Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2009 / Paper 1 / 4 / Solution

Choose the Fourier transform convention $\hat{f}(k)={\int }_{\mathbb{R}}{e}^{-ikx}f(x)dx$, with inverse $(2\pi {)}^{-1}\int e^{ikx}\hat{f}(k)dk$. For absolutely integrable $f_1,f_2$, Fubini's theorem permits the substitution $s=x-y$ in the convolution transform:This proves the convolution theorem in the chosen convention.

Take $q(x)=\frac{1}{2}{e}^{-|x|}$. Splitting its transform at zero gives $\hat{q}(k)=\frac{1}{2}[(1+ik{)}^{-1}+(1-ik{)}^{-1}]=(1+k^2{)}^{-1}$. Thus the desired inverse is $q\ast q$. For $x\ge 0$, split the convolution integral at $y=0$ and $y=x$:The result is even, soDifferent normalization conventions alter the transform prefactors, which is why the convention was stated explicitly.