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§1.16 Distributions

Contents
  1. §1.16(i) Test Functions
  2. §1.16(ii) Derivatives of a Distribution
  3. §1.16(iii) Dirac Delta Distribution
  4. §1.16(iv) Heaviside Function
  5. §1.16(v) Tempered Distributions
  6. §1.16(vi) Distributions of Several Variables
  7. §1.16(vii) Fourier Transforms of Tempered Distributions
  8. §1.16(viii) Fourier Transforms of Special Distributions
  9. §1.16(ix) References for Section 1.16

§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:\mathcal{D}(I)\rightarrow\mathbb{C} is a linear functional if

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\mathbb{C} is called a distribution, or generalized function, 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 locally integrable function f on I (i.e., a function f on I which is absolutely Lebesgue 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.) More generally, for \alpha\colon[a,b]\to[-\infty,\infty] a nondecreasing function the corresponding Lebesgue–Stieltjes measure \mu_{\alpha} (see §1.4(v)) can be considered as a distribution:

1.16.3_5 \left\langle\mu_{\alpha},\phi\right\rangle=\int_{I}\phi(x)\,\mathrm{d}\alpha(x).

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.

If f is a locally integrable function then its distributional derivative is Df=\Lambda^{\prime}_{f}. In the situation of (1.16.3_5) we have

1.16.9_5 \mu_{\alpha}=D\alpha.

If the measure \mu_{\alpha} is absolutely continuous with density w (see §1.4(v)) then D\alpha=\Lambda_{w}.

§1.16(iii) Dirac Delta Distribution

§1.16(iv) Heaviside Function

1.16.13 H\left(x\right)=\begin{cases}1,&x>0,\\
0,&x\leq 0.\end{cases}
1.16.14 H\left(x-x_{0}\right)=\begin{cases}1,&x>x_{0},\\
0,&x\leq x_{0}.\end{cases}
1.16.15 D\!H=\delta,
1.16.16 D\!H\left(x-x_{0}\right)=\delta_{x_{0}}.

Since \delta_{x_{0}} is the Lebesgue–Stieltjes measure \mu_{\alpha} corresponding to \alpha(x)=H\left(x-x_{0}\right) (see §1.4(v)), formula (1.16.16) is a special case of (1.16.3_5), (1.16.9_5) for that choice of \alpha.

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

1.16.18 D^{m}f=f^{(m)}+\sigma_{0}{\delta_{x_{0}}}^{(m-1)}+\sigma_{1}{\delta_{x_{0}}}^{%
(m-2)}+\dots+\sigma_{m-1}\delta_{x_{0}},m=1,2,\dots.

For \alpha>-1,

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

For \alpha>0,

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

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

1.16.21 x^{\alpha}_{+}=\frac{1}{(\alpha+1)_{n}}D^{n}x_{+}^{\alpha+n},

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

1.16.22 \ln_{+}x=H\left(x\right)\ln x=\begin{cases}\ln x,&x>0,\\
0,&x\leq 0,\end{cases}

and define

§1.16(v) Tempered Distributions

The space \mathcal{T}(\mathbb{R}) of test functions for tempered distributions consists of all infinitely-differentiable functions such that the function and all its derivatives are O\left({\left|x\right|}^{-N}\right) as \left|x\right|\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 \left|x^{N}\phi_{n}^{(k)}\right|\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}({\mathbb{R}}^{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 {\mathbb{R}}^{n}. If k=(k_{1},\dots,k_{n}) is a multi-index and x=(x_{1},\dots,x_{n})\in{\mathbb{R}}^{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 {\mathbb{R}}^{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 {\mathbb{R}}^{n} is a continuous linear functional on \mathcal{D}_{n}.

The partial derivatives of distributions in {\mathbb{R}}^{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

The distributional derivative D^{k}f of f is defined by

where k is a multi-index and \left|k\right|=k_{1}+k_{2}+\dots+k_{n}.

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 Tempered Distributions

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

1.16.29 \mathscr{F}(\phi)(\mathbf{x})=\mathscr{F}\phi(\mathbf{x})=\frac{1}{(2\pi)^{n/2%
}}\int_{{\mathbb{R}}^{n}}\phi(\mathbf{t}){\mathrm{e}}^{\mathrm{i}\mathbf{x}%
\cdot\mathbf{t}}\,\mathrm{d}\mathbf{t},

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}. \mathscr{F}\phi(\mathbf{x}) is also in \mathcal{T}_{n}.

Let

1.16.30 \mathbf{D}=\left(\frac{1}{\mathrm{i}}\frac{\partial}{\partial x_{1}},\frac{1}{%
\mathrm{i}}\frac{\partial}{\partial x_{2}},\ldots,\frac{1}{\mathrm{i}}\frac{%
\partial}{\partial x_{n}}\right).

For a multi-index \boldsymbol{{\alpha}}=(\alpha_{1},\alpha_{2},\dots,\alpha_{n}), define

1.16.31 P(\mathbf{x})=\sum_{\boldsymbol{{\alpha}}}c_{\boldsymbol{{\alpha}}}\mathbf{x}^%
{\boldsymbol{{\alpha}}}=\sum_{\boldsymbol{{\alpha}}}c_{\boldsymbol{{\alpha}}}x%
_{1}^{\alpha_{1}}\cdots x_{n}^{\alpha_{n}},

and

1.16.32 P(\mathbf{D})=\sum_{\boldsymbol{{\alpha}}}c_{\boldsymbol{{\alpha}}}\mathbf{D}^%
{\alpha}=\sum_{\boldsymbol{{\alpha}}}c_{\boldsymbol{{\alpha}}}\left(\frac{1}{%
\mathrm{i}}\frac{\partial}{\partial x_{1}}\right)^{\alpha_{1}}\dots\left(\frac%
{1}{\mathrm{i}}\frac{\partial}{\partial x_{n}}\right)^{\alpha_{n}}.

Here \boldsymbol{{\alpha}} ranges over a finite set of multi-indices, P(\mathbf{x}) is a multivariate polynomial, and P(\mathbf{D}) is a partial differential operator. Then

and

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

1.16.35 \left\langle\mathscr{F}\left(u\right),\phi\right\rangle=\left\langle u,%
\mathscr{F}(\phi)\right\rangle,\phi\in\mathcal{T}_{n}.

The Fourier transform \mathscr{F}\left(u\right) of a tempered distribution is again a tempered distribution, and

1.16.36 \left\langle\mathscr{F}\left(P(\mathbf{D})u\right),\phi\right\rangle=\left%
\langle P_{-}\mathscr{F}\left(u\right),\phi\right\rangle=\left\langle\mathscr{%
F}\left(u\right),P_{-}\phi\right\rangle,
1.16.37 \left\langle\mathscr{F}\left(Pu\right),\phi\right\rangle=\left\langle P(%
\mathbf{D})\mathscr{F}\left(u\right),\phi\right\rangle,

in which P_{-}(\mathbf{x})=P(-\mathbf{x}); compare (1.16.33) and (1.16.34). In (1.16.36) and (1.16.37) the derivatives in P(\mathbf{D}) are understood to be in the sense of distributions, as defined in §1.16(ii) and we also use the convention (1.16.6).

§1.16(viii) Fourier Transforms of Special Distributions

Since \sqrt{2\pi}\mathscr{F}\left(\delta\right)=1, we have

in which \phi_{-}(x)=\phi(-x). The second to last equality follows from the Fourier integral formula (1.17.8). Since the quantity on the extreme right of (1.16.41) is equal to \sqrt{2\pi}\left\langle\delta,\phi\right\rangle, as distributions, the result in this equation can be stated as

and conventionally it is expressed as

see also (1.17.12).

It is easily verified that

1.16.44 \operatorname{sign}\left(x\right)=2H\left(x\right)-1,x\neq 0,

and from (1.16.15) we find

1.16.45 {\operatorname{sign}}^{\prime}=2H'=2\delta,

where H\left(x\right) is the Heaviside function defined in (1.16.13), and the derivatives are to be understood in the sense of distributions. Then

and from (1.16.36) with u=\operatorname{sign}, P(\mathbf{D})=D, and P_{-}(x)=-\mathrm{i}x, we have also

1.16.47 \mathscr{F}\left({\operatorname{sign}}^{\prime}\right)=\frac{x}{\mathrm{i}}%
\mathscr{F}\left(\operatorname{sign}\right).

Coupling (1.16.46) and (1.16.47) gives

that is

The Fourier transform of H\left(x\right) now follows from (1.16.42) and (1.16.48). Indeed, we have

that is

For more detailed discussions of the formulas in this section, see Kanwal (1983) and Debnath and Bhatta (2015).

§1.16(ix) References for Section 1.16

See Hildebrandt (1938) and Chihara (1978, Chapter II) for Stieltjes measures which are used in §18.39(iii); see also Shohat and Tamarkin (1970, Chapter II). Friedman (1990) gives an overview of generalized functions and their relation to distributions. See also Lighthill (1958), and Zemanian (1987).