Questions tagged [convolution]

For questions about applying convolutions to data. This can include the process of convolving two functions together or seeking a kernel matrix to convolve with a grid of data (often done in image processing).

Filter by
Sorted by
Tagged with
2 votes
2 answers
241 views

How to plan convoluted measurements

I have a physical function $f(x)$ which I intend to measure. Problem is that I cannot read it directly, but through a response function $g(x)$ which is known to me with great accuracy and any one ...
i_prob_should_know_this's user avatar
0 votes
0 answers
82 views

About Convolution Theorem

...
Deepak Kallepalli's user avatar
1 vote
0 answers
84 views

Convolution/weighted average of two arrays in Python

I have an equation that I need to calculate numerically, but I am having doubts about my approach. I am cross-posting this question from Stack Exchange, because I am not getting any responses. This is ...
theWrongAlice's user avatar
1 vote
1 answer
137 views

Computing convolution on non-uniform sample

How to efficiently convolve the function $h(t)=H(t)e^{-t}$ with a function $x(t)$ sampled non-uniformly, i.e. $\{x(t_0), x(t_1), ..., x(t_{N-1})\}$? $H(t)$ is the Heaviside step function, and the ...
Firman's user avatar
  • 181
2 votes
1 answer
77 views

Padding length and error analysis of discrete convolution by FFT

The standard algorithm for discrete convolution of two vectors $x\in \mathbb{R}^{n}$ and $y \in \mathbb{R}^{m}$ is (in essence) a FFT of the two input vectors, multiplication of the two elementwise, ...
user14717's user avatar
  • 2,125
1 vote
0 answers
125 views

Deconvolution of sinc function in spectrum calculation in FTS

In Fourier transform spectroscopy (FTS) I am calculating a broadband interferogram (e.m. frequency 190-300 GHz top-hat), then back-retrieving the spectrum by FT. Here in the figure, you can see the ...
Raizen's user avatar
  • 61
4 votes
3 answers
506 views

Why not use the convolution theorem for explicit timestepping?

Consider the advection equation \begin{equation} \frac{\partial C}{\partial t} + u\frac{\partial C}{\partial x} + v\frac{\partial C}{\partial y} = 0 \end{equation} I want to do a forward time, center ...
nalzok's user avatar
  • 141
2 votes
0 answers
378 views

Numerical evaluation of Duhamel's integration

I am trying to numerically evaluate the following Duhamel's integration: $$ x = \frac{-1}{\omega_d} \int_0^t \ddot{x}_g (\tau) e^{-\zeta \omega_n(t - \tau)} \sin{\left( \omega_d (t - \tau) \right)} d\...
Quang Thinh Ha's user avatar
0 votes
1 answer
72 views

What's the relationship of machine learning and mechanical simulation?

What's the relationship of machine learning and mechanical simulation? Particularly, machine learning is about learning from a large sample and predicting based on filters tuned on that. Mechanical ...
mavavilj's user avatar
  • 427
4 votes
3 answers
731 views

Convolute a gaussian kernel with a large array of off-grid centroids without looping? (how to make "A Thousand (Gaussian) Points of Light" )

For a finite object size diffraction simulator, I need to generate arrays which are the sum of thousands of instances of a Gaussian (or other) 2D kernel at centroids that will not fall in any ...
uhoh's user avatar
  • 1,016
1 vote
1 answer
315 views

How to generate the convolution of f(x, y) with a parametric function g(t), x(t), y(t) in Python? (Something better than this brute-force sum)

The answer to Convolute a gaussian kernel with a large array of off-grid centroids without looping? (how to make "A Thousand (Gaussian) Points of Light" ) involves summing a 3D array over ...
uhoh's user avatar
  • 1,016
0 votes
1 answer
57 views

Compute efficiently a 1D function relying on a 2D convolution

Let $X = [0,1]$, $h$ the Gaussian function (i.e. $\forall x \in X, h(x) = e^{-\frac{x}{2}}$) and $p \in L^2(X^2)$ I would like to compute numerically the following function : $$ \forall x \in X, \...
Bast's user avatar
  • 11
0 votes
0 answers
492 views

How to take convolution of two arrays in Python by using NumPy?

Generally, we know that if we have this relation between Fourier transforms of three functions in frequency domain as: $$\mathfrak{F}\{\mathsf{P}(t)\} = \mathfrak{F}\{\mathsf{Z}(t)\}\mathfrak{F}\{\...
Mithridates the Great's user avatar
3 votes
1 answer
274 views

Problem implementing convolutions exactly with the FFT

I'm trying to perform convolutions as defined mathematically $f \star g (\tau)= \int_{\mathcal{R}}f(t-\tau)g(t) dt$ in a numerical simulation. Hence, my signal is a sampling of points $f(x_i)$. I ...
Comrad dau's user avatar
1 vote
2 answers
666 views

Convolution in Python

I have an integral of a convolution between two functions. How can I calculate this in Python? It is a continuum convolution.
Brenda Pinheiro's user avatar
4 votes
1 answer
209 views

Computation of triple nested loops as a convolution product?

I'm trying to compute efficiently the following \begin{equation} A_j = \sum_{l'=1}^{\infty}\sum_{k= 0}^{K-1} L_{l'}T_ke^{2\pi i \frac{k}{K}j}\epsilon_{l',k} \end{equation} for $j = 0,1, \ldots, K-2,K-...
HansimGlück's user avatar
5 votes
0 answers
126 views

Levinson Recursion for Non Square Toeplitz Matrices

Given a rectangular Toeplitz Matrix $ H $, how could one solve: $$ y = H x $$ For instance, $ H $ can be Linear Convolution Matrix of the filter $ h $: $$ H = \begin{bmatrix} {h}_{1} & 0 & ...
Royi's user avatar
  • 332
2 votes
0 answers
38 views

Computing convolution of two characteristic function over a 1D Cartesian mesh

I am trying to compute the convolution of two characteristic functions over a Cartesian mesh. First, I define my Cartesian mesh of the interval $[0,1]$ as follows $$ x_{i} = i \Delta x, i = 0, 1, 2\...
NumericalKid's user avatar
1 vote
0 answers
49 views

FFT convolution works only with certain domain length

in my quest to understand how I can use FFT to compute integrals (see my other question click, still no answer there), I came across the fact that a convolution of two functions can be calculated by ...
reloh100's user avatar
  • 153
1 vote
1 answer
64 views

Accelerating Conjugate Gradients fitting for small localized kernel (like cubic B-spline)

Question: Is there some pre-conditioner for Conjugate-Gradient (CG) cheap enough, that it is worth using even if my operator is very local (i.e. already has a low number of non-zero elements), as it ...
Prokop Hapala's user avatar
3 votes
1 answer
227 views

Calculating the Convolution Using DFT (FFT)

I have the following convolution as part of a numerical simulation. $$T(r)=\int \mathrm{d}^3r_2\, p(r_2)f(r_2)\alpha(r-r_2)\, .$$ My problem is that the analytical expressions for $f$ and $p$ do ...
lattitude's user avatar
  • 131