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Absolute value has a Dirac second derivative

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 1 §1.1 and Example 1.10, printed pp. 2–7: the absolute value is the standard example of a first-order weak derivative that is not continuous, and its second distributional derivative is the Dirac mass 2δ0.
  • John K. Hunter, Notes on Partial Differential Equations, Chapter 3 §3.1, printed pp. 47–49: the same computation, split at the corner, with the jump of the first derivative contributing the mass.

Statement

Assume Countable Choice. On R the function u(x)=∣x∣ is locally integrable, and its second distributional derivative is ∂2T∣x∣=2δ0, that is ⟨∂2T∣x∣,φ⟩=2φ(0) for every test function φ∈Cc∞(R). Consequently ∣x∣∈Wloc1,∞(R) but ∣x∣∉Wloc2,1(R): the distribution 2δ0 is not the regular distribution of any locally integrable function.

Facts & Assumptions

Given: Countable Choice, the function u(x)=∣x∣ on R, and a test function φ∈Cc∞(R).

[F1]

For u∈Lloc1(Ω) the regular distribution is Tu(φ)=∫Ωuφ; the resulting map is injective on almost-everywhere classes under Countable Choice (Locally integrable functions as regular distributions).

[F2]

The distributional derivative satisfies ⟨∂αT,φ⟩=(−1)∣α∣⟨T,∂αφ⟩ (Distributional derivative).

[F3]

The Dirac distribution is δ0(φ)=φ(0) (Dirac delta and its derivatives).

[F4]

Under Countable Choice, integration by parts on a compact interval gives ∫abu′v=u(b)v(b)−u(a)v(a)−∫abuv′ and ∫abu′=u(b)−u(a) for complex C1 functions (Complex integration by parts on intervals and decaying lines).

[F5]

A test function in Cc∞(R) is smooth with compact support; its zero extension to R is smooth with compact support, so outside a sufficiently large [−R,R] the function and all its derivatives vanish (Test function space d of an open set).

[F6]

Under Countable Choice, ∣x∣∈W1,p(I;R) for every 1≤p≤∞ and every bounded open interval I containing 0, with weak derivative the class of the sign function (The absolute value has a weak first derivative).

[F7]

Under Countable Choice, a C1 function on an open set has its classical first partials as weak derivatives (Classical derivatives agree with weak derivatives).

[F8]

Membership in W2,1(U) requires a locally integrable weak derivative class for every multi-index ∣α∣≤2, and Wloc2,1(R) means membership on every relatively compact open subinterval; the weak derivative is characterized by the signed test identity (Integer-order Sobolev spaces and their norms, Weak derivative of a locally integrable function).

[F9]

Assume Countable Choice. For every open Ω⊆Rn, the regular-distribution map is injective modulo almost-everywhere equality: if v∈Lloc1(Ω) and ∫Ωvφ=0 for every test function φ∈Cc∞(Ω), then v=0 almost everywhere on Ω (Locally integrable functions embed in distributions).

[F10]

If K⊆U⊆Rn with K compact and U open, then there is a smooth ρ:Rn→[0,1] with ρ=1 on K and supp⁡(ρ)⊆U; applied on R to the compact set {0} inside the open interval I=(−1,1), this provides a test function ψ∈Cc∞(I) with ψ(0)=1 (A Euclidean bump for a compact set inside an open set).

[F11]

The Axiom of Countable Choice is the only choice principle assumed (The Axiom of Countable Choice (ACω)).

Proof

technique · split the pairing at the corner, integrate by parts twice, and read off the jump as a point mass
1.1F1F2F4F9F10F11step 2.1step 1.2step 3.1

The function ∣x∣ is continuous, hence locally integrable, so [F1] defines the regular distribution T∣x∣. Since the second-order multi-index has ∣α∣=2, [F2] gives ⟨∂2T∣x∣,φ⟩=(−1)2⟨T∣x∣,φ′′⟩=∫R∣x∣φ′′(x) dx, a finite integral because φ′′ is bounded with compact support. By [F5] fix R>0 with supp⁡φ⊆(−R,R). [F1, F2, F5, given] 1.2 ∣x∣∈Wloc1,∞(R): let I be a bounded open interval. If 0∉I, then ∣x∣ is C1 on I with classical derivative ±1, so [F7] makes that constant the weak derivative, and both ∣x∣ and its derivative lie in L∞(I), giving ∣x∣∈W1,∞(I). If 0∈I, [F6] gives ∣x∣∈W1,∞(I) directly with bounded weak derivative represented by the sign function. As I was arbitrary, ∣x∣∈Wloc1,∞(R). [F6, F7, given] 2.1 On the interval [0,R] apply [F4] with u(x)=x and v=φ′: ∫0Rxφ′′(x) dx=[Rφ′(R)−0⋅φ′(0)]−(φ(R)−φ(0)). On [−R,0] apply [F4] with u(x)=−x: ∫−R0(−x)φ′′(x) dx=[(−x)φ′(x)]−R0+∫−R0φ′(x) dx=−Rφ′(−R)+φ(0)−φ(−R). By the choice of R in step 1.1 we have φ(±R)=0 and φ′(±R)=0, so both right-hand sides equal φ(0), and adding the two half-line integrals gives ∫R∣x∣φ′′(x) dx=2φ(0). Hence ⟨∂2T∣x∣,φ⟩=2φ(0)=2δ0(φ) by [F3], and since φ was arbitrary, ∂2T∣x∣=2δ0. [F3, F4, step 1.1, given] 3.1 ∣x∣∉Wloc2,1(R): suppose otherwise and take I=(−1,1). Then ∣x∣∈W2,1(I), so by [F8] there is v∈L1(I) representing the second weak derivative: ∫I∣x∣φ′′(x) dx=∫Iv(x)φ(x) dxfor every test φ supported in I. Step 2.1 computes the left side as 2φ(0) for every test function φ on R, hence for every test function supported in I. Let U+=(0,1) and U−=(−1,0). If φ is a test function supported in U+, then φ(0)=0, so ∫U+vφ=∫Ivφ=2φ(0)=0; as φ was arbitrary, [F9] applied on the open set U+ gives v=0 almost everywhere on U+. The same computation on U− gives v=0 almost everywhere on U−, and since I∖(U+∪U−)={0} is a singleton, hence null, v=0 almost everywhere on I. By [F10] applied to the compact set {0} inside the open set I there is a test function ψ∈Cc∞(I) with ψ(0)=1; the weak-derivative identity for this ψ gives ∫Ivψ=∫I∣x∣ψ′′=2ψ(0)=2, while v=0 almost everywhere on I gives ∫Ivψ=0, a contradiction. Hence ∣x∣∉W2,1(I) for this I, and therefore ∣x∣∉Wloc2,1(R). [F8, F9, F10, step 2.1] 4.1 The example is complete: the second distributional derivative of ∣x∣ is the point mass 2δ0, which has no locally integrable representative, while the first weak derivative exists and is bounded. The conclusion uses only Countable Choice [F11], used by the regular-distribution injectivity interfaces [F1] and [F9], the Lebesgue integration-by-parts interface [F4], the first-derivative interfaces [F6] and [F7], and the Sobolev interface [F8]. The bump construction [F10] and distributional differentiation [F2] are choice-free. The endpoint value of the sign representative at 0 is irrelevant, since a point is null. □

Sources

  • Juha Kinnunen, Sobolev Spaces, Chapter 1 §1.1 and Example 1.10: the absolute value has the sign function as its first weak derivative and the mass 2δ0 as its second distributional derivative; it therefore fails to be twice weakly differentiable.
  • John K. Hunter, Notes on Partial Differential Equations, Chapter 3 §3.1: the split integration by parts at the corner, where the jump of the first derivative contributes the boundary term.

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Sources