Bourbaki

§ 3. Distributions and tempered distributions

In this paragraph, nn denotes a natural number. We shall denote by μ\mu the Lebesgue measure on Rn\mathbf{R}^n, as well as its restriction to every locally compact set of Rn\mathbf{R}^n.

We denote

x⋅y=∑i=1nxiyi x\cdot y=\sum_{i=1}^nx_iy_i

the scalar product on the euclidean space Rn\mathbf{R}^n; the euclidean norm is denoted by x↦∥x∥x\mapsto \|x\| (TG, VI, p. 7). We recall that the group Rn\mathbf{R}^n is in duality with itself relative to the mapping (x,y)↦(x, y)\mapsto exp(2iπx⋅yi\pi x\cdot 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\mathscr{F} (resp. F‾\overline{\mathscr{F}}) the Fourier transform (resp. the Fourier cotransform) of Rn\mathbf{R}^n (cf. no9^o9 of II, p. 237).

For every α=(αi)1⩽i⩽n∈Nn\alpha = (\alpha_i)_{1\leqslant i\leqslant n}\in \mathbf{N}^n, we shall denote by XαX^{\alpha} the function of Rn\mathbf{R}^n

into R\mathbf{R} defined by x=(xi)1⩽i⩽n↦xα=∏i=1nxiαix= (x_i)_{1\leqslant i\leqslant n}\mapsto x^{\alpha}=\prod_{i=1}^nx^{\alpha_i}_i.

Let α\alpha and β\beta be elements of Nn\mathbf{N}^n. We denote

n(α)n(αi) ^n(\alpha )^n(\alpha_i)
∣α∣=∑αi,=∏ |\alpha |=\sum\alpha_i,=\prod
ββi \beta \beta_i
i=1i=1i=1i=1

Lemma 1 030C

Let U be an open subset of Rn\mathbf{R}^n.

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)\varphi \in \mathscr{C}^{\infty}(U) with compact support contained in V such that 0⩽φ⩽10\leqslant \varphi \leqslant 1 and such that φ(x)=1\varphi (x) = 1 for every x∈Kx\in K;

b) For every locally finite open covering of U, there exists a partition of unity formed of functions of class C∞C^{\infty} which is subordinate to it.

This results from VAR, R1, p. 40, 5.3.6.

Proposition 1 030D

Let U be an open subset of Rn\mathbf{R}^n and k∈Nk\in \mathbf{N}. Let E, F and G be topological vector spaces and let b:E×F→Gb: E\times F\rightarrow G be a continuous bilinear mapping. Let ff and gg be functions of class CkC^k from U into E and F respectively. Then the mapping h:x↦b(f(x),g(x))h:x\mapsto b(f(x), g(x)) is of class CkC^k in U; moreover, for every α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣⩽k|\alpha |\leqslant k and for every x∈Ux\in U, we have

α(α)βα−β \alpha (\alpha )\beta \alpha -\beta
∂h(x)=∑b(∂f(x),∂g(x)) \partial h(x) =\sum b(\partial f(x), \partial g(x))
β∈Nnβ _{\beta\in\mathbf{N}^n}\beta
β⩽α\beta \leqslant \alpha

The mapping hh is the composite of the mapping (f,g):U→E×F(f, g) : U\rightarrow E\times F, which is of class CkC^k, and of the mapping b:E×F→Gb: E\times F\rightarrow G which is of class C∞C^{\infty}. It is therefore of class CkC^k. 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→Fu: E\rightarrow F is continuous if and only if the image by uu 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\nu a measure on X. Let E be a Banach space.

Proposition 2 030E

Let I be an interval of R\mathbf{R} and ff a mapping from X×IX\times I into E such that

(i) For every t∈It\in I, the mapping x↦f(x,t)x\mapsto f(x, t) of X into E is ν\nu-integrable;

(ii) For every x∈Xx\in X, the mapping t↦f(x,t)t\mapsto f(x, t) of I into E admits a derivative, denoted by t↦f′(x,t)t\mapsto f'(x, t);

(iii) There exists a positive ν\nu-integrable function gg on X such that ∥f′(x,t)∥⩽g(x)\|f'(x, t)\|\leqslant g(x) for every (x,t)∈X×I(x, t)\in X\times I.

Then the mapping F of I into E defined by

F(t)=∫Xf(x,t)dν(x) F(t) =\int_Xf(x, t)d\nu (x)

is differentiable in I, and for every t∈It\in I, one has

F′(t)=∫Xf′(x,t)dν(x) F'(t) =\int_Xf'(x, t)d\nu (x)

Let t0∈It_0\in I and let J be an interval of R\mathbf{R} contained in I which is a neighbourhood of t0t_0 in I. Let h:X×J→Eh: X\times J\rightarrow E be the mapping defined by (x,t)↦(f(x,t)−f(x,t0))/(t−t0)(x, t)\mapsto (f(x, t)-f(x, t_0))/(t-t_0) for (x,t)∈X×(J−{t0})(x, t)\in X\times (J-\{t_0\}) and (x,t0)↦f′(x,t0)(x, t_0)\mapsto f'(x, t_0) for x∈Xx\in X. Let x∈Xx\in X. One has ∥h(x,t0)∥⩽g(x)\|h(x, t_0)\|\leqslant g(x) and, for every t≠t0t\not =t_0, one has ∥h(x,t)∥⩽g(x)\|h(x, t)\|\leqslant 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^o3, applied to the mapping hh.

Let us resume the notation of VAR, R1, 2.4, p. 19 concerning partial derivatives.

Corollary 1 030F

Let U be an open set of Rn\mathbf{R}^n. Let k∈Nk\in \mathbf{N} and ff be a mapping of X×UX\times U into E satisfying the following conditions:

(i) For every t∈Ut\in U, the mapping x↦f(x,t)x\mapsto f(x, t) of X into E is ν\nu-integrable;

(ii) For every x∈Xx\in X, the mapping t↦f(x,t)t\mapsto f(x, t) of U into E is of class CkC^k, with partial derivatives denoted by ∂αf(x,t)\partial^{\alpha}f(x, t) for every α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣⩽k|\alpha |\leqslant k;

(iii) There exists a ν\nu-integrable function gg on X such that for every α∈Nn\alpha \in \mathbf{N}^n satisfying ∣α∣⩽k|\alpha |\leqslant k and for every (x,t)∈X×U(x, t)\in X\times U, one has ∥∂αf(x,t)∥⩽g(x)\|\partial^{\alpha}f(x, t)\|\leqslant g(x).

Then the mapping F of U into E defined by

F(t)=∫Xf(x,t)dν(x) F(t) =\int_Xf(x, t)d\nu (x)

is of class CkC^k in U, and for every α∈Nn\alpha \in \mathbf{N}^n satisfying ∣α∣⩽k|\alpha |\leqslant k and every t∈Ut\in U, one has

∂αF(t)=∫X∂αf(x,t)dν(x) \partial^{\alpha}F(t) =\int_X\partial^{\alpha}f(x, t)d\nu (x)

This follows from the proposition by induction on kk.

Corollary 2 030G

Let kk be a natural number. Let f∈L1(Rn,μ)f\in \mathscr{L}^1(\mathbf{R}^n, \mu) and g∈Ck(Rn)g\in \mathscr{C}^k(\mathbf{R}^n). Suppose that for every α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣⩽k|\alpha |\leqslant k, the function ∂αg\partial^{\alpha}g is bounded. Then the convolution product f∗gf*g belong to Ck(Rn)\mathscr{C}^k(\mathbf{R}^n) and for every α\alpha such that ∣α∣⩽k|\alpha |\leqslant k, one has ∂α(f∗g)=f∗∂αg\partial^{\alpha}(f*g) =f*\partial^{\alpha}g.

One can apply corollary 1 to the space X=RnX =\mathbf{R}^n, to Lebesgue measure and to the mapping hh defined by (x,t)↦f(x)g(t−x)(x, t)\mapsto f(x)g(t-x) from Rn×Rn\mathbf{R}^n\times \mathbf{R}^n into C\mathbf{C}; indeed, for every α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣⩽k|\alpha |\leqslant k, one has the inequality

∣∂αh(x,t)∣⩽(|\partial^{\alpha}h(x, t)|\leqslant (sup∣β∣⩽k_{|\beta|\leqslant k} supy∈Rn∣∂βg(y)∣)∣f(x)∣_{y\in\mathbf{R}^n}|\partial^{\beta}g(y)|)|f(x)|

whose right-hand side is an integrable function on Rn\mathbf{R}^n.

2. Integrability Criteria in Rn^n and Zn^n

Proposition 3 030H

Let N be a norm on Rn,r\mathbf{R}^n,r a real number and p∈[1,+∞[p\in [1,+\infty [.

a) The function (1+N)r(1 + N)^r belong to Lp(Rn,μ)\mathscr{L}^p(\mathbf{R}^n, \mu) if and only if rp<−nrp <-n;

a′)') The restriction to Zn\mathbf{Z}^n of the function (1+N)r(1 + N)^r belong to ℓp(Zn)\ell^p(\mathbf{Z}^n) if and only if rp<−nrp <-n;

b) Let V be a bounded measurable neighbourhood of 0 in Rn\mathbf{R}^n. The function NrN^r belong to Lp(Rn−V,μ)\mathscr{L}^p(\mathbf{R}^n-V, \mu) if and only if rp<−nrp <-n.

By virtue of the equivalence of norms on Rn\mathbf{R}^n (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)=N(x) = sup∣xi∣|x_i| for x=(xi)∈Rnx= (x_i)\in \mathbf{R}^n. Let B denote the unit ball of Rn\mathbf{R}^n for this norm.

Let V be a bounded measurable neighbourhood of 0 in Rn\mathbf{R}^n. The function NrN^r is continuous and bounded on (B- VV)∪(V\cup (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(1 + N)^r is continuous and bounded on B, and satisfies the inequalities Nr⩽(1+N)r⩽2rNrN^r\leqslant (1 + N)^r\leqslant 2^rN^r on Rn−\mathbf{R}^n- B, we see that assertions a) and b) are equivalent.

Let us prove b) when V = B. We may suppose that p=1p= 1. Since the case where r>0r >0 is elementary, suppose that r⩽0r\leqslant 0. For every integer j⩾1j\geqslant 1, the set

Cj={x∈Rn∣2j−1⩽N(x)<2j} C_j=\{x\in \mathbf{R}^n|2^{j-1}\leqslant N(x)<2^j\}

is of measure 2nj(2n−1)2^{nj}(2^n-1). The sets (Cj)j⩾1(C_j)_{j\geqslant 1} form a partition of Rn−\mathbf{R}^n- B. According to INT, V, p. 4, § 1, No.o1^o1, cor., one therefore has

∫∗Nrdμ=∑∫∗Nrdμ \int^*N^rd\mu=\sum\int^*N^rd\mu
Rn−Bj⩾1Cj\mathbf{R}^{n-}Bj\geqslant 1C_j

⩽∑j⩾12n+nj2r(j−1)=2n−r∑j⩾12(n+r)j\leqslant \sum_{j\geqslant 1}2^{n+nj}2^{r(j-1)}= 2^{n-r}\sum_{j\geqslant 1}2^{(n+r)j} which is finite if r<−nr <-n. On the other hand, one has (loc. cit.)

∫∗Nrdμ⩾∑2rj2nj(2n−1)=(2n−1)∑2(r+n)j \int^*N^rd\mu\geqslant \sum 2^{rj}2^{nj}(2^n-1) = (2^n-1)\sum 2^{(r+n)j}
Rn−Bj⩾1j⩾1\mathbf{R}^{n-}Bj\geqslant 1j\geqslant 1

which is infinite if r⩾−nr\geqslant -n.

One proves a′)') similarly by considering the sets Cj∩ZnC_j\cap \mathbf{Z}^n which cover Zn−{0}\mathbf{Z}^n-\{0\} and satisfy

Card(Cj∩Zn_j\cap \mathbf{Z}^n) =(2j+1−1)n−(2j−1)n= (2^{j+1}-1)^n-(2^j-1)^n,

which belongs to the interval [(1−2−n)(2j+1−1)n,2n(j+1)][(1-2^{-n})(2^{j+1}-1)^n,2^{n(j+1)}].

3. Test functions

In this No., U denotes an open subset of Rn\mathbf{R}^n. For p∈[1,+∞]p\in [1,+\infty ], we shall write Lp(U)\mathscr{L}^p(U) and Lp(U)L^p(U) rather than Lp(U,μ)\mathscr{L}^p(U, \mu) and Lp(U,μ)L^p(U, \mu). We identify the continuous functions belonging to Lp(U)\mathscr{L}^p(U) with their image in Lp(U)L^p(U).

Let us endow the space C∞(U)\mathscr{C}^{\infty}(U) of indefinitely differentiable complex-valued functions in U with the topology defined by the family of seminorms pα,Kp_{\alpha ,K} defined for α∈Nn\alpha \in \mathbf{N}^n and K⊂UK\subset U by

pα,K(φ)=p_{\alpha ,K}(\varphi ) = supx∈K∣∂αφ(x)∣_{x\in K}|\partial^{\alpha}\varphi (x)|.

This space is complete (cf. EVT, III, p. 9, example b)).

For every compact subset K of U, we denote by CK∞(U)\mathscr{C}_K^{\infty}(U) the subspace of C∞(U)\mathscr{C}^{\infty}(U) formed by the functions with support in K. The space CK∞(U)\mathscr{C}_K^{\infty}(U) is endowed with the topology induced by that of C∞(U)\mathscr{C}^{\infty}(U). It is a Fréchet space, a countable family of seminorms defining its topology being the family (pα,K)α∈Nn(p_{\alpha ,K})_{\alpha\in\mathbf{N}^n}. In particular, it is a bornological space (EVT, III, p. 12, prop. 2).

We denote by D(U)\mathscr{D}(U) the vector space K(U)∩C∞(U)\mathscr{K}(U)\cap \mathscr{C}^{\infty}(U) of functions of class C∞C^{\infty} with compact support in U. We say that D(U)\mathscr{D}(U) is the space of test functions in U. The space D(U)\mathscr{D}(U) is the inductive limit of the spaces CK∞(U)\mathscr{C}_K^{\infty}(U) and is endowed with the corresponding inductive limit locally convex topology (EVT, II, p. 31).

This space is denoted by C∘∞(U)\mathscr{C}_{\circ}^{\infty}(U) in EVT, III, p. 9.

Let (Km)(K_m) be an increasing sequence of compact subsets of U whose interiors form a covering of U. The space D(U)\mathscr{D}(U) is then the strict inductive limit of the spaces CKm∞(U)\mathscr{C}_{K_m}^{\infty}(U) (EVT, III, p. 9). It is therefore a complete space (EVT, II, p. 35, prop. 9). Every bounded subset of D(U)\mathscr{D}(U) is contained in one of the subspaces CKm∞(U)\mathscr{C}_{K_m}^{\infty}(U) (EVT, III, p. 5, prop. 6). This means that B⊂D(U)B\subset \mathscr{D}(U) is bounded if and only if there exist a compact subset K of U and a family (Mα)α∈Nn(M_{\alpha})_{\alpha\in\mathbf{N}^n} in R+\mathbf{R}_+ such that B is contained in the set of functions φ∈CK∞(U)\varphi \in \mathscr{C}_K^{\infty}(U) satisfying

pα,K(φ)⩽Mα p_{\alpha ,K}(\varphi )\leqslant M_{\alpha}

for every α∈Nn\alpha \in \mathbf{N}^n.

The space D(U)\mathscr{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\mathbf{R}^n contained in U. If K⊂VK\subset V is compact, then restriction of functions to V defines a continuous surjective linear mapping of CK∞(U)\mathscr{C}_K^{\infty}(U) onto CK∞(V)\mathscr{C}_K^{\infty}(V). Extension by zero of a function defined on V induces an injective continuous linear mapping, called canonical, of D(V)\mathscr{D}(V) into D(U)\mathscr{D}(U).

Remark 030I

One defines analogously the space DR(U)\mathscr{D}_{\mathbf{R}}(U) of real-valued test functions in U. The linear mapping such that z⊗φ↦zφz\otimes \varphi \mapsto z\varphi for every z∈Cz\in \mathbf{C} and every φ∈DR(U)\varphi \in \mathscr{D}_{\mathbf{R}}(U) is an isomorphism of C⊗DR(U)\mathbf{C}\otimes \mathscr{D}_{\mathbf{R}}(U) onto D(U)\mathscr{D}(U).

Lemma 2 030J

Let U\mathscr{U} be an open covering of U. There exists a locally finite open covering of U finer than U\mathscr{U} and formed of relatively compact sets.

Since U is locally compact, there exists a covering V\mathscr{V} of U finer than U\mathscr{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\mathscr{W} finer than V\mathscr{V}. Then W\mathscr{W} is finer than U\mathscr{U} and consists of open sets relatively compact.

Lemma 3 030K

Let f∈K(Rn)f\in \mathscr{K}(\mathbf{R}^n) and let V be an open neighbourhood of the support K of ff. There exists an integer m0⩾1m_0\geqslant 1 such that, for every x∈Kx\in K, the set V contains the ball of radius m0−1m^{-1}_0 with centre at xx. For every integer m>m0m > m_0, let VmV_m be the closed ball of radius m−1m^{-1} with centre at 0 in Rn\mathbf{R}^n and let φm\varphi_m be a test function with support in VmV_m, positive and of integral 1. Put fm=φm∗ff_m=\varphi_m*f.

a) One has fm∈D(Rn)f_m\in \mathscr{D}(\mathbf{R}^n) and the support of fmf_m is contained in V ;

b) Let p∈[1,+∞]p\in [1,+\infty ]. The sequence (fm)m>m0(f_m)_{m>m_0} converges to ff in Lp(Rn)L^p(\mathbf{R}^n).

By TG, IX, p. 14, remark, one has d(K,Rn−V)>0d(K,\mathbf{R}^n-V)>0. Let m0⩾1m_0\geqslant 1 be an integer such that m0−1<d(K,Rn−m^{-1}_0< d(K,\mathbf{R}^n- V) ; it satisfies the required condition. For every m>m0m > m_0, the function fmf_m is continuous (INT, VIII, p. 166, § 4, no5^o5, prop. 11) and with support contained in K+VmK + V_m (INT, VIII, p. 126, § 1, no4^o4, prop. 5), hence in V. By Corollary 2 of IV, p. 198, one has fm∈D(Rn)f_m\in \mathscr{D}(\mathbf{R}^n). If p≠+∞p\not = +\infty, then the sequence (fm)(f_m) converges to ff in Lp(Rn)L^p(\mathbf{R}^n) (INT, VIII, p. 172, § 4, no7^o7, prop. 20).[^1]

Suppose that p=+∞p= +\infty. Let ε>0\varepsilon >0. The function ff is uniformly continuous on Rn\mathbf{R}^n, therefore there exists an integer m1>m0m_1> m_0 such that, for every m⩾m1m\geqslant m_1 and all x∈Rnx\in \mathbf{R}^n and y∈Vmy\in V_m, one has ∣f(x)−f(x−y)∣<ε|f(x)-f(x-y)|< \varepsilon.

For every m⩾m1m\geqslant m_1, the function φm\varphi_m vanishes outside VmV_m, is positive and of integral 1. One therefore deduces the inequality

∣f(x)−fm(x)∣=∣∫Rn(f(x)−f(x−y))φm(y)dμ(y)∣⩽ε |f(x)-f_m(x)|=|\int_{\mathbf{R}^n}(f(x)-f(x-y))\varphi_m(y)d\mu(y)|\leqslant \varepsilon

for every x∈Rnx\in \mathbf{R}^n, whence the result.

Proposition 4 030L

a) The canonical injection of D(U)\mathscr{D}(U) into K(U)\mathscr{K}(U) is continuous and D(U)\mathscr{D}(U) is dense in K(U)\mathscr{K}(U);

b) For every p∈[1,+∞[p\in [1,+\infty [, the canonical injection of D(U)\mathscr{D}(U) into Lp(U)\mathscr{L}^p(U) is continuous and D(U)\mathscr{D}(U) is dense in Lp(U)L^p(U).

Every continuous seminorm on K(U)\mathscr{K}(U) is continuous on D\mathscr{D}(U), hence the canonical injection of D(U)\mathscr{D}(U) into K(U)\mathscr{K}(U) is continuous.

Let f∈K(U)f\in \mathscr{K}(U). There exists a sequence (fm)m∈N(f_m)_{m\in\mathbf{N}} in D(U)\mathscr{D}(U) which converges uniformly to ff on U and such that the supports of the fmf_m are contained in a fixed relatively compact neighbourhood of the support of ff (Lemma 3). The sequence (fm)(f_m) therefore converges to ff in K(U)\mathscr{K}(U). This concludes the proof of a).

Let p∈[1,+∞[p\in [1,+\infty [. Let f∈D(U)f\in \mathscr{D}(U) and let K be the support of ff. One then has the inequality Np(f)⩽μ(K)1/pN_p(f)\leqslant \mu(K)^{1/p} supx∈K∣f(x)∣_{x\in K}|f(x)|, hence the canonical injection of D(U)\mathscr{D}(U) into Lp(U)\mathscr{L}^p(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)\mathscr{D}(U) is a topological algebra.

More generally, let f∈C∞(U)f\in \mathscr{C}^{\infty}(U). The linear mapping φ↦fφ\varphi \mapsto f \varphi of D(U)\mathscr{D}(U) into D(U)\mathscr{D}(U) is then continuous. In fact, for every compact subset K of U and every α∈Nn\alpha \in \mathbf{N}^n, one has

(α) (\alpha )
pα,K(fφ)⩽∑pβ,K(f)pα−β,K(φ) p_{\alpha ,K}(f \varphi )\leqslant \sum p_{\beta ,K}(f)p_{\alpha-\beta ,K}(\varphi )
β \beta
0⩽β⩽α0\leqslant \beta \leqslant \alpha

(cf. loc. cit.).

4. Distributions

We retain the notation of the preceding number; U therefore denotes an open subset of Rn\mathbf{R}^n.

Definition 1 030M

The dual space of D(U)\mathscr{D}(U), endowed with the topology of bounded convergence, is called the space of distributions on U. It is denoted by D′(U)\mathscr{D}'(U).

A distribution on U is therefore a continuous linear form on D(U)\mathscr{D}(U).

If ff is a linear form on D(U)\mathscr{D}(U) (and in particular if ff is a distribution) and if φ\varphi belongs to D\mathscr{D}(U), we shall denote by ⟨f,φ⟩\langle f, \varphi \rangle the value of ff at φ\varphi.

Since D(U)\mathscr{D}(U) is bornological, the space D′(U)\mathscr{D}'(U) is complete (EVT, III, p. 24, cor. 1). Since D(U)\mathscr{D}(U) is a Montel space, the same is true of D′(U)\mathscr{D}'(U) (EVT, IV, p. 19, prop. 9). In particular, the space D′(U)\mathscr{D}'(U) is reflexive (EVT, IV, p. 16, th. 2).

Lemma 4 030N

Let ff be a linear mapping of D(U)\mathscr{D}(U) into C\mathbf{C}. Then ff is a distribution if and only if, for every compact subset K of U and every family (Mα)α∈Nn(M_{\alpha})_{\alpha\in\mathbf{N}^n} in R+\mathbf{R}_+, the linear form ff is bounded on the set of functions φ∈CK∞(U)\varphi \in \mathscr{C}_K^{\infty}(U) such that, for every α∈Nn\alpha \in \mathbf{N}^n, one has

supx∈K∣∂αφ(x)∣⩽Mα_{x\in K}|\partial^{\alpha}\varphi (x)|\leqslant M_{\alpha}.

In fact, the space D(U)\mathscr{D}(U) is bornological and every bounded subset of D(U)\mathscr{D}(U) is contained in one of the bounded sets described in the statement.

Lemma 5 030O

Let F\mathfrak{F} be a filter on D′(U)\mathscr{D}'(U) having a countable basis or containing a simply bounded set. Then F\mathfrak{F} converges to a distribution if and only if ⟨f,φ⟩\langle f, \varphi \rangle converges according to F\mathfrak{F} for every test function φ\varphi on U.

In particular, a sequence (fm)m∈N(f_m)_{m\in\mathbf{N}} of distributions converges to a distribution ff if and only if, for every φ∈D(U)\varphi \in \mathscr{D}(U), the sequence (⟨fm,φ⟩)m∈N(\langle f_m, \varphi \rangle )_{m\in\mathbf{N}} converges to ⟨f,φ⟩\langle f, \varphi \rangle.

Since D′(U)\mathscr{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)\mathscr{D}(V) into D(U)\mathscr{D}(U) is a continuous linear mapping of D′(U)\mathscr{D}'(U) into D′\mathscr{D}'(V), called the restriction of distributions from U to V and denoted by rVUr_{VU}, or sometimes rV,Ur_{V,U}.

One has rVV=1D′(V)r_{VV}= 1_{\mathscr{D}'(V)}. If W⊂V⊂UW\subset V\subset U are open sets in U, then one has rWV∘rVU=rWUr_{WV}\circ r_{VU}=r_{WU}. In other words, if T\mathscr{T} denotes the topology on U, the projective system D′(U)=((D′(V))V∈T,(rWV))\mathscr{D}'(U) = ((\mathscr{D}'(V))_{V\in\mathscr{T}},(r_{WV})) 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).

Proposition 5 030P

The presheaf D′(U)\mathscr{D}'(U) is a sheaf.

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(V_i)_{i\in I} of V, the following conditions are satisfied:

(i) The mapping (rViV)i∈I:D′(V)→∏i∈ID′(Vi)(r_{V_iV})_{i\in I}:\mathscr{D}'(V)\rightarrow \prod_{i\in I}\mathscr{D}'(V_i) is injective;

(ii) For every family (fi)∈∏i∈ID′(Vi)(f_i)\in \prod_{i\in I}\mathscr{D}'(V_i) such that

r(Vi∩Vi′)Vi(fi)=r(Vi∩Vi′)Vi′(fi′) r_{(V_i\cap V_{i'})V_i}(f_i) =r_{(V_i\cap V_{i'})V_{i'}}(f_{i'})

for every pair (i,i′)∈I×I(i, i')\in I\times I, there exists a distribution f∈D′(V)f\in \mathscr{D}'(V) such that for every i∈Ii\in I, one has rViV(f)=fir_{V_iV}(f) =f_i.

Let V be an open set of U and V=(Vi)i∈I\mathscr{V}= (V_i)_{i\in I} an open covering of V. Let (Wj)j∈J(W_j)_{j\in J} be a locally finite open covering of V, finer than V\mathscr{V} and formed of relatively compact subsets (lemma 2 of IV, p. 201). Let us fix a partition of unity (φj)j∈J(\varphi_j)_{j\in J} subordinate to the covering (Wj)j∈J(W_j)_{j\in J} such that the support of φj\varphi_j is contained in WjW_j for every j∈Jj\in J (lemma 1 of IV, p. 196).

Let φ∈D(V)\varphi \in \mathscr{D}(V). Since the set of j∈Jj\in J such that WjW_j meets the support of φ\varphi is finite (TG, I, §9, no1^o1, p. 59), one has

φ=∑j∈Jφφj \varphi =\sum_{j\in J}\varphi \varphi_j

where the sum consists of only a finite number of non-zero terms.

Let us prove (i). Suppose that f∈D′(V)f\in \mathscr{D}'(V) satisfies rViV(f)=0r_{V_iV}(f) = 0 for every i∈Ii\in I. This means that ⟨f,φ⟩=0\langle f, \varphi \rangle = 0 for every test function φ\varphi whose support is contained in one of the open sets ViV_i. This is fortiori true if the support of φ\varphi is contained in one of the open sets WjW_j. But then, for every φ∈D\varphi \in \mathscr{D}(V), we have

⟨f,φ⟩=⟨f,∑j∈Jφφj⟩=∑j∈J⟨f,φφj⟩=0 \langle f, \varphi \rangle =\langle f,\sum_{j\in J}\varphi \varphi_j\rangle =\sum_{j\in J}\langle f, \varphi \varphi_j\rangle = 0

hence f=0f= 0.

Let us prove (ii). Let (fi)i∈I(f_i)_{i\in I} be a family such that fi∈D′(Vi)f_i\in \mathscr{D}'(V_i) for every i∈Ii\in I and rVi∩Vi′,Vi(fi)=rVi∩Vi′,Vi′(fi′)r_{V_i\cap V_{i'},V_i}(f_i) =r_{V_i\cap V_{i'},V_{i'}}(f_{i'}) for all ii and i′i' in I. Let ι:J→I\iota : J\rightarrow I be a mapping such that Wj⊂Vι(j)W_j\subset V_{\iota(j)} for every j∈Jj\in J. For every j∈Jj\in J, put f~j=rWj,Vι(j)(fι(j))\widetilde{f}_j=r_{W_j,V_{\iota(j)}}(f_{\iota(j)}). We then have

rWj∩Wj′,Wj(f~j)=rWj∩Wj′,Wj(rWj,Vι(j)(fι(j))) r_{W_j\cap W_{j'},W_j}(\widetilde{f}_j) =r_{W_j\cap W_{j'},W_j}(r_{W_j,V_{\iota(j)}}(f_{\iota(j)}))
=rWj∩Wj′,Vι(j)(fι(j)) =r_{W_j\cap W_{j'},V_{\iota(j)}}(f_{\iota(j)})
=rWj∩Wj′,Vι(j)∩Vι(j′)∘rVι(j)∩Vι(j′),Vι(j)(fι(j)) =r_{W_j\cap W_{j'},V_{\iota(j)}\cap V_{\iota(j')}}\circ r_{V_{\iota(j)}\cap V_{\iota(j')},V_{\iota(j)}}(f_{\iota(j)})

Exchanging the role of jj and j′j' and noting that

rVι(j)∩Vι(j′),Vι(j)(fι(j))=rVι(j)∩Vι(j′),Vι(j′)(fι(j′)) r_{V_{\iota(j)}\cap V_{\iota(j')},V_{\iota(j)}}(f_{\iota(j)}) =r_{V_{\iota(j)}\cap V_{\iota(j')},V_{\iota(j')}}(f_{\iota(j')})

by assumption, we deduce that

rWj∩Wj′,Wj(f~j)=rWj∩Wj′,Wj(f~j′)(1) r_{W_j\cap W_{j'},W_j}(\widetilde{f}_j) =r_{W_j\cap W_{j'},W_j}(\widetilde{f}_{j'}) \tag{1}

for all (j,j′)∈J2(j, j')\in J^2.

For φ∈D\varphi \in \mathscr{D}(V), put

λ(φ)=∑j∈J⟨f~j,φφj∣Wj⟩ \lambda (\varphi ) =\sum_{j\in J}\langle \widetilde{f}_j, \varphi \varphi_j|W_j\rangle

where the sum is finite since only a finite number of terms can be non-zero.

The mapping λ\lambda is a linear form on D(V)\mathscr{D}(V). Let us prove that it is a distribution. Let B be a bounded subset of D(V)\mathscr{D}(V) and let K be a compact subset of V such that B⊂CK∞(V)B\subset \mathscr{C}_K^{\infty}(V). By TG, I, §9, no1^o1, p. 59, there exists a finite subset J′J' of J such that

λ(φ)=∑j∈J′⟨f~j,φφj∣Wj⟩ \lambda (\varphi ) =\sum_{j\in J'}\langle \widetilde{f}_j, \varphi \varphi_j|W_j\rangle

for every φ∈B\varphi \in B. Since f~j\widetilde{f}_j is a distribution for every j∈J′j\in J' and D(V)\mathscr{D}(V) is a topological algebra, we deduce that λ\lambda is bounded on B, whence the result (lemma 4).

Let j∈Jj\in J and let φ∈D(V)\varphi \in \mathscr{D}(V) whose support is contained in WjW_j. We then have

⟨λ,φ⟩=∑j′∈J⟨f~j′,φφj′∣Wj⟩=∑j′∈J⟨f~j,φφj′∣Wj⟩ \langle \lambda , \varphi \rangle =\sum_{j'\in J}\langle \widetilde{f}_{j'}, \varphi \varphi_{j'}|W_j\rangle =\sum_{j'\in J}\langle \widetilde{f}_j, \varphi \varphi_{j'}|W_j\rangle

by (1), since φφj′\varphi \varphi_{j'} has support contained in Wj∩Wj′W_j\cap W_{j'}. Consequently

⟨λ,φ⟩=⟨f~j,∑j′∈Jφφj′∣Wj⟩=⟨f~j,φ∣Wj⟩ \langle \lambda , \varphi \rangle =\langle \widetilde{f}_j,\sum_{j'\in J}\varphi \varphi_{j'}|W_j\rangle =\langle \widetilde{f}_j, \varphi |W_j\rangle

whence rWjV(λ)=f~jr_{W_jV}(\lambda ) =\widetilde{f}_j for every j∈Jj\in J.

Let i∈Ii\in I. Let us show finally that the restriction of λ\lambda to ViV_i coincides with fif_i. By condition (i), applied to the covering of ViV_i by the open sets WjW_j, it is enough to verify that for every j∈Jj\in J, the restriction of λ\lambda to Vi∩WjV_i\cap W_j coincides with that of fif_i. By what precedes, it is a question of verifying that the restriction of fif_i to Vi∩WjV_i\cap W_j is that of f~j\widetilde{f}_j. Now one has

rVi∩Wj,Vi(fi)=rVi∩Wj,Vi∩Vι(j)(rVi∩Vι(j),Vi(fi)) r_{V_i\cap W_j,V_i}(f_i) =r_{V_i\cap W_j,V_i\cap V_{\iota(j)}}(r_{V_i\cap V_{\iota(j)},V_i}(f_i))
=rVi∩Wj,Vi∩Vι(j)(rVi∩Vι(j),Vι(j)(fι(j))=rVi∩Wj,Vι(j)(fι(j)) =r_{V_i\cap W_j,V_i\cap V_{\iota(j)}}(r_{V_i\cap V_{\iota(j)},V_{\iota(j)}}(f_{\iota(j)}) =r_{V_i\cap W_j,V_{\iota(j)}}(f_{\iota(j)})

where one has used the assumption concerning the family (fi)(f_i). But then

rVi∩Wj,Vι(j)(fι(j))=rVi∩Wj,Wj(rWj,Vι(j)(fι(j)))=rVi∩Wj,Wj(f~j) r_{V_i\cap W_j,V_{\iota(j)}}(f_{\iota(j)}) =r_{V_i\cap W_j,W_j}(r_{W_j,V_{\iota(j)}}(f_{\iota(j)})) =r_{V_i\cap W_j,W_j}(\widetilde{f}_j)

which permits one to conclude.

5. Interpretation of functions as distributions

Proposition 6 030Q

Let ν\nu be a measure on U. The restriction of ν\nu to D(U)\mathscr{D}(U) is a distribution, which is zero if and only if the measure ν\nu is zero.

Let K be a compact subset of U. For every function φ∈CK∞\varphi \in \mathscr{C}_K^{\infty}(U), one has ∣⟨ν,φ⟩∣⩽p0,K(φ)∣ν∣|\langle \nu , \varphi \rangle |\leqslant p_{0,K}(\varphi )|\nu |(K), hence the restriction of ν\nu to D(U)\mathscr{D}(U) is continuous. Since D(U)\mathscr{D}(U) is dense in K(U)\mathscr{K}(U) (prop. 4, a) of IV, p. 202), the restriction of ν\nu to D(U)\mathscr{D}(U) is zero if and only if ν\nu is zero.

We shall identify the space M(U;C)\mathscr{M}(U;\mathbf{C}) of complex measures on U with a subspace of D′(U)\mathscr{D}'(U). We shall also identify the space Lloc1(U)L^1_{loc}(U) with a subspace of D′(U)\mathscr{D}'(U) by the mapping deduced by passing to quotients from the mapping which associates to f∈Lloc1(U)f\in \mathscr{L}_{loc}^1(U) the measure f⋅μf\cdot \mu (INT, V, p. 44, § 5, No.o2^o2, def. 2). In other words, for f∈Lloc1(U)f\in L^1_{loc}(U) and φ∈D\varphi \in \mathscr{D}(U), one has

⟨f,φ⟩=∫Ufφdμ \langle f, \varphi \rangle =\int_Uf \varphi d\mu

In particular, for p∈[1,+∞]p\in [1,+\infty ], this permits one to identify the space Lp(U)L^p(U) with a subspace of D′(U)(\mathscr{D}'(U) (cf. INT, V, p. 43, § 5, No.o1)^o1).

Proposition 7 030R

Let p∈[1,+∞]p\in [1,+\infty ]. The injection of Lp(U)L^p(U) into D′(U)\mathscr{D}'(U) is continuous.

Let f∈Lp(U)f\in L^p(U). Let K be a compact subset of U, and denote by φK\varphi_K its characteristic function. For every test function φ\varphi with support contained in K, Hölder's inequality implies

∣⟨f,φ⟩∣=∣∫Ufφdμ∣⩽Np(f)Nq(φ)⩽Np(f)Nq(φK)p0,K(φ) |\langle f, \varphi \rangle |=|\int_Uf \varphi d\mu|\leqslant N_p(f)N_q(\varphi )\leqslant N_p(f)N_q(\varphi_K)p_{0,K}(\varphi )

where qq is the conjugate exponent of pp.

In particular one can identify D(U)\mathscr{D}(U) with a subspace of D′(U)\mathscr{D}'(U).

Proposition 8 030S

The space D(U)\mathscr{D}(U) is dense in D′(U)\mathscr{D}'(U).

Let λ\lambda be a linear form on D′(U)\mathscr{D}'(U) which is zero on D(U)\mathscr{D}(U). Since D(U)\mathscr{D}(U) is reflexive, there exists a test function φ∈D(U)\varphi \in \mathscr{D}(U) such that λ(f)=⟨f,φ⟩\lambda (f) =\langle f, \varphi \rangle for every f∈D′(U)f\in \mathscr{D}'(U). Hence

0=λ(φ‾)=⟨φ,φ⟩=∫U∣φ∣2dμ 0 =\lambda (\overline{\varphi}) =\langle \varphi , \varphi \rangle =\int_U|\varphi |^2d\mu

whence φ=0\varphi = 0. The proposition then follows from the Hahn–Banach theorem (EVT, II, p. 49, cor. 3 (ii)).

For h∈C∞h\in \mathscr{C}^{\infty}(U), the transpose of the continuous linear mapping φ↦hφ\varphi \mapsto h\varphi of D(U)\mathscr{D}(U) into itself is a continuous linear mapping of D′(U)\mathscr{D}'(U) into itself, which is denoted by f↦hff\mapsto hf. This definition is justified because if ff is the distribution associated with a measure ν\nu on U, then hfhf is associated with the measure h⋅νh\cdot \nu. In fact, for every test function φ∈D\varphi \in \mathscr{D}(U), one computes

⟨hf,φ⟩=⟨f,hφ⟩=∫Uhφdν=∫Uφd(h⋅ν) \langle hf, \varphi \rangle =\langle f, h\varphi \rangle =\int_Uh\varphi d\nu =\int_U\varphi d(h\cdot \nu )

6. Derivation of distributions

Let α∈Nn\alpha \in \mathbf{N}^n. The linear mapping φ↦∂αφ\varphi \mapsto \partial^{\alpha}\varphi is continuous from D(U)\mathscr{D}(U) into D(U)\mathscr{D}(U). Its transpose t∂α^t\partial^{\alpha} is a continuous linear mapping of D′(U)\mathscr{D}'(U) into D′(U)\mathscr{D}'(U) (EVT, IV, p. 6, cor., b)).

The continuous linear mapping (−1)∣α∣t∂α(-1)^{|\alpha|t}\partial^{\alpha} of D′(U)\mathscr{D}'(U) into itself is denoted by ∂α\partial^{\alpha}.

Definition 2 030T

If f∈D′(U)f\in \mathscr{D}'(U) is a distribution, ∂αf\partial^{\alpha}f is called the iterated partial derivative of order α\alpha of ff.

Thus, by definition,

⟨∂αf,φ⟩=(−1)∣α∣⟨f,∂αφ⟩ \langle \partial^{\alpha}f, \varphi \rangle = (-1)^{|\alpha|}\langle f, \partial^{\alpha}\varphi \rangle

for every function φ∈D(U)\varphi \in \mathscr{D}(U). One has ∂α+β=∂α∘∂β\partial^{\alpha+\beta}=\partial^{\alpha}\circ \partial^{\beta} for all α\alpha and β\beta in Nn\mathbf{N}^n.

If n=1n= 1, the derivative of a distribution f∈D′(U)f\in \mathscr{D}'(U) will also be denoted by f′f'.

The definition is justified by the following lemma.

Lemma 6 030U

Let kk be a natural number. Let f∈Ck(U)f\in \mathscr{C}^k(U) and let λ\lambda be the distribution associated with ff. For every β∈Nn\beta \in \mathbf{N}^n such that ∣β∣⩽k|\beta |\leqslant k, the distribution ∂βλ\partial^{\beta}\lambda is the distribution associated with the function ∂βf\partial^{\beta}f.

By induction on kk, it is enough to prove this property when β\beta satisfies ∣β∣=1|\beta |= 1, and one may even suppose that β=(0,...,0,1)\beta = (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−1V\subset \mathbf{R}^{n-1} and an open interval I⊂RI\subset \mathbf{R} such that U=V×IU = V\times I.

For every test function φ∈D\varphi \in \mathscr{D}(U), one has by definition

⟨∂βλ,φ⟩=−∫Uf(x)∂βφ(x)dx=−∫V(∫If(y,t)∂βφ(y,t)dt)dy \langle \partial^{\beta}\lambda , \varphi \rangle =-\int_Uf(x)\partial^{\beta}\varphi (x)dx=-\int_V(\int_If(y, t)\partial^{\beta}\varphi (y, t)dt)dy

from the Lebesgue–Fubini theorem (INT, V, p. 96, § 8, no4^o4, th. 1). By integration by parts (FVR, II, p. 10), one has

−∫If(y,t)∂βφ(y,t)dt=∫I∂βf(y,t)φ(y,t)dt -\int_If(y, t)\partial^{\beta}\varphi (y, t)dt=\int_I\partial^{\beta}f(y, t)\varphi (y, t)dt

since t↦φ(y,t)t\mapsto \varphi (y, t) has compact support in I. One therefore obtains

⟨∂βλ,φ⟩=∫V(∫I∂βf(y,t)φ(y,t)dt)dy=⟨∂βf,φ⟩ \langle \partial^{\beta}\lambda , \varphi \rangle =\int_V(\int_I\partial^{\beta}f(y, t)\varphi (y, t)dt)dy=\langle \partial^{\beta}f, \varphi \rangle

Proposition 9 (Leibniz Formula) 030V

Let ff be a distribution on U and gg an indefinitely differentiable function on U. Let α∈Nn\alpha \in \mathbf{N}^n. One has the relation

α(α)βα−β \alpha (\alpha )\beta \alpha -\beta
∂(fg)=∑∂f∂g \partial (f g) =\sum\partial f \partial g
β \beta
β⩽α\beta \leqslant \alpha

Proceeding by induction on ∣α∣|\alpha | as in the proof of FVR, I, p. 28, prop. 2, it is enough to consider the case where ∣α∣=1|\alpha |= 1. The result then follows from the calculation

⟨∂α(fg),φ⟩=⟨fg,−∂αφ⟩=⟨f,−g∂αφ⟩ \langle \partial^{\alpha}(f g), \varphi \rangle =\langle f g,-\partial^{\alpha}\varphi \rangle =\langle f,-g\partial^{\alpha}\varphi \rangle
=⟨f,−∂α(gφ)+φ∂αg⟩=⟨g∂αf+f∂αg,φ⟩ =\langle f,-\partial^{\alpha}(g\varphi ) +\varphi \partial^{\alpha}g\rangle =\langle g\partial^{\alpha}f+f \partial^{\alpha}g, \varphi \rangle

valid for φ∈D(U)\varphi \in \mathscr{D}(U).

7. Schwartz Functions

One denotes by S(Rn)\mathscr{S}(\mathbf{R}^n) the space of indefinitely differentiable functions φ\varphi on Rn\mathbf{R}^n, with complex values, such that, for all α\alpha and β\beta in Nn\mathbf{N}^n, the function Xβ∂αφX^{\beta}\partial^{\alpha}\varphi is bounded on Rn\mathbf{R}^n. One endows S(Rn)\mathscr{S}(\mathbf{R}^n) with the locally convex topology defined by the countable family of seminorms (qα,β)(α,β)∈Nn×Nn(q_{\alpha ,\beta})_{(\alpha ,\beta)\in\mathbf{N}^n\times\mathbf{N}^n}, where qα,βq_{\alpha ,\beta} is defined by

qα,β(φ)=q_{\alpha ,\beta}(\varphi ) = supx∈Rn∣xβ∂αφ(x)∣=∥Xβ∂αφ∥∞_{x\in\mathbf{R}^n}|x^{\beta}\partial^{\alpha}\varphi (x)|=\|X^{\beta}\partial^{\alpha}\varphi \|_{\infty}

for φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). This topology is separated. It is also defined by the seminorms q~α,k\widetilde{q}_{\alpha ,k} defined by

q~α,k(φ)=\widetilde{q}_{\alpha ,k}(\varphi ) = supx∈Rn∥x∥k∣(∂αφ)(x)∣_{x\in\mathbf{R}^n}\|x\|^k|(\partial^{\alpha}\varphi )(x)|.

for every φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n), where k∈Nk\in \mathbf{N} and α∈Nn\alpha \in \mathbf{N}^n.

One says that S(Rn)\mathscr{S}(\mathbf{R}^n) is the Schwartz space or the space of Schwartz functions on Rn\mathbf{R}^n.

Remark 030W

Let φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). For every k∈Nk\in \mathbf{N}, one has

lim∥x∥→+∞∥x∥kφ(x)=0_{\|x\|\rightarrow+\infty}\|x\|^k\varphi (x) = 0,

since the function x↦∥x∥k+1φ(x)x\mapsto \|x\|^{k+1}\varphi (x) is bounded.

Example 030X

The function γn\gamma_n defined on Rn\mathbf{R}^n by γn(x)=\gamma_n(x) = exp(−∥x∥2-\|x\|^2) belongs to S(Rn)\mathscr{S}(\mathbf{R}^n). In fact, one proves by induction on kk that, for every integer k∈Nk\in \mathbf{N}, there exists a polynomial Pk∈R[X]P_k\in \mathbf{R}[X] such that ∂kγ1=Pkγ1\partial_k\gamma_1= P_k\gamma_1.

For all α=(αi)∈Nn\alpha = (\alpha_i)\in \mathbf{N}^n and β=(βi)∈Nn\beta = (\beta_i)\in \mathbf{N}^n, and every x=(xi)∈Rnx= (x_i)\in \mathbf{R}^n, one then has

∣(Xβ∂αγn)(x)∣=∏i=1n∣xi∣βi∣Pαi(xi)∣γ1(xi) |(X^{\beta}\partial^{\alpha}\gamma_n)(x)|=\prod_{i=1}^n|x_i|^{\beta_i}|P_{\alpha_i}(x_i)|\gamma_1(x_i)

which is a bounded quantity when xx varies in Rn\mathbf{R}^n.

Let α∈Nn\alpha \in \mathbf{N}^n and β∈Nn\beta \in \mathbf{N}^n. If φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n), then Xβ∂α(φ)X^{\beta}\partial^{\alpha}(\varphi ) is again a Schwartz function; the resulting mapping φ↦Xβ∂αφ\varphi \mapsto X^{\beta}\partial^{\alpha}\varphi of S(Rn)\mathscr{S}(\mathbf{R}^n) into itself is continuous.

The space S(Rn)\mathscr{S}(\mathbf{R}^n) is a topological algebra. More precisely, if φ1\varphi_1 and φ2\varphi_2 belong to S(Rn)\mathscr{S}(\mathbf{R}^n), then φ1φ2\varphi_1\varphi_2 is a Schwartz function such that

(α) (\alpha )
qα,β(φ1φ2)⩽∑qγ,β(φ1)qα−γ,0(φ2)(2) q_{\alpha ,\beta}(\varphi_1\varphi_2)\leqslant \sum q_{\gamma ,\beta}(\varphi_1)q_{\alpha-\gamma ,0}(\varphi_2) \tag{2}
γ \gamma
0⩽γ⩽α0\leqslant \gamma \leqslant \alpha

for all α\alpha and β∈Nn\beta \in \mathbf{N}^n (prop. 1 of IV, p. 196).

The canonical inclusion of S(Rn)\mathscr{S}(\mathbf{R}^n) in the space C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n), endowed with the topology described in No.o3^o3 of IV, p. 200, is continuous, since

supx∈K∣∂αφ(x)∣⩽qα,0(φ)_{x\in K}|\partial^{\alpha}\varphi (x)|\leqslant q_{\alpha ,0}(\varphi )

for every compact subset K of Rn\mathbf{R}^n, every α∈Nn\alpha \in \mathbf{N}^n and every Schwartz function φ\varphi.

Lemma 7 030Y

Let k∈Nk\in \mathbf{N} and α∈Nn\alpha \in \mathbf{N}^n. For every function φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n) and every real number T>0T>0, one has

kα_k\alpha 1

(3) q~α,k(φ)⩽T\widetilde{q}_{\alpha ,k}(\varphi )\leqslant T sup ∣∂φ(x)∣+q~α,k+1(φ)|\partial \varphi (x)|+\widetilde{q}_{\alpha ,k+1}(\varphi ).

∥x∥⩽T\|x\|\leqslant T T

In fact, one has

q~α,k(φ)⩽\widetilde{q}_{\alpha ,k}(\varphi )\leqslant sup∥x∥⩽T∥x∥k∣∂αφ(x)∣+_{\|x\|\leqslant T}\|x\|^k|\partial^{\alpha}\varphi (x)|+ sup∥x∥>T∥x∥k∣∂αφ(x)∣_{\|x\|>T}\|x\|^k|\partial^{\alpha}\varphi (x)|

⩽Tk\leqslant T^k sup∥x∥⩽T∣∂αφ(x)∣+1T_{\|x\|\leqslant T}|\partial^{\alpha}\varphi (x)|+\frac{1}{T} sup∥x∥>T∥x∥k+1∣∂αφ(x)∣_{\|x\|>T}\|x\|^{k+1}|\partial^{\alpha}\varphi (x)|.

Proposition 10 030Z

Let B be a bounded subset of S(Rn)\mathscr{S}(\mathbf{R}^n). The topology induced on B by S(Rn)\mathscr{S}(\mathbf{R}^n) coincides with the topology induced by C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n).

Since the inclusion of S(Rn)\mathscr{S}(\mathbf{R}^n) in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n) is continuous, it is enough to prove that, for every open subset V of S(Rn)\mathscr{S}(\mathbf{R}^n), the intersection V∩BV\cap B is open in B for the topology induced by C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n).

Let V be an open subset of S(Rn)\mathscr{S}(\mathbf{R}^n). Let φ0∈V∩B\varphi_0\in V\cap B. There exist a finite set I, a family (αi,ki)i∈I∈(Nn×N)I(\alpha_i, k_i)_{i\in I}\in (\mathbf{N}^n\times \mathbf{N})^I and a real number ε>0\varepsilon >0 such that V contains the set of φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n) satisfying

supi∈Iq~αi,ki(φ−φ0)⩽ε_{i\in I}\widetilde{q}_{\alpha_i,k_i}(\varphi -\varphi_0)\leqslant \varepsilon.

Since B is bounded in S(Rn)\mathscr{S}(\mathbf{R}^n), there exists M>0M>0 such that the seminorms q~αi,ki+1\widetilde{q}_{\alpha_i,k_i+1} for i∈Ii\in I are bounded by M on B. Let δ>0\delta >0 and T>0T>0 be real numbers. By inequality (3), as soon as φ∈B\varphi \in B satisfies the bound

(4) supi∈I_{i\in I} sup∥x∥⩽T∣∂αi(φ−φ0)∣⩽δ_{\|x\|\leqslant T}|\partial^{\alpha_i}(\varphi -\varphi_0)|\leqslant \delta,

one has

k_k 2M

sup q~αi,ki(φ−φ0)⩽δT\widetilde{q}_{\alpha_i,k_i}(\varphi -\varphi_0)\leqslant \delta T +.

i∈I_{i\in I} T

Let T=4MεT =\frac{4M}{\varepsilon}, then δ=ε2Tk\delta =\frac{\varepsilon}{2T^k}. One sees that V∩BV\cap B contains the neighbourhood of φ0\varphi_0 in B for the induced topology of C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n) which is defined by (4). This concludes the proof.

Corollary 0310

Let (φm)m∈N(\varphi_m)_{m\in\mathbf{N}} be a bounded sequence in S(Rn)\mathscr{S}(\mathbf{R}^n). For every function φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n), the following assertions are equivalent:

a) The sequence (φm)(\varphi_m) converges to φ\varphi in S(Rn)\mathscr{S}(\mathbf{R}^n);

b) The sequence (φm)(\varphi_m) converges to φ\varphi in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n).

Remark 0311

A sequence (φm)(\varphi_m) in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n) converges if and only if, for every α∈Nn\alpha \in \mathbf{N}^n, the sequence (∂αφm)(\partial^{\alpha}\varphi_m) converges to a function φ(α)\varphi^{(\alpha)} in C(Rn)\mathscr{C}(\mathbf{R}^n) endowed with the topology of compact convergence. One then has φ(α)=∂αφ\varphi^{(\alpha)}=\partial^{\alpha}\varphi and (φm)(\varphi_m) converges to φ(0)\varphi^{(0)}.

In fact, the condition is necessary. Conversely, if the sequences (∂αφm)(\partial^{\alpha}\varphi_m) converge to functions φ(α)\varphi^{(\alpha)} for every α∈Nn\alpha \in \mathbf{N}^n, then it follows from FVR, II, p. 2, th. 1, that φ(α)=∂αφ(0)\varphi^{(\alpha)}=\partial^{\alpha}\varphi^{(0)}, which means that the sequence (φm)(\varphi_m) converges to φ(0)\varphi^{(0)} in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n).

Proposition 11 0312

The space S(Rn)\mathscr{S}(\mathbf{R}^n) is a Fréchet space and a Montel space.

Since the space C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n) is complete (EVT, III, p. 9, example b)), the corollary to proposition 10 implies that every Cauchy sequence in S(Rn)\mathscr{S}(\mathbf{R}^n) converges in S(Rn)\mathscr{S}(\mathbf{R}^n) since it is bounded and converges in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n).

The space S(Rn)\mathscr{S}(\mathbf{R}^n) 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)\mathscr{S}(\mathbf{R}^n) and (φm)m∈N(\varphi_m)_{m\in\mathbf{N}} a sequence with values in B. Since C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n) is a Montel space (EVT, IV, p. 18, example (4)), there exists a subsequence of (φm)m∈N(\varphi_m)_{m\in\mathbf{N}} which converges in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n), hence in S(Rn)\mathscr{S}(\mathbf{R}^n) (proposition 10). Therefore B is relatively compact in S(Rn)\mathscr{S}(\mathbf{R}^n). It follows that S(Rn)\mathscr{S}(\mathbf{R}^n) is a Montel space.

8. Inclusions of Function Spaces in the Space of Schwartz Functions

Proposition 12 0313

The space D(Rn)\mathscr{D}(\mathbf{R}^n) is contained in S(Rn)\mathscr{S}(\mathbf{R}^n), and the inclusion of D(Rn)\mathscr{D}(\mathbf{R}^n) in S(Rn)\mathscr{S}(\mathbf{R}^n) is continuous with dense image.

Let B⊂D(Rn)B\subset \mathscr{D}(\mathbf{R}^n) be a bounded subset, and let K be a compact subset of Rn\mathbf{R}^n such that B⊂CK∞(Rn)B\subset \mathscr{C}_K^{\infty}(\mathbf{R}^n). Let α∈Nn\alpha \in \mathbf{N}^n and k∈Nk\in \mathbf{N}. For every function φ∈B\varphi \in B, one has

q~α,k(φ)⩽(\widetilde{q}_{\alpha ,k}(\varphi )\leqslant (supx∈K∥x∥k)pα,K(φ)_{x\in K}\|x\|^k)p_{\alpha ,K}(\varphi ),

therefore B is bounded in S(Rn)\mathscr{S}(\mathbf{R}^n). The continuity of the inclusion then follows from the fact that the spaces S(Rn)\mathscr{S}(\mathbf{R}^n) and D(Rn)\mathscr{D}(\mathbf{R}^n) are bornological.

Let us prove that D(Rn)\mathscr{D}(\mathbf{R}^n) is dense in S(Rn)\mathscr{S}(\mathbf{R}^n). Let B be the unit ball of Rn\mathbf{R}^n and let η∈D(Rn)\eta \in \mathscr{D}(\mathbf{R}^n) be a test function with support contained in 2B such that 0⩽η⩽10\leqslant \eta \leqslant 1 and η(x)=1\eta (x) = 1 for every x∈Bx\in B (lemma 1, a) of IV, p. 196).

Let φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). For every integer m⩾1m\geqslant 1 and every x∈Rnx\in \mathbf{R}^n, put ηm(x)=η(x/m)\eta_m(x) =\eta (x/m). Finally define φm=ηmφ\varphi_m=\eta_m\varphi; we have φm∈D(Rn)\varphi_m\in \mathscr{D}(\mathbf{R}^n). Since ∂αηm=m−∣α∣(∂αη)(x/m)\partial^{\alpha}\eta_m=m^{-|\alpha|}(\partial^{\alpha}\eta )(x/m) for all α∈Nn\alpha \in \mathbf{N}^n and x∈Rnx\in \mathbf{R}^n, one deduces from formula (2) of IV, p. 210 that the sequence (φm)(\varphi_m) is bounded in S(Rn)\mathscr{S}(\mathbf{R}^n).

Let C be a compact subset of Rn\mathbf{R}^n. The sequence (φm)m⩾1(\varphi_m)_{m\geqslant 1} converges to φ\varphi in CK∞(Rn)\mathscr{C}_K^{\infty}(\mathbf{R}^n) since φm\varphi_m coincides with φ\varphi on C for every sufficiently large mm. Thus the sequence (φm)(\varphi_m) converges to φ\varphi in C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n), and the corollary to proposition 10 of IV, p. 211 makes it possible to conclude that the sequence (φm)(\varphi_m) converges to φ\varphi in S(Rn)\mathscr{S}(\mathbf{R}^n).

Lemma 8 0314

Let B be a bounded subset of D(Rn)\mathscr{D}(\mathbf{R}^n). The topology induced on B by the topology of S(Rn)\mathscr{S}(\mathbf{R}^n) coincides with the topology induced by D(Rn)\mathscr{D}(\mathbf{R}^n).

Since the inclusion of D(Rn)\mathscr{D}(\mathbf{R}^n) in S(Rn)\mathscr{S}(\mathbf{R}^n) is continuous, the topology on B induced by D(Rn)\mathscr{D}(\mathbf{R}^n) is finer than that induced by S(Rn)\mathscr{S}(\mathbf{R}^n). On the other hand, there exists a compact subset K of Rn\mathbf{R}^n such that B⊂CK∞(Rn)B\subset \mathscr{C}_K^{\infty}(\mathbf{R}^n). For every α∈Nn\alpha \in \mathbf{N}^n, one then has pα,K(φ)⩽q~α,0(φ)p_{\alpha ,K}(\varphi )\leqslant \widetilde{q}_{\alpha ,0}(\varphi ), which implies that the topology induced by S(Rn)\mathscr{S}(\mathbf{R}^n) is finer than that induced by D(Rn)\mathscr{D}(\mathbf{R}^n).

Proposition 13 0315

Let p∈[1,+∞]p\in [1,+\infty ]. The space S(Rn)\mathscr{S}(\mathbf{R}^n) is contained in Lp(Rn)\mathscr{L}^p(\mathbf{R}^n) and the canonical injection of S(Rn)\mathscr{S}(\mathbf{R}^n) into Lp(Rn)\mathscr{L}^p(\mathbf{R}^n) is continuous. The image of S(Rn)\mathscr{S}(\mathbf{R}^n) in Lp(Rn)L^p(\mathbf{R}^n) is dense if p≠+∞p\not = +\infty.

The first assertion is immediate for p=+∞p= +\infty. Henceforth suppose that p∈[1,+∞[p\in [1,+\infty [. Let mm be an integer such that n+1<mpn+ 1< mp. For every φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n) and x∈Rnx\in \mathbf{R}^n, one has

∥x∥n+1∣φ(x)∣p⩽q~0,m(φ)p \|x\|^{n+1}|\varphi (x)|^p\leqslant \widetilde{q}_{0,m}(\varphi )^p

hence φ∈Lp(Rn)\varphi \in \mathscr{L}^p(\mathbf{R}^n) by Prop. 3 of IV, p. 199. Moreover, one obtains

Np(φ)⩽an1/pq~0,0(φ)+bnq~0,m(φ) N_p(\varphi )\leqslant a^{1/p}_n\widetilde{q}_{0,0}(\varphi ) +b_n\widetilde{q}_{0,m}(\varphi )

where

an=∫dμ(x),bn=∫1n+1dμ(x) a_n=\int d\mu(x),b_n=\int 1_{n+1}d\mu(x)
∥x∥⩽1∥x∥⩾1∥x∥ _{\|x\|\leqslant 1}\|_{x\|\geqslant 1}\|x\|

hence the injection of S(Rn)\mathscr{S}(\mathbf{R}^n) into Lp(Rn)\mathscr{L}^p(\mathbf{R}^n) is continuous.

As the space D(Rn)\mathscr{D}(\mathbf{R}^n) is contained in S(Rn)\mathscr{S}(\mathbf{R}^n), Proposition 4 of IV, p. 202 implies that S(Rn)\mathscr{S}(\mathbf{R}^n) is dense in Lp(Rn)L^p(\mathbf{R}^n) if p≠+∞p\not = +\infty.

9. Functions with polynomial growth

Definition 3 0316

A function f:Rn→Cf:\mathbf{R}^n\rightarrow \mathbf{C} has polynomial growth if there exists an integer k⩾1k\geqslant 1 such that the mapping defined by x↦(1+∥x∥)−kf(x)x\mapsto (1 +\|x\|)^{-k}f(x) is bounded on Rn\mathbf{R}^n.

Every function with polynomial growth is locally bounded. Every polynomial function on Rn\mathbf{R}^n has polynomial growth.

Proposition 14 0317

Let f∈C∞(Rn)f\in \mathscr{C}^{\infty}(\mathbf{R}^n). Suppose that for every α\alpha in Nn\mathbf{N}^n, the function ∂αf\partial^{\alpha}f has polynomial growth. The linear mapping of the space S(Rn)\mathscr{S}(\mathbf{R}^n) into itself defined by φ↦fφ\varphi \mapsto f \varphi is continuous.

For every φ\varphi in S(Rn)\mathscr{S}(\mathbf{R}^n), the function fφf \varphi belongs to C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n). By hypothesis, for every α∈Nn\alpha \in \mathbf{N}^n, there exist an integer kα⩾0k_{\alpha}\geqslant 0 and a real CαC_{\alpha} such that ∣∂αf(x)∣⩽Cα(1+∥x∥)kα|\partial^{\alpha}f(x)|\leqslant C_{\alpha}(1 +\|x\|)^{k_{\alpha}} for every xx in Rn\mathbf{R}^n. Let φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). Let α∈Nn\alpha \in \mathbf{N}^n and k∈Nk\in \mathbf{N}. By Prop. 1 of IV, p. 196, there follows

(α)kβα−β (\alpha )k\beta \alpha -\beta

q~α,k(fφ)⩽∑\widetilde{q}_{\alpha ,k}(f \varphi )\leqslant \sum sup ∥x∥∣∂f(x)∂φ(x)∣\|x\||\partial f(x)\partial \varphi (x)|

βx∈Rn \beta_{x\in\mathbf{R}^n}
0⩽β⩽α0\leqslant \beta \leqslant \alpha
(α)kkα−β (\alpha )kk\alpha -\beta

⩽∑Cβ\leqslant \sum C_{\beta} sup ∥x∥(1+∥x∥)β∣∂φ(x)∣\|x\|(1 +\|x\|)^{^{\beta}}|\partial \varphi (x)|.

βx∈Rn \beta_{x\in\mathbf{R}^n}
0⩽β⩽α0\leqslant \beta \leqslant \alpha

Let β∈Nn\beta \in \mathbf{N}^n be such that 0⩽β⩽α0\leqslant \beta \leqslant \alpha. For every x∈Rnx\in \mathbf{R}^n, one has

∥x∥k(1+∥x∥)kβ∣∂α−βφ(x)∣⩽\|x\|^k(1 +\|x\|)^{k_{\beta}}|\partial^{\alpha-\beta}\varphi (x)|\leqslant sup∥x∥⩽12kβ∣∂α−βφ(x)∣_{\|x\|\leqslant 1}2^{k_{\beta}}|\partial^{\alpha-\beta}\varphi (x)|

+ supx∈Rn2kβ∥x∥k+kβ∣∂α−βφ(x)∣_{x\in\mathbf{R}^n}2^{k_{\beta}}\|x\|^{k+k_{\beta}}|\partial^{\alpha-\beta}\varphi (x)| whence finally

(α)k() (\alpha )_k()
q~α,k(fφ)⩽∑2βCβq~α−β,0(φ)+q~α−β,k+kβ(φ) \widetilde{q}_{\alpha ,k}(f \varphi )\leqslant \sum 2^{^{\beta}}C_{\beta}\widetilde{q}_{\alpha-\beta ,0}(\varphi ) +\widetilde{q}_{\alpha-\beta ,k+k_{\beta}}(\varphi )
β \beta
0⩽β⩽α0\leqslant \beta \leqslant \alpha

which implies the proposition.

10. Tempered distributions

Definition 4 0318

The dual space of S(R)\mathscr{S}(\mathbf{R}) endowed with the topology of bounded convergence is called the space of tempered distributions on Rn\mathbf{R}^n. It is denoted by S′(Rn)\mathscr{S}'(\mathbf{R}^n).

Since S(Rn)\mathscr{S}(\mathbf{R}^n) is bornological, the space S′(Rn)\mathscr{S}'(\mathbf{R}^n) is complete (EVT, III, p. 24, cor. 1). Since S(Rn)\mathscr{S}(\mathbf{R}^n) is a Montel space, the same is true of S′(Rn)\mathscr{S}'(\mathbf{R}^n) (EVT, IV, p. 19, prop. 9). The space S′(Rn)\mathscr{S}'(\mathbf{R}^n) is therefore reflexive (EVT, IV, p. 16, th. 2).

Lemma 9 0319

A linear mapping ff of S(Rn)\mathscr{S}(\mathbf{R}^n) into C\mathbf{C} is a tempered distribution if and only if for every family (Mα,k)(α,k)∈Nn×N(M_{\alpha ,k})_{(\alpha ,k)\in\mathbf{N}^n\times\mathbf{N}} in R+\mathbf{R}_+, the linear form ff is bounded on the set of functions φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n) such that q~α,k(φ)⩽Mα,k\widetilde{q}_{\alpha ,k}(\varphi )\leqslant M_{\alpha ,k} for every (α,k)∈Nn×N(\alpha , k)\in \mathbf{N}^n\times \mathbf{N}.

In fact, the space S(Rn)\mathscr{S}(\mathbf{R}^n) is bornological (EVT, III, p. 12, prop. 2), and every bounded subset of S(Rn)\mathscr{S}(\mathbf{R}^n) is contained in one of the bounded sets described in the statement.

Lemma 10 031A

Let F\mathfrak{F} be a filter on S′(Rn)\mathscr{S}'(\mathbf{R}^n) having a countable base or containing a simply bounded set. Then F\mathfrak{F} converges to a tempered distribution if and only if ⟨f,φ⟩\langle f, \varphi \rangle converges along F\mathfrak{F} for every Schwartz function φ\varphi.

In particular, a sequence (fm)m∈N(f_m)_{m\in\mathbf{N}} of tempered distributions converges to a tempered distribution ff if and only if one has ⟨fm,φ⟩→⟨f,φ⟩\langle f_m, \varphi \rangle \rightarrow \langle f, \varphi \rangle for every φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n).

Since S′(Rn)\mathscr{S}'(\mathbf{R}^n) 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 jj of D(Rn)\mathscr{D}(\mathbf{R}^n) into S(Rn)\mathscr{S}(\mathbf{R}^n) is continuous, and its image is dense (lemma 12 of IV, p. 212); hence the transpose of jj, which is the restriction mapping of tempered distributions to the subspace D(Rn)\mathscr{D}(\mathbf{R}^n), is an injective continuous linear mapping of S′(Rn)\mathscr{S}'(\mathbf{R}^n) into D′(Rn)\mathscr{D}'(\mathbf{R}^n). We shall identify S′(Rn)\mathscr{S}'(\mathbf{R}^n) with a subspace of D′(Rn)\mathscr{D}'(\mathbf{R}^n) by means of this mapping.

Let α∈Nn\alpha \in \mathbf{N}^n. The linear mapping φ↦∂αφ\varphi \mapsto \partial^{\alpha}\varphi of S(Rn)\mathscr{S}(\mathbf{R}^n) into S(Rn)\mathscr{S}(\mathbf{R}^n) is continuous. Its transpose is therefore a continuous linear mapping of S′(Rn)\mathscr{S}'(\mathbf{R}^n) into S′(Rn)\mathscr{S}'(\mathbf{R}^n) (EVT, IV, p. 6, cor., b)). The continuous linear mapping (−1)∣α∣t∂α(-1)^{|\alpha|t}\partial^{\alpha} of S′(Rn)\mathscr{S}'(\mathbf{R}^n) into S′(Rn)\mathscr{S}'(\mathbf{R}^n) is denoted by ∂α\partial^{\alpha}. This definition is compatible with Definition 2 of IV, p. 208 for distributions.

Let h∈C∞(Rn)h\in \mathscr{C}^{\infty}(\mathbf{R}^n) be a function such that ∂αh\partial^{\alpha}h has polynomial growth for every α∈Nn\alpha \in \mathbf{N}^n. The transpose of the continuous linear mapping φ↦hφ\varphi \mapsto h\varphi (prop. 14 of IV, p. 214) is a continuous linear mapping on S′(Rn)\mathscr{S}'(\mathbf{R}^n), denoted by f↦hff\mapsto hf.

11. Interpretation of functions as tempered distributions

Definition 5 031B

A measure ν\nu on Rn\mathbf{R}^n is said to be tempered if there exists an integer r∈Nr\in \mathbf{N} such that the continuous mapping x↦(1+∥x∥)−rx\mapsto (1 +\|x\|)^{-r} is ν\nu-integrable on Rn\mathbf{R}^n.

In other words, a measure ν\nu is tempered if there exists r∈Nr\in \mathbf{N} such that the function defined by x↦∥x∥−rx\mapsto \|x\|^{-r} is ν\nu-integrable on the complement of the unit ball in Rn\mathbf{R}^n. In particular, every bounded measure on Rn\mathbf{R}^n is tempered. More generally, if ff is a μ\mu-measurable function of polynomial growth and if ν\nu is tempered, then the measure f⋅νf\cdot \nu is tempered.

The set Mt(Rn)\mathscr{M}^t(\mathbf{R}^n) of tempered measures on Rn\mathbf{R}^n is a subspace of the vector space M(Rn;C)\mathscr{M}(\mathbf{R}^n;\mathbf{C}) of complex measures on Rn\mathbf{R}^n.

Proposition 15 031C

Let ν\nu be a tempered measure on Rn\mathbf{R}^n. The restriction of ν\nu to S(Rn)\mathscr{S}(\mathbf{R}^n) is a tempered distribution. It is zero if and only if the measure ν\nu is zero.

Since ν\nu is tempered, there exists a positive integer kk such that the mapping x↦∥x∥−kx\mapsto \|x\|^{-k} is ν\nu-integrable on the complement of the unit ball in Rn\mathbf{R}^n. For every Schwartz function φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n), one has

∣⟨ν,φ⟩∣⩽(∫∥x∥⩽1dν)q~0,0(φ)+(∫∥x∥>1∥x∥−kdν)q~0,k(φ) |\langle \nu , \varphi \rangle |\leqslant (\int_{\|x\|\leqslant 1}d\nu )\widetilde{q}_{0,0}(\varphi ) +(\int_{\|x\|>1}\|x\|^{-k}d\nu )\widetilde{q}_{0,k}(\varphi )

therefore the restriction of ν\nu to S(Rn)\mathscr{S}(\mathbf{R}^n) is a tempered distribution.

The last assertion follows from Prop. 6 of IV, p. 206 since D(Rn)\mathscr{D}(\mathbf{R}^n) is contained in S(Rn)\mathscr{S}(\mathbf{R}^n).

We shall identify the space Mt(Rn)\mathscr{M}^t(\mathbf{R}^n) with a subspace of S′(Rn)\mathscr{S}'(\mathbf{R}^n).

Proposition 16 031D

Let p∈[1,+∞]p\in [1,+\infty ] and f∈Lp(Rn)f\in \mathscr{L}^p(\mathbf{R}^n). Then the measure f⋅μf\cdot \mu with density ff with respect to Lebesgue measure is tempered. The mapping f↦f⋅μf\mapsto f\cdot \mu of Lp(Rn)L^p(\mathbf{R}^n) into S′(Rn)\mathscr{S}'(\mathbf{R}^n) resulting is continuous.

Let qq be the conjugate exponent of pp and let r⩾0r\geqslant 0 be such that rq>nrq > n. For every x∈Rnx\in \mathbf{R}^n, let us write g(x)=(1+∥x∥)−rg(x) = (1 +\|x\|)^{-r}. The function gg belongs to Lq(Rn)\mathscr{L}^q(\mathbf{R}^n) 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)<+∞ \int_{\mathbf{R}^n}^*(1 +\|x\|)^{-r}|f(x)|d\mu(x)\leqslant N_q(g)N_p(f)<+\infty

therefore the measure f⋅μf\cdot \mu is tempered.

Let f∈Lp(Rn)f\in L^p(\mathbf{R}^n) and φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). Hölder's inequality implies

∣⟨f⋅μ,φ⟩∣=∣∫Rnf(x)φ(x)dμ(x)∣⩽∥f∥p∥φ∥q |\langle f\cdot \mu, \varphi \rangle |=|\int_{\mathbf{R}^n}f(x)\varphi (x)d\mu(x)|\leqslant \|f\|_p\|\varphi \|_q

and the continuity of the mapping f↦f⋅μf\mapsto f\cdot \mu then follows from Prop. 13 of IV, p. 213.

For every p∈[1,+∞]p\in [1,+\infty ], we shall identify Lp(Rn)L^p(\mathbf{R}^n) with a subspace of S′(Rn)\mathscr{S}'(\mathbf{R}^n) by the linear mapping f↦f⋅μf\mapsto f\cdot \mu.

Proposition 17 031E

The spaces D(Rn)\mathscr{D}(\mathbf{R}^n) and S(Rn)\mathscr{S}(\mathbf{R}^n) are dense in S′(Rn)\mathscr{S}'(\mathbf{R}^n).

It is enough to prove that D(Rn)\mathscr{D}(\mathbf{R}^n) is dense in S′(Rn)\mathscr{S}'(\mathbf{R}^n). Let λ\lambda be a continuous linear form on S′(Rn)\mathscr{S}'(\mathbf{R}^n) which is zero on D(Rn)\mathscr{D}(\mathbf{R}^n). Since the space S(Rn)\mathscr{S}(\mathbf{R}^n) is reflexive, there exists a function φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n) such that λ(f)=⟨f,φ⟩\lambda (f) =\langle f, \varphi \rangle for every f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n). Hence

0=λ(ψ)=⟨ψ,φ⟩=∫Rnψφdμ 0 =\lambda (\psi ) =\langle \psi , \varphi \rangle =\int_{\mathbf{R}^n}\psi \varphi d\mu

for every ψ∈D(Rn)\psi \in \mathscr{D}(\mathbf{R}^n). The measure φ⋅μ\varphi \cdot \mu on Rn\mathbf{R}^n is therefore zero (prop. 6 of IV, p. 206), whence φ=0\varphi = 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\varphi is integrable on Rn\mathbf{R}^n (prop. 13 of IV, p. 213), it admits a Fourier transform F(φ)\mathscr{F}(\varphi ) (resp. a Fourier cotransform F‾(φ)\overline{\mathscr{F}}(\varphi )) which is identified with the continuous bounded function on Rn\mathbf{R}^n defined by

y↦∫φ(x)y\mapsto \int\varphi (x) exp(−2iπx⋅y-2i\pi x\cdot y)dμ(x)d\mu(x)

(resp. with the function y↦∫RnRnφ(x)y\mapsto \int^{\mathbf{R}^n}_{\mathbf{R}^n}\varphi (x) exp(2iπx⋅yi\pi x\cdot y)dμ(x)d\mu(x)).

Lemma 11 031F

Let φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). The function F(φ)\mathscr{F}(\varphi ) is indefinitely differentiable on Rn\mathbf{R}^n and one has

F(Xαφ)=(−2iπ)−∣α∣∂α(F(φ)) \mathscr{F}(X^{\alpha}\varphi ) = (-2i\pi )^{-|\alpha|}\partial^{\alpha}(\mathscr{F}(\varphi ))
F(∂αφ)=(2iπ)∣α∣XαF(φ) \mathscr{F}(\partial^{\alpha}\varphi ) = (2i\pi )^{|\alpha|}X^{\alpha}\mathscr{F}(\varphi )

for every α\alpha in Nn\mathbf{N}^n.

One may suppose that n⩾1n\geqslant 1. Let φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). The function defined by (x,y)↦φ(x)(x, y)\mapsto \varphi (x) exp(2iπx⋅yi\pi x\cdot y) from Rn×Rn\mathbf{R}^n\times \mathbf{R}^n into C\mathbf{C} satisfies the hypotheses of Corollary 1 of IV, p. 198 for every integer kk. The Fourier transform of φ\varphi is therefore indefinitely differentiable and satisfies

∂α(Fφ)(y)=(−2iπ)∣α∣∫Rnxαφ(x)\partial^{\alpha}(\mathscr{F}\varphi )(y) = (-2i\pi )^{|\alpha|}\int_{\mathbf{R}^n}x^{\alpha}\varphi (x) exp(−2iπx⋅y-2i\pi x\cdot y)dμ(x)d\mu(x)

for every y∈Rny\in \mathbf{R}^n, which implies the first formula.

Let us prove the second formula. By induction on ∣α∣|\alpha |, it is enough to do so when ∣α∣=1|\alpha |= 1, and one is easily reduced to the case α=(1,0,...,0)\alpha = (1,0, . . . ,0). Write every x∈Rnx\in \mathbf{R}^n in the form x=(x1,x′)x= (x_1, x') with x′∈Rn−1x'\in \mathbf{R}^{n-1}, and denote by μ1\mu_1 (resp. μ′\mu') the Lebesgue measure on Rn−1\mathbf{R}^{n-1} (resp. R\mathbf{R}). By the Lebesgue-Fubini theorem (INT, V, p. 96, § 8, no4^o4, th. 1), for every y=(y1,y′)∈R×Rn−1y= (y_1, y')\in \mathbf{R}\times \mathbf{R}^{n-1}, we get

F(∂1φ)(y)=∫\mathscr{F}(\partial_1\varphi )(y) =\int exp(−2iπx′⋅y′-2i\pi x'\cdot y')

×Rn(∫R−1(∂1φ)(x1,x′)\times^{\mathbf{R}^n}(\int^{^{-1}}_{\mathbf{R}}(\partial_1\varphi )(x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1))dμ′(x′)d\mu_1(x_1))d\mu'(x').

For every compact interval [a,b][a, b] in R\mathbf{R} and every x′∈Rn−1x'\in \mathbf{R}^{n-1}, one has

∫ab(∂1φ)(x1,x′)\int_a^b(\partial_1\varphi )(x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1)=d\mu_1(x_1) =

[φ(x1,x′)[\varphi (x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)]ab]^b_a

+2iπy1∫abφ(x1,x′)+ 2i\pi y_1\int_a^b\varphi (x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1)d\mu_1(x_1) by integration by parts (FVR, II, p. 10, formula (10)). When aa tends to −∞-\infty and bb tends to +∞+\infty, the first term of the second member converges to 0 since φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n). The second term converges, by the Lebesgue theorem (INT, IV, p. 137, § 3, no7^o7, th. 6), to

2iπy1∫Rφ(x1,x′)2i\pi y_1\int_{\mathbf{R}}\varphi (x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1)d\mu_1(x_1),

since the mapping x1↦φ(x1,x′)x_1\mapsto \varphi (x_1, x') is integrable on R\mathbf{R}. As x1↦∂1φ(x1,x′)x_1\mapsto \partial_1\varphi (x_1, x') is also integrable on R\mathbf{R}, one deduces that

∫R∂1φ(x1,x′)\int_{\mathbf{R}}\partial_1\varphi (x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1)d\mu_1(x_1)

=2iπy1∫Rφ(x1,x′)= 2i\pi y_1\int_{\mathbf{R}}\varphi (x_1, x') exp(−2iπx1y1-2i\pi x_1y_1)dμ1(x1)d\mu_1(x_1) and finally, applying the Lebesgue-Fubini theorem again, one concludes that

F(∂1φ)(y)=2iπy1∫Rnφ(x)\mathscr{F}(\partial_1\varphi )(y) = 2i\pi y_1\int_{\mathbf{R}^n}\varphi (x) exp(−2iπx⋅y-2i\pi x\cdot y)dμ(x)d\mu(x),

as desired.

Proposition 18 031G

The restriction to S(Rn)\mathscr{S}(\mathbf{R}^n) 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)\varphi \in \mathscr{S}(\mathbf{R}^n). By the preceding lemma, the Fourier transform of φ\varphi belong to C∞(Rn)\mathscr{C}^{\infty}(\mathbf{R}^n). Moreover, for α∈Nn\alpha \in \mathbf{N}^n and β∈Nn\beta \in \mathbf{N}^n, one has

Xβ∂α(F(φ))=(−2iπ)∣α∣XβF(Xαφ) X^{\beta}\partial^{\alpha}(\mathscr{F}(\varphi )) = (-2i\pi )^{|\alpha|}X^{\beta}\mathscr{F}(X^{\alpha}\varphi )
=(−1)∣α∣(2iπ)∣α∣−∣β∣F(∂β(Xαφ)) = (-1)^{|\alpha|}(2i\pi )^{|\alpha|-|\beta|}\mathscr{F}(\partial^{\beta}(X^{\alpha}\varphi ))

In particular, the function Xβ∂α(F(φ))X^{\beta}\partial^{\alpha}(\mathscr{F}(\varphi )) is bounded. Since α\alpha and β\beta are arbitrary in Nn\mathbf{N}^n, this means that F(φ)\mathscr{F}(\varphi ) belongs to S(Rn)\mathscr{S}(\mathbf{R}^n). Moreover, this calculation implies

qα,β(F(φ))⩽(2π)∣α∣−∣β∣∥∂β(Xαφ)∥1 q_{\alpha ,\beta}(\mathscr{F}(\varphi ))\leqslant (2\pi )^{|\alpha|-|\beta|}\|\partial^{\beta}(X^{\alpha}\varphi )\|_1

for (α,β)∈Nn×Nn(\alpha , \beta )\in \mathbf{N}^n\times \mathbf{N}^n and φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n).

Since the inclusion of the space S(Rn)\mathscr{S}(\mathbf{R}^n) in L1(Rn)L^1(\mathbf{R}^n) is continuous (prop. 13 of IV, p. 213), the mapping qα,β∘Fq_{\alpha ,\beta}\circ \mathscr{F} from S(Rn)\mathscr{S}(\mathbf{R}^n) into R\mathbf{R} is continuous. It follows that the Fourier transform is continuous from the space S(Rn)\mathscr{S}(\mathbf{R}^n) into itself (cf. EVT, II, p. 7, prop. 5, c)). One verifies analogously that the Fourier cotransform is continuous from the space S(Rn)\mathscr{S}(\mathbf{R}^n) 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.

Definition 6 031H

The transpose of the Fourier transform on S(Rn)\mathscr{S}(\mathbf{R}^n) (resp. of the Fourier cotransform) is called the Fourier transform (resp. Fourier cotransform) on S′(Rn)\mathscr{S}'(\mathbf{R}^n).

The notation F\mathscr{F} (resp. F‾\overline{\mathscr{F}}) is again used for the Fourier transform (resp. the Fourier cotransform) on S′(Rn)\mathscr{S}'(\mathbf{R}^n). The Fourier transform on S′(Rn)\mathscr{S}'(\mathbf{R}^n) is therefore an automorphism of topological vector spaces whose inverse is the Fourier cotransform. For every f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n), the tempered distribution F(f)\mathscr{F}(f) (resp. F‾(f)\overline{\mathscr{F}}(f)) is defined by the formula

⟨F(f),φ⟩=⟨f,F(φ)⟩(\langle \mathscr{F}(f), \varphi \rangle =\langle f,\mathscr{F}(\varphi )\rangle (resp. ⟨F‾(f),φ⟩=⟨f,F‾(φ)⟩)\langle \overline{\mathscr{F}}(f), \varphi \rangle =\langle f,\overline{\mathscr{F}}(\varphi )\rangle )

for every φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n).

Proposition 19 031I

Let ff be a tempered distribution associated with a bounded measure ν∈M1(Rn)(\nu \in \mathscr{M}^1(\mathbf{R}^n) (resp. with g∈L2(Rn))g\in L^2(\mathbf{R}^n)). The Fourier transform of ff in S′(Rn)\mathscr{S}'(\mathbf{R}^n) is the tempered distribution associated with the Fourier transform of the measure ν(\nu (resp. with the Fourier transform of g).

Let ν\nu be a bounded measure on Rn\mathbf{R}^n and ff the tempered distribution associated with ν\nu. The Fourier transform F(ν)\mathscr{F}(\nu ) is a continuous and bounded function on Rn\mathbf{R}^n (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⟩ \langle \mathscr{F}(\nu ), \varphi \rangle =\int_{\mathbf{R}^n}\mathscr{F}(\nu )\varphi d\mu=\int_{\mathbf{R}^n}\mathscr{F}(\varphi )d\nu =\langle f,\mathscr{F}(\varphi )\rangle =\langle \mathscr{F}(f), \varphi \rangle

for every φ∈S(Rn)\varphi \in \mathscr{S}(\mathbf{R}^n), where the second equality is prop. 13 of II, p. 221, which is applicable here since the measure φ⋅μ\varphi \cdot \mu is bounded. The tempered distribution associated with F(ν)\mathscr{F}(\nu ) is therefore F(f)\mathscr{F}(f).

When ff is the tempered distribution associated with g∈L2(Rn)g\in L^2(\mathbf{R}^n), one follows an entirely analogous procedure using formula (29) of II, p. 221.

A similar statement is also valid for the Fourier cotransform.

Remark 031J

The elementary formulas concerning the Fourier transform of measures remain valid for the Fourier transform of tempered distributions. For example, for f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n) and α∈Nn\alpha \in \mathbf{N}^n, one has

F(∂αf)=(2iπ)∣α∣XαF(f) \mathscr{F}(\partial^{\alpha}f) = (2i\pi )^{|\alpha|}X^{\alpha}\mathscr{F}(f)
F(Xαf)=(−2iπ)−∣α∣∂α(F(f)) \mathscr{F}(X^{\alpha}f) = (-2i\pi )^{-|\alpha|}\partial^{\alpha}(\mathscr{F}(f))

by lemma 11.

13. Distributions and tempered distributions on a vector space

Let uu be a bijective linear mapping of Rn\mathbf{R}^n into Rn\mathbf{R}^n. The mapping φ↦φ∘u\varphi \mapsto \varphi \circ u is an automorphism of S(Rn)\mathscr{S}(\mathbf{R}^n) (resp. of D(Rn)\mathscr{D}(\mathbf{R}^n)); its transpose is an automorphism of S′(Rn)\mathscr{S}'(\mathbf{R}^n) (resp. of D′(Rn)\mathscr{D}'(\mathbf{R}^n)).

Let E be a finite-dimensional real vector space of dimension nn. Let v:Rn→Ev:\mathbf{R}^n\rightarrow E be an isomorphism of vector spaces. We denote by S(E)\mathscr{S}(E) (resp. D(E)\mathscr{D}(E)) the set of mappings φ:E→C\varphi : E\rightarrow \mathbf{C} such that φ∘v∈S(Rn)\varphi \circ v\in \mathscr{S}(\mathbf{R}^n) (resp. such that φ∘v∈D(Rn)\varphi \circ v\in \mathscr{D}(\mathbf{R}^n)). From the preceding remark, this space does not depend on the choice of vv; it is isomorphic to S(Rn)\mathscr{S}(\mathbf{R}^n) (resp. D(Rn)\mathscr{D}(\mathbf{R}^n)). We denote by S′(E)\mathscr{S}'(E) (resp. D′(E)\mathscr{D}'(E)) the dual of S(E)\mathscr{S}(E) (resp. of D(E)\mathscr{D}(E)) endowed with the topology of bounded convergence. It is a topological vector space isomorphic to S′(Rn)\mathscr{S}'(\mathbf{R}^n) (resp. to D′(Rn)\mathscr{D}'(\mathbf{R}^n)).

Let E and F be real vector spaces of dimension nn, in duality relative to a bilinear form b:E×F→Rb: E\times F\rightarrow \mathbf{R}. The locally compact commutative group E is in duality with F relative to the mapping

(x,y)↦(x, y)\mapsto exp(2iπb(x,y)i\pi b(x, y))

from E×FE\times F into U(\mathbf{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)\mathscr{S}(E) is contained in L1(E)L^1(E); the Fourier transform of E induces, by passing to subspaces and by duality, an isomorphism of topological vector spaces of S(E)\mathscr{S}(E) onto S\mathscr{S} (F), whose transpose is an isomorphism of topological vector spaces of S′(F)\mathscr{S}'(F) onto S′(E)\mathscr{S}'(E).

14. Sobolev Spaces

Let U be an open set of Rn\mathbf{R}^n. Let pp be a real number ⩾1\geqslant 1 and kk a natural number. We denote by Wk,p(U)W^{k,p}(U) the space of distributions f∈D′(U)f\in \mathscr{D}'(U) such that, for every α∈Nn\alpha \in \mathbf{N}^n with ∣α∣⩽k|\alpha |\leqslant k, the distribution ∂αf\partial^{\alpha}f is associated with an element of Lp(U)L^p(U).

In particular, for U=RnU =\mathbf{R}^n, the elements of Wk,p(U)W^{k,p}(U) are tempered distributions.

The mapping from Wk,p(u)W^{k,p}(u) into R+\mathbf{R}_+ which associates to f∈Wk,p(U)f\in W^{k,p}(U)

∥f∥k,p=((∑∣α∣⩽k∥∂αf∥pp)1/p \|f\|_{k,p}=((\sum_{|\alpha|\leqslant k}\|\partial^{\alpha}f\|^p_p)^{1/p}

is a norm on Wk,p(U)W^{k,p}(U). The space Wk,p(U)W^{k,p}(U) will always be endowed with this norm; this normed space is called the Sobolev space of index kk and exponent pp.

The space D(U)\mathscr{D}(U) is contained in Wk,p(U)W^{k,p}(U). We denote by W0k,pW^{k,p}_0 (U) the closure of D(U)\mathscr{D}(U) in Wk,p(U)W^{k,p}(U). It is a closed subspace of Wk,p(U)W^{k,p}(U).

We have W0k,p(Rn)=Wk,p(Rn)W^{k,p}_0(\mathbf{R}^n) = W^{k,p}(\mathbf{R}^n), but the spaces Wk,p(U)W^{k,p}(U) and W0k,pW^{k,p}_0 (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)H^k(U) = W^{k,2}(U) and H0k(U)=W0k,2(U)H^k_0(U) = W^{k,2}_0(U).

The norm of Hk(U)H^k(U) is a prehilbertian norm, associated with the positive hermitian form on Hk(U)H^k(U) defined by

(f1,f2)↦∑∣α∣⩽∫kU∂αf1‾∂αf2dμ (f_1, f_2)\mapsto \sum_{|\alpha|\leqslant}\int_{kU}\overline{\partial^{\alpha}f_1}\partial^{\alpha}f_2d\mu

The Hilbert space Hk(U)H^k(U) coincides with the space denoted by Hk\mathscr{H}^k in EVT, V, p. 6, example (3).

One has W0,p(U)=Lp(U)W^{0,p}(U) = L^p(U) and H0(U)=L2(U)H^0(U) = L^2(U) by definition; moreover W00,p(U)=Lp(U)W^{0,p}_0(U) = L^p(U) by Proposition 4, b) of IV, p. 202.

Proposition 20 031K

The Sobolev spaces Wk,p(U)W^{k,p}(U) and W0k,pW^{k,p}_0 (U) are Banach spaces of countable type. In particular, the spaces Hk(U)H^k(U) and H0k(U)H^k_0(U) are Hilbert spaces of countable type.

It is enough to prove the assertions concerning Wk,p(U)W^{k,p}(U).

Let I be the set of α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣⩽k|\alpha |\leqslant k. The linear mapping uu of Wk,p(U)W^{k,p}(U) into Lp(U)IL^p(U)^I which associates with ff the family (∂αf)α∈I(\partial^{\alpha}f)_{\alpha\in I} is injective; it is continuous and strict by definition of the norm on Wk,p(U)W^{k,p}(U). To prove that Wk,p(U)W^{k,p}(U) is complete, it is enough to prove that its image under uu is closed. Now let (fn)n∈N(f_n)_{n\in\mathbf{N}} be a sequence in Wk,p(U)W^{k,p}(U) such that (u(fn))n∈N(u(f_n))_{n\in\mathbf{N}} converges. Let (gα)α∈I∈Lp(U)I(g_{\alpha})_{\alpha\in I}\in L^p(U)^I be its limit. For α∈I\alpha \in I, the sequence (∂αfn)n∈N(\partial^{\alpha}f_n)_{n\in\mathbf{N}} converges in Lp(U)L^p(U) to gαg_{\alpha}. A fortiori, the convergence takes place in D′(U)\mathscr{D}'(U). Put f=g0f=g_0. For every φ∈D\varphi \in \mathscr{D}(U), one has

⟨∂αf,φ⟩=(−1)∣α∣⟨f,∂αφ⟩ \langle \partial^{\alpha}f, \varphi \rangle = (-1)^{|\alpha|}\langle f, \partial^{\alpha}\varphi \rangle

= limn→+∞(−1)∣α∣⟨fn,∂αφ⟩=_{n\rightarrow+\infty}(-1)^{|\alpha|}\langle f_n, \partial^{\alpha}\varphi \rangle = limn→+∞⟨∂αfn,φ⟩=⟨gα,φ⟩_{n\rightarrow+\infty}\langle \partial^{\alpha}f_n, \varphi \rangle =\langle g_{\alpha}, \varphi \rangle.

This proves that gα=∂αfg_{\alpha}=\partial^{\alpha}f for every α∈I\alpha \in I, hence (gα)α∈I=u(f)(g_{\alpha})_{\alpha\in I}=u(f) belongs to the image of uu.

The space Wk,p(U)W^{k,p}(U) is identified by uu with a subspace of the space Lp(U)IL^p(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)(W^{k,p}(U) (loc. cit., (i)).

Proposition 21 031L

Let N be the euclidean norm on Rn\mathbf{R}^n. Let kk be an integer ⩾0\geqslant 0. The Sobolev space Hk(Rn)H^k(\mathbf{R}^n) is the space of f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n) such that (1+Nk)F(f)(1 + N^k)\mathscr{F}(f) belongs to L2(Rn)L^2(\mathbf{R}^n).

We proceed by induction on kk. When k=0k= 0, the result is a consequence of the Plancherel theorem (II, p. 215, th. 1). Suppose that k=1k= 1. For f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n), one has (1+N)Ff∈L2(Rn)(1 + N)\mathscr{F}f\in L^2(\mathbf{R}^n) if and only if f∈L2(Rn)f\in L^2(\mathbf{R}^n) and NFf∈L2(Rn)N\mathscr{F}f\in L^2(\mathbf{R}^n). Moreover, NF∈L2(Rn)N\mathscr{F}\in L^2(\mathbf{R}^n) if and only if, for every α∈Nn\alpha \in \mathbf{N}^n such that ∣α∣=1|\alpha |= 1, one has XαFf∈L2(Rn)X^{\alpha}\mathscr{F}f\in L^2(\mathbf{R}^n). Since one has F(∂αf)=2iπXαFf\mathscr{F}(\partial^{\alpha}f) = 2i\pi X^{\alpha}\mathscr{F}f, this condition means that F(∂αf)∈L2(Rn)\mathscr{F}(\partial^{\alpha}f)\in L^2(\mathbf{R}^n) for every α\alpha with ∣α∣=1|\alpha |= 1, that is, ∂αf∈L2(Rn)\partial^{\alpha}f\in L^2(\mathbf{R}^n) for every α\alpha with ∣α∣=1|\alpha |= 1. It follows that the assertion is true for k=1k= 1.

Suppose now that k⩾k\geqslant 2 and that the assertion concerning Hℓ(Rn)H^{\ell}(\mathbf{R}^n) is valid for every positive integer ℓ⩽k−1\ell \leqslant k-1. Let f∈S′(Rn)f\in \mathscr{S}'(\mathbf{R}^n). By definition, one has f∈Hk(Rn)f\in H^k(\mathbf{R}^n) if and only if f∈L2(Rn)f\in L^2(\mathbf{R}^n) and, for every β∈Nn\beta \in \mathbf{N}^n such that ∣β∣⩽1|\beta |\leqslant 1, the distribution ∂βf\partial^{\beta}f belongs to Hk−1(Rn)H^{k-1}(\mathbf{R}^n). This is equivalent, by the induction hypothesis, to f∈L2(Rn)f\in L^2(\mathbf{R}^n) and (1+Nk−1)F(∂βf)∈L2(Rn)(1 + N^{k-1})\mathscr{F}(\partial^{\beta}f)\in L^2(\mathbf{R}^n) for every β∈Nn\beta \in \mathbf{N}^n such that ∣β∣⩽1|\beta |\leqslant 1. Since F(∂βf)=(2iπX)∣β∣F(f)\mathscr{F}(\partial^{\beta}f) = (2i\pi X)^{|\beta|}\mathscr{F}(f), the condition f∈Hk(Rn)f\in H^k(\mathbf{R}^n) is equivalent to saying that Ff∈L2(Rn)\mathscr{F}f\in L^2(\mathbf{R}^n) and (1+Nk−1)XβFf∈L2(Rn)(1 + N^{k-1})X^{\beta}\mathscr{F}f\in L^2(\mathbf{R}^n) for β∈Nn\beta \in \mathbf{N}^n such that ∣β∣⩽1|\beta |\leqslant 1.

The inequalities

1+Nk⩽1+Nk−1∑β∣β∈∣N⩽1n∣Xβ∣⩽1+n1/2Nk⩽(1+n1/2)(1+Nk) 1 + N^k\leqslant 1 + N^{k-1}\sum_{\beta|\beta\in|\mathbf{N}\leqslant 1^n}|X^{\beta}|\leqslant 1 +n^{1/2}N^k\leqslant (1 +n^{1/2})(1 + N^k)

then imply that f∈Hk(Rn)f\in H^k(\mathbf{R}^n) if and only if (1+Nk)F∈L2(Rn)(1+N^k)\mathscr{F}\in L^2(\mathbf{R}^n).

Exercises

See the exercises for § 3.

[^1]: Let us note that it is through an error that the statement of this proposition includes the case p=+∞p= +\infty.

Machine translation of the English, by gpt-5-mini, gpt-5.4, against glossary version 34. Not checked by a person. That model is a cut down version of the one the rest of this language was written by.