Definition
Distributional derivative
The distributional derivative transfers differentiation to test functions with the sign dictated by integration by parts.
Definition
Let be a distribution on an open set . For a multi-index , its distributional derivative is the distribution defined by
for every in the test-function space. The sign is the one forced by repeated integration by parts. Continuity of on the test-function space ensures that is again a distribution. For , this extends the classical partial derivative.
Agreement with classical differentiation
If is continuously differentiable and is the distribution induced by , integration by parts gives
No boundary term appears because test functions have compact support inside . Hence the generalized definition does not alter classical derivatives where those derivatives exist.
Singular derivatives
Distributional differentiation can detect jumps. On , the Heaviside function defines a regular distribution and satisfies . More generally, differentiating a piecewise smooth function produces its ordinary derivative away from jumps together with delta terms whose coefficients are the jump sizes.
Algebraic properties
Distributional derivatives are linear, commute with one another, and exist to every order for every distribution. If is smooth, the product rule
holds. These properties let differential operators with smooth coefficients act on distributions without requiring pointwise differentiability Hörmander, §2.1.
References
- Lars Hörmander, The Analysis of Linear Partial Differential Operators I: Distribution Theory and Fourier Analysis, 2nd ed., Springer, 2003. DOI record. Relevant: §2.1 on differentiation of distributions.
- F. G. Friedlander and M. Joshi, Introduction to the Theory of Distributions, 2nd ed., Cambridge University Press, 1998. Publisher record. Relevant: Chapter 2 on operations on distributions.