26

I'm looking for a measurable function $f$ defined on $]0,1[$ such that :

$$f \star f(x) = \int_{0}^1 f(x-y) f(y) \ \mathrm{d}y = \frac{1}{1-x}$$ for (almost) any $x \in ]0,1[$.

Is it possible to find or construct such a function f ? Eventually, we can define $f$ on $\mathbb{R}$ with $f=0$ outside of $]0,1[$.

Any help or advises on how to proceed are welcomed. I have already tried without sucess :

  • looking for $f$ in a rational fraction form

  • looking for $f$ in the form $\sum_{n} a_n x^n$

  • looking for $f$ in the form $e^{F(x)}$ with a suitable $F$.

I also started to consider fourier transform and fourier series (by periodisation on $]0,1[$) but it is difficult to define the fourier transform of the right hand side $\frac{1}{1-x}$. Also about the regularity of $f$, we can see that $f$ can't be in $L^1(]0,1[)$ because of the regularity properties of the convolution.

Velobos
  • 2,190
  • 3
    Maybe start with Fourier transform? – rubikscube09 Apr 08 '21 at 13:33
  • I have already tried that but i'm not sure it will work because of the right-hand side that is not integrable. – Velobos Apr 08 '21 at 13:54
  • If $f$ is defined only on $]0,1[$, then your integral should be $\int_{x}^{1} f(y-x)f(y);dy$, right? – GEdgar Apr 08 '21 at 14:45
  • Yes you're right the boundary of integral depends on $x$, but putting it on $[0,1]$ is still true. I've changed $y-x$ to $x-y$ to better suits convolution definition. – Velobos Apr 08 '21 at 15:07
  • 2
    Now it is $\int_0^x f(x-y)f(y),dy$. – GEdgar Apr 08 '21 at 15:17
  • 4
    As you pointed out, there is a problem with Fourier transform of $\frac{1}{1-x}$. You can try to replace this function by $\frac{1}{1-x+i \epsilon}$ with nonzero real $\epsilon$. Then Fourier transform makes sense and maybe you will be able to solve the problem using the fact that Fourier transform of convolution is the product of Fourier transforms. Afterwards try taking the limit $\epsilon \to 0$. – Blazej Apr 08 '21 at 15:40
  • 2
    Not exactly what you are asking but for a distribution $T$ supported on $[0,1]$ there is a distribution supported on $[0,1]$ such that $T=f\ast f$ iff $\hat{T}$ has no odd order zeros on $\Bbb{C}$. Proof: $\hat{f}$ is entire so it must be that $\hat{T}^{1/2}$ is entire, if so the support $\subset [0,1/2]$ of $f$ is found from the growth of $\hat{T}^{1/2}$ in the upper and lower half-plane. – reuns Apr 08 '21 at 16:33
  • @Blazej There is no problem at all with the FT of $(1-x)^{-1}$ if Cauchy principal values are considered, which is classically the case. – user12030145 Nov 25 '22 at 23:16

1 Answers1

9

There is none, even if $f$ is allowed to be a distribution and if the convolution is understood as a convolution of distributions.

I interpret the question as allowing $f$ to be defined on $\mathbb{R}$ with null value outside of $]0,1[$.

I - No solutions in the space of tempered distributions

Fourier transforms of the right hand side (RHS) can be considered, if you allow Cauchy principal values (denoted by a P before the integration symbol). Then its Fourier transform is:

$$ P\int_{-\infty }^{\infty } \frac{e^{-i \text{sx}}}{1-x} \, dx = i \pi e^{-i s} \text{sgn}(s)$$

On the left hand side, the weakest hypothesis on $f$ compatible with a Fourier transform analysis of the question is that the functional $T_f$ defined in the space of Schwartz functions by $ T_f(\phi)= \langle f, \phi \rangle$ be a tempered distribution. This is the assumption that is made for what follows to make sense. It is later shown that this assumption cannot hold true.

It is a classical result that the Fourier transform of $T_f$ exists (see [3]). For simplicity, in what follows, the functional notation will be dropped, so $f*f$ should for example be interpreted as $T_{f}*T_{f}$ or $(T_{f}*T_{f})(\phi)$ depending on context. I interpret the question as implicitly positing the assumption that $f*f$ exists in the sense of distributions (which is for example the case if $f$ is locally integrable, a much weaker condition than $f \in \mathbb{L^1(R)}$).

Let us denote by $F$ the Fourier transform of $f$ under these assumptions. The convolution theorem for Fourier transforms remains valid (see [4]).
We now have:

$$ {F[s]}^2 = i \space \pi \space e^{-i s} \text{sgn}(s)$$

(See 1, table number 309, or 2 page 64 for the sine transform). Considering that the square root is a multi-valued complex function, the banches of the square root will be indexed by integer $k$ to obtain the Fourier transform:

$$ F[s] = \sqrt\pi e^{i (-s/2 + \space \text{sgn}(s) \pi/4 + \space k \pi) }$$

each branch of which is continuous on $\mathbb{R}^*$. It is obviously invertible and computing the inverse Fourier transform yields:

$$ f_0(x) = \epsilon \space \frac{\sqrt{\frac{2}{\pi}}}{1 - 2 x} \text{, with} \space \epsilon² = 1. $$

There is a pole at $\frac{1}{2}$, so either your convolution tolerates Cauchy principal values or not, in which latter case the negative result is straightforward. Granting the option of a Cauchy principal value convolution, $f_0$ is now integrable in the Riemann sense and one can easily check that its integral over $[0, 1]$ is zero.

It is obvious that $f_0$ cannot be null outside of $[0, 1]$, and as $f_0 = f$ if the question admits a solution in the space of tempered distributions, it follows that the question admits no solution in this space.

Even if the value of $f_0$ outside of $[0, 1]$ were by some extra assumption finally not considered at all, the direct computation of the (principal-valued) convolution itself is not possible for $ x \ge \frac{1}{2}$, and for $x < \frac{1}{2}$, it yields:

$$ (f_0*f_0)(x) = \frac{\ln (1-2 x)}{\pi (x-1)}$$

which is equal to the RHS only at one point of the interval ($x = \frac{1}{2} \left(1-e^{-\pi }\right)$).

II - No solutions in the space of distributions with support contained in $\mathbb{R^+}$ that have a Laplace transform

We now remove the requirement for a tempered distribution and replace it by the other requirement that:

$$\text{The space of distributions has left-bounded support included in} \, \, \mathbb{R^+} \, (R_1).$$

We add the requirement that:

$$e^{-\xi} T_{f} \text{ be a tempered distribution for all } \xi > \xi_0 \, \, (R_2).$$

This is a less stringent condition than the one used in I.
Now, the Laplace transform of $f$ at $p$, which will simply be denoted by $L(p)$, exists for $p > \xi_0$, for some given $\xi_0 > 0$.
The convolution $f*f$ now exists without further assumptions to be made. Notice that, $\theta$ being the Heaviside step function:

$$ \int_{0}^{1} f(u) f(x-u) \, du = \int_{0}^{1} \theta(x-u) \, f(u) f(x-u) \, du$$

as, if $u > x$, then $f(x-u) = 0$ by hypothesis.
So that:

$$ \int_{0}^{1} f(u) f(x-u) \, du = \int_{0}^{x} f(u) f(x-u) \, du$$

It is known that the Laplace transform $L(p)$ of $f*f$, in the sense of the convolution of distributions, is $L(p)^2$ (see [5]). It is equal to the Laplace transform of the left-hand side, owing to the above equation.
On the other hand, the Laplace transform of the RHS, granting Cauchy principal value integration, can be shown to be:

$$k(p) = E_i(p) e^{-p}$$

for $p > 0$ arbitrary. Now, it suffices to notice that, for $p < 0.3$, the above value is negative, which is a contradiction.

enter image description here

It follows that there is no solution to the problem in the space of distributions satisfying the (relatively weak) requirements $(R_1)-(R_2).$

III- Final part of the demonstration

As the interval of integration is included in $\mathbb{R^+}$ and $f$ vanishes elsewhere, the support of $f$ necessarily satisfies $(R_1)$, so $(II) \Rightarrow (I).$ This would not be true if, for example, the lower bound of integration were $-1$.

Finally, all the conditions of (I) and (II) will be satisfied if $T_f$ has compact support, as a distribution with compact support is necessaritly tempered (see [6]).

Let us show now that a solution $T_f$, if it exists, must have compact support, which will prove the negative answer to the question.

First, if $T_f$ vanishes almost everywhere within $]0, 1[$, then each non-zero of $T_f$ in the interval is an adherent point of a sequence of zeros, hence the support of the distribution is a null set (of zero measure) and the integrals vanish. It is obvious that there can be no solution to the problem in this case.

As a consequence, the support of the distribution must contain a open subset $A \subset ]0,1[$ of non-zero measure. Let us consider the union $\Omega$ of such open subsets. It still is an open subset of non-zero measure and it contains all the interior of the support. In other words, $T_f$ vanishes only outside of $\Omega$ with $\, \mu(\Omega) > 0$.

In this case, by the Borel-Lebesgue theorem, the closure $\bar \Omega$ of $\Omega$, which is the support of $T_f$, will be compact and of non-zero measure too. This completes the demonstration.


1 https://en.wikipedia.org/wiki/Fourier_transform
2 Erdélyi, Arthur, ed. (1954), Tables of Integral Transforms, vol. 1, McGraw-Hill.
[3] van Dijk, G. (2013), Distribution Theory: Convolution, Fourier Transform, and Laplace Transform, De Gruyter, 7.8 p. 64.
[4] Ibid. 7.8 p. 65.
[5] Ibid. 8.3 p.76.
[6] Ibid. 7.6 p.60.

user12030145
  • 1,103