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Initial value theorem : ウィキペディア英語版
Initial value theorem
In mathematical analysis, the initial value theorem is a theorem used to relate frequency domain expressions to the time domain behavior as time approaches zero.〔http://fourier.eng.hmc.edu/e102/lectures/Laplace_Transform/node17.html〕
It is also known under the abbreviation IVT.
Let
: F(s) = \int_0^\infty f(t) e^\,dt
be the (one-sided) Laplace transform of ''ƒ''(''t''). The initial value theorem then says〔Robert H. Cannon, ''Dynamics of Physical Systems'', Courier Dover Publications, 2003, page 567.〕
: \lim_f(t)=\lim_. \,
== Proof ==
Based on the definition of Laplace transform of derivative we have:
:sF(s)=f(0^-)+\int_^e^f^(t)dt
thus:
:\lim_ sF(s)=\lim_ ()
But \lim_e^ is indeterminate between t=0 to t=0+; to avoid this, the integration can be performed in two intervals:
:\lim_ ()
=\lim_\^e^f^(t)dt" TITLE="\int_^e^f^(t)dt">) + \lim_()\}
In the first expression where 0+, e−st=1. In the second expression, the order of integration and limit-taking can be changed. Also \lim_e^(t) where 0+:\begin
\lim_ () &=\lim_\^f^(t)dt" TITLE="\int_^f^(t)dt">)\} + \lim_\\lim_()\}\\
&=f(t)|_^ + 0\\
&= f(0^+)-f(0^-)+0\\
\end
By substitution of this result in the main equation we get:
:\lim_ sF(s)=f(0^-)+f(0^+)-f(0^-)=f(0^+)

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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