The Convolution  

Theorem 20.5 

Introduction
In this section we introduce the convolution of two functions f (t), g(t) which we denote by
(f g)(t). The convolution is an important construct because of the Convolution Theorem
which gives the inverse Laplace transform of a product of two transformed functions:

L1 {F (s)G(s)} = (f g)(t)

' $
be able to nd Laplace and inverse Laplace
transforms of simple functions
Prerequisites be able to integrate by parts
Before starting this Section you should . . . understand how to use step functions in
integration
& %

calculate the convolution of simple

Learning Outcomes functions
After completing this Section you should be apply the Convolution Theorem to obtain
able to . . . inverse Laplace transforms
1. The 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 dened by the relation


(f g)(t) = f (t x)g(x)dx

However if f and g are both causal functions then (strictly) f (t), g(t) are written f (t)u(t) and
g(t)u(t) respectively, so that


t
(f g)(t) = f (t x)u(t x)g(x)u(x)dx = f (t x)g(x)dx
0

because of the properties of the step functions (u(t x) = 0 if x > t and u(x) = 0 if x < 0).

Key Point
If f (t) and g(t) are causal functions then their convolution is dened by:

t
(f g)(t) = f (t x)g(x)dx
0

This is an odd looking denition but it turns out to have considerable use both in Laplace
transform theory and in the modelling of linear engineering systems. The reader should note
that the variable of integration is x, as far as the integration process is concerned the t-variable
is (temporarily) regarded as a constant.

Example Find the convolution of f and g if f (t) = tu(t) and g(t) = t2 u(t).

Solution

f (t x) = (t x)u(t x) and g(x) = x2 u(x)

Therefore

t 1 t
(f g)(t) = (t x)x2 dx = 3
x3 t 14 x4 0
0
= 1 4
3
t 1 4
4
t = 1 4
12
t

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20.5: The Convolution Theorem
Example Find the convolution of f (t) = tu(t) and g(t) = sin t.u(t).

Solution
Here f (t x) = (t x)u(t x) and g(x) = sin x.u(x) and so

t
(f g)(t) = (t x) sin xdx
0

We will need to integrate by parts. We nd, remembering again that t is a constant in the
integration process,

t  t
t
(t x) sin xdx = (t x) cos x (1)( cos x)dx
0 0 0

t
= [0 + t] cos xdx
0
 t
= t sin x = t sin t
0

so that

(f g)(t) = t sin t or, equivalently, in this case (t sin t)(t) = t sin t

In the last example we found the convolution of f (t) = tu(t) and g(t) =
sin t.u(t). In this exercise you are asked to nd the convolution (g f )(t) that
is, to reverse the order of f and g.

Your solution
Begin by writing (g f )(t) as an appropriate integral

0
sin(t x).xdx (g f )(t) =
and so
t
You should nd, according to the denition g(t x) = sin(t x).u(t x) and f (x) = xu(x)

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20.5: The Convolution Theorem
 Your solution
Now evaluate the convolution integral

= [t 0] + [sin(t x)]0t = t sin t

0 0
x cos(t x)
= cos(t x)dx
 t
t
0
(g f )(t) = sin(t x).xdx

t

You should nd (g f )(t) = t sin x since

This exercise illustrates the general result

Key Point
(f g)(t) = (g f )(t)
in words: the convolution of f (t) with g(t) is the same as the convolution of g(t) with f (t).

Obtain the Laplace transforms of f (t) = tu(t) and g(t) = sin t.u(t) and of
(f g)(t). What do you notice?

Your solution
Begin by nding L{f (t)} and L{g(t)}

s2 + 1 s2
from tables L{g(t)} = L{f (t)} =
1 1

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20.5: The Convolution Theorem
 Your solution
Now nd L{(f g)(t)}

s2 s2 + 1
L{(f g)(t)} = L{t sin t} =
1 1
From the example above (f g)(t) = t sin t and so

Your solution
What do you observe?

of the convolution theorem which we discuss in the next section

separate Laplace transforms. This, in fact, is a general result which is expressed in the statement
We see that the Laplace transform of the convolution of f (t) and g(t) is the product of their
s2 + 1 s2 s2 + 1 s
= L{f (t)}L{g(t)} = F (s)G(s) = 2 L{(f g)(t)} =
1 1 1 1
 

2. The Convolution Theorem

Let f (t) and g(t) be causal functions with Laplace transforms F (s) and G(s) respectively, i.e.
L{f (t)} = F (s) adn L{g(t)} = G(s). Then it can be shown that

Key Point
L1 {F (s)G(s)} = (f g)(t) or equivalently L{(f g)(t)} = F (s)G(s)

6
Example Use the Convolution Theorem to nd the inverse transform of .
s(s2 + 9)

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20.5: The Convolution Theorem
 Solution
In this case we can, of course, nd the inverse transform by using partial fractions and then
using the table of transforms. That is:

6 (2/3) (2/3)s
= 2
s(s2 + 9) s s +9

and so
  
1 6 2 1 1 2 1 s
L 2
= 3
L 3L
s(s + 9) s s2 + 9
= 23 u(t) 23 cos 3t.u(t)

However, we can alternatively use the Convolution Theorem. Let us choose

2 3
F (s) = and G(s) =
s s2 +9
then
f (t) = L1 {F (s)} = 2u(t) and g(t) = L1 {G(s)} = sin 3t.u(t)
So

L1 {F (s)G(s)} = (f g)(t) by the Convolution Theorem

t
= 2u(t x) sin 3x.u(x)dx
0

Now the variable t can take any value from to +. If t < 0 then the variable of integration,
x, is negative and so u(x) = 0. We conclude that

(f g)(t) = 0 if t<0

that is, (f g)(t) is a causal function. Let us now consider the other possibility for t, that is
the range t 0. Now, in the range of integration 0 x t and so

u(t x) = 1 u(x) = 1

since both t x and x are non-negative. Therefore

t
1
L {F (s)G(s)} = 2 sin 3xdx
0
 t
= 23 cos 3x 0 = 23 (cos 3t 1) t0

Hence
6
L1 { } = 23 (cos 3t 1)u(t)
s(s2+ 9)
which agrees with the value obtained above using the partial fraction approach.

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20.5: The Convolution Theorem
 20.5: The Convolution Theorem
HELM (VERSION 1: March 18, 2004): Workbook Level 1 7
You should obtain
h(t) = L1 {H(s)}
= L1 {F (s)G(s)}

t
t
= f (t x)g(x)dx = etx u(t x) cos x.u(x)dx
0 0
Now construct the convolution integral
Your solution
Although there are many possibilities it would seem sensible to choose
1 s
F (s) = and G(s) =
s1 s2 + 1
since, by inspection, we can write down their inverse Laplace transforms:
f (t) = L1 {F (s)} = et u(t) and g(t) = L1 {G(s)} = cos t.u(t)
Begin by choosing two functions of s: that is, F (s) and G(s)
Your solution
(s 1)(s2 + 1)
H(s) = .
s
of transform inverse the nd to Theorem Use the Convolution
 Your solution
Now complete the evaluation of the integral. (Treat the cases t < 0 and t 0 separately.)

Finally h(t) = 21 (sin t cos t + et )u(t)

2h(t) = sin t cos t + et t0 or

= sin t cos t + et h(t)
0 0
= sin t + etx cos x (etx )( cos x)dx
 t
t
0 0
by parts etx sin x (1)etx sin xdx
=
 t
t
0
h(t) = etx cos xdx if t 0

t

You should nd h(t) = 21 (sin t cos t + et )u(t) since h(t) = 0 if t < 0 and

Exercises
1. Find the convolution of (i) 2tu(t) and t3 u(t) (ii) et u(t) and tu(t) (iii) e2t u(t) and
et u(t).
In each case reverse the order to check that (f g)(t) = (g f )(t).
2. Use the Convolution Theorem to determine the inverse Laplace transforms of
1 1 1
(i) 2 (ii) (iii) 2
s (s + 1) (s 1)(s 2) (s + 1)2
2. (i) (t 1 + et )u(t) (ii) (et + e2t )u(t) (iii) 21 (sin t t cos t)u(t)
10
(iii) et e2t (ii) t 1 + et t
1 5
1. (i) Answers

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20.5: The Convolution Theorem