Distribution Theory

In mathematical analysis, distributions (also known as generalized

functions) are objects which generalize functions and probability distributions.
They extend the concept of derivative to all integrable functions and beyond, and
are used to formulate generalized solutions of partial differential equations. They
are important in physics and engineering where many non-continuous problems
naturally lead to differential equations whose solutions are distributions, such as
the Dirac delta distribution.

"Generalized functions" were introduced by Sergei Sobolev in 1935. They were

independently introduced in late 1940s by Laurent Schwartz, who developed a
comprehensive theory of distributions.

Contents
• 1 Basic idea
• 2 Formal definition
• 3 Distributions as derivatives of continuous functions
• 4 Compact support and convolution
• 5 Tempered distributions and Fourier transform
• 6 Using holomorphic functions as test functions
• 7 Problem of multiplication
• 8 See also

• 9 References

Basic idea
The basic idea is to identify functions with abstract linear functionals on a space
of unproblematic test functions (conventional and well-behaved functions).
Operators on distributions can be understood by moving them to the test
function.

For example, if

f:R→R

is a locally integrable function, and

φ:R→R

is a smooth (that is, infinitely differentiable) function with compact support (so,
identically zero outside of some bounded set), then we set
 .

This is a real number which linearly and continuously depends on φ. One can
therefore think of the function f as a continuous linear functional on the space
which consists of all the "test functions" φ.

Similarly, if P is a probability distribution on the reals and φ is a test function,

then

is a real number that continuously and linearly depends on φ: probability

distributions can thus also be viewed as continuous linear functionals on the
space of test functions. This notion of "continuous linear functional on the space
of test functions" is therefore used as the definition of a distribution.

Such distributions may be multiplied with real numbers and can be added
together, so they form a real vector space. In general it is not possible to define a
multiplication for distributions, but distributions may be multiplied with
infinitely differentiable functions.

To define the derivative of a distribution, we first consider the case of a

differentiable and integrable function f : R → R. If φ is a test function, then we
have

using integration by parts (note that φ is zero outside of a bounded set and that
therefore no boundary values have to be taken into account). This suggests that if
S is a distribution, we should define its derivative S' by

It turns out that this is the proper definition; it extends the ordinary definition of
derivative, every distribution becomes infinitely differentiable and the usual
properties of derivatives hold.

Example: The Dirac delta (so-called Dirac delta function) is the distribution
defined by
It is the derivative of the Heaviside step function: For any test function ,

so H' = δ. Similarly, the derivative of the Dirac delta is the distribution

This latter distribution is our first example of a distribution which is neither a

function nor a probability distribution.

Formal definition
In the sequel, real-valued distributions on an open subset U of Rn will be formally
defined. (With minor modifications, one can also define complex-valued
distributions, and one can replace Rn by any smooth manifold.) First, the space
D(U) of test functions on U needs to be explained. A function φ : U → R is said
to have compact support if there exists a compact subset K of U such that φ(x) =
0 for all x in U \ K. The elements of D(U) are the infinitely often differentiable
functions φ : U → R with compact support. This is a real vector space. We turn it
into a topological vector space by stipulating that a sequence (or net) (φk)
converges to 0 if and only if there exists a compact subset K of U such that all φk
are identically zero outside K, and for every ε > 0 and natural number d ≥ 0 there
exists a natural number k0 such that for all k ≥ k0 the absolute value of all d-th
derivatives of φk is smaller than ε. With this definition, D(U) becomes a complete
topological vector space (in fact, a so-called LF-space).

The dual space of the topological vector space D(U), consisting of all continuous
linear functionals S : D(U) → R, is the space of all distributions on U; it is a
vector space and is denoted by D'(U). The dual pairing between a distribution S
in D′(U) and a test function φ in D(U) is denoted using angle brackets thus:

The function f : U → R is called locally integrable if it is Lebesgue integrable

over every compact subset K of U. This is a large class of functions which includes
all continuous functions. The topology on D(U) is defined in such a fashion that
any locally integrable function f yields a continuous linear functional on D(U)
whose value on the test function φ is given by the Lebesgue integral ∫ U fφ dx. Two
locally integrable functions f and g yield the same element of D'(U) if and only if
they are equal almost everywhere. Similarly, every Radon measure μ on U (which
includes the probability distributions) defines an element of D'(U) whose value
on the test function φ is ∫φ dμ.

As mentioned above, integration by parts suggests that the derivative ∂S/∂xk of

the distribution S in the direction xk should be defined using the formula

for all test functions φ. In this way, every distribution is infinitely differentiable,
and the derivative in the direction xk is a linear operator on D′(U). In general, if α
= (α1, ..., αn) is an arbitrary multi-index and ∂α denotes the associated mixed
partial derivative operator, the mixed partial derivative ∂αS of the distribution S
∈ D′(U) is defined by

The space D'(U) is turned into a locally convex topological vector space by
defining that the sequence (Sk) converges towards 0 if and only if Sk(φ) → 0 for
all test functions φ; this topology is called the weak-* topology. This is the case if
and only if Sk converges uniformly to 0 on all bounded subsets of D(U). (A subset
of E of D(U) is bounded if there exists a compact subset K of U and numbers dn
such that every φ in E has its support in K and has its n-th derivatives bounded
by dn.) With respect to this topology, differentiation of distributions is a
continuous operator; this is an important and desirable property that is not
shared by most other notions of differentiation. Furthermore, the test functions
(which can themselves be viewed as distributions) are dense in D'(U) with respect
to this topology.

If ψ : U → R is an infinitely often differentiable function and S is a distribution

on U, we define the product Sψ by (Sψ)(φ) = S(ψφ) for all test functions φ. The
ordinary product rule of calculus remains valid.

Distributions as derivatives of continuous

functions
The formal definition of distributions exhibits them as a subspace of a very large
space, namely the algebraic dual of D(U). 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. (The precise theorem is below.) In other words, 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.

One precise version of the theorem is the following. [1] Let S be a distribution on U.
Then for every multi-index α, there exists a continuous function gα such that any
compact subset K of U intersects the supports of only finitely many gα, and such
that

Compact support and convolution

We say that a distribution S has compact support if there is a compact subset
K of U such that for every test function φ whose support is completely outside of
K, we have S(φ) = 0. Alternatively, one may define distributions with compact
support as continuous linear functionals on the space C∞(U); the topology on
C∞(U) is defined such that φk converges to 0 if and only if all derivatives of φ k
converge uniformly to 0 on every compact subset of U.

If both S and T are distributions on Rn and one of them has compact support,
then one can define a new distribution, the convolution S ∗ T of S and T, as
follows: if φ is a test function in D(Rn) and x, y elements of Rn, write φx(y) = φ (x
+ y), ψ(x) = T(φx) and (S ∗ T) (φ) = S(ψ). This generalizes the classical notion of
convolution of functions and is compatible with differentiation in the following
sense:

d/dx (S ∗ T) = (d/dx S) ∗ T = S ∗ (d/dx T).

This definition of convolution remains valid under less restrictive assumptions

about S and T. [2][3]

Tempered distributions and Fourier

transform
By using a larger space of test functions, one can define the tempered
distributions, a subspace of D'(Rn). These distributions are useful if one studies
the Fourier transform in generality: all tempered distributions have a Fourier
transform, but not all distributions have one.

The space of test functions employed here, the so-called Schwartz space, is the
space of all infinitely differentiable rapidly decreasing functions, where φ : Rn →
R is called rapidly decreasing if any derivative of φ, multiplied with any power of
|x|, converges towards 0 for |x| → ∞. These functions form a complete
topological vector space with a suitably defined family of seminorms. More
precisely, let

for α, β multi-indices of size n. Then φ is rapidly-decreasing if all the values

The family of seminorms pα, β defines a locally convex topology on the Schwartz-
space. It is metrizable and complete.

The space of tempered distributions is defined as the dual of the Schwarz

space. In other words, a distribution F is a tempered distribution if and only if

for all multi-indices α, β implies

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 all square-
integrable functions are tempered distributions. All locally integrable functions f
with at most polynomial growth, i.e. such that f(x)=O(|x|r) for some r, are
tempered distributions.

To study the Fourier transform, it is best to consider complex-valued test

functions and complex-linear distributions. The ordinary continuous Fourier
transform F yields then an automorphism of Schwartz-space, and we can define
the Fourier transform of the tempered distribution S by (FS)(φ) = S(Fφ) for
every test function φ. FS is thus again a tempered distribution. The Fourier
transform is a continuous, linear, bijective operator from the space of tempered
distributions to itself. This operation is compatible with differentiation in the
sense that

F (d/dx S) = ix FS

and also with convolution: if S is a tempered distribution and ψ is a slowly

increasing infinitely differentiable function on Rn (meaning that all derivatives of
ψ grow at most as fast as polynomials), then Sψ is again a tempered distribution
and
 F(Sψ) = FS ∗ Fψ.

Using holomorphic functions as test functions

The success of the theory led to investigation of the idea of hyperfunction, in
which spaces of holomorphic functions are used as test functions. A refined
theory has been developed, in particular by Mikio Sato, using sheaf theory and
several complex variables. This extends the range of symbolic methods that can
be made into rigorous mathematics, for example Feynman integrals.

Problem of multiplication
The main problem of the theory of distributions (and hyperfunctions) is that it is
a purely linear theory, in the sense that the product of two distributions cannot
consistently be defined (in general), as has been proved by Laurent Schwartz in
the 1950s.

Thus, nonlinear problems cannot be posed and thus not solved in distribution
theory. In the context of quantum field theory, the non-respect of this fact is one
of the sources of the "divergencies". Although in the context of the latter theory,
Henri Epstein and Vladimir 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 Navier-Stokes equations of fluid dynamics.

In view of this, several theories of algebras of generalized functions have been

developed, among which Colombeau's (simplified) algebra is maybe the most
popular in use today.