How to find this convolution?

How can I use Mathematica to find the convolution $f*f$ for

f[t_]:=Piecewise[
{{t*(Pi - 4*t + t^2), Inequality[0, Less, t, LessEqual, 1]},
{(-t)*(2 + t^2 - 4*Sqrt[-1 + t^2] - 2*ArcCsc[t] + 2*ArcTan[Sqrt[-1 + t^2]]),
1 < t < Sqrt[2]
}}, 0]


I would need a symbolic expression for the convolution. Thanks for any help.

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Have you tried implementing the definition with NIntegrate ? – b.gatessucks Jan 8 '13 at 8:28

Hard to do it analytically. Tried convolution theorem also. ForuierTransform had hard time with it as well as Integrate. So, here is a numerical solution.

The support needed is really only from $0$ to $2 \sqrt(2)$ since your function exist over $0$ to $\sqrt(2)$ but I integrated it over little larger range for the plot to look better.

Hence

  f[t_?NumericQ] :=
Piecewise[{{t*(Pi - 4*t + t^2),
Inequality[0, Less, t, LessEqual,
1]}, {(-t)*(2 + t^2 - 4*Sqrt[-1 + t^2] - 2*ArcCsc[t] +
2*ArcTan[Sqrt[-1 + t^2]]), 1 < t < Sqrt[2]}}, 0];
g[t_?NumericQ] :=
NIntegrate[f[tao] f[t - tao], {tao, -Infinity, Infinity}]
data = Table[{t, g[t]}, {t, -0.5, 6, .01}];

Show[ListLinePlot[data, PlotStyle -> Red, PlotRange -> All],
Plot[f[t], {t, -.5, 6}, PlotRange -> All, Exclusions -> None]]


The red plot is the convolution and the blue curve is $f(t)$

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Why not integrating over -Infinity, Infinity ? NIntegrate handles that well. Also, in your plot you can remove the little gap by adding Exclusions->None. – b.gatessucks Jan 8 '13 at 10:39
Just to make your g more generic. – b.gatessucks Jan 8 '13 at 11:02
Nasser, thank you for your answer, but can you get a symbolic expression for the convolution? Thanks. – selinia Jan 8 '13 at 15:13
@selinia are you sure an analytical solution exists? – rcollyer Jan 8 '13 at 18:18