Uploaded April 2018 | Updated September 2026, 2 weeks ago
In this lesson, I introduce the convolution integral. I begin by providing intuition behind the convolution integral as a measure of the degree to which two functions overlap while one sweeps across the other. I demonstrate this intuition by showing that the convolution of two box functions is a triangle.
I then move on to proving the Convolution Theorem for Fourier Transforms, and discussing how it compares to the Convolution Theorem for Laplace Transforms. The proof for Fourier Transforms is relatively simple, but the proof for Laplace Transforms is a bit more difficult (if you really want to see the Laplace Transform proof, I can make another video but I've put it off for now).
Questions/requests? Let me know in the comments! Hopefully the intuition I provided was sufficiently clear.
Prereqs: Very basic knowledge of Fourier and Laplace Transforms (i.e. you just need to know what they are and what they're used for), ODEs, and integration. Playlist: youtube.com/playlist?list=PLdgVBOaXkb9ATVsK2Q84ghjBgIk5faHNc
Lecture Notes: drive.google.com/open?id=1dDWYNk5SpzhkI7ep_PS2m74El17aeMiK
Patreon: patreon.com/user?u=4354534
Twitter: twitter.com/FacultyOfKhan
Special thanks to my Patrons for supporting me at the $5 level or higher:
- Jose Lockhart
- Yuan Gao
- Justin Hill
- Marcin Maciejewski
- Jacob Soares
- Yenyo Pal
- Chi
- Lisa Bouchard
In this lesson, I introduce the convolution integral. I begin by providing intuition behind the convolution integral as a measure of the degree to which two functions overlap while one sweeps across the other. I demonstrate this intuition by showing that the convolution of two box functions is a triangle.
I then move on to proving the Convolution Theorem for Fourier Transforms, and discussing how it compares to the Convolution Theorem for Laplace Transforms. The proof for Fourier Transforms is relatively simple, but the proof for Laplace Transforms is a bit more difficult (if you really want to see the Laplace Transform proof, I can make another video but I've put it off for now).
Questions/requests? Let me know in the comments! Hopefully the intuition I provided was sufficiently clear.
Prereqs: Very basic knowledge of Fourier and Laplace Transforms (i.e. you just need to know what they are and what they're used for), ODEs, and integration. Playlist: youtube.com/playlist?list=PLdgVBOaXkb9ATVsK2Q84ghjBgIk5faHNc
Lecture Notes: drive.google.com/open?id=1dDWYNk5SpzhkI7ep_PS2m74El17aeMiK
Patreon: patreon.com/user?u=4354534
Twitter: twitter.com/FacultyOfKhan
Special thanks to my Patrons for supporting me at the $5 level or higher:
- Jose Lockhart
- Yuan Gao
- Justin Hill
- Marcin Maciejewski
- Jacob Soares
- Yenyo Pal
- Chi
- Lisa Bouchard
