Convolution Theorem

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Core Idea

The convolution of f and g is (f * g)(t) = ∫₀^t f(τ)g(t-τ)dτ. The convolution theorem states L[f * g] = F(s)G(s), so L^(-1)[F(s)G(s)] = (f * g)(t). This theorem is invaluable for solving non-homogeneous equations where the forcing function's transform is a product of simpler transforms, allowing you to decompose complex solutions into manageable parts.

Explainer

From solving IVPs with the Laplace transform, you know the workflow: transform the ODE into an algebraic equation in s, solve for Y(s), then invert to find y(t). The bottleneck is often the inversion step. When Y(s) factors as a product F(s)·G(s) — two functions whose individual inverses you know — you might hope to recover y(t) by simply multiplying f(t)·g(t). This is wrong. The inverse Laplace transform does not distribute over multiplication the way it does over addition. The correct tool is convolution.

The convolution of two functions f and g is defined by (f * g)(t) = ∫₀ᵗ f(τ)g(t − τ) dτ. The variable τ slides across [0, t], with one function evaluated forward in time and the other evaluated backward. The integral accumulates how much f and g "overlap" as you shift one past the other. The Convolution Theorem says precisely: ℒ[f * g](s) = F(s)·G(s), or equivalently, ℒ⁻¹[F(s)·G(s)] = (f * g)(t). Multiplication in the s-domain corresponds to convolution in the t-domain.

As a concrete example, suppose you need ℒ⁻¹[1/(s(s + 2))]. You recognize F(s) = 1/s with f(t) = 1, and G(s) = 1/(s + 2) with g(t) = e^{−2t}. By the convolution theorem, the inverse is (f * g)(t) = ∫₀ᵗ 1 · e^{−2(t−τ)} dτ = e^{−2t} ∫₀ᵗ e^{2τ} dτ = e^{−2t} · [e^{2τ}/2]₀ᵗ = (1 − e^{−2t})/2. You can verify: partial fractions on 1/(s(s+2)) = ½(1/s − 1/(s+2)), so the inverse is (1 − e^{−2t})/2. Both routes agree.

The power of convolution becomes clear when the forcing function is complicated or unknown. The solution to y″ + p(t)y′ + q(t)y = g(t) can often be written as y(t) = ∫₀ᵗ h(t − τ)g(τ) dτ, where h is the impulse response (the solution when g is a unit spike at 0). Convolution says the response to an arbitrary forcing function g is a superposition of impulse responses weighted by g(τ) over all past times τ. This is the physical meaning: the system at time t "remembers" all past inputs, each decaying according to the system's own impulse response. The Dirac delta function, your next topic, makes the impulse response concept precise.

Practice Questions 5 questions

Prerequisite Chain

Counting to 10Counting to 20Understanding ZeroThe Number ZeroCounting to FiveOne-to-One CorrespondenceCombining Small Groups Within 5Addition Within 10Addition Within 20Two-Digit Addition Without RegroupingTwo-Digit Addition with RegroupingAddition Within 100Repeated Addition as MultiplicationMultiplication Facts Within 100Division as Equal SharingDivision as Grouping (Measurement Division)Division: Grouping (Repeated Subtraction) ModelDivision: Fair Sharing ModelDivision as Equal SharingDivision as GroupingBasic Division FactsDivision Facts Within 100Two-Digit by One-Digit DivisionDivision with RemaindersRemainders and Quotients in DivisionDivision Word ProblemsIntroduction to Long DivisionFactors and MultiplesPrime and Composite NumbersEquivalent FractionsRelating Fractions and DecimalsDecimal Place ValueReading and Writing DecimalsComparing and Ordering DecimalsAdding and Subtracting DecimalsMultiplying DecimalsDividing DecimalsDividing FractionsMixed Number ArithmeticOrder of OperationsInteger Order of OperationsVariable ExpressionsCombining Like TermsOne-Step EquationsTwo-Step EquationsSolving Multi-Step EquationsEquations with Variables on Both SidesAngle Pairs: Complementary, Supplementary, and VerticalParallel Lines and TransversalsCorresponding AnglesAlternate Interior AnglesTriangle Angle Sum TheoremExterior Angle TheoremTriangle Inequality TheoremSimilar Triangles: AA SimilaritySimilar Triangles: SSS and SAS SimilarityProportions in Similar TrianglesRight Triangle Trigonometry IntroductionTrigonometric Ratios ReviewRadian MeasureConverting Between Degrees and RadiansThe Unit CircleGraphing Sine and CosineGraphing Tangent and Reciprocal Trigonometric FunctionsDerivatives of Trigonometric FunctionsAntiderivativesIndefinite IntegralsBasic Integration RulesRiemann SumsDefinite Integral DefinitionFundamental Theorem of Calculus Part 1Fundamental Theorem of Calculus Part 2U-SubstitutionPartial Fraction Decomposition for IntegrationImproper Integrals - ConvergenceLaplace Transform: Definition and PropertiesCommon Laplace Transform PairsInverse Laplace Transform and Partial FractionsSolving Initial Value Problems with Laplace TransformsConvolution Theorem

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