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The Calculus of Distributions

Big Idea

Every operation on distributions is defined by duality: to apply an operation to a distribution TT, transfer the adjoint operation to the test function. Differentiation becomes the integration-by-parts formula, and the payoff is immediate: every distribution is infinitely differentiable.

The key idea throughout this section is the same: if an operation AA on smooth functions satisfies ⟨Af,φ⟩=⟨f,A†φ⟩\langle Af, \varphi \rangle = \langle f, A^\dagger \varphi \rangle for some adjoint A†A^\dagger that maps test functions to test functions, then we define ⟨AT,φ⟩=⟨T,A†φ⟩\langle AT, \varphi \rangle = \langle T, A^\dagger \varphi \rangle for any distribution TT.

A note on notation. We have a functional T:D(Ω)→RT : \mathcal{D}(\Omega) \to \mathbb{R}, and we want to define a new functional ATAT. The definition always acts on the test function: ATAT is the composition T∘A†T \circ A^\dagger, and TT itself is unchanged. Concretely:

In each case the notation (DαTD^\alpha T, fTfT, τhT\tau_h T) suggests we are acting on TT, but the operation is transferred to φ\varphi via the adjoint. This is the adjoint construction from the duality chapter (Definition 1) applied concretely: if A:D(Ω)→D(Ω)A : \mathcal{D}(\Omega) \to \mathcal{D}(\Omega) is a continuous linear map, its adjoint A∗:D′(Ω)→D′(Ω)A^* : \mathcal{D}'(\Omega) \to \mathcal{D}'(\Omega) acts by A∗T=T∘AA^* T = T \circ A. Differentiation, multiplication, and translation on distributions are all instances of this. The notation is justified by consistency: when T=TfT = T_f for a classical function ff, the distribution ATAT agrees with the distribution TAfT_{Af} defined by applying AA to ff directly.

Multiplication by Smooth Functions

Given f∈C∞(Ω)f \in C^\infty(\Omega) and T∈D′(Ω)T \in \mathcal{D}'(\Omega), we want to define a new distribution that deserves the name “fTfT.”

Definition 1 (Multiplication by a smooth function)

Let f∈C∞(Ω)f \in C^\infty(\Omega) and T∈D′(Ω)T \in \mathcal{D}'(\Omega). Define U:D(Ω)→RU : \mathcal{D}(\Omega) \to \mathbb{R} by

U(φ)=T(fφ).U(\varphi) = T(f\varphi).

We write fT:=UfT := U and call it the product of ff and TT.

Note that UU is well-defined as a map: fφ∈D(Ω)f\varphi \in \mathcal{D}(\Omega) whenever φ∈D(Ω)\varphi \in \mathcal{D}(\Omega), because the product of a smooth function and a compactly supported smooth function is again compactly supported and smooth. So T(fφ)T(f\varphi) makes sense.

Proposition 1 (Multiplication produces a distribution)

fT∈D′(Ω)fT \in \mathcal{D}'(\Omega).

Proof 1

Linearity.

U(aφ+bψ)=T(f(aφ+bψ))=T(afφ+bfψ)=a T(fφ)+b T(fψ)=a U(φ)+b U(ψ).U(a\varphi + b\psi) = T(f(a\varphi + b\psi)) = T(af\varphi + bf\psi) = a\,T(f\varphi) + b\,T(f\psi) = a\,U(\varphi) + b\,U(\psi).

Continuity. Suppose φn→φ\varphi_n \to \varphi in D(Ω)\mathcal{D}(\Omega) (supports in a fixed compact KK, all derivatives converge uniformly). Then fφn→fφf\varphi_n \to f\varphi in D(Ω)\mathcal{D}(\Omega): the supports remain in KK, and the Leibniz rule gives

Dα(fφn)=∑β≤α(αβ)Dβf⋅Dα−βφn→∑β≤α(αβ)Dβf⋅Dα−βφ=Dα(fφ)D^\alpha(f\varphi_n) = \sum_{\beta \leq \alpha} \binom{\alpha}{\beta} D^\beta f \cdot D^{\alpha-\beta}\varphi_n \to \sum_{\beta \leq \alpha} \binom{\alpha}{\beta} D^\beta f \cdot D^{\alpha-\beta}\varphi = D^\alpha(f\varphi)

uniformly on KK, since ff and all its derivatives are bounded on KK. Since TT is continuous,

U(φn)=T(fφn)→T(fφ)=U(φ).U(\varphi_n) = T(f\varphi_n) \to T(f\varphi) = U(\varphi).

Consistency with functions. When T=TgT = T_g for g∈Lloc1(Ω)g \in L^1_{\mathrm{loc}}(\Omega), the distribution fTgfT_g agrees with TfgT_{fg}:

(fTg)(φ)=Tg(fφ)=∫Ωg(x) f(x) φ(x) dx=Tfg(φ).(fT_g)(\varphi) = T_g(f\varphi) = \int_\Omega g(x)\,f(x)\,\varphi(x)\,dx = T_{fg}(\varphi).

So the distributional product extends pointwise multiplication of functions.

Example 1 (Multiplying the Dirac delta)

For f∈C∞(Ω)f \in C^\infty(\Omega): (fδ)(φ)=δ(fφ)=f(0)φ(0)=f(0) δ(φ)(f\delta)(\varphi) = \delta(f\varphi) = f(0)\varphi(0) = f(0)\,\delta(\varphi). So fδ=f(0)δf\delta = f(0)\delta: the delta “evaluates” the smooth factor at its support.

More generally, fδx0=f(x0)δx0f\delta_{x_0} = f(x_0)\delta_{x_0}.

We cannot multiply two arbitrary distributions. The construction above requires ff to be smooth (or at least sufficiently regular) so that φ↦fφ\varphi \mapsto f\varphi maps D(Ω)\mathcal{D}(\Omega) to itself. The difficulty of multiplying distributions is a fundamental limitation: it is related to the problem of renormalization in quantum field theory and was one of the motivations for Colombeau’s theory of generalized functions.

Differentiation of Distributions

With the duality principle now familiar from translation and multiplication, we come to the main payoff: differentiation.

The definition

The definition is motivated by integration by parts. Suppose ff is smooth. Then for every φ∈D(Ω)\varphi \in \mathcal{D}(\Omega),

∫Ωf′(x) φ(x) dx=−∫Ωf(x) φ′(x) dx\int_\Omega f'(x)\,\varphi(x)\,dx = -\int_\Omega f(x)\,\varphi'(x)\,dx

since the boundary terms vanish (test functions have compact support in Ω\Omega). In the language of distributions: Tf′(φ)=−Tf(φ′)T_{f'}(\varphi) = -T_f(\varphi'). The right-hand side makes sense for any distribution TT, not just those coming from smooth functions: given T∈D′(Ω)T \in \mathcal{D}'(\Omega), the map φ↦−T(φ′)\varphi \mapsto -T(\varphi') is perfectly well-defined. This suggests a definition.

Definition 2 (Distributional derivative)

Let T∈D′(Ω)T \in \mathcal{D}'(\Omega) and α\alpha a multi-index. Define U:D(Ω)→RU : \mathcal{D}(\Omega) \to \mathbb{R} by

U(φ)=(−1)∣α∣ T(Dαφ).U(\varphi) = (-1)^{|\alpha|}\, T(D^\alpha \varphi).

We write DαT:=UD^\alpha T := U and call it the distributional derivative of TT.

Theorem 1 (Every distribution is infinitely differentiable)

For any T∈D′(Ω)T \in \mathcal{D}'(\Omega) and any multi-index α\alpha, DαT∈D′(Ω)D^\alpha T \in \mathcal{D}'(\Omega). In particular, every distribution can be differentiated infinitely many times.

Proof 2

Set U=DαTU = D^\alpha T, i.e. U(φ)=(−1)∣α∣ T(Dαφ)U(\varphi) = (-1)^{|\alpha|}\,T(D^\alpha\varphi).

Linearity.

U(aφ+bψ)=(−1)∣α∣ T(Dα(aφ+bψ))=(−1)∣α∣ T(a Dαφ+b Dαψ)=a U(φ)+b U(ψ).U(a\varphi + b\psi) = (-1)^{|\alpha|}\,T(D^\alpha(a\varphi + b\psi)) = (-1)^{|\alpha|}\,T(a\,D^\alpha\varphi + b\,D^\alpha\psi) = a\,U(\varphi) + b\,U(\psi).

Continuity. If φn→φ\varphi_n \to \varphi in D(Ω)\mathcal{D}(\Omega) (supports in a fixed compact KK, all derivatives converge uniformly), then Dαφn→DαφD^\alpha \varphi_n \to D^\alpha \varphi in D(Ω)\mathcal{D}(\Omega) (same compact KK, all derivatives still converge uniformly — differentiating does not enlarge supports). Since TT is continuous,

U(φn)=(−1)∣α∣ T(Dαφn)→(−1)∣α∣ T(Dαφ)=U(φ).U(\varphi_n) = (-1)^{|\alpha|}\,T(D^\alpha \varphi_n) \to (-1)^{|\alpha|}\,T(D^\alpha \varphi) = U(\varphi).

Since UU is linear and continuous, U∈D′(Ω)U \in \mathcal{D}'(\Omega). As TT and α\alpha were arbitrary, we can differentiate again: Dβ(DαT)D^\beta(D^\alpha T) is again a distribution, and so on indefinitely.

Consistency with functions. When T=TfT = T_f for f∈C∣α∣(Ω)f \in C^{|\alpha|}(\Omega), integration by parts gives

(DαTf)(φ)=(−1)∣α∣ Tf(Dαφ)=(−1)∣α∣∫Ωf Dαφ dx=∫ΩDαf φ dx=TDαf(φ).(D^\alpha T_f)(\varphi) = (-1)^{|\alpha|}\,T_f(D^\alpha\varphi) = (-1)^{|\alpha|}\int_\Omega f\,D^\alpha\varphi\,dx = \int_\Omega D^\alpha f\,\varphi\,dx = T_{D^\alpha f}(\varphi).

So the distributional derivative extends the classical one.

This is the main payoff of the distributional framework: differentiation is always possible, and it always produces another distribution.

The differentiation cascade

The power of distributional derivatives is best seen through a chain of examples in one dimension (Ω=R\Omega = \mathbb{R}).

Example 2 (Heaviside to Dirac)

The Heaviside function H(x)={1x>00x<0H(x) = \begin{cases} 1 & x > 0 \\ 0 & x < 0 \end{cases} is locally integrable and defines a regular distribution. Its distributional derivative is the Dirac delta:

⟨H′,φ⟩=−⟨H,φ′⟩=−∫0∞φ′(x) dx=φ(0)=⟨δ,φ⟩.\langle H', \varphi \rangle = -\langle H, \varphi' \rangle = -\int_0^\infty \varphi'(x)\,dx = \varphi(0) = \langle \delta, \varphi \rangle.

So H′=δH' = \delta in D′(R)\mathcal{D}'(\mathbb{R}).

Example 3 (The ∣x∣|x| cascade)

The function f(x)=∣x∣f(x) = |x| is continuous but not differentiable at the origin. Its distributional derivative is

⟨f′,φ⟩=−∫−∞∞∣x∣ φ′(x) dx=−∫−∞0(−x)φ′(x) dx−∫0∞x φ′(x) dx.\langle f', \varphi \rangle = -\int_{-\infty}^\infty |x|\,\varphi'(x)\,dx = -\int_{-\infty}^0 (-x)\varphi'(x)\,dx - \int_0^\infty x\,\varphi'(x)\,dx.

Integrating by parts on each half-line (boundary terms at ±∞\pm\infty vanish because φ\varphi has compact support; at 0 the contributions from both sides cancel):

=−∫−∞0φ(x) dx+∫0∞φ(x) dx=∫−∞∞sgn⁡(x) φ(x) dx.= -\int_{-\infty}^0 \varphi(x)\,dx + \int_0^\infty \varphi(x)\,dx = \int_{-\infty}^\infty \operatorname{sgn}(x)\,\varphi(x)\,dx.

So ∣x∣′=sgn⁡(x)|x|' = \operatorname{sgn}(x) as distributions. Differentiating once more:

⟨sgn⁡′,φ⟩=−∫−∞∞sgn⁡(x) φ′(x) dx=∫−∞0φ′(x) dx−∫0∞φ′(x) dx=2φ(0)=⟨2δ,φ⟩.\langle \operatorname{sgn}', \varphi \rangle = -\int_{-\infty}^\infty \operatorname{sgn}(x)\,\varphi'(x)\,dx = \int_{-\infty}^0 \varphi'(x)\,dx - \int_0^\infty \varphi'(x)\,dx = 2\varphi(0) = \langle 2\delta, \varphi \rangle.

The full cascade is:

∣x∣→Dsgn⁡(x)→D2δ0→D2δ0′→D⋯|x| \xrightarrow{D} \operatorname{sgn}(x) \xrightarrow{D} 2\delta_0 \xrightarrow{D} 2\delta_0' \xrightarrow{D} \cdots

Each step is well-defined as a distributional derivative. The first step produces a discontinuous function, the second a measure, and the third an object that is not even a measure, but all are distributions.

Example 4 (Differentiating log⁡∣x∣\log|x|)

The function log⁡∣x∣\log|x| is locally integrable on R\mathbb{R} (the singularity at the origin is integrable). Its distributional derivative is the principal value distribution:

(log⁡∣x∣)′=p.v. 1x(\log|x|)' = \mathrm{p.v.}\,\frac{1}{x}

in D′(R)\mathcal{D}'(\mathbb{R}). This can be verified by direct computation:

⟨(log⁡∣x∣)′,φ⟩=−∫−∞∞log⁡∣x∣ φ′(x) dx=lim⁡ε→0∫∣x∣>εφ(x)x dx\langle (\log|x|)', \varphi \rangle = -\int_{-\infty}^\infty \log|x|\,\varphi'(x)\,dx = \lim_{\varepsilon \to 0} \int_{|x|>\varepsilon} \frac{\varphi(x)}{x}\,dx

where the last equality follows from integration by parts on (−∞,−ε)(-\infty, -\varepsilon) and (ε,∞)(\varepsilon, \infty) and observing that the boundary terms log⁡ε [φ(ε)−φ(−ε)]→0\log\varepsilon\,[\varphi(\varepsilon) - \varphi(-\varepsilon)] \to 0 since φ\varphi is smooth.

Properties of distributional differentiation

Proposition 2 (Basic properties)

Let S,T∈D′(Ω)S, T \in \mathcal{D}'(\Omega), α,β\alpha, \beta multi-indices, c∈Rc \in \mathbb{R}.

  1. Linearity: Dα(cS+T)=cDαS+DαTD^\alpha(cS + T) = cD^\alpha S + D^\alpha T.

  2. Commutativity of mixed partials: DαDβT=DβDαT=Dα+βTD^\alpha D^\beta T = D^\beta D^\alpha T = D^{\alpha + \beta} T.

  3. Consistency: If f∈C∣α∣(Ω)f \in C^{|\alpha|}(\Omega), the distributional derivative DαTfD^\alpha T_f agrees with the classical derivative TDαfT_{D^\alpha f}.

  4. Continuity: If Tn→TT_n \to T in D′(Ω)\mathcal{D}'(\Omega), then DαTn→DαTD^\alpha T_n \to D^\alpha T in D′(Ω)\mathcal{D}'(\Omega).

Proof 3

All four follow directly from the definition ⟨DαT,φ⟩=(−1)∣α∣⟨T,Dαφ⟩\langle D^\alpha T, \varphi \rangle = (-1)^{|\alpha|} \langle T, D^\alpha \varphi \rangle.

  1. Linearity of TT in the pairing.

  2. ⟨DαDβT,φ⟩=(−1)∣α∣⟨DβT,Dαφ⟩=(−1)∣α∣+∣β∣⟨T,Dα+βφ⟩\langle D^\alpha D^\beta T, \varphi \rangle = (-1)^{|\alpha|} \langle D^\beta T, D^\alpha \varphi \rangle = (-1)^{|\alpha|+|\beta|} \langle T, D^{\alpha+\beta}\varphi \rangle, which is symmetric in α,β\alpha, \beta since partial derivatives of smooth functions commute.

  3. For f∈C∣α∣f \in C^{|\alpha|}, integration by parts gives (−1)∣α∣∫f Dαφ=∫(Dαf) φ(-1)^{|\alpha|} \int f\,D^\alpha \varphi = \int (D^\alpha f)\,\varphi.

  4. If ⟨Tn,ψ⟩→⟨T,ψ⟩\langle T_n, \psi \rangle \to \langle T, \psi \rangle for all ψ∈D\psi \in \mathcal{D}, then in particular for ψ=Dαφ\psi = D^\alpha \varphi: ⟨DαTn,φ⟩=(−1)∣α∣⟨Tn,Dαφ⟩→(−1)∣α∣⟨T,Dαφ⟩=⟨DαT,φ⟩\langle D^\alpha T_n, \varphi \rangle = (-1)^{|\alpha|} \langle T_n, D^\alpha \varphi \rangle \to (-1)^{|\alpha|} \langle T, D^\alpha \varphi \rangle = \langle D^\alpha T, \varphi \rangle.

Property 4 is remarkable: you can always interchange limits and derivatives in the sense of distributions. In classical analysis, this requires uniform convergence of derivatives. In the distributional framework, pointwise convergence of the functionals is enough, because the derivative is transferred to the (fixed, smooth) test function.

Proposition 3 (Leibniz rule for distributions)

For f∈C∞(Ω)f \in C^\infty(\Omega) and T∈D′(Ω)T \in \mathcal{D}'(\Omega):

D(fT)=f′T+fT′D(fT) = f'T + fT'

and more generally, for any multi-index α\alpha:

Dα(fT)=∑β≤α(αβ)Dβf⋅Dα−βT.D^\alpha(fT) = \sum_{\beta \leq \alpha} \binom{\alpha}{\beta} D^\beta f \cdot D^{\alpha - \beta} T.

Proof 4

For the first-order case in one dimension:

⟨D(fT),φ⟩=−⟨fT,φ′⟩=−⟨T,fφ′⟩.\langle D(fT), \varphi \rangle = -\langle fT, \varphi' \rangle = -\langle T, f\varphi' \rangle.

Now fφ′=(fφ)′−f′φf\varphi' = (f\varphi)' - f'\varphi, so

=−⟨T,(fφ)′⟩+⟨T,f′φ⟩=⟨T′,fφ⟩+⟨f′T,φ⟩=⟨fT′,φ⟩+⟨f′T,φ⟩.= -\langle T, (f\varphi)' \rangle + \langle T, f'\varphi \rangle = \langle T', f\varphi \rangle + \langle f'T, \varphi \rangle = \langle fT', \varphi \rangle + \langle f'T, \varphi \rangle.

The general case follows by induction on ∣α∣|\alpha|.

Taylor’s theorem for distributions

Now that we have both translation and differentiation, we can combine them into a distributional Taylor expansion. The idea is simple: to expand τhT\tau_h T in powers of hh, apply τhT\tau_h T to a test function and use the classical Taylor expansion of φ(x+h)\varphi(x + h) in hh.

Theorem 2 (Taylor’s theorem for distributions)

Let T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d) and h∈Rdh \in \mathbb{R}^d. Then for every N≥0N \geq 0,

τhT=∑∣α∣≤N(−h)αα! DαT+RN\tau_h T = \sum_{|\alpha| \leq N} \frac{(-h)^\alpha}{\alpha!}\, D^\alpha T + R_N

where the remainder RN∈D′(Rd)R_N \in \mathcal{D}'(\mathbb{R}^d) satisfies

RN(φ)=T ⁣(∑∣α∣=N+1hαα!∫01(1−t)N (Dαφ)(⋅+th) (N+1) dt)R_N(\varphi) = T\!\left( \sum_{|\alpha| = N+1} \frac{h^\alpha}{\alpha!} \int_0^1 (1-t)^N\, (D^\alpha\varphi)(\cdot + th)\, (N+1)\,dt \right)

for all φ∈D(Rd)\varphi \in \mathcal{D}(\mathbb{R}^d).

Proof 5

By definition, (τhT)(φ)=T(τ−hφ)=T(φ(⋅+h))(\tau_h T)(\varphi) = T(\tau_{-h}\varphi) = T(\varphi(\cdot + h)). Since φ\varphi is smooth, we apply the classical Taylor expansion in the variable hh: for each fixed xx,

φ(x+h)=∑∣α∣≤Nhαα! Dαφ(x)+∑∣α∣=N+1hαα!∫01(1−t)N (Dαφ)(x+th) (N+1) dt.\varphi(x + h) = \sum_{|\alpha| \leq N} \frac{h^\alpha}{\alpha!}\, D^\alpha\varphi(x) + \sum_{|\alpha| = N+1} \frac{h^\alpha}{\alpha!} \int_0^1 (1-t)^N\, (D^\alpha\varphi)(x + th)\,(N+1)\,dt.

This expansion, and all its xx-derivatives, converge uniformly on compact sets (the remainder and its derivatives are controlled by finitely many derivatives of φ\varphi on a compact set containing supp⁡(φ)+[0,1]⋅h\operatorname{supp}(\varphi) + [0,1] \cdot h). So the expansion holds in D(Rd)\mathcal{D}(\mathbb{R}^d). Applying TT:

(τhT)(φ)=∑∣α∣≤Nhαα! T(Dαφ)+T(remainder).(\tau_h T)(\varphi) = \sum_{|\alpha| \leq N} \frac{h^\alpha}{\alpha!}\, T(D^\alpha\varphi) + T(\text{remainder}).

Now T(Dαφ)=(−1)∣α∣(DαT)(φ)T(D^\alpha\varphi) = (-1)^{|\alpha|}(D^\alpha T)(\varphi), so

(τhT)(φ)=∑∣α∣≤N(−h)αα! (DαT)(φ)+RN(φ).(\tau_h T)(\varphi) = \sum_{|\alpha| \leq N} \frac{(-h)^\alpha}{\alpha!}\, (D^\alpha T)(\varphi) + R_N(\varphi).

Example 5 (Taylor expansion of δh\delta_h)

Taking T=δT = \delta and d=1d = 1: since τhδ=δh\tau_h\delta = \delta_h (Example 9), the Taylor formula gives

δh=∑n=0N(−h)nn! δ(n)+RN.\delta_h = \sum_{n=0}^{N} \frac{(-h)^n}{n!}\, \delta^{(n)} + R_N.

Let us verify this directly. Applying both sides to a test function φ\varphi:

φ(h)=∑n=0N(−h)nn! δ(n)(φ)+RN(φ)=∑n=0N(−h)nn! (−1)n φ(n)(0)+RN(φ)=∑n=0Nhnn! φ(n)(0)+RN(φ).\varphi(h) = \sum_{n=0}^{N} \frac{(-h)^n}{n!}\, \delta^{(n)}(\varphi) + R_N(\varphi) = \sum_{n=0}^{N} \frac{(-h)^n}{n!}\,(-1)^n\,\varphi^{(n)}(0) + R_N(\varphi) = \sum_{n=0}^{N} \frac{h^n}{n!}\,\varphi^{(n)}(0) + R_N(\varphi).

This is exactly the classical Taylor expansion of φ\varphi at 0, evaluated at hh. The distributional Taylor theorem for δ\delta is nothing but the classical Taylor theorem for the test function, read through the duality.

Weak Derivatives

Distributional derivatives exist for every distribution, but they may not be representable by a function. When they are, we get the notion of a weak derivative, which bridges distribution theory and Sobolev spaces.

Definition 3 (Weak derivative)

Let u∈Lloc1(Ω)u \in L^1_{\mathrm{loc}}(\Omega). We say uu has a weak derivative Dαu=vD^\alpha u = v if there exists v∈Lloc1(Ω)v \in L^1_{\mathrm{loc}}(\Omega) such that

∫Ωu Dαφ dx=(−1)∣α∣∫Ωv φ dxfor all φ∈D(Ω).\int_\Omega u\,D^\alpha \varphi\,dx = (-1)^{|\alpha|} \int_\Omega v\,\varphi\,dx \qquad \text{for all } \varphi \in \mathcal{D}(\Omega).

When it exists, the weak derivative is unique (up to a.e. equivalence).

In the language of adjoints: the distributional derivative DαTuD^\alpha T_u is the functional φ↦(−1)∣α∣∫u Dαφ dx\varphi \mapsto (-1)^{|\alpha|} \int u\, D^\alpha\varphi\, dx. This always defines an element of D′(Ω)\mathcal{D}'(\Omega). The question is whether this functional can be represented by a function vv via φ↦∫v φ dx\varphi \mapsto \int v\,\varphi\, dx. When it can, v=Dαuv = D^\alpha u is the weak derivative of uu. If moreover u∈Lpu \in L^p and Dαu∈LpD^\alpha u \in L^p, then uu belongs to a Sobolev space Wk,p(Ω)W^{k,p}(\Omega): the space of LpL^p functions whose weak derivatives up to order kk are also in LpL^p. Sobolev spaces are the natural home for PDE solutions that are not classically differentiable, and their theory rests entirely on the distinction between distributional and weak derivatives.

Example 6 (∣x∣|x| has a weak derivative)

By Example 3, the distributional derivative of ∣x∣|x| is sgn⁡(x)\operatorname{sgn}(x). Since sgn⁡∈Lloc1(R)\operatorname{sgn} \in L^1_{\mathrm{loc}}(\mathbb{R}), this is a genuine weak derivative: ∣x∣′=sgn⁡(x)|x|' = \operatorname{sgn}(x) weakly.

Note that ∣x∣|x| is not classically differentiable at the origin, but the single point {0}\{0\} has measure zero and does not affect the Lloc1L^1_{\mathrm{loc}} function sgn⁡(x)\operatorname{sgn}(x).

Example 7 (The Heaviside function has no weak derivative in Lloc1L^1_{\mathrm{loc}})

By Example 2, H′=δH' = \delta as distributions. But δ\delta is not a regular distribution: there is no v∈Lloc1(R)v \in L^1_{\mathrm{loc}}(\mathbb{R}) with ∫v φ dx=φ(0)\int v\,\varphi\,dx = \varphi(0) for all test functions φ\varphi. So HH does not have a weak derivative.

This is why H∈Lp(Ω)H \in L^p(\Omega) for any bounded Ω\Omega but H∉W1,p(Ω)H \notin W^{1,p}(\Omega) for any pp: membership in the Sobolev space requires the weak derivative to exist as a function in LpL^p.

Example 8 (Characteristic function of an interval)

The function u=1(a,b)u = \mathbf{1}_{(a,b)} has distributional derivative u′=δa−δbu' = \delta_a - \delta_b (a difference of point masses). This is a measure but not in Lloc1L^1_{\mathrm{loc}}, so uu has no weak derivative. Like the Heaviside function, u∈Lpu \in L^p but u∉W1,pu \notin W^{1,p} for any pp.

The weak derivative extends the classical derivative in the following sense:

  • If ff is classically differentiable (or even just absolutely continuous), its weak derivative exists and agrees with the classical derivative a.e.

  • Weak differentiability allows corners and kinks (finitely many, or even countably many, as long as the derivative remains locally integrable).

  • Weak differentiability does not allow jumps: a jump discontinuity produces a delta function in the derivative, which is not in Lloc1L^1_{\mathrm{loc}}.

The dividing line is absolute continuity: a function uu on an interval has a weak derivative in Lloc1L^1_{\mathrm{loc}} if and only if uu is (equivalent to) an absolutely continuous function.

Translation and Reflection

The simplest operations on distributions illustrate the duality principle with no calculus required.

Recall that for functions on Rd\mathbb{R}^d, translation by h∈Rdh \in \mathbb{R}^d is (τhφ)(x)=φ(x−h)(\tau_h \varphi)(x) = \varphi(x - h) and reflection is φˇ(x)=φ(−x)\check{\varphi}(x) = \varphi(-x). Given a distribution T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d), we want to define the translated distribution τhT\tau_h T and the reflected distribution Tˇ\check{T}.

Definition 4 (Translation and reflection of distributions)

Let T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d).

  1. Define Uh:D(Rd)→RU_h : \mathcal{D}(\mathbb{R}^d) \to \mathbb{R} by Uh(φ)=T(τ−hφ)U_h(\varphi) = T(\tau_{-h}\varphi). We write τhT:=Uh\tau_h T := U_h and call it the translation of TT by hh.

  2. Define V:D(Rd)→RV : \mathcal{D}(\mathbb{R}^d) \to \mathbb{R} by V(φ)=T(φˇ)V(\varphi) = T(\check{\varphi}). We write Tˇ:=V\check{T} := V and call it the reflection of TT.

Proposition 4 (Translation and reflection produce distributions)

τhT\tau_h T and Tˇ\check{T} are distributions, i.e. they belong to D′(Rd)\mathcal{D}'(\mathbb{R}^d).

Proof 6

We verify the two requirements for Uh=τhTU_h = \tau_h T; the argument for V=TˇV = \check{T} is identical.

Linearity.

Uh(aφ+bψ)=T(τ−h(aφ+bψ))=T(a τ−hφ+b τ−hψ)=a T(τ−hφ)+b T(τ−hψ)=a Uh(φ)+b Uh(ψ).U_h(a\varphi + b\psi) = T(\tau_{-h}(a\varphi + b\psi)) = T(a\,\tau_{-h}\varphi + b\,\tau_{-h}\psi) = a\,T(\tau_{-h}\varphi) + b\,T(\tau_{-h}\psi) = a\,U_h(\varphi) + b\,U_h(\psi).

Continuity. If φn→φ\varphi_n \to \varphi in D(Rd)\mathcal{D}(\mathbb{R}^d) (supports in a fixed compact KK, all derivatives converge uniformly), then τ−hφn→τ−hφ\tau_{-h}\varphi_n \to \tau_{-h}\varphi in D(Rd)\mathcal{D}(\mathbb{R}^d) (supports in the fixed compact K+hK + h, all derivatives still converge uniformly). Since TT is continuous,

Uh(φn)=T(τ−hφn)→T(τ−hφ)=Uh(φ).U_h(\varphi_n) = T(\tau_{-h}\varphi_n) \to T(\tau_{-h}\varphi) = U_h(\varphi).

Consistency with functions. When T=TfT = T_f for f∈Lloc1f \in L^1_{\mathrm{loc}}, the distribution τhTf\tau_h T_f agrees with TτhfT_{\tau_h f}:

(τhTf)(φ)=Tf(τ−hφ)=∫f(x) φ(x+h) dx=∫f(y−h) φ(y) dy=Tτhf(φ).(\tau_h T_f)(\varphi) = T_f(\tau_{-h}\varphi) = \int f(x)\,\varphi(x+h)\,dx = \int f(y-h)\,\varphi(y)\,dy = T_{\tau_h f}(\varphi).

So the distributional definition extends the classical one.

Example 9 (Translation of the Dirac delta)

(τhδ)(φ)=δ(τ−hφ)=(τ−hφ)(0)=φ(h)=δh(φ)(\tau_h \delta)(\varphi) = \delta(\tau_{-h}\varphi) = (\tau_{-h}\varphi)(0) = \varphi(h) = \delta_h(\varphi). So τhδ=δh\tau_h \delta = \delta_h: translating the delta moves the point of evaluation.

Convolution

Convolution with a test function is a smoothing operation: it always produces a smooth function, even when applied to a distribution. The definition uses translation and reflection from the preceding section.

Convolution of functions (review)

For f∈Lloc1(Rd)f \in L^1_{\mathrm{loc}}(\mathbb{R}^d) and ψ∈D(Rd)\psi \in \mathcal{D}(\mathbb{R}^d):

(f∗ψ)(x)=∫Rdf(y) ψ(x−y) dy.(f * \psi)(x) = \int_{\mathbb{R}^d} f(y)\,\psi(x - y)\,dy.

The result f∗ψf * \psi is smooth (C∞C^\infty) and satisfies Dα(f∗ψ)=f∗DαψD^\alpha(f * \psi) = f * D^\alpha \psi.

Convolution of a distribution with a test function

Definition 5 (Convolution with a test function)

Let T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d) and ψ∈D(Rd)\psi \in \mathcal{D}(\mathbb{R}^d). The convolution T∗ψT * \psi is the function

(T∗ψ)(x)=⟨T,τxψˇ⟩=⟨Ty,ψ(x−y)⟩(T * \psi)(x) = \langle T, \tau_x\check{\psi} \rangle = \langle T_y, \psi(x - y) \rangle

where τx\tau_x is translation (Definition 4), ψˇ\check{\psi} is reflection, and TT acts on the yy variable.

When T=TfT = T_f for a locally integrable function ff, this recovers the usual convolution: (Tf∗ψ)(x)=∫f(y) ψ(x−y) dy=(f∗ψ)(x)(T_f * \psi)(x) = \int f(y)\,\psi(x-y)\,dy = (f * \psi)(x).

Theorem 3 (Regularization by convolution)

Let T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d) and ψ∈D(Rd)\psi \in \mathcal{D}(\mathbb{R}^d). Then:

  1. T∗ψ∈C∞(Rd)T * \psi \in C^\infty(\mathbb{R}^d): the result is always a smooth function.

  2. Dα(T∗ψ)=(DαT)∗ψ=T∗(Dαψ)D^\alpha(T * \psi) = (D^\alpha T) * \psi = T * (D^\alpha \psi).

  3. supp⁡(T∗ψ)⊆supp⁡(T)+supp⁡(ψ)\operatorname{supp}(T * \psi) \subseteq \operatorname{supp}(T) + \operatorname{supp}(\psi) (Minkowski sum).

Proof 7

Smoothness. Fix x0∈Rdx_0 \in \mathbb{R}^d and consider the map x↦τxψˇx \mapsto \tau_x\check{\psi} from Rd\mathbb{R}^d into D(Rd)\mathcal{D}(\mathbb{R}^d). This map is smooth: for any direction eie_i,

lim⁡h→0τx0+heiψˇ−τx0ψˇh=∂i[τx0ψˇ]\lim_{h \to 0} \frac{\tau_{x_0 + he_i}\check{\psi} - \tau_{x_0}\check{\psi}}{h} = \partial_i[\tau_{x_0}\check{\psi}]

and the convergence holds in D(Rd)\mathcal{D}(\mathbb{R}^d) (all supports stay in a fixed compact set, all derivatives converge uniformly). Applying the continuous linear functional TT:

∂i(T∗ψ)(x0)=lim⁡h→0⟨T,τx0+heiψˇ⟩−⟨T,τx0ψˇ⟩h=⟨T,∂i[τx0ψˇ]⟩.\partial_i(T * \psi)(x_0) = \lim_{h \to 0} \frac{\langle T, \tau_{x_0 + he_i}\check{\psi}\rangle - \langle T, \tau_{x_0}\check{\psi} \rangle}{h} = \langle T, \partial_i[\tau_{x_0}\check{\psi}] \rangle.

Iterating gives smoothness to all orders.

Interchange of derivative and convolution. From the proof above, Dα(T∗ψ)(x)=⟨T,Dxαψ(x−⋅)⟩=(T∗Dαψ)(x)D^\alpha(T * \psi)(x) = \langle T, D^\alpha_x \psi(x - \cdot) \rangle = (T * D^\alpha \psi)(x). For the other identity, ⟨DαT,ψ(x−⋅)⟩=(−1)∣α∣⟨T,Dyαψ(x−y)⟩=⟨T,Dxαψ(x−⋅)⟩\langle D^\alpha T, \psi(x - \cdot) \rangle = (-1)^{|\alpha|} \langle T, D^\alpha_y \psi(x - y) \rangle = \langle T, D^\alpha_x \psi(x - \cdot) \rangle, using the chain rule Dyαψ(x−y)=(−1)∣α∣Dxαψ(x−y)D^\alpha_y \psi(x - y) = (-1)^{|\alpha|} D^\alpha_x \psi(x - y).

Approximation to the identity

Definition 6 (Mollifier)

A mollifier (or approximation to the identity) is a family {ρε}ε>0\{\rho_\varepsilon\}_{\varepsilon > 0} of test functions satisfying:

  1. ρε≥0\rho_\varepsilon \geq 0,

  2. ∫ρε=1\int \rho_\varepsilon = 1,

  3. supp⁡(ρε)⊆B(0,ε)\operatorname{supp}(\rho_\varepsilon) \subseteq B(0, \varepsilon).

The standard choice is ρε(x)=ε−dρ(x/ε)\rho_\varepsilon(x) = \varepsilon^{-d}\rho(x/\varepsilon) where ρ\rho is a fixed non-negative test function with ∫ρ=1\int \rho = 1 supported in the unit ball.

Theorem 4 (Mollification approximates distributions)

Let T∈D′(Rd)T \in \mathcal{D}'(\mathbb{R}^d) and {ρε}\{\rho_\varepsilon\} a mollifier. Then:

  1. Each T∗ρεT * \rho_\varepsilon is a smooth function.

  2. T∗ρε→TT * \rho_\varepsilon \to T in D′(Rd)\mathcal{D}'(\mathbb{R}^d) as ε→0\varepsilon \to 0.

  3. If T=TfT = T_f for f∈Lp(Rd)f \in L^p(\mathbb{R}^d), 1≤p<∞1 \leq p < \infty, then f∗ρε→ff * \rho_\varepsilon \to f in LpL^p.

This is one of the most useful results in analysis: every distribution can be approximated by smooth functions. This is the distributional analogue of sequential density (Proposition 3), made constructive.