Heaviside step function
The Heaviside step function, or the unit step function, usually denoted by or , is a step function named after Oliver Heaviside, the value of which is zero for negative arguments and one for positive arguments. Different conventions concerning the value are in use. It is an example of the general class of step functions, all of which can be represented as linear combinations of translations of this one.
The function was originally developed in operational calculus for the solution of differential equations, where it represents a signal that switches on at a specified time and stays switched on indefinitely. Heaviside developed the operational calculus as a tool in the analysis of telegraphic communications and represented the function as.
Formulation
Taking the convention that, the Heaviside function may be defined as:- A piecewise function:
- Using the Iverson bracket notation:
- An indicator function:
- A piecewise function:
- A linear transformation of the sign function:
- The arithmetic mean of two Iverson brackets:
- A one-sided limit of the two-argument arctangent:
- A hyperfunction: Or equivalently: where is the principal value of the complex logarithm of.
- A piecewise function:
- The derivative of the ramp function:
- Expressed in terms of the absolute value function, such as:
Relationship with Dirac delta
Analytic approximations
Approximations to the Heaviside step function are of use in biochemistry and neuroscience, where logistic approximations of step functions may be used to approximate binary cellular switches in response to chemical signals.For a smooth approximation to the step function, one can use the logistic function:where a larger corresponds to a sharper transition at.
If we take, equality holds in the limit:
There are many other smooth, analytic approximations to the step function. Among the possibilities are:These limits hold pointwise and in the sense of distributions. In general, however, pointwise convergence need not imply distributional convergence, and vice versa distributional convergence need not imply pointwise convergence.
One could also use a scaled and shifted Sigmoid function.
In general, any cumulative distribution function of a continuous probability distribution that is peaked around zero and has a parameter that controls for variance can serve as an approximation, in the limit as the variance approaches zero. For example, all three of the above approximations are cumulative distribution functions of common probability distributions: the logistic, Cauchy and normal distributions, respectively.
Non-Analytic approximations
Approximations to the Heaviside step function could be made through Smooth transition function like :Integral representations
Often an integral representation of the Heaviside step function is useful:where the second representation is easy to deduce from the first, given that the step function is real and thus is its own complex conjugate.Zero argument
Since is usually used in integration, and the value of a function at a single point does not affect its integral, it rarely matters what particular value is chosen of. Indeed when is considered as a distribution or an element of it does not even make sense to talk of a value at zero, since such objects are only defined almost everywhere. If using some analytic approximation then often whatever happens to be the relevant limit at zero is used.There exist various reasons for choosing a particular value.
- is often used since the graph then has rotational symmetry; put another way, is then an odd function. In this case the following relation with the sign function holds for all : Also,.
- is used when needs to be right-continuous. For instance cumulative distribution functions are usually taken to be right continuous, as are functions integrated against in Lebesgue–Stieltjes integration. In this case is the indicator function of a closed semi-infinite interval: The corresponding probability distribution is the degenerate distribution.
- is used when needs to be left-continuous. In this case is an indicator function of an open semi-infinite interval:
- In functional-analysis contexts from optimization and game theory, it is often useful to define the Heaviside function as a set-valued function to preserve the continuity of the limiting functions and ensure the existence of certain solutions. In these cases, the Heaviside function returns a whole interval of possible solutions,.
Discrete form
Unlike the continuous case, the definition of is significant.
The discrete-time unit impulse is the first difference of the discrete-time step:This function is the cumulative summation of the Kronecker delta:where is the discrete unit impulse function.
Antiderivative and derivative
The ramp function is an antiderivative of the Heaviside step function:The distributional derivative of the Heaviside step function is the Dirac delta function:Fourier transform
The Fourier transform of the Heaviside step function is a distribution. Using one choice of constants for the definition of the Fourier transform we haveHere is the distribution that takes a test function to the Cauchy principal value of. The limit appearing in the integral is also taken in the sense of distributions.