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An Introduction to Integral Transforms
An Introduction to
Integral Transforms
During my fifty years teaching and research experiences at the Indian Institute
of Engineering Science and Technology, Shibpur, formerly known as Bengal
Engineering College and Bengal Engineering & Science University, I have been
introduced to the subject of Integral Transforms.
Here an attempt has been made to cover the basic theorems of commonly used
various integral transform techniques with their applications.
The transforms that have been covered in this book in detail are Fourier Transfoms,
Laplace Transforms, Hilbert and Stieltjes Transforms, Mellin Transforms, Hankel
Transforms, Kontorovich-Lebedev Transforms, Legendre Transforms, Mehler-
Fock Transforms, Jacobi-Gegenbauer-Laguerre- Hermite Transforms, and the Z
Transform.
This textbook targets the graduate and some advanced undergraduate students.
My endeavor will be considered fruitful if it serves the need of at least one reader.
I would also like to thank my sons and their families for their constant
encouragement during the writing of this book. Special thanks goes to my
grandsons for their support for this work despite all the time it took me away from
them.
During the process of writing, I have been greatly inspired by the textbooks of
I. N. Sneddon and L. K. Debnath on this subject. Many other books and research
papers, all of which are not possible to be mentioned individually, have also been
consulted during this process.
1 FOURIER TRANSFORM 1
1.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Classes of functions . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Fourier Series and Fourier Integral Formula . . . . . . . . 2
1.4 Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . 6
1.4.1 Fourier sine and cosine Transforms. . . . . . . . . . 7
1.5 Linearity property of Fourier Transforms. . . . . . . . . . 8
1.6 Change of Scale property. . . . . . . . . . . . . . . . . . . 9
1.7 The Modulation theorem. . . . . . . . . . . . . . . . . . . 10
1.8 Evaluation of integrals by means of inversion theorems. . 11
1.9 Fourier Transform of some particular functions. . . . . . . 13
1.10 Convolution or Faltung of two integrable functions. . . . . 20
1.11 Convolution or Falting or Faltung Theorem for FT. . . . . 21
1.12 Parseval’s relations for Fourier Transforms. . . . . . . . . 23
1.13 Fourier Transform of the derivative of a function. . . . . . 26
1.14 Fourier Transform of some more useful functions. . . . . . 30
1.15 Fourier Transforms of Rational Functions. . . . . . . . . . 36
1.16 Other important examples concerning derivative of FT. . 37
1.17 The solution of Integral Equations of Convolution Type. . 47
1.18 Fourier Transform of Functions of several variables. . . . . 53
1.19 Application of Fourier Transform to Boundary Value Prob-
lems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Appendix 390
Bibliography 405
Index 407
Chapter 1
FOURIER TRANSFORM
1.1 Introduction.
The method of integral transforms is one of the most easy and effective
methods for solving problems arising in Mathematical Physics, Applied
Mathematics and Engineering Science which are defined by differential
equations, difference equations and integral equations. The main idea
in the application of the method is to transform the unknown function,
say, f (t) of some variable t to a different function, say, F (p) of a complex
variable p. Then the associated differential equation can be directly re-
duced to either a differential equation of lower dimension or an algebraic
equation in the variable p. There are several forms of integral transforms
and one form may be obtained from the other by a transformation of the
coordinates and the functions. The choice of integral transform depends
on the structure of the equation and on the geometry of the domain
under consideration. This method of integral transform simplifies the
computational techniques considerably.
Suppose that there exists a known function K(p, t) of two variables
p and t and that
b
K(p, t) f (t) dt = F (p) (1.1)
a
is convergent. Then F (p) is called the integral transform of the function
f (t) by the function K(p, t), which is called the kernel of the transform.
Here, the variable p is a parameter, which may be real or complex. Dif-
ferent forms of kernels will generate different form of transforms. Below
we discuss a variety of integral transforms with their applications after
using different forms of kernels in variety of domains. To begin with, we
consider Fourier Transform.
2 An Introduction to Integral Transforms
A1 (R). Let the principal period of f (x) be 2 l. Then f (x) admits of the
Fourier series
∞
nπx nπx
f (x) = a0 + an cos + bn sin
l l
n=1
1 l
where a0 = f (x)dx
2l −l
1 l nπx nπx
(an , bn ) = f (x) cos , sin dx
l −l l l
1 l −inπx
so that an − i bn = f (x) e l dx
l −l
Let us now set a0 = c0
an = cn + c−n
i bn = cn − c−n
∞
−inπx inπx
Then, f (x) = c0 + cn e l + c−n e l
n=1
+∞
−inπx
= cn e l (1.2)
−∞
l l
1 inπx 1 inπt
where, cn = f (x) e l dx = f (t) e l dt
2l −l 2l −l
(1.3)
This form of Fourier series is called the complex form of Fourier series
in (−l, l). Thus, from (1.2) and (1.3), one gets
+∞
l
1 inπt
e−
inπx
dt
f (x) = f (t) e l l (1.4)
−∞
2l −l
Thus,
∞ ∞
λ λ
∈
dy f (t) cos[y(t − x)]dt < dy |f (t)|dt < .
0 k 0 k 2
Also, since
λ
sin[λ(t − x)]
cos[y(t − x)]dy =
0 t−x
it follows that
∞
∞ ∞
sin λ t
f (t)dt cos[y(t − x)]dy = f (t + x) dt
k 0 k−x t
Thus, there exists a number K2 such that if k > K2 + x,
∞
∈
f (t + x)[sin λt/t]dt < .
k−x 2
∞ λ λ ∞
f (t)dt cos[y(t − x)]dy − dy f (t) cos[y(t − x)]dt <∈,
k−x 0 0 k
for k > K = max(K1 , K2 ) even for large values of λ
In other words,
∞ λ
lim f (t)dt cos[y(t − x)]dy
λ→∞ 0 0
λ ∞
= lim dy f (t) cos[y(t − x)]dt (1.9)
λ→∞ 0 0
We have,
1 1 +∞ sin λ u
[f (x + 0) + f (x − 0)] = lim f (x + u) du
2 λ→∞ π −∞ u
1 +∞ sin[λ(t − x)]
= lim f (t) dt
λ→∞ π −∞ t−x
λ
1 +∞
= lim f (t)dt cos[y(t − x)] dy
λ→∞ π −∞ 0
+∞
1 λ
= lim dy f (t) cos[y(t − x)] dt
λ→∞ π 0 −∞
From eqn. (1.11) the result in eqn. (1.8) of article 1.3 will follow.
Let in addition belonging to the classes P 1 (R) and A1 (R), the function
f (x) be an odd function of x ∈ R. Then, clearly f (−x) = −f (x), Now,
by (1.12)
∞
1
F [f (x); x → ξ] = F (ξ) = √ f (x) eiξx − e−iξx dx
2π 0
2 ∞
= i f (x) sin ξx dx
π 0
≡ i Fs (ξ), say (1.17)
∞
2
where, Fs (ξ) = f (x) sin ξx dx (1.18)
π 0
Fs (ξ) in (1.18) is defined to be Fourier sine transform of the function
f (x). Its connection with the Fourier transform is given by (1.17) pro-
vided f (x) in an odd function of x ∈ R. The inversion formula of (1.18)
is then defined by
2 ∞
f (x) = Fs (ξ) sin ξx dξ (1.19)
π 0
8 An Introduction to Integral Transforms
Proof.
1 ξ
(ii) If Fs [f (x)] = Fs (ξ), then Fs [f (ax)] = a Fs a
Proof. By definition
∞
2
Fs [f (x); x → ξ] = f (x) sin ξx dx = Fs (ξ).
π 0
Therefore,
∞
2
Fs [f (ax); x → ξ] = f (ax) sin ξx dx
π 0
1 2 ∞ ξ
= f (t) sin t dt
a π 0 a
1 ξ
= Fs
a a
10 An Introduction to Integral Transforms
1
Fs [f (x) cos ax ; x → ξ] = [Fs (ξ + a) + Fs (ξ − a)]
2
(b) if Fs [f (x); x → ξ] = Fs (ξ) then
1
Fc [f (x) sin ax ; x → ξ] = [Fs (ξ + a) − Fs (ξ − a)]
2
and (c) if Fc [f (x); x → ξ] = Fc (ξ) then
1
Fs [f (x) sin ax ; x → ξ] = [Fc (ξ − a) − Fc (ξ + a)]
2
These results can similarly be proved as was done in the first case on
replacing cos ax and sin ax by their exponential forms in the definitions
of the corresponding transforms of the left hand side.
These results means that if we set f (x) = e−bx , then its cosine and
sine transforms are given by
2 b
Fc e−bx ; x → ξ =
π ξ 2 + b2
2 ξ
Fs e−bx ; x → ξ =
π ξ + b2
2
1, 0<x<a
As a second example, if we take f (x) =
0 , x > a,
then a
2 2 sin ξa
Fc (ξ) = 1 cos ξx dx =
π 0 π ξ
and so it gives
2 ∞ sin ξa 1, if 0 < x < a
cos ξx dξ =
π 0 ξ 0, if x a
⎧
⎪
⎨ 0, 0<x<a
Let us consider a third example when f (x) = x, a≤x≤b
⎪
⎩ 0, x>b
Then,
b
2
Fs (ξ) = x sin ξx dx
π a
2 a cos ξ a − b cos ξ b sin ξ b − sin ξ a
= +
π ξ ξ2
and this result gives
⎧
⎪
⎨ 0, 0<x<a
2 ∞
sin ξ x [Fs (ξ)] dξ = x, a≤x≤b
π 0 ⎪
⎩ 0, x>b
1, 0 < x < a
In the fourth case if we choose f (x) =
0, x > a
Then
1 − cos ξ a
Fs (ξ) =
ξ
and it gives
2 ∞ 1 − cos ξ a 1, 0<x<a
sin ξ x dξ = f (x) =
π 0 ξ 0, x>a
1, a < x < b
Similarly taking f (x) =
0, otherwise
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audience and apparatus, and, by the help of these external
appearances, immediately concluded that I had received the battery
discharge. The intellectual consciousness of my position was
restored with exceeding rapidity, but not so the optical
consciousness. To prevent the audience from being alarmed, I
observed that it had often been my desire to receive accidentally
such a shock, and that my wish had at length been fulfilled. But,
while making this remark, the appearance which my body presented
to myself was that of a number of separate pieces. The arms, for
example, were detached from the trunk, and seemed suspended in
the air. In fact, memory and the power of reasoning appeared to be
complete long before the optic nerve was restored to healthy action.
But what I wish chiefly to dwell upon here is, the absolute
painlessness of the shock; and there cannot be a doubt that, to a
person struck dead by lightning, the passage from life to death
occurs without consciousness being in the least degree implicated. It
is an abrupt stoppage of sensation, unaccompanied by a pang.”
Occasionally branched markings are found on the bodies of
those struck by lightning, and these are often taken to be
photographic impressions of trees under which the persons may
have been standing at the time of the flash. The markings however
are nothing of the kind, but are merely physiological effects due to
the passage of the discharge.
During a thunderstorm it is safer to be in the house than out in
the open. It is probable that draughts are a source of some danger,
and the windows and doors of the room ought to be shut. Animals
are more liable to be struck by lightning than men, and a shed
containing horses or cows is a dangerous place in which to take
shelter; in fact it is better to remain in the open. If one is caught in a
storm while out of reach of a house or other building free from
draughts and containing no animals, the safest plan is to lie down,
not minding the rain. Umbrellas are distinctly dangerous, and never
should be used during a storm. Wire fences, hedges, and still or
running water should be given a wide berth, and it is safer to be
alone than in company with a crowd of people. It is extremely foolish
to take shelter under an isolated tree, for such trees are very liable to
be struck. Isolated beech trees appear to have considerable
immunity from lightning, but any tree standing alone should be
avoided, the oak being particularly dangerous. On the other hand, a
fairly thick wood is comparatively safe, and failing a house, should
be chosen before all other places of refuge. Horses are liable to be
struck, and if a storm comes on while one is out driving it is safer to
keep quite clear of the animals.
When a Wimshurst machine has been in action for a little time a
peculiar odour is noticed. This is due to the formation of a modified
and chemically more active form of oxygen, called ozone, the name
being derived from the Greek ozein, “to smell.” Ozone has very
invigorating effects when breathed, and it is also a powerful
germicide, capable of killing the germs which give rise to contagious
diseases. During a thunderstorm ozone is produced in large
quantities by the electric discharges, and thus the air receives as it
were a new lease of life, and we feel the refreshing effects when the
storm is over. We shall speak again of ozone in Chapter XXV.
Thunder probably is caused by the heating and sudden
expansion of the air in the path of the discharge, which creates a
partial vacuum into which the surrounding air rushes violently. Light
travels at the rate of 186,000 miles per second, and therefore the
flash reaches us practically instantaneously; but sound travels at the
rate of only about 1115 feet per second, so that the thunder takes an
appreciable time to reach us, and the farther away the discharge the
greater the interval between the flash and the thunder. Thus by
multiplying the number of seconds which elapse between the flash
and the thunder by 1115, we may calculate roughly the distance in
feet of the discharge. A lightning flash may be several miles in
length, the greatest recorded length being about ten miles. The
sounds produced at different points along its path reach us at
different times, producing the familiar sharp rattle, and the following
rolling and rumbling is produced by the echoes from other clouds.
The noise of a thunder-clap is so tremendous that it seems as
though the sound would be heard far and wide, but the greatest
distance at which thunder has been heard is about fifteen miles. In
this respect it is interesting to compare the loudest thunder-clap we
ever heard with the noise of the famous eruption of Krakatoa, in
1883, which was heard at the enormous distance of nearly three
thousand miles.
When Franklin had demonstrated the nature of lightning, he
began to consider the possibility of protecting buildings from the
disastrous effects of the lightning stroke. At that time the amount of
damage caused by lightning was very great. Cathedrals, churches,
public buildings, and in fact all tall edifices were in danger every time
a severe thunderstorm took place in their neighbourhood, for there
was absolutely nothing to prevent their destruction if the lightning
chanced to strike them. Ships at sea, too, were damaged very
frequently by lightning, and often some of the crew were killed or
disabled. To-day, thanks to the lightning conductor, it is an unusual
occurrence for ships or large buildings to be damaged by lightning.
The lightning strikes them as before, but in the great majority of
cases it is led away harmlessly to earth.
Franklin was the first to suggest the possibility of protecting
buildings by means of a rod of some conducting material terminating
in a point at the highest part of the building, and leading down,
outside the building, into the earth. Lightning conductors at the
present day are similar to Franklin’s rod, but many improvements
have been made from time to time as our knowledge of the nature
and action of the lightning discharge has increased. A modern
lightning conductor generally consists of one or more pointed rods
fixed to the highest parts of the building, and connected to a cable
running directly to earth. This cable is kept as straight as possible,
because turns and bends offer a very high resistance to the rapidly
oscillating discharge; and it is connected to large copper plates
buried in permanently moist ground or in water, or to water or gas
mains. Copper is generally used for the cable, but iron also may be
employed. In any case, the cable must be of sufficient thickness to
prevent the possibility of its being deflagrated by the discharge. In
ships the arrangements are similar, except that the cable is
connected to the copper sheathing of the bottom.
The fixing of lightning conductors must be carried out with great
care, for an improperly fixed conductor is not only useless, but may
be a source of actual danger. Lightning flashes vary greatly in
character, and while a carefully erected lightning conductor is
capable of dealing with most of them, there are unfortunately certain
kinds of discharge with which it now and then is unable to deal. The
only absolutely certain way of protecting a building is to surround it
completely by a sort of cage of metal, but except for buildings in
which explosives are stored this plan is usually impracticable.
The electricity of the atmosphere manifests itself in other forms
beside the lightning. The most remarkable of these manifestations is
the beautiful phenomenon known in the Northern Hemisphere as the
Aurora Borealis, and in the Southern Hemisphere as the Aurora
Australis. Aurora means the morning hour or dawn, and the
phenomenon is so called from its resemblance to the dawn of day.
The aurora is seen in its full glory only in high latitudes, and it is quite
unknown at the equator. It assumes various forms, sometimes
appearing as an arch of light with rapidly moving streamers of
different colours, and sometimes taking the form of a luminous
curtain extending across the sky. The light of the aurora is never very
strong, and as a rule stars can be seen through it. Auroras are
sometimes accompanied by rustling or crackling sounds, but the
sounds are always extremely faint. Some authorities assert that
these sounds do not exist, and that they are the result of
imagination, but other equally reliable observers have heard the
sounds quite plainly on several occasions. Probably the explanation
of this confliction of evidence is that the great majority of auroras are
silent, so that an observer might witness many of them without
hearing any sounds. The height at which auroras occur is a disputed
point, and one which it is difficult to determine accurately; but most
observers agree that it is generally from 60 to 125 miles above the
Earth’s surface.
There is little doubt that the aurora is caused by the passage of
electric discharges through the higher regions of the atmosphere,
where the air is so rarefied as to act as a partial conductor; and its
effects can be imitated in some degree by passing powerful
discharges through tubes from which the air has been exhausted to
a partial vacuum. Auroral displays are usually accompanied by
magnetic disturbances, which sometimes completely upset
telegraphic communication. Auroras and magnetic storms appear to
be connected in some way with solar disturbances, for they are
frequently simultaneous with an unusual number of sunspots, and all
three run in cycles of about eleven and a half years.
CHAPTER IV
THE ELECTRIC CURRENT
PLATE I.
If we had two large water tanks, one of which could be emptied only
by allowing the bottom to fall completely out, and the other by means
of a narrow pipe, it is easy to see which would be the more useful to
us as a source of water supply. If both tanks were filled, then from
the first we could get only a sudden uncontrollable rush of water, but
from the other we could get a steady stream extending over a long
period, and easily controlled. The Leyden jar stores electricity, but in
yielding up its store it acts like the first tank, giving a sudden
discharge in the form of a bright spark. We cannot control the
discharge, and therefore we cannot make it do useful work for us.
For practical purposes we require a storing arrangement that will act
like the second tank, giving us a steady current of electricity for a
long period, and this we have in the accumulator or storage cell.
A current of electricity has the power of decomposing certain
liquids. If we pass a current through water, the water is split up into
its two constituent gases, hydrogen and oxygen, and this may be
shown by the apparatus seen in Fig. 12. It consists of a glass vessel
with two strips of platinum to which the current is led. The vessel
contains water to which has been added a little sulphuric acid to
increase its conducting power, and over the strips are inverted two
test-tubes filled with the acidulated water. The platinum strips, which
are called electrodes, are connected to a battery of Daniell cells.
When the current passes, the water is decomposed, and oxygen
collects at the electrode connected to the positive terminal of the
battery, and hydrogen at the other electrode. The two gases rise up
into the test-tubes and displace the water in them, and the whole
process is called the electrolysis of water. If now we disconnect the
battery and join the two electrodes by a wire, we find that a current
flows from the apparatus as from a voltaic cell, but in the opposite
direction from the original battery current.
It will be remembered that one
of the troubles with a simple voltaic
cell was polarization, caused by
the accumulation of hydrogen; and
that this weakened the current by
setting up an opposing electro-
motive force tending to produce
another current in the opposite
direction. In the present case a
similar opposing or back electro-
motive force is produced, and as
soon as the battery current is
stopped and the electrodes are
connected, we get a current in the
reverse direction, and this current Fig. 12.—Diagram showing
continues to flow until the two Electrolysis of Water.
gases have recombined, and the
electrodes have regained their
original condition. Consequently we can see that in order to
electrolyze water, our battery must have an electro-motive force
greater than that set up in opposition to it, and at least two Daniell
cells are required.
This apparatus thus may be made to serve to some extent as an
accumulator or storage cell, and it also serves to show that an
accumulator does not store up or accumulate electricity. In a voltaic
cell we have chemical energy converted into electrical energy, and
here we have first electrical energy converted into chemical energy,
and then the chemical energy converted back again into electrical
energy. This is a rough-and-ready way of putting the matter, but it is
good enough for practical purposes, and at any rate it makes it quite
clear that what an accumulator really stores up is not electricity, but
energy, which is given out in the form of electricity.
The apparatus just described is of little use as a source of
current, and the first really practical accumulator was made in 1878
by Gaston Planté. The electrodes were two strips of sheet lead
placed one upon the other, but separated by some insulating
material, and made into a roll. This roll was placed in dilute sulphuric
acid, and one strip or plate connected to the positive, and the other
to the negative terminal of the source of current. The current was
passed for a certain length of time, and then the accumulator partly
discharged; after which current was passed again, but in the reverse
direction, followed by another period of discharge. This process,
which is called forming, was continued for several days, and its
effect was to change one plate into a spongy condition, and to form a
coating of peroxide of lead on the other. When the plates were
properly formed the accumulator was ready to be fully charged and
put into use. The effect of charging was to rob one plate of its
oxygen, and to transfer this oxygen to the other plate, which thus
received an overcharge of the gas. During the discharge of the
accumulator the excess of oxygen went back to the place from which
it had been taken, and the current continued until the surfaces of
both plates were reduced to a chemically inactive state. The
accumulator could be charged and discharged over and over again
as long as the plates remained in good order.
In 1881, Faure hit upon the idea of coating the plates with a
paste of red-lead, and this greatly shortened the time of forming. At
first it was found difficult to make the paste stick to the plates, but
this trouble was got rid of by making the plates in the form of grids,
and pressing the paste into the perforations. Many further
improvements have been made from time to time, but instead of
tracing these we will go on at once to the description of a present-
day accumulator. There are now many excellent accumulators made,
but we have not space to consider more than one, and we will select
that known as the “Chloride” accumulator.
The positive plate of this accumulator is of the Planté type, but it
is not simply a casting of pure lead, but is made by a building-up
process which allows of the use of a lead-antimony mixture for the
grids. This gives greater strength, and the grids themselves are
unaffected by the chemical changes which take place during the
charging and discharging of the cell. The active material, that is the
material which undergoes chemical change, is pure lead tape coiled
up into rosettes, which are so designed that the acid can circulate
through the plates. These rosettes are driven into the perforations of
the grid by a hydraulic press, and during the process of forming they
expand and thus become very firmly fixed. The negative plate has a
frame made in two parts, which are riveted together after the
insertion of the active material, which is thus contained in a number
of small cages. The plate is covered outside with a finely perforated
sheet of lead, which prevents the active material from falling out. It is
of the utmost importance that the positive and negative plates should
be kept apart when in the cell, and in the Chloride accumulator this is
ensured by the use of a patent separator made of a thin sheet of
wood the size of the plates. Before being used the wood undergoes
a special treatment to remove all substances which might be
harmful, and it then remains unchanged either in appearance or
composition. Other insulating substances, such as glass rods or
ebonite forks, can be used as separators, but it is claimed that the
wood separator is not only more satisfactory, but that in some
unexplained way it actually helps to keep up the capacity of the cell.
The plates are placed in glass, or lead-lined wood or metal boxes,
and are suspended from above the dilute sulphuric acid with which
the cells are filled. A space is left below the plates for the sediment
which accumulates during the working of the cell.
In all but the smallest cells several pairs of plates are used, all
the positive plates being connected together and all the negative
plates. This gives the same effect as two very large plates, on the
principle of connecting in parallel, spoken of in Chapter IV. A single
cell, of whatever size, gives current at about two volts, and to get
higher voltages many cells are connected in series, as with primary
cells. The capacity is generally measured in ampere-hours. For
instance, an accumulator that will give a current of eight amperes for
one hour, or of four amperes for two hours, or one ampere for eight
hours, is said to have a capacity of eight ampere-hours.
Accumulators are usually charged from a dynamo or from the
public mains, and the electro-motive force of the charging current
must be not less than 2½ volts for each cell, in order to overcome
the back electro-motive force of the cells themselves. It is possible to
charge accumulators from primary cells, but except on a very small
scale the process is comparatively expensive. Non-polarizing cells,
such as the Daniell, must be used for this purpose.
The practical applications of accumulators are almost
innumerable, and year by year they increase. As the most important
of these are connected with the use of electricity for power and light,
it will be more convenient to speak of them in the chapters dealing
with this subject. Minor uses of accumulators will be referred to
briefly from time to time in other chapters.