The Convolution of Two Functions | Definition & Properties

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  • เผยแพร่เมื่อ 14 ต.ค. 2024
  • We can add two functions or multiply two functions pointwise. However, the convolution is a new operation on functions, a new way to take two functions and combine them. In this video we define the convolution of two functions, state and prove several of its nice algebraic properties, and see in particular how convolutions play very nicely with Inverse Laplace Transforms and give us way to deal with products. Much like the product rule for derivatives, the formula isn't quite as simple as the product of the inverse laplace transforms, instead it is given by convolutions.
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ความคิดเห็น • 184

  • @ejkitchen
    @ejkitchen 3 ปีที่แล้ว +85

    As many others have stated, thank you for making this very easy to understand. It's fascinating how many bad profs there are out there attempting to teach this. If you think about it, it's not that hard but for some reason, many people struggle to explain this properly because they do not spend the time like you did to make it accessible. Again, thank you for doing this.

  • @vaibhavdlxit1050
    @vaibhavdlxit1050 2 ปีที่แล้ว +28

    You turned convolution from a dreaded enemy to an important ally which springs up to rescue while performing inverse laplace of evil looking functions. You sir, are a hero.

  • @nice4hat
    @nice4hat 3 ปีที่แล้ว +140

    I like your t-shirt haha

  • @bromarskiii
    @bromarskiii 3 ปีที่แล้ว +32

    You just explained convolution 100 times better than my textbook and my professor! Thanks!!

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +1

      Haha thanks!

  • @ricardobautista-garcia8492
    @ricardobautista-garcia8492 3 ปีที่แล้ว +21

    Wonderfully explained. Time to do my final exam. Thank you once again.

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +5

      Good luck!

  • @RubALamp
    @RubALamp 4 ปีที่แล้ว +2

    I hope you grow in popularity. Not that it should be needed, but I think many people would benefit from your insight. Thank you for your videos.

  • @josiahkolar4209
    @josiahkolar4209 3 ปีที่แล้ว +6

    This playlist and the ODE playlist have been getting me through this 5 week summer class

  • @migo77
    @migo77 4 ปีที่แล้ว +5

    Starting from 10:06 when you starting evaluating the integral & on the second line, the last part should have read: -0.5*TAU*cost t, because your're integrating w.r.t. TAU. Anyways, thanks v. much for all your efforts. God bless!

  • @DrDerivative
    @DrDerivative 2 ปีที่แล้ว +12

    if a = tau and b = t - tau, then how did you get b - a = 2tau - t? shouldnt it be t - 2tau?

  • @ConceptualCalculus
    @ConceptualCalculus 4 ปีที่แล้ว +15

    Just yesterday I was searching for a vid on convolution for my ODE class. Today this new vid popped up in my feed. I'm using it to replace the one I found yesterday, I suppose I should watch this one first, but that's not really necessary. If it is a Trefor Bazett vid, it is good.

  • @sobhanboss3935
    @sobhanboss3935 4 ปีที่แล้ว +7

    this came in clutch, you made it so simple while my professor made it super confusing so thank you Trefor

    • @DrTrefor
      @DrTrefor  4 ปีที่แล้ว +2

      Haha thanks!

  • @sarveshchandak
    @sarveshchandak 3 ปีที่แล้ว +12

    You cleared up all my confusion. Thanks a lot. ❤️❤️❤️

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +2

      You’re welcome 😊

  • @BoZhaoengineering
    @BoZhaoengineering 4 ปีที่แล้ว +16

    Professor Trefor your T shirt is fantastic. Can you please tell me where I can buy one?

    • @Tosti_bakker
      @Tosti_bakker 3 ปีที่แล้ว +5

      Same haha, I was looking more at his shirt than listening to his explanation

  • @BentHestad
    @BentHestad 3 ปีที่แล้ว +8

    A quite difficult (but so essential!) concept very well explained! Thanks!

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +4

      Glad you enjoyed!

    • @1qaz1qaz15
      @1qaz1qaz15 2 ปีที่แล้ว

      *Over

  • @jaydean5243
    @jaydean5243 4 ปีที่แล้ว +8

    Dr Trefor, as usual excellent videos, If there are any math/engineering students that don't "Ace" their exams it is THERE fault...Great JOB !

    • @DrTrefor
      @DrTrefor  4 ปีที่แล้ว

      Thank you!!

  • @NPCNo-xm2li
    @NPCNo-xm2li 9 หลายเดือนก่อน

    You are single-handedly carrying all my math related subjects throughout my degree.

  • @eggxecution
    @eggxecution 9 หลายเดือนก่อน +1

    at 10:00 I think you made a mistake in trigo identity, it should be (a-b) also (a+b) to prevent confusion. This identity is product to sum formula if I recall correctly

  • @hsotnicam
    @hsotnicam 4 ปีที่แล้ว +5

    Little known fact: the verb for convolution is "to convolve," which means to roll something together. Although it absolutely also "convoluted" the two functions - meaning making something more difficult to understand, it is not what it intend to do :-D

  • @PiyushPastor
    @PiyushPastor 3 ปีที่แล้ว +4

    Wow. Only if the classes were this good.

  • @RanbirSingh-no3mc
    @RanbirSingh-no3mc 2 ปีที่แล้ว +1

    Best video on TH-cam till date

  • @eric_welch
    @eric_welch 3 ปีที่แล้ว +5

    Just got yourself a new sub :) thank you for the concise way you explain things

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +3

      Thanks for subbing!

  • @ProfeARios
    @ProfeARios 5 หลายเดือนก่อน

    Great video. Thank you for sharing. Regards from Panama 🇵🇦

  • @visualgebra
    @visualgebra 4 ปีที่แล้ว

    You and Dr Peyam have best explanation of Convolution!

  • @rmb706
    @rmb706 2 ปีที่แล้ว +6

    Believe it or not, probability brought me here. I was looking for a more rigorous definition of a convolution. I never studied the Laplace transform. Interestingly enough, two nonnegative RVs that have the same Laplace transform have the same distribution.

  • @Ayrmodros
    @Ayrmodros ปีที่แล้ว

    Thanks so much. The example my teacher gived is so complicated and confusing. Your example helped me totally understand it.

  • @m7mdarwani964
    @m7mdarwani964 3 ปีที่แล้ว +3

    Clear and concise.

  • @JohnAbreu17
    @JohnAbreu17 3 ปีที่แล้ว +2

    Thank you for your great work. Probably missing a little comment about the Domain of *.

  • @TUCSKIRTHIKR
    @TUCSKIRTHIKR 3 ปีที่แล้ว +8

    Everybody : let us revise for tomorrow's exam
    Me at 12.am :

  • @zulhishamtan4308
    @zulhishamtan4308 2 ปีที่แล้ว

    Dr. Trefor....
    First of all, I like your T-Shirt.
    Thank you very much for sharing the knowledge.

  • @ase1362
    @ase1362 2 ปีที่แล้ว +3

    You are of great help. Thanks

  • @farukdemirel903
    @farukdemirel903 2 ปีที่แล้ว +1

    Great explanation! and also I liked the t-shirt..

  • @vicadegboye684
    @vicadegboye684 10 หลายเดือนก่อน +1

    Where did you get that your shirt from? I love it. I was hoping to see it in your store. Would definitely buy it if you're selling it

    • @DrTrefor
      @DrTrefor  10 หลายเดือนก่อน +1

      My wife actually gave it as a present years ago and I've never been able to find the exact one again!

    • @vicadegboye684
      @vicadegboye684 10 หลายเดือนก่อน

      @@DrTrefor Oh no! 😭

  • @paulkanucawec9489
    @paulkanucawec9489 ปีที่แล้ว

    What a concise explantation? Thank you Dr.

  • @AS-bg9lg
    @AS-bg9lg ปีที่แล้ว

    Hello, thanks for the video, I appreciate it!
    Btw, where did you get your t-shirt from? I like it, haha.

  • @joaomattos9271
    @joaomattos9271 ปีที่แล้ว +2

    Thank you very much!!!!!

  • @fernandogallardo3477
    @fernandogallardo3477 3 ปีที่แล้ว +2

    Good stuff for my signals and systems class.

  • @JOAE23
    @JOAE23 4 หลายเดือนก่อน

    Well explained. Thank you!

  • @sergiopallas4567
    @sergiopallas4567 2 ปีที่แล้ว

    I'm sure I can't be the only one with this question. Where can we get that t-shirt? As always great video, thanks for helping those in need!!

  • @SHAHHUSSAIN
    @SHAHHUSSAIN 4 ปีที่แล้ว +5

    As usual outstanding...❤❤👏👏

  • @amroalatasi2415
    @amroalatasi2415 2 ปีที่แล้ว

    That was very helpful Dr. Bazzet, thank you. Can you please send me the link of the shirt you’re wearing? It’s amazing.

  • @johanfrancis2001
    @johanfrancis2001 2 ปีที่แล้ว +1

    Dr you really doing a good job...appreciate ur work.
    ..

  • @codyfan1097
    @codyfan1097 ปีที่แล้ว +2

    Your videos are so helpful doc ❤️🙏

  • @beophobic9653
    @beophobic9653 2 หลายเดือนก่อน

    Great explanations!

  • @chinnamuniyandi2023jrf
    @chinnamuniyandi2023jrf หลายเดือนก่อน

    If limit has between negative infinity to t in the convolution formula instead of negative infinite to positive infinite, should we call LTI system? Please reply.

  • @hectorgalva7495
    @hectorgalva7495 3 ปีที่แล้ว +2

    So good, so far. Awesome!!!😄😄

  • @manrajmann4732
    @manrajmann4732 3 ปีที่แล้ว +1

    love from India sir !

  • @matteodare1706
    @matteodare1706 3 ปีที่แล้ว +5

    this is what i was looking for! thank you for the amazing video.

  • @uchiha_kakashi6716
    @uchiha_kakashi6716 ปีที่แล้ว +2

    so what is the difference between multiplication and convolution

  • @abang571
    @abang571 3 ปีที่แล้ว +6

    Dr, in your example, how can you get (2T - t) instead of (t - 2T) ? Help me out 🥺😭

    • @edilmarlulab7079
      @edilmarlulab7079 3 ปีที่แล้ว

      Use trigo. Identities
      from sin(T)sin(t-T)
      let A=T & B=t-T
      Then Subtract to get sinAsinB:
      cos(A-B) = cosAcosB + sinAsinB
      cos(A+B) = cosAcosB - sinAsinB
      cos(A-B) - cos(A+B) = 2sin(A)sin(B)
      sin(A)sin(B) = 1/2[cos(A-B) - cos(A+B)]
      Then Substitute: (A = T ; B = t-T)
      sin(T)sin(t-T) = 1/2{cos[(T) - (t - T)] - cos[(T) + (t - T)]}
      Then you get:
      sin(T)sin(t-T) = 1/2[cos(2T - t) - cos(t)]

    • @thejohncenafan100
      @thejohncenafan100 2 ปีที่แล้ว

      Cos is an even function therfore cos(x) = cos(-x) for every x in R.

    • @eggxecution
      @eggxecution 9 หลายเดือนก่อน

      I know what you meant fam, I saw the mistake in the video too. If you check the trigo identity he posted at 10:00 its (b-a) it should be (a-b) you'll arrive at 2T-t

  • @thepie-phitalks07
    @thepie-phitalks07 2 ปีที่แล้ว +1

    Please bring a video on generalized convolution ( reference t. M Apostol)

  • @yuzou2008
    @yuzou2008 3 ปีที่แล้ว +3

    I love ur T-Shirt!

  • @RAMKUMAR-rh4um
    @RAMKUMAR-rh4um 5 หลายเดือนก่อน

    Nice T shirt sir, covered all functions 😊

  • @philcooper279
    @philcooper279 2 ปีที่แล้ว +1

    Simply brilliant.

  • @JuntaoChu
    @JuntaoChu ปีที่แล้ว

    May I know where can I buy your t-shirt? It's so cute! (That blue one with many common math functions. )

  • @nnamdiYT
    @nnamdiYT ปีที่แล้ว

    I heard another term called polynomial mutiplication used exchangable with the convulution.Are they the same or different?How do they relate?

  • @muhammadfaizan2232
    @muhammadfaizan2232 3 ปีที่แล้ว +1

    Clear and Great

  • @universalalgorithm3263
    @universalalgorithm3263 2 ปีที่แล้ว +2

    Why do convolutions need to be so convoluted?

  • @gulsumsecilsermet8583
    @gulsumsecilsermet8583 4 หลายเดือนก่อน

    Thank you for the explanation. There is just one thing which is bother me. Sometimes speak rate is very fast then it becomes slow suddenly. Sometimes I couldn't understand that I needed to slow the video and it can be distructor.

  • @master_zenrade
    @master_zenrade 3 ปีที่แล้ว +2

    Whoah T shirt 👚 contains summary of one year of Mathematics.

  • @tjk581
    @tjk581 3 ปีที่แล้ว +3

    I don't know. The definition of convolution is integral from 0 to t, or from -inf to +inf? In different sources, it's defined differently. Can someone explain?

    • @DrTrefor
      @DrTrefor  3 ปีที่แล้ว +5

      If f and g are zero for negative values, then they are the same and the int from negative infinity to infinity is the same as 0 to t

    • @tjk581
      @tjk581 3 ปีที่แล้ว

      @@DrTrefor But for evaluating convolution of f(x)=g(x)=sin(x) you used integral form 0 to t , when sin(x) isn't 0 for negative x.

    • @angelmendez-rivera351
      @angelmendez-rivera351 3 ปีที่แล้ว +2

      @@tjk581 But the Laplace transform only cares about the values of f(x) for positive x, so you can define f piecewise so that it is sin(x) only for x > 0, giving the result in the video.

  • @procerpat9223
    @procerpat9223 2 ปีที่แล้ว +1

    Nicely done

  • @sogol2261
    @sogol2261 2 ปีที่แล้ว +1

    Great video. 👍👍👍

  • @raghuveerdani4046
    @raghuveerdani4046 ปีที่แล้ว

    How did the sign of integral change? I did not get that part. What of we are integrating from -inf to inf??

  • @j.o.5957
    @j.o.5957 3 ปีที่แล้ว

    Although I might not understand much of this yet, I'm beginning to grasp how to do the calculations

  • @sujanban686
    @sujanban686 3 หลายเดือนก่อน

    I looked at your T-shirt more times than I used in the class.

  • @superdahoho
    @superdahoho 4 ปีที่แล้ว +4

    nice shirt btw, where can I get it?

    • @rtusiime
      @rtusiime 3 ปีที่แล้ว

      I'm wondering the same thing

  • @michaelholland5424
    @michaelholland5424 ปีที่แล้ว +1

    very nice video.

  • @prashantjoshi5389
    @prashantjoshi5389 ปีที่แล้ว

    6:25 but why is L[f(t) * g(t)] = F(s) . G(s) ? Is there a different derivation for this property??

  • @armanfahradyan6207
    @armanfahradyan6207 ปีที่แล้ว

    Great video, but actually I think sin function on your T-shirt is flipped, it is -sin ))

  • @MisterBinx
    @MisterBinx 3 ปีที่แล้ว +1

    I need to solved this integral and it really confuses me. I don't understand that t-tau part being in the argument.

  • @kenny44871
    @kenny44871 4 ปีที่แล้ว

    Great video as usual

  • @MrMobi007
    @MrMobi007 3 ปีที่แล้ว +1

    the only thing wrong with this video is we still don't know where to get the epic t-shirt.

  • @rajkumarray2907
    @rajkumarray2907 4 ปีที่แล้ว

    How can we solve linear differential equations of first order derivative like - dy/dx - y/x = (2x) whole cube by Laplace transform. Please sir, plzz reply

    • @rajkumarray2907
      @rajkumarray2907 4 ปีที่แล้ว

      @@DrTrefor Thanks sir, i love ur channel. You are doing a great job.

  • @blackspitit
    @blackspitit 3 ปีที่แล้ว

    Hi, how is this related to a convolution in a Convolutional Neural Network?

  • @MachoMandem
    @MachoMandem 3 ปีที่แล้ว

    I subbed for the shirt, stayed for the video

  • @leixiao169
    @leixiao169 2 ปีที่แล้ว

    Where can we buy the T-shirt you wear ☺️?

  • @liheather2367
    @liheather2367 3 ปีที่แล้ว

    where did you get this Tshirt, professor?

  • @Acesushii
    @Acesushii 3 ปีที่แล้ว

    what about differential property? time shift and fourier ? halpp ;u;

  • @jacobanderson5693
    @jacobanderson5693 4 ปีที่แล้ว +1

    Thanks so much.

  • @neptune8422
    @neptune8422 3 ปีที่แล้ว +1

    I like your T shirt!

  • @ahmedesamamer
    @ahmedesamamer 3 ปีที่แล้ว +1

    Where can l get that T shirt ?

  • @noureldinechaker131
    @noureldinechaker131 2 ปีที่แล้ว +1

    spent more time looking at the shirt than actually paying attention XD

  • @twillkickers
    @twillkickers 2 ปีที่แล้ว

    At 4:00, how does dtau turn into negative du? Where did the t go?

  • @KhinThazin-nx8xd
    @KhinThazin-nx8xd 4 หลายเดือนก่อน

    Thank you

  • @SuperHovik
    @SuperHovik ปีที่แล้ว

    How did you get -(1/2)tcost?

  • @theblitz1687
    @theblitz1687 10 หลายเดือนก่อน

    this was great

  • @sajjad213
    @sajjad213 4 ปีที่แล้ว

    Hi.
    in fourier analysis instead of 0 and t, we write -∞ and +∞ for bounds.
    why there is a difference between these two?

    • @rezhaadriantanuharja3389
      @rezhaadriantanuharja3389 4 ปีที่แล้ว +1

      Sajad in this video, the value of f(x) and g(x) is 0 when x < 0. This is the normal approach to evaluate system’s response since we assume the input function is applied to system at t = 0 and before t = 0, we do not do anything to the system.

    • @sajjad213
      @sajjad213 4 ปีที่แล้ว

      @@rezhaadriantanuharja3389 what about the upper bound?

    • @rezhaadriantanuharja3389
      @rezhaadriantanuharja3389 4 ปีที่แล้ว

      Sajad If tau > t, then (t - tau) < 0 and g(t-tau) = 0

    • @sajjad213
      @sajjad213 4 ปีที่แล้ว

      @@rezhaadriantanuharja3389 Thank you

  • @epicmorphism2240
    @epicmorphism2240 4 ปีที่แล้ว

    Fun question: A(f,g)=Lf*Lg
    What is A?

  • @kexinsaw7092
    @kexinsaw7092 2 ปีที่แล้ว +1

    I like your shirt!

  • @gregmcmahan7420
    @gregmcmahan7420 2 ปีที่แล้ว

    This is a great series. Stats question. Could you do a video on using the Laplace transform to get a characteristic function of a pdf?
    If possible, example 1 compares the moment generating function to the characteristic function of a pdf.
    Example 2 does a pdf with an undefined moment generating function to show how the characteristic function is more broadly defined.

  • @x_ma_ryu_x
    @x_ma_ryu_x 2 ปีที่แล้ว +1

    life saver

  • @felixgomez5085
    @felixgomez5085 3 ปีที่แล้ว +1

    Nice !

  • @stringsam
    @stringsam 4 ปีที่แล้ว

    really well explained :)

  • @tesset8828
    @tesset8828 4 ปีที่แล้ว +1

    your shirt but y is the indicator function on a dense set :)

  • @jing-chingchen2333
    @jing-chingchen2333 4 ปีที่แล้ว +1

    thanks for the lecture for explaining convolution, but maybe need review a couple of times just to catch up with your fluent explanation......haha

  • @asadshamsiev2462
    @asadshamsiev2462 2 ปีที่แล้ว

    Thank you Marc Gasol

  • @josephhajj1570
    @josephhajj1570 4 ปีที่แล้ว

    Oh thanks I'm taking electricity course and I'm using it very much

    • @josephhajj1570
      @josephhajj1570 4 ปีที่แล้ว

      @@DrTrefor yeah of course it's almost all EM based on laplace transform for signals....

  • @sergiomanzetti1021
    @sergiomanzetti1021 2 ปีที่แล้ว

    Where can I get that t-shirt?

  • @cbkt35
    @cbkt35 2 ปีที่แล้ว +1

    1.59 i guess it is not a function of t but tau. the way you wrote it down.

  • @NimbusAbi
    @NimbusAbi 3 ปีที่แล้ว +1

    where can i get this shirt?