![]()
![]()
Computer
Lab Modules![]()
The Convolution Theorem for Laplace Transforms
Background.
(Convolution Theorem) Let
denote the Laplace transforms of
,
respectively. Then the product
is
the Laplace transform of the convolution of
,
and is denoted by
,
and has the integral representation
![[Graphics:e20.txtgr6.gif]](e20.txtgr6.gif)
Load Mathematica's built in "LaplaceTransform" subroutine package.
Computer Lab Work.
Exercise 1. Use convolution to
find the inverse Laplace transform of
.
Solution: H(s) is the product of
,
which are the Laplace transforms of f(t) = sin(t) and g(t) = 2
cos(t), respectively.
We can check this with Mathematica's result using the InverseLaplaceTransform package.
Exercise 2. Use the convolution
theorem to solve the integral equation
.
Solution: Take the Laplace transform of each of the terms and
get:
Use Mathematica to find the inverse Laplace transform, and plot f[t] over the interval 0 <= t <= 10.
More Background. The Laplace
transform of the Dirac delta function
is F(s) = 1. This can be illustrated with Mathematica.
Exercise 3. Solve the initial
value problem
with
.
Solution: Taking transforms results in the equation:
Use Mathematica to find the inverse Laplace transform, and plot f[t] over the interval 0 <= t <= 3.
Exercise 4. Use convolution to
solve the initial value problem
with
.
Plot the solution over the interval 0 <= t <= 1.57
Solution. First solve
with
.
Second solve for
with
.
Then the desired solution is y(t) = u(t) + v(t).
Now form y[t] and plot the solution over 0 <= t <= 1.57
Return to the Differential Equations Project
Return to the Numerical Analysis Project
Return to the Complex Analysis Project
(c) John H. Mathews, 1998