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Convolution

Convolution combines two functions by sliding one against the other and integrating the overlap. In Fourier analysis, it is important because convolution in one representation becomes multiplication in the transformed representation.

For functions on the real line, a common convention is

(f∗g)(x)=∫−∞∞f(x−y)g(y) dy.(f*g)(x) = \int_{-\infty}^{\infty} f(x-y)g(y)\,dy.

The operation is associative and commutative under standard hypotheses, but in applications the order often carries interpretation: a source is acted on by a response kernel, or a wavefunction is mixed by a potential.

Convolution appears whenever a linear translation-invariant system builds its output by superposing shifted copies of one fixed response:

u(x)=∫−∞∞G(x−y)f(y) dy=(G∗f)(x).u(x) = \int_{-\infty}^{\infty} G(x-y)f(y)\,dy = (G*f)(x).

Here ff is a source and GG is the response to a point source. This is the full-line, translation-invariant version of a Green-function formula. When boundaries or nonuniform coefficients break translation invariance, the kernel usually depends on both variables separately as G(x,ξ)G(x,\xi) instead of only on x−ξx-\xi.

For the ordinary kk-space convention

F(k)=∫−∞∞f(x)e−ikx dx,f(x)=12π∫−∞∞F(k)eikx dk,F(k) = \int_{-\infty}^{\infty} f(x)e^{-ikx}\,dx, \qquad f(x) = \frac{1}{2\pi} \int_{-\infty}^{\infty} F(k)e^{ikx}\,dk,

the convolution theorem is

Fk[f∗g](k)=F(k)G(k).\mathcal F_k[f*g](k) = F(k)G(k).

The product theorem is the companion identity:

Fk[fg](k)=12π(F∗G)(k).\mathcal F_k[fg](k) = \frac{1}{2\pi} (F*G)(k).

The placement of the factor 1/(2π)1/(2\pi) depends on the Fourier convention. This is one reason to check Fourier Transform Conventions before comparing formulas across sources.

For sufficiently well-behaved functions,

Fk[f∗g](k)=∫−∞∞e−ikx∫−∞∞f(x−y)g(y) dy dx=∫−∞∞g(y)e−iky dy∫−∞∞f(z)e−ikz dz=G(k)F(k).\begin{aligned} \mathcal F_k[f*g](k) &= \int_{-\infty}^{\infty} e^{-ikx} \int_{-\infty}^{\infty} f(x-y)g(y)\,dy\,dx \\ &= \int_{-\infty}^{\infty} g(y)e^{-iky}\,dy \int_{-\infty}^{\infty} f(z)e^{-ikz}\,dz \\ &= G(k)F(k). \end{aligned}

The second line uses z=x−yz=x-y. For distributions and less regular functions, this calculation must be interpreted with the appropriate functional-analytic hypotheses.

The wave-mechanics pages use the unitary pp convention

f~(p)=12πℏ∫−∞∞e−ipx/ℏf(x) dx.\widetilde f(p) = \frac{1}{\sqrt{2\pi\hbar}} \int_{-\infty}^{\infty} e^{-ipx/\hbar}f(x)\,dx.

With this symmetric normalization,

Fp[f∗g](p)=2πℏ f~(p)g~(p).\mathcal F_p[f*g](p) = \sqrt{2\pi\hbar}\, \widetilde f(p)\widetilde g(p).

The product theorem becomes

Fp[fg](p)=12πℏ∫−∞∞f~(q)g~(p−q) dq.\mathcal F_p[fg](p) = \frac{1}{\sqrt{2\pi\hbar}} \int_{-\infty}^{\infty} \widetilde f(q)\widetilde g(p-q)\,dq.

Thus a local product in position space becomes momentum mixing. In one-dimensional quantum mechanics, if V(x)V(x) multiplies a wavefunction ψ(x)\psi(x), then in momentum space the potential term has the form

Fp[Vψ](p)=12πℏ∫−∞∞V~(q)ϕ(p−q) dq,\mathcal F_p[V\psi](p) = \frac{1}{\sqrt{2\pi\hbar}} \int_{-\infty}^{\infty} \widetilde V(q)\phi(p-q)\,dq,

where ϕ\phi is the momentum-space wavefunction. Local potentials are therefore not usually diagonal in momentum representation.

For the operator dictionary that uses this fact, see Momentum Representation.

The delta distribution is the identity for convolution:

(δ∗f)(x)=f(x).(\delta*f)(x) = f(x).

More generally, let

δa(x)=δ(x−a).\delta_a(x) = \delta(x-a).

Then

(δa∗f)(x)=f(x−a).(\delta_a*f)(x) = f(x-a).

This identity says that a shifted point source produces a shifted response. It is the simplest way to remember why a Green function G(x−a)G(x-a) is the response to a source located at aa in a translation-invariant problem.

Let LL be a translation-invariant differential operator on the real line. If

LG=δ,LG=\delta,

then the solution of

Lu=fLu=f

is formally

u=G∗f.u=G*f.

Fourier transformation turns the differential equation into algebra. If LL has Fourier symbol ℓ(k)\ell(k), then

ℓ(k)U(k)=F(k),U(k)=F(k)ℓ(k).\ell(k)U(k)=F(k), \qquad U(k)=\frac{F(k)}{\ell(k)}.

The Green function is the inverse transform of 1/ℓ(k)1/\ell(k), and multiplication by 1/ℓ(k)1/\ell(k) in Fourier space is convolution by GG in position space.

For example, with

L=−d2dx2+κ2,κ>0,L = -\frac{d^2}{dx^2}+\kappa^2, \qquad \kappa>0,

the Fourier symbol is

ℓ(k)=k2+κ2.\ell(k)=k^2+\kappa^2.

Thus

G(x)=∫−∞∞dk2πeikxk2+κ2=e−κ∣x∣2κ.G(x) = \int_{-\infty}^{\infty} \frac{dk}{2\pi} \frac{e^{ikx}}{k^2+\kappa^2} = \frac{e^{-\kappa\lvert x\rvert}}{2\kappa}.

Then

u(x)=∫−∞∞e−κ∣x−y∣2κf(y) dyu(x) = \int_{-\infty}^{\infty} \frac{e^{-\kappa\lvert x-y\rvert}}{2\kappa} f(y)\,dy

solves

(−d2dx2+κ2)u(x)=f(x)\left( -\frac{d^2}{dx^2}+\kappa^2 \right)u(x) = f(x)

under the full-line decay condition. For the broader operator-and-boundary-condition perspective, see Green Functions.

In response language, GG is an impulse response. A general source f(y)f(y) is decomposed into point sources, each point source produces a shifted response G(x−y)G(x-y), and integration adds all responses:

u(x)=∫G(x−y)f(y) dy.u(x) = \int G(x-y)f(y)\,dy.

Fourier space says the same thing differently:

U(k)=G(k)F(k).U(k) = G(k)F(k).

The response kernel becomes a transfer function. Frequencies or momenta for which G(k)G(k) is large are amplified; those for which G(k)G(k) is small are suppressed. In quantum scattering, propagators and resolvents play the same structural role, though their boundary prescriptions and normalization conventions must be stated explicitly.

  • Confusing convolution with pointwise multiplication.
  • Dropping the factor of 2π2\pi or 2πℏ\sqrt{2\pi\hbar} when changing Fourier conventions.
  • Using a translation-invariant convolution formula when the boundary conditions require a two-variable Green function G(x,ξ)G(x,\xi).
  • Treating products or convolutions of distributions as automatically defined.
  • Confusing convolution with correlation, where one of the functions is reversed or conjugated.
  • Forgetting that a local potential in position space generally becomes a momentum-space convolution.
  • G. B. Folland, Fourier Analysis and Its Applications, American Mathematical Society, 1992.
  • E. M. Stein and R. Shakarchi, Fourier Analysis: An Introduction, Princeton University Press, 2003.
  • G. B. Arfken, H. J. Weber, and F. E. Harris, Mathematical Methods for Physicists, 7th ed., Academic Press, 2013.
  • G. F. Roach, Green’s Functions, 2nd ed., Cambridge University Press, 1982.
  • E. N. Economou, Green’s Functions in Quantum Physics, 3rd ed., Springer, 2006.
  1. Prove the convolution theorem in the kk convention.
Solution

Start from the definition:

Fk[f∗g](k)=∫e−ikx∫f(x−y)g(y) dy dx.\mathcal F_k[f*g](k) = \int e^{-ikx} \int f(x-y)g(y)\,dy\,dx.

Set z=x−yz=x-y, so x=z+yx=z+y and dx=dzdx=dz. Then

Fk[f∗g](k)=∫g(y)e−iky dy∫f(z)e−ikz dz=G(k)F(k).\mathcal F_k[f*g](k) = \int g(y)e^{-iky}\,dy \int f(z)e^{-ikz}\,dz = G(k)F(k).

Because multiplication is commutative, this is F(k)G(k)F(k)G(k).

  1. Let δa(x)=δ(x−a)\delta_a(x)=\delta(x-a). Compute (δa∗f)(x)(\delta_a*f)(x).
Solution

Using the convolution definition,

(δa∗f)(x)=∫δa(x−y)f(y) dy=∫δ(x−y−a)f(y) dy.(\delta_a*f)(x) = \int \delta_a(x-y)f(y)\,dy = \int \delta(x-y-a)f(y)\,dy.

The delta distribution evaluates the integrand at y=x−ay=x-a, giving

(δa∗f)(x)=f(x−a).(\delta_a*f)(x) = f(x-a).
  1. In the unitary pp convention, why does a product V(x)ψ(x)V(x)\psi(x) become a convolution in momentum space?
Solution

Write both factors by inverse Fourier transforms:

V(x)=12πℏ∫V~(q)eiqx/ℏ dq,V(x) = \frac{1}{\sqrt{2\pi\hbar}} \int \widetilde V(q)e^{iqx/\hbar}\,dq,

and

ψ(x)=12πℏ∫ϕ(r)eirx/ℏ dr.\psi(x) = \frac{1}{\sqrt{2\pi\hbar}} \int \phi(r)e^{irx/\hbar}\,dr.

Multiplying and transforming back gives a delta constraint q+r=pq+r=p, so

Fp[Vψ](p)=12πℏ∫V~(q)ϕ(p−q) dq.\mathcal F_p[V\psi](p) = \frac{1}{\sqrt{2\pi\hbar}} \int \widetilde V(q)\phi(p-q)\,dq.

Thus each output momentum pp receives contributions from many input momenta.

  1. Let GG satisfy LG=δLG=\delta for a translation-invariant operator LL. Show formally that u=G∗fu=G*f solves Lu=fLu=f.
Solution

Because LL acts on the xx variable and is translation-invariant,

L(G∗f)=(LG)∗f.L(G*f) = (LG)*f.

Using LG=δLG=\delta gives

L(G∗f)=δ∗f=f.L(G*f) = \delta*f = f.

This formal argument assumes the convolution is defined and that LL can be moved through the integral. Boundary-value problems require the corresponding Green-function kernel and domain conditions.