Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2001 / Paper 1 / 2 / Solution

Transform pair. In the paper's symmetric normalization, the inverse Fourier transform isSplit the transform of $e^{-c|x|}$ at zero, with $c>0$:The inverse formula applied to this result givesBecause the kernel is even, replacing the transform variable by $x$ and the argument by $k$ yieldsThe factors of $\sqrt{2\pi }$ depend on the normalization and will also enter the convolution theorem.

Convolution theorem. For integrable functions define the convolutionSubstitute this into the Fourier transform, interchange the two absolutely integrable factors using Fubini's theorem, and set $z=x-y$:Therefore

Integral equation. Put $f_a(x)=1/(x^2+a^2)$. Since this is even, the left side is $f_a\ast g$. The transformed equation issoThe assumption $b>a$ makes the new scale $d=b-a$ positive. Inverting with the previously established transform pair givesThe Cauchy convolution semigroup gives a quick verification. With $K_c(x)=c/[\pi (x^2+c^2)]$, the formula is $g=(a/b)K_{b-a}$ and $f_a=(\pi /a)K_a$. Hence $f_a\ast g=(\pi /b)K_b=1/(x^2+b^2)$, as required. The solution is unique among integrable functions because the multiplier ${\tilde{f}}_a(k)$ never vanishes.