Questions on the (continuous or discrete) convolution of two functions. It can also be used for questions about convolution of distributions (in the Schartz's sense) or measures.

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2
votes
1answer
20 views

Is convolution a coercive bilinear form in $L^2$ -space?

This is one of the problems in functional analysis course I'm having. Suppose $f,g \in L^2(0,10)$. Then define a bilinear form $$ B:(f,g)\mapsto \int_0^{10} f(x)g(10-x) dx. $$ Now I have to find out ...
2
votes
1answer
35 views

Norm convergence of approximations to the identity

Let $\varphi \in L^1(\mathbb{R}^d)$ be such that $$\int_{\mathbb{R}^d} \varphi(x) \, dx = 1.$$ For each $\varepsilon>0$, let $\varphi_\varepsilon:= \varepsilon^{-d} \varphi\left( \dfrac x ...
2
votes
4answers
69 views

Calculating value of integral of convolution using Fourier transform

Calcuate the integral $$I=\int_{-\infty}^\infty\frac{\sin a\omega\sin b\omega}{\omega\cdot \omega}d\omega.$$ First I noticed that $$\mathcal{F}(\mathbb{1}_{[-h,h]})(\omega)=\frac{\sin h ...
2
votes
0answers
21 views

Prove the periodic total variation of f = $\sum_{n=0}^{N-1} |(f*h)[n]|$

Let $\Bbb{C}^N$ be the N-dimensional Euclidean space with its inner product defined as $$ \langle f,g\rangle=\sum_{n=0}^{N-1} f[n]g^*[n],\ \forall f,g \in \Bbb{C}^N$$ where $g^*[n]$ is the complex ...
2
votes
0answers
70 views

Number Theoretic Transform (NTT) to speed up multiplications

I recently heard that the Number Theoretic Transform (NTT), which is a specialization of Fast Fourier Transformation (FFT) over the ring modulo an integer, can be used to speed up certain ...
2
votes
0answers
39 views

Proving $\mu\ast K_n\to\mu$

Let $\{K_n\}$ be approximating unit and $\mu\in M(\mathbb{T})$. Show that $\mu\ast K_n\to \mu$ weakly means $$\int f(t)d(\mu\ast K_n)(t)\to\int f(t)d\mu(t)$$ Suppose $\mu\in L^1(\mathbb{T})$, I ...
2
votes
0answers
47 views

Trouble writing Double Summation

I have the following: ...
2
votes
0answers
36 views

Using Substitution for Convolution

Suppose I have the following product: $$\sum_{k=0}^{a}\alpha_kx^k\sum_{k=0}^{b}\beta_kx^k\sum_{k=0}^{c}\gamma_kx^k$$ Note that the bounds are finite and not equal; $a\neq b \neq c$. I'm looking to ...
2
votes
0answers
51 views

Fourier transform of $e^{-\frac{x^2}{2}}\frac{1}{\mathsf{sinc}( x )} $

I have to find inverse Fourier transform of \begin{align*} F(\omega)=e^{-\frac{\omega^2}{2}}\frac{1}{\mathsf{sinc}( \omega )} \end{align*} I was wondering whether it exists maybe in a sense of ...
2
votes
0answers
42 views

Basic questions on convolution

I am new to convolution. Below is some derivation related to convolution I saw in a paper. Hope to get some help here. (The paper is "Comparing nonparametric and parametric regresssion fit" published ...
2
votes
0answers
218 views

Solve integral(convolution) equation

I have been trying to find a solution to the following convolution equation: \begin{align*} e^{-ax^2/2}*\ln \left(f(x)*e^{-ax^2/2}\right)+e^{-bx^2/2}*\ln \left(f(x)*e^{-bx^2/2}\right)=cx^2 ...
2
votes
0answers
107 views

Changing the order of integration in the proof that Laplace maps convolution to multiplication

I was reading the proof that Laplace transform maps the convolution of two functions to the multiplication of their transforms. Or mathematically $$\mathcal{L}[f*g]=\mathcal{L}[f]\,\mathcal{L}[g],$$ ...
2
votes
1answer
48 views

Calculating PDF of $Z$ from $X,Y$ when $Z=X+Y$, given the PDFs of $X$ and $Y$

A Student is taking an exam which has two parts, X and Y, with each part given a score from 200 to 800. The students probability distribution for each part is given by $$ f_X(x)= \begin{cases} ...
2
votes
0answers
22 views

Convolution of two bernoulli distributions

Find the probability mass function of the sum of X ∼ Bernoulli(p) and an independent Y ∼ Bernoulli(q) variable. I started by letting Z=X+Y So $$P_z(Z)= \sum_{i=0}^{1}f_x(x) f_y(z-x) $$ $$ ...
2
votes
1answer
206 views

Convolution of sine and unit step function

I started studying signal convolution recently and the first sample problem I got is to find convolution of sine and unit step function (Heaviside function). Here is what I have right now. ...
2
votes
0answers
34 views

Help proving this Convolution Integral:

Can someone give me the steps for proving the following integral: ...
2
votes
1answer
45 views

Differentiability of the convolution $\int_0^tf(t-s)g(s)\;ds$

Given two continuously differentiable functions $f,g:[0,\infty)\to\mathbb{R}$. I want to know what we can tell about the differentiability of $$(f\ast g)(t)=\int_0^tf(t-s)g(s)\;ds$$ Especially, why ...
2
votes
0answers
392 views

Convolution of two Gaussians or two sinc functions using direct integration

I tried to solve the following to problems from Gaskil's book Linear Systems, Fourier Transforms, and Optics. But I'm struggling to get the right results. My experience with calculating convolutions ...
2
votes
0answers
105 views

Inverse Fast Fourier Transform to find the voltage across a capacitor of a RC circut

Fourier transform of a RC circuit The following example of a RC circuit describes the use of the fourier transform in order to receive the output voltage across the capacitor. My questions ...
2
votes
1answer
37 views

Finding $\int_{-\infty}^\infty |f\ast f'|^2(x)\,dx$ using Plancherel’s theorem

Suppose $G(\mathbb R)\ni f(x),\mathcal{F}[f](\omega)=\frac{1}{1+|w|^3}$ find the value of $$\int_{-\infty}^\infty |f\ast f'|^2(x)\,dx$$ I thought using Plancherel’s theorem \begin{align} ...
2
votes
0answers
299 views

Convolution with itself equals itself times a function

Consider the case that $f \in L^1(\mathbb{R})$ and $g \in L^1_{loc}(\mathbb{R})$. Then look at the equation $$ f*f=g\cdot f. $$ I know that if $g$ is constant, then $f=0$. But what about other $g$'s? ...
2
votes
1answer
58 views

Fourier transform of a Laplace transform

Is there an easy way to find the Fourier transform of a Laplace transform of function? $$ F[L[f(t)]_{s}] $$ Where my $f(t)$ is $\sqrt{t}$. However, Before finding the Fourier transform I do the ...
2
votes
0answers
59 views

Do asymptotically equivalent coefficients survive convolution at least in Θ?

This is a follow-up question to this one where I asked if asymptotic equivalence of coefficients carried over after convolution, resp. why this was not the case. Answerer Daniel Fischer proposed that ...
2
votes
0answers
142 views

Expectation and convolution question.

I am learning in an image processing course, and the professor did the following: As part of a derivation, has this: What I do not understand, is how he was able to remove $r(i,j)$ to the ...
2
votes
1answer
120 views

An issue of applying Fubini's theorem in Fourier transform on Schwartz space.

Let $\hat{f}$, $\hat{g}$ be the the Fourier transform of $f$ and $g$ respectively where $f$ and $g$ are the members of the Schwartz space $\scr{S}{(\mathbb{R}^{N})}$. Then in the process of ...
2
votes
0answers
71 views

Is this function monotonically non-decreasing?

I am wondering if the function $L[n]$ defined on $n=0,1,2,\ldots,N$ below is "monotonically" non-decreasing in $n$. I put monotonically in quotes because the function is not continuous and I am not ...
2
votes
0answers
307 views

Need help with the convolution of two complex functions

Could someone start me off with how to find the convolution of these two functions? Using the normal equation for convolution seems impossible as a common overlap interval is required for ...
2
votes
0answers
100 views

Pseudo-inverse of an underdetermined Toeplitz matrix

I have an undetermined Toeplitz matrix (more columns than rows). For example: \begin{equation*} T = \begin{pmatrix} 1 & 1 & 1 & 1 & 1 & 0 & 0 & 0 & 0 ...
2
votes
0answers
191 views

Show that convolution satisfies partial differential equation

Consider the equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2} + a\frac{\partial u}{\partial x}$$ for a function $u(x,t)$ with initial value $$u(x,0)=f(x).$$ Let ...
2
votes
0answers
58 views

Inverse Fourier transform to get convolution

Consider the equation $$\frac{\partial u}{\partial t}=\frac{\partial^2 u}{\partial x^2} + a\frac{\partial u}{\partial x}$$ for a function $u(x,t)$ with initial value $u(x,0)=f(x).$ Let ...
2
votes
0answers
700 views

How Heaviside step function changes limits of integration

This question involves the Laplace transform of the convolution of two functions. The derivation in my textbook has a step that really confuses me. First I'll lay out their argument. $$ f(t) = f_1(t) ...
2
votes
0answers
259 views

Proof of a method to find the points of maximum slope

According to method described in a paper [1] if we want to find points of maximum slope in a signal $f(t)$, then one has to do following Convolve $f(t)$ with $g(t)$ where $g(t)=-cos(\omega ...
2
votes
0answers
373 views

Convolution of compactly supported functions

Let $f,g : \mathbb R \rightarrow \mathbb R$ continuous and compactly supported. I want to show that $f*g$ is continuous and compactly supported. I am 100% sure how to do it. I began as follows: ...
2
votes
0answers
95 views

Solving Dirichlet problem by means of potential theory

Let $\Omega\subset\mathbb{R}^N$ be a bounded smooth domain and consider the Dirichlet problem with $f\in H^{-1}(\Omega)$ $$\tag{1}-\Delta u=f$$ Is there a way to solve this problem by using ...
2
votes
0answers
454 views

How to express multiplication of two spherical harmonics expansions in terms of their coefficients?

Consider a spherical harmonics expansion/series like this: $$f(\theta,\varphi)=\sum_{\ell=0}^\infty \sum_{m=-\ell}^\ell f_\ell^m \, Y_\ell^m(\theta,\varphi)$$ Presumably if we take two functions on ...
2
votes
1answer
63 views

Asymptotics at the origin of the convolution with an approximation to the identity.

In short, I am trying to find sufficient conditions for an approximation to the identity function $K_h$ so that, for $h$ small enough and fixed, the asymptotics at the origin of an $L^1 \cap L^2$ ...
2
votes
1answer
148 views

The differentiability of convolutions

Yes, again, this type of question. Similar ones this and this. I come with another variant. Let $f\in\mathcal{S}$, i.e. Schwartz function, and $g\in L^{p}(\mathbb{R}^d),p\in[1,\infty]$. The following ...
2
votes
2answers
185 views

What if the cauchy product of two series in $\mathbf{Z}$ is null

I have a problem I do not find a solution. Given two series $\left(a_n\right)_{n \in \mathbf{Z}}$ and $\left(b_n\right)_{n \in \mathbf{Z}}$ which have a cauchy product $\left(c_n\right)_{n \in ...
2
votes
1answer
137 views

On using fourier transforms to solve the root of a convolution

In continuation of Lower bounds of laplace transform of characteristic functions. My question is: Can anyone point out where i'm going wrong in the derivation below. It's been a while ...
2
votes
0answers
148 views

General approach to prove the smoothness of convolution

Consider $\mathbb{R}^d$ and $D_i = \partial /\partial x_i$, in many cases $$D_i(f*g) = D_if*g,$$ given one of $f,g$ is smooth and the other is $L^p$ integrable. I am wondering if there is a general ...
2
votes
1answer
95 views

clarification asked for 'difference between convolution and crosscorrelation?'

I don't understand answer formulated in ways like this "Thus, $p\ast q$ is the distribution of $X+Y$. The cross-correlation $p\circ q$ is the distribution $c=(c_n)_n$ defined by ...
2
votes
2answers
205 views

convolution computation involving $e^{-x^2}$

In working a problem involving convolution, I have arrived at the following integral, but do not know how to compute it: $$2\int_0^{\infty}e^{-a(x-y)^2-by^2}dy$$ I thought that this integrand did not ...
2
votes
2answers
230 views

Understanding convolution

Take: $$ (u*v)(k) = \sum_{i=-\infty}^\infty u(i)v(k-i). $$ The $k$ is there, it's because you want to define $$ \ldots\ldots, (u*v)(-3), (u*v)(-2), (u*v)(-1), (u*v)(0), (u*v)(1), (u*v)(2), ...
2
votes
0answers
103 views

Convolution and Smoothness Conditions

Suppose $f(x),g(x)\in L_1(\mathbb{R})$, with both $|f(x)| \leq 1$, $|g(x)| \leq 1$ and $|f(x)| \rightarrow 0$, $|g(x)| \rightarrow 0$ for $|x| \rightarrow \infty$. Given that we have two other ...
2
votes
0answers
69 views

Show compactness of an evolution operator

Consider the heat equation $$ u_{t}=u_{xx},~~~~~u_0(x)=u(0,x)$$ with $u\colon [0,T]\times\mathbb{R}\to\mathbb{R}, (t,x)\mapsto u(t,x)$ and the evolution operator $E(T)$ with $E(T)u_0=u(T,x)$. 1.) ...
2
votes
0answers
252 views

Poisson exponentiation distribution family and convolution

Assume $\xi_i \sim \mathbb{F}_{\lambda_i}(x)$ are random variables from Poisson distribution. Consider random variables $\eta_i \sim \tilde{F}_{\lambda_i,t}(x)$, where $\tilde{F}_{\lambda_i,t}(x) = ...
2
votes
0answers
110 views

bound on Hilbert transform

Consider $\widehat{Tf(\xi)}=m(\xi)\hat{f}(\xi)$, where $m(\xi)=(1-\vert\xi\vert)1_{[-1,1]}$, i.e. $T$ is the operation of taking Fourier transform and multiplying with the function $m(\xi)$. I am ...
2
votes
1answer
377 views

Convolution converges in infinity norm?

Assume $\phi$ to be a nonnegative continuous function on the real line with compact support. Also assume that integral of $\phi$ over $\mathbb{R}$ is normalized to $1$. Let $\phi_e(x) = ...
2
votes
2answers
530 views

Convolution of irreducible characters of a finite group

If $\chi^{\lambda}$ and $\chi^{\mu}$ are the characters of two irreducible representations $V^{\lambda}$ and $V^{\mu}$ of a finite group $G$, is there a simple way of proving that : $$ \chi^{\lambda} ...
2
votes
0answers
275 views

FFT signal post processing

This is more a "post a suggestion" topic rather than a question. And thank you if you are willing to read this whole. I've been studing the code in the Nvidia Cuda SDK regarding how to operate a ...