Fall 2011 - Problem 3

convolutions

Let 1<p,q<1 < p, q < \infty satisfying 1p+1q=1\frac{1}{p} + \frac{1}{q} = 1. Fix fLp(R3)f \in L^p\p{\R^3} and gLq(R3)g \in L^q\p{\R^3}.

  1. Show that

    (fg)(x)R3f(xy)g(y)dy\p{f * g}\p{x} \coloneqq \int_{\R^3} f\p{x - y}g\p{y} \,\diff{y}

    defines a continuous function on R3\R^3.

  2. Moreover, show that (fg)(x)0\p{f * g}\p{x} \to 0 as x\abs{x} \to \infty.

Solution.
  1. First, we need to show that the convolution is well-defined. By Hölder's inequality,

    R3f(xy)g(y)dyfLpgLq<\int_{\R^3} \abs{f\p{x - y}g\p{y}} \,\diff{y} \leq \norm{f}_{L^p}\norm{g}_{L^q} < \infty

    for any xx, so f(xy)g(y)L1(R3)f\p{x - y}g\p{y} \in L^1\p{\R^3} for all xR3x \in \R^3.

    For x,yR3x, y \in \R^3, we have

    (fg)(x)(fg)(y)R3f(xz)f(yz)g(z)dzgLq(R3f(z)f(z+(yx))pdz)1/p.\begin{aligned} \abs{\p{f * g}\p{x} - \p{f * g}\p{y}} &\leq \int_{\R^3} \abs{f\p{x - z} - f\p{y - z}}\abs{g\p{z}} \,\diff{z} \\ &\leq \norm{g}_{L^q} \p{\int_{\R^3} \abs{f\p{z} - f\p{z + \p{y - x}}}^p \,\diff{z}}^{1/p}. \end{aligned}

    Because translation is continuous in Lp(R3)L^p\p{\R^3} (e.g., it is true for compactly supported smooth functions, which are dense in Lp(R3)L^p\p{\R^3}), this quantity tends to 00 as xy0\abs{x - y} \to 0, so fgf * g is continuous.

  2. Notice that by dominated convergence,

    limNR3f(xy)g(y)f(xy)g(y)χ{x<N}(x)dy=0,\lim_{N\to\infty} \int_{\R^3} \abs{f\p{x - y}g\p{y} - f\p{x - y}g\p{y}\chi_{\set{\abs{x}<N}}\p{x}} \,\diff{y} = 0,

    since 2f(xy)g(y)L1(R3)2f\p{x - y}g\p{y} \in L^1\p{\R^3}. Let ε>0\epsilon > 0. If NN is large enough, then the integral above is smaller than ε\epsilon and so

    lim supx(fg)(x)lim supx(R3f(xy)g(y)f(xy)g(y)χ{x<N}(x)dy+R3f(xy)g(y)χ{x<N}dy(x))ε,\begin{aligned} \limsup_{\abs{x}\to\infty}\,\abs{\p{f * g}\p{x}} &\leq \limsup_{\abs{x}\to\infty}\,\p{\int_{\R^3} \abs{f\p{x - y}g\p{y} - f\p{x - y}g\p{y}\chi_{\set{\abs{x}<N}}\p{x}} \,\diff{y} + \int_{\R^3} \abs{f\p{x - y}g\p{y}\chi_{\set{\abs{x}<N}}} \,\diff{y}\p{x}} \\ &\leq \epsilon, \end{aligned}

    since the second term vanishes for any fixed NNN \in \N. Sending ε0\epsilon \to 0, we get the claim.