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tmax=5;
N=500;
t=0:tmax/N:(tmax-tmax/N);
A=1;
w=4*%pi;
y=exp(-t);
x=exp(-2*t);
tn=0:tmax/N:2*(tmax-tmax/N);
z=conv(y,x);
plot(tn,z*tmax/N,'g')
l=exp(-tn)-exp(-2*tn);
plot(tn,l,'r')