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The distributional derivative of a piecewise C1 function with a jump: (up)′=upreg′+[p] δt∗

Statement

Assume the Axiom of Countable Choice (ACω, The Axiom of Countable Choice (ACω)), used only through the Borel-measurability, Lebesgue-integration and distribution suppliers cited below. Let I⊆R be an open interval (Intervals of R: the nine order-convex forms, nondegeneracy, and length), let t∗∈I, and let p:I→R satisfy:

  1. p is continuous on I∖{t∗} and of class C1 on each of the two open intervals I∩(−∞,t∗) and I∩(t∗,∞);
  2. the one-sided limits p(t∗−):=lim⁡t↑t∗p(t), p(t∗+):=lim⁡t↓t∗p(t) and the one-sided limits of the derivative p′(t∗−):=lim⁡t↑t∗p′(t), p′(t∗+):=lim⁡t↓t∗p′(t) all exist in R.

Fix a value p(t∗)∈R arbitrarily (for instance p(t∗):=0) and define preg′:I→R by preg′(t):=p′(t) for t≠t∗ and preg′(t∗):=0. Put [p]:=p(t∗+)−p(t∗−) and let up,upreg′∈D′(I) be the associated regular distributions (Regular distribution from a locally integrable function, A locally integrable function on Rn): up(φ)=∫Ip(t) φ(t) dλ(t),upreg′(φ)=∫Ipreg′(t) φ(t) dλ(t).

Then p and preg′ are locally integrable on I, and

(up)′=upreg′+[p] δt∗

in D′(I) (Distributional derivative, Dirac delta and its derivatives): that is, for every test function φ∈D(I),

−∫Ip(t) φ′(t) dλ(t)=∫Ipreg′(t) φ(t) dλ(t)+[p] φ(t∗).

Both integrals are over the Lebesgue measure λ on R, and the pairing convention of the two sides is complex-linear in φ; it therefore suffices that the identity hold for real-valued test functions.

Facts & Assumptions

Given: ACω, an open interval I, a point t∗∈I, and a real function p satisfying the piecewise-C1 and one-sided-limit hypotheses above.

[L1]

The test space D(I) consists of the compactly supported C∞ functions on I; for φ∈D(I) the pairing of a distribution u is written ⟨u,φ⟩, and (u′)(φ)=−u(φ′); the Dirac distribution satisfies δt∗(φ)=φ(t∗); ∫I and ∫E denote the Lebesgue integral, with ∫Ef dλ=∫fχE dλ; a locally integrable f defines the regular distribution uf(φ)=∫Ifφ dλ (Distribution, Distributional derivative, Dirac delta and its derivatives, Test function space d of an open set, Regular distribution from a locally integrable function, A locally integrable function on Rn, Integral over a measurable subset).

[L2]

Complex Lebesgue integration by parts: for complex C1 functions u,v on a closed interval [a,b], a<b, one has ∫abu′v=u(b)v(b)−u(a)v(a)−∫abuv′ and ∫abu′=u(b)−u(a) (Complex integration by parts on intervals and decaying lines).

[L3]

Functions agreeing almost everywhere have the same integral over every measurable set, and the Lebesgue integral is linear on L1 (Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree, The Lebesgue integral is linear on L1(μ)); a bounded real function on a closed bounded interval that is continuous except at finitely many points is Riemann integrable, and a bounded Borel Riemann integrable function on a box is Lebesgue integrable with the same integral (A bounded function on [a,b] that is continuous except at finitely many points is Riemann integrable, Riemann–Lebesgue comparison for distribution test integrands).

[L4]

A real function continuous on [a,b] and differentiable on (a,b) has f(b)−f(a)=f′(c)(b−a) for some c∈(a,b). (The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a))

[L5]

A compact subset of the metric space R is closed, hence Borel, and under ACω every singleton in R is Lebesgue-null (A compact subset of a metric space is closed and bounded, Every at most countable subset of Rn is Lebesgue null; in particular λ1(Q)=0).

[L6]

For nonnegative measurable functions, pointwise order implies the same order of their Lebesgue integrals; with the integral-over-a-set convention, E⊆F gives ∫Eh dλ≤∫Fh dλ (Monotonicity and nonnegative homogeneity of the nonnegative integral, Integral over a measurable subset).

[L7]

A continuous real function on a nonempty compact metric space is bounded and attains its bounds (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).

Proof

technique · direct
1.1givenL1L3L5L6L7

Local integrability: put I−:=I∩(−∞,t∗) and I+:=I∩(t∗,∞). Both are open, and p and preg′ are continuous on each. For any open O⊆R, the preimage on either half is open relative to that open half, hence open in R; the preimage at t∗ is either empty or {t∗}. Thus both functions are Borel on I. Let K⊆I be compact. If K=∅, its integral is zero. Otherwise choose c<t∗<d with K∪{t∗}⊂(c,d) and [c,d]⊂I. Extending each one-sided reading of p and preg′ to t∗ by its finite one-sided limit gives continuous functions on [c,t∗] and [t∗,d]; [L7] bounds them there, and the fixed finite values at t∗ preserve boundedness. Hence p and preg′ are bounded on [c,d], and their absolute values are Borel and continuous except possibly at t∗. By [L3] they are Riemann integrable and Lebesgue integrable on [c,d]. The set K is Borel by [L5], and [L6] gives ∫K∣p∣ dλ≤∫[c,d]∣p∣ dλ<∞ and ∫K∣preg′∣ dλ≤∫[c,d]∣preg′∣ dλ<∞. Thus both functions are locally integrable and define the regular distributions in [L1].

1.2givenL1L2L3L5algebra

Let φ∈D(I) be real-valued. Choose a<t∗<b with supp⁡φ∪{t∗}⊂(a,b) and [a,b]⊂I; compactness of the support and openness of I allow this, without requiring a symmetric interval around t∗. Since φ vanishes outside [a,b], [L1] and [L3] give ∫Ipφ′ dλ=∫[a,b]pφ′ dλ=∫[a,t∗]pφ′ dλ+∫[t∗,b]pφ′ dλ, the second equality splitting the integral over the two overlapping half-intervals by linearity and the identity χ[a,b]=χ[a,t∗]+χ[t∗,b]−χ{t∗} (the subtracted term contributes 0 because the singleton {t∗} has measure zero).

2.1step 1.2givenL2L3L4L5algebra

On the left half-interval define pˉ−(t):=p(t) for t<t∗ and pˉ−(t∗):=p(t∗−); on [a,t∗] this extension is continuous. For t<t∗, the mean value theorem [L4] on [t,t∗] gives (pˉ−(t∗)−pˉ−(t))/(t∗−t)=p′(ξt) for some t<ξt<t∗. As t↑t∗ this tends to p′(t∗−), proving the endpoint derivative. Its derivative is continuous up to t∗; extend beyond t∗ by the affine function p(t∗−)+p′(t∗−)(t−t∗) to obtain a C1 function on an open neighborhood of [a,t∗]. On [a,t∗], p and pˉ− agree except at t∗, so [L3] and [L5] give ∫[a,t∗]pφ′ dλ=∫at∗pˉ−φ′ dλ. Lebesgue integration by parts [L2] for the C1 pair (pˉ−,φ) gives ∫at∗pˉ−φ′=pˉ−(t∗)φ(t∗)−pˉ−(a)φ(a)−∫at∗pˉ−′φ=p(t∗−)φ(t∗)−∫[a,t∗]preg′φ dλ, because φ(a)=0 and pˉ−′=preg′ on (a,t∗); the last integrals agree by [L3] and [L5].

2.2step 1.2givenL2L3L4L5algebra

On the right half-interval define pˉ+(t):=p(t) for t>t∗ and pˉ+(t∗):=p(t∗+). The mean value theorem [L4] on [t∗,t] shows that the right derivative of pˉ+ at t∗ is p′(t∗+); extending affinely to the left gives a C1 function on a neighborhood of [t∗,b]. Since p and pˉ+, and preg′ and pˉ+′, agree except at t∗, [L3] and [L5] give equality of their integrals against the tests on [t∗,b]. Integration by parts [L2], together with φ(b)=0, now gives ∫[t∗,b]pφ′ dλ=∫t∗bpˉ+φ′ dλ=pˉ+(b)φ(b)−pˉ+(t∗)φ(t∗)−∫t∗bpˉ+′φ=−p(t∗+)φ(t∗)−∫[t∗,b]preg′φ dλ.

3.1step 2.1step 2.2L1L3algebra∎

Adding the two identities of steps 2.1 and 2.2 and substituting into step 1.2 gives ∫Ipφ′ dλ=−(p(t∗+)−p(t∗−))φ(t∗)−∫Ipreg′φ dλ=−[p] φ(t∗)−∫Ipreg′φ dλ, that is, ⟨(up)′,φ⟩=−∫Ipφ′ dλ=∫Ipreg′φ dλ+[p]φ(t∗)=⟨upreg′+[p]δt∗,φ⟩ for every real-valued φ∈D(I) by [L1]. Since both sides are complex-linear in φ, the identity extends to all φ∈D(I) by applying it to Re⁡φ and Im⁡φ; hence (up)′=upreg′+[p]δt∗ in D′(I).

Depends on

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