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Atlas.DifferentialAnalysis.code.ConvolutionTheorem

The convolution of a tempered distribution u with a Schwartz function φ, viewed as a function x ↦ ⟨u, φ(· - x)⟩ on E.

Instances For
    @[simp]

    Pointwise unfolding of tempDistSchwartzConv: its value at x is u applied to the translated Schwartz function y ↦ φ(y - x).

    The convolution tempDistSchwartzConv u φ of a tempered distribution u with a Schwartz function φ is smooth (C^∞).

    The convolution tempDistSchwartzConv u φ of a tempered distribution u with a Schwartz function φ has polynomial growth: there exist k : ℕ and C ≥ 0 such that ‖(u * φ)(x)‖ ≤ C (1 + ‖x‖)^k for all x.

    Differentiating the convolution u * φ of a tempered distribution and a Schwartz function with respect to the spatial variable: the directional derivative in direction h equals minus the convolution of u with the directional derivative of φ.

    If the support of y ↦ φ(y - x) is disjoint from the closure of the distributional support of u, then (u * φ)(x) = 0.

    Full statement of Melrose's Theorem 11.6 for the convolution of a tempered distribution with a Schwartz function: the directional derivative in m can be moved either onto u or onto φ, and if φ is compactly supported the support of u * φ is contained in dsupport u + supp φ.

    Iterated coordinate-direction partial derivatives transfer between the distribution and the Schwartz factor of a tempered convolution: (∂_j^k u) * φ = u * (∂_j^k φ) pointwise on Euclidean space.