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Derivative moments of a compact radial kernel

Statement

For W from Scaled symmetric compactly supported kernel family and coordinate indices j,k,l,

∫∂kW(z) dz=0,∫zj∂kW(z) dz=−δjk,∫zjzl∂kW(z) dz=0.

Also m₃=∫|z|³|∇W(z)|dz is finite.

Facts & Assumptions

Given: A radial C² compactly supported kernel W with integral one.

[F1]

Scaled symmetric compactly supported kernel family: W and its first derivatives are continuous and compactly supported, and ∫W=1.

[F2]

Symmetry cancels the first kernel moment: ∫z_jW(z)dz=0 in every coordinate.

[F3]

Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections: for a continuous function on a product rectangle, the compact multiple Riemann integral equals either iterated integral.

[F4]

Integration by parts for continuous factors with Riemann-integrable extensions of their interior derivatives: if F,G are continuous on a compact interval and their interior derivatives have integrable extensions, then ∫Fg=[FG]−∫F'G.

[F5]

A continuous real function on a compact Jordan measurable set is Riemann integrable over that set: a continuous function on a compact Jordan set is Riemann integrable.

Proof

1.1F1F3F4F5

Choose a box with the support of W in its interior. Every integrand below is continuous on this box by [F1] and integrable by [F5]. Fix all coordinates except z_k. Applying [F4] with F=W and G=1 gives ∫∂kW dz_k=0 because W vanishes near the two endpoints. Applying it with G=z_j gives ∫z_j∂kW dz_k=−δ{jk}∫W dz_k. Integrating the section identities over the remaining coordinates by [F3] gives the first identity and ∫z_j∂kW dz=−δ{jk}∫W dz=−δ{jk}.

2.1F1F2F3F4F5step 1.1∎

With G=z_jz_l, [F4] gives ∫z_jz_l∂kW dz=−δ{jk}∫z_lW dz−δ_{lk}∫z_jW dz after [F3] integrates the other coordinates. Both moments vanish by [F2]. Finally |z|³|∇W| is continuous and compactly supported, so [F5] makes its integral finite; this is m₃.

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