Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.

Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.
Convolution of two functions.

Definition
The convolution of piecewise continuous functions f , g : R → R is
the function f ∗ g : R → R given by
Z t
(f ∗ g )(t) = f (τ )g (t − τ ) dτ.
0

Remarks:
I f ∗ g is also called the generalized product of f and g .
I The definition of convolution of two functions also holds in
the case that one of the functions is a generalized function,
like Dirac’s delta.

Convolution of two functions.

Example
Find the convolution of f (t) = e −t and g (t) = sin(t).
Z t
Solution: By definition: (f ∗ g )(t) = e −τ sin(t − τ ) dτ .
0
Z t
Integrate by parts twice: e −τ sin(t − τ ) dτ =
0
h i t h i t Z t
−τ −τ
e cos(t − τ )  − e sin(t − τ )  − e −τ sin(t − τ ) dτ,
 
0 0 0

Z t h i t h i t
−τ −τ −τ
2 e sin(t − τ ) dτ = e cos(t − τ )  − e sin(t − τ )  ,
 
0 0 0

2(f ∗ g )(t) = e −t − cos(t) − 0 + sin(t).

1
We conclude: (f ∗ g )(t) = e −t + sin(t) − cos(t) .

C
2
Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.

Properties of convolutions.

Theorem (Properties)
For every piecewise continuous functions f , g , and h, hold:
(i) Commutativity: f ∗g =g ∗f;
(ii) Associativity: f ∗ (g ∗ h) = (f ∗ g ) ∗ h;
(iii) Distributivity: f ∗ (g + h) = f ∗ g + f ∗ h;
(iv) Neutral element: f ∗ 0 = 0;
(v) Identity element: f ∗ δ = f .

Proof:
(v): Z t Z t
(f ∗ δ)(t) = f (τ ) δ(t − τ ) dτ = f (τ ) δ(τ − t) dτ = f (t).
0 0
Properties of convolutions.
Proof:
(1): Commutativity: f ∗ g = g ∗ f .
The definition of convolution is,
Z t
(f ∗ g )(t) = f (τ ) g (t − τ ) dτ.
0

Change the integration variable: τ̂ = t − τ , hence d τ̂ = −dτ ,

Z 0
(f ∗ g )(t) = f (t − τ̂ ) g (τ̂ )(−1) d τ̂
t
Z t
(f ∗ g )(t) = g (τ̂ ) f (t − τ̂ ) d τ̂
0

We conclude: (f ∗ g )(t) = (g ∗ f )(t).

Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.
Laplace Transform of a convolution.
Theorem (Laplace Transform)
If f , g have well-defined Laplace Transforms L[f ], L[g ], then

L[f ∗ g ] = L[f ] L[g ].

Proof: The key step is to interchange two integrals. We start we

the product of the Laplace transforms,
hZ ∞ i hZ ∞ i
−st −s t̃
L[f ] L[g ] = e f (t) dt e g (t̃) d t̃ ,
0 0

Z ∞ Z ∞ 
L[f ] L[g ] = e −s t̃ g (t̃) e −st
f (t) dt d t̃,
0 0
Z ∞ Z ∞ 
−s(t+t̃)
L[f ] L[g ] = g (t̃) e f (t) dt d t̃.
0 0

Laplace Transform of a convolution.

Z ∞ Z ∞ 
−s(t+t̃)
Proof: Recall: L[f ] L[g ] = g (t̃) e f (t) dt d t̃.
0 0

Change variables: τ = t + t̃, hence dτ = dt;

Z ∞ Z ∞ 
−sτ
L[f ] L[g ] = g (t̃) e f (τ − t̃) dτ d t̃.
0 t̃

Z ∞Z ∞ t = tau
−sτ
L[f ] L[g ] = e g (t̃) f (τ − t̃) dτ d t̃.
0 t̃

The key step: Switch the order of integration.

0 tau

Z ∞Z τ
L[f ] L[g ] = e −sτ g (t̃) f (τ − t̃) d t̃ dτ.
0 0
Laplace Transform of a convolution.
Z ∞Z τ
Proof: Recall: L[f ] L[g ] = e −sτ g (t̃) f (τ − t̃) d t̃ dτ .
0 0

Then, is straightforward to check that

Z ∞ Z τ 
−sτ
L[f ] L[g ] = e g (t̃) f (τ − t̃) d t̃ dτ,
0 0
Z ∞
L[f ] L[g ] = e −sτ (g ∗ f )(τ ) dτ
0

L[f ] L[g ] = L[g ∗ f ]

We conclude: L[f ∗ g ] = L[f ] L[g ].

Laplace Transform of a convolution.

Example
Use convolutions to find the inverse Laplace Transform of
3
F (s) = 3 2 .
s (s − 3)
Solution: We express F as a product of two Laplace Transforms,
√ 
1 1 3 1  2  3
F (s) = 3 3 2 = √
s (s − 3) 2 3 s3 s2 − 3
n! a
Recalling that L[t n ] = n+1 and L[sinh(at)] = 2 ,
s s − a2
√ √
3 √ 3  2 √ 
L[t 2 ] L sinh( 3 t) =
 
F (s) = L t ∗ sin( 3 t) .
2 2
√ Z t
3 2
√ 
We conclude that f (t) = τ sinh 3(t − τ )) dτ . C
2 0
Laplace Transform of a convolution.

Example Z t
Compute L[f (t)] where f (t) = e −3(t−τ ) cos(2τ ) dτ .
0

Solution: The function f is the convolution of two functions,

f (t) = (g ∗ h)(t), g (t) = cos(2t), h(t) = e −3t .

Since L[(g ∗ h)(t)] = L[g (t)] L[h(t)], then,

hZ t i
−3(t−τ )
cos(2τ ) dτ = L e −3t L cos(2t) .
   
F (s) = L e
0
s
We conclude that F (s) = . C
(s + 3)(s 2 + 4)

Laplace Transform of a convolution.

Example
Solve the IVP
y 00 − 5y 0 + 6y = g (t), y (0) = 0, y 0 (0) = 0.

Solution: Denote G (s) = L[g (t)] and compute LT of the equation,

1
(s 2 − 5s + 6) L[y (t)] = L[g (t)] ⇒ L[y (t)] = G (s).
(s 2 − 5s + 6)
1
, and h(t) = L−1 H(s) , then
 
Denoting H(s) =
s 2 − 5s + 6
L[y (t)] = H(s) G (s) ⇒ y (t) = (h ∗ g )(t).

Function h is simple to compute:

1 a b a(s − 3) + b(s − 2)
H(s) = = + =
(s − 2)(s − 3) (s − 2) (s − 3) (s − 2)(s − 3)
Laplace Transform of a convolution.
Example
Solve the IVP
y 00 − 5y 0 + 6y = g (t), y (0) = 0, y 0 (0) = 0.

Solution: Then: 1 = a(s − 3) + b(s − 2). Evaluate at s = 2, 3.

s=2 ⇒ a = −1. s=3 ⇒ b = 1.

1 1
Therefore H(s) = − + . Then
(s − 2) (s − 3)

h(t) = −e 2t + e 3t .

Recalling the formula y (t) = (h ∗ g )(t), we get

Z t
−e 2τ + e 3τ g (t − τ ) dτ.


y (t) = C
0

Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.
Impulse response solution.
Definition
The impulse response solution is the solution yδ to the IVP
yδ00 + a1 yδ0 + a0 yδ = δ(t), yδ (0) = 0, yδ0 (0) = 0.

Computing Laplace Transforms,

2 −1
h 1 i
(s + a1 s + a0 ) L[yδ ] = 1 ⇒ yδ (t) = L .
s 2 + a1 s + a0

Denoting the characteristic polynomial by p(s) = s 2 + a1 s + a0 ,

h 1 i
−1
yδ = L .
p(s)

Summary: The impulse reponse solution is the inverse Laplace

Transform of the reciprocal of the equation characteristic
polynomial.

Impulse response solution.

Recall: The impulse response solution is yδ solution of the IVP

yδ00 + a1 yδ0 + a0 yδ = δ(t), yδ (0) = 0, yδ0 (0) = 0.

Example
Find the solution (impulse response at t = c) of the IVP

yδ00c + 2 yδ0c + 2 yδc = δ(t − c), yδc (0) = 0, yδ0c (0) = 0, c ∈ R.

Solution: L[yδ00c ] + 2 L[yδ0c ] + 2 L[yδc ] = L[δ(t − c)].

2 −cs e −cs
(s + 2s + 2) L[yδc ] = e ⇒ L[yδc ] = 2 .
(s + 2s + 2)
Impulse response solution.
Example
Find the solution (impulse response at t = c) of the IVP

yδ00c + 2 yδ0c + 2 yδc = δ(t − c), yδc (0) = 0, yδ0c (0) = 0, c ∈ R.

e −cs
Solution: Recall: L[yδc ] = 2 .
(s + 2s + 2)
Find the roots of the denominator,
1 √
s 2 + 2s + 2 = 0

⇒ s± = −2 ± 4 − 8
2
Complex roots. We complete the square:
h 2 i
2 2
s + 2s + 2 = s + 2 s + 1 − 1 + 2 = (s + 1)2 + 1.
2
e −cs
Therefore, L[yδc ] = .
(s + 1)2 + 1

Impulse response solution.

Example
Find the solution (impulse response at t = c) of the IVP

yδ00c + 2 yδ0c + 2 yδc = δ(t − c), yδc (0) = 0, yδ0c (0) = 0, c ∈ R.

e −cs
Solution: Recall: L[yδc ] = .
(s + 1)2 + 1
1
Recall: L[sin(t)] = 2
, and L[f ](s − c) = L[e ct f (t)].
s +1
1
2
= L[e −t sin(t)] ⇒ L[yδc ] = e −cs L[e −t sin(t)].
(s + 1) + 1

Since e −cs L[f ](s) = L[u(t − c) f (t − c)],

we conclude yδc (t) = u(t − c) e −(t−c) sin(t − c). C

Convolution solutions (Sect. 4.5).

I Convolution of two functions.

I Properties of convolutions.
I Laplace Transform of a convolution.
I Impulse response solution.
I Solution decomposition theorem.

Solution decomposition theorem.

Theorem (Solution decomposition)
The solution y to the IVP
y 00 + a1 y 0 + a0 y = g (t), y (0) = y0 , y 0 (0) = y1 ,

can be decomposed as
y (t) = yh (t) + (yδ ∗ g )(t),

where yh is the solution of the homogeneous IVP

yh00 + a1 yh0 + a0 yh = 0, yh (0) = y0 , yh0 (0) = y1 ,

and yδ is the impulse response solution, that is,

yδ00 + a1 yδ0 + a0 yδ = δ(t), yδ (0) = 0, yδ0 (0) = 0.
Solution decomposition theorem.
Example
Use the Solution Decomposition Theorem to express the solution of

y 00 + 2 y 0 + 2 y = sin(at), y (0) = 1, y 0 (0) = −1.

Solution: L[y 00 ] + 2 L[y 0 ] + 2 L[y ] = L[sin(at)], and recall,

L[y 00 ] = s 2 L[y ] − s (1) − (−1), L[y 0 ] = s L[y ] − 1.

(s 2 + 2s + 2) L[y ] − s + 1 − 2 = L[sin(at)].

(s + 1) 1
L[y ] = + L[sin(at)].
(s 2 + 2s + 2) (s 2 + 2s + 2)

Solution decomposition theorem.

Example
Use the Solution Decomposition Theorem to express the solution of

y 00 + 2 y 0 + 2 y = sin(at), y (0) = 1, y 0 (0) = −1.

(s + 1) 1
Solution: Recall: L[y ] = + 2 L[sin(at)].
(s 2 + 2s + 2) (s + 2s + 2)
(s + 1) (s + 1)
But: L[yh ] = = = L[e −t cos(t)],
(s 2 + 2s + 2) 2
(s + 1) + 1
1 1
and: L[yδ ] = 2
= 2
= L[e −t sin(t)]. So,
(s + 2s + 2) (s + 1) + 1

L[y ] = L[yh ] + L[yδ ] L[g (t)] ⇒ y (t) = yh (t) + (yδ ∗ g )(t),

Z t
−t
So: y (t) = e cos(t) + e −τ sin(τ ) sin[a(t − τ )] dτ . C
0
Solution decomposition theorem.
Proof: Compute: L[y 00 ] + a1 L[y 0 ] + a0 L[y ] = L[g (t)], and recall,

L[y 00 ] = s 2 L[y ] − sy0 − y1 , L[y 0 ] = s L[y ] − y0 .

(s 2 + a1 s + a0 ) L[y ] − sy0 − y1 − a1 y0 = L[g (t)].

(s + a1 )y0 + y1 1
L[y ] = + L[g (t)].
(s 2 + a1 s + a0 ) (s 2 + a1 s + a0 )

(s + a1 )y0 + y1 1
Recall: L[yh ] = , and L[y δ ] = .
(s 2 + a1 s + a0 ) (s 2 + a1 s + a0 )

Since, L[y ] = L[yh ] + L[yδ ] L[g (t)], so y (t) = yh (t) + (yδ ∗ g )(t).
Z t
Equivalently: y (t) = yh (t) + yδ (τ )g (t − τ ) dτ .
0