In this paragraph, n denotes a natural number. We shall denote by μ the Lebesgue measure on Rn, as well as its restriction to every locally compact set of Rn.
We denote
x⋅y=i=1∑nxiyi
the scalar product on the euclidean space Rn; the euclidean norm is denoted by x↦∥x∥ (TG, VI, p. 7). We recall that the group Rn is in duality with itself relative to the mapping (x,y)↦ exp(2iπx⋅y) and that the dual measure of the Lebesgue measure is then identified with the Lebesgue measure (corollary 3 of II, p. 236). We denote by F (resp. F) the Fourier transform (resp. the Fourier cotransform) of Rn (cf. no9 of II, p. 237).
For every α=(αi)1⩽i⩽n∈Nn, we shall denote by Xα the function of Rn
a) Let K be a compact subset of U and V an open neighbourhood of K in U. There exists a function φ∈C∞(U) with compact support contained in V such that 0⩽φ⩽1 and such that φ(x)=1 for every x∈K;
b) For every locally finite open covering of U, there exists a partition of unity formed of functions of class C∞ which is subordinate to it.
Let U be an open subset of Rn and k∈N. Let E, F and G be topological vector spaces and let b:E×F→G be a continuous bilinear mapping. Let f and g be functions of class Ck from U into E and F respectively. Then the mapping h:x↦b(f(x),g(x)) is of class Ck in U; moreover, for every α∈Nn such that ∣α∣⩽k and for every x∈U, we have
α(α)βα−β
∂h(x)=∑b(∂f(x),∂g(x))
β∈Nnβ
β⩽α
The mapping h is the composite of the mapping (f,g):U→E×F, which is of class Ck, and of the mapping b:E×F→G which is of class C∞. It is therefore of class Ck. The expression for its partial derivatives results from Leibniz's formula (FVR, I, p. 28, prop. 2, cf. A, III, p. 122, corollary).
We recall that a separated locally convex topological vector space is a Montel space if it is barrelled and if every bounded subset is relatively compact (EVT, IV, p. 18, def. 4).
We also recall that if E and F are locally convex spaces, and if E is bornological (EVT, III, p. 12, def. 1), a linear mapping u:E→F is continuous if and only if the image by u of every bounded subset of E is bounded in F (EVT, III, p. 11, prop. 1, (iiibis), when F is semi-normed, the general case resulting formally from this, cf. EVT, II, p. 7, prop. 5, b)).
1. Derivation under the sum sign
Let X be a locally compact topological space and ν a measure on X. Let E be a Banach space.
Let I be an interval of R and f a mapping from X×I into E such that
(i) For every t∈I, the mapping x↦f(x,t) of X into E is ν-integrable;
(ii) For every x∈X, the mapping t↦f(x,t) of I into E admits a derivative, denoted by t↦f′(x,t);
(iii) There exists a positive ν-integrable function g on X such that ∥f′(x,t)∥⩽g(x) for every (x,t)∈X×I.
Then the mapping F of I into E defined by
F(t)=∫Xf(x,t)dν(x)
is differentiable in I, and for every t∈I, one has
F′(t)=∫Xf′(x,t)dν(x)
Let t0∈I and let J be an interval of R contained in I which is a neighbourhood of t0 in I. Let h:X×J→E be the mapping defined by (x,t)↦(f(x,t)−f(x,t0))/(t−t0) for (x,t)∈X×(J−{t0}) and (x,t0)↦f′(x,t0) for x∈X. Let x∈X. One has ∥h(x,t0)∥⩽g(x) and, for every t=t0, one has ∥h(x,t)∥⩽g(x) by FVR, I, p. 23, th. 2. By definition of the derivative, the proposition follows from corollary 1 of INT, IV, p. 144, § 4, no3, applied to the mapping h.
Let us resume the notation of VAR, R1, 2.4, p. 19 concerning partial derivatives.
Let k be a natural number. Let f∈L1(Rn,μ) and g∈Ck(Rn). Suppose that for every α∈Nn such that ∣α∣⩽k, the function ∂αg is bounded. Then the convolution product f∗g belong to Ck(Rn) and for every α such that ∣α∣⩽k, one has ∂α(f∗g)=f∗∂αg.
One can apply corollary 1 to the space X=Rn, to Lebesgue measure and to the mapping h defined by (x,t)↦f(x)g(t−x) from Rn×Rn into C; indeed, for every α∈Nn such that ∣α∣⩽k, one has the inequality
∣∂αh(x,t)∣⩽(sup∣β∣⩽k supy∈Rn∣∂βg(y)∣)∣f(x)∣
whose right-hand side is an integrable function on Rn.
Let N be a norm on Rn,r a real number and p∈[1,+∞[.
a) The function (1+N)r belong to Lp(Rn,μ) if and only if rp<−n;
a′) The restriction to Zn of the function (1+N)r belong to ℓp(Zn) if and only if rp<−n;
b) Let V be a bounded measurable neighbourhood of 0 in Rn. The function Nr belong to Lp(Rn−V,μ) if and only if rp<−n.
By virtue of the equivalence of norms on Rn (EVT I, p. 14, th. 2 and TG, IX, p. 32, prop. 8), we may suppose that the norm N is given by N(x)= sup∣xi∣ for x=(xi)∈Rn. Let B denote the unit ball of Rn for this norm.
Let V be a bounded measurable neighbourhood of 0 in Rn. The function Nr is continuous and bounded on (B- V)∪(V- B), which shows that assertion b) is valid if and only if it is so when V = B, which we shall henceforth suppose. Since the function (1+N)r is continuous and bounded on B, and satisfies the inequalities Nr⩽(1+N)r⩽2rNr on Rn− B, we see that assertions a) and b) are equivalent.
Let us prove b) when V = B. We may suppose that p=1. Since the case where r>0 is elementary, suppose that r⩽0. For every integer j⩾1, the set
Cj={x∈Rn∣2j−1⩽N(x)<2j}
is of measure 2nj(2n−1). The sets (Cj)j⩾1 form a partition of Rn− B. According to INT, V, p. 4, § 1, No.o1, cor., one therefore has
∫∗Nrdμ=∑∫∗Nrdμ
Rn−Bj⩾1Cj
⩽∑j⩾12n+nj2r(j−1)=2n−r∑j⩾12(n+r)j which is finite if r<−n. On the other hand, one has (loc. cit.)
∫∗Nrdμ⩾∑2rj2nj(2n−1)=(2n−1)∑2(r+n)j
Rn−Bj⩾1j⩾1
which is infinite if r⩾−n.
One proves a′) similarly by considering the sets Cj∩Zn which cover Zn−{0} and satisfy
Card(Cj∩Zn) =(2j+1−1)n−(2j−1)n,
which belongs to the interval [(1−2−n)(2j+1−1)n,2n(j+1)].
3. Test functions
In this No., U denotes an open subset of Rn. For p∈[1,+∞], we shall write Lp(U) and Lp(U) rather than Lp(U,μ) and Lp(U,μ). We identify the continuous functions belonging to Lp(U) with their image in Lp(U).
Let us endow the space C∞(U) of indefinitely differentiable complex-valued functions in U with the topology defined by the family of seminorms pα,K defined for α∈Nn and K⊂U by
pα,K(φ)= supx∈K∣∂αφ(x)∣.
This space is complete (cf. EVT, III, p. 9, example b)).
For every compact subset K of U, we denote by CK∞(U) the subspace of C∞(U) formed by the functions with support in K. The space CK∞(U) is endowed with the topology induced by that of C∞(U). It is a Fréchet space, a countable family of seminorms defining its topology being the family (pα,K)α∈Nn. In particular, it is a bornological space (EVT, III, p. 12, prop. 2).
We denote by D(U) the vector space K(U)∩C∞(U) of functions of class C∞ with compact support in U. We say that D(U) is the space of test functions in U. The space D(U) is the inductive limit of the spaces CK∞(U) and is endowed with the corresponding inductive limit locally convex topology (EVT, II, p. 31).
This space is denoted by C∘∞(U) in EVT, III, p. 9.
Let (Km) be an increasing sequence of compact subsets of U whose interiors form a covering of U. The space D(U) is then the strict inductive limit of the spaces CKm∞(U) (EVT, III, p. 9). It is therefore a complete space (EVT, II, p. 35, prop. 9). Every bounded subset of D(U) is contained in one of the subspaces CKm∞(U) (EVT, III, p. 5, prop. 6). This means that B⊂D(U) is bounded if and only if there exist a compact subset K of U and a family (Mα)α∈Nn in R+ such that B is contained in the set of functions φ∈CK∞(U) satisfying
pα,K(φ)⩽Mα
for every α∈Nn.
The space D(U) is a bornological space (EVT, III, p. 12, example 3) and a Montel space (EVT, IV, p. 18, example 4).
Let V be an open subset of Rn contained in U. If K⊂V is compact, then restriction of functions to V defines a continuous surjective linear mapping of CK∞(U) onto CK∞(V). Extension by zero of a function defined on V induces an injective continuous linear mapping, called canonical, of D(V) into D(U).
One defines analogously the space DR(U) of real-valued test functions in U. The linear mapping such that z⊗φ↦zφ for every z∈C and every φ∈DR(U) is an isomorphism of C⊗DR(U) onto D(U).
Let U be an open covering of U. There exists a locally finite open covering of U finer than U and formed of relatively compact sets.
Since U is locally compact, there exists a covering V of U finer than U consisting of open sets relatively compact in U. Since U is paracompact (TG, IX, p. 51, th. 4), there exists a locally finite open covering W finer than V. Then W is finer than U and consists of open sets relatively compact.
Let f∈K(Rn) and let V be an open neighbourhood of the support K of f. There exists an integer m0⩾1 such that, for every x∈K, the set V contains the ball of radius m0−1 with centre at x. For every integer m>m0, let Vm be the closed ball of radius m−1 with centre at 0 in Rn and let φm be a test function with support in Vm, positive and of integral 1. Put fm=φm∗f.
a) One has fm∈D(Rn) and the support of fm is contained in V ;
b) Let p∈[1,+∞]. The sequence (fm)m>m0 converges to f in Lp(Rn).
By TG, IX, p. 14, remark, one has d(K,Rn−V)>0. Let m0⩾1 be an integer such that m0−1<d(K,Rn− V) ; it satisfies the required condition. For every m>m0, the function fm is continuous (INT, VIII, p. 166, § 4, no5, prop. 11) and with support contained in K+Vm (INT, VIII, p. 126, § 1, no4, prop. 5), hence in V. By Corollary 2 of IV, p. 198, one has fm∈D(Rn). If p=+∞, then the sequence (fm) converges to f in Lp(Rn) (INT, VIII, p. 172, § 4, no7, prop. 20).[^1]
Suppose that p=+∞. Let ε>0. The function f is uniformly continuous on Rn, therefore there exists an integer m1>m0 such that, for every m⩾m1 and all x∈Rn and y∈Vm, one has ∣f(x)−f(x−y)∣<ε.
For every m⩾m1, the function φm vanishes outside Vm, is positive and of integral 1. One therefore deduces the inequality
a) The canonical injection of D(U) into K(U) is continuous and D(U) is dense in K(U);
b) For every p∈[1,+∞[, the canonical injection of D(U) into Lp(U) is continuous and D(U) is dense in Lp(U).
Every continuous seminorm on K(U) is continuous on D(U), hence the canonical injection of D(U) into K(U) is continuous.
Let f∈K(U). There exists a sequence (fm)m∈N in D(U) which converges uniformly to f on U and such that the supports of the fm are contained in a fixed relatively compact neighbourhood of the support of f (Lemma 3). The sequence (fm) therefore converges to f in K(U). This concludes the proof of a).
Let p∈[1,+∞[. Let f∈D(U) and let K be the support of f. One then has the inequality Np(f)⩽μ(K)1/p supx∈K∣f(x)∣, hence the canonical injection of D(U) into Lp(U) is continuous. The last part of assertion b) then results from a).
Since the product of two test functions is again a test function, Leibniz's formula (FVR, I, p. 28, prop. 2) shows that the space D(U) is a topological algebra.
More generally, let f∈C∞(U). The linear mapping φ↦fφ of D(U) into D(U) is then continuous. In fact, for every compact subset K of U and every α∈Nn, one has
(α)
pα,K(fφ)⩽∑pβ,K(f)pα−β,K(φ)
β
0⩽β⩽α
(cf. loc. cit.).
4. Distributions
We retain the notation of the preceding number; U therefore denotes an open subset of Rn.
The dual space of D(U), endowed with the topology of bounded convergence, is called the space of distributions on U. It is denoted by D′(U).
A distribution on U is therefore a continuous linear form on D(U).
If f is a linear form on D(U) (and in particular if f is a distribution) and if φ belongs to D(U), we shall denote by ⟨f,φ⟩ the value of f at φ.
Since D(U) is bornological, the space D′(U) is complete (EVT, III, p. 24, cor. 1). Since D(U) is a Montel space, the same is true of D′(U) (EVT, IV, p. 19, prop. 9). In particular, the space D′(U) is reflexive (EVT, IV, p. 16, th. 2).
Let f be a linear mapping of D(U) into C. Then f is a distribution if and only if, for every compact subset K of U and every family (Mα)α∈Nn in R+, the linear form f is bounded on the set of functions φ∈CK∞(U) such that, for every α∈Nn, one has
supx∈K∣∂αφ(x)∣⩽Mα.
In fact, the space D(U) is bornological and every bounded subset of D(U) is contained in one of the bounded sets described in the statement.
Let F be a filter on D′(U) having a countable basis or containing a simply bounded set. Then F converges to a distribution if and only if ⟨f,φ⟩ converges according to F for every test function φ on U.
In particular, a sequence (fm)m∈N of distributions converges to a distribution f if and only if, for every φ∈D(U), the sequence (⟨fm,φ⟩)m∈N converges to ⟨f,φ⟩.
Since D′(U) is a Montel space, hence barrelled, this follows from the Banach-Steinhaus theorem (EVT, III, p. 26, cor. 3 of th. 1).
Let V be an open set contained in U. The transpose of the canonical linear mapping of D(V) into D(U) is a continuous linear mapping of D′(U) into D′(V), called the restriction of distributions from U to V and denoted by rVU, or sometimes rV,U.
One has rVV=1D′(V). If W⊂V⊂U are open sets in U, then one has rWV∘rVU=rWU. In other words, if T denotes the topology on U, the projective system D′(U)=((D′(V))V∈T,(rWV)) is a presheaf on U with values in the Species of structures of locally convex topological vector spaces (TA, I, p. 42, def. 1 and p. 66, §10).
Let us recall (TA, I, p. 43, def. 2) that this means that for every open subset V of U and every open covering (Vi)i∈I of V, the following conditions are satisfied:
(i) The mapping (rViV)i∈I:D′(V)→∏i∈ID′(Vi) is injective;
(ii) For every family (fi)∈∏i∈ID′(Vi) such that
r(Vi∩Vi′)Vi(fi)=r(Vi∩Vi′)Vi′(fi′)
for every pair (i,i′)∈I×I, there exists a distribution f∈D′(V) such that for every i∈I, one has rViV(f)=fi.
Let V be an open set of U and V=(Vi)i∈I an open covering of V. Let (Wj)j∈J be a locally finite open covering of V, finer than V and formed of relatively compact subsets (lemma 2 of IV, p. 201). Let us fix a partition of unity (φj)j∈J subordinate to the covering (Wj)j∈J such that the support of φj is contained in Wj for every j∈J (lemma 1 of IV, p. 196).
Let φ∈D(V). Since the set of j∈J such that Wj meets the support of φ is finite (TG, I, §9, no1, p. 59), one has
φ=j∈J∑φφj
where the sum consists of only a finite number of non-zero terms.
Let us prove (i). Suppose that f∈D′(V) satisfies rViV(f)=0 for every i∈I. This means that ⟨f,φ⟩=0 for every test function φ whose support is contained in one of the open sets Vi. This is fortiori true if the support of φ is contained in one of the open sets Wj. But then, for every φ∈D(V), we have
⟨f,φ⟩=⟨f,j∈J∑φφj⟩=j∈J∑⟨f,φφj⟩=0
hence f=0.
Let us prove (ii). Let (fi)i∈I be a family such that fi∈D′(Vi) for every i∈I and rVi∩Vi′,Vi(fi)=rVi∩Vi′,Vi′(fi′) for all i and i′ in I. Let ι:J→I be a mapping such that Wj⊂Vι(j) for every j∈J. For every j∈J, put fj=rWj,Vι(j)(fι(j)). We then have
where the sum is finite since only a finite number of terms can be non-zero.
The mapping λ is a linear form on D(V). Let us prove that it is a distribution. Let B be a bounded subset of D(V) and let K be a compact subset of V such that B⊂CK∞(V). By TG, I, §9, no1, p. 59, there exists a finite subset J′ of J such that
λ(φ)=j∈J′∑⟨fj,φφj∣Wj⟩
for every φ∈B. Since fj is a distribution for every j∈J′ and D(V) is a topological algebra, we deduce that λ is bounded on B, whence the result (lemma 4).
Let j∈J and let φ∈D(V) whose support is contained in Wj. We then have
by (1), since φφj′ has support contained in Wj∩Wj′. Consequently
⟨λ,φ⟩=⟨fj,j′∈J∑φφj′∣Wj⟩=⟨fj,φ∣Wj⟩
whence rWjV(λ)=fj for every j∈J.
Let i∈I. Let us show finally that the restriction of λ to Vi coincides with fi. By condition (i), applied to the covering of Vi by the open sets Wj, it is enough to verify that for every j∈J, the restriction of λ to Vi∩Wj coincides with that of fi. By what precedes, it is a question of verifying that the restriction of fi to Vi∩Wj is that of fj. Now one has
Let ν be a measure on U. The restriction of ν to D(U) is a distribution, which is zero if and only if the measure ν is zero.
Let K be a compact subset of U. For every function φ∈CK∞(U), one has ∣⟨ν,φ⟩∣⩽p0,K(φ)∣ν∣(K), hence the restriction of ν to D(U) is continuous. Since D(U) is dense in K(U) (prop. 4, a) of IV, p. 202), the restriction of ν to D(U) is zero if and only if ν is zero.
We shall identify the space M(U;C) of complex measures on U with a subspace of D′(U). We shall also identify the space Lloc1(U) with a subspace of D′(U) by the mapping deduced by passing to quotients from the mapping which associates to f∈Lloc1(U) the measure f⋅μ (INT, V, p. 44, § 5, No.o2, def. 2). In other words, for f∈Lloc1(U) and φ∈D(U), one has
⟨f,φ⟩=∫Ufφdμ
In particular, for p∈[1,+∞], this permits one to identify the space Lp(U) with a subspace of D′(U)(cf. INT, V, p. 43, § 5, No.o1).
Let p∈[1,+∞]. The injection of Lp(U) into D′(U) is continuous.
Let f∈Lp(U). Let K be a compact subset of U, and denote by φK its characteristic function. For every test function φ with support contained in K, Hölder's inequality implies
Let λ be a linear form on D′(U) which is zero on D(U). Since D(U) is reflexive, there exists a test function φ∈D(U) such that λ(f)=⟨f,φ⟩ for every f∈D′(U). Hence
0=λ(φ)=⟨φ,φ⟩=∫U∣φ∣2dμ
whence φ=0. The proposition then follows from the Hahn–Banach theorem (EVT, II, p. 49, cor. 3 (ii)).
For h∈C∞(U), the transpose of the continuous linear mapping φ↦hφ of D(U) into itself is a continuous linear mapping of D′(U) into itself, which is denoted by f↦hf. This definition is justified because if f is the distribution associated with a measure ν on U, then hf is associated with the measure h⋅ν. In fact, for every test function φ∈D(U), one computes
⟨hf,φ⟩=⟨f,hφ⟩=∫Uhφdν=∫Uφd(h⋅ν)
6. Derivation of distributions
Let α∈Nn. The linear mapping φ↦∂αφ is continuous from D(U) into D(U). Its transpose t∂α is a continuous linear mapping of D′(U) into D′(U) (EVT, IV, p. 6, cor., b)).
The continuous linear mapping (−1)∣α∣t∂α of D′(U) into itself is denoted by ∂α.
Let k be a natural number. Let f∈Ck(U) and let λ be the distribution associated with f. For every β∈Nn such that ∣β∣⩽k, the distribution ∂βλ is the distribution associated with the function ∂βf.
By induction on k, it is enough to prove this property when β satisfies ∣β∣=1, and one may even suppose that β=(0,...,0,1). Since distributions define a sheaf (prop. 5 of IV, p. 204), it is enough to verify the assertion when there exist an open set V⊂Rn−1 and an open interval I⊂R such that U=V×I.
For every test function φ∈D(U), one has by definition
Let f be a distribution on U and g an indefinitely differentiable function on U. Let α∈Nn. One has the relation
α(α)βα−β
∂(fg)=∑∂f∂g
β
β⩽α
Proceeding by induction on ∣α∣ as in the proof of FVR, I, p. 28, prop. 2, it is enough to consider the case where ∣α∣=1. The result then follows from the calculation
⟨∂α(fg),φ⟩=⟨fg,−∂αφ⟩=⟨f,−g∂αφ⟩
=⟨f,−∂α(gφ)+φ∂αg⟩=⟨g∂αf+f∂αg,φ⟩
valid for φ∈D(U).
7. Schwartz Functions
One denotes by S(Rn) the space of indefinitely differentiable functions φ on Rn, with complex values, such that, for all α and β in Nn, the function Xβ∂αφ is bounded on Rn. One endows S(Rn) with the locally convex topology defined by the countable family of seminorms (qα,β)(α,β)∈Nn×Nn, where qα,β is defined by
qα,β(φ)= supx∈Rn∣xβ∂αφ(x)∣=∥Xβ∂αφ∥∞
for φ∈S(Rn). This topology is separated. It is also defined by the seminorms qα,k defined by
qα,k(φ)= supx∈Rn∥x∥k∣(∂αφ)(x)∣.
for every φ∈S(Rn), where k∈N and α∈Nn.
One says that S(Rn) is the Schwartz space or the space of Schwartz functions on Rn.
The function γn defined on Rn by γn(x)= exp(−∥x∥2) belongs to S(Rn). In fact, one proves by induction on k that, for every integer k∈N, there exists a polynomial Pk∈R[X] such that ∂kγ1=Pkγ1.
For all α=(αi)∈Nn and β=(βi)∈Nn, and every x=(xi)∈Rn, one then has
∣(Xβ∂αγn)(x)∣=i=1∏n∣xi∣βi∣Pαi(xi)∣γ1(xi)
which is a bounded quantity when x varies in Rn.
Let α∈Nn and β∈Nn. If φ∈S(Rn), then Xβ∂α(φ) is again a Schwartz function; the resulting mapping φ↦Xβ∂αφ of S(Rn) into itself is continuous.
The space S(Rn) is a topological algebra. More precisely, if φ1 and φ2 belong to S(Rn), then φ1φ2 is a Schwartz function such that
(α)
qα,β(φ1φ2)⩽∑qγ,β(φ1)qα−γ,0(φ2)(2)
γ
0⩽γ⩽α
for all α and β∈Nn (prop. 1 of IV, p. 196).
The canonical inclusion of S(Rn) in the space C∞(Rn), endowed with the topology described in No.o3 of IV, p. 200, is continuous, since
supx∈K∣∂αφ(x)∣⩽qα,0(φ)
for every compact subset K of Rn, every α∈Nn and every Schwartz function φ.
Let B be a bounded subset of S(Rn). The topology induced on B by S(Rn) coincides with the topology induced by C∞(Rn).
Since the inclusion of S(Rn) in C∞(Rn) is continuous, it is enough to prove that, for every open subset V of S(Rn), the intersection V∩B is open in B for the topology induced by C∞(Rn).
Let V be an open subset of S(Rn). Let φ0∈V∩B. There exist a finite set I, a family (αi,ki)i∈I∈(Nn×N)I and a real number ε>0 such that V contains the set of φ∈S(Rn) satisfying
supi∈Iqαi,ki(φ−φ0)⩽ε.
Since B is bounded in S(Rn), there exists M>0 such that the seminorms qαi,ki+1 for i∈I are bounded by M on B. Let δ>0 and T>0 be real numbers. By inequality (3), as soon as φ∈B satisfies the bound
(4) supi∈I sup∥x∥⩽T∣∂αi(φ−φ0)∣⩽δ,
one has
k 2M
sup qαi,ki(φ−φ0)⩽δT +.
i∈I T
Let T=ε4M, then δ=2Tkε. One sees that V∩B contains the neighbourhood of φ0 in B for the induced topology of C∞(Rn) which is defined by (4). This concludes the proof.
A sequence (φm) in C∞(Rn) converges if and only if, for every α∈Nn, the sequence (∂αφm) converges to a function φ(α) in C(Rn) endowed with the topology of compact convergence. One then has φ(α)=∂αφ and (φm) converges to φ(0).
In fact, the condition is necessary. Conversely, if the sequences (∂αφm) converge to functions φ(α) for every α∈Nn, then it follows from FVR, II, p. 2, th. 1, that φ(α)=∂αφ(0), which means that the sequence (φm) converges to φ(0) in C∞(Rn).
The space S(Rn) is a Fréchet space and a Montel space.
Since the space C∞(Rn) is complete (EVT, III, p. 9, example b)), the corollary to proposition 10 implies that every Cauchy sequence in S(Rn) converges in S(Rn) since it is bounded and converges in C∞(Rn).
The space S(Rn) is therefore a Fréchet space; in particular, it is barrelled (EVT, III, p. 25, cor. to prop. 2). Let B be a bounded subset of S(Rn) and (φm)m∈N a sequence with values in B. Since C∞(Rn) is a Montel space (EVT, IV, p. 18, example (4)), there exists a subsequence of (φm)m∈N which converges in C∞(Rn), hence in S(Rn) (proposition 10). Therefore B is relatively compact in S(Rn). It follows that S(Rn) is a Montel space.
8. Inclusions of Function Spaces in the Space of Schwartz Functions
The space D(Rn) is contained in S(Rn), and the inclusion of D(Rn) in S(Rn) is continuous with dense image.
Let B⊂D(Rn) be a bounded subset, and let K be a compact subset of Rn such that B⊂CK∞(Rn). Let α∈Nn and k∈N. For every function φ∈B, one has
qα,k(φ)⩽(supx∈K∥x∥k)pα,K(φ),
therefore B is bounded in S(Rn). The continuity of the inclusion then follows from the fact that the spaces S(Rn) and D(Rn) are bornological.
Let us prove that D(Rn) is dense in S(Rn). Let B be the unit ball of Rn and let η∈D(Rn) be a test function with support contained in 2B such that 0⩽η⩽1 and η(x)=1 for every x∈B (lemma 1, a) of IV, p. 196).
Let φ∈S(Rn). For every integer m⩾1 and every x∈Rn, put ηm(x)=η(x/m). Finally define φm=ηmφ; we have φm∈D(Rn). Since ∂αηm=m−∣α∣(∂αη)(x/m) for all α∈Nn and x∈Rn, one deduces from formula (2) of IV, p. 210 that the sequence (φm) is bounded in S(Rn).
Let C be a compact subset of Rn. The sequence (φm)m⩾1 converges to φ in CK∞(Rn) since φm coincides with φ on C for every sufficiently large m. Thus the sequence (φm) converges to φ in C∞(Rn), and the corollary to proposition 10 of IV, p. 211 makes it possible to conclude that the sequence (φm) converges to φ in S(Rn).
Let B be a bounded subset of D(Rn). The topology induced on B by the topology of S(Rn) coincides with the topology induced by D(Rn).
Since the inclusion of D(Rn) in S(Rn) is continuous, the topology on B induced by D(Rn) is finer than that induced by S(Rn). On the other hand, there exists a compact subset K of Rn such that B⊂CK∞(Rn). For every α∈Nn, one then has pα,K(φ)⩽qα,0(φ), which implies that the topology induced by S(Rn) is finer than that induced by D(Rn).
Let p∈[1,+∞]. The space S(Rn) is contained in Lp(Rn) and the canonical injection of S(Rn) into Lp(Rn) is continuous. The image of S(Rn) in Lp(Rn) is dense if p=+∞.
The first assertion is immediate for p=+∞. Henceforth suppose that p∈[1,+∞[. Let m be an integer such that n+1<mp. For every φ∈S(Rn) and x∈Rn, one has
∥x∥n+1∣φ(x)∣p⩽q0,m(φ)p
hence φ∈Lp(Rn) by Prop. 3 of IV, p. 199. Moreover, one obtains
Np(φ)⩽an1/pq0,0(φ)+bnq0,m(φ)
where
an=∫dμ(x),bn=∫1n+1dμ(x)
∥x∥⩽1∥x∥⩾1∥x∥
hence the injection of S(Rn) into Lp(Rn) is continuous.
As the space D(Rn) is contained in S(Rn), Proposition 4 of IV, p. 202 implies that S(Rn) is dense in Lp(Rn) if p=+∞.
Let f∈C∞(Rn). Suppose that for every α in Nn, the function ∂αf has polynomial growth. The linear mapping of the space S(Rn) into itself defined by φ↦fφ is continuous.
For every φ in S(Rn), the function fφ belongs to C∞(Rn). By hypothesis, for every α∈Nn, there exist an integer kα⩾0 and a real Cα such that ∣∂αf(x)∣⩽Cα(1+∥x∥)kα for every x in Rn. Let φ∈S(Rn). Let α∈Nn and k∈N. By Prop. 1 of IV, p. 196, there follows
(α)kβα−β
qα,k(fφ)⩽∑ sup ∥x∥∣∂f(x)∂φ(x)∣
βx∈Rn
0⩽β⩽α
(α)kkα−β
⩽∑Cβ sup ∥x∥(1+∥x∥)β∣∂φ(x)∣.
βx∈Rn
0⩽β⩽α
Let β∈Nn be such that 0⩽β⩽α. For every x∈Rn, one has
The dual space of S(R) endowed with the topology of bounded convergence is called the space of tempered distributions on Rn. It is denoted by S′(Rn).
Since S(Rn) is bornological, the space S′(Rn) is complete (EVT, III, p. 24, cor. 1). Since S(Rn) is a Montel space, the same is true of S′(Rn) (EVT, IV, p. 19, prop. 9). The space S′(Rn) is therefore reflexive (EVT, IV, p. 16, th. 2).
A linear mapping f of S(Rn) into C is a tempered distribution if and only if for every family (Mα,k)(α,k)∈Nn×N in R+, the linear form f is bounded on the set of functions φ∈S(Rn) such that qα,k(φ)⩽Mα,k for every (α,k)∈Nn×N.
In fact, the space S(Rn) is bornological (EVT, III, p. 12, prop. 2), and every bounded subset of S(Rn) is contained in one of the bounded sets described in the statement.
Let F be a filter on S′(Rn) having a countable base or containing a simply bounded set. Then F converges to a tempered distribution if and only if ⟨f,φ⟩ converges along F for every Schwartz function φ.
In particular, a sequence (fm)m∈N of tempered distributions converges to a tempered distribution f if and only if one has ⟨fm,φ⟩→⟨f,φ⟩ for every φ∈S(Rn).
Since S′(Rn) is a Fréchet space, hence barrelled, (EVT, III, p. 25, cor. of prop. 2) the lemma results from the Banach-Steinhaus theorem (EVT, III, p. 26, cor. 3 of th. 1).
The canonical injection j of D(Rn) into S(Rn) is continuous, and its image is dense (lemma 12 of IV, p. 212); hence the transpose of j, which is the restriction mapping of tempered distributions to the subspace D(Rn), is an injective continuous linear mapping of S′(Rn) into D′(Rn). We shall identify S′(Rn) with a subspace of D′(Rn) by means of this mapping.
Let α∈Nn. The linear mapping φ↦∂αφ of S(Rn) into S(Rn) is continuous. Its transpose is therefore a continuous linear mapping of S′(Rn) into S′(Rn) (EVT, IV, p. 6, cor., b)). The continuous linear mapping (−1)∣α∣t∂α of S′(Rn) into S′(Rn) is denoted by ∂α. This definition is compatible with Definition 2 of IV, p. 208 for distributions.
Let h∈C∞(Rn) be a function such that ∂αh has polynomial growth for every α∈Nn. The transpose of the continuous linear mapping φ↦hφ (prop. 14 of IV, p. 214) is a continuous linear mapping on S′(Rn), denoted by f↦hf.
11. Interpretation of functions as tempered distributions
A measure ν on Rn is said to be tempered if there exists an integer r∈N such that the continuous mapping x↦(1+∥x∥)−r is ν-integrable on Rn.
In other words, a measure ν is tempered if there exists r∈N such that the function defined by x↦∥x∥−r is ν-integrable on the complement of the unit ball in Rn. In particular, every bounded measure on Rn is tempered. More generally, if f is a μ-measurable function of polynomial growth and if ν is tempered, then the measure f⋅ν is tempered.
The set Mt(Rn) of tempered measures on Rn is a subspace of the vector space M(Rn;C) of complex measures on Rn.
Let ν be a tempered measure on Rn. The restriction of ν to S(Rn) is a tempered distribution. It is zero if and only if the measure ν is zero.
Since ν is tempered, there exists a positive integer k such that the mapping x↦∥x∥−k is ν-integrable on the complement of the unit ball in Rn. For every Schwartz function φ∈S(Rn), one has
Let p∈[1,+∞] and f∈Lp(Rn). Then the measure f⋅μ with density f with respect to Lebesgue measure is tempered. The mapping f↦f⋅μ of Lp(Rn) into S′(Rn) resulting is continuous.
Let q be the conjugate exponent of p and let r⩾0 be such that rq>n. For every x∈Rn, let us write g(x)=(1+∥x∥)−r. The function g belongs to Lq(Rn) by Prop. 3 of IV, p. 199. By Hölder's inequality, one has
∫Rn∗(1+∥x∥)−r∣f(x)∣dμ(x)⩽Nq(g)Np(f)<+∞
therefore the measure f⋅μ is tempered.
Let f∈Lp(Rn) and φ∈S(Rn). Hölder's inequality implies
∣⟨f⋅μ,φ⟩∣=∣∫Rnf(x)φ(x)dμ(x)∣⩽∥f∥p∥φ∥q
and the continuity of the mapping f↦f⋅μ then follows from Prop. 13 of IV, p. 213.
For every p∈[1,+∞], we shall identify Lp(Rn) with a subspace of S′(Rn) by the linear mapping f↦f⋅μ.
It is enough to prove that D(Rn) is dense in S′(Rn). Let λ be a continuous linear form on S′(Rn) which is zero on D(Rn). Since the space S(Rn) is reflexive, there exists a function φ∈S(Rn) such that λ(f)=⟨f,φ⟩ for every f∈S′(Rn). Hence
0=λ(ψ)=⟨ψ,φ⟩=∫Rnψφdμ
for every ψ∈D(Rn). The measure φ⋅μ on Rn is therefore zero (prop. 6 of IV, p. 206), whence φ=0. The proposition then follows from the Hahn–Banach theorem (EVT, II, p. 46, cor. 1).
12. Fourier Transform of Tempered Distributions
Since every Schwartz function φ is integrable on Rn (prop. 13 of IV, p. 213), it admits a Fourier transform F(φ) (resp. a Fourier cotransform F(φ)) which is identified with the continuous bounded function on Rn defined by
y↦∫φ(x) exp(−2iπx⋅y)dμ(x)
(resp. with the function y↦∫RnRnφ(x) exp(2iπx⋅y)dμ(x)).
Let φ∈S(Rn). The function F(φ) is indefinitely differentiable on Rn and one has
F(Xαφ)=(−2iπ)−∣α∣∂α(F(φ))
F(∂αφ)=(2iπ)∣α∣XαF(φ)
for every α in Nn.
One may suppose that n⩾1. Let φ∈S(Rn). The function defined by (x,y)↦φ(x) exp(2iπx⋅y) from Rn×Rn into C satisfies the hypotheses of Corollary 1 of IV, p. 198 for every integer k. The Fourier transform of φ is therefore indefinitely differentiable and satisfies
∂α(Fφ)(y)=(−2iπ)∣α∣∫Rnxαφ(x) exp(−2iπx⋅y)dμ(x)
for every y∈Rn, which implies the first formula.
Let us prove the second formula. By induction on ∣α∣, it is enough to do so when ∣α∣=1, and one is easily reduced to the case α=(1,0,...,0). Write every x∈Rn in the form x=(x1,x′) with x′∈Rn−1, and denote by μ1 (resp. μ′) the Lebesgue measure on Rn−1 (resp. R). By the Lebesgue-Fubini theorem (INT, V, p. 96, § 8, no4, th. 1), for every y=(y1,y′)∈R×Rn−1, we get
For every compact interval [a,b] in R and every x′∈Rn−1, one has
∫ab(∂1φ)(x1,x′) exp(−2iπx1y1)dμ1(x1)=
[φ(x1,x′) exp(−2iπx1y1)]ab
+2iπy1∫abφ(x1,x′) exp(−2iπx1y1)dμ1(x1) by integration by parts (FVR, II, p. 10, formula (10)). When a tends to −∞ and b tends to +∞, the first term of the second member converges to 0 since φ∈S(Rn). The second term converges, by the Lebesgue theorem (INT, IV, p. 137, § 3, no7, th. 6), to
2iπy1∫Rφ(x1,x′) exp(−2iπx1y1)dμ1(x1),
since the mapping x1↦φ(x1,x′) is integrable on R. As x1↦∂1φ(x1,x′) is also integrable on R, one deduces that
∫R∂1φ(x1,x′) exp(−2iπx1y1)dμ1(x1)
=2iπy1∫Rφ(x1,x′) exp(−2iπx1y1)dμ1(x1) and finally, applying the Lebesgue-Fubini theorem again, one concludes that
The restriction to S(Rn) of the Fourier transform is an automorphism of topological vector spaces whose inverse is the restriction of the cotransform of Fourier.
Let φ∈S(Rn). By the preceding lemma, the Fourier transform of φ belong to C∞(Rn). Moreover, for α∈Nn and β∈Nn, one has
Xβ∂α(F(φ))=(−2iπ)∣α∣XβF(Xαφ)
=(−1)∣α∣(2iπ)∣α∣−∣β∣F(∂β(Xαφ))
In particular, the function Xβ∂α(F(φ)) is bounded. Since α and β are arbitrary in Nn, this means that F(φ) belongs to S(Rn). Moreover, this calculation implies
qα,β(F(φ))⩽(2π)∣α∣−∣β∣∥∂β(Xαφ)∥1
for (α,β)∈Nn×Nn and φ∈S(Rn).
Since the inclusion of the space S(Rn) in L1(Rn) is continuous (prop. 13 of IV, p. 213), the mapping qα,β∘F from S(Rn) into R is continuous. It follows that the Fourier transform is continuous from the space S(Rn) into itself (cf. EVT, II, p. 7, prop. 5, c)). One verifies analogously that the Fourier cotransform is continuous from the space S(Rn) into itself. By the fourier inversion formula (theorem 3 of II, p. 222), the Fourier transform and the Fourier cotransform are reciprocal isomorphisms of one another.
The transpose of the Fourier transform on S(Rn) (resp. of the Fourier cotransform) is called the Fourier transform (resp. Fourier cotransform) on S′(Rn).
The notation F (resp. F) is again used for the Fourier transform (resp. the Fourier cotransform) on S′(Rn). The Fourier transform on S′(Rn) is therefore an automorphism of topological vector spaces whose inverse is the Fourier cotransform. For every f∈S′(Rn), the tempered distribution F(f) (resp. F(f)) is defined by the formula
Let f be a tempered distribution associated with a bounded measure ν∈M1(Rn)(resp. with g∈L2(Rn)). The Fourier transform of f in S′(Rn) is the tempered distribution associated with the Fourier transform of the measure ν(resp. with the Fourier transform of g).
Let ν be a bounded measure on Rn and f the tempered distribution associated with ν. The Fourier transform F(ν) is a continuous and bounded function on Rn (prop. 3 of II, p. 207). The tempered distribution associated with this function satisfies
⟨F(ν),φ⟩=∫RnF(ν)φdμ=∫RnF(φ)dν=⟨f,F(φ)⟩=⟨F(f),φ⟩
for every φ∈S(Rn), where the second equality is prop. 13 of II, p. 221, which is applicable here since the measure φ⋅μ is bounded. The tempered distribution associated with F(ν) is therefore F(f).
When f is the tempered distribution associated with g∈L2(Rn), one follows an entirely analogous procedure using formula (29) of II, p. 221.
A similar statement is also valid for the Fourier cotransform.
The elementary formulas concerning the Fourier transform of measures remain valid for the Fourier transform of tempered distributions. For example, for f∈S′(Rn) and α∈Nn, one has
F(∂αf)=(2iπ)∣α∣XαF(f)
F(Xαf)=(−2iπ)−∣α∣∂α(F(f))
by lemma 11.
13. Distributions and tempered distributions on a vector space
Let u be a bijective linear mapping of Rn into Rn. The mapping φ↦φ∘u is an automorphism of S(Rn) (resp. of D(Rn)); its transpose is an automorphism of S′(Rn) (resp. of D′(Rn)).
Let E be a finite-dimensional real vector space of dimension n. Let v:Rn→E be an isomorphism of vector spaces. We denote by S(E) (resp. D(E)) the set of mappings φ:E→C such that φ∘v∈S(Rn) (resp. such that φ∘v∈D(Rn)). From the preceding remark, this space does not depend on the choice of v; it is isomorphic to S(Rn) (resp. D(Rn)). We denote by S′(E) (resp. D′(E)) the dual of S(E) (resp. of D(E)) endowed with the topology of bounded convergence. It is a topological vector space isomorphic to S′(Rn) (resp. to D′(Rn)).
Let E and F be real vector spaces of dimension n, in duality relative to a bilinear form b:E×F→R. The locally compact commutative group E is in duality with F relative to the mapping
(x,y)↦ exp(2iπb(x,y))
from E×F into U(cf. cor. 1 of II, p. 235). We endow E and F with Haar measures which are dual to one another relative to this mapping.
The space S(E) is contained in L1(E); the Fourier transform of E induces, by passing to subspaces and by duality, an isomorphism of topological vector spaces of S(E) onto S (F), whose transpose is an isomorphism of topological vector spaces of S′(F) onto S′(E).
14. Sobolev Spaces
Let U be an open set of Rn. Let p be a real number ⩾1 and k a natural number. We denote by Wk,p(U) the space of distributions f∈D′(U) such that, for every α∈Nn with ∣α∣⩽k, the distribution ∂αf is associated with an element of Lp(U).
In particular, for U=Rn, the elements of Wk,p(U) are tempered distributions.
The mapping from Wk,p(u) into R+ which associates to f∈Wk,p(U)
∥f∥k,p=((∣α∣⩽k∑∥∂αf∥pp)1/p
is a norm on Wk,p(U). The space Wk,p(U) will always be endowed with this norm; this normed space is called the Sobolev space of index k and exponent p.
The space D(U) is contained in Wk,p(U). We denote by W0k,p (U) the closure of D(U) in Wk,p(U). It is a closed subspace of Wk,p(U).
We have W0k,p(Rn)=Wk,p(Rn), but the spaces Wk,p(U) and W0k,p (U) are distinct in general (cf. Exercises 12 of IV, p. 334 and 14 of IV, p. 334).
We also denote by Hk(U)=Wk,2(U) and H0k(U)=W0k,2(U).
The norm of Hk(U) is a prehilbertian norm, associated with the positive hermitian form on Hk(U) defined by
(f1,f2)↦∣α∣⩽∑∫kU∂αf1∂αf2dμ
The Hilbert space Hk(U) coincides with the space denoted by Hk in EVT, V, p. 6, example (3).
One has W0,p(U)=Lp(U) and H0(U)=L2(U) by definition; moreover W00,p(U)=Lp(U) by Proposition 4, b) of IV, p. 202.
The Sobolev spaces Wk,p(U) and W0k,p (U) are Banach spaces of countable type. In particular, the spaces Hk(U) and H0k(U) are Hilbert spaces of countable type.
It is enough to prove the assertions concerning Wk,p(U).
Let I be the set of α∈Nn such that ∣α∣⩽k. The linear mapping u of Wk,p(U) into Lp(U)I which associates with f the family (∂αf)α∈I is injective; it is continuous and strict by definition of the norm on Wk,p(U). To prove that Wk,p(U) is complete, it is enough to prove that its image under u is closed. Now let (fn)n∈N be a sequence in Wk,p(U) such that (u(fn))n∈N converges. Let (gα)α∈I∈Lp(U)I be its limit. For α∈I, the sequence (∂αfn)n∈N converges in Lp(U) to gα. A fortiori, the convergence takes place in D′(U). Put f=g0. For every φ∈D(U), one has
This proves that gα=∂αf for every α∈I, hence (gα)α∈I=u(f) belongs to the image of u.
The space Wk,p(U) is identified by u with a subspace of the space Lp(U)I; the latter is of countable type (Proposition 2 of IV, p. 180 and TG, IX, p. 19, Corollary, (ii))), hence the same is true of Wk,p(U)(loc. cit., (i)).
Let N be the euclidean norm on Rn. Let k be an integer ⩾0. The Sobolev space Hk(Rn) is the space of f∈S′(Rn) such that (1+Nk)F(f) belongs to L2(Rn).
We proceed by induction on k. When k=0, the result is a consequence of the Plancherel theorem (II, p. 215, th. 1). Suppose that k=1. For f∈S′(Rn), one has (1+N)Ff∈L2(Rn) if and only if f∈L2(Rn) and NFf∈L2(Rn). Moreover, NF∈L2(Rn) if and only if, for every α∈Nn such that ∣α∣=1, one has XαFf∈L2(Rn). Since one has F(∂αf)=2iπXαFf, this condition means that F(∂αf)∈L2(Rn) for every α with ∣α∣=1, that is, ∂αf∈L2(Rn) for every α with ∣α∣=1. It follows that the assertion is true for k=1.
Suppose now that k⩾ 2 and that the assertion concerning Hℓ(Rn) is valid for every positive integer ℓ⩽k−1. Let f∈S′(Rn). By definition, one has f∈Hk(Rn) if and only if f∈L2(Rn) and, for every β∈Nn such that ∣β∣⩽1, the distribution ∂βf belongs to Hk−1(Rn). This is equivalent, by the induction hypothesis, to f∈L2(Rn) and (1+Nk−1)F(∂βf)∈L2(Rn) for every β∈Nn such that ∣β∣⩽1. Since F(∂βf)=(2iπX)∣β∣F(f), the condition f∈Hk(Rn) is equivalent to saying that Ff∈L2(Rn) and (1+Nk−1)XβFf∈L2(Rn) for β∈Nn such that ∣β∣⩽1.