Saturday 18 June 2011

Making sense of the Fourier transform of the product of two functions

The Fourier transform of the product of two functions f(x) and g(x) is
given as:



$mathcal{F}[ f(x)g(x)] = int_{-infty}^{+infty} F(omega^prime) G(omega - omega^prime) domega^prime ; = ; mbox{convolution of} ; ; F(omega^prime )G(omega^prime)$



where $F(omega^prime)$ and $G(omega^prime)$ are the Fourier transforms of $f(x)$ and $g(x)$ respectively.



Although I understand the derivation of this formula, I've got difficulty making sense of two frequency terms $omega$ and $omega^prime$. I'm fine with $omega^prime$ but I don't know what to make of $omega$. Should I treat it as a constant, or should I set it to zero?



I'm really interested in the Fourier transform of the square of the second derivative of a function e.g. $mathcal{F}[ f^{primeprime}(x)^2 ]$. Because this problem does not involve a shift, I don't know what to make of the shift term $omega$.

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