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seaver
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I'm working on some problems involving Fourier transforms and convolution problems and there is one problem I cannot solve. In my situation we have a complex valued function $f(ix)$, with $x\in\mathbb{R}$ and two functions from which we know the following: $|g_2(ix)|\le|g_1(ix)|=1$.

The convolution problem is the following, I have two functions (spectra in my case) that are defined as $$ U_1(i\omega) = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x $$ $$ U_2(i\omega) = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x $$ assuming these exists. I want to show that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$. Intuitively, this is true, since the magnitude of $g_1$ is equal to $1$ and $g_2$ is less or equal to $1$. Also, when I perform some simulation experiments with random functions $f$, I obtain that this relationship holds, however I cannot prove it. sadface

What I have been able to show is this: $$|U_1(i\omega)| = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_1(i(\omega-x))|\mathrm{d}x =\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ $$|U_2(i\omega)| = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_2(i(\omega-x))|\mathrm{d}x \le\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ Hence, the upperbound on $|U_2|$ is less or equal than the upperbound on $|U_1|$, however, this does not guarantee that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$.

Do you maybe have any idea how to approach this further?

Edit: According to some comments here below, I can extend this question with; How could I formulate extra (nontrivial) assumptions on $f$, $g_1$ and $g_2$, such that I can prove this relationship. (It is quite common for example that the considered functions are rational functions with polynomials as numerator and denominator)

I'm working on some problems involving Fourier transforms and convolution problems and there is one problem I cannot solve. In my situation we have a complex valued function $f(ix)$, with $x\in\mathbb{R}$ and two functions from which we know the following: $|g_2(ix)|\le|g_1(ix)|=1$.

The convolution problem is the following, I have two functions (spectra in my case) that are defined as $$ U_1(i\omega) = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x $$ $$ U_2(i\omega) = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x $$ assuming these exists. I want to show that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$. Intuitively, this is true, since the magnitude of $g_1$ is equal to $1$ and $g_2$ is less or equal to $1$. Also, when I perform some simulation experiments with random functions $f$, I obtain that this relationship holds, however I cannot prove it. sadface

What I have been able to show is this: $$|U_1(i\omega)| = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_1(i(\omega-x))|\mathrm{d}x =\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ $$|U_2(i\omega)| = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_2(i(\omega-x))|\mathrm{d}x \le\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ Hence, the upperbound on $|U_2|$ is less or equal than the upperbound on $|U_1|$, however, this does not guarantee that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$.

Do you maybe have any idea how to approach this further?

I'm working on some problems involving Fourier transforms and convolution problems and there is one problem I cannot solve. In my situation we have a complex valued function $f(ix)$, with $x\in\mathbb{R}$ and two functions from which we know the following: $|g_2(ix)|\le|g_1(ix)|=1$.

The convolution problem is the following, I have two functions (spectra in my case) that are defined as $$ U_1(i\omega) = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x $$ $$ U_2(i\omega) = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x $$ assuming these exists. I want to show that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$. Intuitively, this is true, since the magnitude of $g_1$ is equal to $1$ and $g_2$ is less or equal to $1$. Also, when I perform some simulation experiments with random functions $f$, I obtain that this relationship holds, however I cannot prove it. sadface

What I have been able to show is this: $$|U_1(i\omega)| = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_1(i(\omega-x))|\mathrm{d}x =\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ $$|U_2(i\omega)| = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_2(i(\omega-x))|\mathrm{d}x \le\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ Hence, the upperbound on $|U_2|$ is less or equal than the upperbound on $|U_1|$, however, this does not guarantee that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$.

Do you maybe have any idea how to approach this further?

Edit: According to some comments here below, I can extend this question with; How could I formulate extra (nontrivial) assumptions on $f$, $g_1$ and $g_2$, such that I can prove this relationship. (It is quite common for example that the considered functions are rational functions with polynomials as numerator and denominator)

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seaver
  • 129
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Bounding the absolute value of a complex integral

I'm working on some problems involving Fourier transforms and convolution problems and there is one problem I cannot solve. In my situation we have a complex valued function $f(ix)$, with $x\in\mathbb{R}$ and two functions from which we know the following: $|g_2(ix)|\le|g_1(ix)|=1$.

The convolution problem is the following, I have two functions (spectra in my case) that are defined as $$ U_1(i\omega) = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x $$ $$ U_2(i\omega) = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x $$ assuming these exists. I want to show that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$. Intuitively, this is true, since the magnitude of $g_1$ is equal to $1$ and $g_2$ is less or equal to $1$. Also, when I perform some simulation experiments with random functions $f$, I obtain that this relationship holds, however I cannot prove it. sadface

What I have been able to show is this: $$|U_1(i\omega)| = \int_{-\infty}^\infty f(ix)g_1(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_1(i(\omega-x))|\mathrm{d}x =\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ $$|U_2(i\omega)| = \int_{-\infty}^\infty f(ix)g_2(i(\omega-x))\mathrm{d}x \le \int_{-\infty}^\infty |f(ix)g_2(i(\omega-x))|\mathrm{d}x \le\int_{-\infty}^\infty |f(i(\omega-x))|\mathrm{d}x$$ Hence, the upperbound on $|U_2|$ is less or equal than the upperbound on $|U_1|$, however, this does not guarantee that $|U_2(i\omega)|\le|U_1(i\omega)|$ for all $\omega$.

Do you maybe have any idea how to approach this further?