.

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But not true because that
money went in-- was growing.

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Interest was being
added, compounded

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through the whole year
so that after one year,

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starting with 1, you
have e at a is 100%.

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Oh, OK.

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My formula isn't incorrect
here because I had an a here

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and it belongs here.

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So let me fix that.

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It's e to the a t minus T.
That's the growth factor.

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That's the growth
factor up to time t

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starting from the
earlier time capital T.

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So you see that
we were able just

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to write down the solution
to the differential equation

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even though it's entirely new
or different or non-standard

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input.

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The step function input--
so we're finding here

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the impulse response.

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That's a very, very
important concept

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in engineering, the
impulse response,

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the response to an impulse.

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And for second order
differential equations,

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this is going to be-- it's
really a crucial function

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in the subject.

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So this is the
response to an impulse.

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It's the impulse response
from our standard first order

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equation that we've
been dealing with.

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Now we've got just
to remember one more

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step is still linear would
be to allow the interest

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rate to change.

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That's one lecture,
the next one.

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And then we get
non-linear equations.

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So that's what's coming.

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But here is delta functions
for the first time and not

249
00:15:32,340 --> 00:15:34,250
for the last time.

250
00:15:34,250 --> 00:15:36,000
Thank you.