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Theorem

20.6

Introduction

In this Block we introduce the convolution of two functions f(t), g(t) which we denote by

(f g)(t). The convolution is an important construct because of the Convolution Theorem

which gives the inverse Laplace transform of a product of two transformed functions:

L

1

{F(s)G(s)} = (f g)(t)

Prerequisites

Before starting this Block you should . . .

x be able to nd Laplace and inverse Laplace

transforms of simple functions

y be able to integrate by parts

z understand how to use step functions in

integration

Learning Outcomes

After completing this Block you should be able

to . . .

calculate the convolution of simple

functions

apply the Convolution Theorem to obtain

inverse Laplace transforms

Learning Style

To achieve what is expected of you . . .

allocate sucient study time

briey revise the prerequisite material

attempt every guided exercise and most

of the other exercises

1. The Convolution

Let f(t) and g(t) be two functions of t. The convolution of f(t) and g(t) is also a function of t,

denoted by (f g)(t) and is dened by the relation

(f g)(t) =

_

f(t x)g(x)dx

However if f and g are both causal functions then (strictly) f(t), g(t) are written f(t)u(t) and

g(t)u(t) respectively, so that

(f g)(t) =

_

_

t

0

f(t x)g(x)dx

because of the properties of the step functions (u(t x) = 0 if x > t and u(x) = 0 if x < 0).

Key Point

If f(t) and g(t) are causal functions then their convolution is dened by:

(f g)(t) =

_

t

0

f(t x)g(x)dx

This is an odd looking denition but it turns out to have considerable use both in Laplace

transform theory and in the modelling of linear engineering systems. The reader should note

that the variable of integration is x, as far as the integration process is concerned the t-variable

is (temporarily) regarded as a constant.

Example Find the convolution of f and g if f(t) = tu(t) and g(t) = t

2

u(t).

Solution

f(t x) = (t x)u(t x) and g(x) = x

2

u(x)

Therefore

(f g)(t) =

_

t

0

(t x)x

2

dx =

_

1

3

x

3

t

1

4

x

4

t

0

=

1

3

t

4

1

4

t

4

=

1

12

t

4

Example Find the convolution of f(t) = tu(t) and g(t) = sin t.u(t).

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

2

Solution

Here f(t x) = (t x)u(t x) and g(x) = sin x.u(x) and so

(f g)(t) =

_

t

0

(t x) sin xdx

We will need to integrate by parts. We nd, remembering again that t is a constant in the

integration process,

_

t

0

(t x) sin xdx =

_

(t x) cos x

_

t

0

_

t

0

(1)(cos x)dx

= [0 +t]

_

t

0

cos xdx

= t

_

sin x

_

t

0

= t sin t

so that

(f g)(t) = t sin t or, equivalently, in this case (t sin t)(t) = t sin t

Try each part of this exercise

In the last example we found the convolution of f(t) = tu(t) and g(t) = sin t.u(t). In this

exercise you are asked to nd the convolution (g f)(t) that is, to reverse the order of f and g.

Part (a) Begin by writing (g f)(t) as an appropriate integral

Answer

Part (b) Now evaluate the convolution integral

Answer

This exercise illustrates the general result

Key Point

(f g)(t) = (g f)(t)

in words: the convolution of f(t) with g(t) is the same as the convolution of g(t) with f(t).

Try each part of this exercise

Obtain the Laplace transforms of f(t) = tu(t) and g(t) = sin t.u(t) and of (f g)(t). What do

you notice?

Part (a) Begin by nding L{f(t)} and L{g(t)}

Answer

Part (b) Now nd L{(f g)(t)}

Answer

3 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

Part (c) What do you observe?

Answer

2. The Convolution Theorem

Let f(t) and g(t) be causal functions with Laplace transforms F(s) and G(s) respectively, i.e.

L{f(t)} = F(s) adn L{g(t)} = G(s). Then it can be shown that

Key Point

L

1

{F(s)G(s)} = (f g)(t) or equivalently L{(f g)(t)} = F(s)G(s)

Example Use the Convolution Theorem to nd the inverse transform of

6

s(s

2

+ 9)

.

Solution

In this case we can, of course, nd the inverse transform by using partial fractions and then

using the table of transforms. That is:

6

s(s

2

+ 9)

=

(2/3)

s

(2/3)s

s

2

+ 9

and so

L

1

_

6

s(s

2

+ 9)

_

=

2

3

L

1

_

1

s

_

2

3

L

1

_

s

s

2

+ 9

_

=

2

3

u(t)

2

3

cos 3t.u(t)

However, we can alternatively use the Convolution Theorem. Let us choose

F(s) =

2

s

and G(s) =

3

s

2

+ 9

then

f(t) = L

1

{F(s)} = 2u(t) and g(t) = L

1

{G(s)} = sin 3t.u(t)

So

L

1

{F(s)G(s)} = (f g)(t) by the Convolution Theorem

=

_

t

0

2u(t x) sin 3x.u(x)dx

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

4

Solution

Now the variable t can take any value from to +. If t < 0 then the variable of integration,

x, is negative and so u(x) = 0. We conclude that

(f g)(t) = 0 if t < 0

that is, (f g)(t) is a causal function. Let us now consider the other possibility for t, that is the

range t 0. Now, in the range of integration 0 x t and so

u(t x) = 1 u(x) = 1

since both t x and x are non-negative. Therefore

L

1

{F(s)G(s)} =

_

t

0

2 sin 3xdx

=

_

2

3

cos 3x

t

0

=

2

3

(cos 3t 1) t 0

Hence

L

1

{

6

s(s

2

+ 9)

} =

2

3

(cos 3t 1)u(t)

which agrees with the value obtained above using the partial fraction approach.

Try each part of this exercise

Use the Convolution Theorem to nd the inverse transform of H(s) =

s

(s 1)(s

2

+ 1)

.

Part (a) Begin by choosing two functions of s: that is, F(s) and G(s)

Answer

Part (b) Now construct the convolution integral

Answer

Part (c) Now complete the evaluation of the integral. (Treat the cases t < 0 and t 0

separately.)

Answer

More exercises for you to try

1. Find the convolution of (i) 2tu(t) and t

3

u(t) (ii) e

t

u(t) and tu(t) (iii) e

2t

u(t)

and e

t

u(t).

In each case reverse the order to check that (f g)(t) = (g f)(t).

2. Use the Convolution Theorem to determine the inverse Laplace transforms of

(i)

1

s

2

(s + 1)

(ii)

1

(s 1)(s 2)

(iii)

1

(s

2

+ 1)

2

Answer

5 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

Computer exercise or activity

There is not a special command in DERIVE for obtaining the convolution of two functions.

However the convolution can be obtained by utilising the Integrate command. Simply author

the appropriate integrand f(x)g(t x) and integrate between limits 0 and t. For example the

convolution of t

2

and t

3

is found by keying Author:Expression

(x 2)(t x) 3

and then choose Calculus:Integrate between limits 0 and t. If you then hit the simplify button

DERIVE responds with

t

6

60

Use DERIVE to check your answers to Question 1(i),(ii),(iii).

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

6

End of Block 20.6

7 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

You should nd, according to the denition g(t x) = sin(t x).u(t x) and f(x) = xu(x)

and so

(g f)(t) =

_

t

0

sin(t x).xdx

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

8

You should nd (g f)(t) = t sin x since

(g f)(t) =

_

t

0

sin(t x).xdx

=

_

x cos(t x)

_

t

0

_

t

0

cos(t x)dx

= [t 0] + [sin(t x)]

t

0

= t sin t

Back to the theory

9 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

L{f(t)} =

1

s

2

L{g(t)} =

1

s

2

+ 1

from tables

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

10

From the example above (f g)(t) = t sin t and so

L{(f g)(t)} = L{t sin t} =

1

s

2

1

s

2

+ 1

Back to the theory

11 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

L{(f g)(t)} =

1

s

2

1

s

2

+ 1

=

1

s

2

_

1

s

2

+ 1

_

= L{f(t)}L{g(t)} = F(s)G(s)

We see that the Laplace transform of the convolution of f(t) and g(t) is the product of their

separate Laplace transforms. This, in fact, is a general result which is expressed in the

statement of the convolution theorem which we discuss in the next section

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

12

Although there are many possibilities it would seem sensible to choose

F(s) =

1

s 1

and G(s) =

s

s

2

+ 1

since, by inspection, we can write down their inverse Laplace transforms:

f(t) = L

1

{F(s)} = e

t

u(t) and g(t) = L

1

{G(s)} = cos t.u(t)

Back to the theory

13 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

You should obtain

h(t) = L

1

{H(s)}

= L

1

{F(s)G(s)}

=

_

t

0

f(t x)g(x)dx =

_

t

0

e

tx

u(t x) cos x.u(x)dx

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

14

You should nd h(t) =

1

2

(sin t cos t + e

t

)u(t) since h(t) = 0 if t < 0 and

h(t) =

_

t

0

e

tx

cos xdx if t 0

=

_

e

tx

sin x

_

t

0

_

t

0

(1)e

tx

sin xdx by parts

= sin t +

_

e

tx

cos x

_

t

0

_

t

0

(e

tx

)(cos x)dx

= sin t cos t + e

t

h(t)

or 2h(t) = sin t cos t + e

t

t 0

Finally h(t) =

1

2

(sin t cos t + e

t

)u(t)

Back to the theory

15 Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

1. (i)

1

10

t

5

(ii) t 1 + e

t

(iii) e

t

e

2t

2. (i) (t 1 + e

t

)u(t) (ii) (e

t

+ e

2t

)u(t) (iii) 12(sin t t cos t)u(t)

Back to the theory

Engineering Mathematics: Open Learning Unit Level 1

20.6: The Laplace Transform

16

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