CONVOLUTION THEOREM AND APPLICATION OF LAPLACE TRANSFORMS

The convolution of two functions f(t) and g(t) denoted by f(t) g(t) is defined as
t

f(t) g(t) = f (t u) g (u)du

0

Property:
f(t) g(t) = g(t) f(t)
Proof :- By definition, we have
t

f(t) g(t) = f (t u) g (u)du

0

Setting t-u = x, we get

0

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

t

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

This is the desired property. Note that the operation is commutative.

CONVOLUTION THEOREM:
L[f(t) g(t)] = L{f(t)}.L{g(t)}
Proof: Let us denote
t

f(t) g(t) = (t) = f (t u ) g (u )du

0

Consider
t
st
L[ (t )] e [ f (t u ) g (u )]dt
0 0

t
st
= e f (t u ) g (u )du (1)
0 0

We note that the region for this double integral is the entire area lying between the lines u =0 and
u = t. On changing the order of integration, we find that t varies from u to and u varies from 0
to .
 u
u=t
t=u t=
0 u=0 t
Hence (1) becomes

st
L[ (t)] = e f (t u ) g (u )dtdu
u 0t u

su s (t u )
= e g (u ) e f (t u)dt du
0 u

su sv
= e g (u ) e f (v)dv du , where v = t-u
0 0

su sv
= e g (u )du e f (v)dv
0 0

= L g(t) . L f(t)
Thus
L f(t) . L g(t) = L[f(t) g(t)]
This is desired property.
Examples:
1. Verify Convolution theorem for the functions f(t) and g(t) in the following cases :
(i) f(t) = t, g(t) = sint (ii) f(t) =t, g(t) = et
(i) Here,
t t

f g= f (u ) g (t u )du = u sin(t u )du

0 0

Employing integration by parts, we get

f g=t sint
so that
 1 1 1
L [f g] = (1)
s2 s 2
1 s ( s 2 1)
2

Next consider
1 1 1
L f(t) . L g(t) = 2 2
(2)
s s 1 s ( s 2 1)
2

From (1) and (2), we find that

L [f g] = L f(t) . L g(t)
Thus convolution theorem is verified.
t

(ii) Here f g = ue t u du
0

Employing integration by parts, we get

f g = et t 1
so that
1 1 1 1
L[f g] = (3)
s 1 s2 s 2
s ( s 1)

Next
1 1 1
L f(t) . L g(t) = 2 2
(4)
s s 1 s ( s 1)

From (3) and (4) we find that

L[f g] = L f(t) . L g(t)
Thus convolution theorem is verified.
2. By using the Convolution theorem, prove that
t
1
L f (t )dt Lf (t )
0
s

Let us define g(t) = 1, so that g(t-u) = 1

Then
t t
L f (t )dt L f (t ) g (t u)dt L[ f g]
0 0
 1
= L f(t) . L g(t) = L f(t) .
s
Thus
t
1
L f (t )dt Lf (t )
0
s

This is the result as desired.

3. Using Convolution theorem, prove that
t
1
L e u sin(t u)du
0 ( s 1)(s 2 1)

Let us denote, f(t) = e-t g(t) = sin t, then

t t
u
L e sin(t u )du L f (u ) g (t u )du = L f(t) . L g(t)
0 0

1 1 1
= 2
=
( s 1) ( s 1) ( s 1)( s 2 1)

This is the result as desired.

4) Employ Laplace Transform method to solve the integral equation.
t
f(t) l f u sin t u du
0

Taking Laplace transform of the given equation, we get

t
1
L f(t) L f u sin t u du
s 0

By using convolution theorem, here, we get

1 1 L f (t )
L f(t) Lf (t ) L sin t
s s s2 1

Thus
s2 1 s2 1 t2
L f (t ) or f (t ) L1 1
s3 s3 2

This is the solution of the given integral equation.

Exercise:
Solve the following problems

1. Verify convolution theorem for the following pair of functions:

(i) f(t) = cosat, g(t) = cosbt
(ii) f(t) = t, g(t) = t e-t
(iii) f(t) = et g(t) = sint

2. Using the convolution theorem, prove the following:

t
s
(i) L (t u )e u 1 cos udu
0 (s 1) ( s 2 1)
2

t
au 1
(ii) L (t u)ue du
0 s ( s a) 2
2
 t
2u
3) f (t ) 1 2 f t u e du
0

t
4) f ' (t ) t f t u cos u du , f (0) 4
0

Inverse transform of F(s) by using convolution theorem

We have, if L(t) F(s) and Lg(t) G(s), then

L f(t) g(t) Lf (t ) Lg (t ) F ( s ) G ( s ) and so

t
1
L F (s) G( s) f (t ) g (t ) f t u g u du
0

This expression is called the convolution theorem for inverse Laplace transform

Examples
Employ convolution theorem to evaluate the following :
1
(1) L 1
s a s b

1 1
Let us denote F(s) , G(s)
s a s b

Taking the inverse, we get f(t) e -at , g(t) e -bt

Therefore, by convolution theorem,

t t
1
L-1 e a t u
e bu
du e at
ea bu
du
s a s b 0 0

at ea bt 1 e bt
e at
e
a b a b
 s
(2) L 1 2
s2 a2

1 s
Let us denote F(s) 2 2
, G( s) 2
Then
s a s a2
sin at
f(t) , g(t) cos at
a
Hence by convolution theorem,
t
s 1
L-1 sin a t u cos au du
2 2 a
s2 a 0

t
1 sin at sin at 2au
du , by using compound angle formula
a0 2
t
1 cos at 2au t sin at
u sin at
2a 2a 0 2a

s
(3) L 1
s 1 s2 1

Here
1 s
F(s) , G(s) 2
s 1 s 1
Therefore

f(t) e t , g(t) sin t

By convolution theorem, we have

t
-1 1 t u e u
t
L e sin u du e sin u cos u
s 1 s2 1 2 0

et t 1 t
e sin t cos t 1 e sin t cos t
2 2

By employing convolution theorem, evaluate the following:

 1 s2
(1) L 1 (4) L 1 ,a b
s 1 s2 1 s2 a2 s2 b2

s 1
( 2) L 1 2 2
(5) L 1 2 2
s 1 s 1 s s 1

1 4s 5
(3) L 1 (6) L 1
2 2 2
s 2
a s 1 s 2

Applications of Laplace transform

Laplace transform is very useful for solving linear differential equations with constant
coefficients and with given initial conditions. We take the Laplace transforms of the differential
equations and then make use of the initial conditions, which transforms the differential equations
to an algebraic equation. Solve for Laplace transform from this algebraic equation and the
required solution is obtained by taking the inverse of this transform.
Laplace transform of derivatives:

1. L f ' sL f f (0)

2. L f '' s2 L f sf 0 f '(0)

3. L f ''' s3 L f s2 f 0 s f' 0 f ''(0) and so on.

Problems:

1. Solve y'' a 2 y cos at given y 0, y' 0 when t 0.

Solution: Taking Laplace transforms,

s
s2 Y s y 0 y' 0 a 2Y 2
s a2
On using the initial condition,
s
Y 2
s2 a2

Taking inverse,
 1
y t sin at
2a

2. Solve y'' 5 y' 6 y e 2t

, given y 0 y' 0 1
Solution: Taking Laplace transforms,
1
s2 Y sy 0 y' 0 5 sY y 0 6Y
s 2
On using the initial condition,

s 2 8s 13 s 2 8s 13
Y 2
s 2 s 2 5s 6 s 3 s 2

Resolving into partial fractions,

2 3 1
Y 2
s 3 s 2 s 2

Taking the inverse Laplace transforms,

3t 2t 2t 1
y 2e 3e e L 1( 2
) y 3e 2t
2e 3t
te 2t
s

Exercises :-
Solve the following:

1. y'' 3 y ' 2 y 1 e2t , y 0 y' 0 1

2. y''' y'' 4 y' 4 y 1 t , y 0 y' 0 y'' 0 0

Electrical circuits:
Consider a simple circuit comprised of an inductance of magnitude L (henrys ), a resistance of
magnitude R (ohms), and capacitance of magnitude C (farads) connected in series.
If E is the emf (volts) applied to an LRC circuit, then the current i (amperes) in the circuit at
time t is governed by the differential equation,
di q
L Ri E
dt C
 dq
Here q is the charge(coulomb) is related to i through the relation i . If q(0) 0 then the
dt
above equation can be rewritten as,
t
di 1
L Ri i dt E
dx C
0

Examples:

1. A LR circuit carries an emf of voltage E E0 sin t , where E0 and are constants. Find
the current i in the circuit if initially there is no current in the circuit.

Solution: The differential equation governing the current i is,

di
L Ri E0 sin t
dt
di R E0
or, i sin t
dt L L
Taking Laplace transforms on both sides,

E0 R
sI i(0) aI , where a
L s2 2 L

Applying the initial condition, i (0) 0 , we get,

E0 1
I
L s a s2 2

By resolving into partial fractions,

E0 1 s
I 2 2
a 2 2 2 2
L a s a s s
Taking inverse Laplace transforms,
E0 1 at
i 2 2
e a sin t cos t
L a

2. A resistance R in series with an inductance L is connected with emf E (t ) . The current i

di
is given by, L Ri E (t ) . The switch is connected at time t 0 and disconnected at
dt
 time t a 0 Find the current i in terms of t , given that the emf is constant when the
switch is on.

E 0 t a
Solution: E (t )
0 t a

Here consider E as a constant.

E (t ) E H (t ) H (t a) , t 0

The governing equation becomes,

di R E
i H (t ) H (t a )
dt L L
Taking Laplace transforms and applying the initial condition, i(0) 0 ,

as
E 1 e R
sI I , where
L s s L

as
E1 e E 1 1 as
I 1 e
L s(s ) R s s

Taking inverse Laplace transforms,

E t (t a )
i 1 e 1 e H (t a )
R

E t
1 e 0 t a
i R
E t a
e e 1 t a
R
Exercises:
at
1. A voltage Ee is applied at t 0 to a circuit of inductance L and resistance R . Show
E Rt
that current at time t is e at e L .
R aL
2. A simple electrical circuit consists of resistance R and inductance L in a series with
constant emf E . If the switch is closed when t 0 , find the current at any time t .

Mass spring systems

Consider a spring of length x , tied at one end to a support and the other end is tied to a fixed
mass m which is free. If F
motion,

d 2x
m kx
dt 2
Suppose the medium through the setup is worked is resisting with a velocity of x '(t ) we have,

d 2x
m kx cx '
dt 2
mx ''(t ) cx "(t ) kx(t ) 0

The auxiliary equation is given by, mD2 cD k 0

c c 2 4mk
The roots of the quadratic equation are, D
2m

The value of c2 4mk determines the sensitivity of the medium.

1. c 2 4mk 0 implies motion is under-damped.

2. c2 4mk 0 implies the motion is critically damped.
3. c2 4mk 0 implies the motion is over-damped.

Here k is the stiffness of the spring and can be given by the weight of the object per unit total
w
length of the spring, k , where b is the length of the spring entirely and w mg
b
1. A spring can extend 20 cm when 0.5kg of mass is attached to it. It is suspended vertically
from a support and set into vibration by pulling it down 10cm and imparting a velocity of
5 cm / s vertically upwards. Find the displacement from its equilibrium.

Solution: Let x(t ) be the displacement from its equilibrium.

Here b 20 cm, m 500 gm, x(0) 10 cm, x '(0) 5cm / s

We can thus calculate the value of k , i.e. k 24500 dy / cm

The equation of motion is , 500 x ''(t ) 24500 x(t ) 0

x ''(t ) 49 x(t ) 0

Taking Laplace transforms,

 s2 X sx(0) x '(0) 49 X 0

10s 5
X 2 2
s 49 s 49
Taking the inverse Laplace transform,
10 5
x(t ) cos 7t sin 7t
7 7
2. A spring of stiffness k has a mass m attached to one end. It is acted upon by external
force A sin t . Discuss its motion in general.
d 2x
m kx a sin t ,
dt 2
x(0) x0 , x '(0) v0

k
x ''(t ) x(t ) A sin t
m
Taking Laplace transforms,
k A
s2 X s x(0) x '(0) X 2
m m s2
By applying the initial conditions,
A s 1
X x0 2
v0 2
m s2 2
s 2 k s k s k
m m m

Taking the inverse Laplace transforms,

k
sin t
A sin t k m v A
x(t ) 2
x0 cos t 0 2
k m m k k m
m
Exercise:
1. A spring is stretched 6 inches by a 12 pound weight. Let the weight be attached to the
spring and pulled down 4 inches below the equilibrium point. If the weight id started
with an upward velocity of 2 feet per second, describe the motion. No damping or
impressed force is present.
 cos8t
2. A spring is such that 4 lb weight stretches it 6 inches. An impressed force is acting
2
on the spring. If the 4 pound weight is started from the equilibrium point with an upward
velocity of 4 feet per second, describe the motion.