Understanding Scipy Convolution

Question

I am trying to understand the differences between the discrete convolution provided by Skipy and the analytical result that could be obtained. My question is, how is the time axis of the input signal and the response function related to the time axis of the discrete convolution output?

To try to answer this question, I examined an example with an analytical result. My input is Gaussian, and my response function is exponentially using a step function. The analytical results of the convolution of these two signals are modified Gaussian ( https://en.wikipedia.org/wiki/Exponentially_modified_Gaussian_distribution ).

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import numpy as np
import matplotlib as mpl
from scipy.special import erf
import matplotlib.pyplot as plt
from scipy.signal import convolve as convolve
params = {'axes.labelsize': 30,'axes.titlesize':30, 'font.size': 30, 'legend.fontsize': 30, 'xtick.labelsize': 30, 'ytick.labelsize': 30}
mpl.rcParams.update(params)

def Gaussian(t,A,mu,sigma):
    return A/np.sqrt(2*np.pi*sigma**2)*np.exp(-(t-mu)**2/(2.*sigma**2))
def Decay(t,tau,t0):
    ''' Decay expoential and step function '''
    return 1./tau*np.exp(-t/tau) * 0.5*(np.sign(t-t0)+1.0)
def ModifiedGaussian(t,A,mu,sigma,tau):
        ''' Modified Gaussian function, meaning the result of convolving a gaussian with an expoential decay that starts at t=0'''
        x = 1./(2.*tau) * np.exp(.5*(sigma/tau)**2) * np.exp(- (t-mu)/tau)
        s = A*x*( 1. + erf(   (t-mu-sigma**2/tau)/np.sqrt(2*sigma**2)   ) )
        return s

### Input signal, response function, analytic solution
A,mu,sigma,tau,t0 = 1,0,2/2.344,2,0  # Choose some parameters for decay and gaussian
t = np.linspace(-10,10,1000)         # Time domain of signal
t_response = np.linspace(-5,10,1000)# Time domain of response function

### Populate input, response, and analyitic results
s = Gaussian(t,A,mu,sigma)
r = Decay(t_response,tau,t0)
m = ModifiedGaussian(t,A,mu,sigma,tau)

### Convolve
m_full = convolve(s,r,mode='full')
m_same = convolve(s,r,mode='same')
# m_valid = convolve(s,r,mode='valid')
### Define time of convolved data
t_full = np.linspace(t[0]+t_response[0],t[-1]+t_response[-1],len(m_full))
t_same = t
# t_valid = t

### Normalize the discrete convolutions
m_full /= np.trapz(m_full,x=t_full)
m_same /= np.trapz(m_same,x=t_same)
# m_valid /= np.trapz(m_valid,x=t_valid)

### Plot the input, repsonse function, and analytic result
f1,(ax1,ax2,ax3) = plt.subplots(nrows=3,ncols=1,num='Analytic')
ax1.plot(t,s,label='Input'),ax1.set_xlabel('Time'),ax1.set_ylabel('Signal'),ax1.legend()
ax2.plot(t_response,r,label='Response'),ax2.set_xlabel('Time'),ax2.set_ylabel('Signal'),ax2.legend()
ax3.plot(t_response,m,label='Output'),ax3.set_xlabel('Time'),ax3.set_ylabel('Signal'),ax3.legend()

### Plot the discrete  convolution agains analytic
f2,ax4 = plt.subplots(nrows=1)
ax4.scatter(t_same[::2],m_same[::2],label='Discrete Convolution (Same)')
ax4.scatter(t_full[::2],m_full[::2],label='Discrete Convolution (Full)',facecolors='none',edgecolors='k')
# ax4.scatter(t_valid[::2],m_valid[::2],label='Discrete Convolution (Valid)',facecolors='none',edgecolors='r')
ax4.plot(t,m,label='Analytic Solution'),ax4.set_xlabel('Time'),ax4.set_ylabel('Signal'),ax4.legend()
plt.show()

Answer 1

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t = np.linspace(-10, 10, 1000)
t_response = t[t > -5.0]

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ax4.scatter(t_response[::2], m_same[125:-125:2], label='Same') # Conv extends beyond by ((N - M) / 2) == 250 / 2 == 125 on each side
ax4.scatter(t_full[::2], m_full[::2], label='Full')
ax4.scatter(t_response, m, label='Analytic solution')

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