WEEK6 CHAPTER 1 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
𝑡 1
a) t ∗ sin 2t= 2 − 4 sin 2𝑡
b) e2t ∗ t2= ¼ 𝑒 2𝑡 - ½ t2 – ½ t – ¼

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

Rusyah/Norma convolution
WEEK6 CHAPTER 1 MAT485/565

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:

If ℒ { f(t) } = F(s) and ℒ {g(t)} = G(s) , then
ℒ {f(t) ∗ g(t)} = ℒ {f(t)} . ℒ { g(t)} = F(s) G(s)

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
1) Evaluate
2
a) ℒ { e-t ∗ sin 2t }= (𝑠+1)(𝑠2 +4)
𝑡 6𝑠
b) ℒ { ∫0 𝑒 𝑢 𝑢3 cos(𝑡 − 𝑢) 𝑑𝑢}= (𝑠−1)4(𝑠2 +1)

2) Use convolution theorem to determine

1
a) ℒ-1 {(𝑠+2)2 𝑠2 }= ¼ (t e-2t + e-2t + t – 1)

1
b) ℒ-1 {𝑠(𝑠2 +1)}=1 – cos t

1
c) ℒ-1 {(𝑠+1)(𝑠+2)}= 𝑒 −2𝑡 (𝑒 𝑡 − 1)

𝑠2 1
d) ℒ-1 {(𝑠2 +1)2}= 2 [sin 𝑡 + 𝑡 cos 𝑡]

Solution
1a) ℒ { e-t ∗ sin 2t } = ℒ { e-t } ℒ { sin 2t }

1 2
= 𝑠+1 ∙ 𝑠2 +4

2
= (𝑠+1)(𝑠2 +4)

Rusyah/Norma convolution
WEEK6 CHAPTER 1 MAT485/565

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

1 1
= ℒ-1 {(𝑠+2)2 } ∗ ℒ-1 {𝑠2 }

= te-2t ∗ t

𝑡
= ∫0 𝑢𝑒 −2𝑢 (𝑡 − 𝑢)𝑑𝑢

u v
−2u
ut – u2 + e

t – 2u - -½ e−2u

-2 + ¼ e−2u

0 -1/8 e−2u

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

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

= ¼ (t e-2t + e-2t + t – 1)

Rusyah/Norma convolution
WEEK6 CHAPTER 1 MAT485/565

TRY THIS
2
Find ℒ −1 {(𝑠+1)3(𝑠2 +2𝑠+5)} using convolution.

1 𝑡2 1 𝑐𝑜𝑠 2𝑡
Ans: 2 𝑒 −𝑡 ( 2 − 4 + 4
)

Rusyah/Norma convolution