Convolution

The convolution of two functions f(t) and g(t) is given by

t

f * g = f (t v) g (v)dv
0

*Note: that the variable of integration is with respect to v and not t.

Examples:

t * (t + 1)
In this example, f(t) = t and g(t) = t + 1. According to the convolution
formula, we need to compute f(t v) and g(v).
f (t v) = t v
g (v ) = v + 1
So now plugging into the integral gives us:
t

f (t v) g (v)dv = (t v)(v 1)dv = (tv t v

0

+ v)dv

Integrating with respect to v gives us:

t

tv 2
v3 v2
tv
t
v
v
dv
tv
(

+
)
=

0
2
3
2 0
Plugging in the bounds for v and simplifying gives us:
2

tv 2
v3 v2
tv
2
3
2
3

t3
t3 t2
2

= t (0 0 0 0 )
3 2
2

t
5t

6
2

sin t * 1
In this example, f(t) = sin t and g(t) = 1. According to the convolution
formula, we need to compute f(t v) and g(v).
f (t v) = sin(t v)
g (v ) = 1
So now plugging into the integral gives us:
t

sin(t v)(1)dv = (sin t cos v cos t sin v)dv

Integrating with respect to v gives us:
t

(sin t cos v cos t sin v)dv = sin t sin v + cos t cos v

0

t
0

Plugging in the bounds for v and simplifying gives us:

t
sin t sin v + cos t cos v 0 = (sin 2 t + cos 2 t ) (0 + cos t ) = 1 cos t
Now we discuss how to take the Laplace transform of a convolution. Its given as
L{f *g} = F(s)G(s)
This says that the Laplace transform of the convolution of f and g equals
the product of the Laplace transforms of f and g.
Examples:
1 2! 2

L{t * t 2 } = L{t}L{t 2 } = 3 = 4
s s s
s
1 s

L e 2t * cos t = L{e 2t }L{cos t} =
2
=
2
s 2 s + 1 ( s 2)( s + 1)
1
1 1

L{sin t * sin t } = L{sin t}L{sin t} = 2
2
= 2
2
s + 1 s + 1 ( s + 1)

Next is the inverse Laplace transform. Its given as

L-1{F(s)G(s)} = f *g
This says that the Laplace transform of two functions multiplied together in
terms of s equals the convolution of inverse Laplace transforms. Here you
MUST compute the convolution after you find the two functions.
Here the trick when given a function in s is to break into two functions (if
necessary) so you can apply the above inverse Laplace transform. Again it is
important to be comfortable recognizing Laplace transforms.
Examples:
1
s s
For this example, consider factoring the denominator. This gives
1
1 1
=

s ( s 1) s s 1
#
From the first factor, it takes the form . So the inverse Laplace
s
1
1
transform is given by L1 = 1 . The second factor takes the form
sa
s
1
t
where a = 1. So its inverse Laplace transform is given by L1
=e .
s 1
So now we have

1
1 1 1
t
L1
= 1 * e
= L

s
(
s
1
)
s
s
1

Now we evaluate 1 * et
In this example, f(t) = 1 and g(t) = et. According to the convolution
formula, we need to compute f(t v) and g(v).
f (t v) = 1
g (v ) = e v
So now plugging into the integral gives us:
t

f (t v) g (v)dv = (1)(e v )dv = e v dv

Integrating with respect to v gives us:

t

e dv = e
v

v t
0

Plugging in the bounds for v and simplifying gives us:

ev

t
0

= et e0

= et 1
As you can see with this example, we could have used partial fractions to find the
inverse Laplace transform. But, we used convolution to find the Laplace
transform.

1
s 3s 4
Again, consider factoring the denominator. This gives
1
1 1
=

2
s 3s 4 s 4 s + 1
1
From the first factor, it takes the form
where a = 4. So the inverse
sa
1
4t
Laplace transform is given by L1
= e . The second factor also
s 4
1
, but instead of a (-) sign we have a (+) sign. So we
takes the form
sa
1
1
have
=
where a = -1. So its inverse Laplace transform is
s + 1 s (1)
1
1
1
t
given by L1
=L
= e . So now we have

s
s
+
1
(
1
)

1 1 1
4t
t
L1 2

= e * e
= L
s
s

+
4
1

s 3s 4

Now we evaluate e4t * e-t

In this example, f(t) = e4t and g(t) = e-t. According to the convolution
formula, we need to compute f(t v) and g(v).
f (t v) = e 4( t v ) = e 4t 4v

g (v ) = e v
So now plugging into the integral gives us:
t

f (t v) g (v)dv = e 4t 4v (e v )dv = e 4t 5v dv

Integrating with respect to v gives us:

t

e 4 t 5v
0 e dv = 5
0
Plugging in the bounds for v and simplifying gives us:
t

4 t 5 v

e 4 t 5 v
5

=
0

e 4 t 5 t e 4 t 0

5 5

e t e 4t
=
+
5 5
1
1
= e t e 4 t
5
5
Again you can use partial fractions and you will get the same answer. So
convolution works well with denominators that factor nicely.