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Questions tagged [convolution]

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

1 vote
1 answer
49 views

Evaluating the convolution of $e^{-at^2}$ and $e^{-bt^2}$ via Fourier transforms

Problem Statement: Use the convolution theorem on the function $ f(t) = e^{-at^2} $ and $ f(t) = e^{-bt^2} $, $ a, b \in \mathbb{R} $. Calculate $ (f \ast g)(t) $. I got a hint that I should first ...
math123's user avatar
  • 21
0 votes
1 answer
28 views

Convolution between $L^1$ function and a singular integral kernel

I meet a problem when reading Modern Fourier Analysis(3rd. Edition) written by L.Grafakos. On pg.82 he writes: Fix $L\in\mathbb{Z}^+$. Suppose that $\{K_j(x)\}_{j=1}^L$ is a family of functions ...
ununhappy's user avatar
5 votes
0 answers
108 views

I can't prove a wiki statement about convolutins

Here is the link: https://en.wikipedia.org/wiki/Fundamental_solution#Application_to_the_example It states that : $$∫_{-∞}^∞\frac{1}{2} |x-y| \sin(⁡y) dy=-sin⁡(x)$$ as distributions The best I can come ...
Alucard-o Ming's user avatar
1 vote
0 answers
128 views

convolution of the fundamental solution with the homogeneous solution

I have a question about the convolution of the fundamental solution with the homogeneous solution. Namely if the 2 are convoluble then the homogeneous solution is necessarily zero? Let $U$ and $E$ ...
Alucard-o Ming's user avatar
2 votes
0 answers
42 views

Analycity of $f*g$ with $f$ and $g$ smooth on $\mathbb{R}$ and analytic on $\mathbb{R}^*$

Posted also on MO with a bounty Suppose that we have two real functions $f$ and $g$ both belonging to $\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$ analytic on $\mathbb{R}\backslash\{0\}$ but non-...
NancyBoy's user avatar
  • 482
0 votes
1 answer
37 views

Algorithm to compute a convolution recursively

Let $$ f(t) = \int_0^t k(t-s)g(s) \, ds. $$ Assume that $g$ is only given in a grid $t_j = j\delta_t$, and that we wish to compute similarly $f$ on the same grid. What's an efficient algorithm to ...
G. Gare's user avatar
  • 1,440
0 votes
0 answers
14 views

Clarification Needed on 1D Convolution and Kernel Purpose

I am confused about the definition of 1D convolution. Given $ a = [-\frac{1}{2}, \frac{1}{2}] $ and $b = [1, 1, 1, -1, -1, -1] $, what will be the result of the convolution $( a * b )$? From my ...
Daniel's user avatar
  • 9
0 votes
0 answers
12 views

Convolution of slightly multivariate Gaussians slightly modified

Starting with $ p(a) = \int p(a|b) p(b) db$ replace $p(b)$ with $\tilde{p}(b) = \mathcal{N}(b; \mu_b, \Sigma_b + \tilde{D})$ where $\tilde{D}$ is an additive diagonal covariance. Assuming ...
scleronomic's user avatar
4 votes
1 answer
91 views
+50

Convolution preserve the boundary condition

Here, I want to know if convolution will preserve the Neumann condition or not. Suppose $K$ is a continuous function on some interval $[-L,L]$, and $u$ is some 'good enouth' function on $[0,L]$ that ...
SaltedFishKing's user avatar
10 votes
2 answers
566 views

What's the necessary and sufficient condition for a real sequence to be written as the self-convolution of another real sequence?

Definition For a sequence $a_0,a_1,\cdots,a_n$, the corresponding self-convolution is another sequence $\displaystyle b_m=\sum\limits_{i+j=m}a_ia_j$ where $0\leq m\leq 2n$. Calculating the self-...
grj040803's user avatar
  • 483
0 votes
0 answers
32 views

Associativity of Convolutions

In Folland's real analysis textbook, there are the following propositions: Assuming that all integrals in question exist, we have $$ (f*g)*h=f*(g*h) $$ The proof is based on the Fubini's theorem.But ...
12345's user avatar
  • 41
0 votes
0 answers
22 views

Help with understanding combination of probability distributions

I have two probability mass functions (PMFs) across the surface of a sphere. They are localised Gaussians (a few degrees in expanse), whose centres have arbitrary positions though they are quite close ...
Jacob Ayre's user avatar
-1 votes
1 answer
64 views

Inverse Fourier Transform - convolution of exponential and rectangular window

I'm trying to get the response in the time domain of the convolution between the exponential $u(t)e^{-at}$ and the rectangular window ($u(t+1)-u(t-1)$). I had already obtained its result by ...
nickalicas's user avatar
0 votes
1 answer
52 views

Is convolution theorem on $l^2(\mathbb{Z})$ valid?

I have a doubt about Fourier transform $F:L^2([0,2\pi])\to l^2(\mathbb{Z})$. If $f,g\in l^2(\mathbb{Z})$ then $f*g\in l^2(\mathbb{Z})$, then, $\mathcal{F}^{-1}(f*g)\in L^2([0,2\pi])$. Question $\...
eraldcoil's user avatar
  • 3,620
0 votes
0 answers
80 views

The Fourier transform of product of derivatives

I have the task to compute the Fourier transform of the product in matlab: $$ \left( \frac{\partial u(t, x)}{\partial x} \right)^2 \left( \frac{\partial^2 u(t, x)}{\partial x^2 } \right)$$ I was ...
unknown's user avatar
  • 391

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