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§1.16 Distributions

Contents

§1.16(i) Test Functions

Let \phi be a function defined on an open interval I=(a,b), which can be infinite. The closure of the set of points where \phi\not=0 is called the support of \phi. If the support of \phi is a compact set (§1.9(vii)), then \phi is called a function of compact support. A test function is an infinitely differentiable function of compact support.

A sequence \{\phi_{n}\} of test functions converges to a test function \phi if the support of every \phi_{n} is contained in a fixed compact set K and as n\to\infty the sequence \{\phi_{n}^{{(k)}}\} converges uniformly on K to \phi^{{(k)}} for k=0,1,2,\dots.

The linear space of all test functions with the above definition of convergence is called a test function space. We denote it by \mathcal{D}(I).

A mapping \Lambda on \mathcal{D}(I) is a linear functional if it takes complex values and

1.16.1\Lambda(\alpha_{1}\phi_{1}+\alpha_{2}\phi_{2})=\alpha_{1}\Lambda(\phi_{1})+%
\alpha_{2}\Lambda(\phi_{2}),

where \alpha_{1} and \alpha_{2} are real or complex constants. \Lambda:\mathcal{D}(I)\rightarrow\Complex is called a distribution if it is a continuous linear functional on \mathcal{D}(I), that is, it is a linear functional and for every \phi_{n}\to\phi in \mathcal{D}(I),

1.16.2\lim_{{n\to\infty}}\Lambda(\phi_{n})=\Lambda(\phi).

From here on we write \left\langle\Lambda,\phi\right\rangle for \Lambda(\phi). The space of all distributions will be denoted by \mathcal{D}^{*}(I). A distribution \Lambda is called regular if there is a function f on I, which is absolutely integrable on every compact subset of I, such that

We denote a regular distribution by \Lambda_{f}, or simply f, where f is the function giving rise to the distribution. (If a distribution is not regular, it is called singular.)

Define

1.16.4\left\langle\Lambda_{1}+\Lambda_{2},\phi\right\rangle=\left\langle\Lambda_{1},%
\phi\right\rangle+\left\langle\Lambda_{2},\phi\right\rangle,
1.16.5\left\langle c\Lambda,\phi\right\rangle=c\left\langle\Lambda,\phi\right\rangle%
=\left\langle\Lambda,c\phi\right\rangle,

where c is a constant. More generally, if \alpha(x) is an infinitely differentiable function, then

1.16.6\left\langle\alpha\Lambda,\phi\right\rangle=\left\langle\Lambda,\alpha\phi%
\right\rangle.

We say that a sequence of distributions \{\Lambda_{n}\} converges to a distribution \Lambda in \mathcal{D}^{*} if

for all \phi\in\mathcal{D}(I).

§1.16(ii) Derivatives of a Distribution

The derivative \Lambda^{{\prime}} of a distribution is defined by

Similarly

1.16.9\left\langle\Lambda^{{(k)}},\phi\right\rangle=(-1)^{k}\left\langle\Lambda,\phi%
^{{(k)}}\right\rangle,k=1,2,\dots.

For any locally integrable function f, its distributional derivative is Df=\Lambda^{{\prime}}_{f}.

§1.16(iii) Dirac Delta Distribution

§1.16(iv) Heaviside Function

1.16.13\mathop{H\/}\nolimits\!\left(x\right)=\begin{cases}1,&x>0,\\
0,&x\leq 0.\end{cases}
1.16.14\mathop{H\/}\nolimits\!\left(x-x_{0}\right)=\begin{cases}1,&x>x_{0},\\
0,&x\leq x_{0}.\end{cases}

Suppose f(x) is infinitely differentiable except at x_{0}, where left and right derivatives of all orders exist, and

1.16.17\sigma_{n}=f^{{(n)}}(x_{0}+)-f^{{(n)}}(x_{0}-).

Then

For \alpha>-1,

1.16.19x^{\alpha}_{{+}}=x^{\alpha}\mathop{H\/}\nolimits\!\left(x\right)=\begin{cases}%
x^{\alpha},&x>0,\\
0,&x\leq 0.\end{cases}

For \alpha>0,

1.16.20Dx^{\alpha}_{{+}}=\alpha x_{{+}}^{{\alpha-1}}.

For \alpha<-1 and \alpha not an integer, define

where n is an integer such that \alpha+n>-1. Similarly, we write

and define

§1.16(v) Tempered Distributions

The space \mathcal{T}(\Real) of test functions for tempered distributions consists of all infinitely-differentiable functions such that the function and all its derivatives are \mathop{O\/}\nolimits\!\left(|x|^{{-N}}\right) as |x|\to\infty for all N.

A sequence \{\phi_{n}\} of functions in \mathcal{T} is said to converge to a function \phi\in\mathcal{T} as n\to\infty if the sequence \{\phi_{n}^{{(k)}}\} converges uniformly to \phi^{{(k)}} on every finite interval and if the constants c_{{k,N}} in the inequalities

1.16.24|x^{N}\phi_{n}^{{(k)}}|\leq c_{{k,N}}

do not depend on n.

A tempered distribution is a continuous linear functional \Lambda on \mathcal{T}. (See the definition of a distribution in §1.16(i).) The set of tempered distributions is denoted by \mathcal{T}^{*}.

A sequence of tempered distributions \Lambda_{n} converges to \Lambda in \mathcal{T}^{*} if

for all \phi\in\mathcal{T}.

The derivatives of tempered distributions are defined in the same way as derivatives of distributions.

For a detailed discussion of tempered distributions see Lighthill (1958).

§1.16(vi) Distributions of Several Variables

Let \mathcal{D}(\Real^{n})=\mathcal{D}_{n} be the set of all infinitely differentiable functions in n variables, \phi(x_{1},x_{2},\dots,x_{n}), with compact support in \Real^{n}. If k=(k_{1},\dots,k_{n}) is a multi-index and x=(x_{1},\dots,x_{n})\in\Real^{n}, then we write x^{k}=x_{1}^{{k_{1}}}\cdots x_{n}^{{k_{n}}} and \phi^{{(k)}}(x)={\partial}^{k}\phi/(\partial x_{1}^{{k_{1}}}\cdots\partial x_{%
n}^{{k_{n}}}). A sequence \{\phi_{m}\} of functions in \mathcal{D}_{n} converges to a function \phi\in\mathcal{D}_{n} if the supports of \phi_{m} lie in a fixed compact subset K of \Real^{n} and \phi_{m}^{{(k)}} converges uniformly to \phi^{{(k)}} in K for every multi-index k=(k_{1},k_{2},\dots,k_{n}). A distribution in \Real^{n} is a continuous linear functional on \mathcal{D}_{n}.

The partial derivatives of distributions in \Real^{n} can be defined as in §1.16(ii). A locally integrable function f(x)=f(x_{1},x_{2},\dots,x_{n}) gives rise to a distribution \Lambda_{f} defined by

For tempered distributions the space of test functions \mathcal{T}_{n} is the set of all infinitely-differentiable functions \phi of n variables that satisfy

Here m=(m_{1},m_{2},\dots,m_{n}) and k=(k_{1},k_{2},\dots,k_{n}) are multi-indices, and c_{{m,k}} are constants. Tempered distributions are continuous linear functionals on this space of test functions. The space of tempered distributions is denoted by \mathcal{T}^{*}_{n}.

§1.16(vii) Fourier Transforms of Distributions

Suppose \phi is a test function in \mathcal{T}_{n}. Then its Fourier transform is

where \mathbf{x}=(x_{1},x_{2},\dots,x_{n}) and \mathbf{x}\cdot\mathbf{t}=x_{1}t_{1}+\dots+x_{n}t_{n}. F(\mathbf{x}) is also in \mathcal{T}_{n}. For a multi-index \boldsymbol{{\alpha}}=(\alpha_{1},\alpha_{2},\dots,\alpha_{n}), set \left|\alpha\right|=\alpha_{1}+\alpha_{2}+\dots+\alpha_{n} and

1.16.30D_{{\boldsymbol{{\alpha}}}}=i^{{-|\boldsymbol{{\alpha}}|}}D^{{\boldsymbol{{%
\alpha}}}}=\left(\frac{1}{i}\frac{\partial}{\partial x_{1}}\right)^{{\alpha_{1%
}}}\cdots\left(\frac{1}{i}\frac{\partial}{\partial x_{n}}\right)^{{\alpha_{n}}},
1.16.31P(\mathbf{x})=P=\sum c_{{\boldsymbol{{\alpha}}}}\mathbf{x}^{{\boldsymbol{{%
\alpha}}}}=\sum c_{{\boldsymbol{{\alpha}}}}x_{1}^{{\alpha_{1}}}\cdots x_{n}^{{%
\alpha_{n}}},

and

1.16.32P(D)=\sum c_{{\boldsymbol{{\alpha}}}}D_{{\boldsymbol{{\alpha}}}}.

Then

and

If u\in\mathcal{T}^{*}_{n} is a tempered distribution, then its Fourier transform \mathcal{F}(u) is defined by

where F is given by (1.16.29). The Fourier transform \mathcal{F}(u) of a tempered distribution is again a tempered distribution, and

In (1.16.36) and (1.16.37) the derivatives in P(D) are understood to be in the sense of distributions.