Module 3 Lecture 7

Differential Equations & Transforms: BMAT102L Convolution Theorem

1. Inverse of the Laplace Transform by Convolution Theorem

Let f and g be piece-wise continuous on the interval [0, ∞), then the integral
ˆ t
(f ∗ g)(t) = f (μ)g(t − μ) dμ (1.1)
0

defines the convolution of f and g.

Theorem 1.1 (Convolution Theorem). L−1 {F (s)} = f (t) and L−1 {G(s)} = g(t). Then
ˆ t
L−1 {F (s)G(s)} = (f ∗ g)(t) = f (μ)g(t − μ) dμ. (1.2)
0

Example 1.1.
Use convolution theorem to find the inverse Laplace transform of

(a) 1
(s+a)s

(b) 1
s2 (s+a)

(c) 1
(s2 +1)s

(d) s
(s2 +1)2

(e) 1
(s2 +4)(s−1)

Solution
n o n o
(a) Write F (s) = s+a
1
and G(s) = 1s · Then f (t) = L−1 1
s+a = e−at and g(t) = L−1 1
s = 1.
By Theorem 1.1,

1
 ˆ t
−1
L = L−1 {F (s)G(s)} = (f ∗ g)(t) f (μ)g(t − μ) dμ
(s + a)s 0
t
ˆ t e−aμ 1
= e−aμ dμ = − = 1 − e−at .


0 a μ=0
a

n o n o
(b) Write F (s) = s12 and G(s) = 1
s+a · Then f (t) = L−1 1
s2
= t, g(t) = L−1 1
s+a = e−at .
By Theorem 1.1,

1
 ˆ t
L−1 = L−1 {F (s)G(s)} = (f ∗ g)(t) f (μ)g(t − μ) dμ
s (s + a)
2
0
ˆ t ˆ t  aμ 
e
 aμ  t
e
−a(t−μ) −at −at
= μe dμ = e μe aμ
dμ = e μ −
0 0 a a2 μ=0
1 −1
! !
teat eat t e−at
= e−at − + = + .
a a2 a2 a a2

n o n o
(c) Since L−1 1
s2 +1
= sin t and L−1 1
s = 1, by Theorem 1.1,

1 1
 ˆ t
L −1
· = sin t ∗ 1 = sin v dv = |− cos v|tv=0 = 1 − cos t.
s +1 s
2
0

Dr. T. Phaneendra Page 1 Professor of Mathematics

phaneendra.t@[Link] SJT,511, A10
Lecture 7 Module 3
Convolution Theorem Differential Equations & Transforms: BMAT102L

n o n o
(d) Since L−1 1
s2 +1
= sin t and L−1 s
s2 +1
= cos t, by Theorem 1.1,

1 s
 ˆ t
L−1 = sin t ∗ cos t = sin v cos(t − v) dv
s +1s +1
2 2
0
1ˆ t
!
t
1 cos(2v − t)
= (sin t + sin(2v − t)) dv = t sin t −
2 0 2 2 v=0
1 1 t sin t
 
= t sin t − (cos t − cos(−t)) = ·
2 2 2

n o n o
(e) Since L−1 1
s2 +4
= 2 ,
sin 2t
L−1 1
s−1 = et , by Theorem 1.1,

1 1ˆ t etˆ t
 
1 1
L−1 = sin 2t ∗ et = (sin 2v)et−v dv = e−v sin 2v ① dv
s +4 s−1
2 2 2 0 2 0
t
et e−v et
= (− sin 2v − 2 cos 2v) = 2 − e−t (sin 2t + 2 cos 2t)


2 5 v=0
10
et sin 2t + 2 cos 2t
= − ·
5 10

Practice Problems 1.1

Use convolution theorem to find the inverse Laplace transform of
1
(a) 2 2
(s + 1)
1
(b)
(s + 3)(s + 7)
1
(c)
s2 (s + 3)
1
(d)
(s2 + 1)(s2 + 4)
1
(e)
s2 (s2 + 25)
Answers 1.1
(a) sin t−t
2
cos t

1 −3t
(b) − e−7t


e
4
t 1 1
(c) − + e32t
3 9 9
1
(d) (2 sin t − sin 2t)
6
(e) t − sin t

References

[1] Dennis G. Zill, Differential Equations with Boundary-Value Problems, 9th Ed., © 2018
Cengage Learning

[2] V. A. Dobrushkin, Applied Differential Equations (The Primary Course), CRC Press
ˆ
① eαv
eαv sin βv dv = α2 +β2
(α sin βv − β cos βv)

Professor of Mathematics Page 2 Dr. T. Phaneendra

SJT,511, A10 phaneendra.t@[Link]
Module 3 Lecture 7
Differential Equations & Transforms: BMAT102L Convolution Theorem

[3] C. H. Edwards, D. E. Penney, Differential Equations and Boundary Value Problems

(Computing and Modeling), Fifth Edition, Pearson, 2015

[4] E. Kreyszig, Advanced Engineering Mathematics, 2015, 10th Edition, John Wiley India

[5] Peter V. O’Neil, Advanced Engineering Mathematics, Seventh Edition, Cengage Learning,
2012.

Dr. T. Phaneendra Page 3 Professor of Mathematics

phaneendra.t@[Link] SJT,511, A10