Convolution theorem for the Fourier transform

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Prove that if f,g∈L2(∂D)f, g \in L^{2}(\partial \mathbf{D}), then

fg^(n)=∑k=−∞∞f^(k)g^(n−k) \widehat{f g}(n) = \sum _{k = -\infty }^{\infty } \widehat{f}(k) \widehat{g}(n-k)

for every n∈Zn \in \mathbf{Z}.

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Prove that if f∈L1(R)f \in L^{1}(\mathbb {R}) and g∈L2(R)g \in L^{2}(\mathbb {R}), then F(f∗g)=f^Fg\mathcal{F}(f * g) = \widehat{f} \mathcal{F} g.

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Prove that if f,g∈L2(R)f, g \in L^{2}(\mathbb {R}), then fg^=(Ff)∗(Fg)\widehat{f g} = (\mathcal{F} f) *(\mathcal{F} g).

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Prove that for all f,g∈L1(R)f, g \in L_{1}(\mathbb {R}) and y∈Ry \in \mathbb {R}

F[f∗g](y)=2πF[f](y)F[g](y) F\left[f * g\right](y) = \sqrt{2 \pi } F\left[f\right](y) F\left[g\right](y)
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Let f∈L1(R)f \in L_{1}(\mathbb {R}) and g∈L2(R)g \in L_{2}(\mathbb {R}). Prove that

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(1)

the formula (f∗g)(x)=∫Rf(x−y)g(y)dy(f * g)(x) = \int_{\mathbb {R}} f(x-y) g(y) d y, where the integral converges for almost all x∈Rx \in \mathbb {R}, defines a function f∗g∈L2(R)f * g \in L_{2}(\mathbb {R});

(2)

F[f∗g](y)=2πF[f](y)⋅F[g](y)F\left[f * g\right](y) = \sqrt{2 \pi } F\left[f\right](y) \cdot F\left[g\right](y) for almost all y∈Ry \in \mathbb {R}.

Prove that if f,g∈L1(R)f, g \in L_{1}(\mathbb {R}), then f∗g^=2πf^⋅g^\widehat{f * g} = \sqrt{2 \pi } \hat{f} \cdot \hat{g}.

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Compute the convolution 1x2+a2∗1x2+b2,a,b>0\frac{1}{x^{2}+a^{2}} * \frac{1}{x^{2}+b^{2}}, a, b > 0.

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Prove that the convolution operator SfS_{f} in L2(R)L_{2}(\mathbb {R}) is unitarily equivalent to the operator of multiplication by the function 2πf^:F^SfF^−1h=2πf^h\sqrt{2 \pi } \hat{f}: \hat{F} S_{f} \hat{F}^{-1} h = \sqrt{2 \pi } \hat{f} h for every function h∈L2(R)h \in L_{2}(\mathbb {R}).

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Find the spectrum of the convolution operator with the function e−∣x∣e^{-\left|x\right|} in L2(R)L_{2}(\mathbb {R}).

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Find the spectrum of the operator A:L2(R)→L2(R)A: L_{2}(\mathbb {R}) \rightarrow L_{2}(\mathbb {R}) of the following form:

(Af)(x)=∫−∞+∞e−(x−t)2/2f(t)dt (A f)(x) = \int _{-\infty }^{+\infty } e^{-(x-t)^{2} / 2} f(t) d t

Is this operator compact?

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Prove that if one of the generalized functions GG and HH is an element of E′\mathcal{E}^{\prime }, and the other an element of S′\mathcal{S}^{\prime }, then F^[G∗H]=2πF^[G]⋅F^[H]\hat{F}[G * H] = \sqrt{2 \pi } \hat{F}[G] \cdot \hat{F}[H].

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Let S1S^1 denote the unit circle (the set of complex numbers with modulus one, or the real numbers modulo 2π2\pi). The convolution of two functions on S1S^1 is

f∗g(θ)=12π∫02πf(ϑ)g(θ−ϑ) dϑ. f * g(\theta ) = \frac{1}{2\pi } \int _0^{2\pi } f(\vartheta ) g(\theta - \vartheta ) \, d\vartheta .

Suppose that ff is an element of L2(S1)L^2(S^1) with the property that its Fourier coefficient

f^(n)=∫02πf(θ)e−inθ dθ \hat{f}(n) = \int _0^{2\pi } f(\theta ) e^{-in\theta } \, d\theta

is non-zero for all n∈Zn \in \mathbb {Z}. Show that the linear space {f∗k∣k∈L2(S1)}\{ f * k \mid k \in L^2(S^1)\} is dense in L2(S1)L^2(S^1).

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This exercise provides the details needed for the proof of Theorem 9.21. Let f,g∈L1(R)f, g \in L^{1}(\mathbb {R}) be fixed, and prove the following facts.

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(a)

The Fourier transform of the involution f~(x)=f(−x)‾\widetilde{f}(x) = \overline{f(-x)} is

(f~)∧(ξ)=f^(ξ)‾,ξ∈R (\tilde{f})^{\wedge }(\xi ) = \overline{\widehat{f}(\xi )}, \quad \xi \in \mathbb {R}
(b)

The convolution

(f∗g)(x)=∫−∞∞f(y)g(x−y)dy (f * g)(x) = \int _{-\infty }^{\infty } f(y) g(x-y) d y

exists for almost every xx, and f∗g∈L1(R)f * g \in L^{1}(\mathbb {R}) with ∥f∗g∥L1≤∥f∥L1∥g∥L1\left\| f * g\right\|_{L^{1}} \leq \left\| f\right\|_{L^{1}}\left\| g\right\|_{L^{1}}. Further, f∗g=g∗ff * g = g * f.

(c)

The Fourier transform of f∗gf * g is

(f∗g)∧(ξ)=f^(ξ)g^(ξ),ξ∈R (f * g)^{\wedge }(\xi ) = \widehat{f}(\xi ) \widehat{g}(\xi ), \quad \xi \in \mathbb {R}
(d)

If f,gf, g are compactly supported, then so is f∗gf * g.

(e)

If gg is differentiable and g′g^{\prime } is integrable and bounded, then f∗gf * g is differentiable and (f∗g)′=f∗g′(f * g)^{\prime } = f * g^{\prime }.

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(a)

Justify the use of Fubini's Theorem in the proof of part (a) of Theorem 13.10.

(b)

Prove part (b) of that theorem.

Define the function eke_k on Tn\mathrm{T}^n by the formula ek(t)=e2πikte_k(t)=e^{2\pi ikt} (here k∈Znk\in \mathbb {Z}^{n} is a multi-index and kt=k1t1+⋯+kntnkt=k_1t_1+\cdots +k_nt_n). Prove the identity

ek∗ek=ek,ek∗ei=0for k≠j. e_k*e_k=e_k,\qquad e_k*e_i=0\quad \text{for }k\ne j.
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A trigonometric polynomial on Tn\mathrm{T}^n is defined to be a linear combination of the functions eke_k defined in Problem 517. Prove that the collection of trigonometric polynomials forms an ideal in the algebra L1(Tn,dt)L^{1}\left({\mathrm{T}^n,dt}\right).

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Let χ\chi be a character on the group GG, and f∈L1(G,μ)f\in L^{1}\left({G,\mu }\right). Prove that χ∗f=cf\chi *f=cf, where

c=χ∗f(0)=∫Gf(x)χ(x)‾ dμ(x). c=\chi *f(0)=\int _G f(x)\overline{\chi (x)}\, d\mu (x).
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Let GG be a compact group with invariant measure μ\mu normalized by the condition μ(G)=1\mu \left(G\right)=1. Prove that for any two characters χ1,χ2∈G^\chi_1,\chi_2\in \widehat G

χ1∗χ2={0,χ1≠χ2,χ1,χ1=χ2. \chi _1*\chi _2= \begin{cases} 0, & \chi _1\ne \chi _2,\\ \chi _1, & \chi _1=\chi _2. \end{cases}
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Let f∈L1(R,dx)f\in L^{1}\left({\mathbb {R},dx}\right). Find the spectrum of the convolution operator S(f)S(f) on the space L2(R,dx)L^{2}\left({\mathbb {R},dx}\right).

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Let f∈L1(T,dt)f\in L^{1}\left({\mathrm T,dt}\right). Find the spectrum of the operator S(f)S(f) of convolution with ff on the space L2(T,dt)L^{2}\left({\mathrm T,dt}\right).

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Reduce the convolution operator S(f)S(f), f∈L1(R,dx)f\in L^{1}\left({\mathbb {R},dx}\right), to the form of multiplication by a function. For what functions ff is this operator selfadjoint?

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Can the convolution operator S(f)S(f), f∈L1(R,dx)f\in L^{1}\left({\mathbb {R},dx}\right), be unitary?

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Let GG be a locally compact abelian group with invariant measure μ\mu. Determine conditions on a function f∈L1(G,μ)f\in L^{1}\left({G,\mu }\right) under which the convolution operator S(f)S(f) is:

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(a)

selfadjoint;

(b)

unitary;

(c)

compact.

Let ff be a continuous function with period 2π2 \pi. Express the Fourier coefficients An,BnA_{n}, B_{n} of the convolution

F(x)=1π∫−ππf(t)f(x+t)dt F(x) = \frac{1}{\pi } \int _{-\pi }^{\pi } f(t) f(x+t) d t

in terms of the Fourier coefficients an,bna_{n}, b_{n} of the function ff.

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Find the expression for the Fourier coefficients An,BnA_{n}, B_{n} of the Steklov function

fh(x)=12h⋅∫x+hx−hf(t)dt,h>0 f_{h}(x) = \frac{1}{2 h} \cdot \int _{x+h}^{x-h} f(t) d t, \quad h > 0

in terms of the Fourier coefficients an,bna_{n}, b_{n} of a 2π2 \pi-periodic function ff, absolutely integrable over the period.

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Let the functions ff and gg be continuous, bounded, and absolutely integrable on RR. Prove that:

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(1)

the function h(x)=∫−∞+∞f(t)g(x−t)dth(x) = \int_{-\infty }^{+\infty } f(t) g(x-t) d t, called the convolution of the functions ff and gg and denoted f∗gf * g, is continuous, bounded, and absolutely integrable on RR;

(2)

F[f∗g]=F[f]⋅F[g]F[f * g] = F[f] \cdot F[g].

The Fourier transform of a function f∈L1(Rm)f \in \mathscr {L}^{1}\left(\mathbb {R}^{m}\right) is the function f^\widehat{f}, defined by the equality

f^(s)=∫Rmf(t)e−i(s,t)dt(s∈Rm), \widehat{f}(s)=\int _{\mathbb {R}^{m}} f(t) e^{-i(s, t)} d t \quad \left(s \in \mathbb {R}^{m}\right),

where (s,t)(s, t) is the scalar product of the vectors s,t∈Rms, t \in \mathbb {R}^{m}. The convolution of two summable functions gg and hh on Rm\mathbb {R}^{m} is denoted by g∗hg * h: by definition (g∗h)(x)=∫Rmg(x−y)h(y)dy(g * h)(x)=\int_{\mathbb {R}^{m}} g(x-y) h(y) d y for almost all x∈Rmx \in \mathbb {R}^{m}.

Find the Fourier transform and the convolution fc1∗fc2f_{c_{1}} * f_{c_{2}} of the functions in the following cases (c>0c>0):

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(a)

fc(x)=1c2πe−x2/(2c2)(x∈R)f_{c}(x)=\frac{1}{c \sqrt{2 \pi }} e^{-x^{2} /\left(2 c^{2}\right)} \quad (x \in \mathbb {R});

(b)

fc(x)=(2πc2)−m/2e−∥x∥2/(2c2)(x∈Rm)f_{c}(x)=\left(2 \pi c^{2}\right)^{-m / 2} e^{-\left\| x\right\|^{2} /\left(2 c^{2}\right)}\left(x \in \mathbb {R}^{m}\right);

(c)

fc(x)=1πcc2+x2(x∈R)f_{c}(x)=\frac{1}{\pi } \frac{c}{c^{2}+x^{2}} \quad (x \in \mathbb {R}).

The convolution of two summable functions gg and hh on Rm\mathbb {R}^{m} is denoted by g∗hg * h: by definition (g∗h)(x)=∫Rmg(x−y)h(y)dy(g * h)(x)=\int_{\mathbb {R}^{m}} g(x-y) h(y) d y for almost all x∈Rmx \in \mathbb {R}^{m}. The Fourier transform of a function f∈L1(Rm)f \in \mathscr {L}^{1}\left(\mathbb {R}^{m}\right) is the function f^(s)=∫Rmf(t)e−i(s,t)dt\widehat{f}(s)=\int_{\mathbb {R}^{m}} f(t) e^{-i(s, t)} d t (s∈Rms \in \mathbb {R}^{m}); it is injective in the sense that if f^=g^\widehat{f}=\widehat{g}, then f(t)=g(t)f(t)=g(t) for almost all t∈Rmt \in \mathbb {R}^{m}.

Prove that if the convolution of a function ff summable on Rm\mathbb {R}^{m} with the function e−∥x∥2e^{-\left\| x\right\|^{2}} is identically zero, then f(x)=0f(x)=0 almost everywhere.

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Compute the Fourier transform of the characteristic function of an interval. For n=1,2,3,…n = 1,2,3, \ldots, let gng_{n} be the characteristic function of [−n,n][-n, n], let hh be the characteristic function of [−1,1][-1,1], and compute gn∗hg_{n} * h explicitly. (The graph is piecewise linear). Show that gn∗hg_{n} * h is the Fourier transform of a function fn∈L1f_{n} \in L^{\mathbf{1}}; except for a multiplicative constant,

fn(x)=sin⁡xsin⁡nxx2 f_{n}(x) = \frac{\sin x \sin n x}{x^{2}}

Show that ∥fn∥1→∞\left\| f_{n}\right\|_{1} \rightarrow \infty and conclude that the mapping f→f^f \rightarrow \hat{f} maps L1L^{1} into a proper subset of C0C_{0}. Show, however, that the range of this mapping is dense in C0C_{0}.

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