Convolution Integrals — Question 8

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Question 8

All functions are causal (zero for t<0t<0). Use the one-sided Laplace transform and (f*g)(t)=∫0tf(t−u)g(u)du(f*g)(t)=\int_0^t f(t-u)g(u)\,du. Write Ha(t)=0H_a(t)=0 for t<at<a and 11 for t≥at\ge a. Values at isolated endpoints do not affect an ordinary integral.

Suppose an ordinary continuous input ff produces z=e−t*fz=e^{-t}*f. No impulses and no nonzero initial state are allowed. Consider the desired output z0(t)=te−tz_0(t)=te^{-t} and the perturbed outputs zε,N(t)=te−t+εe−tsin⁡(Nt),ε>0,N∈{1,2,…}.z_{\varepsilon,N}(t)=te^{-t}+\varepsilon e^{-t}\sin(Nt), \qquad \varepsilon>0,\quad N\in\{1,2,\ldots\}.

Tasks

  1. Characterize all continuously differentiable outputs obtainable from such inputs, and prove uniqueness of the recovered input.

  2. Recover the input for z0z_0. Decide whether the target z(t)=e−tz(t)=e^{-t} is obtainable, explaining why differentiating alone can give a misleading answer.

  3. Recover the input for zε,Nz_{\varepsilon,N} and bound its output error in the uniform norm on [0,∞)[0,\infty). Compute the input error at zero.

  4. Choose a sequence ε=εN→0\varepsilon=\varepsilon_N\to 0 for which the output errors tend uniformly to zero but the input errors grow without bound. Interpret what this means for reconstruction from approximate measurements.

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Question 8 – Solution

Strategy. Inversion differentiates the output. Check the initial-value restriction before using that derivative formula.

Step 1: Derive and prove the inverse rule. Differentiation under the integral gives z′=f−zz'=f-z, z(0)=0z(0)=0. Therefore a C1C^1 target is obtainable exactly when it starts at zero, and its only possible continuous input is f=z′+z\boxed{f=z'+z}. Conversely, for this input, the target and the convolution solve the same IVP w′+w=fw'+w=f, w(0)=0w(0)=0. Uniqueness proves they agree.

Step 2: Check two targets. For z0=te−tz_0=te^{-t}, z0′+z0=e−tz_0'+z_0=e^{-t}, so the input is f0=e−tf_0=e^{-t}. The target e−te^{-t} is impossible because its value at zero is 11. Although its derivative plus itself is zero, a zero input with zero initial state produces the zero output. Differentiation discards the missing initial condition.

Step 3: Differentiate the perturbation. The two exponential-derivative terms cancel, leaving fε,N=e−t+εNe−tcos⁡(Nt).\boxed{f_{\varepsilon,N}=e^{-t}+\varepsilon N e^{-t}\cos(Nt).} All these inputs are continuous, and the target outputs vanish at zero. The uniform output error is at most ε\varepsilon because e−t|sin⁡Nt|≤1e^{-t}|\sin Nt|\le 1. The input error at zero is εN\varepsilon N; in fact this is its uniform norm since e−t|cos⁡Nt|≤1e^{-t}|\cos Nt|\le 1.

Step 4: Exhibit the instability. Take εN=N−1/2\varepsilon_N=N^{-1/2}. Then ∥zεN,N−z0∥∞≤N−1/2→0,∥fεN,N−f0∥∞=N→∞.\|z_{\varepsilon_N,N}-z_0\|_\infty\le N^{-1/2}\to 0, \qquad\|f_{\varepsilon_N,N}-f_0\|_\infty=\sqrt N\to\infty. Thus the inverse is not continuous in the uniform output norm, even on smooth attainable outputs. Small high-frequency measurement errors can produce large reconstruction errors. The figure uses ε=0.05\varepsilon=0.05, N=12N=12; each panel compares its own exact and perturbed functions.

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