The Convolution of Two Functions | Definition & Properties

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.

This is part of my series on the Laplace Transform in my Differential Equations Playlist:    • Laplace Transforms and Solving ODEs  


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