Convolution

The Laplace Transform

Chernet Argaw

Advisor: Ato Markos Fisseha

Acknowledgments

First of all I would like to thank the almighty God for his endless blessing. Secondly, I want to
express my heartfelt gratitude that I have for my instructors; Dr. Tilahun Abebaw, you are not
an instructor but you are a teacher, whom I dont have a word to express with. Ato Ademe
Mekonnen, you are truly a father not only a teacher. I would also like to thank my friends for
being there for me in the time of misery and loneliness.
Finally, I want to thank my advisor Ato Markos Fisseha for his continuous follow up and
constructive comments that made working on this project much easier to me.

Thank You!

Chernet Argaw
Addis Ababa University
Department of Mathematics
13/10/2007

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Contents
Page
Acknowledgments......................................................................................................................................... 2
Chapter 1 Introduction ................................................................................................................................. 4
The Laplace transform .............................................................................................................................. 4
Inverse Transforms ................................................................................................................................... 5
Transforms of Derivatives ..................................................................................................................... 7
Translation on the

................................................................................................................. 7

Inverse form of Second Translation Theorem ...................................................................................... 9

Chapter 2 Convolution ................................................................................................................................ 10
Inverse of Convolution ............................................................................................................................ 12
Properties of Convolution ....................................................................................................................... 13
Application of Convolution ..................................................................................................................... 13
The Volterra integral equation........................................................................................................... 13
Integro differential equation .............................................................................................................. 14
Transform of a periodic Function ........................................................................................................... 16
Conclusion ................................................................................................................................................... 18
Reference .................................................................................................................................................... 19

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Chapter 1 Introduction
The Laplace transform
In elementary calculus we have learned that differentiation and integration are transforms; this means,
these operations transform a function into another function. In this section we will examine a special
type of integral transform that transform a function into another function. This type of operation is
called the Laplace transform.

Definition (Laplace transform): Let be a function defined for 0. Then the integral
{ ( )} =

( )

(1)

is said to be the Laplace transform of , provided that the integral converges. When the defining integral
(1) converges, the result is a function of . In general we shall use the lower case letter to denote the
function being transformed and the corresponding capital letter to denote its Laplace transform.
For example: { ( )} = ( ),
Example: Evaluate {
Solution: ( ) =

{ ( )} = ( ),

{ ( )} = ( )

}
, then by using (1),
}=

= lim

= lim

1
lim
( + 3)

1
lim 1
( + 3)

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1
( + 3)

= lim

1
( + 3)

1
,
( + 3)

> 3

The Laplace transform is a linear transform

Let

be a function defined for 0 and ,

( )+

. Then,

( )} = { ( )} + { ( )} =

( +) +

( ) (2)

Because of this property given above, is said to be a linear transform.

} = {1} + {5

For example, {1 + 5

} = {1} + 5{
=

5
+3

Theorem: Transforms of some basic functions

( )

{ ( )}

1
!

= 1,2,3,
1

sin
+
cos
+
sinh

cosh

Inverse Transforms
If ( ) represents the Laplace transform of a function ( ), { ( )} = ( ), we then say ( ) is the
inverse Laplace transform of ( ) and we write ( ) = { ( )}.
Example:

Transform
{1} =
{

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}=

Inverse transform

=1

Theorem: Some important inverse transforms

( )
1

{ ( )}
1

!
1

sin

cos
+
sinh

cosh

In evaluating inverse transforms, it often happens that a function of under consideration does not
match exactly the form of the Laplace transform ( ) given in the table above. It may be necessary to
fix up the function of by multiplying and dividing by an appropriate constant.
Example: Evaluate
1
+9

Solution:

To match the form given in a table of the above theorem, we identify

expression by multiplying and dividing by 3.

1
1
=
+9
3

= 9. So,

= 3. We fix up the

3
+9

1
= sin 3
3
Inverse Laplace transform is a linear transform
The inverse Laplace transform is also a linear transform. i.e. for constants

( )+

( )} =
=

Where

and

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( )+

are the transforms of the function

{ ( )} +
( )

and .

{ ( )}

Example: Evaluate
2 + 6
+4

Solution:

2 + 6
=
+4

2
+
+4
= 2

6
= 2
+4
6
+
+4
2

+4

+ 6

1
+4

2
+4

= 2 cos 2 + 3 sin 2
Transforms of Derivatives
Theorem: - If , , , ( ) are continuous on [0, ) and are of exponential order and if
piecewise continuous on [0, ), then

( )

( ) =

( )

( )

( )

( )

( )

( ) is

( ) ( )

Where ( ) = { ( )}.

Translation on the
A special function that is the number 0 (off) up to a certain time = and then the number 1 (on) after
that time. This function is called the unit step function or the Heaviside function.

Definition (Unit step function): The unit step function ( ) is defined to be

( )=

0, 0 <
1,

Notice that we define ( ) only on the non negative

< . The graph of ( ) is

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. In a broader sense

( ) = 0 for

The unit step function can also be used to write piecewise defined function in a compact form. A general
piecewise defined function of the type
( ),
( ),

( )=

0 <

is the same as
( ) = ( ) ( ) ( ) + ( ) ( ) (4)
Similarly, a function of the type
0,
( ),
0,

( )=

0 <
<

Can be written as
( ) = ( )[ ( )

( )]

(5)

2, 0 < 3
2,
3

Example: Find the compact form of ( ) =

Solution:
By using (4) above

( ) = ( ) ( ) ( ) + ( ) ( )
In this case

= 3,

( ) = 2, ( ) = 2. Then
( ) = 2 2 ( 3) 2 ( 3)
= 2 4 ( 3)

Theorem (Second translation Theorem): If ( ) = { ( )} and

{ ( ) ( )} =

> 0, then

( ) (6)

Proof: By the additive interval property of integrals,

( ) ( )
Can be written as two integrals
{ ( ) ( )} =

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( ) ( )

( ) ( )

( )

=
Now if we let

= ,

, then
(

{ ( ) ( )} =

( )

( )

{ ( )}

By using the above theorem { ( )} =

Inverse form of Second Translation Theorem
If ( ) = { ( )}, the inverse form is
{

( )} = ( ) ( ) (7)

Example: By using (6) of the above theorem find the Laplace transform of the function given by
( )=

2,
0 <3
2,
3

( ) = 2 4 ( 3)

Solution:
{ ( )} = {2 4 ( 3)}
= 2{1} 4{ ( 3)}
=

In a similar manner to the above, we have

{ ( ) ( )} =

{ ( + )}

Theorem (Derivative Transforms): If ( ) = { ( )} and = 1,2,3, , then

{

( )} = (1)

( ) (8)

Example:
{

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}=

}=

1
= ( 3)
3

1
( 3)

Chapter 2 Convolution
Addition of transforms provides no problem, we know that
{ + } = { } + { }
But the transform of a product is generally different from the the product of transforms of the factors.
i.e.
{ } { }{ }
For example, take

and

= 1. Then
=
{

But { } =

1
1

} = { } =

and {1} = gives

{ }{ } =

1
1
=
1

Thus
{

} { }{ }

Therefore, we use another method to solve the multiplication of transforms. This method of solving the
multiplication of transforms is called convolution.

Definition (Convolution): If the functions and are piecewise continuous on the interval [0, ), then
a special product, denoted by

and is called the convolution of

is defined by the integral

( ) ( )

(1)

and . The convolution

Example: Let ( ) = cos and ( ) = sin . Find ( ) ( )

Solution:
Using (1) above we get
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is a function of .

( ) ( ) = cos sin =

cos sin( )

Since we know that

cos sin

1
= [sin( + ) sin( )]
2

Our integral becomes

cos sin =

1
2

[sin( ) sin(2 )]

1
2

1
sin( ) + cos(2 )
2

1
2

1
sin( ) + (cos cos( ))
2

sin( ), since cosine is an even function.

Theorem (Convolution Theorem): If ( ) and ( ) are piecewise continuous on [0, ) and of

exponential order, then
( ) = {( )} = {( )( )} = { ( )}{ ( )} = ( ) ( ) (2)

Proof:
Let ( ) =
We now set =

( )

and ( ) =

+ , where is at first constant. Then

(

( )=
Then, in

( )

and in

( )

= , and varies from to . Thus

( )

vary independently. Hence we can insert the -integral into the -integral.
( ) ( )=

( )

( )

( )

( )

Here we integrate for fixed over from to and then over from 0 to . Under the assumption on
and the order of integration can be reversed. We then integrate first over from 0 to and then
over from 0 to , i.e.

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( ) ( )=

( ) ( )

( )( ) ,

( )

= {( )} =

(1)

( ),

( ) = {( )} = {( )( )} = { ( )}{ ( )} = ( ) ( )

Example: Evaluate {1 }
Solution:
With ( ) = 1 and ( ) = , the convolution theorem states that the Laplace transform of the
convolution of and is the product of their Laplace transform, then
1
{1 } =
=
4
1
1 4!
=
=
4
4
6
=

Inverse of Convolution
The convolution theorem is sometimes useful in finding the inverse Laplace transform of the product of
two Laplace transforms. i.e.
{ ( ) ( )} = ( )( ) (3)
Example: Evaluate

1
( )

Solution:
Using equation (3) above,
( )=

has the inverse ( ) =

, and ( ) =

has the inverse ( ) = 1 with ( ) =

( ) = 1. Then we get,

1
= ( ) ( )
( )
=

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( ) ( )

and

1
1

1]

Properties of Convolution

1
2
3

=
)=

( )

Commutative law

Distributive law

( )

Associative law

0 =0=0

1 =

( )( ) 0 may not hold.

When ( ) = 1,

( )

Multiplication by zero
Identity

( )

Application of Convolution
The Convolution theorem and the result by setting ( ) = 1 are useful in solving other types of
equations in which an unknown function appears under an integral sign. In our case, we look the
Volterra integral equation and Integro differential equation.
The Volterra integral equation
It is the equation of the form
( )= ( )+
In this case, ( ) and ( )are known.
Example: Solve ( ) = cos +
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( )

( )( )

Solution:
In the integral we identify ( ) =

, so that ( ) =

. We take the Laplace transform of each term.

In particular, the transform of the integral is the product of { ( )} = ( ) and {

( ) = cos +

+1

( )=

( )

{ ( )} = {cos } +

( )=

}=

( )

+ { ( )}{

+1

+ ( )

1
+1

By rearranging we solve for ( )

( )=

+1

1
+1

Then we take the inverse transform

{ ( )} =

+1

1
+1

( ) = cos + sin
Integro differential equation
In a single-loop or series circuit Kirchhoffs second law states that the sum of the voltage drops across an
inductor, resistor and capacitor is equal to the impressed voltage ( ). Now, it is now that the voltage
drops across an inductor, resistor and capacitor are respectively
,
Where ( ) is the current and , and
by the Integro differential equation
+

( )+

( ) and

are constants. It follows that the current in a circuit is governed

( )

= ( )

Example: Determine the current ( ) in a single loop

(0) = 0. And the impressed voltage is ( ) = 1.

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( )

(4)
circuit where

= 1,

= 2,

= 0.2

with

Solution: First, we find the Laplace transform of each term in the equation
+2 +5

(0) = 0

= 1,

Then,
( ) (0) + 2 ( ) + 5

( )

We multiply throughout by and use the fact that (0) = 0 to obtain

( )+2 ( )+5 ( )= 1
Solving for ( ) and completing the square on the denominator
1
1
1
2
=
=
(
(
+2 +5
+ 1) + 4 2
+ 1) + 4

( )=

Taking the inverse Laplace transform to give us the current as a function of time
( )=

1
2

sin 2

Example: Evaluate
+
Such that (0) = 1 and

=0

(0) = 0.

Solution: Then { ( )} =
and because

( ) 1 and { ( )} =

( ) ,

and are multiplied by ,

( ) ]+[

( ) 1]

[ ( )] = 0

The result of differentiation and simplification is the differential equation

(

+ 1) ( ) +

( )=0

This equation is separable

( )
=
( )

+1

Its general solution is

( )=

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, where C is a constant.

Transform of a periodic Function

If a periodic function has period

> 0, then ( + ) = ( ).

Theorem (Transform of a periodic function): If ( ) is piecewise continuous on [0, ) of exponential

order, and periodic with period , then
{ ( )} =

( )

Proof: We write the Laplace transform of

as two integrals

{ ( )} =
Then we let =

(5)

( )

( )

+ , then the last integral becomes

( )

( + )

( )

{ ( )}

Therefore,
{ ( )} =

( )

{ ( )}

By rearranging we solve for { ( )}

{ ( )} =

1
1

( )

Example: Find the Laplace transform of the periodic function of

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Solution: The function ( ) is called meander function and has period

defined by
1,
0 <1
( )=
1,
1 <2
and outside the interval by ( + ) = ( + 2) = ( )

= 2. For 0 < 2, ( ) can be

Now, by the above theorem (5)

{ ( )} =
=

=
=

1
1

1
1

( )

| +

+
2

+1

1
=

1
1+

Example: Solve the following IVP

+

= cos ,

(0) = 5

Solution: Using Laplace transform and the fact that (0) = 5, we get
{ } + { } = {cos }
( ) (0) + ( ) =

( )=

( )+ ( )5=

5
+
+ 1 ( + 1)(

+ 1)

+1
+1

5 + +5
( + 1)( + 1)

By applying partial fraction

( )=

9
1
1

+
2 +1 2

1
+
+1 2

Taking the Laplace inverse both sides, we get

( )=

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9
2

1
1
+ cos + sin
2
2

1
+1

Conclusion
Even though, it is not true that the integral of a product of functions is the product of the
integrals. Convolution theorem provides us a way to evaluate the Laplace transform of the
special product (1) is the product of the Laplace transform of and . This means that it is
possible to find the Laplace transform of the convolution of two functions without actually
evaluating the integral. Therefore, the Convolution theorem is the better way of finding the
Laplace transform of a product of functions.

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Reference
[1] [Dennis G. Zill] A First Course in Differential Equations with modeling applications, 10th ed. 2013.
[2] [Edwards and Penny] Elementary Differential equations with boundary value problems, 5th ed. 2004.
[3][Erwin Kreyszig] Advanced Engineering Mathematics, 10th ed. 2011.

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