All Questions
Tagged with convolution real-analysis
34 questions
2
votes
0
answers
191
views
Smoothing property of the heat kernel on the one-dimensional torus
Let $G=G(x,t)$ be the heat kernel on the one-dimensional torus $\mathbb{T}^1,$ with $x \in \mathbb{T}^1$ and $t \in (0,T].$ $G$ is given by \begin{equation}
G(x,t) = (4 \pi t)^{-1/2} \sum_{k \in \...
- 185
3
votes
0
answers
95
views
Is it true that p-integrable function can be written as a convolution of an integrable function and p-integrable function?
We know that convolution of an integrable function with an $p$-integrable is an $p$-integrable function. This follows from Young's inequality.
My question: Is it true that $L^p(\mathbb{R}^n)\subseteq ...
- 31
0
votes
0
answers
66
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 $E$ ...
6
votes
1
answer
413
views
Analyticity of $f*g$ with $f$ and $g$ smooth on $\mathbb{R}$ and analytic on $\mathbb{R}^*$
Suppose that we have two real functions $f$ and $g$ both belonging to $\mathcal{C}^\infty(\mathbb{R},\mathbb{R})$ analytic on $\mathbb{R}\setminus\{0\}$ but non-analytic at $x=0$. Is the convolution (...
- 393
0
votes
0
answers
44
views
Are there probability densities $\rho, f_n$ such that $\lim_n \frac{[\rho * f_n]_\alpha}{\|\rho * f_n\|_\infty} = \infty$?
We fix $\alpha \in (0, 1)$. Let $[f]_\alpha$ be the best $\alpha$-Hölder constant of $f: \mathbb R^d \to \mathbb R^k \otimes \mathbb R^m$, i.e., $[f]_\alpha := \sup_{x \neq y} \frac{|f(x) - f(y)|}{|x-...
- 825
1
vote
1
answer
58
views
Lower bound the best $\alpha$-Hölder constant of a convolution
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 825
1
vote
2
answers
90
views
Is the difference between $\alpha$-Hölder constants of $f*\rho$ and $g*\rho$ controlled by $\|f-g\|_\infty$?
Let $\mathcal D_1$ be the set of bounded probability density functions on $\mathbb R^d$. This means $f \in \mathcal D_1$ if and only if $f$ is non-negative measurable such that $\int_{\mathbb R^d} f (...
- 825
1
vote
1
answer
116
views
Examining the Hilbert transform of functions over the positive real line
$\DeclareMathOperator\supp{supp}$Let $H:L^{2}(\mathbb{R})\to L^{2}(\mathbb{R})$ be the Hilbert transform. Let suppose we have a compaclty supported function $f \in L^{2}(\mathbb{R})$ such that $\supp(...
- 424
1
vote
1
answer
137
views
Inequality with convolution
I have some troubles with the following problem:
A definition
Let $\sigma_1$ and $\sigma_2$ two positive numbers. We denote for all $x\in\mathbb{R}$, >$G_\sigma\left[ \phi \right](x)$ the gaussian ...
- 393
0
votes
0
answers
66
views
Lower bound of the derivative $(f*g_\sigma)'$ at the zero-crossing point
I am stuck with the following problem. Let consider $f$ a smooth real function such that:
$f$ is negative before 0,
$f$ is positive after 0,
we have $|f'(0)|>0$.
Let $\sigma>0$ and $g_\sigma$ ...
- 393
3
votes
0
answers
155
views
Inequality involving convolution roots
I am struggling with the following problem. Let $f$ be a real smooth function. Let assume that $f$ is:
increasing
strictly convex on $(-\infty,0)$
strictly concave on $(0,+\infty)$
Let $\sigma>0$ ...
- 393
2
votes
1
answer
112
views
Uniqueness of the zero of $f-f*G_\sigma$ with $f$ convex/concave
I am struggling with the following problem. Let $f$ be a real smooth function:
strictly convex on $(-\infty,0)$,
strictly concave on $(0,\infty)$,
strictly increasing.
For $\sigma>0$, how can one ...
- 393
0
votes
0
answers
101
views
Does the tensor product of mollifiers work for $L^{p,q}$ spaces?
Let $X$ and $Y$ be compact regions of $n$- and $m$-dimensional Euclidean spaces respectively.
For any $p,q \in [1,\infty)$, define $L^{p,q}(X \times Y)$ be the space of real valued functions $f :X \...
- 3,507
1
vote
1
answer
145
views
Convolution with the Jacobi Theta-function on "both the space and time variables" - still jointly smooth?
Let $\Theta(x,t)$ be the Jacobi-Theta function:
\begin{equation}
\Theta(x,t):=1+\sum_{n=1}^\infty e^{-\pi n^2 t} \cos(2\pi n x)
\end{equation}
Usually, the heat equation with the periodic boundary ...
- 3,507
3
votes
1
answer
220
views
Is there a real/functional analytic proof of Cramér–Lévy theorem?
In the book Gaussian Measures in Finite and Infinite Dimensions by Stroock, there is a theorem with a comment
The following remarkable theorem was discovered by Cramér and Lévy. So far as I know, ...
- 657
0
votes
1
answer
164
views
Does convolution commute with Lebesgue–Stieltjes integration?
Let $g: \mathbb R \to \mathbb R$ be a function of locally bounded variation, and $f$ a locally integrable function with respect to $dg$, the Lebesgue–Stieltjes measure associated with $g$.
Let $\eta$ ...
- 6,313
2
votes
0
answers
116
views
A technical question concerning convolution product
Let $v\in L^p(\Bbb R^d)$, $1\leq p<\infty$ be nonzero function, i.e., $v\not\equiv 0$.
Define $$u(x)= |v|*\phi(x)= \int_{\Bbb R^d} |v(y)|\phi(x-y)d y$$ with $\phi(x)= ce^{-|x|^2}$ and $c>0$ so ...
- 1,101
0
votes
1
answer
296
views
When can a convolution be written as a change of variables?
Suppose $X$ is a random variable with a density $f(x)$ such that $f(x)$ is a convolution of some density $g$ with some other density $q$:
$$
f = g\ast q.
$$
Under what conditions does $X=h(Y)$, where $...
- 5
3
votes
2
answers
437
views
How to solve the following $0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R}$
Suppose that for a given $b\in \mathbb{R}$
\begin{align}
0= \int_{-\infty}^\infty e^{-\frac{(bt+\omega)^2}{2}} f(t+\omega) \frac{1}{i t} dt, \forall \omega \in \mathbb{R}
\end{align}
where $i =\sqrt{...
- 671
2
votes
1
answer
109
views
Problem regarding vanishing set of convolution
Let $f$ vanishes on an open set containing 0. So there exists $l>0$ such that $f$ vanishes on $B(0,2l).$ So we can choose $g\in C_c^\infty (\mathbb{R}^n)$ (supported on $B(0,l)$) such that $f*g$ ...
- 99
6
votes
2
answers
499
views
When is $\lVert f*g\rVert_\infty=\lVert f\rVert_1\lVert g\rVert_\infty$?
If $1\leq p<\infty$, it is easy to find nice necessary and sufficient equality conditions for the convolution inequality $$\lVert f*g\rVert_p\leq\lVert f\rVert_1\lVert g\rVert_p\qquad (f\in L^1(\...
- 199
3
votes
2
answers
477
views
Vanishing convolution between density and compactly supported function
Find a pair of functions $f,g:\mathbb{R}\to\mathbb{R}$ such that:
$f$ is smooth and compactly supported (say, on $[0,1]$ but this isn't crucial),
$g(x)>0$ for all $x\in\mathbb{R}$, $\int g(x)\,dx=...
- 75
1
vote
1
answer
1k
views
Young's convolution inequality for weighted norms
Young's convolution inequality states that, for $1/p+1/q=1/r+1$ ($1\leq p,\, q, r\leq \infty$), we have $$\lVert f * g \rVert_r \leq \lVert f\rVert_p \lVert g\rVert_q.$$
It is implicit here that the ...
- 75
0
votes
1
answer
191
views
$\frac{\partial}{\partial x}\int_{\mathbb{R}}\frac{1}{\sqrt{2 \pi \varepsilon}}e^{-\frac{(x-y)^2}{2\varepsilon}}l(y)dy\leq C\frac{1}{x}$
Let $l$ be a continuous bounded function ($l$ is not differentiable). I want to prove for $x$ large enough that
$$\frac{\partial}{\partial x}\int_{\mathbb{R}}\frac{1}{\sqrt{2 \pi \varepsilon}}e^{-\...
3
votes
1
answer
1k
views
If the convolution of two functions $f\star g$ is equal to $g$, $f$ is even with compact support and $g$ is bounded, implies that $g$ is constant?
Let $f$ be an even continuous function with compact support such that
$$
\int f(t)\,\mathrm{d}t=1,
$$
and let $g$ be a bounded continuous function such that the convolution $f\star g$ satisfies the ...
4
votes
1
answer
1k
views
Convergence of semi convex functions
Definition. Let $u:\Omega \rightarrow \mathbb{R} $. A function $u$ is called semiconvex if $u=v+w$ for some $v\in C^{1,1}(\Omega)$ and a convex function $w$.
Note. Saying that $u$ is semiconvex is ...
3
votes
3
answers
266
views
When does convolution erase non-monotonicities?
Suppose $\phi:\Bbb R\to[0,\beta]$ is a bounded continuous function such that $\phi(-\infty)=0$ and $\phi(\infty)=\beta$.
Assume $\phi$ is non-decreasing except near zero, i.e. there exists $r>0$ ...
user130609
1
vote
1
answer
381
views
Is this operator invertible?
Let $T(t)$ be a strongly continuous semi-group on a Banach space $X$, and let $A(\cdot)\in C(0,\tau; \mathcal{L}(X))$ for some $\tau>0$. The operator $G:C(0,\tau;X)\to C(0,\tau;X)$ maps every $h\in ...
- 395
0
votes
0
answers
299
views
When convolution with exponential kernel is bounded
Let $g(t)=e^{-\omega t}$, $\omega>0$. What is, in terms of well-known function spaces, the space $X$, $L_{loc}^2(0,\infty)\subset X$, of all functions $f:\mathbb{R}^+\to \mathbb{R}^+$, satisfying
$...
- 395
1
vote
0
answers
134
views
Convolution integral of series involving the non-trivial zeros of $\zeta(s)$
Let us consider the convolution $$f\left(x\right):=\int_{2}^{x-2}\sum_{\rho_{1}}\frac{u^{\rho_{1}}}{\rho_{1}}\sum_{\rho_{2}}\frac{\left(x-u\right)^{\rho_{2}}}{\rho_{2}}du,\,x>4$$ where $\rho_{i},\,...
- 219
3
votes
0
answers
267
views
Link between standard convolution and Day convolution
There is a notion of convolution product between two functors called "Day convolution". (See here nlab for instance) I know that the definition of this notion is inspired by the discrete convolution $$...
- 1,017
59
votes
1
answer
5k
views
Square root of dirac delta function
Is there a measurable function $ f:\mathbb{R}\to \mathbb{R}^+ $ so that $ f*f(x)=1 $ for all $ x\in \mathbb{R} $, i.e $$\int\limits_{-\infty}^{\infty} f(t)f(x-t) dt=1 $$ for all $ x\in \mathbb{R} $.
- 817
2
votes
1
answer
309
views
Convolution vanishes on an interval
Fix a "test" function $f(x)=x\exp(-x^2)$, which is nonzero except $x=0$. Suppose that $g$ is a function with some necessary regularity. Consider the convolution.
$$
(f\ast g )(x)=\int_{-\infty}^{+\...
- 87
0
votes
0
answers
94
views
Do they have the same limit?
Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$
$$
\frac{1}{T}\int_{\mathbb{R}}dx\int_{[-T,T]^2}d\mathbf{v}\int_{[-T,T]^2}...
- 87