Algebraic properties of convolution

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Show that if f,g∈L1(∂D)f, g \in L^{1}(\partial \mathbf{D}) then

(f∗g)∼(t)=12π∫−ππf~(x)g~(t−x)dx (f * g)^{\sim }(t) = \frac{1}{2 \pi } \int _{-\pi }^{\pi } \widetilde{f}(x) \widetilde{g}(t-x) d x

for those t∈Rt \in \mathbb {R} such that (f∗g)(eit)(f * g)\left(e^{i t}\right) makes sense; here (f∗g)∼,f~(f * g)^{\sim }, \widetilde{f}, and g~\widetilde{g} denote the transfers to the real line as defined in 11.24.

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Prove that f1∗f2=f2∗f1f_{1} * f_{2} = f_{2} * f_{1} and (f1∗f2)∗f3=f1∗(f2∗f3)\left(f_{1} * f_{2}\right) * f_{3} = f_{1} *\left(f_{2} * f_{3}\right) for all f1,f2,f3∈L1(R)f_{1}, f_{2}, f_{3} \in L_{1}(\mathbb {R}).

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Prove that if f,g,h∈L1(R)f, g, h \in L_{1}(\mathbb {R}), then their convolution has the following properties:

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(a)

f∗(αg+βh)=α(f∗g)+β(f∗h)f *(\alpha g+\beta h) = \alpha (f * g)+\beta (f * h) for all α,β∈C\alpha , \beta \in \mathbb {C};

(b)

(f∗g)∗h=f∗(g∗h)(f * g) * h = f *(g * h).

Prove that supp⁡(f∗g)⊆supp⁡f+supp⁡g\operatorname {supp}(f * g) \subseteq \operatorname {supp} f+\operatorname {supp} g.

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Problem 12.19 from Heil C. "A Basis Theory Primer" [Hei11]More problems in Chapter 12 "Wavelet Bases and Frames"
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(a)

The convolution of sequences c=(ck)k∈Zc = \left(c_{k}\right)_{k \in \mathbb {Z}} and d=(dk)k∈Zd = \left(d_{k}\right)_{k \in \mathbb {Z}} in ℓ1(Z)\ell^{1}(\mathbb {Z}) is the sequence c∗dc * d whose components are

(c∗d)k=∑j∈Zcjdk−j (c * d)_{k} = \sum _{j \in \mathbb {Z}} c_{j} d_{k-j}

Show that this series converges for every kk, and c∗d∈ℓ1(Z)c * d \in \ell^{1}(\mathbb {Z}). Show further that if cc and dd are both finite sequences, then so is c∗dc * d.

(b)

The convolution of functions φ,ψ∈L1(R)\varphi , \psi \in L^{1}(\mathbb {R}) is the function φ∗ψ\varphi * \psi given by

(φ∗ψ)(x)=∫−∞∞φ(y)ψ(x−y)dy (\varphi * \psi )(x) = \int _{-\infty }^{\infty } \varphi (y) \psi (x-y) d y

Show that this integral exists for almost every xx, and we have φ∗ψ∈L1(R)\varphi * \psi \in L^{1}(\mathbb {R}). Show also that if φ\varphi and ψ\psi are each compactly supported, then so is φ∗ψ\varphi * \psi.

(c)

Suppose that φ,ψ∈L1(R)\varphi , \psi \in L^{1}(\mathbb {R}) satisfy the refinement equations

φ(x)=∑k∈Zckφ(2x−k) and ψ(x)=∑k∈Zdkψ(2x−k) \varphi (x) = \sum _{k \in \mathbb {Z}} c_{k} \varphi (2 x-k) \quad \text{ and } \quad \psi (x) = \sum _{k \in \mathbb {Z}} d_{k} \psi (2 x-k)

where c=(ck)k∈Z∈ℓ1(Z)c = \left(c_{k}\right)_{k \in \mathbb {Z}} \in \ell^{1}(\mathbb {Z}) and d=(dk)k∈Z∈ℓ1(Z)d = \left(d_{k}\right)_{k \in \mathbb {Z}} \in \ell^{1}(\mathbb {Z}). Show that their convolution φ∗ψ\varphi * \psi is refinable. Let mc(x)=12∑cke−2πikξm_{c}(x) = \frac{1}{2} \sum c_{k} e^{-2 \pi i k \xi } be the symbol for φ\varphi and md(x)=12∑cke−2πikξm_{d}(x) = \frac{1}{2} \sum c_{k} e^{-2 \pi i k \xi } be the symbol for ψ\psi, and show that the symbol for φ∗ψ\varphi * \psi is mc∗d(ξ)=mc(ξ)md(ξ)m_{c * d}(\xi ) = m_{c}(\xi ) m_{d}(\xi ).

Let p(x)=∑k=0Makxkp(x) = \sum_{k = 0}^{M} a_{k} x^{k} and q(x)=∑k=0Nbkxkq(x) = \sum_{k = 0}^{N} b_{k} x^{k} be two polynomials. Their pointwise product is a polynomial of the form p(x)q(x)=∑n=0M+Ncnxnp(x) q(x) = \sum_{n = 0}^{M+N} c_{n} x^{n}. Find an explicit formula for cnc_{n}, and explain its relation to the convolution of the sequences (ak)k∈Z\left(a_{k}\right)_{k \in \mathbb {Z}} and (bk)k∈Z\left(b_{k}\right)_{k \in \mathbb {Z}}, where we take ak=0a_{k} = 0 if k≠0,…,Mk \neq 0, \ldots , M and similarly for bkb_{k}.

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Prove Lemma 13.11, and establish analogous properties for the convolution of sequences.

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Remark.
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Lemma 13.11: The following facts hold for f,g,h∈L1(T)f, g, h \in L^{1}(\mathbf{T}).

  1. Commutativity: f∗g=g∗ff * g = g * f.

  2. Associativity: (f∗g)∗h=f∗(g∗h)(f * g) * h = f *(g * h).

  3. Distributive laws: f∗(g+h)=f∗g+f∗hf *(g+h) = f * g+f * h.

  4. Commutativity with translations: f∗(Tag)=(Taf)∗g=Ta(f∗g)f *\left(T_{a} g\right) = \left(T_{a} f\right) * g = T_{a}(f * g), a∈Ra \in \mathbb {R}. Here Taf(x)=f(x−a)T_{a} f(x) = f(x-a) is translation, and the convolution of 1-periodic functions is (f∗g)(x)=∫01f(y)g(x−y) dy(f * g)(x) = \int_{0}^{1} f(y) g(x-y)\, d y (Definition 13.6). The convolution of sequences a=(ak)k∈Za = \left(a_{k}\right)_{k \in \mathbb {Z}} and b=(bk)k∈Zb = \left(b_{k}\right)_{k \in \mathbb {Z}} is the sequence a∗ba * b given by (a∗b)k=∑j∈Zajbk−j(a * b)_{k} = \sum_{j \in \mathbb {Z}} a_{j} b_{k-j}, k∈Zk \in \mathbb {Z} (Definition 13.7).

Let δ=δ0=(δ0n)n∈Z\delta = \delta_{0} = \left(\delta_{0 n}\right)_{n \in \mathbb {Z}}. Show that δ\delta is an identity for convolution on ℓp(Z)\ell^{p}(\mathbb {Z}), i.e., c∗δ=cc * \delta = c for every c∈ℓp(Z)c \in \ell^{p}(\mathbb {Z}), where 1≤p≤∞1 \leq p \leq \infty.

Remark We will see in Corollary 13.15 that there is no element of L1(T)L^{1}(\mathbf{T}) that is an identity for convolution on Lp(T)L^{p}(\mathbf{T}).

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Suppose that the function φ\varphi on Rn\mathbb {R}^{n} coincides inside the ball of radius RR with some polynomial and equals zero outside this ball, and that the function ψ∈L1(Rn,dx)\psi \in L^{1}\left({\mathbb {R}^{n},dx}\right) has support in the ball of radius r<Rr<R. Prove that the convolution φ∗ψ\varphi *\psi has support in the ball of radius R+rR+r and coincides with some polynomial in the ball of radius R−rR-r. (All these balls have center at 00.)

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Let f1f_1 and f2f_2 be compactly supported continuous functions on the half-line [0,∞)[0,\infty ). Define Fi=fi(x2+y2)F_i=f_i(\sqrt{x^2+y^2}). Prove that the convolution F=F1∗F2F=F_1*F_2 also has the form F(x,y)=f(x2+y2)F(x,y)=f(\sqrt{x^2+y^2}), where ff is a compactly supported continuous function on [0,∞)[0,\infty ), and give an explicit expression for ff in terms of f1f_1 and f2f_2.

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Let f,g,hf, g, h be integrable functions over (R)(\mathbb {R}) and let

f∗g(x)=∫Rf(t)g(x−t)dt f * g(x)=\int _{\mathbb {R}} f(t) g(x-t) d t

Prove that:

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(a)

f∗gf * g is integrable over (R)(\mathbb {R}).

(b)

If, in addition, one of the functions f,gf, g is bounded then f∗gf * g is continuous.

(c)

f∗g=g∗ff * g=g * f.

(d)

(f∗g)∗h=f∗(g∗h)(f * g) * h=f *(g * h).

Put φ(t)=1−cos⁡t\varphi (t) = 1-\cos t if 0≤t≤2π,φ(t)=00 \leq t \leq 2 \pi , \varphi (t) = 0 for all other real tt. For −∞<x<∞-\infty < x < \infty, define

f(x)=1,g(x)=φ′(x),h(x)=∫−∞xφ(t)dt f(x) = 1, \quad g(x) = \varphi ^{\prime }(x), \quad h(x) = \int _{-\infty }^{x} \varphi (t) d t

Verify the following statements about convolutions of these functions:

(i) (f∗g)(x)=0(f * g)(x) = 0 for all xx.

(ii) (g∗h)(x)=(φ∗φ)(x)>0(g * h)(x) = (\varphi * \varphi )(x) > 0 on (0,4π)(0,4 \pi ).

(iii) Therefore (f∗g)∗h=0(f * g) * h = 0, whereas f∗(g∗h)f *(g * h) is a positive constant.

But convolution is supposedly associative, by Fubini's theorem (Exercise 5(c)). What went wrong?

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Let f,g,h∈L1(R,L,λˉ)f, g, h \in L^{1}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right).

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(a)

Convolution is commutative in the sense that f∗g=g∗ff * g = g * f λˉ\bar{\lambda }-a.e. on R\mathbb {R}.

(b)

Convolution is associative in that f∗(g∗h)=(f∗g)∗hf * \left(g * h\right) = \left(f * g\right) * h λˉ\bar{\lambda }-a.e. on R\mathbb {R}.

If ff and gg are elements of L1(R,L,λˉ)L^{1}\left(\mathbb {R}, \mathcal{L}, \bar{\lambda }\right) that depend only on ∣x∣\left|x\right|, then f∗gf * g only depends on ∣x∣\left|x\right|.

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