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Compact-support variation: the fundamental lemma, integration by parts and differentiation under the integral sign

Statement

Work in an inertial chart x of the affine Minkowski model, identifying a nonempty open Ω⊆A with its image in R4; all integrals are Riemann (Darboux) integrals. (a) If g:Ω→R is continuous and ∫Ωg ψ d4x=0 for every smooth compactly supported ψ:Ω→R, then g=0 on Ω. (b) If f:Ω→R is C1 and compactly supported and g:Ω→R is C1, then for each a, ∫Ω(∂af)g d4x=−∫Ωf(∂ag) d4x, provided g is C1 on Ω and the products are extended by zero outside supp⁡f. (c) Let s0>0. If F:(−s0,s0)×Ω→R is continuous with continuous ∂sF and there is a compact K⋐Ω with F(s,z)=0 for z∉K and all s, then s↦∫ΩF(s,z) d4z is C1 on (−s0,s0) with derivative ∫Ω∂sF(s,z) d4z. The lemma is choice-free and is stated for the exact Riemann integration theory on bounded rectangles; no distribution theory, no Lloc1 hypothesis and no choice principle is used.

Facts & Assumptions

Given: The affine Minkowski model (A,V,η,C+) with an inertial chart x (Oriented time-oriented affine Minkowski space (the spacetime primitives), Inertial frames and inertial charts of the affine Minkowski model), a nonempty open Ω⊆A identified with its image x(Ω)⊆R4, and coordinates x0,x1,x2,x3 whose partial derivatives ∂a are those of Directional derivatives and partial derivatives of a map U⊆Rm→Rn. For a continuous h:Ω→R vanishing outside a compact subset of Ω, the symbol ∫Ωh d4x denotes the compactly supported Riemann integral over R4 of the zero extension h~ (The support of a function on Rn and its compactly supported Riemann integral); a closed nondegenerate rectangle is called a box.

[F1]

Compactness of the support and a bounding box: a compact set K⊆Ω is contained in the interior of some box, and every box in R4 with pairwise distinct side endpoints has positive volume. A finite union of boxes is compact and bounded. (The support of a function on Rn and its compactly supported Riemann integral, The Riemann integral of a compactly supported function is independent of its bounding rectangle)

[F2]

If h~ is Riemann integrable on one box whose interior contains supp⁡h~, it is integrable on every such box and all the integrals agree. (The Riemann integral of a compactly supported function is independent of its bounding rectangle)

[F3]

The multidimensional integral is linear, monotone and satisfies ∣∫Qf∣≤∫Q∣f∣; cutting a box along a coordinate hyperplane that meets its interior splits the integral additively. (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm)

[F4]

Every continuous function on a closed nondegenerate rectangle is Riemann integrable. (Every continuous function on a closed nondegenerate rectangle in Rm is Riemann integrable)

[F5]

For a constant c on a nondegenerate box Q, every lower and upper Darboux sum equals cvol⁡(Q), so ∫Qc=cvol⁡(Q); for a nondegenerate closed box Q1⊆Q, the zero-extended indicator of Q1 is integrable on Q with integral equal to the content of Q1, which is its volume. (The lower and upper Darboux integrals over a nondegenerate rectangle in Rm, A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content)

[F6]

If A⊆Rp, B⊆Rq are nondegenerate closed rectangles and f:A×B→R is Riemann integrable, then the iterated integral in an order in which every section is integrable equals ∫A×Bf. (Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections)

[F7]

If G:[u,v]→R is differentiable at every point of [u,v] as a function on that interval, then ∫uvG′=G(v)−G(u) whenever G′ is integrable on [u,v]. (The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a))

[F9]

For every compact K inside an open U⊆R4 there is a smooth ρ:R4→[0,1] with ρ=1 on K and supp⁡ρ⊆U. (A Euclidean bump for a compact set inside an open set)

[F10]

If g,h:[u,v]×[w1,w2]→R are continuous and x↦g(x,t) is differentiable on (u,v) with derivative h(x,t) for every t, then G(x)=∫w1w2g(x,t) dt has G′(x)=∫w1w2h(x,t) dt. (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral)

[F11]

A continuous function on a compact metric space is uniformly continuous. (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous)

[F12]

Sums, scalar multiples and products of continuous real-valued maps on a topological space are continuous where defined; in particular the product gψ of a continuous g:Ω→R and a smooth real-valued ψ on Ω is continuous, and the nonnegativity of a product of a nonnegative and a nonnegative function is pointwise. (Sums, products, absolute values, finite maxima and minima, and quotients of continuous real-valued maps on a topological space are continuous where defined)

Proof

technique · direct
1.1givenF1F2F4F13

Zero extensions. If a continuous u:Ω→R vanishes outside a compact K⊆Ω, its zero extension is continuous on R4: it is continuous at points of Ω, and every point outside Ω has a neighbourhood disjoint from the closed set K, on which the extension is zero. Its support lies in K; [F1], [F2] and [F4] therefore define its finite integral independently of a bounding rectangle. The same argument gives a C1 zero extension when u is C1, with derivatives extended by zero; outside K both u and its derivatives vanish. For the parameter family in (c), zero extension of F and ∂sF is jointly continuous on (−s0,s0)×R4, and the extended parameter derivative is still ∂sF, because the common support K gives the same zero neighbourhoods.

2.1givenF3F5F9F12F13step 1.1

Fundamental lemma. Suppose g(p)≠0 and set σ=1 if g(p)>0, σ=−1 otherwise. Continuity and openness give a nondegenerate closed box Q⊆Ω and a>0 with σg≥a on Q. Choose a smaller nondegenerate closed box Q1⊆int⁡Q. By [F9] and [F13] there is a smooth ρ:R4→[0,1], equal to 1 on Q1, whose support is a compact subset of int⁡Q; compactness follows because the support is closed and bounded. For ψ=σρ∣Ω, the continuous product gψ is nonnegative, compactly supported, and at least a on Q1. On a bounding rectangle, [F3] and [F5] give ∫Ωgψ≥avol⁡(Q1)>0, contrary to the test hypothesis. Thus g=0, proving (a).

2.2givenF1F3F4F6F7F8step 1.1

Integration by parts. For (b), put K=supp⁡f. The function fg is C1 on Ω, vanishes outside K, and has a C1 zero extension u by step 1.1. Its derivative ∂au is the zero extension of (∂af)g+f∂ag by [F8]. Choose a nondegenerate bounding rectangle with K in its interior. On each line in the ath coordinate, u vanishes at both endpoints, so [F7] gives integral zero for ∂au. By [F4] and [F6], integrating over the remaining coordinates gives 0=∫Ω(∂af)g+∫Ωf∂ag. This is (b).

2.3givenF2F4F6F10F11F13step 1.1

Parameter differentiation. For (c), fix a closed interval [u,v]⊆(−s0,s0) with u<v and a nondegenerate rectangle Q containing K in its interior. Use the joint zero extensions from step 1.1 on [u,v]×Q. Integrating in one coordinate produces a jointly continuous function of s and the remaining coordinates: its difference at two parameter tuples is bounded by that coordinate's interval length times the uniform oscillation of F on the compact product, which tends to zero by [F11]. Apply [F10] with s as parameter to differentiate this one-coordinate integral. The resulting derivative, the integral of ∂sF, is jointly continuous by the same bound and [F11]. Repeat this argument in each of the four coordinates. [F4] and [F6] identify the repeated integrals with the four-dimensional integrals; hence G(s):=∫ΩF(s,z) d4z is C1 on [u,v] and G′(s)=∫Ω∂sF(s,z) d4z.

3.1F9F13step 2.1step 2.2step 2.3∎

Every parameter in (−s0,s0) lies in the interior of such a closed interval, so step 2.3 proves (c) on the entire open interval. Steps 2.1 and 2.2 prove (a) and (b). All selections are finite, the bump supplier and [F13] are choice-free, and no distributional or local-integrability hypothesis is used.

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