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    Convolution

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    dattatrayakulkarni35

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    © All Rights Reserved
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    Convolution

    Uploaded by

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    Convolution

    Uploaded by

    dattatrayakulkarni35

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    © All Rights Reserved
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    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 defined by the relation (𝑓 ∗ 𝑔)(𝑡) = ∫−∞ 𝑓(𝑡 − 𝑢). 𝑔(𝑢)𝑑𝑢

    Convolution Theorem
    𝑡
    If 𝐿−1 {𝐹(𝑠)} = 𝑓(𝑡) and 𝐿−1 {𝐺(𝑠)} = 𝑔(𝑡) then 𝐿−1 {𝐹(𝑠). 𝐺(𝑠)} = ∫0 𝑓(𝑢). 𝑔(𝑡 − 𝑢)𝑑𝑢
    𝑡
    OR 𝐿−1 {𝐹(𝑠). 𝐺(𝑠)} = ∫0 𝑓(𝑡 − 𝑢). 𝑔(𝑢)𝑑𝑢

    Note: Convolution theorem states that if we have two functions, taking their convolution and
    then Laplace is the same as taking the Laplace first (of the two functions separately) and then
    multiplying the two Laplace Transforms.
    Examples:
    Use Convolution theorem to find the inverse Laplace transform of following:
    1
    1. 𝐿−1 {𝑠(𝑠2 −𝑎2 )}
    1 1 1
    Consider 𝐿−1 {𝑠(𝑠2 −𝑎2 )} = 𝐿−1 {𝑠 . (𝑠2 −𝑎2 )}
    1 1 𝑠𝑖𝑛ℎ𝑎𝑡
    We have 𝐿−1 {𝑠 } = 1 = 𝑓(𝑡) and 𝐿−1 {𝑠2 −𝑎2 } = = 𝑔(𝑡)
    𝑎
    By Convolution theorem , we have
    𝑡

    𝐿−1 {𝐹(𝑠). 𝐺(𝑠)} = ∫ 𝑓(𝑡 − 𝑢). 𝑔(𝑢)𝑑𝑢


    0
    1 1 𝑡 𝑠𝑖𝑛ℎ𝑎𝑢 𝑐𝑜𝑠ℎ𝑎𝑢 𝑡 𝑐𝑜𝑠ℎ𝑎𝑡−1
    𝐿−1 { . (𝑠2 } = ∫0 1. 𝑑𝑢 = ] =
    𝑠 −𝑎2 ) 𝑎 𝑎2 0 𝑎2
    Therefore,

    1 𝑐𝑜𝑠ℎ𝑎𝑡 − 1
    𝐿−1 { }=
    𝑠(𝑠 2 −𝑎 )
    2 𝑎2

    𝑠
    2. 𝐿−1 {(𝑠2 }
    +𝑎2 )2
    𝑠 𝑠 1
    Consider 𝐿−1 { } = 𝐿−1 {𝑠2+𝑎2 . 𝑠2 +𝑎2}
    (𝑠 2 +𝑎2 )2
    𝑠 1 𝑠𝑖𝑛𝑎𝑡
    We have 𝐿−1 { } = 𝑐𝑜𝑠𝑎𝑡 = 𝑓(𝑡) and 𝐿−1 {𝑠2+𝑎2 } = = 𝑔(𝑡)
    𝑠 2 +𝑎2 𝑎
    By Convolution theorem , we have
    𝑡

    𝐿−1 {𝐹(𝑠). 𝐺(𝑠)} = ∫ 𝑓(𝑢). 𝑔(𝑡 − 𝑢)𝑑𝑢


    0
    𝑡
    𝑠 1 𝑠𝑖𝑛𝑎(𝑡 − 𝑢)
    𝐿−1 { 2 . } = ∫ 𝑐𝑜𝑠𝑎𝑢. . 𝑑𝑢
    𝑠 + 𝑎2 𝑠 2 + 𝑎2 𝑎
    0
    1 𝑡
    = ∫ [sin(𝑎𝑢
    2𝑎 0
    + 𝑎𝑡 − 𝑎𝑢) − sin(𝑎𝑢 − 𝑎𝑡 + 𝑎𝑢)]𝑑𝑢
    𝑡
    1
    = ∫[sin(𝑎𝑡) − sin(2𝑎𝑢 − 𝑎𝑡)]𝑑𝑢
    2𝑎
    0
    𝑡
    1 cos(2𝑎𝑢 − 𝑎𝑡)
    = [𝑢. 𝑠𝑖𝑛𝑎𝑡 + ]
    2𝑎 2𝑎 0
    𝑡
    = . 𝑠𝑖𝑛𝑎𝑡
    2𝑎
    𝑠 𝑡
    Therefore, 𝐿−1 {(𝑠2 2)2} = . 𝑠𝑖𝑛𝑎𝑡
    +𝑎 2𝑎
    𝑠2
    3. 𝐿−1 {(𝑠2 }
    +𝑎2 )(𝑠 2 +𝑏2 )
    𝑠2 𝑠 𝑠
    Consider 𝐿−1 {(𝑠2 } = 𝐿−1 {𝑠2+𝑎2 . 𝑠2+𝑏2}
    +𝑎2 )(𝑠 2 +𝑏2 )
    𝑠 𝑠
    We have 𝐿−1 { } = 𝑐𝑜𝑠𝑎𝑡 = 𝑓(𝑡) and 𝐿−1 {𝑠2+𝑏2 } = 𝑐𝑜𝑠𝑏𝑡 = 𝑔(𝑡)
    𝑠 2 +𝑎2

    By Convolution theorem , we have


    𝑡

    𝐿−1 {𝐹(𝑠). 𝐺(𝑠)} = ∫ 𝑓(𝑢). 𝑔(𝑡 − 𝑢)𝑑𝑢


    0
    𝑡
    𝑠 𝑠
    𝐿−1 { 2 . } = ∫ 𝑐𝑜𝑠𝑎𝑢. 𝑐𝑜𝑠𝑏(𝑡 − 𝑢)𝑑𝑢
    𝑠 + 𝑎2 𝑠 2 + 𝑏 2
    0
    𝑡

    = ∫[cos(𝑎𝑢 + 𝑏𝑡 − 𝑏𝑢) + cos(𝑎𝑢 − 𝑏𝑡 + 𝑏𝑢)]𝑑𝑢


    𝑜
    𝑡
    1
    = ∫[cos((𝑎 − 𝑏)𝑢 + 𝑏𝑡) + cos((𝑎 + 𝑏)𝑢 − 𝑏𝑡)]𝑑𝑢
    2
    𝑜
    𝑡
    1 sin((𝑎 − 𝑏)𝑢 + 𝑏𝑡) sin((𝑎 + 𝑏) − 𝑏𝑡)
    = [ + ]
    2 𝑎−𝑏 𝑎+𝑏 0
    1 𝑠𝑖𝑛𝑎𝑡 − 𝑠𝑖𝑛𝑏𝑡 𝑠𝑖𝑛𝑎𝑡 + 𝑠𝑖𝑛𝑏𝑡
    = [ + ]
    2 𝑎−𝑏 𝑎+𝑏

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