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Distribution (mathematical analysis)

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Mathematical term generalizing the concept of function
This article is about generalized functions in mathematical analysis. For the concept of distributions in probability theory, seeProbability distribution. For other uses, seeDistribution § Mathematics."Test functions" redirects here. For artificial landscapes, seeTest functions for optimization.
This articlemay betoo long to read and navigate comfortably. Considersplitting content into sub-articles,condensing it, or addingsubheadings. Please discuss this issue on the article'stalk page.(February 2025)

Distributions, also known asSchwartz distributions are a kind ofgeneralized function inmathematical analysis. Distributions make it possible todifferentiate functions whose derivatives do not exist in the classical sense. In particular, anylocally integrable function has adistributional derivative.

Distributions are widely used in the theory ofpartial differential equations, where it may be easier to establish the existence of distributional solutions (weak solutions) thanclassical solutions, or where appropriate classical solutions may not exist. Distributions are also important inphysics andengineering where many problems naturally lead to differential equations whose solutions or initial conditions are singular, such as theDirac delta function.

Afunctionf{\displaystyle f} is normally thought of asacting on thepoints in the functiondomain by "sending" a pointx{\displaystyle x} in the domain to the pointf(x).{\displaystyle f(x).} Instead of acting on points, distribution theory reinterprets functions such asf{\displaystyle f} as acting ontest functions in a certain way. In applications to physics and engineering,test functions are usuallyinfinitely differentiablecomplex-valued (orreal-valued) functions withcompactsupport that are defined on some given non-emptyopen subsetURn{\displaystyle U\subseteq \mathbb {R} ^{n}}. (Bump functions are examples of test functions.) The set of all such test functions forms avector space that is denoted byCc(U){\displaystyle C_{c}^{\infty }(U)} orD(U).{\displaystyle {\mathcal {D}}(U).}

Most commonly encountered functions, including allcontinuous mapsf:RR{\displaystyle f:\mathbb {R} \to \mathbb {R} } if usingU:=R,{\displaystyle U:=\mathbb {R} ,} can be canonically reinterpreted as acting via "integration against a test function." Explicitly, this means that such a functionf{\displaystyle f} "acts on" a test functionψD(R){\displaystyle \psi \in {\mathcal {D}}(\mathbb {R} )} by "sending" it to thenumberRfψdx,{\textstyle \int _{\mathbb {R} }f\,\psi \,dx,} which is often denoted byDf(ψ).{\displaystyle D_{f}(\psi ).} This new actionψDf(ψ){\textstyle \psi \mapsto D_{f}(\psi )} off{\displaystyle f} defines ascalar-valued mapDf:D(R)C,{\displaystyle D_{f}:{\mathcal {D}}(\mathbb {R} )\to \mathbb {C} ,} whose domain is the space of test functionsD(R).{\displaystyle {\mathcal {D}}(\mathbb {R} ).} ThisfunctionalDf{\displaystyle D_{f}} turns out to have the two defining properties of what is known as adistribution onU=R{\displaystyle U=\mathbb {R} }: it islinear, and it is alsocontinuous whenD(R){\displaystyle {\mathcal {D}}(\mathbb {R} )} is given a certaintopology calledthe canonical LF topology. The action (the integrationψRfψdx{\textstyle \psi \mapsto \int _{\mathbb {R} }f\,\psi \,dx}) of this distributionDf{\displaystyle D_{f}} on a test functionψ{\displaystyle \psi } can be interpreted as a weighted average of the distribution on thesupport of the test function, even if the values of the distribution at a single point are not well-defined. Distributions likeDf{\displaystyle D_{f}} that arise from functions in this way are prototypical examples of distributions, but there exist many distributions that cannot be defined by integration against any function. Examples of the latter include theDirac delta function and distributions defined to act by integration of test functionsψUψdμ{\textstyle \psi \mapsto \int _{U}\psi d\mu } against certainmeasuresμ{\displaystyle \mu } onU.{\displaystyle U.} Nonetheless, it is still always possible toreduce any arbitrary distribution down to a simplerfamily of related distributions that do arise via such actions of integration.

More generally, adistribution onU{\displaystyle U} is by definition alinear functional onD(U)=Cc(U){\displaystyle {\mathcal {D}}(U)=C_{c}^{\infty }(U)} that iscontinuous whenD(U){\displaystyle {\mathcal {D}}(U)} is endowed with thecanonical LF topology. The space of all distributions onU{\displaystyle U} is usually denoted byD(U){\displaystyle {\mathcal {D}}'(U)}.

Definitions of the appropriate topologies onspaces of test functions and distributions are given in the article onspaces of test functions and distributions. This article is primarily concerned with the definition of distributions, together with their properties and some important examples.

History

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The practical use of distributions can be traced back to the use ofGreen's functions in the 1830s to solve ordinary differential equations, but was not formalized until much later. According toKolmogorov & Fomin (1957), generalized functions originated in the work ofSergei Sobolev (1936) onsecond-orderhyperbolic partial differential equations, and the ideas were developed in somewhat extended form byLaurent Schwartz in the late 1940s. According to his autobiography, Schwartz introduced the term "distribution" by analogy with a distribution of electrical charge, possibly including not only point charges but also dipoles and so on.Gårding (1997) comments that although the ideas in the transformative book bySchwartz (1951) were not entirely new, it was Schwartz's broad attack and conviction that distributions would be useful almost everywhere in analysis that made the difference. A detailed history of the theory of distributions was given byLützen (1982).

Notation

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The following notation will be used throughout this article:

Definitions of test functions and distributions

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In this section, some basic notions and definitions needed to define real-valued distributions onU are introduced. Further discussion of the topologies on the spaces of test functions and distributions is given in the article onspaces of test functions and distributions.

Notation:
  1. Letk{0,1,2,,}.{\displaystyle k\in \{0,1,2,\ldots ,\infty \}.}
  2. LetCk(U){\displaystyle C^{k}(U)} denote thevector space of allk-timescontinuously differentiable real or complex-valued functions onU.
  3. For any compact subsetKU,{\displaystyle K\subseteq U,} letCk(K){\displaystyle C^{k}(K)} andCk(K;U){\displaystyle C^{k}(K;U)} both denote the vector space of all those functionsfCk(U){\displaystyle f\in C^{k}(U)} such thatsupp(f)K.{\displaystyle \operatorname {supp} (f)\subseteq K.}
  4. LetCck(U){\displaystyle C_{c}^{k}(U)} denote the set of allfCk(U){\displaystyle f\in C^{k}(U)} such thatfCk(K){\displaystyle f\in C^{k}(K)} for some compact subsetK ofU.
The graph of thebump function(x,y)R2Ψ(r),{\displaystyle (x,y)\in \mathbb {R} ^{2}\mapsto \Psi (r),} wherer=(x2+y2)12{\displaystyle r=\left(x^{2}+y^{2}\right)^{\frac {1}{2}}} andΨ(r)=e11r21{|r|<1}.{\displaystyle \Psi (r)=e^{-{\frac {1}{1-r^{2}}}}\cdot \mathbf {1} _{\{|r|<1\}}.} This function is a test function onR2{\displaystyle \mathbb {R} ^{2}} and is an element ofCc(R2).{\displaystyle C_{c}^{\infty }\left(\mathbb {R} ^{2}\right).} Thesupport of this function is the closedunit disk inR2.{\displaystyle \mathbb {R} ^{2}.} It is non-zero on the open unit disk and it is equal to0 everywhere outside of it.

For allj,k{0,1,2,,}{\displaystyle j,k\in \{0,1,2,\ldots ,\infty \}} and any compact subsetsK{\displaystyle K} andL{\displaystyle L} ofU{\displaystyle U}, we have:Ck(K)Cck(U)Ck(U)Ck(K)Ck(L)if KLCk(K)Cj(K)if jkCck(U)Ccj(U)if jkCk(U)Cj(U)if jk{\displaystyle {\begin{aligned}C^{k}(K)&\subseteq C_{c}^{k}(U)\subseteq C^{k}(U)\\C^{k}(K)&\subseteq C^{k}(L)&&{\text{if }}K\subseteq L\\C^{k}(K)&\subseteq C^{j}(K)&&{\text{if }}j\leq k\\C_{c}^{k}(U)&\subseteq C_{c}^{j}(U)&&{\text{if }}j\leq k\\C^{k}(U)&\subseteq C^{j}(U)&&{\text{if }}j\leq k\\\end{aligned}}}

Definition: Elements ofCc(U){\displaystyle C_{c}^{\infty }(U)} are calledtest functions onU andCc(U){\displaystyle C_{c}^{\infty }(U)} is called thespace of test functions onU. We will use bothD(U){\displaystyle {\mathcal {D}}(U)} andCc(U){\displaystyle C_{c}^{\infty }(U)} to denote this space.

Distributions onU arecontinuous linear functionals onCc(U){\displaystyle C_{c}^{\infty }(U)} when this vector space is endowed with a particular topology called thecanonical LF-topology. The following proposition states two necessary and sufficient conditions for the continuity of a linear function onCc(U){\displaystyle C_{c}^{\infty }(U)} that are often straightforward to verify.

Proposition: Alinear functionalT onCc(U){\displaystyle C_{c}^{\infty }(U)} is continuous, and therefore adistribution, if and only if any of the following equivalent conditions is satisfied:

  1. For every compact subsetKU{\displaystyle K\subseteq U} there exist constantsC>0{\displaystyle C>0} andNN{\displaystyle N\in \mathbb {N} } (dependent onK{\displaystyle K}) such that for allfCc(U){\displaystyle f\in C_{c}^{\infty }(U)} withsupport contained inK{\displaystyle K},[1][2]|T(f)|Csup{|αf(x)|:xU,|α|N}.{\displaystyle |T(f)|\leq C\sup\{|\partial ^{\alpha }f(x)|:x\in U,|\alpha |\leq N\}.}
  2. For every compact subsetKU{\displaystyle K\subseteq U} and every sequence{fi}i=1{\displaystyle \{f_{i}\}_{i=1}^{\infty }} inCc(U){\displaystyle C_{c}^{\infty }(U)} whose supports are contained inK{\displaystyle K}, if{αfi}i=1{\displaystyle \{\partial ^{\alpha }f_{i}\}_{i=1}^{\infty }} converges uniformly to zero onU{\displaystyle U} for everymulti-indexα{\displaystyle \alpha }, thenT(fi)0.{\displaystyle T(f_{i})\to 0.}

Topology onCk(U)

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We now introduce theseminorms that will define the topology onCk(U).{\displaystyle C^{k}(U).} Different authors sometimes use different families of seminorms so we list the most common families below. However, the resulting topology is the same no matter which family is used.

Supposek{0,1,2,,}{\displaystyle k\in \{0,1,2,\ldots ,\infty \}} andK{\displaystyle K} is an arbitrary compact subset ofU.{\displaystyle U.} Supposei{\displaystyle i} is an integer such that0ik{\displaystyle 0\leq i\leq k}[note 1] andp{\displaystyle p} is a multi-index with length|p|k.{\displaystyle |p|\leq k.} ForK{\displaystyle K\neq \varnothing } andfCk(U),{\displaystyle f\in C^{k}(U),} define:

 (1)  sp,K(f):=supx0K|pf(x0)| (2)  qi,K(f):=sup|p|i(supx0K|pf(x0)|)=sup|p|i(sp,K(f)) (3)  ri,K(f):=supx0K|p|i|pf(x0)| (4)  ti,K(f):=supx0K(|p|i|pf(x0)|){\displaystyle {\begin{alignedat}{4}{\text{ (1) }}\ &s_{p,K}(f)&&:=\sup _{x_{0}\in K}\left|\partial ^{p}f(x_{0})\right|\\[4pt]{\text{ (2) }}\ &q_{i,K}(f)&&:=\sup _{|p|\leq i}\left(\sup _{x_{0}\in K}\left|\partial ^{p}f(x_{0})\right|\right)=\sup _{|p|\leq i}\left(s_{p,K}(f)\right)\\[4pt]{\text{ (3) }}\ &r_{i,K}(f)&&:=\sup _{\stackrel {|p|\leq i}{x_{0}\in K}}\left|\partial ^{p}f(x_{0})\right|\\[4pt]{\text{ (4) }}\ &t_{i,K}(f)&&:=\sup _{x_{0}\in K}\left(\sum _{|p|\leq i}\left|\partial ^{p}f(x_{0})\right|\right)\end{alignedat}}}

while forK=,{\displaystyle K=\varnothing ,} define all the functions above to be the constant0 map.

All of the functions above are non-negativeR{\displaystyle \mathbb {R} }-valued[note 2]seminorms onCk(U).{\displaystyle C^{k}(U).} As explained inthis article, every set of seminorms on a vector space induces alocally convexvector topology.

Each of the following sets of seminormsA :={qi,K:K compact and iN satisfies 0ik}B :={ri,K:K compact and iN satisfies 0ik}C :={ti,K:K compact and iN satisfies 0ik}D :={sp,K:K compact and pNn satisfies |p|k}{\displaystyle {\begin{alignedat}{4}A~:=\quad &\{q_{i,K}&&:\;K{\text{ compact and }}\;&&i\in \mathbb {N} {\text{ satisfies }}\;&&0\leq i\leq k\}\\B~:=\quad &\{r_{i,K}&&:\;K{\text{ compact and }}\;&&i\in \mathbb {N} {\text{ satisfies }}\;&&0\leq i\leq k\}\\C~:=\quad &\{t_{i,K}&&:\;K{\text{ compact and }}\;&&i\in \mathbb {N} {\text{ satisfies }}\;&&0\leq i\leq k\}\\D~:=\quad &\{s_{p,K}&&:\;K{\text{ compact and }}\;&&p\in \mathbb {N} ^{n}{\text{ satisfies }}\;&&|p|\leq k\}\end{alignedat}}}generate the samelocally convexvector topology onCk(U){\displaystyle C^{k}(U)} (so for example, the topology generated by the seminorms inA{\displaystyle A} is equal to the topology generated by those inC{\displaystyle C}).

The vector spaceCk(U){\displaystyle C^{k}(U)} is endowed with thelocally convex topology induced by any one of the four familiesA,B,C,D{\displaystyle A,B,C,D} of seminorms described above. This topology is also equal to the vector topology induced byall of the seminorms inABCD.{\displaystyle A\cup B\cup C\cup D.}

With this topology,Ck(U){\displaystyle C^{k}(U)} becomes a locally convexFréchet space that isnotnormable. Every element ofABCD{\displaystyle A\cup B\cup C\cup D} is a continuous seminorm onCk(U).{\displaystyle C^{k}(U).}Under this topology, anet(fi)iI{\displaystyle (f_{i})_{i\in I}} inCk(U){\displaystyle C^{k}(U)} converges tofCk(U){\displaystyle f\in C^{k}(U)} if and only if for every multi-indexp{\displaystyle p} with|p|<k+1{\displaystyle |p|<k+1} and every compactK,{\displaystyle K,} the net of partial derivatives(pfi)iI{\displaystyle \left(\partial ^{p}f_{i}\right)_{i\in I}}converges uniformly topf{\displaystyle \partial ^{p}f} onK.{\displaystyle K.}[3] For anyk{0,1,2,,},{\displaystyle k\in \{0,1,2,\ldots ,\infty \},} any(von Neumann) bounded subset ofCk+1(U){\displaystyle C^{k+1}(U)} is arelatively compact subset ofCk(U).{\displaystyle C^{k}(U).}[4] In particular, a subset ofC(U){\displaystyle C^{\infty }(U)} is bounded if and only if it is bounded inCi(U){\displaystyle C^{i}(U)} for alliN.{\displaystyle i\in \mathbb {N} .}[4] The spaceCk(U){\displaystyle C^{k}(U)} is aMontel space if and only ifk=.{\displaystyle k=\infty .}[5]

A subsetW{\displaystyle W} ofC(U){\displaystyle C^{\infty }(U)} is open in this topology if and only if there existsiN{\displaystyle i\in \mathbb {N} } such thatW{\displaystyle W} is open whenC(U){\displaystyle C^{\infty }(U)} is endowed with thesubspace topology induced on it byCi(U).{\displaystyle C^{i}(U).}

Topology onCk(K)

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As before, fixk{0,1,2,,}.{\displaystyle k\in \{0,1,2,\ldots ,\infty \}.} Recall that ifK{\displaystyle K} is any compact subset ofU{\displaystyle U} thenCk(K)Ck(U).{\displaystyle C^{k}(K)\subseteq C^{k}(U).}

Assumption: For any compact subsetKU,{\displaystyle K\subseteq U,} we will henceforth assume thatCk(K){\displaystyle C^{k}(K)} is endowed with thesubspace topology it inherits from theFréchet spaceCk(U).{\displaystyle C^{k}(U).}

Ifk{\displaystyle k} is finite thenCk(K){\displaystyle C^{k}(K)} is aBanach space[6] with a topology that can be defined by thenormrK(f):=sup|p|<k(supx0K|pf(x0)|).{\displaystyle r_{K}(f):=\sup _{|p|<k}\left(\sup _{x_{0}\in K}\left|\partial ^{p}f(x_{0})\right|\right).}

Trivial extensions and independence ofCk(K)'s topology fromU

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SupposeU{\displaystyle U} is an open subset ofRn{\displaystyle \mathbb {R} ^{n}} andKU{\displaystyle K\subseteq U} is a compact subset. By definition, elements ofCk(K){\displaystyle C^{k}(K)} are functions with domainU{\displaystyle U} (in symbols,Ck(K)Ck(U){\displaystyle C^{k}(K)\subseteq C^{k}(U)}), so the spaceCk(K){\displaystyle C^{k}(K)} and its topology depend onU;{\displaystyle U;} to make this dependence on the open setU{\displaystyle U} clear, temporarily denoteCk(K){\displaystyle C^{k}(K)} byCk(K;U).{\displaystyle C^{k}(K;U).} Importantly, changing the setU{\displaystyle U} to a different open subsetU{\displaystyle U'} (withKU{\displaystyle K\subseteq U'}) will change the setCk(K){\displaystyle C^{k}(K)} fromCk(K;U){\displaystyle C^{k}(K;U)} toCk(K;U),{\displaystyle C^{k}(K;U'),}[note 3] so that elements ofCk(K){\displaystyle C^{k}(K)} will be functions with domainU{\displaystyle U'} instead ofU.{\displaystyle U.} DespiteCk(K){\displaystyle C^{k}(K)} depending on the open set (U or U{\displaystyle U{\text{ or }}U'}), the standard notation forCk(K){\displaystyle C^{k}(K)} makes no mention of it. This is justified because, as this subsection will now explain, the spaceCk(K;U){\displaystyle C^{k}(K;U)} is canonically identified as a subspace ofCk(K;U){\displaystyle C^{k}(K;U')} (both algebraically and topologically).

It is enough to explain how to canonically identifyCk(K;U){\displaystyle C^{k}(K;U)} withCk(K;U){\displaystyle C^{k}(K;U')} when one ofU{\displaystyle U} andU{\displaystyle U'} is a subset of the other. The reason is that ifV{\displaystyle V} andW{\displaystyle W} are arbitrary open subsets ofRn{\displaystyle \mathbb {R} ^{n}} containingK{\displaystyle K} then the open setU:=VW{\displaystyle U:=V\cap W} also containsK,{\displaystyle K,} so that each ofCk(K;V){\displaystyle C^{k}(K;V)} andCk(K;W){\displaystyle C^{k}(K;W)} is canonically identified withCk(K;VW){\displaystyle C^{k}(K;V\cap W)} and now by transitivity,Ck(K;V){\displaystyle C^{k}(K;V)} is thus identified withCk(K;W).{\displaystyle C^{k}(K;W).} So assumeUV{\displaystyle U\subseteq V} are open subsets ofRn{\displaystyle \mathbb {R} ^{n}} containingK.{\displaystyle K.}

GivenfCck(U),{\displaystyle f\in C_{c}^{k}(U),} itstrivial extension toV{\displaystyle V} is the functionF:VC{\displaystyle F:V\to \mathbb {C} } defined by:

F(x)={f(x)xU,0otherwise.{\displaystyle F(x)={\begin{cases}f(x)&x\in U,\\0&{\text{otherwise}}.\end{cases}}}

This trivial extension belongs toCk(V){\displaystyle C^{k}(V)} (becausefCck(U){\displaystyle f\in C_{c}^{k}(U)} has compact support) and it will be denoted byI(f){\displaystyle I(f)} (that is,I(f):=F{\displaystyle I(f):=F}). The assignmentfI(f){\displaystyle f\mapsto I(f)} thus induces a mapI:Cck(U)Ck(V){\displaystyle I:C_{c}^{k}(U)\to C^{k}(V)} that sends a function inCck(U){\displaystyle C_{c}^{k}(U)} to its trivial extension onV.{\displaystyle V.} This map is a linearinjection and for every compact subsetKU{\displaystyle K\subseteq U} (whereK{\displaystyle K} is also a compact subset ofV{\displaystyle V} sinceKUV{\displaystyle K\subseteq U\subseteq V}),

I(Ck(K;U))=Ck(K;V) and thus I(Cck(U))Cck(V).{\displaystyle I\left(C^{k}(K;U)\right)=C^{k}(K;V)\qquad {\text{ and thus }}\qquad I\left(C_{c}^{k}(U)\right)\subseteq C_{c}^{k}(V).}

IfI{\displaystyle I} is restricted toCk(K;U){\displaystyle C^{k}(K;U)} then the following induced linear map is ahomeomorphism (linear homeomorphisms are calledTVS-isomorphisms):

Ck(K;U)Ck(K;V)fI(f){\displaystyle {\begin{alignedat}{1}C^{k}(K;U)&\to C^{k}(K;V)\\f&\mapsto I(f)\end{alignedat}}}

and thus the next map is atopological embedding:

Ck(K;U)Ck(V)fI(f).{\displaystyle {\begin{alignedat}{1}C^{k}(K;U)&\to C^{k}(V)\\f&\mapsto I(f).\end{alignedat}}}

Using the injection

I:Cck(U)Ck(V){\displaystyle I:C_{c}^{k}(U)\to C^{k}(V)}

the vector spaceCck(U){\displaystyle C_{c}^{k}(U)} is canonically identified with its image inCck(V)Ck(V).{\displaystyle C_{c}^{k}(V)\subseteq C^{k}(V).} BecauseCk(K;U)Cck(U),{\displaystyle C^{k}(K;U)\subseteq C_{c}^{k}(U),} through this identification,Ck(K;U){\displaystyle C^{k}(K;U)} can also be considered as a subset ofCk(V).{\displaystyle C^{k}(V).}Thus the topology onCk(K;U){\displaystyle C^{k}(K;U)} is independent of the open subsetU{\displaystyle U} ofRn{\displaystyle \mathbb {R} ^{n}} that containsK,{\displaystyle K,}[7] which justifies the practice of writingCk(K){\displaystyle C^{k}(K)} instead ofCk(K;U).{\displaystyle C^{k}(K;U).}

Canonical LF topology

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Main article:Spaces of test functions and distributions
See also:LF-space andTopology of uniform convergence

Recall thatCck(U){\displaystyle C_{c}^{k}(U)} denotes all functions inCk(U){\displaystyle C^{k}(U)} that have compactsupport inU,{\displaystyle U,} where note thatCck(U){\displaystyle C_{c}^{k}(U)} is the union of allCk(K){\displaystyle C^{k}(K)} asK{\displaystyle K} ranges over all compact subsets ofU.{\displaystyle U.} Moreover, for eachk,Cck(U){\displaystyle k,\,C_{c}^{k}(U)} is a dense subset ofCk(U).{\displaystyle C^{k}(U).} The special case whenk={\displaystyle k=\infty } gives us the space of test functions.

Cc(U){\displaystyle C_{c}^{\infty }(U)} is called thespace of test functions onU{\displaystyle U} and it may also be denoted byD(U).{\displaystyle {\mathcal {D}}(U).} Unless indicated otherwise, it is endowed with a topology calledthe canonical LF topology, whose definition is given in the article:Spaces of test functions and distributions.

The canonical LF-topology isnot metrizable and importantly, it isstrictly finer than thesubspace topology thatC(U){\displaystyle C^{\infty }(U)} induces onCc(U).{\displaystyle C_{c}^{\infty }(U).} However, the canonical LF-topology does makeCc(U){\displaystyle C_{c}^{\infty }(U)} into acompletereflexivenuclear[8]Montel[9]bornologicalbarrelledMackey space; the same is true of itsstrong dual space (that is, the space of all distributions with its usual topology). The canonicalLF-topology can be defined in various ways.

Distributions

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See also:Continuous linear functional

As discussed earlier, continuouslinear functionals on aCc(U){\displaystyle C_{c}^{\infty }(U)} are known as distributions onU.{\displaystyle U.} Other equivalent definitions are described below.

By definition, adistribution onU{\displaystyle U} is acontinuouslinear functional onCc(U).{\displaystyle C_{c}^{\infty }(U).} Said differently, a distribution onU{\displaystyle U} is an element of thecontinuous dual space ofCc(U){\displaystyle C_{c}^{\infty }(U)} whenCc(U){\displaystyle C_{c}^{\infty }(U)} is endowed with its canonical LF topology.

There is a canonicalduality pairing between a distributionT{\displaystyle T} onU{\displaystyle U} and a test functionfCc(U),{\displaystyle f\in C_{c}^{\infty }(U),} which is denoted usingangle brackets by{D(U)×Cc(U)R(T,f)T,f:=T(f){\displaystyle {\begin{cases}{\mathcal {D}}'(U)\times C_{c}^{\infty }(U)\to \mathbb {R} \\(T,f)\mapsto \langle T,f\rangle :=T(f)\end{cases}}}

One interprets this notation as the distributionT{\displaystyle T} acting on the test functionf{\displaystyle f} to give a scalar, or symmetrically as the test functionf{\displaystyle f} acting on the distributionT.{\displaystyle T.}

Characterizations of distributions

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Proposition. IfT{\displaystyle T} is alinear functional onCc(U){\displaystyle C_{c}^{\infty }(U)} then the following are equivalent:

  1. T is a distribution;
  2. T iscontinuous;
  3. T iscontinuous at the origin;
  4. T isuniformly continuous;
  5. T is abounded operator;
  6. T issequentially continuous;
  7. T issequentially continuous at the origin; in other words,T maps null sequences[note 5] to null sequences;
  8. T maps null sequences to bounded subsets;
  9. T mapsMackey convergent null sequences to bounded subsets;
  10. The kernel ofT is a closed subspace ofCc(U);{\displaystyle C_{c}^{\infty }(U);}
  11. The graph ofT is closed;
  12. There exists a continuous seminormg{\displaystyle g} onCc(U){\displaystyle C_{c}^{\infty }(U)} such that|T|g;{\displaystyle |T|\leq g;}
  13. There exists a constantC>0{\displaystyle C>0} and a finite subset{g1,,gm}P{\displaystyle \{g_{1},\ldots ,g_{m}\}\subseteq {\mathcal {P}}} (whereP{\displaystyle {\mathcal {P}}} is any collection of continuous seminorms that defines the canonical LF topology onCc(U){\displaystyle C_{c}^{\infty }(U)}) such that|T|C(g1++gm);{\displaystyle |T|\leq C(g_{1}+\cdots +g_{m});}[note 6]
  14. For every compact subsetKU{\displaystyle K\subseteq U} there exist constantsC>0{\displaystyle C>0} andNN{\displaystyle N\in \mathbb {N} } such that for allfC(K),{\displaystyle f\in C^{\infty }(K),}[1]|T(f)|Csup{|αf(x)|:xU,|α|N};{\displaystyle |T(f)|\leq C\sup\{|\partial ^{\alpha }f(x)|:x\in U,|\alpha |\leq N\};}
  15. For every compact subsetKU{\displaystyle K\subseteq U} there exist constantsCK>0{\displaystyle C_{K}>0} andNKN{\displaystyle N_{K}\in \mathbb {N} } such that for allfCc(U){\displaystyle f\in C_{c}^{\infty }(U)} withsupport contained inK,{\displaystyle K,}[10]|T(f)|CKsup{|αf(x)|:xK,|α|NK};{\displaystyle |T(f)|\leq C_{K}\sup\{|\partial ^{\alpha }f(x)|:x\in K,|\alpha |\leq N_{K}\};}
  16. For any compact subsetKU{\displaystyle K\subseteq U} and any sequence{fi}i=1{\displaystyle \{f_{i}\}_{i=1}^{\infty }} inC(K),{\displaystyle C^{\infty }(K),} if{pfi}i=1{\displaystyle \{\partial ^{p}f_{i}\}_{i=1}^{\infty }} converges uniformly to zero for allmulti-indicesp,{\displaystyle p,} thenT(fi)0;{\displaystyle T(f_{i})\to 0;}

Topology on the space of distributions and its relation to the weak-* topology

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The set of all distributions onU{\displaystyle U} is thecontinuous dual space ofCc(U),{\displaystyle C_{c}^{\infty }(U),} which when endowed with thestrong dual topology is denoted byD(U).{\displaystyle {\mathcal {D}}'(U).} Importantly, unless indicated otherwise, the topology onD(U){\displaystyle {\mathcal {D}}'(U)} is thestrong dual topology; if the topology is instead theweak-* topology then this will be indicated. Neither topology is metrizable although unlike the weak-* topology, the strong dual topology makesD(U){\displaystyle {\mathcal {D}}'(U)} into acompletenuclear space, to name just a few of its desirable properties.

NeitherCc(U){\displaystyle C_{c}^{\infty }(U)} nor its strong dualD(U){\displaystyle {\mathcal {D}}'(U)} is asequential space and so neither of their topologies can be fully described by sequences (in other words, defining only what sequences converge in these spaces isnot enough to fully/correctly define their topologies).However, asequence inD(U){\displaystyle {\mathcal {D}}'(U)} converges in the strong dual topology if and only if it converges in theweak-* topology (this leads many authors to use pointwise convergence todefine the convergence of a sequence of distributions; this is fine for sequences but this isnot guaranteed to extend to the convergence ofnets of distributions because a net may converge pointwise but fail to converge in the strong dual topology).More information about the topology thatD(U){\displaystyle {\mathcal {D}}'(U)} is endowed with can be found in the article onspaces of test functions and distributions and the articles onpolar topologies anddual systems.

Alinear map fromD(U){\displaystyle {\mathcal {D}}'(U)} into anotherlocally convex topological vector space (such as anynormed space) iscontinuous if and only if it issequentially continuous at the origin. However, this is no longer guaranteed if the map is not linear or for maps valued in more generaltopological spaces (for example, that are not also locally convextopological vector spaces). The same is true of maps fromCc(U){\displaystyle C_{c}^{\infty }(U)} (more generally, this is true of maps from any locally convexbornological space).

Localization of distributions

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There is no way to define the value of a distribution inD(U){\displaystyle {\mathcal {D}}'(U)} at a particular point ofU. However, as is the case with functions, distributions onU restrict to give distributions on open subsets ofU. Furthermore, distributions arelocally determined in the sense that a distribution on all ofU can be assembled from a distribution on an open cover ofU satisfying some compatibility conditions on the overlaps. Such a structure is known as asheaf.

Extensions and restrictions to an open subset

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LetVU{\displaystyle V\subseteq U} be open subsets ofRn.{\displaystyle \mathbb {R} ^{n}.} Every functionfD(V){\displaystyle f\in {\mathcal {D}}(V)} can beextended by zero from its domainV to a function onU by setting it equal to0{\displaystyle 0} on thecomplementUV.{\displaystyle U\setminus V.} This extension is a smooth compactly supported function called thetrivial extension off{\displaystyle f} toU{\displaystyle U} and it will be denoted byEVU(f).{\displaystyle E_{VU}(f).}This assignmentfEVU(f){\displaystyle f\mapsto E_{VU}(f)} defines thetrivial extension operatorEVU:D(V)D(U),{\displaystyle E_{VU}:{\mathcal {D}}(V)\to {\mathcal {D}}(U),} which is a continuous injective linear map. It is used to canonically identifyD(V){\displaystyle {\mathcal {D}}(V)} as avector subspace ofD(U){\displaystyle {\mathcal {D}}(U)} (althoughnot as atopological subspace). Its transpose (explained here)ρVU:=tEVU:D(U)D(V),{\displaystyle \rho _{VU}:={}^{t}E_{VU}:{\mathcal {D}}'(U)\to {\mathcal {D}}'(V),} is called therestriction toV{\displaystyle V} of distributions inU{\displaystyle U}[11] and as the name suggests, the imageρVU(T){\displaystyle \rho _{VU}(T)} of a distributionTD(U){\displaystyle T\in {\mathcal {D}}'(U)} under this map is a distribution onV{\displaystyle V} called therestriction ofT{\displaystyle T} toV.{\displaystyle V.} Thedefining condition of the restrictionρVU(T){\displaystyle \rho _{VU}(T)} is:ρVUT,ϕ=T,EVUϕ for all ϕD(V).{\displaystyle \langle \rho _{VU}T,\phi \rangle =\langle T,E_{VU}\phi \rangle \quad {\text{ for all }}\phi \in {\mathcal {D}}(V).}IfVU{\displaystyle V\neq U} then the (continuous injective linear) trivial extension mapEVU:D(V)D(U){\displaystyle E_{VU}:{\mathcal {D}}(V)\to {\mathcal {D}}(U)} isnot a topological embedding (in other words, if this linear injection was used to identifyD(V){\displaystyle {\mathcal {D}}(V)} as a subset ofD(U){\displaystyle {\mathcal {D}}(U)} thenD(V){\displaystyle {\mathcal {D}}(V)}'s topology wouldstrictly finer than thesubspace topology thatD(U){\displaystyle {\mathcal {D}}(U)} induces on it; importantly, it wouldnot be atopological subspace since that requires equality of topologies) and its range is alsonot dense in itscodomainD(U).{\displaystyle {\mathcal {D}}(U).}[11] Consequently ifVU{\displaystyle V\neq U} thenthe restriction mapping is neither injective nor surjective.[11] A distributionSD(V){\displaystyle S\in {\mathcal {D}}'(V)} is said to beextendible toU if it belongs to the range of the transpose ofEVU{\displaystyle E_{VU}} and it is calledextendible if it is extendable toRn.{\displaystyle \mathbb {R} ^{n}.}[11]

UnlessU=V,{\displaystyle U=V,} the restriction toV is neitherinjective norsurjective. Lack of surjectivity follows since distributions can blow up towards the boundary ofV. For instance, ifU=R{\displaystyle U=\mathbb {R} } andV=(0,2),{\displaystyle V=(0,2),} then the distributionT(x)=n=1nδ(x1n){\displaystyle T(x)=\sum _{n=1}^{\infty }n\,\delta \left(x-{\frac {1}{n}}\right)}is inD(V){\displaystyle {\mathcal {D}}'(V)} but admits no extension toD(U).{\displaystyle {\mathcal {D}}'(U).}

Gluing and distributions that vanish in a set

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Theorem[12]Let(Ui)iI{\displaystyle (U_{i})_{i\in I}} be a collection of open subsets ofRn.{\displaystyle \mathbb {R} ^{n}.} For eachiI,{\displaystyle i\in I,} letTiD(Ui){\displaystyle T_{i}\in {\mathcal {D}}'(U_{i})} and suppose that for alli,jI,{\displaystyle i,j\in I,} the restriction ofTi{\displaystyle T_{i}} toUiUj{\displaystyle U_{i}\cap U_{j}} is equal to the restriction ofTj{\displaystyle T_{j}} toUiUj{\displaystyle U_{i}\cap U_{j}} (note that both restrictions are elements ofD(UiUj){\displaystyle {\mathcal {D}}'(U_{i}\cap U_{j})}). Then there exists a uniqueTD(iIUi){\textstyle T\in {\mathcal {D}}'(\bigcup _{i\in I}U_{i})} such that for alliI,{\displaystyle i\in I,} the restriction ofT toUi{\displaystyle U_{i}} is equal toTi.{\displaystyle T_{i}.}

LetV be an open subset ofU.TD(U){\displaystyle T\in {\mathcal {D}}'(U)} is said tovanish inV if for allfD(U){\displaystyle f\in {\mathcal {D}}(U)} such thatsupp(f)V{\displaystyle \operatorname {supp} (f)\subseteq V} we haveTf=0.{\displaystyle Tf=0.}T vanishes inV if and only if the restriction ofT toV is equal to 0, or equivalently, if and only ifT lies in thekernel of the restriction mapρVU.{\displaystyle \rho _{VU}.}

Corollary[12]Let(Ui)iI{\displaystyle (U_{i})_{i\in I}} be a collection of open subsets ofRn{\displaystyle \mathbb {R} ^{n}} and letTD(iIUi).{\textstyle T\in {\mathcal {D}}'(\bigcup _{i\in I}U_{i}).}T=0{\displaystyle T=0} if and only if for eachiI,{\displaystyle i\in I,} the restriction ofT toUi{\displaystyle U_{i}} is equal to 0.

Corollary[12]The union of all open subsets ofU in which a distributionT vanishes is an open subset ofU in whichT vanishes.

Support of a distribution

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This last corollary implies that for every distributionT onU, there exists a unique largest subsetV ofU such thatT vanishes inV (and does not vanish in any open subset ofU that is not contained inV); the complement inU of this unique largest open subset is calledthesupport ofT.[12] Thussupp(T)=U{VρVUT=0}.{\displaystyle \operatorname {supp} (T)=U\setminus \bigcup \{V\mid \rho _{VU}T=0\}.}

Iff{\displaystyle f} is a locally integrable function onU and ifDf{\displaystyle D_{f}} is its associated distribution, then the support ofDf{\displaystyle D_{f}} is the smallest closed subset ofU in the complement of whichf{\displaystyle f} isalmost everywhere equal to 0.[12] Iff{\displaystyle f} is continuous, then the support ofDf{\displaystyle D_{f}} is equal to the closure of the set of points inU at whichf{\displaystyle f} does not vanish.[12] The support of the distribution associated with theDirac measure at a pointx0{\displaystyle x_{0}} is the set{x0}.{\displaystyle \{x_{0}\}.}[12] If the support of a test functionf{\displaystyle f} does not intersect the support of a distributionT thenTf=0.{\displaystyle Tf=0.} A distributionT is 0 if and only if its support is empty. IffC(U){\displaystyle f\in C^{\infty }(U)} is identically 1 on some open set containing the support of a distributionT thenfT=T.{\displaystyle fT=T.} If the support of a distributionT is compact then it has finite order and there is a constantC{\displaystyle C} and a non-negative integerN{\displaystyle N} such that:[7]|Tϕ|CϕN:=Csup{|αϕ(x)|:xU,|α|N} for all ϕD(U).{\displaystyle |T\phi |\leq C\|\phi \|_{N}:=C\sup \left\{\left|\partial ^{\alpha }\phi (x)\right|:x\in U,|\alpha |\leq N\right\}\quad {\text{ for all }}\phi \in {\mathcal {D}}(U).}

IfT has compact support, then it has a unique extension to a continuous linear functionalT^{\displaystyle {\widehat {T}}} onC(U){\displaystyle C^{\infty }(U)}; this function can be defined byT^(f):=T(ψf),{\displaystyle {\widehat {T}}(f):=T(\psi f),} whereψD(U){\displaystyle \psi \in {\mathcal {D}}(U)} is any function that is identically 1 on an open set containing the support ofT.[7]

IfS,TD(U){\displaystyle S,T\in {\mathcal {D}}'(U)} andλ0{\displaystyle \lambda \neq 0} thensupp(S+T)supp(S)supp(T){\displaystyle \operatorname {supp} (S+T)\subseteq \operatorname {supp} (S)\cup \operatorname {supp} (T)} andsupp(λT)=supp(T).{\displaystyle \operatorname {supp} (\lambda T)=\operatorname {supp} (T).} Thus, distributions with support in a given subsetAU{\displaystyle A\subseteq U} form a vector subspace ofD(U).{\displaystyle {\mathcal {D}}'(U).}[13] Furthermore, ifP{\displaystyle P} is a differential operator inU, then for all distributionsT onU and allfC(U){\displaystyle f\in C^{\infty }(U)} we havesupp(P(x,)T)supp(T){\displaystyle \operatorname {supp} (P(x,\partial )T)\subseteq \operatorname {supp} (T)} andsupp(fT)supp(f)supp(T).{\displaystyle \operatorname {supp} (fT)\subseteq \operatorname {supp} (f)\cap \operatorname {supp} (T).}[13]

Distributions with compact support

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Support in a point set and Dirac measures

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For anyxU,{\displaystyle x\in U,} letδxD(U){\displaystyle \delta _{x}\in {\mathcal {D}}'(U)} denote the distribution induced by the Dirac measure atx.{\displaystyle x.} For anyx0U{\displaystyle x_{0}\in U} and distributionTD(U),{\displaystyle T\in {\mathcal {D}}'(U),} the support ofT is contained in{x0}{\displaystyle \{x_{0}\}} if and only ifT is a finite linear combination of derivatives of the Dirac measure atx0.{\displaystyle x_{0}.}[14] If in addition the order ofT isk{\displaystyle \leq k} then there exist constantsαp{\displaystyle \alpha _{p}} such that:[15]T=|p|kαppδx0.{\displaystyle T=\sum _{|p|\leq k}\alpha _{p}\partial ^{p}\delta _{x_{0}}.}

Said differently, ifT has support at a single point{P},{\displaystyle \{P\},} thenT is in fact a finite linear combination of distributional derivatives of theδ{\displaystyle \delta } function atP. That is, there exists an integerm and complex constantsaα{\displaystyle a_{\alpha }} such thatT=|α|maαα(τPδ){\displaystyle T=\sum _{|\alpha |\leq m}a_{\alpha }\partial ^{\alpha }(\tau _{P}\delta )}whereτP{\displaystyle \tau _{P}} is the translation operator.

Distribution with compact support

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Theorem[7]SupposeT is a distribution onU with compact supportK. There exists a continuous functionf{\displaystyle f} defined onU and a multi-indexp such thatT=pf,{\displaystyle T=\partial ^{p}f,}where the derivatives are understood in the sense of distributions. That is, for all test functionsϕ{\displaystyle \phi } onU,Tϕ=(1)|p|Uf(x)(pϕ)(x)dx.{\displaystyle T\phi =(-1)^{|p|}\int _{U}f(x)(\partial ^{p}\phi )(x)\,dx.}

Distributions of finite order with support in an open subset

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Theorem[7]SupposeT is a distribution onU with compact supportK and letV be an open subset ofU containingK. Since every distribution with compact support has finite order, takeN to be the order ofT and defineP:={0,1,,N+2}n.{\displaystyle P:=\{0,1,\ldots ,N+2\}^{n}.} There exists a family of continuous functions(fp)pP{\displaystyle (f_{p})_{p\in P}} defined onUwith support inV such thatT=pPpfp,{\displaystyle T=\sum _{p\in P}\partial ^{p}f_{p},}where the derivatives are understood in the sense of distributions. That is, for all test functionsϕ{\displaystyle \phi } onU,Tϕ=pP(1)|p|Ufp(x)(pϕ)(x)dx.{\displaystyle T\phi =\sum _{p\in P}(-1)^{|p|}\int _{U}f_{p}(x)(\partial ^{p}\phi )(x)\,dx.}

Global structure of distributions

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The formal definition of distributions exhibits them as a subspace of a very large space, namely the topological dual ofD(U){\displaystyle {\mathcal {D}}(U)} (or theSchwartz spaceS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} for tempered distributions). It is not immediately clear from the definition how exotic a distribution might be. To answer this question, it is instructive to see distributions built up from a smaller space, namely the space of continuous functions. Roughly, any distribution is locally a (multiple) derivative of a continuous function. A precise version of this result, given below, holds for distributions of compact support, tempered distributions, and general distributions. Generally speaking, no proper subset of the space of distributions contains all continuous functions and is closed under differentiation. This says that distributions are not particularly exotic objects; they are only as complicated as necessary.

Distributions assheaves

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Theorem[16]LetT be a distribution onU.There exists a sequence(Ti)i=1{\displaystyle (T_{i})_{i=1}^{\infty }} inD(U){\displaystyle {\mathcal {D}}'(U)} such that eachTi has compact support and every compact subsetKU{\displaystyle K\subseteq U} intersects the support of only finitely manyTi,{\displaystyle T_{i},} and the sequence of partial sums(Sj)j=1,{\displaystyle (S_{j})_{j=1}^{\infty },} defined bySj:=T1++Tj,{\displaystyle S_{j}:=T_{1}+\cdots +T_{j},} converges inD(U){\displaystyle {\mathcal {D}}'(U)} toT; in other words we have:T=i=1Ti.{\displaystyle T=\sum _{i=1}^{\infty }T_{i}.}Recall that a sequence converges inD(U){\displaystyle {\mathcal {D}}'(U)} (with its strong dual topology) if and only if it converges pointwise.

Decomposition of distributions as sums of derivatives of continuous functions

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By combining the above results, one may express any distribution onU as the sum of a series of distributions with compact support, where each of these distributions can in turn be written as a finite sum of distributional derivatives of continuous functions onU. In other words, for arbitraryTD(U){\displaystyle T\in {\mathcal {D}}'(U)} we can write:T=i=1pPipfip,{\displaystyle T=\sum _{i=1}^{\infty }\sum _{p\in P_{i}}\partial ^{p}f_{ip},}whereP1,P2,{\displaystyle P_{1},P_{2},\ldots } are finite sets of multi-indices and the functionsfip{\displaystyle f_{ip}} are continuous.

Theorem[17]LetT be a distribution onU. For every multi-indexp there exists a continuous functiongp{\displaystyle g_{p}} onU such that

  1. any compact subsetK ofU intersects the support of only finitely manygp,{\displaystyle g_{p},} and
  2. T=ppgp.{\displaystyle T=\sum \nolimits _{p}\partial ^{p}g_{p}.}

Moreover, ifT has finite order, then one can choosegp{\displaystyle g_{p}} in such a way that only finitely many of them are non-zero.

Note that the infinite sum above is well-defined as a distribution. The value ofT for a givenfD(U){\displaystyle f\in {\mathcal {D}}(U)} can be computed using the finitely manygα{\displaystyle g_{\alpha }} that intersect the support off.{\displaystyle f.}

Operations on distributions

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Many operations which are defined on smooth functions with compact support can also be defined for distributions. In general, ifA:D(U)D(U){\displaystyle A:{\mathcal {D}}(U)\to {\mathcal {D}}(U)} is a linear map that is continuous with respect to theweak topology, then it is not always possible to extendA{\displaystyle A} to a mapA:D(U)D(U){\displaystyle A':{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} by classic extension theorems of topology or linear functional analysis.[note 7] The “distributional” extension of the above linear continuous operator A is possible if and only if A admits a Schwartz adjoint, that is another linear continuous operator B of the same type such thatAf,g=f,Bg{\displaystyle \langle Af,g\rangle =\langle f,Bg\rangle },for every pair of test functions. In that condition, B is unique and the extension A’ is the transpose of the Schwartz adjoint B.[citation needed][18][clarification needed]

Preliminaries: Transpose of a linear operator

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Main article:Transpose of a linear map

Operations on distributions and spaces of distributions are often defined using thetranspose of a linear operator. This is because the transpose allows for a unified presentation of the many definitions in the theory of distributions and also because its properties are well-known infunctional analysis.[19] For instance, the well-knownHermitian adjoint of a linear operator betweenHilbert spaces is just the operator's transpose (but with theRiesz representation theorem used to identify each Hilbert space with itscontinuous dual space). In general, the transpose of a continuous linear mapA:XY{\displaystyle A:X\to Y} is the linear maptA:YX defined by tA(y):=yA,{\displaystyle {}^{t}A:Y'\to X'\qquad {\text{ defined by }}\qquad {}^{t}A(y'):=y'\circ A,} or equivalently, it is the unique map satisfyingy,A(x)=tA(y),x{\displaystyle \langle y',A(x)\rangle =\left\langle {}^{t}A(y'),x\right\rangle } for allxX{\displaystyle x\in X} and allyY{\displaystyle y'\in Y'} (the prime symbol iny{\displaystyle y'} does not denote a derivative of any kind; it merely indicates thaty{\displaystyle y'} is an element of the continuous dual spaceY{\displaystyle Y'}). SinceA{\displaystyle A} is continuous, the transposetA:YX{\displaystyle {}^{t}A:Y'\to X'} is also continuous when both duals are endowed with their respectivestrong dual topologies; it is also continuous when both duals are endowed with their respectiveweak* topologies (see the articlespolar topology anddual system for more details).

In the context of distributions, the characterization of the transpose can be refined slightly. LetA:D(U)D(U){\displaystyle A:{\mathcal {D}}(U)\to {\mathcal {D}}(U)} be a continuous linear map. Then by definition, the transpose ofA{\displaystyle A} is the unique linear operatortA:D(U)D(U){\displaystyle {}^{t}A:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} that satisfies:tA(T),ϕ=T,A(ϕ) for all ϕD(U) and all TD(U).{\displaystyle \langle {}^{t}A(T),\phi \rangle =\langle T,A(\phi )\rangle \quad {\text{ for all }}\phi \in {\mathcal {D}}(U){\text{ and all }}T\in {\mathcal {D}}'(U).}

SinceD(U){\displaystyle {\mathcal {D}}(U)} is dense inD(U){\displaystyle {\mathcal {D}}'(U)} (here,D(U){\displaystyle {\mathcal {D}}(U)} actually refers to the set of distributions{Dψ:ψD(U)}{\displaystyle \left\{D_{\psi }:\psi \in {\mathcal {D}}(U)\right\}}) it is sufficient that the defining equality hold for all distributions of the formT=Dψ{\displaystyle T=D_{\psi }} whereψD(U).{\displaystyle \psi \in {\mathcal {D}}(U).} Explicitly, this means that a continuous linear mapB:D(U)D(U){\displaystyle B:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} is equal totA{\displaystyle {}^{t}A} if and only if the condition below holds:B(Dψ),ϕ=tA(Dψ),ϕ for all ϕ,ψD(U){\displaystyle \langle B(D_{\psi }),\phi \rangle =\langle {}^{t}A(D_{\psi }),\phi \rangle \quad {\text{ for all }}\phi ,\psi \in {\mathcal {D}}(U)}where the right-hand side equalstA(Dψ),ϕ=Dψ,A(ϕ)=ψ,A(ϕ)=UψA(ϕ)dx.{\displaystyle \langle {}^{t}A(D_{\psi }),\phi \rangle =\langle D_{\psi },A(\phi )\rangle =\langle \psi ,A(\phi )\rangle =\int _{U}\psi \cdot A(\phi )\,dx.}

Differential operators

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Differentiation of distributions

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LetA:D(U)D(U){\displaystyle A:{\mathcal {D}}(U)\to {\mathcal {D}}(U)} be thepartial derivative operatorxk.{\displaystyle {\tfrac {\partial }{\partial x_{k}}}.} To extendA{\displaystyle A} we compute its transpose:tA(Dψ),ϕ=Uψ(Aϕ)dx(See above.)=Uψϕxkdx=Uϕψxkdx(integration by parts)=ψxk,ϕ=Aψ,ϕ=Aψ,ϕ{\displaystyle {\begin{aligned}\langle {}^{t}A(D_{\psi }),\phi \rangle &=\int _{U}\psi (A\phi )\,dx&&{\text{(See above.)}}\\&=\int _{U}\psi {\frac {\partial \phi }{\partial x_{k}}}\,dx\\[4pt]&=-\int _{U}\phi {\frac {\partial \psi }{\partial x_{k}}}\,dx&&{\text{(integration by parts)}}\\[4pt]&=-\left\langle {\frac {\partial \psi }{\partial x_{k}}},\phi \right\rangle \\[4pt]&=-\langle A\psi ,\phi \rangle =\langle -A\psi ,\phi \rangle \end{aligned}}}

ThereforetA=A.{\displaystyle {}^{t}A=-A.} Thus, the partial derivative ofT{\displaystyle T} with respect to the coordinatexk{\displaystyle x_{k}} is defined by the formulaTxk,ϕ=T,ϕxk for all ϕD(U).{\displaystyle \left\langle {\frac {\partial T}{\partial x_{k}}},\phi \right\rangle =-\left\langle T,{\frac {\partial \phi }{\partial x_{k}}}\right\rangle \qquad {\text{ for all }}\phi \in {\mathcal {D}}(U).}

With this definition, every distribution is infinitely differentiable, and the derivative in the directionxk{\displaystyle x_{k}} is alinear operator onD(U).{\displaystyle {\mathcal {D}}'(U).}

More generally, ifα{\displaystyle \alpha } is an arbitrarymulti-index, then the partial derivativeαT{\displaystyle \partial ^{\alpha }T} of the distributionTD(U){\displaystyle T\in {\mathcal {D}}'(U)} is defined byαT,ϕ=(1)|α|T,αϕ for all ϕD(U).{\displaystyle \langle \partial ^{\alpha }T,\phi \rangle =(-1)^{|\alpha |}\langle T,\partial ^{\alpha }\phi \rangle \qquad {\text{ for all }}\phi \in {\mathcal {D}}(U).}

Differentiation of distributions is a continuous operator onD(U);{\displaystyle {\mathcal {D}}'(U);} this is an important and desirable property that is not shared by most other notions of differentiation.

IfT{\displaystyle T} is a distribution inR{\displaystyle \mathbb {R} } thenlimx0TτxTx=TD(R),{\displaystyle \lim _{x\to 0}{\frac {T-\tau _{x}T}{x}}=T'\in {\mathcal {D}}'(\mathbb {R} ),}whereT{\displaystyle T'} is the derivative ofT{\displaystyle T} andτx{\displaystyle \tau _{x}} is a translation byx;{\displaystyle x;} thus the derivative ofT{\displaystyle T} may be viewed as a limit of quotients.[20]

Differential operators acting on smooth functions

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A linear differential operator inU{\displaystyle U} with smooth coefficients acts on the space of smooth functions onU.{\displaystyle U.} Given such an operatorP:=αcαα,{\textstyle P:=\sum _{\alpha }c_{\alpha }\partial ^{\alpha },}we would like to define a continuous linear map,DP{\displaystyle D_{P}} that extends the action ofP{\displaystyle P} onC(U){\displaystyle C^{\infty }(U)} to distributions onU.{\displaystyle U.} In other words, we would like to defineDP{\displaystyle D_{P}} such that the following diagramcommutes:D(U)DPD(U)C(U)PC(U){\displaystyle {\begin{matrix}{\mathcal {D}}'(U)&{\stackrel {D_{P}}{\longrightarrow }}&{\mathcal {D}}'(U)\\[2pt]\uparrow &&\uparrow \\[2pt]C^{\infty }(U)&{\stackrel {P}{\longrightarrow }}&C^{\infty }(U)\end{matrix}}}where the vertical maps are given by assigningfC(U){\displaystyle f\in C^{\infty }(U)} its canonical distributionDfD(U),{\displaystyle D_{f}\in {\mathcal {D}}'(U),} which is defined by:Df(ϕ)=f,ϕ:=Uf(x)ϕ(x)dx for all ϕD(U).{\displaystyle D_{f}(\phi )=\langle f,\phi \rangle :=\int _{U}f(x)\phi (x)\,dx\quad {\text{ for all }}\phi \in {\mathcal {D}}(U).} With this notation, the diagram commuting is equivalent to:DP(f)=DPDf for all fC(U).{\displaystyle D_{P(f)}=D_{P}D_{f}\qquad {\text{ for all }}f\in C^{\infty }(U).}

To findDP,{\displaystyle D_{P},} the transposetP:D(U)D(U){\displaystyle {}^{t}P:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} of the continuous induced mapP:D(U)D(U){\displaystyle P:{\mathcal {D}}(U)\to {\mathcal {D}}(U)} defined byϕP(ϕ){\displaystyle \phi \mapsto P(\phi )} is considered in the lemma below. This leads to the following definition of the differential operator onU{\displaystyle U} calledtheformal transpose ofP,{\displaystyle P,} which will be denoted byP{\displaystyle P_{*}} to avoid confusion with the transpose map, that is defined byP:=αbαα where bα:=βα(1)|β|(βα)βαcβ.{\displaystyle P_{*}:=\sum _{\alpha }b_{\alpha }\partial ^{\alpha }\quad {\text{ where }}\quad b_{\alpha }:=\sum _{\beta \geq \alpha }(-1)^{|\beta |}{\binom {\beta }{\alpha }}\partial ^{\beta -\alpha }c_{\beta }.}

LemmaLetP{\displaystyle P} be a linear differential operator with smooth coefficients inU.{\displaystyle U.} Then for allϕD(U){\displaystyle \phi \in {\mathcal {D}}(U)} we havetP(Df),ϕ=DP(f),ϕ,{\displaystyle \left\langle {}^{t}P(D_{f}),\phi \right\rangle =\left\langle D_{P_{*}(f)},\phi \right\rangle ,}which is equivalent to:tP(Df)=DP(f).{\displaystyle {}^{t}P(D_{f})=D_{P_{*}(f)}.}

Proof

As discussed above, for anyϕD(U),{\displaystyle \phi \in {\mathcal {D}}(U),} the transpose may be calculated by:tP(Df),ϕ=Uf(x)P(ϕ)(x)dx=Uf(x)[αcα(x)(αϕ)(x)]dx=αUf(x)cα(x)(αϕ)(x)dx=α(1)|α|Uϕ(x)(α(cαf))(x)dx{\displaystyle {\begin{aligned}\left\langle {}^{t}P(D_{f}),\phi \right\rangle &=\int _{U}f(x)P(\phi )(x)\,dx\\&=\int _{U}f(x)\left[\sum \nolimits _{\alpha }c_{\alpha }(x)(\partial ^{\alpha }\phi )(x)\right]\,dx\\&=\sum \nolimits _{\alpha }\int _{U}f(x)c_{\alpha }(x)(\partial ^{\alpha }\phi )(x)\,dx\\&=\sum \nolimits _{\alpha }(-1)^{|\alpha |}\int _{U}\phi (x)(\partial ^{\alpha }(c_{\alpha }f))(x)\,dx\end{aligned}}}

For the last line we usedintegration by parts combined with the fact thatϕ{\displaystyle \phi } and therefore all the functionsf(x)cα(x)αϕ(x){\displaystyle f(x)c_{\alpha }(x)\partial ^{\alpha }\phi (x)} have compact support.[note 8] Continuing the calculation above, for allϕD(U):{\displaystyle \phi \in {\mathcal {D}}(U):}tP(Df),ϕ=α(1)|α|Uϕ(x)(α(cαf))(x)dxAs shown above=Uϕ(x)α(1)|α|(α(cαf))(x)dx=Uϕ(x)α[γα(αγ)(γcα)(x)(αγf)(x)]dxLeibniz rule=Uϕ(x)[αγα(1)|α|(αγ)(γcα)(x)(αγf)(x)]dx=Uϕ(x)[α[βα(1)|β|(βα)(βαcβ)(x)](αf)(x)]dxGrouping terms by derivatives of f=Uϕ(x)[αbα(x)(αf)(x)]dxbα:=βα(1)|β|(βα)βαcβ=(αbαα)(f),ϕ{\displaystyle {\begin{aligned}\left\langle {}^{t}P(D_{f}),\phi \right\rangle &=\sum \nolimits _{\alpha }(-1)^{|\alpha |}\int _{U}\phi (x)(\partial ^{\alpha }(c_{\alpha }f))(x)\,dx&&{\text{As shown above}}\\[4pt]&=\int _{U}\phi (x)\sum \nolimits _{\alpha }(-1)^{|\alpha |}(\partial ^{\alpha }(c_{\alpha }f))(x)\,dx\\[4pt]&=\int _{U}\phi (x)\sum _{\alpha }\left[\sum _{\gamma \leq \alpha }{\binom {\alpha }{\gamma }}(\partial ^{\gamma }c_{\alpha })(x)(\partial ^{\alpha -\gamma }f)(x)\right]\,dx&&{\text{Leibniz rule}}\\&=\int _{U}\phi (x)\left[\sum _{\alpha }\sum _{\gamma \leq \alpha }(-1)^{|\alpha |}{\binom {\alpha }{\gamma }}(\partial ^{\gamma }c_{\alpha })(x)(\partial ^{\alpha -\gamma }f)(x)\right]\,dx\\&=\int _{U}\phi (x)\left[\sum _{\alpha }\left[\sum _{\beta \geq \alpha }(-1)^{|\beta |}{\binom {\beta }{\alpha }}\left(\partial ^{\beta -\alpha }c_{\beta }\right)(x)\right](\partial ^{\alpha }f)(x)\right]\,dx&&{\text{Grouping terms by derivatives of }}f\\&=\int _{U}\phi (x)\left[\sum \nolimits _{\alpha }b_{\alpha }(x)(\partial ^{\alpha }f)(x)\right]\,dx&&b_{\alpha }:=\sum _{\beta \geq \alpha }(-1)^{|\beta |}{\binom {\beta }{\alpha }}\partial ^{\beta -\alpha }c_{\beta }\\&=\left\langle \left(\sum \nolimits _{\alpha }b_{\alpha }\partial ^{\alpha }\right)(f),\phi \right\rangle \end{aligned}}}

The Lemma combined with the fact that the formal transpose of the formal transpose is the original differential operator, that is,P=P,{\displaystyle P_{**}=P,}[21] enables us to arrive at the correct definition: the formal transpose induces the (continuous) canonical linear operatorP:Cc(U)Cc(U){\displaystyle P_{*}:C_{c}^{\infty }(U)\to C_{c}^{\infty }(U)} defined byϕP(ϕ).{\displaystyle \phi \mapsto P_{*}(\phi ).} We claim that the transpose of this map,tP:D(U)D(U),{\displaystyle {}^{t}P_{*}:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U),} can be taken asDP.{\displaystyle D_{P}.} To see this, for everyϕD(U),{\displaystyle \phi \in {\mathcal {D}}(U),} compute its action on a distribution of the formDf{\displaystyle D_{f}} withfC(U){\displaystyle f\in C^{\infty }(U)}:

tP(Df),ϕ=DP(f),ϕUsing Lemma above with P in place of P=DP(f),ϕP=P{\displaystyle {\begin{aligned}\left\langle {}^{t}P_{*}\left(D_{f}\right),\phi \right\rangle &=\left\langle D_{P_{**}(f)},\phi \right\rangle &&{\text{Using Lemma above with }}P_{*}{\text{ in place of }}P\\&=\left\langle D_{P(f)},\phi \right\rangle &&P_{**}=P\end{aligned}}}

We call the continuous linear operatorDP:=tP:D(U)D(U){\displaystyle D_{P}:={}^{t}P_{*}:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} thedifferential operator on distributions extendingP{\displaystyle P}.[21] Its action on an arbitrary distributionS{\displaystyle S} is defined via:DP(S)(ϕ)=S(P(ϕ)) for all ϕD(U).{\displaystyle D_{P}(S)(\phi )=S\left(P_{*}(\phi )\right)\quad {\text{ for all }}\phi \in {\mathcal {D}}(U).}

If(Ti)i=1{\displaystyle (T_{i})_{i=1}^{\infty }} converges toTD(U){\displaystyle T\in {\mathcal {D}}'(U)} then for every multi-indexα,(αTi)i=1{\displaystyle \alpha ,(\partial ^{\alpha }T_{i})_{i=1}^{\infty }} converges toαTD(U).{\displaystyle \partial ^{\alpha }T\in {\mathcal {D}}'(U).}

Multiplication of distributions by smooth functions

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A differential operator of order 0 is just multiplication by a smooth function. And conversely, iff{\displaystyle f} is a smooth function thenP:=f(x){\displaystyle P:=f(x)} is a differential operator of order 0, whose formal transpose is itself (that is,P=P{\displaystyle P_{*}=P}). The induced differential operatorDP:D(U)D(U){\displaystyle D_{P}:{\mathcal {D}}'(U)\to {\mathcal {D}}'(U)} maps a distributionT{\displaystyle T} to a distribution denoted byfT:=DP(T).{\displaystyle fT:=D_{P}(T).} We have thus defined the multiplication of a distribution by a smooth function.

We now give an alternative presentation of the multiplication of a distributionT{\displaystyle T} onU{\displaystyle U} by a smooth functionm:UR.{\displaystyle m:U\to \mathbb {R} .} The productmT{\displaystyle mT} is defined bymT,ϕ=T,mϕ for all ϕD(U).{\displaystyle \langle mT,\phi \rangle =\langle T,m\phi \rangle \qquad {\text{ for all }}\phi \in {\mathcal {D}}(U).}

This definition coincides with the transpose definition since ifM:D(U)D(U){\displaystyle M:{\mathcal {D}}(U)\to {\mathcal {D}}(U)} is the operator of multiplication by the functionm{\displaystyle m} (that is,(Mϕ)(x)=m(x)ϕ(x){\displaystyle (M\phi )(x)=m(x)\phi (x)}), thenU(Mϕ)(x)ψ(x)dx=Um(x)ϕ(x)ψ(x)dx=Uϕ(x)m(x)ψ(x)dx=Uϕ(x)(Mψ)(x)dx,{\displaystyle \int _{U}(M\phi )(x)\psi (x)\,dx=\int _{U}m(x)\phi (x)\psi (x)\,dx=\int _{U}\phi (x)m(x)\psi (x)\,dx=\int _{U}\phi (x)(M\psi )(x)\,dx,}so thattM=M.{\displaystyle {}^{t}M=M.}

Under multiplication by smooth functions,D(U){\displaystyle {\mathcal {D}}'(U)} is amodule over theringC(U).{\displaystyle C^{\infty }(U).} With this definition of multiplication by a smooth function, the ordinaryproduct rule of calculus remains valid. However, some unusual identities also arise. For example, ifδ{\displaystyle \delta } is the Dirac delta distribution onR,{\displaystyle \mathbb {R} ,} thenmδ=m(0)δ,{\displaystyle m\delta =m(0)\delta ,} and ifδ{\displaystyle \delta ^{'}} is the derivative of the delta distribution, thenmδ=m(0)δmδ=m(0)δm(0)δ.{\displaystyle m\delta '=m(0)\delta '-m'\delta =m(0)\delta '-m'(0)\delta .}

The bilinear multiplication mapC(Rn)×D(Rn)D(Rn){\displaystyle C^{\infty }(\mathbb {R} ^{n})\times {\mathcal {D}}'(\mathbb {R} ^{n})\to {\mathcal {D}}'\left(\mathbb {R} ^{n}\right)} given by(f,T)fT{\displaystyle (f,T)\mapsto fT} isnot continuous; it is however,hypocontinuous.[22]

Example. The product of any distributionT{\displaystyle T} with the function that is identically1 onU{\displaystyle U} is equal toT.{\displaystyle T.}

Example. Suppose(fi)i=1{\displaystyle (f_{i})_{i=1}^{\infty }} is a sequence of test functions onU{\displaystyle U} that converges to the constant function1C(U).{\displaystyle 1\in C^{\infty }(U).} For any distributionT{\displaystyle T} onU,{\displaystyle U,} the sequence(fiT)i=1{\displaystyle (f_{i}T)_{i=1}^{\infty }} converges toTD(U).{\displaystyle T\in {\mathcal {D}}'(U).}[23]

If(Ti)i=1{\displaystyle (T_{i})_{i=1}^{\infty }} converges toTD(U){\displaystyle T\in {\mathcal {D}}'(U)} and(fi)i=1{\displaystyle (f_{i})_{i=1}^{\infty }} converges tofC(U){\displaystyle f\in C^{\infty }(U)} then(fiTi)i=1{\displaystyle (f_{i}T_{i})_{i=1}^{\infty }} converges tofTD(U).{\displaystyle fT\in {\mathcal {D}}'(U).}

Problem of multiplying distributions
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It is easy to define the product of a distribution with a smooth function, or more generally the product of two distributions whosesingular supports are disjoint.[24] With more effort, it is possible to define a well-behaved product of several distributions provided theirwave front sets at each point are compatible. A limitation of the theory of distributions (and hyperfunctions) is that there is no associative product of two distributions extending the product of a distribution by a smooth function, as has been proved byLaurent Schwartz in the 1950s. For example, ifp.v.1x{\displaystyle \operatorname {p.v.} {\frac {1}{x}}} is the distribution obtained by theCauchy principal value(p.v.1x)(ϕ)=limε0+|x|εϕ(x)xdx for all ϕS(R).{\displaystyle \left(\operatorname {p.v.} {\frac {1}{x}}\right)(\phi )=\lim _{\varepsilon \to 0^{+}}\int _{|x|\geq \varepsilon }{\frac {\phi (x)}{x}}\,dx\quad {\text{ for all }}\phi \in {\mathcal {S}}(\mathbb {R} ).}

Ifδ{\displaystyle \delta } is the Dirac delta distribution then(δ×x)×p.v.1x=0{\displaystyle (\delta \times x)\times \operatorname {p.v.} {\frac {1}{x}}=0}but,δ×(x×p.v.1x)=δ{\displaystyle \delta \times \left(x\times \operatorname {p.v.} {\frac {1}{x}}\right)=\delta }so the product of a distribution by a smooth function (which is always well-defined) cannot be extended to anassociative product on the space of distributions.

Thus, nonlinear problems cannot be posed in general and thus are not solved within distribution theory alone. In the context ofquantum field theory, however, solutions can be found. In more than two spacetime dimensions the problem is related to theregularization ofdivergences. HereHenri Epstein andVladimir Glaser developed the mathematically rigorous (but extremely technical)causal perturbation theory. This does not solve the problem in other situations. Many other interesting theories are non-linear, like for example theNavier–Stokes equations offluid dynamics.

Several not entirely satisfactory[citation needed] theories ofalgebras ofgeneralized functions have been developed, among whichColombeau's (simplified) algebra is maybe the most popular in use today.

Inspired by Lyons'rough path theory,[25]Martin Hairer proposed a consistent way of multiplying distributions with certain structures (regularity structures[26]), available in many examples from stochastic analysis, notably stochastic partial differential equations. See also Gubinelli–Imkeller–Perkowski (2015) for a related development based onBony'sparaproduct from Fourier analysis.

Composition with a smooth function

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LetT{\displaystyle T} be a distribution onU.{\displaystyle U.} LetV{\displaystyle V} be an open set inRn{\displaystyle \mathbb {R} ^{n}} andF:VU.{\displaystyle F:V\to U.} IfF{\displaystyle F} is asubmersion then it is possible to defineTFD(V).{\displaystyle T\circ F\in {\mathcal {D}}'(V).}

This isthecomposition of the distributionT{\displaystyle T} withF{\displaystyle F}, and is also calledthepullback ofT{\displaystyle T} alongF{\displaystyle F}, sometimes writtenF:TFT=TF.{\displaystyle F^{\sharp }:T\mapsto F^{\sharp }T=T\circ F.}

The pullback is often denotedF,{\displaystyle F^{*},} although this notation should not be confused with the use of '*' to denote the adjoint of a linear mapping.

The condition thatF{\displaystyle F} be a submersion is equivalent to the requirement that theJacobian derivativedF(x){\displaystyle dF(x)} ofF{\displaystyle F} is asurjective linear map for everyxV.{\displaystyle x\in V.} A necessary (but not sufficient) condition for extendingF#{\displaystyle F^{\#}} to distributions is thatF{\displaystyle F} be anopen mapping.[27] TheInverse function theorem ensures that a submersion satisfies this condition.

IfF{\displaystyle F} is a submersion, thenF#{\displaystyle F^{\#}} is defined on distributions by finding the transpose map. The uniqueness of this extension is guaranteed sinceF#{\displaystyle F^{\#}} is a continuous linear operator onD(U).{\displaystyle {\mathcal {D}}(U).} Existence, however, requires using thechange of variables formula, the inverse function theorem (locally), and apartition of unity argument.[28]

In the special case whenF{\displaystyle F} is adiffeomorphism from an open subsetV{\displaystyle V} ofRn{\displaystyle \mathbb {R} ^{n}} onto an open subsetU{\displaystyle U} ofRn{\displaystyle \mathbb {R} ^{n}} change of variables under the integral gives:VϕF(x)ψ(x)dx=Uϕ(x)ψ(F1(x))|detdF1(x)|dx.{\displaystyle \int _{V}\phi \circ F(x)\psi (x)\,dx=\int _{U}\phi (x)\psi \left(F^{-1}(x)\right)\left|\det dF^{-1}(x)\right|\,dx.}

In this particular case, then,F#{\displaystyle F^{\#}} is defined by the transpose formula:FT,ϕ=T,|detd(F1)|ϕF1.{\displaystyle \left\langle F^{\sharp }T,\phi \right\rangle =\left\langle T,\left|\det d(F^{-1})\right|\phi \circ F^{-1}\right\rangle .}

Convolution

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Under some circumstances, it is possible to define theconvolution of a function with a distribution, or even the convolution of two distributions.Recall that iff{\displaystyle f} andg{\displaystyle g} are functions onRn{\displaystyle \mathbb {R} ^{n}} then we denote byfg{\displaystyle f\ast g}theconvolution off{\displaystyle f} andg,{\displaystyle g,} defined atxRn{\displaystyle x\in \mathbb {R} ^{n}} to be the integral(fg)(x):=Rnf(xy)g(y)dy=Rnf(y)g(xy)dy{\displaystyle (f\ast g)(x):=\int _{\mathbb {R} ^{n}}f(x-y)g(y)\,dy=\int _{\mathbb {R} ^{n}}f(y)g(x-y)\,dy}provided that the integral exists. If1p,q,r{\displaystyle 1\leq p,q,r\leq \infty } are such that1r=1p+1q1{\textstyle {\frac {1}{r}}={\frac {1}{p}}+{\frac {1}{q}}-1} then for any functionsfLp(Rn){\displaystyle f\in L^{p}(\mathbb {R} ^{n})} andgLq(Rn){\displaystyle g\in L^{q}(\mathbb {R} ^{n})} we havefgLr(Rn){\displaystyle f\ast g\in L^{r}(\mathbb {R} ^{n})} andfgLrfLpgLq.{\displaystyle \|f\ast g\|_{L^{r}}\leq \|f\|_{L^{p}}\|g\|_{L^{q}}.}[29] Iff{\displaystyle f} andg{\displaystyle g} are continuous functions onRn,{\displaystyle \mathbb {R} ^{n},} at least one of which has compact support, thensupp(fg)supp(f)+supp(g){\displaystyle \operatorname {supp} (f\ast g)\subseteq \operatorname {supp} (f)+\operatorname {supp} (g)} and ifARn{\displaystyle A\subseteq \mathbb {R} ^{n}} then the values offg{\displaystyle f\ast g} onA{\displaystyle A} donot depend on the values off{\displaystyle f} outside of theMinkowski sumAsupp(g)={as:aA,ssupp(g)}.{\displaystyle A-\operatorname {supp} (g)=\{a-s:a\in A,s\in \operatorname {supp} (g)\}.}[29]

Importantly, ifgL1(Rn){\displaystyle g\in L^{1}(\mathbb {R} ^{n})} has compact support then for any0k,{\displaystyle 0\leq k\leq \infty ,} the convolution mapffg{\displaystyle f\mapsto f\ast g} is continuous when considered as the mapCk(Rn)Ck(Rn){\displaystyle C^{k}(\mathbb {R} ^{n})\to C^{k}(\mathbb {R} ^{n})} or as the mapCck(Rn)Cck(Rn).{\displaystyle C_{c}^{k}(\mathbb {R} ^{n})\to C_{c}^{k}(\mathbb {R} ^{n}).}[29]

Translation and symmetry

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GivenaRn,{\displaystyle a\in \mathbb {R} ^{n},} the translation operatorτa{\displaystyle \tau _{a}} sendsf:RnC{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {C} } toτaf:RnC,{\displaystyle \tau _{a}f:\mathbb {R} ^{n}\to \mathbb {C} ,} defined byτaf(y)=f(ya).{\displaystyle \tau _{a}f(y)=f(y-a).} This can be extended by the transpose to distributions in the following way: given a distributionT,{\displaystyle T,}thetranslation ofT{\displaystyle T} bya{\displaystyle a} is the distributionτaT:D(Rn)C{\displaystyle \tau _{a}T:{\mathcal {D}}(\mathbb {R} ^{n})\to \mathbb {C} } defined byτaT(ϕ):=T,τaϕ.{\displaystyle \tau _{a}T(\phi ):=\left\langle T,\tau _{-a}\phi \right\rangle .}[30][31]

Givenf:RnC,{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {C} ,} define the functionf~:RnC{\displaystyle {\tilde {f}}:\mathbb {R} ^{n}\to \mathbb {C} } byf~(x):=f(x).{\displaystyle {\tilde {f}}(x):=f(-x).} Given a distributionT,{\displaystyle T,} letT~:D(Rn)C{\displaystyle {\tilde {T}}:{\mathcal {D}}(\mathbb {R} ^{n})\to \mathbb {C} } be the distribution defined byT~(ϕ):=T(ϕ~).{\displaystyle {\tilde {T}}(\phi ):=T\left({\tilde {\phi }}\right).} The operatorTT~{\displaystyle T\mapsto {\tilde {T}}} is calledthe symmetry with respect to the origin.[30]

Convolution of a test function with a distribution

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Convolution withfD(Rn){\displaystyle f\in {\mathcal {D}}(\mathbb {R} ^{n})} defines a linear map:Cf:D(Rn)D(Rn)gfg{\displaystyle {\begin{alignedat}{4}C_{f}:\,&{\mathcal {D}}(\mathbb {R} ^{n})&&\to \,&&{\mathcal {D}}(\mathbb {R} ^{n})\\&g&&\mapsto \,&&f\ast g\\\end{alignedat}}}which iscontinuous with respect to the canonicalLF space topology onD(Rn).{\displaystyle {\mathcal {D}}(\mathbb {R} ^{n}).}

Convolution off{\displaystyle f} with a distributionTD(Rn){\displaystyle T\in {\mathcal {D}}'(\mathbb {R} ^{n})} can be defined by taking the transpose ofCf{\displaystyle C_{f}} relative to the duality pairing ofD(Rn){\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})} with the spaceD(Rn){\displaystyle {\mathcal {D}}'(\mathbb {R} ^{n})} of distributions.[32] Iff,g,ϕD(Rn),{\displaystyle f,g,\phi \in {\mathcal {D}}(\mathbb {R} ^{n}),} then byFubini's theoremCfg,ϕ=Rnϕ(x)Rnf(xy)g(y)dydx=g,Cf~ϕ.{\displaystyle \langle C_{f}g,\phi \rangle =\int _{\mathbb {R} ^{n}}\phi (x)\int _{\mathbb {R} ^{n}}f(x-y)g(y)\,dy\,dx=\left\langle g,C_{\tilde {f}}\phi \right\rangle .}

Extending by continuity, the convolution off{\displaystyle f} with a distributionT{\displaystyle T} is defined byfT,ϕ=T,f~ϕ, for all ϕD(Rn).{\displaystyle \langle f\ast T,\phi \rangle =\left\langle T,{\tilde {f}}\ast \phi \right\rangle ,\quad {\text{ for all }}\phi \in {\mathcal {D}}(\mathbb {R} ^{n}).}

An alternative way to define the convolution of a test functionf{\displaystyle f} and a distributionT{\displaystyle T} is to use the translation operatorτa.{\displaystyle \tau _{a}.} The convolution of the compactly supported functionf{\displaystyle f} and the distributionT{\displaystyle T} is then the function defined for eachxRn{\displaystyle x\in \mathbb {R} ^{n}} by(fT)(x)=T,τxf~.{\displaystyle (f\ast T)(x)=\left\langle T,\tau _{x}{\tilde {f}}\right\rangle .}

It can be shown that the convolution of a smooth, compactly supported function and a distribution is a smooth function. If the distributionT{\displaystyle T} has compact support, and iff{\displaystyle f} is a polynomial (resp. an exponential function, an analytic function, the restriction of an entire analytic function onCn{\displaystyle \mathbb {C} ^{n}} toRn,{\displaystyle \mathbb {R} ^{n},} the restriction of an entire function of exponential type inCn{\displaystyle \mathbb {C} ^{n}} toRn{\displaystyle \mathbb {R} ^{n}}), then the same is true ofTf.{\displaystyle T\ast f.}[30] If the distributionT{\displaystyle T} has compact support as well, thenfT{\displaystyle f\ast T} is a compactly supported function, and theTitchmarsh convolution theoremHörmander (1983, Theorem 4.3.3) implies that:ch(supp(fT))=ch(supp(f))+ch(supp(T)){\displaystyle \operatorname {ch} (\operatorname {supp} (f\ast T))=\operatorname {ch} (\operatorname {supp} (f))+\operatorname {ch} (\operatorname {supp} (T))}wherech{\displaystyle \operatorname {ch} } denotes theconvex hull andsupp{\displaystyle \operatorname {supp} } denotes the support.

Convolution of a smooth function with a distribution

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LetfC(Rn){\displaystyle f\in C^{\infty }(\mathbb {R} ^{n})} andTD(Rn){\displaystyle T\in {\mathcal {D}}'(\mathbb {R} ^{n})} and assume that at least one off{\displaystyle f} andT{\displaystyle T} has compact support. Theconvolution off{\displaystyle f} andT,{\displaystyle T,} denoted byfT{\displaystyle f\ast T} or byTf,{\displaystyle T\ast f,} is the smooth function:[30]fT:RnCxT,τxf~{\displaystyle {\begin{alignedat}{4}f\ast T:\,&\mathbb {R} ^{n}&&\to \,&&\mathbb {C} \\&x&&\mapsto \,&&\left\langle T,\tau _{x}{\tilde {f}}\right\rangle \\\end{alignedat}}}satisfying for allpNn{\displaystyle p\in \mathbb {N} ^{n}}:supp(fT)supp(f)+supp(T) for all pNn:{pT,τxf~=T,pτxf~p(Tf)=(pT)f=T(pf).{\displaystyle {\begin{aligned}&\operatorname {supp} (f\ast T)\subseteq \operatorname {supp} (f)+\operatorname {supp} (T)\\[6pt]&{\text{ for all }}p\in \mathbb {N} ^{n}:\quad {\begin{cases}\partial ^{p}\left\langle T,\tau _{x}{\tilde {f}}\right\rangle =\left\langle T,\partial ^{p}\tau _{x}{\tilde {f}}\right\rangle \\\partial ^{p}(T\ast f)=(\partial ^{p}T)\ast f=T\ast (\partial ^{p}f).\end{cases}}\end{aligned}}}

LetM{\displaystyle M} be the mapfTf{\displaystyle f\mapsto T\ast f}. IfT{\displaystyle T} is a distribution, thenM{\displaystyle M} is continuous as a mapD(Rn)C(Rn){\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})\to C^{\infty }(\mathbb {R} ^{n})}. IfT{\displaystyle T} also has compact support, thenM{\displaystyle M} is also continuous as the mapC(Rn)C(Rn){\displaystyle C^{\infty }(\mathbb {R} ^{n})\to C^{\infty }(\mathbb {R} ^{n})} and continuous as the mapD(Rn)D(Rn).{\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})\to {\mathcal {D}}(\mathbb {R} ^{n}).}[30]

IfL:D(Rn)C(Rn){\displaystyle L:{\mathcal {D}}(\mathbb {R} ^{n})\to C^{\infty }(\mathbb {R} ^{n})} is a continuous linear map such thatLαϕ=αLϕ{\displaystyle L\partial ^{\alpha }\phi =\partial ^{\alpha }L\phi } for allα{\displaystyle \alpha } and allϕD(Rn){\displaystyle \phi \in {\mathcal {D}}(\mathbb {R} ^{n})} then there exists a distributionTD(Rn){\displaystyle T\in {\mathcal {D}}'(\mathbb {R} ^{n})} such thatLϕ=Tϕ{\displaystyle L\phi =T\circ \phi } for allϕD(Rn).{\displaystyle \phi \in {\mathcal {D}}(\mathbb {R} ^{n}).}[7]

Example.[7] LetH{\displaystyle H} be theHeaviside function onR.{\displaystyle \mathbb {R} .} For anyϕD(R),{\displaystyle \phi \in {\mathcal {D}}(\mathbb {R} ),}(Hϕ)(x)=xϕ(t)dt.{\displaystyle (H\ast \phi )(x)=\int _{-\infty }^{x}\phi (t)\,dt.}

Letδ{\displaystyle \delta } be the Dirac measure at 0 and letδ{\displaystyle \delta '} be its derivative as a distribution. ThenδH=δ{\displaystyle \delta '\ast H=\delta } and1δ=0.{\displaystyle 1\ast \delta '=0.} Importantly, the associative law fails to hold:1=1δ=1(δH)(1δ)H=0H=0.{\displaystyle 1=1\ast \delta =1\ast (\delta '\ast H)\neq (1\ast \delta ')\ast H=0\ast H=0.}

Convolution of distributions

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It is also possible to define the convolution of two distributionsS{\displaystyle S} andT{\displaystyle T} onRn,{\displaystyle \mathbb {R} ^{n},} provided one of them has compact support. Informally, to defineST{\displaystyle S\ast T} whereT{\displaystyle T} has compact support, the idea is to extend the definition of the convolution{\displaystyle \,\ast \,} to a linear operation on distributions so that the associativity formulaS(Tϕ)=(ST)ϕ{\displaystyle S\ast (T\ast \phi )=(S\ast T)\ast \phi }continues to hold for all test functionsϕ.{\displaystyle \phi .}[33]

It is also possible to provide a more explicit characterization of the convolution of distributions.[32] Suppose thatS{\displaystyle S} andT{\displaystyle T} are distributions and thatS{\displaystyle S} has compact support. Then the linear mapsS~:D(Rn)D(Rn) and T~:D(Rn)D(Rn)ffS~ffT~{\displaystyle {\begin{alignedat}{9}\bullet \ast {\tilde {S}}:\,&{\mathcal {D}}(\mathbb {R} ^{n})&&\to \,&&{\mathcal {D}}(\mathbb {R} ^{n})&&\quad {\text{ and }}\quad &&\bullet \ast {\tilde {T}}:\,&&{\mathcal {D}}(\mathbb {R} ^{n})&&\to \,&&{\mathcal {D}}(\mathbb {R} ^{n})\\&f&&\mapsto \,&&f\ast {\tilde {S}}&&&&&&f&&\mapsto \,&&f\ast {\tilde {T}}\\\end{alignedat}}}are continuous. The transposes of these maps:t(S~):D(Rn)D(Rn)t(T~):E(Rn)D(Rn){\displaystyle {}^{t}\left(\bullet \ast {\tilde {S}}\right):{\mathcal {D}}'(\mathbb {R} ^{n})\to {\mathcal {D}}'(\mathbb {R} ^{n})\qquad {}^{t}\left(\bullet \ast {\tilde {T}}\right):{\mathcal {E}}'(\mathbb {R} ^{n})\to {\mathcal {D}}'(\mathbb {R} ^{n})}are consequently continuous and it can also be shown that[30]t(S~)(T)=t(T~)(S).{\displaystyle {}^{t}\left(\bullet \ast {\tilde {S}}\right)(T)={}^{t}\left(\bullet \ast {\tilde {T}}\right)(S).}

This common value is calledtheconvolution ofS{\displaystyle S} andT{\displaystyle T} and it is a distribution that is denoted byST{\displaystyle S\ast T} orTS.{\displaystyle T\ast S.} It satisfiessupp(ST)supp(S)+supp(T).{\displaystyle \operatorname {supp} (S\ast T)\subseteq \operatorname {supp} (S)+\operatorname {supp} (T).}[30] IfS{\displaystyle S} andT{\displaystyle T} are two distributions, at least one of which has compact support, then for anyaRn,{\displaystyle a\in \mathbb {R} ^{n},}τa(ST)=(τaS)T=S(τaT).{\displaystyle \tau _{a}(S\ast T)=\left(\tau _{a}S\right)\ast T=S\ast \left(\tau _{a}T\right).}[30] IfT{\displaystyle T} is a distribution inRn{\displaystyle \mathbb {R} ^{n}} and ifδ{\displaystyle \delta } is aDirac measure thenTδ=T=δT{\displaystyle T\ast \delta =T=\delta \ast T};[30] thusδ{\displaystyle \delta } is theidentity element of the convolution operation. Moreover, iff{\displaystyle f} is a function thenfδ=f=δf{\displaystyle f\ast \delta ^{\prime }=f^{\prime }=\delta ^{\prime }\ast f} where now the associativity of convolution implies thatfg=gf{\displaystyle f^{\prime }\ast g=g^{\prime }\ast f} for all functionsf{\displaystyle f} andg.{\displaystyle g.}

Suppose that it isT{\displaystyle T} that has compact support. ForϕD(Rn){\displaystyle \phi \in {\mathcal {D}}(\mathbb {R} ^{n})} consider the functionψ(x)=T,τxϕ.{\displaystyle \psi (x)=\langle T,\tau _{-x}\phi \rangle .}

It can be readily shown that this defines a smooth function ofx,{\displaystyle x,} which moreover has compact support. The convolution ofS{\displaystyle S} andT{\displaystyle T} is defined byST,ϕ=S,ψ.{\displaystyle \langle S\ast T,\phi \rangle =\langle S,\psi \rangle .}

This generalizes the classical notion ofconvolution of functions and is compatible with differentiation in the following sense: for every multi-indexα.{\displaystyle \alpha .}α(ST)=(αS)T=S(αT).{\displaystyle \partial ^{\alpha }(S\ast T)=(\partial ^{\alpha }S)\ast T=S\ast (\partial ^{\alpha }T).}

The convolution of a finite number of distributions, all of which (except possibly one) have compact support, isassociative.[30]

This definition of convolution remains valid under less restrictive assumptions aboutS{\displaystyle S} andT.{\displaystyle T.}[34]

The convolution of distributions with compact support induces a continuous bilinear mapE×EE{\displaystyle {\mathcal {E}}'\times {\mathcal {E}}'\to {\mathcal {E}}'} defined by(S,T)ST,{\displaystyle (S,T)\mapsto S*T,} whereE{\displaystyle {\mathcal {E}}'} denotes the space of distributions with compact support.[22] However, the convolution map as a functionE×DD{\displaystyle {\mathcal {E}}'\times {\mathcal {D}}'\to {\mathcal {D}}'} isnot continuous[22] although it is separately continuous.[35] The convolution mapsD(Rn)×DD{\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})\times {\mathcal {D}}'\to {\mathcal {D}}'} andD(Rn)×DD(Rn){\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})\times {\mathcal {D}}'\to {\mathcal {D}}(\mathbb {R} ^{n})} given by(f,T)fT{\displaystyle (f,T)\mapsto f*T} bothfail to be continuous.[22] Each of these non-continuous maps is, however,separately continuous andhypocontinuous.[22]

Convolution versus multiplication

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In general,regularity is required for multiplication products, andlocality is required for convolution products. It is expressed in the following extension of theConvolution Theorem which guarantees the existence of both convolution and multiplication products. LetF(α)=fOC{\displaystyle F(\alpha )=f\in {\mathcal {O}}'_{C}} be a rapidly decreasing tempered distribution or, equivalently,F(f)=αOM{\displaystyle F(f)=\alpha \in {\mathcal {O}}_{M}} be an ordinary (slowly growing, smooth) function within the space of tempered distributions and letF{\displaystyle F} be the normalized (unitary, ordinary frequency)Fourier transform.[36] Then, according toSchwartz (1951),F(fg)=F(f)F(g) and F(αg)=F(α)F(g){\displaystyle F(f*g)=F(f)\cdot F(g)\qquad {\text{ and }}\qquad F(\alpha \cdot g)=F(\alpha )*F(g)}hold within the space of tempered distributions.[37][38][39] In particular, these equations become thePoisson Summation Formula ifgШ{\displaystyle g\equiv \operatorname {\text{Ш}} } is theDirac Comb.[40] The space of all rapidly decreasing tempered distributions is also called the space ofconvolution operatorsOC{\displaystyle {\mathcal {O}}'_{C}} and the space of all ordinary functions within the space of tempered distributions is also called the space ofmultiplication operatorsOM.{\displaystyle {\mathcal {O}}_{M}.} More generally,F(OC)=OM{\displaystyle F({\mathcal {O}}'_{C})={\mathcal {O}}_{M}} andF(OM)=OC.{\displaystyle F({\mathcal {O}}_{M})={\mathcal {O}}'_{C}.}[41][42] A particular case is thePaley-Wiener-Schwartz Theorem which states thatF(E)=PW{\displaystyle F({\mathcal {E}}')=\operatorname {PW} } andF(PW)=E.{\displaystyle F(\operatorname {PW} )={\mathcal {E}}'.} This is becauseEOC{\displaystyle {\mathcal {E}}'\subseteq {\mathcal {O}}'_{C}} andPWOM.{\displaystyle \operatorname {PW} \subseteq {\mathcal {O}}_{M}.} In other words, compactly supported tempered distributionsE{\displaystyle {\mathcal {E}}'} belong to the space ofconvolution operatorsOC{\displaystyle {\mathcal {O}}'_{C}} andPaley-Wiener functionsPW,{\displaystyle \operatorname {PW} ,} better known asbandlimited functions, belong to the space ofmultiplication operatorsOM.{\displaystyle {\mathcal {O}}_{M}.}[43]

For example, letgШS{\displaystyle g\equiv \operatorname {\text{Ш}} \in {\mathcal {S}}'} be the Dirac comb andfδE{\displaystyle f\equiv \delta \in {\mathcal {E}}'} be theDirac delta;thenα1PW{\displaystyle \alpha \equiv 1\in \operatorname {PW} } is the function that is constantly one and both equations yield theDirac-comb identity. Another example is to letg{\displaystyle g} be the Dirac comb andfrectE{\displaystyle f\equiv \operatorname {rect} \in {\mathcal {E}}'} be therectangular function; thenαsincPW{\displaystyle \alpha \equiv \operatorname {sinc} \in \operatorname {PW} } is thesinc function and both equations yield theClassical Sampling Theorem for suitablerect{\displaystyle \operatorname {rect} } functions. More generally, ifg{\displaystyle g} is the Dirac comb andfSOCOM{\displaystyle f\in {\mathcal {S}}\subseteq {\mathcal {O}}'_{C}\cap {\mathcal {O}}_{M}} is asmoothwindow function (Schwartz function), for example, theGaussian, thenαS{\displaystyle \alpha \in {\mathcal {S}}} is another smooth window function (Schwartz function). They are known asmollifiers, especially inpartial differential equations theory, or asregularizers inphysics because they allow turninggeneralized functions intoregular functions.

Tensor products of distributions

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LetURm{\displaystyle U\subseteq \mathbb {R} ^{m}} andVRn{\displaystyle V\subseteq \mathbb {R} ^{n}} be open sets. Assume all vector spaces to be over the fieldF,{\displaystyle \mathbb {F} ,} whereF=R{\displaystyle \mathbb {F} =\mathbb {R} } orC.{\displaystyle \mathbb {C} .} ForfD(U×V){\displaystyle f\in {\mathcal {D}}(U\times V)} define for everyuU{\displaystyle u\in U} and everyvV{\displaystyle v\in V} the following functions:fu:VF and fv:UFyf(u,y)xf(x,v){\displaystyle {\begin{alignedat}{9}f_{u}:\,&V&&\to \,&&\mathbb {F} &&\quad {\text{ and }}\quad &&f^{v}:\,&&U&&\to \,&&\mathbb {F} \\&y&&\mapsto \,&&f(u,y)&&&&&&x&&\mapsto \,&&f(x,v)\\\end{alignedat}}}

GivenSD(U){\displaystyle S\in {\mathcal {D}}^{\prime }(U)} andTD(V),{\displaystyle T\in {\mathcal {D}}^{\prime }(V),} define the following functions:S,f:VF and T,f:UFvS,fvuT,fu{\displaystyle {\begin{alignedat}{9}\langle S,f^{\bullet }\rangle :\,&V&&\to \,&&\mathbb {F} &&\quad {\text{ and }}\quad &&\langle T,f_{\bullet }\rangle :\,&&U&&\to \,&&\mathbb {F} \\&v&&\mapsto \,&&\langle S,f^{v}\rangle &&&&&&u&&\mapsto \,&&\langle T,f_{u}\rangle \\\end{alignedat}}}whereT,fD(U){\displaystyle \langle T,f_{\bullet }\rangle \in {\mathcal {D}}(U)} andS,fD(V).{\displaystyle \langle S,f^{\bullet }\rangle \in {\mathcal {D}}(V).} These definitions associate everySD(U){\displaystyle S\in {\mathcal {D}}'(U)} andTD(V){\displaystyle T\in {\mathcal {D}}'(V)} with the (respective) continuous linear map:D(U×V)D(V) and D(U×V)D(U)f S,ff T,f{\displaystyle {\begin{alignedat}{9}\,&&{\mathcal {D}}(U\times V)&\to \,&&{\mathcal {D}}(V)&&\quad {\text{ and }}\quad &&\,&{\mathcal {D}}(U\times V)&&\to \,&&{\mathcal {D}}(U)\\&&f\ &\mapsto \,&&\langle S,f^{\bullet }\rangle &&&&&f\ &&\mapsto \,&&\langle T,f_{\bullet }\rangle \\\end{alignedat}}}

Moreover, if eitherS{\displaystyle S} (resp.T{\displaystyle T}) has compact support then it also induces a continuous linear map ofC(U×V)C(V){\displaystyle C^{\infty }(U\times V)\to C^{\infty }(V)} (resp.C(U×V)C(U){\displaystyle C^{\infty }(U\times V)\to C^{\infty }(U)}).[44]

Fubini's theorem for distributions[44]LetSD(U){\displaystyle S\in {\mathcal {D}}'(U)} andTD(V).{\displaystyle T\in {\mathcal {D}}'(V).} IffD(U×V){\displaystyle f\in {\mathcal {D}}(U\times V)} thenS,T,f=T,S,f.{\displaystyle \langle S,\langle T,f_{\bullet }\rangle \rangle =\langle T,\langle S,f^{\bullet }\rangle \rangle .}

Thetensor product ofSD(U){\displaystyle S\in {\mathcal {D}}'(U)} andTD(V),{\displaystyle T\in {\mathcal {D}}'(V),} denoted byST{\displaystyle S\otimes T} orTS,{\displaystyle T\otimes S,} is the distribution inU×V{\displaystyle U\times V} defined by:[44](ST)(f):=S,T,f=T,S,f.{\displaystyle (S\otimes T)(f):=\langle S,\langle T,f_{\bullet }\rangle \rangle =\langle T,\langle S,f^{\bullet }\rangle \rangle .}

Spaces of distributions

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See also:Spaces of test functions and distributions

For all0<k<{\displaystyle 0<k<\infty } and all1<p<,{\displaystyle 1<p<\infty ,} every one of the following canonical injections is continuous and has animage (also called the range) that is adense subset of its codomain:Cc(U)Cck(U)Cc0(U)Lc(U)Lcp(U)Lc1(U)C(U)Ck(U)C0(U){\displaystyle {\begin{matrix}C_{c}^{\infty }(U)&\to &C_{c}^{k}(U)&\to &C_{c}^{0}(U)&\to &L_{c}^{\infty }(U)&\to &L_{c}^{p}(U)&\to &L_{c}^{1}(U)\\\downarrow &&\downarrow &&\downarrow \\C^{\infty }(U)&\to &C^{k}(U)&\to &C^{0}(U)\\{}\end{matrix}}}where the topologies onLcq(U){\displaystyle L_{c}^{q}(U)} (1q{\displaystyle 1\leq q\leq \infty }) are defined as direct limits of the spacesLcq(K){\displaystyle L_{c}^{q}(K)} in a manner analogous to how the topologies onCck(U){\displaystyle C_{c}^{k}(U)} were defined (so in particular, they are not the usual norm topologies). The range of each of the maps above (and of any composition of the maps above) is dense in its codomain.[45]

Suppose thatX{\displaystyle X} is one of the spacesCck(U){\displaystyle C_{c}^{k}(U)} (fork{0,1,,}{\displaystyle k\in \{0,1,\ldots ,\infty \}}) orLcp(U){\displaystyle L_{c}^{p}(U)} (for1p{\displaystyle 1\leq p\leq \infty }) orLp(U){\displaystyle L^{p}(U)} (for1p<{\displaystyle 1\leq p<\infty }). Because the canonical injectionInX:Cc(U)X{\displaystyle \operatorname {In} _{X}:C_{c}^{\infty }(U)\to X} is a continuous injection whose image is dense in the codomain, this map'stransposetInX:XbD(U)=(Cc(U))b{\displaystyle {}^{t}\operatorname {In} _{X}:X'_{b}\to {\mathcal {D}}'(U)=\left(C_{c}^{\infty }(U)\right)'_{b}} is a continuous injection. This injective transpose map thus allows thecontinuous dual spaceX{\displaystyle X'} ofX{\displaystyle X} to be identified with a certain vector subspace of the spaceD(U){\displaystyle {\mathcal {D}}'(U)} of all distributions (specifically, it is identified with the image of this transpose map). This transpose map is continuous but it isnot necessarily atopological embedding.A linear subspace ofD(U){\displaystyle {\mathcal {D}}'(U)} carrying alocally convex topology that is finer than thesubspace topology induced on it byD(U)=(Cc(U))b{\displaystyle {\mathcal {D}}'(U)=\left(C_{c}^{\infty }(U)\right)'_{b}} is calleda space of distributions.[46]Almost all of the spaces of distributions mentioned in this article arise in this way (for example, tempered distribution, restrictions, distributions of order{\displaystyle \leq } some integer, distributions induced by a positive Radon measure, distributions induced by anLp{\displaystyle L^{p}}-function, etc.) and any representation theorem about the continuous dual space ofX{\displaystyle X} may, through the transposetInX:XbD(U),{\displaystyle {}^{t}\operatorname {In} _{X}:X'_{b}\to {\mathcal {D}}'(U),} be transferred directly to elements of the spaceIm(tInX).{\displaystyle \operatorname {Im} \left({}^{t}\operatorname {In} _{X}\right).}

Radon measures

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The inclusion mapIn:Cc(U)Cc0(U){\displaystyle \operatorname {In} :C_{c}^{\infty }(U)\to C_{c}^{0}(U)} is a continuous injection whose image is dense in its codomain, so thetransposetIn:(Cc0(U))bD(U)=(Cc(U))b{\displaystyle {}^{t}\operatorname {In} :(C_{c}^{0}(U))'_{b}\to {\mathcal {D}}'(U)=(C_{c}^{\infty }(U))'_{b}} is also a continuous injection.

Note that the continuous dual space(Cc0(U))b{\displaystyle (C_{c}^{0}(U))'_{b}} can be identified as the space ofRadon measures, where there is a one-to-one correspondence between the continuous linear functionalsT(Cc0(U))b{\displaystyle T\in (C_{c}^{0}(U))'_{b}} and integral with respect to a Radon measure; that is,

Through the injectiontIn:(Cc0(U))bD(U),{\displaystyle {}^{t}\operatorname {In} :(C_{c}^{0}(U))'_{b}\to {\mathcal {D}}'(U),} every Radon measure becomes a distribution onU. Iff{\displaystyle f} is alocally integrable function onU then the distributionϕUf(x)ϕ(x)dx{\textstyle \phi \mapsto \int _{U}f(x)\phi (x)\,dx} is a Radon measure; so Radon measures form a large and important space of distributions.

The following is the theorem of the structure of distributions ofRadon measures, which shows that every Radon measure can be written as a sum of derivatives of locallyL{\displaystyle L^{\infty }} functions onU:

Theorem.[47]SupposeTD(U){\displaystyle T\in {\mathcal {D}}'(U)} is a Radon measure, whereURn,{\displaystyle U\subseteq \mathbb {R} ^{n},} letVU{\displaystyle V\subseteq U} be a neighborhood of the support ofT,{\displaystyle T,} and letI={pNn:|p|n}.{\displaystyle I=\{p\in \mathbb {N} ^{n}:|p|\leq n\}.} There exists a familyf=(fp)pI{\displaystyle f=(f_{p})_{p\in I}} of locallyL{\displaystyle L^{\infty }} functions onU such thatsuppfpV{\displaystyle \operatorname {supp} f_{p}\subseteq V} for everypI,{\displaystyle p\in I,} andT=pIpfp.{\displaystyle T=\sum _{p\in I}\partial ^{p}f_{p}.}Furthermore,T{\displaystyle T} is also equal to a finite sum of derivatives of continuous functions onU,{\displaystyle U,} where each derivative has order2n.{\displaystyle \leq 2n.}

Positive Radon measures

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A linear functionT{\displaystyle T} on a space of functions is calledpositive if whenever a functionf{\displaystyle f} that belongs to the domain ofT{\displaystyle T} is non-negative (that is,f{\displaystyle f} is real-valued andf0{\displaystyle f\geq 0}) thenT(f)0.{\displaystyle T(f)\geq 0.} One may show that every positive linear functional onCc0(U){\displaystyle C_{c}^{0}(U)} is necessarily continuous (that is, necessarily a Radon measure).[48]Lebesgue measure is an example of a positive Radon measure.

Locally integrable functions as distributions

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One particularly important class of Radon measures are those that are induced locally integrable functions. The functionf:UR{\displaystyle f:U\to \mathbb {R} } is calledlocally integrable if it isLebesgue integrable over every compact subsetK ofU. This is a large class of functions that includes all continuous functions and allLp spaceLp{\displaystyle L^{p}} functions. The topology onD(U){\displaystyle {\mathcal {D}}(U)} is defined in such a fashion that any locally integrable functionf{\displaystyle f} yields a continuous linear functional onD(U){\displaystyle {\mathcal {D}}(U)} – that is, an element ofD(U){\displaystyle {\mathcal {D}}'(U)} – denoted here byTf,{\displaystyle T_{f},} whose value on the test functionϕ{\displaystyle \phi } is given by the Lebesgue integral:Tf,ϕ=Ufϕdx.{\displaystyle \langle T_{f},\phi \rangle =\int _{U}f\phi \,dx.}

Conventionally, oneabuses notation by identifyingTf{\displaystyle T_{f}} withf,{\displaystyle f,} provided no confusion can arise, and thus the pairing betweenTf{\displaystyle T_{f}} andϕ{\displaystyle \phi } is often writtenf,ϕ=Tf,ϕ.{\displaystyle \langle f,\phi \rangle =\langle T_{f},\phi \rangle .}

Iff{\displaystyle f} andg{\displaystyle g} are two locally integrable functions, then the associated distributionsTf{\displaystyle T_{f}} andTg{\displaystyle T_{g}} are equal to the same element ofD(U){\displaystyle {\mathcal {D}}'(U)} if and only iff{\displaystyle f} andg{\displaystyle g} are equalalmost everywhere (see, for instance,Hörmander (1983, Theorem 1.2.5)). Similarly, everyRadon measureμ{\displaystyle \mu } onU{\displaystyle U} defines an element ofD(U){\displaystyle {\mathcal {D}}'(U)} whose value on the test functionϕ{\displaystyle \phi } isϕdμ.{\textstyle \int \phi \,d\mu .} As above, it is conventional to abuse notation and write the pairing between a Radon measureμ{\displaystyle \mu } and a test functionϕ{\displaystyle \phi } asμ,ϕ.{\displaystyle \langle \mu ,\phi \rangle .} Conversely, as shown in a theorem by Schwartz (similar to theRiesz representation theorem), every distribution which is non-negative on non-negative functions is of this form for some (positive) Radon measure.

Test functions as distributions

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The test functions are themselves locally integrable, and so define distributions. The space of test functionsCc(U){\displaystyle C_{c}^{\infty }(U)} is sequentiallydense inD(U){\displaystyle {\mathcal {D}}'(U)} with respect to the strong topology onD(U).{\displaystyle {\mathcal {D}}'(U).}[49] This means that for anyTD(U),{\displaystyle T\in {\mathcal {D}}'(U),} there is a sequence of test functions,(ϕi)i=1,{\displaystyle (\phi _{i})_{i=1}^{\infty },} that converges toTD(U){\displaystyle T\in {\mathcal {D}}'(U)} (in its strong dual topology) when considered as a sequence of distributions. Or equivalently,ϕi,ψT,ψ for all ψD(U).{\displaystyle \langle \phi _{i},\psi \rangle \to \langle T,\psi \rangle \qquad {\text{ for all }}\psi \in {\mathcal {D}}(U).}

Distributions with compact support

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The inclusion mapIn:Cc(U)C(U){\displaystyle \operatorname {In} :C_{c}^{\infty }(U)\to C^{\infty }(U)} is a continuous injection whose image is dense in its codomain, so thetranspose maptIn:(C(U))bD(U)=(Cc(U))b{\displaystyle {}^{t}\operatorname {In} :(C^{\infty }(U))'_{b}\to {\mathcal {D}}'(U)=(C_{c}^{\infty }(U))'_{b}} is also a continuous injection. Thus the image of the transpose, denoted byE(U),{\displaystyle {\mathcal {E}}'(U),} forms a space of distributions.[13]

The elements ofE(U)=(C(U))b{\displaystyle {\mathcal {E}}'(U)=(C^{\infty }(U))'_{b}} can be identified as the space of distributions with compact support.[13] Explicitly, ifT{\displaystyle T} is a distribution onU then the following are equivalent,

Compactly supported distributions define continuous linear functionals on the spaceC(U){\displaystyle C^{\infty }(U)}; recall that the topology onC(U){\displaystyle C^{\infty }(U)} is defined such that a sequence of test functionsϕk{\displaystyle \phi _{k}} converges to 0 if and only if all derivatives ofϕk{\displaystyle \phi _{k}} converge uniformly to 0 on every compact subset ofU. Conversely, it can be shown that every continuous linear functional on this space defines a distribution of compact support. Thus compactly supported distributions can be identified with those distributions that can be extended fromCc(U){\displaystyle C_{c}^{\infty }(U)} toC(U).{\displaystyle C^{\infty }(U).}

Restriction of distributions to compact sets

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IfTD(Rn),{\displaystyle T\in {\mathcal {D}}'(\mathbb {R} ^{n}),} then for any compact setKRn,{\displaystyle K\subseteq \mathbb {R} ^{n},} there exists a continuous functionF{\displaystyle F}compactly supported inRn{\displaystyle \mathbb {R} ^{n}} (possibly on a larger set thanK itself) and a multi-indexα{\displaystyle \alpha } such thatT=αF{\displaystyle T=\partial ^{\alpha }F} onCc(K).{\displaystyle C_{c}^{\infty }(K).}

Distributions of finite order

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LetkN.{\displaystyle k\in \mathbb {N} .} The inclusion mapIn:Cc(U)Cck(U){\displaystyle \operatorname {In} :C_{c}^{\infty }(U)\to C_{c}^{k}(U)} is a continuous injection whose image is dense in its codomain, so thetransposetIn:(Cck(U))bD(U)=(Cc(U))b{\displaystyle {}^{t}\operatorname {In} :(C_{c}^{k}(U))'_{b}\to {\mathcal {D}}'(U)=(C_{c}^{\infty }(U))'_{b}} is also a continuous injection. Consequently, the image oftIn,{\displaystyle {}^{t}\operatorname {In} ,} denoted byDk(U),{\displaystyle {\mathcal {D}}'^{k}(U),} forms a space of distributions. The elements ofDk(U){\displaystyle {\mathcal {D}}'^{k}(U)} arethe distributions of orderk.{\displaystyle \,\leq k.}[16] The distributions of order0,{\displaystyle \,\leq 0,} which are also calleddistributions of order0 are exactly the distributions that are Radon measures (described above).

For0kN,{\displaystyle 0\neq k\in \mathbb {N} ,} adistribution of orderk is a distribution of orderk{\displaystyle \,\leq k} that is not a distribution of orderk1{\displaystyle \,\leq k-1}.[16]

A distribution is said to be offinite order if there is some integerk{\displaystyle k} such that it is a distribution of orderk,{\displaystyle \,\leq k,} and the set of distributions of finite order is denoted byDF(U).{\displaystyle {\mathcal {D}}'^{F}(U).} Note that ifkl{\displaystyle k\leq l} thenDk(U)Dl(U){\displaystyle {\mathcal {D}}'^{k}(U)\subseteq {\mathcal {D}}'^{l}(U)} so thatDF(U):=n=0Dn(U){\displaystyle {\mathcal {D}}'^{F}(U):=\bigcup _{n=0}^{\infty }{\mathcal {D}}'^{n}(U)} is a vector subspace ofD(U){\displaystyle {\mathcal {D}}'(U)}, and furthermore, if and only ifDF(U)=D(U).{\displaystyle {\mathcal {D}}'^{F}(U)={\mathcal {D}}'(U).}[16]

Structure of distributions of finite order

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Every distribution with compact support inU is a distribution of finite order.[16] Indeed, every distribution inU islocally a distribution of finite order, in the following sense:[16] IfV is an open and relatively compact subset ofU and ifρVU{\displaystyle \rho _{VU}} is the restriction mapping fromU toV, then the image ofD(U){\displaystyle {\mathcal {D}}'(U)} underρVU{\displaystyle \rho _{VU}} is contained inDF(V).{\displaystyle {\mathcal {D}}'^{F}(V).}

The following is the theorem of the structure of distributions of finite order, which shows that every distribution of finite order can be written as a sum of derivatives ofRadon measures:

Theorem[16]SupposeTD(U){\displaystyle T\in {\mathcal {D}}'(U)} has finite order andI={pNn:|p|k}.{\displaystyle I=\{p\in \mathbb {N} ^{n}:|p|\leq k\}.} Given any open subsetV ofU containing the support ofT,{\displaystyle T,} there is a family of Radon measures inU,(μp)pI,{\displaystyle (\mu _{p})_{p\in I},} such that for verypI,supp(μp)V{\displaystyle p\in I,\operatorname {supp} (\mu _{p})\subseteq V} andT=|p|kpμp.{\displaystyle T=\sum _{|p|\leq k}\partial ^{p}\mu _{p}.}

Example. (Distributions of infinite order) LetU:=(0,){\displaystyle U:=(0,\infty )} and for every test functionf,{\displaystyle f,} letSf:=m=1(mf)(1m).{\displaystyle Sf:=\sum _{m=1}^{\infty }(\partial ^{m}f)\left({\frac {1}{m}}\right).}

ThenS{\displaystyle S} is a distribution of infinite order onU. Moreover,S{\displaystyle S} can not be extended to a distribution onR{\displaystyle \mathbb {R} }; that is, there exists no distributionT{\displaystyle T} onR{\displaystyle \mathbb {R} } such that the restriction ofT{\displaystyle T} toU is equal toS.{\displaystyle S.}[50]

Tempered distributions and Fourier transform

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"Tempered distribution" redirects here. For tempered distributions on semisimple groups, seeTempered representation.

Defined below are the Schwartz spaceS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} and its dual; the space oftempered distributionsS(Rn){\displaystyle {\mathcal {S}}'(\mathbb {R} ^{n})}, which forms a proper subspace ofD(Rn);{\displaystyle {\mathcal {D}}'(\mathbb {R} ^{n});} the space of distributions onRn.{\displaystyle \mathbb {R} ^{n}.} Tempered distributions are useful if one studies theFourier transform since all tempered distributions have a Fourier transform, which is not true for an arbitrary distribution inD(Rn).{\displaystyle {\mathcal {D}}'(\mathbb {R} ^{n}).}

Schwartz space

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TheSchwartz spaceS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} is the space of all smooth functions that arerapidly decreasing at infinity along with all partial derivatives. Thusϕ:RnR{\displaystyle \phi :\mathbb {R} ^{n}\to \mathbb {R} } is in the Schwartz space provided that any derivative ofϕ,{\displaystyle \phi ,} multiplied with any power of|x|,{\displaystyle |x|,} converges to 0 as|x|.{\displaystyle |x|\to \infty .} These functions form a complete TVS with a suitably defined family ofseminorms. More precisely, for anymulti-indicesα{\displaystyle \alpha } andβ{\displaystyle \beta } definepα,β(ϕ)=supxRn|xαβϕ(x)|.{\displaystyle p_{\alpha ,\beta }(\phi )=\sup _{x\in \mathbb {R} ^{n}}\left|x^{\alpha }\partial ^{\beta }\phi (x)\right|.}

Thenϕ{\displaystyle \phi } is in the Schwartz space if all the values satisfypα,β(ϕ)<.{\displaystyle p_{\alpha ,\beta }(\phi )<\infty .}

The family of seminormspα,β{\displaystyle p_{\alpha ,\beta }} defines alocally convex topology on the Schwartz space. Forn=1,{\displaystyle n=1,} the seminorms are, in fact,norms on the Schwartz space. One can also use the following family of seminorms to define the topology:[51]|f|m,k=sup|p|m(supxRn{(1+|x|)k|(αf)(x)|}),k,mN.{\displaystyle |f|_{m,k}=\sup _{|p|\leq m}\left(\sup _{x\in \mathbb {R} ^{n}}\left\{(1+|x|)^{k}\left|(\partial ^{\alpha }f)(x)\right|\right\}\right),\qquad k,m\in \mathbb {N} .}

Otherwise, one can define a norm onS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} viaϕk=max|α|+|β|ksupxRn|xαβϕ(x)|,k1.{\displaystyle \|\phi \|_{k}=\max _{|\alpha |+|\beta |\leq k}\sup _{x\in \mathbb {R} ^{n}}\left|x^{\alpha }\partial ^{\beta }\phi (x)\right|,\qquad k\geq 1.}

The Schwartz space is aFréchet space (that is, acompletemetrizable locally convex space). Because theFourier transform changesα{\displaystyle \partial ^{\alpha }} into multiplication byxα{\displaystyle x^{\alpha }} and vice versa, this symmetry implies that the Fourier transform of a Schwartz function is also a Schwartz function.

A sequence{fi}{\displaystyle \{f_{i}\}} inS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} converges to 0 inS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} if and only if the functions(1+|x|)k(pfi)(x){\displaystyle (1+|x|)^{k}(\partial ^{p}f_{i})(x)} converge to 0 uniformly in the whole ofRn,{\displaystyle \mathbb {R} ^{n},} which implies that such a sequence must converge to zero inC(Rn).{\displaystyle C^{\infty }(\mathbb {R} ^{n}).}[51]

D(Rn){\displaystyle {\mathcal {D}}(\mathbb {R} ^{n})} is dense inS(Rn).{\displaystyle {\mathcal {S}}(\mathbb {R} ^{n}).} The subset of all analytic Schwartz functions is dense inS(Rn){\displaystyle {\mathcal {S}}(\mathbb {R} ^{n})} as well.[52]

The Schwartz space isnuclear, and the tensor product of two maps induces a canonical surjective TVS-isomorphismsS(Rm) ^ S(Rn)S(Rm+n),{\displaystyle {\mathcal {S}}(\mathbb {R} ^{m})\ {\widehat {\otimes }}\ {\mathcal {S}}(\mathbb {R} ^{n})\to {\mathcal {S}}(\mathbb {R} ^{m+n}),}where^{\displaystyle {\widehat {\otimes }}} represents the completion of theinjective tensor product (which in this case is identical to the completion of theprojective tensor product).[53]

Tempered distributions

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The inclusion mapIn:D(Rn)S(Rn){\displaystyle \operatorname {In} :{\mathcal {D}}(\mathbb {R} ^{n})\to {\mathcal {S}}(\mathbb {R} ^{n})} is a continuous injection whose image is dense in its codomain, so thetransposetIn:(S(Rn))bD(Rn){\displaystyle {}^{t}\operatorname {In} :({\mathcal {S}}(\mathbb {R} ^{n}))'_{b}\to {\mathcal {D}}'(\mathbb {R} ^{n})} is also a continuous injection. Thus, the image of the transpose map, denoted byS(Rn),{\displaystyle {\mathcal {S}}'(\mathbb {R} ^{n}),} forms a space of distributions.

The spaceS(Rn){\displaystyle {\mathcal {S}}'(\mathbb {R} ^{n})} is called the space oftempered distributions. It is thecontinuous dual space of the Schwartz space. Equivalently, a distributionT{\displaystyle T} is a tempered distribution if and only if( for all α,βNn:limmpα,β(ϕm)=0)limmT(ϕm)=0.{\displaystyle \left({\text{ for all }}\alpha ,\beta \in \mathbb {N} ^{n}:\lim _{m\to \infty }p_{\alpha ,\beta }(\phi _{m})=0\right)\Longrightarrow \lim _{m\to \infty }T(\phi _{m})=0.}

The derivative of a tempered distribution is again a tempered distribution. Tempered distributions generalize the bounded (or slow-growing) locally integrable functions; all distributions with compact support and allsquare-integrable functions are tempered distributions. More generally, all functions that are products of polynomials with elements ofLp spaceLp(Rn){\displaystyle L^{p}(\mathbb {R} ^{n})} forp1{\displaystyle p\geq 1} are tempered distributions.

Thetempered distributions can also be characterized asslowly growing, meaning that each derivative ofT{\displaystyle T} grows at most as fast as somepolynomial. This characterization is dual to therapidly falling behaviour of the derivatives of a function in the Schwartz space, where each derivative ofϕ{\displaystyle \phi } decays faster than every inverse power of|x|.{\displaystyle |x|.} An example of a rapidly falling function is|x|nexp(λ|x|β){\displaystyle |x|^{n}\exp(-\lambda |x|^{\beta })} for any positiven,λ,β.{\displaystyle n,\lambda ,\beta .}

Fourier transform

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To study the Fourier transform, it is best to consider complex-valued test functions and complex-linear distributions. The ordinarycontinuous Fourier transformF:S(Rn)S(Rn){\displaystyle F:{\mathcal {S}}(\mathbb {R} ^{n})\to {\mathcal {S}}(\mathbb {R} ^{n})} is aTVS-automorphism of the Schwartz space, and theFourier transform is defined to be itstransposetF:S(Rn)S(Rn),{\displaystyle {}^{t}F:{\mathcal {S}}'(\mathbb {R} ^{n})\to {\mathcal {S}}'(\mathbb {R} ^{n}),} which (abusing notation) will again be denoted byF.{\displaystyle F.} So the Fourier transform of the tempered distributionT{\displaystyle T} is defined by(FT)(ψ)=T(Fψ){\displaystyle (FT)(\psi )=T(F\psi )} for every Schwartz functionψ.{\displaystyle \psi .}FT{\displaystyle FT} is thus again a tempered distribution. The Fourier transform is a TVS isomorphism from the space of tempered distributions onto itself. This operation is compatible with differentiation in the sense thatFdTdx=ixFT{\displaystyle F{\dfrac {dT}{dx}}=ixFT}and also with convolution: ifT{\displaystyle T} is a tempered distribution andψ{\displaystyle \psi } is aslowly increasing smooth function onRn,{\displaystyle \mathbb {R} ^{n},}ψT{\displaystyle \psi T} is again a tempered distribution andF(ψT)=FψFT{\displaystyle F(\psi T)=F\psi *FT}is the convolution ofFT{\displaystyle FT} andFψ.{\displaystyle F\psi .} In particular, the Fourier transform of the constant function equal to 1 is theδ{\displaystyle \delta } distribution.

Expressing tempered distributions as sums of derivatives

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IfTS(Rn){\displaystyle T\in {\mathcal {S}}'(\mathbb {R} ^{n})} is a tempered distribution, then there exists a constantC>0,{\displaystyle C>0,} and positive integersM{\displaystyle M} andN{\displaystyle N} such that for allSchwartz functionsϕS(Rn){\displaystyle \phi \in {\mathcal {S}}(\mathbb {R} ^{n})}T,ϕC|α|N,|β|MsupxRn|xαβϕ(x)|=C|α|N,|β|Mpα,β(ϕ).{\displaystyle \langle T,\phi \rangle \leq C\sum \nolimits _{|\alpha |\leq N,|\beta |\leq M}\sup _{x\in \mathbb {R} ^{n}}\left|x^{\alpha }\partial ^{\beta }\phi (x)\right|=C\sum \nolimits _{|\alpha |\leq N,|\beta |\leq M}p_{\alpha ,\beta }(\phi ).}

This estimate, along with some techniques fromfunctional analysis, can be used to show that there is a continuous slowly increasing functionF{\displaystyle F} and a multi-indexα{\displaystyle \alpha } such thatT=αF.{\displaystyle T=\partial ^{\alpha }F.}

Using holomorphic functions as test functions

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The success of the theory led to an investigation of the idea ofhyperfunction, in which spaces ofholomorphic functions are used as test functions. A refined theory has been developed, in particularMikio Sato'salgebraic analysis, usingsheaf theory andseveral complex variables. This extends the range of symbolic methods that can be made into rigorous mathematics, for example,Feynman integrals.

See also

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Differential equations related

Generalizations of distributions

Notes

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  1. ^Note thati{\displaystyle i} being an integer impliesi.{\displaystyle i\neq \infty .} This is sometimes expressed as0i<k+1.{\displaystyle 0\leq i<k+1.} Since+1=,{\displaystyle \infty +1=\infty ,} the inequality "0i<k+1{\displaystyle 0\leq i<k+1}" means:0i<{\displaystyle 0\leq i<\infty } ifk=,{\displaystyle k=\infty ,} while ifk{\displaystyle k\neq \infty } then it means0ik.{\displaystyle 0\leq i\leq k.}
  2. ^The image of thecompact setK{\displaystyle K} under a continuousR{\displaystyle \mathbb {R} }-valued map (for example,x|pf(x)|{\displaystyle x\mapsto \left|\partial ^{p}f(x)\right|} forxU{\displaystyle x\in U}) is itself a compact, and thus bounded, subset ofR.{\displaystyle \mathbb {R} .} IfK{\displaystyle K\neq \varnothing } then this implies that each of the functions defined above isR{\displaystyle \mathbb {R} }-valued (that is, none of thesupremums above are ever equal to{\displaystyle \infty }).
  3. ^Exactly as withCk(K;U),{\displaystyle C^{k}(K;U),} the spaceCk(K;U){\displaystyle C^{k}(K;U')} is defined to be the vector subspace ofCk(U){\displaystyle C^{k}(U')} consisting of maps withsupport contained inK{\displaystyle K} endowed with the subspace topology it inherits fromCk(U){\displaystyle C^{k}(U')}.
  4. ^Even though the topology ofCc(U){\displaystyle C_{c}^{\infty }(U)} is not metrizable, a linear functional onCc(U){\displaystyle C_{c}^{\infty }(U)} is continuous if and only if it is sequentially continuous.
  5. ^Anull sequence is a sequence that converges to the origin.
  6. ^IfP{\displaystyle {\mathcal {P}}} is alsodirected under the usual function comparison then we can take the finite collection to consist of a single element.
  7. ^The extension theorem for mappings defined from a subspace S of a topological vector space E to the topological space E itself works for non-linear mappings as well, provided they are assumed to beuniformly continuous. But, unfortunately, this is not our case, we would desire to “extend” a linear continuous mapping A from a tvs E into another tvs F, in order to obtain a linear continuous mapping from the dual E’ to the dual F’ (note the order of spaces). In general, this is not even an extension problem, because (in general) E is not necessarily a subset of its own dual E’. Moreover, It is not a classic topological transpose problem, because the transpose of A goes from F’ to E’ and not from E’ to F’. Our case needs, indeed, a new order of ideas, involving the specific topological properties of the Laurent Schwartz spaces D(U) and D’(U), together with the fundamental concept of weak (or Schwartz) adjoint of the linear continuous operator A.
  8. ^For example, letU=R{\displaystyle U=\mathbb {R} } and takeP{\displaystyle P} to be the ordinary derivative for functions of one real variable and assume the support ofϕ{\displaystyle \phi } to be contained in the finite interval(a,b),{\displaystyle (a,b),} then sincesupp(ϕ)(a,b){\displaystyle \operatorname {supp} (\phi )\subseteq (a,b)}Rϕ(x)f(x)dx=abϕ(x)f(x)dx=ϕ(x)f(x)|ababf(x)ϕ(x)dx=ϕ(b)f(b)ϕ(a)f(a)abf(x)ϕ(x)dx=abf(x)ϕ(x)dx{\displaystyle {\begin{aligned}\int _{\mathbb {R} }\phi '(x)f(x)\,dx&=\int _{a}^{b}\phi '(x)f(x)\,dx\\&=\phi (x)f(x){\big \vert }_{a}^{b}-\int _{a}^{b}f'(x)\phi (x)\,dx\\&=\phi (b)f(b)-\phi (a)f(a)-\int _{a}^{b}f'(x)\phi (x)\,dx\\&=-\int _{a}^{b}f'(x)\phi (x)\,dx\end{aligned}}}where the last equality is becauseϕ(a)=ϕ(b)=0.{\displaystyle \phi (a)=\phi (b)=0.}

References

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  1. ^abTrèves 2006, pp. 222–223.
  2. ^Grubb 2009, p. 14
  3. ^Trèves 2006, pp. 85–89.
  4. ^abTrèves 2006, pp. 142–149.
  5. ^Trèves 2006, pp. 356–358.
  6. ^Trèves 2006, pp. 131–134.
  7. ^abcdefgRudin 1991, pp. 149–181.
  8. ^Trèves 2006, pp. 526–534.
  9. ^Trèves 2006, p. 357.
  10. ^See for exampleGrubb 2009, p. 14.
  11. ^abcdTrèves 2006, pp. 245–247.
  12. ^abcdefgTrèves 2006, pp. 253–255.
  13. ^abcdeTrèves 2006, pp. 255–257.
  14. ^Trèves 2006, pp. 264–266.
  15. ^Rudin 1991, p. 165.
  16. ^abcdefgTrèves 2006, pp. 258–264.
  17. ^Rudin 1991, pp. 169–170.
  18. ^Strichartz, Robert (1993).A Guide to Distribution Theory and Fourier Transforms. USA. p. 17.{{cite book}}: CS1 maint: location missing publisher (link)
  19. ^Strichartz 1994, §2.3;Trèves 2006.
  20. ^Rudin 1991, p. 180.
  21. ^abTrèves 2006, pp. 247–252.
  22. ^abcdeTrèves 2006, p. 423.
  23. ^Trèves 2006, p. 261.
  24. ^Per Persson (username: md2perpe) (Jun 27, 2017)."Multiplication of two distributions whose singular supports are disjoint". Stack Exchange Network.{{cite web}}: CS1 maint: numeric names: authors list (link)
  25. ^Lyons, T. (1998)."Differential equations driven by rough signals".Revista Matemática Iberoamericana.14 (2):215–310.doi:10.4171/RMI/240.
  26. ^Hairer, Martin (2014). "A theory of regularity structures".Inventiones Mathematicae.198 (2):269–504.arXiv:1303.5113.Bibcode:2014InMat.198..269H.doi:10.1007/s00222-014-0505-4.S2CID 119138901.
  27. ^See for exampleHörmander 1983, Theorem 6.1.1.
  28. ^SeeHörmander 1983, Theorem 6.1.2.
  29. ^abcTrèves 2006, pp. 278–283.
  30. ^abcdefghijTrèves 2006, pp. 284–297.
  31. ^See for exampleRudin 1991, §6.29.
  32. ^abTrèves 2006, Chapter 27.
  33. ^Hörmander 1983, §IV.2 proves the uniqueness of such an extension.
  34. ^See for instanceGel'fand & Shilov 1966–1968, v. 1, pp. 103–104 andBenedetto 1997, Definition 2.5.8.
  35. ^Trèves 2006, p. 294.
  36. ^Folland, G.B. (1989).Harmonic Analysis in Phase Space. Princeton, NJ: Princeton University Press.
  37. ^Horváth, John (1966).Topological Vector Spaces and Distributions. Reading, MA: Addison-Wesley Publishing Company.
  38. ^Barros-Neto, José (1973).An Introduction to the Theory of Distributions. New York, NY: Dekker.
  39. ^Petersen, Bent E. (1983).Introduction to the Fourier Transform and Pseudo-Differential Operators. Boston, MA: Pitman Publishing.
  40. ^Woodward, P.M. (1953).Probability and Information Theory with Applications to Radar. Oxford, UK: Pergamon Press.
  41. ^Trèves 2006, pp. 318–319.
  42. ^Friedlander, F.G.; Joshi, M.S. (1998).Introduction to the Theory of Distributions. Cambridge, UK: Cambridge University Press.
  43. ^Schwartz 1951.
  44. ^abcTrèves 2006, pp. 416–419.
  45. ^Trèves 2006, pp. 150–160.
  46. ^Trèves 2006, pp. 240–252.
  47. ^Trèves 2006, pp. 262–264.
  48. ^Trèves 2006, p. 218.
  49. ^Trèves 2006, pp. 300–304.
  50. ^Rudin 1991, pp. 177–181.
  51. ^abTrèves 2006, pp. 92–94.
  52. ^Trèves 2006, p. 160.
  53. ^Trèves 2006, p. 531.

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