Math 2.0

Functional analysis Definition

Weak derivative

Builds on Partial derivativeLebesgue integral

Definition

Let U⊆ℝnU \subseteq \R^n be open. A function u ⁣:U→ℝu \colon U \to \R is locally integrable if it is measurable and ∫K∣u∣ dx<∞\int_K \abs{u} \, dx < \infty for every compact set K⊂UK \subset U. Let Cc∞(U)C_c^\infty(U) be the space of smooth functions on UU with compact support in UU, the test functions. For a multi-index α=(α1,…,αn)\alpha = (\alpha_1, \ldots, \alpha_n) write ∣α∣=α1+⋯+αn\abs{\alpha} = \alpha_1 + \cdots + \alpha_n and ∂α=∂1α1⋯∂nαn\partial^\alpha = \partial_1^{\alpha_1} \cdots \partial_n^{\alpha_n}. Let uu and vv be locally integrable on UU. The function vv is the α\alpha-th weak derivative of uu, written Dαu=vD^\alpha u = v, if ∫Uu ∂αφ dx=(−1)∣α∣∫Uv φ dxfor all φ∈Cc∞(U).\int_U u \, \partial^\alpha \varphi \, dx = (-1)^{\abs{\alpha}} \int_U v \, \varphi \, dx \quad \text{for all } \varphi \in C_c^\infty(U).

Remarks

The weak derivative, when it exists, is unique up to a set of measure zero. If uu is of class C∣α∣C^{\abs{\alpha}} on UU, then its classical partial derivative ∂αu\partial^\alpha u is also its weak derivative, by integration by parts.

Example: on U=(−1,1)U = (-1, 1), the function u(x)=∣x∣u(x) = \abs{x} has weak derivative v=sgn⁡xv = \sgn x. For φ∈Cc∞(−1,1)\varphi \in C_c^\infty(-1, 1), integration by parts on (−1,0)(-1, 0) and on (0,1)(0, 1) gives ∫−11∣x∣φ′(x) dx=∫−10φ dx−∫01φ dx=−∫−11sgn⁡(x)φ(x) dx\int_{-1}^{1} \abs{x} \varphi'(x) \, dx = \int_{-1}^{0} \varphi \, dx - \int_{0}^{1} \varphi \, dx = -\int_{-1}^{1} \sgn(x) \varphi(x) \, dx, since the boundary terms at 00 vanish.

Non-example: on (−1,1)(-1, 1), the function sgn⁡x\sgn x has no weak derivative. For any φ∈Cc∞(−1,1)\varphi \in C_c^\infty(-1, 1) one finds ∫sgn⁡(x)φ′(x) dx=−2φ(0)\int \sgn(x) \varphi'(x) \, dx = -2 \varphi(0). A locally integrable vv with ∫vφ dx=2φ(0)\int v \varphi \, dx = 2 \varphi(0) for all φ\varphi would vanish almost everywhere on (−1,0)(-1, 0) and on (0,1)(0, 1), and then the integral would be 00, not 2φ(0)2 \varphi(0). In the language of distributions, the derivative of sgn⁡x\sgn x is 2δ2\delta, which is not a function.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Euclidean space object
  2. Function concept
  3. Lebesgue integral concept
  4. Function of several variables concept
  5. Partial derivative concept
  6. Weak derivative definition

Where this leads

2 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Weak_derivative
About this page
TagW8W9AP79V5
URIm2://W8W9AP79V5
Kinddefinition
WritingW0 stub
MSC46E35, 35D30
DefinesWeak derivative
UsesPartial derivative, Lebesgue integral

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

Used by