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Distributional Convolution Lemma 📂Distribution Theory

Distributional Convolution Lemma

Theorem1

Let FF be a distribution, and ϕ,ψ\phi,\psi be a test function. Then FϕF \ast \phi is a function defined in the real space and is locally integrable. Therefore, there exists a corresponding regular distribution TT as follows:

TFϕ(ψ)=F(ϕ~ψ) T_{F \ast \phi}(\psi)=F(\tilde{\phi} \ast \psi)

Here, ϕ~(x)=ϕ(x)\tilde{\phi}(x)=\phi (-x).

Description

The name ‘distribution convolution lemma’ is arbitrarily given as there’s no specific name attached to the content above.

Proof

  • Case 1. If FF is a regular distribution

    There exists a corresponding fLloc1f \in L_{\mathrm{loc}}^{1} for FF.

    F(ϕ)=Ff(ϕ)=f(x)ϕ(x)dx F (\phi) = F_{f} (\phi) = \int f(x)\phi (x) dx

    Therefore, the following equation holds.

    TFϕ(ψ)=(Fϕ)(x)ψ(x)dx=F(ϕ~x)ψ(x)dx=f(y)ϕ~(yx)dyψ(x)dx=f(y)ϕ~(yx)ψ(x)dxdy=f(y)(ϕ~ψ)(y)dy=F(ϕ~ψ) \begin{align*} T_{F \ast \phi}(\psi) &= \int (F*\phi)(x)\psi (x)dx \\ &=\int F(\tilde{\phi}_{x})\psi (x) dx \\ &= \int \int f(y)\tilde{\phi}(y-x)dy\psi (x)dx \\ &= \int f(y)\int\tilde{\phi}(y-x)\psi (x)dxdy \\ &= \int f(y)(\tilde{\phi} \ast \psi)(y)dy \\ &= F(\tilde{\phi} \ast \psi) \end{align*}

  • Case 2. If FF is not a regular distribution

    Since ϕ~,ψC\tilde{\phi}, \psi \in C^{\infty}, ϕ~ψ\tilde{\phi} \ast \psi is Riemann integrable. Then, it is possible to approximate the integral with an infinite series as follows.

    ϕ~ψ(y)=ϕ~(xy)ψ(x)dy=limni=1nϕ(xiy)ψxiΔxi \tilde{\phi} \ast \psi (y)= \int \tilde{\phi}(x-y)\psi (x)dy=\lim \limits_{n\to \infty} \sum \limits _{i=1} ^{n}\phi (x_{i}-y)\psi_ {x_{i}}\Delta x_{i}

    Therefore, the following holds:

    F(ϕ~ψ)=F(limni=1nϕ(xi)ψxiΔxi)=limnF(i=1nϕ(xi)ψxiΔxi)=limni=1nF(ϕ(xi))ψxiΔxi=limni=1n(Fϕ)(xi)ψxiΔxi=Fϕ(x)ψ(x)dx=TFϕ(ψ) \begin{align*} F(\tilde{\phi} \ast \psi) &= F \left( \lim \limits_{n\to \infty} \sum \limits _{i=1} ^{n}\phi (x_{i}-\cdot)\psi_{x_{i}}\Delta x_ {i} \right) \\ &=\lim \limits_{n\to \infty} F \left( \sum \limits _{i=1} ^{n}\phi (x_{i}-\cdot)\psi_{x_{i}}\Delta x_{i} \right) \\ &=\lim \limits_{n\to \infty} \sum \limits _{i=1} ^{n}F \left( \phi (x_{i}-\cdot) \right)\psi_{x_{i}}\Delta x_{i} \\ &=\lim \limits_{n\to \infty} \sum \limits _{i=1} ^{n} (F \ast \phi)(x_{i}) \ast \psi_{x_{i}}\Delta x_{i} \\ &= \int F \ast \phi (x)\psi (x)dx \\ &=T_{F \ast \phi}(\psi) \end{align*}

    The second equality is due to the continuity of the distribution, and the third equality is due to its linearity.


  1. Gerald B. Folland, Fourier Analysis and Its Applications (1992), p318 ↩︎