Section 18.1

Convolution of functions in L1(R)L^1(\mathbb{R})

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Problem 18.1

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).

Problem 18.2

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

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(a)

f∗g∈L1(R)f * g \in L_{1}(\mathbb {R}) and ∥f∗g∥L1(R)⩽∥f∥L1(R)⋅∥g∥L1(R)\left\| f * g\right\|_{L_{1}(\mathbb {R})} \leqslant \left\| f\right\|_{L_{1}(\mathbb {R})} \cdot \left\| g\right\|_{L_{1}(\mathbb {R})};

(b)

f∗g=g∗ff * g = g * f.

Problem 18.3

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 18.4

Compute the convolution of the characteristic functions χ[1,2](x)∗χ[3,4](x)\chi_{[1,2]}(x) * \chi_{[3,4]}(x).

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Problem 18.5

Compute the convolution f(x)∗χ[2,4](x)f(x) * \chi_{[2,4]}(x), where

f(x)={x+1,−1⩽x⩽01−x,0<x⩽1 f(x) = \begin{cases} x+1, & -1 \leqslant x \leqslant 0 \\ 1-x, & 0 < x \leqslant 1 \end{cases}
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Problem 18.6

Prove that the convolution ωa,b∗χ[c,d]\omega_{a, b} * \chi_{[c, d]}, where ωa,b\omega_{a, b} is the "bump" from problem 15.1, is a function of the "hat" type from problem 15.2.

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Problem 18.7

Prove that if f,g∈L1(R),f∈C1(R)f, g \in L_{1}(\mathbb {R}), f \in C^{1}(\mathbb {R}) and f′∈L1(R)f^{\prime } \in L_{1}(\mathbb {R}), then f∗g∈C1(R)f * g \in C^{1}(\mathbb {R}) and (f∗g)′=f′∗g(f * g)^{\prime } = f^{\prime } * g.

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Problem 18.8

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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Problem 18.9

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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Problem 18.10

Prove that if f∈L1(R)f \in L_{1}(\mathbb {R}) and g∈L∞(R)g \in L_{\infty }(\mathbb {R}), then the convolution f∗gf * g is uniformly continuous on R\mathbb {R}.

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Problem 18.11

Prove that if f∈L1(R)∩L∞(R)f \in L_{1}(\mathbb {R}) \cap L_{\infty }(\mathbb {R}) and g∈L1(R)g \in L_{1}(\mathbb {R}), then f∗g∈C0(R)∩L1(R)f * g \in C_{0}(\mathbb {R}) \cap L_{1}(\mathbb {R}) and ∥f∗g∥C0(R)⩽∥f∥L∞(R)⋅∥g∥L1(R)\left\| f * g\right\|_{C_{0}(\mathbb {R})} \leqslant \left\| f\right\|_{L_{\infty }(\mathbb {R})} \cdot \left\| g\right\|_{L_{1}(\mathbb {R})}.

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Problem 18.12

Prove that if f∈L2(R)f \in L_{2}(\mathbb {R}) and g∈L2(R)g \in L_{2}(\mathbb {R}), then the convolution f∗gf * g is defined and belongs to the space C0(R)C_{0}(\mathbb {R}).

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Problem 18.13

Give an example of two functions f,g∈L1(R)f, g \in L_{1}(\mathbb {R}) such that f∗gf * g is discontinuous.

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Problem 18.14

(E. Titchmarsh, 1926). Let f,g∈L1(R),f≡g≡0f, g \in L_{1}(\mathbb {R}), f \equiv g \equiv 0 for t<0t < 0 and f∗g=0f * g = 0. Prove that then one of the functions ff or gg is zero almost everywhere.

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Problem 18.15

Let the functions f,g∈L1(R)f, g \in L_{1}(\mathbb {R}) have support on the segment [0,1][0,1], be continuous on this segment, and f(1)≠0f(1) \neq 0. Prove that if supp⁡(f∗g)⊆[0,1]\operatorname {supp}(f * g) \subseteq [0,1], then g≡0g \equiv 0.

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