1 00:00:10,000 --> 00:00:16,000 Today is going to be one of the more difficult lectures of the 2 00:00:14,000 --> 00:00:20,000 term. So, put on your thinking caps, 3 00:00:17,000 --> 00:00:23,000 as they would say in elementary school. 4 00:00:20,000 --> 00:00:26,000 The topic is going to be what's called a convolution. 5 00:00:25,000 --> 00:00:31,000 The convolution is something very peculiar that you do to two 6 00:00:29,000 --> 00:00:35,000 functions to get a third function. 7 00:00:32,000 --> 00:00:38,000 It has its own special symbol. f of t asterisk is the 8 00:00:38,000 --> 00:00:44,000 universal symbol that's used for that. 9 00:00:41,000 --> 00:00:47,000 So, this is a new function of t, which bears very little 10 00:00:45,000 --> 00:00:51,000 resemblance to the ones, f of t, that you started with. 11 00:00:50,000 --> 00:00:56,000 I'm going to give you the formula for it, 12 00:00:53,000 --> 00:00:59,000 but first, there are two ways of motivating it, 13 00:00:57,000 --> 00:01:03,000 and both are important. There is a formal motivation, 14 00:01:02,000 --> 00:01:08,000 which is why it's tucked into the section on Laplace 15 00:01:07,000 --> 00:01:13,000 transform. And, the formal motivation is 16 00:01:10,000 --> 00:01:16,000 the following. Suppose we start with the 17 00:01:13,000 --> 00:01:19,000 Laplace transform of those two functions. 18 00:01:17,000 --> 00:01:23,000 Now, the most natural question to ask is, since Laplace 19 00:01:22,000 --> 00:01:28,000 transforms are really a pain to calculate is from old Laplace 20 00:01:27,000 --> 00:01:33,000 transforms, is it easy to get new ones? 21 00:01:32,000 --> 00:01:38,000 And, the first thing, of course, summing functions is 22 00:01:35,000 --> 00:01:41,000 easy. That gives you the sum of the 23 00:01:37,000 --> 00:01:43,000 transforms. But, a more natural question 24 00:01:40,000 --> 00:01:46,000 would be, suppose I want to multiply F of t and G 25 00:01:43,000 --> 00:01:49,000 of t. Is there, hopefully, 26 00:01:45,000 --> 00:01:51,000 some neat formula? If I multiply the product of 27 00:01:48,000 --> 00:01:54,000 the, take the product of these two, is there some neat formula 28 00:01:52,000 --> 00:01:58,000 for the Laplace transform of that product? 29 00:01:55,000 --> 00:02:01,000 That would simply life greatly. And, the answer is, 30 00:01:58,000 --> 00:02:04,000 there is no such formula. And there never will be. 31 00:02:03,000 --> 00:02:09,000 Well, we will not give up entirely. 32 00:02:05,000 --> 00:02:11,000 Suppose we ask the other question. 33 00:02:08,000 --> 00:02:14,000 Suppose instead I multiply the Laplace transforms. 34 00:02:11,000 --> 00:02:17,000 Could that be related to something I cook up out of F of 35 00:02:15,000 --> 00:02:21,000 t and G of t? Could it be the transform of 36 00:02:20,000 --> 00:02:26,000 something I cook up out of F of t or G of t? 37 00:02:23,000 --> 00:02:29,000 And, that's what the convolution is for. 38 00:02:26,000 --> 00:02:32,000 The answer is that F of s times G of s turns out 39 00:02:31,000 --> 00:02:37,000 to be the Laplace transform of the convolution. 40 00:02:36,000 --> 00:02:42,000 The convolution, and that's one way of defining 41 00:02:40,000 --> 00:02:46,000 it, is the function of t you should put it there in order 42 00:02:45,000 --> 00:02:51,000 that its Laplace transform turn out to be the product of F of s 43 00:02:50,000 --> 00:02:56,000 times G of s. Now, I'll give you, 44 00:02:54,000 --> 00:03:00,000 in a moment, the formula for it. 45 00:02:57,000 --> 00:03:03,000 But, I'll give you one and a quarter minutes, 46 00:03:01,000 --> 00:03:07,000 well, two minutes of motivation as to why there should be such 47 00:03:07,000 --> 00:03:13,000 formula. Now, I won't calculate this out 48 00:03:10,000 --> 00:03:16,000 to the end because I don't have time. 49 00:03:13,000 --> 00:03:19,000 But, here's the reason why there should be such formula. 50 00:03:16,000 --> 00:03:22,000 And, you might suspect, and therefore it would be worth 51 00:03:19,000 --> 00:03:25,000 looking for. It's because, 52 00:03:21,000 --> 00:03:27,000 remember, I told you where the Laplace transform came from, 53 00:03:24,000 --> 00:03:30,000 that the Laplace transform was the continuous analog of a power 54 00:03:28,000 --> 00:03:34,000 series. So, when you ask a general 55 00:03:31,000 --> 00:03:37,000 question like that, the place to look for is if you 56 00:03:34,000 --> 00:03:40,000 know an analogous idea, say, does it work. 57 00:03:37,000 --> 00:03:43,000 something like that work there? So, here I have a power series 58 00:03:41,000 --> 00:03:47,000 summation, (a)n x to the n. 59 00:03:43,000 --> 00:03:49,000 Remember, you can write this in computer notation as a of n 60 00:03:47,000 --> 00:03:53,000 to make it look like f of n, 61 00:03:50,000 --> 00:03:56,000 f of t. And, the analog is turned into 62 00:03:53,000 --> 00:03:59,000 t when you turn a power series into the Laplace transform, 63 00:03:57,000 --> 00:04:03,000 and x gets turned into e to the negative s, 64 00:04:01,000 --> 00:04:07,000 and one formula just turns into the other. 65 00:04:05,000 --> 00:04:11,000 Okay, so, there's a formula for F of x. 66 00:04:08,000 --> 00:04:14,000 This is the analog of the Laplace transform. 67 00:04:12,000 --> 00:04:18,000 And, similarly, G of x here is 68 00:04:15,000 --> 00:04:21,000 summation (b)n x to the n. 69 00:04:18,000 --> 00:04:24,000 Now, again, the naīve question would be, well, 70 00:04:21,000 --> 00:04:27,000 suppose I multiply the two corresponding coefficients 71 00:04:25,000 --> 00:04:31,000 together, and add up that power series, summation (a)n (b)n 72 00:04:30,000 --> 00:04:36,000 times x to the n. 73 00:04:34,000 --> 00:04:40,000 Is that somehow, that sum related to F and G? 74 00:04:37,000 --> 00:04:43,000 And, of course, everybody knows the answer to 75 00:04:40,000 --> 00:04:46,000 that is no. It has no relation whatever. 76 00:04:44,000 --> 00:04:50,000 But, suppose instead I multiply these two guys. 77 00:04:47,000 --> 00:04:53,000 In that case, I'll get a new power series. 78 00:04:50,000 --> 00:04:56,000 I don't know what its coefficients are, 79 00:04:53,000 --> 00:04:59,000 but let's write them down. Let's just call them (c)n's. 80 00:04:58,000 --> 00:05:04,000 So, what I'm asking is, this corresponds to the product 81 00:05:02,000 --> 00:05:08,000 of the two Laplace transforms. And, what I want to know is, 82 00:05:08,000 --> 00:05:14,000 is there a formula which says that (c)n is equal to something 83 00:05:14,000 --> 00:05:20,000 that can be calculated out of the (a)i and the (b)j. 84 00:05:19,000 --> 00:05:25,000 Now, the answer to that is, yes, there is. 85 00:05:24,000 --> 00:05:30,000 And, the formula for (c)n is called the convolution. 86 00:05:30,000 --> 00:05:36,000 Now, you could figure out this formula yourself. 87 00:05:33,000 --> 00:05:39,000 You figure it out. Anyone who's smart enough to be 88 00:05:36,000 --> 00:05:42,000 interested in the question in the first place is smart enough 89 00:05:41,000 --> 00:05:47,000 to figure out what that formula is. 90 00:05:43,000 --> 00:05:49,000 And, it will give you great pleasure to see that it's just 91 00:05:47,000 --> 00:05:53,000 like the formula for the convolution of going to give you 92 00:05:51,000 --> 00:05:57,000 now. So, what is that formula for 93 00:05:54,000 --> 00:06:00,000 the convolution? Okay, hang on. 94 00:05:56,000 --> 00:06:02,000 Now, you are not going to like it. 95 00:06:00,000 --> 00:06:06,000 But, you didn't like the formula for the Laplace 96 00:06:03,000 --> 00:06:09,000 transform, either. You felt wiser, 97 00:06:06,000 --> 00:06:12,000 grown-up getting it. But it's a mouthful to swallow. 98 00:06:10,000 --> 00:06:16,000 It's something you get used to slowly. 99 00:06:13,000 --> 00:06:19,000 And, you will get used to the convolution equally slowly. 100 00:06:17,000 --> 00:06:23,000 So, what is the convolution of f of t and g of t? 101 00:06:22,000 --> 00:06:28,000 It's a function calculated 102 00:06:25,000 --> 00:06:31,000 according to the corresponding formula. 103 00:06:28,000 --> 00:06:34,000 It's a function of t. It is the integral from zero to 104 00:06:32,000 --> 00:06:38,000 t of f of u, -- u is a dummy variable because 105 00:06:37,000 --> 00:06:43,000 it's going to be integrated out when I do the integration, 106 00:06:43,000 --> 00:06:49,000 g of (t minus u) dt. 107 00:06:49,000 --> 00:06:55,000 That's it. 108 00:06:50,000 --> 00:06:56,000 I didn't make it up. I'm just varying the bad news. 109 00:06:55,000 --> 00:07:01,000 Well, what do you do when you see a formula? 110 00:07:00,000 --> 00:07:06,000 Well, the first thing to do, of course, is try calculating 111 00:07:05,000 --> 00:07:11,000 just to get some feeling for what kind of a thing, 112 00:07:10,000 --> 00:07:16,000 you know. Let's try some examples. 113 00:07:14,000 --> 00:07:20,000 Let's see, let's calculate, what would be a modest 114 00:07:18,000 --> 00:07:24,000 beginning? Let's calculate the convolution 115 00:07:21,000 --> 00:07:27,000 of t with itself. Or, better yet, 116 00:07:24,000 --> 00:07:30,000 let's calculate the convolution just so that you could tell the 117 00:07:28,000 --> 00:07:34,000 difference, t with t squared, t squared with t, 118 00:07:32,000 --> 00:07:38,000 to make it a little easier. By the way, the convolution is 119 00:07:37,000 --> 00:07:43,000 symmetric. f star g is the same thing as g 120 00:07:40,000 --> 00:07:46,000 star f. Let's put that down explicitly. 121 00:07:43,000 --> 00:07:49,000 I forgot to last period. So, tell all the guys who came 122 00:07:47,000 --> 00:07:53,000 to the one o'clock lecture that you know something that they 123 00:07:51,000 --> 00:07:57,000 don't. Now, that's a theory. 124 00:07:53,000 --> 00:07:59,000 It's commutative. This operation is commutative, 125 00:07:57,000 --> 00:08:03,000 in other words. Now, that has to be a theorem 126 00:08:00,000 --> 00:08:06,000 because the formula is not symmetric. 127 00:08:04,000 --> 00:08:10,000 The formula does not treat f and g equally. 128 00:08:07,000 --> 00:08:13,000 And therefore, this is not obvious. 129 00:08:11,000 --> 00:08:17,000 It's at least not obvious if you look at it that way, 130 00:08:15,000 --> 00:08:21,000 but it is obvious if you look at it that way. 131 00:08:19,000 --> 00:08:25,000 Why? In other words, 132 00:08:21,000 --> 00:08:27,000 f star g is the guy whose Laplace transform is F of 133 00:08:27,000 --> 00:08:33,000 s times G of s. Well, what would g star f? 134 00:08:33,000 --> 00:08:39,000 That would be the guy whose 135 00:08:35,000 --> 00:08:41,000 Laplace transform is G times F. 136 00:08:37,000 --> 00:08:43,000 But capital F times capital G is the same as capital G times 137 00:08:41,000 --> 00:08:47,000 capital F. So, it's because the Laplace 138 00:08:45,000 --> 00:08:51,000 transforms are commutative. Ordinary multiplication is 139 00:08:48,000 --> 00:08:54,000 commutative. It follows that this has to be 140 00:08:51,000 --> 00:08:57,000 commutative, too. So, I'll write that down, 141 00:08:54,000 --> 00:09:00,000 since F times G is equal to GF. And, you have to understand 142 00:08:58,000 --> 00:09:04,000 that here, I mean that these are the Laplace transforms of those 143 00:09:02,000 --> 00:09:08,000 guys. But, it's not obvious from the 144 00:09:06,000 --> 00:09:12,000 formula. Okay, let's calculate the 145 00:09:08,000 --> 00:09:14,000 Laplace transform of, sorry, the convolution of t 146 00:09:11,000 --> 00:09:17,000 star, let's do it by the formula. 147 00:09:14,000 --> 00:09:20,000 All right, by the formula, I calculate integral zero to t. 148 00:09:18,000 --> 00:09:24,000 Now, I take the first function, but I change its variable to 149 00:09:23,000 --> 00:09:29,000 the dummy variable, u. 150 00:09:24,000 --> 00:09:30,000 So, that's u squared. I take the second function and 151 00:09:28,000 --> 00:09:34,000 replace its variable by u minus t. 152 00:09:33,000 --> 00:09:39,000 So, this is times t minus u, sorry. 153 00:09:38,000 --> 00:09:44,000 Okay, do you see that to calculate this is what I have to 154 00:09:45,000 --> 00:09:51,000 write down? That's what the formula 155 00:09:49,000 --> 00:09:55,000 becomes. Anything wrong? 156 00:09:51,000 --> 00:09:57,000 Oh, sorry, the du, the integration's with expect 157 00:09:57,000 --> 00:10:03,000 to u, of course. Thanks very much. 158 00:10:03,000 --> 00:10:09,000 Okay, let's do it. So, it is, integral of u 159 00:10:06,000 --> 00:10:12,000 squared t is, remember, it's integrated with 160 00:10:10,000 --> 00:10:16,000 respect to u. So, it's u cubed over three 161 00:10:13,000 --> 00:10:19,000 times t. The rest of it is the integral 162 00:10:17,000 --> 00:10:23,000 of u cubed, which is u to the forth over 163 00:10:21,000 --> 00:10:27,000 four. All this is to be evaluated 164 00:10:24,000 --> 00:10:30,000 between zero and t at the upper limit. 165 00:10:27,000 --> 00:10:33,000 So, I put u equal t, I get t to the forth over three 166 00:10:32,000 --> 00:10:38,000 minus t to the forth over four. 167 00:10:38,000 --> 00:10:44,000 Of course, at the lower limit, u is zero. 168 00:10:41,000 --> 00:10:47,000 So, both of these are terms of zero. 169 00:10:43,000 --> 00:10:49,000 There's nothing there. And, the answer is, 170 00:10:46,000 --> 00:10:52,000 therefore, t to the forth divided by, 171 00:10:49,000 --> 00:10:55,000 a third minus a quarter is a twelfth. 172 00:10:53,000 --> 00:10:59,000 So, that's doing it from the formula. 173 00:10:56,000 --> 00:11:02,000 But, of course, there is an easier way to do 174 00:10:59,000 --> 00:11:05,000 it. We can cheat and use the 175 00:11:01,000 --> 00:11:07,000 Laplace transform instead. If I Laplace transform it, 176 00:11:06,000 --> 00:11:12,000 the Laplace transform of t squared is what? 177 00:11:10,000 --> 00:11:16,000 It's two factorial divided by s cubed. 178 00:11:13,000 --> 00:11:19,000 The Laplace transform of t 179 00:11:16,000 --> 00:11:22,000 is one divided by s squared. 180 00:11:20,000 --> 00:11:26,000 And so, because this is the convolution of these, 181 00:11:24,000 --> 00:11:30,000 it should correspond to the product of the Laplace 182 00:11:28,000 --> 00:11:34,000 transforms, which is two over s to the 5th power. 183 00:11:34,000 --> 00:11:40,000 Well, is that the same as this? What's the Laplace transform 184 00:11:38,000 --> 00:11:44,000 of, in other words, what's the inverse Laplace 185 00:11:42,000 --> 00:11:48,000 transform of two over s to the fifth? 186 00:11:47,000 --> 00:11:53,000 Well, the inverse Laplace transform of four factorial over 187 00:11:51,000 --> 00:11:57,000 s to the fifth is how much? 188 00:11:55,000 --> 00:12:01,000 That's t to the forth, right? 189 00:11:58,000 --> 00:12:04,000 Now, how does this differ? Well, to turn that into that, 190 00:12:03,000 --> 00:12:09,000 I should divide by four times three. 191 00:12:06,000 --> 00:12:12,000 So, this should be one twelfth t to the forth, 192 00:12:10,000 --> 00:12:16,000 one over four times three because this is 24, 193 00:12:13,000 --> 00:12:19,000 and that's two, so, divide by 12 to determine 194 00:12:15,000 --> 00:12:21,000 what constant, yeah. 195 00:12:17,000 --> 00:12:23,000 So, it works, at least in that case. 196 00:12:19,000 --> 00:12:25,000 But now, notice that this is not an ordinary product. 197 00:12:22,000 --> 00:12:28,000 The convolution of t squared and t is not something 198 00:12:26,000 --> 00:12:32,000 like t cubed. It's something like t to the 199 00:12:30,000 --> 00:12:36,000 forth, and there's a funny constant in there, 200 00:12:33,000 --> 00:12:39,000 too, very unpredictable. Let's look at the convolution. 201 00:12:38,000 --> 00:12:44,000 Let's take another example of the convolution. 202 00:12:41,000 --> 00:12:47,000 Let's do something really humble just assure you that 203 00:12:45,000 --> 00:12:51,000 this, even at the simplest example, this is not trivial. 204 00:12:50,000 --> 00:12:56,000 Let's take the convolution of f of t with one. 205 00:12:54,000 --> 00:13:00,000 Can you take, yeah, one is a function just 206 00:12:57,000 --> 00:13:03,000 like any function. But, you get something out of 207 00:13:01,000 --> 00:13:07,000 the convolution, yes, yes. 208 00:13:03,000 --> 00:13:09,000 Let's just write down the formula. 209 00:13:05,000 --> 00:13:11,000 Now, I can't use the Laplace transform here because you won't 210 00:13:09,000 --> 00:13:15,000 know what to do with it. You don't have that formula 211 00:13:13,000 --> 00:13:19,000 yet. It's a secret one that only I 212 00:13:15,000 --> 00:13:21,000 know. So, let's do it. 213 00:13:16,000 --> 00:13:22,000 Let's calculate it out the way it was supposed to. 214 00:13:19,000 --> 00:13:25,000 So, it's the integral from zero to t of f of u, 215 00:13:23,000 --> 00:13:29,000 and now, what do I do with that one? 216 00:13:25,000 --> 00:13:31,000 I'm supposed to take, one is the function g of t, 217 00:13:29,000 --> 00:13:35,000 and wherever I see a t, I'm supposed to plug in t 218 00:13:32,000 --> 00:13:38,000 minus u. Well, I don't see any t there. 219 00:13:39,000 --> 00:13:45,000 But that's something for rejoicing. 220 00:13:43,000 --> 00:13:49,000 There's nothing to do to make the substitution. 221 00:13:48,000 --> 00:13:54,000 It's just one. So, the answer is, 222 00:13:52,000 --> 00:13:58,000 it's this curious thing. The convolution of a function 223 00:13:58,000 --> 00:14:04,000 with one, you integrate it from zero to t. 224 00:14:04,000 --> 00:14:10,000 Well, as they said in Alice in Wonderland, things are getting 225 00:14:08,000 --> 00:14:14,000 curiouser and curiouser. I mean, what is going on with 226 00:14:12,000 --> 00:14:18,000 this crazy function, and where are we supposed to 227 00:14:16,000 --> 00:14:22,000 start with it? Well, I'm going to prove this 228 00:14:19,000 --> 00:14:25,000 for you, mostly because the proof is easy. 229 00:14:23,000 --> 00:14:29,000 In other words, I'm going to prove that that's 230 00:14:26,000 --> 00:14:32,000 true. And, as I give the proof, 231 00:14:29,000 --> 00:14:35,000 you'll see where the convolution is coming from. 232 00:14:32,000 --> 00:14:38,000 That's number one. And, number two, 233 00:14:34,000 --> 00:14:40,000 the real reason I'm giving you the proof: because it's a 234 00:14:38,000 --> 00:14:44,000 marvelous exercise in changing the variables in a double 235 00:14:42,000 --> 00:14:48,000 integral. Now, that's something you all 236 00:14:44,000 --> 00:14:50,000 know how to do, even the ones who are taking 237 00:14:47,000 --> 00:14:53,000 18.02 concurrently, and I didn't advise you to do 238 00:14:50,000 --> 00:14:56,000 that. But, I've arranged the course 239 00:14:52,000 --> 00:14:58,000 so it's possible to do. But, I knew that by the time we 240 00:14:56,000 --> 00:15:02,000 got to this, you would already know how to change variables at 241 00:15:00,000 --> 00:15:06,000 a double integral. So, and in fact, 242 00:15:04,000 --> 00:15:10,000 you will have the advantage of remembering how to do it because 243 00:15:10,000 --> 00:15:16,000 you just had it about a week or two ago, whereas all the other 244 00:15:15,000 --> 00:15:21,000 guys, it's something dim in their distance. 245 00:15:19,000 --> 00:15:25,000 So, I'm reviewing how to change variables at a double integral. 246 00:15:25,000 --> 00:15:31,000 I'm showing you it's good for something. 247 00:15:29,000 --> 00:15:35,000 So, what we are out to try to prove is this formula. 248 00:15:33,000 --> 00:15:39,000 Let's put that down in, so you understand. 249 00:15:39,000 --> 00:15:45,000 Okay, let's do it. Now, we'll use the desert 250 00:15:41,000 --> 00:15:47,000 island method. So, you have as much time as 251 00:15:44,000 --> 00:15:50,000 you want. You're on a desert island. 252 00:15:46,000 --> 00:15:52,000 In fact, I'm going to even go it the opposite way. 253 00:15:49,000 --> 00:15:55,000 I'm going to start with-- you've got a lot of time on your 254 00:15:53,000 --> 00:15:59,000 hands and say, gee, I wonder if I take the 255 00:15:56,000 --> 00:16:02,000 product of the Laplace transforms, I wonder if there's 256 00:15:59,000 --> 00:16:05,000 some crazy function I could put in there, which would make 257 00:16:03,000 --> 00:16:09,000 things work. You've never heard of the 258 00:16:06,000 --> 00:16:12,000 convolution. You're going to discover it all 259 00:16:09,000 --> 00:16:15,000 by yourself. Okay, so how do you begin? 260 00:16:11,000 --> 00:16:17,000 So, we'll start with the left hand side. 261 00:16:14,000 --> 00:16:20,000 We're looking for some nice way of calculating that as the 262 00:16:17,000 --> 00:16:23,000 Laplace transform of a single function. 263 00:16:19,000 --> 00:16:25,000 So, the way to begin is by writing out the definitions. 264 00:16:23,000 --> 00:16:29,000 We couldn't use anything else since we don't have anything 265 00:16:26,000 --> 00:16:32,000 else to use. Now, looking ahead, 266 00:16:28,000 --> 00:16:34,000 I'm going to not use t. I'm going to use two neutral 267 00:16:32,000 --> 00:16:38,000 variables when I calculate. After all, the t is just a 268 00:16:35,000 --> 00:16:41,000 dummy variable anyway. You will see in a minute the 269 00:16:40,000 --> 00:16:46,000 wisdom of doing this. So, it's this times the 270 00:16:44,000 --> 00:16:50,000 integral, which gives the Laplace transform of g. 271 00:16:48,000 --> 00:16:54,000 So, that's e to the negative s v, let's say, 272 00:16:52,000 --> 00:16:58,000 times g of v, dv. 273 00:16:53,000 --> 00:16:59,000 Okay, everybody can get that far. 274 00:16:56,000 --> 00:17:02,000 But now we have to start looking. 275 00:17:00,000 --> 00:17:06,000 Well, this is a single integral, an 18.01 integral 276 00:17:03,000 --> 00:17:09,000 involving u, and this is an 18.01 integral involving v. 277 00:17:07,000 --> 00:17:13,000 But when you take the product of two integrals like that, 278 00:17:11,000 --> 00:17:17,000 remember when you evaluate a double integral, 279 00:17:14,000 --> 00:17:20,000 there's an easy case where it's much easier than any other case. 280 00:17:19,000 --> 00:17:25,000 If you could write the inside, if you are integrating over a 281 00:17:23,000 --> 00:17:29,000 rectangle, for example, and you can write the integral 282 00:17:27,000 --> 00:17:33,000 as a product of a function just of u, and a product of a 283 00:17:31,000 --> 00:17:37,000 function just as v, then the integral is very easy 284 00:17:34,000 --> 00:17:40,000 to evaluate. You can forget all the rules. 285 00:17:38,000 --> 00:17:44,000 You just take all the u part out, all the v part out, 286 00:17:42,000 --> 00:17:48,000 and integrate them separately, a to b, c to d. 287 00:17:44,000 --> 00:17:50,000 That's the easy case of evaluating a double integral. 288 00:17:48,000 --> 00:17:54,000 It's what everybody tries to do, even when it's not 289 00:17:51,000 --> 00:17:57,000 appropriate. Now, here it is appropriate, 290 00:17:53,000 --> 00:17:59,000 except I'm going to use it backwards. 291 00:17:56,000 --> 00:18:02,000 This is the result of having done that. 292 00:17:58,000 --> 00:18:04,000 If this is the result of having done it, what was the step just 293 00:18:02,000 --> 00:18:08,000 before it? Well, I must have been trying 294 00:18:06,000 --> 00:18:12,000 to evaluate a double integral as u runs from zero to infinity and 295 00:18:10,000 --> 00:18:16,000 v runs from zero to infinity, of what? 296 00:18:13,000 --> 00:18:19,000 Well, of the product of these two functions. 297 00:18:16,000 --> 00:18:22,000 Now, what is that? e to the minus s u times e to 298 00:18:20,000 --> 00:18:26,000 the minus s v. 299 00:18:22,000 --> 00:18:28,000 Well, I must surely want to combine those. 300 00:18:25,000 --> 00:18:31,000 e to the minus s u times e to the minus s v. 301 00:18:30,000 --> 00:18:36,000 And, what's left? Well, what gets dragged along? 302 00:18:33,000 --> 00:18:39,000 du dv. This is the same as that 303 00:18:35,000 --> 00:18:41,000 because of that law I just gave you this is the product of a 304 00:18:39,000 --> 00:18:45,000 function just of u, and a function just of v. 305 00:18:42,000 --> 00:18:48,000 And therefore, it's okay to separate the two 306 00:18:45,000 --> 00:18:51,000 integrals out that way because I'm integrating sort of a 307 00:18:49,000 --> 00:18:55,000 rectangle that goes to infinity that way and infinity that way. 308 00:18:54,000 --> 00:19:00,000 But, what I'm integrating is over the plane, 309 00:18:57,000 --> 00:19:03,000 in other words, this region of the plane as u, 310 00:19:00,000 --> 00:19:06,000 v goes from zero to infinity, zero to infinity. 311 00:19:05,000 --> 00:19:11,000 Now, let's take a look. What are we looking for? 312 00:19:10,000 --> 00:19:16,000 Well, we're looking for, we would be very happy if u 313 00:19:15,000 --> 00:19:21,000 plus v were t. Let's make it t. 314 00:19:20,000 --> 00:19:26,000 In other words, I'm introducing a new variable, 315 00:19:25,000 --> 00:19:31,000 t, u plus v, and it's suggested by the form 316 00:19:30,000 --> 00:19:36,000 in which I'm looking for the answer. 317 00:19:35,000 --> 00:19:41,000 Now, of course you then have to, we need another variable. 318 00:19:39,000 --> 00:19:45,000 We could keep either u or v. Let's keep u. 319 00:19:43,000 --> 00:19:49,000 That means v, we just gave a musical chairs. 320 00:19:46,000 --> 00:19:52,000 v got dropped out. Well, we can't have three 321 00:19:50,000 --> 00:19:56,000 variables. We only have room for two. 322 00:19:53,000 --> 00:19:59,000 But, we will remember it. Rest in peace, 323 00:19:57,000 --> 00:20:03,000 v was equal to t minus u in case we ever need him 324 00:20:02,000 --> 00:20:08,000 again. Okay, let's now put in the 325 00:20:05,000 --> 00:20:11,000 limits. Let's put in the integral, 326 00:20:08,000 --> 00:20:14,000 the rest of the change of variable. 327 00:20:10,000 --> 00:20:16,000 So, I'm now changing it to these new variables, 328 00:20:14,000 --> 00:20:20,000 t and u, so it's e to the negative s t. 329 00:20:18,000 --> 00:20:24,000 Well, f of u I don't have to do anything to. 330 00:20:22,000 --> 00:20:28,000 But, g of v, I'm not allowed to keep v, 331 00:20:25,000 --> 00:20:31,000 so v has to be changed to t minus u. 332 00:20:30,000 --> 00:20:36,000 Amazing things are happening. Now, I want to change this to 333 00:20:34,000 --> 00:20:40,000 an integral du dt. Now, for that, 334 00:20:37,000 --> 00:20:43,000 you have to be a little careful. 335 00:20:40,000 --> 00:20:46,000 We have two things to do to figure out this; 336 00:20:43,000 --> 00:20:49,000 what goes with that? And, we have to put in the 337 00:20:47,000 --> 00:20:53,000 limits, also. Now, those are the two 338 00:20:50,000 --> 00:20:56,000 nontrivial operations, when you change variables in a 339 00:20:55,000 --> 00:21:01,000 double integral. So, let's be really careful. 340 00:21:00,000 --> 00:21:06,000 Let's do the easier of the two, first. 341 00:21:03,000 --> 00:21:09,000 I want to change from du dv to du dt. 342 00:21:07,000 --> 00:21:13,000 And now, to do that, you have to put in the Jacobian 343 00:21:12,000 --> 00:21:18,000 matrix, the Jacobian determinant. 344 00:21:15,000 --> 00:21:21,000 Ah-ha! How many of you forgot that? 345 00:21:19,000 --> 00:21:25,000 I won't even bother asking. Oh, come on, 346 00:21:23,000 --> 00:21:29,000 you only lose two points. It doesn't matter if you put it 347 00:21:28,000 --> 00:21:34,000 in the Jacobian. As you see, you're going to 348 00:21:34,000 --> 00:21:40,000 forget something. You will lose less credit for 349 00:21:39,000 --> 00:21:45,000 forgetting than anything else. So, it's the Jacobian of u and 350 00:21:45,000 --> 00:21:51,000 v with respect to u and t. So, to calculate that, 351 00:21:49,000 --> 00:21:55,000 you write u equals u, v equals t minus u, 352 00:21:54,000 --> 00:22:00,000 and then the Jacobian is the partial of the matrix, 353 00:22:00,000 --> 00:22:06,000 the determinant of partial derivatives. 354 00:22:05,000 --> 00:22:11,000 So, it's the determinant whose entries are the partial of u 355 00:22:09,000 --> 00:22:15,000 with respect to u, the partial of u with respect 356 00:22:13,000 --> 00:22:19,000 to t, but these are independent variables. 357 00:22:16,000 --> 00:22:22,000 So, that's zero. The partial of v with respect 358 00:22:20,000 --> 00:22:26,000 to u is negative one. The partial of v with respect 359 00:22:24,000 --> 00:22:30,000 to t is one. So, the Jacobian is one. 360 00:22:27,000 --> 00:22:33,000 So, if you forgot it, no harm. 361 00:22:31,000 --> 00:22:37,000 So, the Jacobian is one. Now, more serious, 362 00:22:34,000 --> 00:22:40,000 and in some ways, I think, for most of you, 363 00:22:37,000 --> 00:22:43,000 the most difficult part of the operation, is putting in the new 364 00:22:41,000 --> 00:22:47,000 limits. Now, for that, 365 00:22:43,000 --> 00:22:49,000 you look at the region over which you're integrating. 366 00:22:46,000 --> 00:22:52,000 I think I'd better do that carefully. 367 00:22:49,000 --> 00:22:55,000 I need a bigger picture. That's really what I'm trying 368 00:22:53,000 --> 00:22:59,000 to say. So, here's the (u, 369 00:22:54,000 --> 00:23:00,000 v) coordinates. And, I want to change these to 370 00:22:58,000 --> 00:23:04,000 (u, t) coordinates. The integration is over the 371 00:23:01,000 --> 00:23:07,000 first quadrant. So, what you do is, 372 00:23:05,000 --> 00:23:11,000 when you do the integral, the first step is u is varying, 373 00:23:10,000 --> 00:23:16,000 and t is held fixed. So, in the first integration, 374 00:23:15,000 --> 00:23:21,000 u varies. t is held fixed. 375 00:23:17,000 --> 00:23:23,000 Now, what is holding t fixed in this picture mean? 376 00:23:22,000 --> 00:23:28,000 Well, t is equal to u plus v. 377 00:23:26,000 --> 00:23:32,000 So, u plus v is fixed, is a constant, 378 00:23:29,000 --> 00:23:35,000 in other words. Now, where are the curves along 379 00:23:34,000 --> 00:23:40,000 which u plus v is a constant? 380 00:23:38,000 --> 00:23:44,000 Well, they are these lines. These are the lines along which 381 00:23:43,000 --> 00:23:49,000 u plus v equals a constant, or t is a constant. 382 00:23:47,000 --> 00:23:53,000 The reason I'm holding t a constant is because the first 383 00:23:52,000 --> 00:23:58,000 integration only allows u to change. 384 00:23:55,000 --> 00:24:01,000 t is held fixed. Okay, you let u increase. 385 00:23:59,000 --> 00:24:05,000 As u increases, and t is held fixed, 386 00:24:02,000 --> 00:24:08,000 I'm traversing these lines in this direction. 387 00:24:08,000 --> 00:24:14,000 That's the direction on which u is increasing. 388 00:24:11,000 --> 00:24:17,000 I integrate from the point, from the u value where they 389 00:24:15,000 --> 00:24:21,000 leave the region. And, to enter the region, 390 00:24:18,000 --> 00:24:24,000 what's the u value where they enter the region? 391 00:24:21,000 --> 00:24:27,000 u is equal to zero. Everybody would know that. 392 00:24:24,000 --> 00:24:30,000 Not so many people would be able to figure out what to put 393 00:24:28,000 --> 00:24:34,000 for where it leaves the region. What's the value of u when it 394 00:24:34,000 --> 00:24:40,000 leaves the region? Well, this is the curve, 395 00:24:38,000 --> 00:24:44,000 v equals zero. But, v equals zero is, 396 00:24:42,000 --> 00:24:48,000 in another language, u equals t. 397 00:24:46,000 --> 00:24:52,000 t minus u equals zero, or u equals t. 398 00:24:51,000 --> 00:24:57,000 In other words, they enter the region where u 399 00:24:55,000 --> 00:25:01,000 equals zero, and they leave where u is t, 400 00:25:00,000 --> 00:25:06,000 has the value of t. And, how about the other guys? 401 00:25:05,000 --> 00:25:11,000 For which t's do I want to do this? 402 00:25:07,000 --> 00:25:13,000 Well, I want to do it for all these t values. 403 00:25:10,000 --> 00:25:16,000 Well, now, the t value here, that's the starting one. 404 00:25:14,000 --> 00:25:20,000 Here, t is zero, and here t is not zero. 405 00:25:16,000 --> 00:25:22,000 And, if I go out and cover the whole first quadrant, 406 00:25:20,000 --> 00:25:26,000 I'll be letting t increase to infinity. 407 00:25:23,000 --> 00:25:29,000 The sum of u and v, I will be letting increase to 408 00:25:26,000 --> 00:25:32,000 infinity. So, it's zero to infinity. 409 00:25:30,000 --> 00:25:36,000 So, all this is an exercise in taking this double integral in 410 00:25:35,000 --> 00:25:41,000 (u, v) coordinates, and changing it to this double 411 00:25:40,000 --> 00:25:46,000 integral, an equivalent double integral over the same region, 412 00:25:46,000 --> 00:25:52,000 but now in (u, t) coordinates. 413 00:25:48,000 --> 00:25:54,000 And now, that's the answer. Somewhere here is the answer 414 00:25:54,000 --> 00:26:00,000 because, look, since the first integration is 415 00:25:58,000 --> 00:26:04,000 with respect to u, this guy can migrate outside 416 00:26:02,000 --> 00:26:08,000 because it doesn't involve u. That only involves t, 417 00:26:08,000 --> 00:26:14,000 and t is only caught by the second integration. 418 00:26:11,000 --> 00:26:17,000 So, I can put this outside. And, what do I end up with? 419 00:26:15,000 --> 00:26:21,000 The integral from zero to infinity of e to the negative s 420 00:26:18,000 --> 00:26:24,000 t times, 421 00:26:22,000 --> 00:26:28,000 what's left? A funny expression, 422 00:26:24,000 --> 00:26:30,000 but you're on your desert island and found it. 423 00:26:27,000 --> 00:26:33,000 This funny expression, integral from zero to t, 424 00:26:30,000 --> 00:26:36,000 f of u, g of t minus u vu, 425 00:26:34,000 --> 00:26:40,000 in short, the convolution, 426 00:26:37,000 --> 00:26:43,000 exactly the convolution. So, all you have to do is get 427 00:26:42,000 --> 00:26:48,000 the idea that there might be a formula, sit down, 428 00:26:45,000 --> 00:26:51,000 change variables and double integral it, ego, 429 00:26:48,000 --> 00:26:54,000 you've got your formula. Well, I would like to spend 430 00:26:52,000 --> 00:26:58,000 much of the rest of the period--- in other words, 431 00:26:56,000 --> 00:27:02,000 that's how it relates to the Laplace transform. 432 00:26:59,000 --> 00:27:05,000 That's how it comes out of the Laplace transform. 433 00:27:04,000 --> 00:27:10,000 Here's how to use it, calculate it either with the 434 00:27:07,000 --> 00:27:13,000 Laplace transform or directly from the integral. 435 00:27:10,000 --> 00:27:16,000 And, of course, you will solve problems, 436 00:27:13,000 --> 00:27:19,000 Laplace transform problems, differential equations using 437 00:27:17,000 --> 00:27:23,000 the convolution. But, I have to tell you that 438 00:27:20,000 --> 00:27:26,000 most people, convolution is very important. 439 00:27:23,000 --> 00:27:29,000 And, most people who use it don't use it in connection with 440 00:27:27,000 --> 00:27:33,000 the Laplace transform. They use it for its own sake. 441 00:27:30,000 --> 00:27:36,000 The first place I learned that outside of MIT people used a 442 00:27:34,000 --> 00:27:40,000 convolution was actually from my daughter. 443 00:27:39,000 --> 00:27:45,000 She's an environmental engineer, an environmental 444 00:27:41,000 --> 00:27:47,000 consultant. She does risk assessment, 445 00:27:44,000 --> 00:27:50,000 and stuff like that. But anyway, she had this paper 446 00:27:47,000 --> 00:27:53,000 on acid rain she was trying to read for a client, 447 00:27:50,000 --> 00:27:56,000 and she said something about calculating acid rain falls on 448 00:27:53,000 --> 00:27:59,000 soil. And then, from there, 449 00:27:55,000 --> 00:28:01,000 the stuff leeches into a river. But, things happen to it on the 450 00:27:58,000 --> 00:28:04,000 way. Soil combines in various ways, 451 00:28:01,000 --> 00:28:07,000 reduces the acidity, and things happen. 452 00:28:03,000 --> 00:28:09,000 Chemical reactions take place, blah, blah, blah, 453 00:28:06,000 --> 00:28:12,000 blah. Anyways, she said, 454 00:28:08,000 --> 00:28:14,000 well, then they calculated in the end how much the river gets 455 00:28:11,000 --> 00:28:17,000 polluted. But, she said it's convolution. 456 00:28:13,000 --> 00:28:19,000 She said, what's the convolution? 457 00:28:15,000 --> 00:28:21,000 So, I told her she was too young to learn about the 458 00:28:18,000 --> 00:28:24,000 convolution. And she knows that I thought 459 00:28:20,000 --> 00:28:26,000 I'd better look it up first. I mean, I, of course, 460 00:28:23,000 --> 00:28:29,000 knew the convolution was, but I was a little puzzled at 461 00:28:26,000 --> 00:28:32,000 that application of it. So, I read the paper. 462 00:28:29,000 --> 00:28:35,000 It was interesting. And, in thinking about it, 463 00:28:33,000 --> 00:28:39,000 other people have come to me, some guy with a problem about, 464 00:28:38,000 --> 00:28:44,000 they drilled ice cores in the North Pole, and from the 465 00:28:41,000 --> 00:28:47,000 radioactive carbon and so on, deducing various things about 466 00:28:46,000 --> 00:28:52,000 the climate 60 billion years ago, and it was all convolution. 467 00:28:50,000 --> 00:28:56,000 He asked me if I could explain that to him. 468 00:28:53,000 --> 00:28:59,000 So, let me give you sort of all-purpose thing, 469 00:28:56,000 --> 00:29:02,000 a simple all-purpose model, which can be adapted, 470 00:28:59,000 --> 00:29:05,000 which is very good way of thinking of the convolution, 471 00:29:03,000 --> 00:29:09,000 in my opinion. It's a problem of radioactive 472 00:29:08,000 --> 00:29:14,000 dumping. It's in the notes, 473 00:29:11,000 --> 00:29:17,000 by the way. So, I'm just, 474 00:29:13,000 --> 00:29:19,000 if you want to take a chance, and just listen to what I'm 475 00:29:18,000 --> 00:29:24,000 saying rather that just scribbling everything down, 476 00:29:23,000 --> 00:29:29,000 maybe you'll be able to figure it out for the notes, 477 00:29:28,000 --> 00:29:34,000 also. So, the problem is we have some 478 00:29:33,000 --> 00:29:39,000 factory, or a nuclear plant, or some thing like that, 479 00:29:38,000 --> 00:29:44,000 is producing radioactive waste, not always at the same rate. 480 00:29:44,000 --> 00:29:50,000 And then, it carts it, dumps it on a pile somewhere. 481 00:29:49,000 --> 00:29:55,000 So, radioactive waste is dumped, and there's a dumping 482 00:29:54,000 --> 00:30:00,000 function. I'll call that f of t, 483 00:29:58,000 --> 00:30:04,000 the dump rate. That's the dumping rate. 484 00:30:03,000 --> 00:30:09,000 Let's say t is in years. You like to have units, 485 00:30:07,000 --> 00:30:13,000 and quantity, kilograms, I don't know, 486 00:30:10,000 --> 00:30:16,000 whatever you want. Now, what does the dumping rate 487 00:30:15,000 --> 00:30:21,000 mean? The dumping rate means that if 488 00:30:18,000 --> 00:30:24,000 I have two times that are close together, for example, 489 00:30:23,000 --> 00:30:29,000 two successive days, midnight on two successive 490 00:30:27,000 --> 00:30:33,000 days, then there's a time interval between them. 491 00:30:33,000 --> 00:30:39,000 I'll call that delta t. To say the dumping rate is f of 492 00:30:38,000 --> 00:30:44,000 t means that the amount dumped in this time interval, 493 00:30:43,000 --> 00:30:49,000 in the time interval from t1 to t1 plus one is 494 00:30:49,000 --> 00:30:55,000 approximately, not exactly, 495 00:30:52,000 --> 00:30:58,000 because the dumping rate isn't even constant within this time 496 00:30:58,000 --> 00:31:04,000 interval. But it's approximately the 497 00:31:02,000 --> 00:31:08,000 dumping rate times the time over which the dumping is taking 498 00:31:09,000 --> 00:31:15,000 place. That's what I mean by the dump 499 00:31:13,000 --> 00:31:19,000 rate. And, it gets more and more 500 00:31:16,000 --> 00:31:22,000 accurate, the smaller the time interval you take. 501 00:31:21,000 --> 00:31:27,000 Okay, now here's my problem. The problem is, 502 00:31:26,000 --> 00:31:32,000 you start dumping at time t equals zero. 503 00:31:33,000 --> 00:31:39,000 At time t equal t, how much radioactive waste is 504 00:31:39,000 --> 00:31:45,000 in the pile? 505 00:31:55,000 --> 00:32:01,000 Now, what makes that problem slightly complicated is 506 00:31:58,000 --> 00:32:04,000 radioactive waste decays. If I put some at a certain day, 507 00:32:02,000 --> 00:32:08,000 and then go back several months later and nothing's happened in 508 00:32:07,000 --> 00:32:13,000 between, I don't have the same amount that I dumps because a 509 00:32:11,000 --> 00:32:17,000 fraction of it decayed. I have less. 510 00:32:14,000 --> 00:32:20,000 And, our answer to the problem must take account of, 511 00:32:18,000 --> 00:32:24,000 for each piece of waste, how long it has been in the 512 00:32:22,000 --> 00:32:28,000 pile because that takes account of how long it had to decay, 513 00:32:27,000 --> 00:32:33,000 and what it ends up as. So, the calculation, 514 00:32:32,000 --> 00:32:38,000 the essential part of the calculation will be that if you 515 00:32:37,000 --> 00:32:43,000 have an initial amount of this substance, and it decays for a 516 00:32:43,000 --> 00:32:49,000 time, t, this is the amount left at time t. 517 00:32:47,000 --> 00:32:53,000 This is the law of radioactive decay. 518 00:32:51,000 --> 00:32:57,000 You knew that coming into 18.03, although, 519 00:32:55,000 --> 00:33:01,000 it's, of course, a simple differential equation 520 00:33:00,000 --> 00:33:06,000 which produces it, but I'll assume you simply know 521 00:33:05,000 --> 00:33:11,000 the answer. k depends on the material, 522 00:33:10,000 --> 00:33:16,000 so I'm going to assume that the nuclear plant dumps the same 523 00:33:14,000 --> 00:33:20,000 radioactive substance each time. It's only one substance I'm 524 00:33:19,000 --> 00:33:25,000 calculating, and k is it. So, assume the k is fixed. 525 00:33:23,000 --> 00:33:29,000 I don't have to change from one k from one material to a k for 526 00:33:27,000 --> 00:33:33,000 another because it's mixing up the stuff, just one material. 527 00:33:33,000 --> 00:33:39,000 Okay, and now let's calculate it. 528 00:33:35,000 --> 00:33:41,000 Here's the idea. I'll take the t-axis, 529 00:33:38,000 --> 00:33:44,000 but now I'm going to change its name to the u-axis. 530 00:33:43,000 --> 00:33:49,000 You will see why in just a second. 531 00:33:45,000 --> 00:33:51,000 It starts at zero. I'm interested in what's 532 00:33:49,000 --> 00:33:55,000 happening at the time, t. 533 00:33:51,000 --> 00:33:57,000 How much is left at time t? So, I'm going to divide up the 534 00:33:56,000 --> 00:34:02,000 interval from zero to t on this time axis into, 535 00:34:00,000 --> 00:34:06,000 well, here's u0, the starting point, 536 00:34:03,000 --> 00:34:09,000 u1, u2, let's make this u1. Oh, curses! 537 00:34:08,000 --> 00:34:14,000 u1, u2, u3, and so on. Let's call this (u)n. 538 00:34:13,000 --> 00:34:19,000 So they're u(n + 1), not that it matters. 539 00:34:18,000 --> 00:34:24,000 It doesn't matter. Okay, now, the amount, 540 00:34:23,000 --> 00:34:29,000 so, what I'm going to do is look at the amount, 541 00:34:28,000 --> 00:34:34,000 take the time interval from ui to ui plus one. 542 00:34:36,000 --> 00:34:42,000 This is a time interval, 543 00:34:40,000 --> 00:34:46,000 delta u. Divide it up into equal time 544 00:34:43,000 --> 00:34:49,000 intervals. So, the amount dumped in the 545 00:34:46,000 --> 00:34:52,000 time interval from u(i) to u(i plus one) 546 00:34:51,000 --> 00:34:57,000 is equal to approximately f of u(i), 547 00:34:55,000 --> 00:35:01,000 the dumping function there, times delta u. 548 00:35:00,000 --> 00:35:06,000 We calculated that before. That's what the meaning of the 549 00:35:06,000 --> 00:35:12,000 dumping rate is. By time t, how much has it 550 00:35:11,000 --> 00:35:17,000 decayed to? It has decayed. 551 00:35:14,000 --> 00:35:20,000 How much is left, in other words? 552 00:35:18,000 --> 00:35:24,000 Well, this is the starting amount. 553 00:35:21,000 --> 00:35:27,000 So, the answer is going to be it's f of (u)i times delta u 554 00:35:28,000 --> 00:35:34,000 times this factor, which tells how much it decays, 555 00:35:34,000 --> 00:35:40,000 so, time. So, this is the starting amount 556 00:35:39,000 --> 00:35:45,000 at time (u)i. That's when it was first 557 00:35:41,000 --> 00:35:47,000 dumped, and this is the amount that was dumped, 558 00:35:45,000 --> 00:35:51,000 times, multiply that by e to the minus k times, 559 00:35:49,000 --> 00:35:55,000 now, what should I put up in there? 560 00:35:51,000 --> 00:35:57,000 I have to put the length of time that it had to decay. 561 00:35:55,000 --> 00:36:01,000 What is the length of time that it had to decay? 562 00:36:00,000 --> 00:36:06,000 It was dumped at u(i). I'm looking at time, 563 00:36:08,000 --> 00:36:14,000 t, it decayed for time length t minus u i, 564 00:36:19,000 --> 00:36:25,000 the length of time it had all the pile. 565 00:36:32,000 --> 00:36:38,000 So, the stuff that was dumped in this time interval, 566 00:36:36,000 --> 00:36:42,000 at time t when I come to look at it, this is how much of it is 567 00:36:41,000 --> 00:36:47,000 left. And now, all I have to do is 568 00:36:44,000 --> 00:36:50,000 add up that quantity for this time, the stuff that was dumped 569 00:36:49,000 --> 00:36:55,000 in this time interval plus the stuff dumped in, 570 00:36:54,000 --> 00:37:00,000 and so on, all the way up to the stuff that was dumped 571 00:36:58,000 --> 00:37:04,000 yesterday. And, the answer will be the 572 00:37:01,000 --> 00:37:07,000 total amount left at time, t, that is not yet decayed will 573 00:37:06,000 --> 00:37:12,000 be approximately, you add up the amount coming 574 00:37:10,000 --> 00:37:16,000 from the first time interval plus the amount coming, 575 00:37:15,000 --> 00:37:21,000 and so on. So, it will be f of u(i), 576 00:37:19,000 --> 00:37:25,000 I'll save the delta u for the end, times e to the minus k 577 00:37:23,000 --> 00:37:29,000 times t minus u(i) times delta u. 578 00:37:27,000 --> 00:37:33,000 So, these two parts represent 579 00:37:29,000 --> 00:37:35,000 the amount dumped, and this is the decay factor. 580 00:37:33,000 --> 00:37:39,000 And, I had those up as I runs from, well, where did I start? 581 00:37:37,000 --> 00:37:43,000 From one to n, let's say. 582 00:37:39,000 --> 00:37:45,000 And now, let delta t go to zero, in other words, 583 00:37:42,000 --> 00:37:48,000 make this delta u go to zero, make this more accurate by 584 00:37:46,000 --> 00:37:52,000 taking finer and finer subdivisions. 585 00:37:48,000 --> 00:37:54,000 In other words, instead of looking every month 586 00:37:51,000 --> 00:37:57,000 to see how much was dumped, let's look every week, 587 00:37:55,000 --> 00:38:01,000 every day, and so on, to make this calculation more 588 00:37:58,000 --> 00:38:04,000 accurate. And, the answer is, 589 00:38:00,000 --> 00:38:06,000 this approach is the exact amount, which will be the 590 00:38:04,000 --> 00:38:10,000 integral. This sum is a Riemann sum. 591 00:38:08,000 --> 00:38:14,000 It approaches the integral from zero to, well, 592 00:38:12,000 --> 00:38:18,000 I'm adding it up from u1 equals zero to un equals t, 593 00:38:18,000 --> 00:38:24,000 the final value. So, it will be the integral 594 00:38:22,000 --> 00:38:28,000 from the starting point to the ending point of f of u e to the 595 00:38:28,000 --> 00:38:34,000 minus k times t minus u to u. 596 00:38:34,000 --> 00:38:40,000 That's the answer to the problem. 597 00:38:36,000 --> 00:38:42,000 It's given by this rather funny looking integral. 598 00:38:39,000 --> 00:38:45,000 But, from this point of view, it's entirely natural. 599 00:38:42,000 --> 00:38:48,000 It's a combination of the dumping function. 600 00:38:44,000 --> 00:38:50,000 This doesn't care what the material was. 601 00:38:47,000 --> 00:38:53,000 It only wants to know how much was put on everyday. 602 00:38:50,000 --> 00:38:56,000 And, this part, which doesn't care how much was 603 00:38:53,000 --> 00:38:59,000 put on each day, it just is an intrinsic 604 00:38:55,000 --> 00:39:01,000 constant of the material involving its decay rate. 605 00:39:00,000 --> 00:39:06,000 And, this total thing represents the total amount. 606 00:39:04,000 --> 00:39:10,000 And that is, what is it? 607 00:39:06,000 --> 00:39:12,000 It's the convolution of f of t with what function? 608 00:39:11,000 --> 00:39:17,000 e to the minus k t. It's the convolution of the 609 00:39:16,000 --> 00:39:22,000 dumping function and the decay function. 610 00:39:19,000 --> 00:39:25,000 And, the convolution is exactly the operation that you have to 611 00:39:25,000 --> 00:39:31,000 have to do that. Okay, so, I think this is the 612 00:39:28,000 --> 00:39:34,000 most intuitive physical approach to the meaning of the 613 00:39:33,000 --> 00:39:39,000 convolution. In this particular, 614 00:39:37,000 --> 00:39:43,000 you can say, well, that's very special. 615 00:39:39,000 --> 00:39:45,000 Okay, so it tells you what the meaning of the convolution with 616 00:39:43,000 --> 00:39:49,000 an exponential is. But, what about the convolution 617 00:39:46,000 --> 00:39:52,000 with all the other functions we're going to have to use in 618 00:39:50,000 --> 00:39:56,000 this course. They can all be interpreted 619 00:39:52,000 --> 00:39:58,000 just by being a little flexible in your approach. 620 00:39:55,000 --> 00:40:01,000 I'll give you two examples of this, well, three. 621 00:39:58,000 --> 00:40:04,000 First of all, I'll use it for, 622 00:40:00,000 --> 00:40:06,000 in the problem set I ask you about a bank account. 623 00:40:05,000 --> 00:40:11,000 That's not something any of you are interested in. 624 00:40:08,000 --> 00:40:14,000 Okay, so, suppose instead I dumped garbage -- 625 00:40:16,000 --> 00:40:22,000 -- undecaying. So, something that doesn't 626 00:40:19,000 --> 00:40:25,000 decay at all, what's the answer going to be? 627 00:40:22,000 --> 00:40:28,000 Well, the calculation will be exactly the same. 628 00:40:26,000 --> 00:40:32,000 It will be the convolution of the dumping function. 629 00:40:30,000 --> 00:40:36,000 The only difference is that now the garbage isn't going to 630 00:40:34,000 --> 00:40:40,000 decay. So, no matter how long it's 631 00:40:37,000 --> 00:40:43,000 left, the same amount is going to be left at the end. 632 00:40:40,000 --> 00:40:46,000 In other words, I don't want to exponential 633 00:40:42,000 --> 00:40:48,000 decay function. I want to function, 634 00:40:44,000 --> 00:40:50,000 one, the constant function, one, because once I stick it on 635 00:40:48,000 --> 00:40:54,000 the pile, nothing happens to it. It just stays there. 636 00:40:51,000 --> 00:40:57,000 So, it's going to be the convolution of this one because 637 00:40:54,000 --> 00:41:00,000 this is constant. It's undecaying -- 638 00:41:04,000 --> 00:41:10,000 -- by the identical reasoning. And so, what's the answer going 639 00:41:07,000 --> 00:41:13,000 to be? It's going to be the integral 640 00:41:09,000 --> 00:41:15,000 from zero to t of f of u du. 641 00:41:12,000 --> 00:41:18,000 Now, that's an 18.01 problem. 642 00:41:14,000 --> 00:41:20,000 If I dump with a dumping rate, f of u, 643 00:41:17,000 --> 00:41:23,000 and I dump from time zero to time t, how much is on the pile? 644 00:41:20,000 --> 00:41:26,000 They don't give it. They always give velocity 645 00:41:23,000 --> 00:41:29,000 problems, and problems of how to slice up bread loaves, 646 00:41:26,000 --> 00:41:32,000 and stuff like that. But, this is a real life 647 00:41:28,000 --> 00:41:34,000 problem. If that's the dumping rate, 648 00:41:32,000 --> 00:41:38,000 and you dump for t days from zero to time t, 649 00:41:35,000 --> 00:41:41,000 how much do you have left at the end? 650 00:41:37,000 --> 00:41:43,000 Answer: the integral of f of u du from zero to t. 651 00:41:42,000 --> 00:41:48,000 I'll give you another example. 652 00:41:46,000 --> 00:41:52,000 Suppose I wanted a dumping function, suppose I wanted a 653 00:41:50,000 --> 00:41:56,000 function, wanted to interpret something which grows like t, 654 00:41:54,000 --> 00:42:00,000 for instance. All I want is a physical 655 00:41:57,000 --> 00:42:03,000 interpretation. Well, I have to think, 656 00:42:01,000 --> 00:42:07,000 I'm making a pile of something, a metaphorical pile, 657 00:42:04,000 --> 00:42:10,000 we don't actually have to make a physical pile. 658 00:42:07,000 --> 00:42:13,000 And, the thing should be growing like t. 659 00:42:09,000 --> 00:42:15,000 Well, what grows like t? Not bacteria, 660 00:42:11,000 --> 00:42:17,000 they grow exponentially. Before the lecture, 661 00:42:14,000 --> 00:42:20,000 I was trying to think of something. 662 00:42:16,000 --> 00:42:22,000 So, I came up with chickens on a chicken farm. 663 00:42:19,000 --> 00:42:25,000 Little baby chickens grow linearly. 664 00:42:21,000 --> 00:42:27,000 All little animals, anyway, I've observed that 665 00:42:23,000 --> 00:42:29,000 babies grow linearly, at least for a while, 666 00:42:26,000 --> 00:42:32,000 thank God. After a while, 667 00:42:27,000 --> 00:42:33,000 they taper off. But, at the beginning, 668 00:42:32,000 --> 00:42:38,000 they eat every four hours or whatever. 669 00:42:35,000 --> 00:42:41,000 And they eat the same amount, pretty much. 670 00:42:39,000 --> 00:42:45,000 And, that adds up. So, let's suppose this 671 00:42:43,000 --> 00:42:49,000 represents the linear growth of chickens, of baby chicks. 672 00:42:48,000 --> 00:42:54,000 That makes them sound cuter, less offensive. 673 00:42:52,000 --> 00:42:58,000 Okay, so, a farmer, chicken farmer, 674 00:42:56,000 --> 00:43:02,000 whatever they call them, is starting a new brood. 675 00:43:02,000 --> 00:43:08,000 So anyway, the hens lay at a certain rate, 676 00:43:05,000 --> 00:43:11,000 and each of those are incubated. 677 00:43:08,000 --> 00:43:14,000 And after a while, little baby chicks come out. 678 00:43:12,000 --> 00:43:18,000 So, this will be the production rate for new chickens. 679 00:43:23,000 --> 00:43:29,000 Okay, and it will be the convolution which will tell you 680 00:43:26,000 --> 00:43:32,000 at time, t, the number of kilograms. 681 00:43:29,000 --> 00:43:35,000 We'd better do this in kilograms, I'm afraid. 682 00:43:32,000 --> 00:43:38,000 Now, that's not as heartless as it seems. 683 00:43:35,000 --> 00:43:41,000 The number of kilograms of chickens times t. 684 00:43:38,000 --> 00:43:44,000 [LAUGHTER] It really isn't heartless because, 685 00:43:41,000 --> 00:43:47,000 after all, why would the farmer want to know that? 686 00:43:44,000 --> 00:43:50,000 Well, because a certain number of pounds of chicken eat a 687 00:43:48,000 --> 00:43:54,000 certain number of pounds of chicken feed, 688 00:43:51,000 --> 00:43:57,000 and that's how much he has to dump, must have to give them 689 00:43:55,000 --> 00:44:01,000 every day. That's how he calculates his 690 00:43:57,000 --> 00:44:03,000 expenses. So, he will have to know the 691 00:44:01,000 --> 00:44:07,000 convolution is, or better yet, 692 00:44:03,000 --> 00:44:09,000 he will hire you, who knows what the convolution 693 00:44:07,000 --> 00:44:13,000 is. And you'll be able to tell him. 694 00:44:09,000 --> 00:44:15,000 Okay, why don't we stop there and go to recitation tomorrow. 695 00:44:13,000 --> 00:44:19,000 I'll be doing important things.