Step 1
Given:
The functions
Step 2
a)
Definition of convolution:
The convolution of piecewise continuous functions f, g :
is the function
f * g :
given by:
Therefore, by definition
Integrate using integration by parts:
Step 3
To simplify further, use parts of integration for the second term
Compute the integral
Equation (1) becomes:
Step 4
Substitute the upper and lower limit and simplify
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