WEEK6 CHAPTER 1: convolution MAT485/565

CONVOLUTION

Definition
Suppose f(t) and g(t) are piecewise continuous functions, the convolution of f(t) and
g(t) is defined as
𝑡
f(t) ∗ g(t) = ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢

Example
Find a) t ∗ sin 2t b) e2t ∗ t2

Solution
𝑡
a) t ∗ sin 2t = ∫0 𝑢 sin 2(𝑡 − 𝑢)𝑑𝑢
u v
u +
sin 2(t – u)

1 - ½ cos 2(t – u)

0 – ¼ sin 2(t – u)

𝑢 1
= 2 cos 2(𝑡 − 𝑢) + sin 2(𝑡 − 𝑢)|𝑡0
4

𝑡 1
= (2 + 0) + (0 − 4 sin 2𝑡)

𝑡 1
= 2 − 4 sin 2𝑡

𝑡
b) e2t ∗ t2 = ∫0 e2u (𝑡 − 𝑢)2 𝑑𝑢
u v
(t – u)2 + e2u

-2(t – u) ½ e2u
-

2 + ¼ e2u

0 1/8 e2u

1 1 1
= 2 (𝑡 − 𝑢)2 𝑒 2𝑢 + (𝑡 − 𝑢)𝑒 2𝑢 + 𝑒 2𝑢 |𝑡0
2 4

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1 1 1 1
= − (0 + 0 + 4 𝑒 2𝑡 ) − (2 𝑡 2 + 2 𝑡 + 4)

= ¼ 𝑒 2𝑡 - ½ t2 – ½ t – ¼

Properties of convolution:
a) f ∗ g = g ∗ f
b) f ∗ (g + h) = f ∗ g + f ∗ h
c) (f ∗ g) ∗ h = f ∗ (g ∗ h)
d) f ∗ 0 = 0 ∗ f = 0
e) In general, 1 ∗ g ≠ g

Convolution theorem for Laplace transform:

And ℒ-1 {F(s) . G(s)} = ℒ-1 {F(s) } ∗ ℒ-1 {G(s) } = f(t) ∗ g(t)
𝑡
= ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢

Example
𝑡
1) Evaluate a) ℒ { e-t ∗ sin 2t } b) ℒ { ∫0 𝑒 𝑢 𝑢3 cos(𝑡 − 𝑢) 𝑑𝑢}
2) Use convolution theorem to determine

1
a) ℒ-1 {(𝑠+2)2 𝑠2 }

1
b) ℒ-1 {𝑠(𝑠2 +1)}

1
c) ℒ-1 {(𝑠+1)(𝑠+2)}

𝑠2
d) ℒ-1 {(𝑠2 +1)2 }
Solution
1a) ℒ { e-t ∗ sin 2t } = ℒ { e-t } ℒ { sin 2t }

1 2
= 𝑠+1 ∙ 𝑠2 +4

2
= (𝑠+1)(𝑠2 +4)

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𝑡
1b) ℒ { ∫0 𝑒 𝑢 𝑢3 cos(𝑡 − 𝑢) 𝑑𝑢} = ℒ{et t3 ∗ cos t}

= ℒ{et t3 } ℒ {cos t}

6 𝑠
= (𝑠−1)4 ∙ 𝑠2 +1

6𝑠
= (𝑠−1)4 (𝑠2 +1)

1 1 1
2a) ℒ-1 {(𝑠+2)2 𝑠2 } = ℒ-1 {(𝑠+2)2 ∙ 𝑠2 }

1 1
= ℒ-1 { } ∗ ℒ-1 { 2 }
(𝑠+2)2 𝑠

= te-2t ∗ t

𝑡
= ∫0 𝑢𝑒 −2𝑢 (𝑡 − 𝑢)𝑑𝑢

u v
(t – u)2 + e2u

-2(t – u) - ½ e2u

2 + ¼ e2u

0 1/8 e2u

𝑡
1 1 −2𝑢
= (− 2 𝑢(𝑡 − 𝑢) − (𝑡 − 2𝑢)) 𝑒 |
4
0

= (0 + ¼ t + ¼ ) e-2t – (0 – ¼ t + ¼ )

= ¼ (t e-2t + e-2t + t – 1)

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WEEK6 CHAPTER 1: convolution MAT485/565

1 1 1
2b) ℒ-1 {𝑠(𝑠2 +1)} = ℒ-1 {𝑠 ∙ }
𝑠2 +1

= 1 ∗ sin t

= sin t ∗ 1

𝑡
= ∫0 sin 𝑢 𝑑𝑢

= −cos 𝑢|𝑡0

= - (cos t – 1)

= 1 – cos t

1 1 1
2c) ℒ-1 { } = ℒ-1 { ∙ }
(𝑠+1)(𝑠+2) 𝑠+1 𝑠+2

= e-t ∗ e-2t

𝑡
= ∫0 𝑒 −𝑢 𝑒 −2(𝑡−𝑢) 𝑑𝑢

𝑡
= 𝑒 −2𝑡 ∫0 𝑒 𝑢 𝑑𝑢

= 𝑒 −2𝑡 (𝑒 𝑢 )|𝑡0

= 𝑒 −2𝑡 (𝑒 𝑡 − 1)

𝑠2 𝑠 𝑠
2d) ℒ-1 {(𝑠2 +1)2} = ℒ-1 {𝑠2 +1 ∙ }
𝑠2 +1

= cos t ∗ cos t
𝑡
= ∫0 cos 𝑢 cos(𝑡 − 𝑢) 𝑑𝑢
1 𝑡
= 2 ∫0 (cos(𝑢 − (𝑡 − 𝑢)) + cos(𝑢 + (𝑡 − 𝑢)) 𝑑𝑢
1 𝑡
= 2 ∫0 (cos(2𝑢 − 𝑡) + cos(𝑡) 𝑑𝑢
1 1 𝑡 1
= 2 (2 sin(2𝑢 − 𝑡) + 𝑢 cos 𝑡)| = 2 [sin 𝑡 + 𝑡 cos 𝑡]
0

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