14.7: Differentiation Theorem
- Page ID
- 5842
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)\[\textbf{L} \left( \frac{d^n y}{dt^n}\right) = s^n \bar{y} - s^{n-1}y_0 - s^{n-2} \left(\frac{dy}{dt}\right)_0 - s^{n-3} \left(\frac{d^2y}{dt^2}\right)_0 - ... \quad ... - s \left(\frac{d^{n-2}y}{dt^{n-2}} \right)_0 - \left( \frac{d^{n-1}y}{dt^{n-1}}\right)_0 .\]
This looks formidable, and you will be tempted to skip it – but don't, because it is essential! However, to make it more palatable, I'll point out that one rarely, if ever, needs derivatives higher than the second, so I'll re-write this for the first and second derivatives, and they will look much less frightening.
\[\textbf{L} \dot y = s \bar{y} - y_0\]
and
\[\textbf{L}\ddot y = s^2 \bar{y} - sy_0 - \dot y_0.\]
Here, the subscript zero means "evaluated at t = 0".
Equation 14.7.2 is easily proved by integration by parts:
\[\bar{y} = \textbf{L}y = \int_0^\infty ye^{-st}dt = -\frac{1}{s}\int_0^\infty yde^{-st} = -\frac{1}{s} \left[ ye^{-st} \right]_0^\infty + \frac{1}{s} \int_{t=0}^\infty e^{-st} dy =\frac{1}{s}y_0 + \frac{1}{s} \int \dot y dt = \frac{1}{s}y_0 + \frac{1}{s} \textbf{L} \dot y.\]
\[\therefore \qquad \textbf{L}\dot y = s\bar{y} - y_0.\]
From this, \[\textbf{L} \ddot y = \bar{\dot{y}} - \dot y _0 = sL \dot y - \dot y_0 = s(s\bar{y} - y_0) - \dot y_0 = s^2 \bar{y} - sy_0 -\dot y_0.\]
Apply this over and over again, and you arrive at equation 14.7.1