Differential Equations – Relation Between Heaviside Step Function and Dirac Delta Function

fourier analysisordinary differential equations

I understand that "delta function" is a distribution, not a function, as in it acts on another integrand, picking out the value of that integrand at a specific point.

The discontinuous function is first defined as $$\delta_\epsilon(x) = \begin{cases} 0&x<-\epsilon\\ 1/2\epsilon & -\epsilon\le x\le\epsilon\\0 & x\gt-\epsilon\end{cases}$$

Because $$\delta(x) = \delta_{\epsilon\rightarrow0}(x)$$
Therefore in the limit $$\delta(x) = \begin{cases} \infty & x=0 \\ 0 & x\neq0 \end{cases}$$ and that
$$\int_{-\alpha}^\beta \delta(x)dx=1 \;\; \alpha\gt0, \; \beta\gt 0$$

Given the above conclusions, how can the Heaviside step function $H(x)$ be related to the Dirac Delta Function $\delta(x)$ in the following way?$$H(x)=\int_{-\infty}^x\delta(\xi)d\xi$$

Best Answer

Actually, the non rigorous definition of $\delta$ stipulates that $\int\limits_a^b\delta(x)\mathrm dx$ is $1$ if $a\lt0\lt b$ (what you recalled in your post) but also that it is $0$ if $a\leqslant b\lt0$ or if $0\lt a\leqslant b$.

Hence $H(x)=\int\limits_{-\infty}^x\delta(\xi)\mathrm d\xi$ should be $0$ if $x\lt0$ and $1$ if $x\gt0$.

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