How can I easily compute the Fourier Transform of a convolution integral?

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Discussion Overview

The discussion revolves around computing the Fourier Transform of a convolution integral, specifically focusing on the function defined by an integral involving a convolution of two functions. Participants explore the application of the Fourier Transform and the convolution theorem in this context, sharing calculations and seeking clarification on the steps involved.

Discussion Character

  • Exploratory
  • Mathematical reasoning

Main Points Raised

  • One participant presents the function defined by a convolution integral and seeks to compute its Fourier Transform.
  • Another participant suggests a change of variables and notes that the integral can be manipulated to express the inner integral as a Fourier Transform.
  • A participant shares their calculation steps, including changing the order of integration and separating integrals, to arrive at the desired result.
  • There is a suggestion to avoid using the same symbol for a function and its Fourier Transform to prevent confusion.
  • A later reply confirms the correctness of the participant's calculation without providing further elaboration.

Areas of Agreement / Disagreement

Participants generally agree on the steps taken in the calculations, but there is no explicit consensus on the broader implications or potential alternative approaches to the problem.

Contextual Notes

Some participants express uncertainty about the notation and the implications of their calculations, particularly regarding the change of variables and the separation of integrals.

muzialis
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Hi there,
I am trying to get some practice with Fourier Transforms, there is a long way to go.
For example, let me consider the function $$ \gamma (t) = \int_{-\infty}^{t} C(t-\tau) \sigma(\tau) \mathrm{d}{\tau}$$
Defining the Fourier Transform as
$$ \gamma(\omega) = \frac{1}{2 \pi} \int_{-\infty}^{\infty} \gamma(t) e^{i\omega t} \mathrm{d}t$$
I am supposed to compute with ease that
$$ \gamma(\omega) = \sigma(\omega) \int_0 ^{\infty} C(t) e^{i\omega t} \mathrm{d}t$$,
but I am struggling, because I can not apply the convolution theorem (as the first equation is a convolution only to actual time).
I tried to use the definition writing
$$\gamma(\omega) = \frac{1}{2\pi} \int_{-\infty}^{\infty} \int_{-\infty}^{t} C(t-\tau) \sigma(\tau) \mathrm{d}{\tau} e^{i\omega t} \mathrm{d}t$$
hoping to invertt integration order and express the inner integral as a Fourier Transform, but again I am not getting anywhere. I tried a variable change $$t-\tau = u$$ and that helps in changing the integration limits to 0 and infinity, but still does not bring me to the desired result, any advice or hint?
Many thanks as usual
 
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You are almost there. eiωt = eiω(t-u) eiωu.
After the change of variables and the order of integration switch you have the result, noting that the integral (-∞,∞) is the Fourier transform of σ.

Further suggestion don't use the same symbol for a function and its Fourier transform.
 
Mathman,
thanks for your help. I understand your suggestion, I will continue only for this post with the previous notation just not to confuse things further.
I am getting what I would like to, but in a little bit of a shaky way, so I post the calc for a check...
Here is the calculation:

$$\gamma(\omega) = \frac{1}{2\pi} \int_{-\infty}^{\infty} \int_{-\infty}^{t} C(t-\tau) \sigma(\tau) \mathrm{d}{\tau} e^{i\omega t} \mathrm{d}t$$
Using the change of variable $$ t - \tau = u$$ one obtains
$$\gamma(\omega) = \frac{1}{2\pi} \int_{-\infty}^{\infty} \int_{0}^{\infty} C(u) \sigma(t-u) \mathrm{d}{u} \, e^{i\omega (t-u)} e^{i \omega u} \mathrm{d}t$$
inverting the order of integration
$$\gamma(\omega) = \frac{1}{2\pi} \int_{0}^{\infty} \int_{-\infty}^{\infty} C(u) \sigma(t-u) \, e^{i\omega (t-u)} e^{i \omega u} \mathrm{d}t \mathrm{d}{u}$$
and the integrals can be separated now, the one between infinite limits of integration leading the Fourier transform of $\sigma$ (upon a trivial change of variables $$ t - u = z$$ at constant u, is this corrrect?), the final result being as desired
$$\gamma (\omega) = \sigma(\omega) \int_{0}^{\infty} C(u)e^{i\omega u} \mathrm{d}u$$ Many thanks
 
Last edited:
It is correct.

(Note - your Latex didn't work in one line).
 
Mathman, many thanks much appreciated.
 

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