Convolution PDF

170 CHAPTER 5.
LAPLACE TRANSFORMS
10. Solve y 00 + 2y 0 + 4y = f (t), y(0) = 0, y 0 (0) = 0, where f (t) is given

in the previous problem.
11. Graph the function f (t) = t − (2t − 2)u(t − 1) + (2t − 4)u(t − 2) −
(2t − 6)u(t − 3) + ....
12. Solve y 00 + 2y 0 + 4y = f (t), y(0) = 0, y 0 (0) = 0, where f (t) is given
in the previous problem.
13. Consider f (t) = e2t made into a periodic function fe(t) by taking
fT (t) where T = 1.
(a) Plot fe(t) for 0 < t < 4.
(b) Find L[fe(t)]
(c) y 00 + 2y 0 + 3y = fe(t), y(0) = 0, y 0 (0) = 0,
14. Use the differentiation theorem to verify that L[t u(t−a)] = e−as s12
15. Use appropriate theorems to compute L[t sin tet u(t − a)]
5.5 Convolution and the Laplace Trans-

form
We introduce a new operation ∗ between two functions called the
convolution.
Convolution of Two Functions

Let f (t) and g(t) be two functions. Define a new function:
Z t
f ∗ g(t) = f (t − w)g(w) dw
0
Note that f ∗ g is itself a function of t. Moreover note that if we

substitute v = t − w then dv = −dw and the integral becomes
Z w=0 Z w=t
f (v)g(t − v)(−1) dw = f (v)g(t − v) dw
w=t w=0
which is g ∗ f .
Example 5.29 Find t ∗ 1

5.5. CONVOLUTION AND THE LAPLACE TRANSFORM 171
Solution: Since f ∗ g = g ∗ f, we can compute 1 ∗ t easier, so let

f (t) = 1 and g(t) = t. Then
Z Z ¯t
t t
w2 ¯¯ t2
f ∗g = f (t − w)g(w) dw = w dw = =
0 0 2 ¯0 2
¤
We see that convolution is not the same as regular multiplication.
Example 5.30 Find t ∗ et
Solution: We set f (t) = t and g(t) = et .

Then
Z t Z t
f ∗g = f (t − w)g(w) dw = (t − w)ew dw
0 0
Z t
=t tew − wew dw
0
= (tew − wew + ew ))|t0 = et − t − 1

¤
The following result shows why convolutions are important:
Laplace Transform of the Convolution

Let f (t) and g(t) be two functions with Laplace transforms F (s) and G(s),
respectively. Then:
L[f ∗ g] = F (s)G(s)
and
L−1 [F (s)G(s)] = f ∗ g
Example 5.31 Find L[t2 ∗ et ]

172 CHAPTER 5. LAPLACE TRANSFORMS
Solution: Since L[f ∗ g] = F (s)G(s), we have
2 1
L[f ∗ g] =
s3 s − 1
¤
We can use convolution as an alternative to partial fractions as

shown next.
Example 5.32 Solve y 00 + y = e2t , y(0) = 0, y 0 (0) = 0.
Solution: After taking Laplace transform of both sides we get:

1
(s2 + 1)Y (s) =
s−2
or
1 1
Y (s) =
s2 +1s−2
so setting F (s) = s21+1 and G(s) = s−2
1
we see that
Y (s) = F (s)G(s) so y(t) = f ∗ g where f (t) = sin t and g(t) = e2t .
The convolution is
Z t
e2(t−w) sin w dw
0
which is Z t
e2(t−w) sin w dw.
0
This is the same thing as

Z t
2t
e e−2w sin w dw.
0
At this point, we could integrate by parts to get the solution, but

we wish to introduce a slick trick to avoid integration by PARTS,
since the integrand looks like the definition of a Laplace transform,
where s = 2, and since 1 − u(w − t) is equal to zero for w > t and

is equal to one for w < t (we view t as fixed), we may rewrite
Z t
2t
e e−2w sin w dw
0
Z t Z ∞
2t −2w 2t
=e [1−u(w−t)]e sin w dw+e [1−u(w−t)]e−2w sin w dw
0 t
Z ∞
= e2t [1 − u(w − t)]e−2w sin w dw
0
= e2t L [(1 − u(w − t)) sin w] (2)

(note s = 2 in the Laplace transform definition).
= e2t (L [sin w](2) − L[u(w − t) sin w] (2))
= e2t (L [sin w](2) − L[u(w − t) sin(w − t + t)] (2))
µ ¶
2t 1
=e − L [u(w − t) sin(w − t) cos t + u(w − t) cos(w − t) sin t] (2)
22 + 1
µ ¶
2t 1
=e − L [u(w − t) sin(w − t) cos t + u(w − t) cos(w − t) sin t] (2)
22 + 1
µ ¶
2t 1
=e − cos tL[u(w − t) sin(w − t)](2) − sin tL[u(w − t) cos(w − t)](2)
5
µ ¶
2t 1 1 2
=e − cos t(e−2t 2 ) − sin t(e−2t 2 )
5 2 +1 2 +1
1 1 2
= e2t − cos t − sin t
5 5 5
174 CHAPTER 5. LAPLACE TRANSFORMS
Perhaps this was better done with PARTS, but we wanted to

illustrate the power of the Laplace transform ¤
The advantage of convolution is that we can solve any spring mass

system without actually having the forcing function, as illustrated
in the next example.
Example 5.33 Solve y 00 + y = g(t), y(0) = 0, y 0 (0) = 0 for any

g(t).
Solution: After taking Laplace transform of both sides we get:
(s2 + 1)Y (s) = G(s)
or
1
Y (s) = G(s)
s2 +1
so setting F (s) = s21+1 and we see that
Y (s) = F (s)G(s) so y(t) = f ∗ g where f (t) = sin t.
The convolution (and hence the solution) is
Z t
y(t) = sin(t − w)g(w) dw
0
Convolution and Second Order Linear with Constant Coefficients

Consider
ay 00 + by 0 + cy = g(t), y(0) = 0, y 0 (0) = 0.
1
The solution is y(t) = f ∗ g where F (s) = as2 +bs+c , which is called the
transfer function and we call f (t) impulse response function for this
second order DE.
By superposition, we obtain the following:

Convolution and Second Order Linear with Constant Coefficients

Consider
ay 00 + by 0 + cy = g(t), y(0) = c1 , y 0 (0) = c2 .
If we have the particular solution to the homogeneous yhomo part (t) that sat-
isfied the initial conditions y(0) = c1 and y 0 (0) = c2 then
y(t) = yhomo part (t) + f ∗ g(t)
will solve the nonhomogeneous IVP.
Exercises
In 1-5, find the convolution.
1. t2 ∗ t3
2. et ∗ e3t
3. cos t ∗ 1
4. cos t ∗ sin t
5. u(t − 1) ∗ 1
6. Use convolution to solve y 00 + y = 2, y(0) = 0, y 0 (0) = 0
7. Use convolution to solve y 00 − 4y = t, y(0) = 0, y 0 (0) = 0
8. For a fixed constant β, use convolution to solve y 00 + 4y =
sin βt, y(0) = 0, y 0 (0) = 0
9. Use an integral approximation to estimate y(1) for y 00 + 4y =
2
et , y(0) = 0, y 0 (0) = 0
10. Find the impulse response function for an overdamped spring
mass system my 00 + by 0 + ky = g(t)
11. Find the impulse response function for an underdamped spring
mass system my 00 + by 0 + ky = g(t)

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170 CHAPTER 5.

10. Solve y 00 + 2y 0 + 4y = f (t), y(0) = 0, y 0 (0) = 0, where f (t) is given

5.5 Convolution and the Laplace Trans-

Convolution of Two Functions

Note that f ∗ g is itself a function of t. Moreover note that if we

Example 5.29 Find t ∗ 1

Solution: Since f ∗ g = g ∗ f, we can compute 1 ∗ t easier, so let

We see that convolution is not the same as regular multiplication.

Example 5.30 Find t ∗ et

Solution: We set f (t) = t and g(t) = et .

= (tew − wew + ew ))|t0 = et − t − 1

The following result shows why convolutions are important:

Laplace Transform of the Convolution

Example 5.31 Find L[t2 ∗ et ]

Solution: Since L[f ∗ g] = F (s)G(s), we have

We can use convolution as an alternative to partial fractions as

Example 5.32 Solve y 00 + y = e2t , y(0) = 0, y 0 (0) = 0.

Solution: After taking Laplace transform of both sides we get:

This is the same thing as

At this point, we could integrate by parts to get the solution, but

where s = 2, and since 1 − u(w − t) is equal to zero for w > t and

= e2t L [(1 − u(w − t)) sin w] (2)

= e2t (L [sin w](2) − L[u(w − t) sin w] (2))

= e2t (L [sin w](2) − L[u(w − t) sin(w − t + t)] (2))

Perhaps this was better done with PARTS, but we wanted to

The advantage of convolution is that we can solve any spring mass

Example 5.33 Solve y 00 + y = g(t), y(0) = 0, y 0 (0) = 0 for any

Solution: After taking Laplace transform of both sides we get:

(s2 + 1)Y (s) = G(s)

Convolution and Second Order Linear with Constant Coefficients

By superposition, we obtain the following:

Convolution and Second Order Linear with Constant Coefficients

y(t) = yhomo part (t) + f ∗ g(t)

will solve the nonhomogeneous IVP.

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