I have two Numpy (complex) arrays A[t],B[t] defined over a grid of points "t". These two arrays are convolved in a way such that I want a third array C[y] = (A*B)(y), where "y" needs to be exactly the same points as the "t" grid. The point is that both A and B need to be integrated from -\infty to \infty according to the standard convolution operation.
Im using scipy.signal.convolve for this, and I would also like to use the fftconvolve since my arrays are supposed to be big enough. However, when I try the module on a minimal working code, I seem to be doing things very wrong. Here is a piece of the code, where I choose A(t) = exp( -t**2 ) and B(t) = exp(-t). The convolution of these two functions in Mathematica gives:
C[y] = \integral_{-\infty}^{\infty} dt A[t]B[ y- t ] = sqrt(pi)*exp( 0.25 - y )
But then I try this in Python and get very wrong results:
import scipy.signal as scp
import numpy as np
import matplotlib.pyplot as plt
delta = 0.001
t = np.arange(1000)*delta
a = np.exp( -t**2 )
b = np.exp( -t )
c = scp.convolve(a, b, mode='same')*delta
d = np.sqrt(np.pi)*np.exp( 0.25 - t )
plt.plot(np.arange(len(c)) * delta, c)
plt.plot(t[::50], d[::50], 'o')
As far as I understood, the "same" mode allows for evaluation over the same points of the original grids, but this doesn't seem to be the case... Any help is greatly appreciated!