Weak derivatives and distributional identities
Recover differentiation from integration against test functions and distinguish corners from genuine jumps.
On this page
The question for today
What you’ll understand
- Verify a weak derivative using every compactly supported smooth test function.
- Separate distributional derivatives from derivatives represented by locally integrable functions.
- Identify the different derivative effects of a corner and a jump.
A finite-element approximation is often continuous but has a different slope in each cell. Demanding a classical derivative at every cell interface would exclude precisely the functions used in computation. Weak differentiation replaces that demand with an integral identity that remains meaningful for equivalence classes of integrable functions. The identity preserves integration by parts and detects jumps that an almost-everywhere classical derivative could miss. It therefore enlarges calculus without discarding its conservation information.
Move the derivative onto a test function
Let be open and let . We call the weak derivative when integrating equals integrating for every . Compact support keeps the test function away from the boundary, so no boundary term appears and no boundary condition has been imposed. The definition is local: these integrals only inspect compact subsets of the open set. Global integrability will be a separate Sobolev-space requirement.
If a weak derivative exists, it is unique almost everywhere. Indeed, subtract the identities for two candidates: their difference integrates to zero against every test function, so it is the zero locally integrable distribution. Altering a function or derivative at a null set does not change this conclusion. For a continuously differentiable function the weak and classical derivatives agree by integration by parts. Agreement in that direction is easy; merely possessing a classical derivative almost everywhere does not by itself establish the weak identity.
Corners and jumps carry different information
A continuous piecewise smooth function can have a corner without a singular first derivative. Split the integral at each interface and integrate by parts on the pieces. The interface terms cancel when the values of the function match, leaving the piecewise classical slope as the weak derivative. This is why continuous piecewise linear finite elements belong locally to first-order Sobolev spaces when their slopes are integrable. Discontinuities in their slopes can still contribute singularities to their second distributional derivatives, so first-order membership does not automatically extend to second order.
For a function with a jump, the interface terms do not cancel. A jump of size at an interior point in one dimension contributes to the distributional derivative. The Dirac distribution evaluates the test function at that point and cannot be represented by a locally integrable density. One can see this using smooth tests bounded by one, equal to one at the point, and supported in successively smaller neighborhoods: integrals against any fixed locally integrable density tend to zero, whereas point evaluation stays one. A distributional derivative always exists, but it need not be a weak derivative represented by a function.
Calculus rules need integrability hypotheses
For a multi-index , the corresponding identity has sign after all derivatives move onto the test function. Distributional mixed derivatives commute because the derivatives of smooth tests commute. Product rules remain available under suitable assumptions, for example multiplying a weakly differentiable function by a smooth cutoff. The cutoff derivative contributes an additional term and must not be dropped when localizing a PDE. More general products require enough integrability for both the product and its proposed derivative to define distributions.
On a bounded interval, a function in has an absolutely continuous representative whose ordinary derivative agrees almost everywhere with its weak derivative. This representative satisfies the fundamental theorem of calculus and provides meaningful endpoint values. The statement is stronger than saying the ordinary derivative exists almost everywhere; singular continuous functions show why that weaker condition is insufficient. In higher dimensions, absolute continuity along almost every coordinate line is a useful related viewpoint, while pointwise continuity of the entire function requires additional integrability or embedding hypotheses.
Work it through
Differentiate a shifted corner
On , find the first weak derivative and second distributional derivative of . Explain why the first belongs to every finite space.
For a compactly supported smooth test , split at . On the left , and on the right . Both interface values of are zero, so the interface terms cancel.
The remaining integral is , with left of the corner and right of it. Thus is the weak derivative.
The function jumps by two, so . Its first derivative is bounded in absolute value by one on an interval of length one; hence for every finite .
The first weak derivative is the sign function centered at 1/3; the second distributional derivative is twice the point mass and is not an Lᵖ function.
The living notebook
Explore the model
Interactive lab · function
Check the smooth consistency case
Pause and Reset; set coefficient a to 1 and position x to 0.5. Predict tangent slope one for . Reset and set a to -1 and x to 0.5; predict slope minus one. Compare both readouts with the weak derivative , which agrees with the classical derivative in this smooth case.
- y at chosen x
- 0.608
- Tangent slope · 2ax
- 1.35
- Signed area · ax³/3
- 0.182
This lab uses only y = ax². Playback traces the curve within the fixed integration interval from 0 to x; it does not estimate numerical error or change the chosen point. Parameter changes pause playback and recompute the model at the current elapsed time. Reset restores both parameters and returns time to zero. Playback starts paused. Adjust either parameter, then choose Play or Step.
Look forThis quadratic instrument checks a smooth derivative candidate. It does not draw the corner or a Dirac distribution; those require the test-function calculation in the example.
Pause & reason
Check your understanding
Your turn
Try it yourself
Determine whether belongs to . Justify the answer using test functions rather than a graph.
Take a moment to make a prediction or work it out on paper. Open a hint when you need one.
Give me a hint
Compute minus the integral of v times the test derivative, then compare that functional with shrinking tests supported near the jump.
Compare with the solution
For any test , . Thus . If an weak derivative represented this functional, tests bounded by one with support shrinking to the jump would give by absolute continuity of the integral, while . This contradiction excludes membership.
Keep the idea
Take it with you
- Weak differentiation is local and imposes no boundary condition by itself.
- A jump creates a singular derivative that almost-everywhere slopes do not detect.
- Sobolev membership requires derivative distributions to have the specified integrable representatives.
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