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**6: The Convolution Integral
**

Sometimes it is possible to write a Laplace transform H(s) as

H(s) = F(s)G(s), where F(s) and G(s) are the transforms of

known functions f and g, respectively.

In this case we might expect H(s) to be the transform of the

product of f and g. That is, does

H(s) = F(s)G(s) = L{f }L{g} = L{f g}?

On the next slide we give an example that shows that this

equality does not hold, and hence the Laplace transform

cannot in general be commuted with ordinary multiplication.

In this section we examine the convolution of f and g, which

can be viewed as a generalized product, and one for which the

Laplace transform does commute.

Example 1

Let f (t) = 1 and g(t) = sin(t). Recall that the Laplace

Transforms of f and g are

Thus

and

Therefore for these functions it follows that

{ } { }

1

1

sin ) ( ) (

2

+

= =

s

t L t g t f L

{ } { } { } { }

1

1

sin ) ( ,

1

1 ) (

2

+

= = = =

s

t L t g L

s

L t f L

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

{ } { }

( ) 1

1

) ( ) (

2

+

=

s s

t g L t f L

Theorem 6.6.1

Suppose F(s) = L{f (t)} and G(s) = L{g(t)} both exist for

s > a > 0. Then H(s) = F(s)G(s) = L{h(t)} for s > a, where

The function h(t) is known as the convolution of f and g and

the integrals above are known as convolution integrals.

Note that the equality of the two convolution integrals can be

seen by making the substitution u = t - t.

The convolution integral defines a “generalized product” and

can be written as h(t) = ( f *g)(t). See text for more details.

} }

÷ = ÷ =

t t

d t g t f d g t f t h

0 0

) ( ) ( ) ( ) ( ) ( t t t t t

Example 2

Find the Laplace Transform of the function h given below.

Solution: Note that f (t) = t and g(t) = sin2t, with

Thus by Theorem 6.6.1,

4

2

} 2 {sin )} ( { ) (

1

} { )} ( { ) (

2

2

+

= = =

= = =

s

t L t g L s G

s

t L t f L s F

}

÷ =

t

d t t h

0

2 sin ) ( ) ( t t t

{ }

( ) 4

2

) ( ) ( ) ( ) (

2 2

+

= = =

s s

s G s F s H t h L

Example 3: Find Inverse Transform (1 of 2)

Find the inverse Laplace Transform of H(s), given below.

Solution: Let F(s) = 2/s

2

and G(s) = 1/(s - 2), with

Thus by Theorem 6.6.1,

{ }

{ }

t

e s G L t g

t s F L t f

2 1

1

) ( ) (

2 ) ( ) (

= =

= =

÷

÷

) 2 (

2

) (

2

÷

=

s s

s H

{ }

}

÷ = =

÷

t

d e t t h s H L

0

2 1

) ( 2 ) ( ) ( t t

t

Example 3: Solution h(t) (2 of 2)

We can integrate to simplify h(t), as follows.

| | | |

2

1

2

1

2

1

2

1

1

2

1

1

2 2 ) ( 2 ) (

2

2 2 2

2 2 2

0

2

0

2

0

2

0

2

0

2

0

2

÷ ÷ =

÷ + ÷ ÷ =

(

¸

(

¸

÷ ÷ ÷ ÷ =

(

¸

(

¸

÷ ÷ =

÷ = ÷ =

}

} } }

t e

e e t t te

e e t e t

d e e te

d e d e t d e t t h

t

t t t

t t t

t t t

t t t

t t

t t t t t

t t t

t t t

Find the solution to the initial value problem

Solution:

or

Letting Y(s) = L{y}, and substituting in initial conditions,

Thus

)} ( { } { 4 } { t g L y L y L = +

' '

| | ) ( } { 4 ) 0 ( ) 0 ( } {

2

s G y L y sy y L s = +

'

÷ ÷

Example 4: Initial Value Problem (1 of 4)

( ) ) ( 1 3 ) ( 4

2

s G s s Y s + ÷ = +

4

) (

4

1 3

) (

2 2

+

+

+

÷

=

s

s G

s

s

s Y

1 ) 0 ( , 3 ) 0 ( ), ( 4 ÷ =

'

= = +

' '

y y t g y y

We have

Thus

Note that if g(t) is given, then the convolution integral can be

evaluated.

t t t d g t t t t y

t

) ( ) ( 2 sin

2

1

2 sin

2

1

2 cos 3 ) (

0

}

÷ + ÷ =

Example 4: Solution (2 of 4)

) (

4

2

2

1

4

2

2

1

4

3

4

) (

4

1 3

) (

2 2 2

2 2

s G

s s s

s

s

s G

s

s

s Y

(

¸

(

¸

+

+

(

¸

(

¸

+

÷

(

¸

(

¸

+

=

+

+

+

÷

=

Recall that the Laplace Transform of the solution y is

Note u (s) depends only on system coefficients and initial

conditions, while + (s) depends only on system coefficients

and forcing function g(t).

Further, |(t) = L

-1

{u (s)} solves the homogeneous IVP

while ¢(t) = L

-1

{+ (s)} solves the nonhomogeneous IVP

Example 4:

Laplace Transform of Solution (3 of 4)

) ( ) (

4

) (

4

1 3

) (

2 2

s Ψ s Φ

s

s G

s

s

s Y + =

+

+

+

÷

=

1 ) 0 ( , 3 ) 0 ( ), ( 4 ÷ =

'

= = +

' '

y y t g y y

1 ) 0 ( , 3 ) 0 ( , 0 4 ÷ =

'

= = +

' '

y y y y

0 ) 0 ( , 0 ) 0 ( ), ( 4 =

'

= = +

' '

y y t g y y

Examining + (s) more closely,

The function H(s) is known as the transfer function, and

depends only on system coefficients.

The function G(s) depends only on external excitation g(t)

applied to system.

If G(s) = 1, then g(t) = o(t) and hence h(t) = L

-1

{H(s)} solves

the nonhomogeneous initial value problem

Thus h(t) is response of system to unit impulse applied at t = 0,

and hence h(t) is called the impulse response of system.

Example 4: Transfer Function (4 of 4)

4

1

) ( where ), ( ) (

4

) (

) (

2 2

+

= =

+

=

s

s H s G s H

s

s G

s Ψ

0 ) 0 ( , 0 ) 0 ( ), ( 4 =

'

= = +

' '

y y t y y o

Consider the general initial value problem

This IVP is often called an input-output problem. The

coefficients a, b, c describe properties of physical system,

and g(t) is the input to system. The values y

0

and y

0

' describe

initial state, and solution y is the output at time t.

Using the Laplace transform, we obtain

or

Input-Output Problem (1 of 3)

0 0

) 0 ( , ) 0 ( ), ( y y y y t g cy y b y a

'

=

'

= = +

'

+

' '

| | | | ) ( ) ( ) 0 ( ) ( ) 0 ( ) 0 ( ) (

2

s G s cY y s sY b y sy s Y s a = + ÷ +

'

÷ ÷

) ( ) (

) ( ) (

) (

2 2

0 0

s Ψ s Φ

c bs as

s G

c bs as

y a y b as

s Y + =

+ +

+

+ +

'

+ +

=

We have

As before, u (s) depends only on system coefficients and

initial conditions, while + (s) depends only on system

coefficients and forcing function g(t).

Further, |(t) = L

-1

{u (s)} solves the homogeneous IVP

while ¢(t) = L

-1

{+ (s)} solves the nonhomogeneous IVP

Laplace Transform of Solution (2 of 3)

0 0

) 0 ( , ) 0 ( , 0 y y y y cy y b y a

'

=

'

= = +

'

+

' '

0 ) 0 ( , 0 ) 0 ( ), ( =

'

= = +

'

+

' '

y y t g cy y b y a

0 0

) 0 ( , ) 0 ( ), ( y y y y t g cy y b y a

'

=

'

= = +

'

+

' '

) ( ) (

) ( ) (

) (

2 2

0 0

s Ψ s Φ

c bs as

s G

c bs as

y a y b as

s Y + =

+ +

+

+ +

'

+ +

=

Examining + (s) more closely,

As before, H(s) is the transfer function, and depends only on

system coefficients, while G(s) depends only on external

excitation g(t) applied to system.

Thus if G(s) = 1, then g(t) = o(t) and hence h(t) = L

-1

{H(s)}

solves the nonhomogeneous IVP

Thus h(t) is response of system to unit impulse applied at t = 0,

and hence h(t) is called the impulse response of system, with

Transfer Function (3 of 3)

0 ) 0 ( , 0 ) 0 ( ), ( =

'

= = +

'

+

' '

y y t cy y b y a o

c bs as

s H s G s H

c bs as

s G

s Ψ

+ +

= =

+ +

=

2 2

1

) ( where ), ( ) (

) (

) (

{ } t t t ¢ d g t h s G s H L t

t

) ( ) ( ) ( ) ( ) (

0

1

}

÷ = =

÷

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