advanced21 min studyLesson 381 in Mathematics

Weak derivatives and distributional identities

Recover differentiation from integration against test functions and distinguish corners from genuine jumps.

On this page

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 Ω⊂Rn\Omega\subset\mathbb R^n be open and let u,gi∈Lloc1(Ω)u,g_i\in L^1_{\mathrm{loc}}(\Omega). We call gig_i the weak derivative DiuD_i u when integrating uDiφuD_i\varphi equals integrating −giφ-g_i\varphi for every φ∈Cc∞(Ω)\varphi\in C_c^\infty(\Omega). 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.

∫ΩuDiφ dx=−∫Ωgiφ dx(φ∈Cc∞(Ω)),Diu=gi\int_\Omega uD_i\varphi\,dx=-\int_\Omega g_i\varphi\,dx\quad(\varphi\in C_c^\infty(\Omega)),\qquad D_i u=g_i
Weak differentiation is an identity for all test functions, with equality of derivative representatives understood almost everywhere.↔ Scroll wide equations horizontally.

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 JJ at an interior point in one dimension contributes JδaJ\delta_a 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.

D∣x−a∣=sgn⁡(x−a),D2∣x−a∣=2δa,D1(a,∞)=δaD|x-a|=\operatorname{sgn}(x-a),\qquad D^2|x-a|=2\delta_a,\qquad D\mathbf1_{(a,\infty)}=\delta_a
A corner preserves an integrable first derivative; a jump produces a singular first derivative. These identities are local on an interval containing a.↔ Scroll wide equations horizontally.

Calculus rules need integrability hypotheses

For a multi-index α\alpha, the corresponding identity has sign (−1)∣α∣(-1)^{|\alpha|} 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 W1,1W^{1,1} 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.

Differentiate a shifted corner

On (0,1)(0,1), find the first weak derivative and second distributional derivative of u(x)=∣x−1/3∣u(x)=|x-1/3|. Explain why the first belongs to every finite LpL^p space.

  1. For a compactly supported smooth test φ\varphi, split ∫01uφ′\int_0^1u\varphi' at a=1/3a=1/3. On the left u=a−xu=a-x, and on the right u=x−au=x-a. Both interface values of uu are zero, so the interface terms cancel.

  2. The remaining integral is ∫01/3φ−∫1/31φ=−∫01gφ\int_0^{1/3}\varphi-\int_{1/3}^1\varphi=-\int_0^1g\varphi, with g=−1g=-1 left of the corner and g=1g=1 right of it. Thus gg is the weak derivative.

  3. The function gg jumps by two, so Dg=2δ1/3Dg=2\delta_{1/3}. Its first derivative is bounded in absolute value by one on an interval of length one; hence ∥g∥Lp=1\|g\|_{L^p}=1 for every finite p≥1p\ge1.

The result

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.

Explore the model

Interactive lab

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 u=x2u=x^2. Reset and set a to -1 and x to 0.5; predict slope minus one. Compare both readouts with the weak derivative 2ax2ax, which agrees with the classical derivative in this smooth case.

Check the smooth consistency caseThis 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. Current readings: y at chosen x: 0.608; Tangent slope · 2ax: 1.35; Signed area · ax³/3: 0.182. All parameters are adjustable with the labeled controls below.−2.4−1.201.22.4−9−4.504.59xy(x, ax²)
y = ax²TangentSigned integral
y at chosen x
0.608
Tangent slope · 2ax
1.35
Signed area · ax³/3
0.182
t = 0 s

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.

Check your understanding

For the indicator of (1/2,1) on the open interval (0,1), what is its distributional derivative?

Try it yourself

Determine whether v(x)=1(1/2,1)(x)v(x)=\mathbf1_{(1/2,1)}(x) belongs to W1,1(0,1)W^{1,1}(0,1). 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 φ\varphi, −∫1/21φ′=φ(1/2)-\int_{1/2}^1\varphi'=\varphi(1/2). Thus Dv=δ1/2Dv=\delta_{1/2}. If an L1L^1 weak derivative gg represented this functional, tests bounded by one with support shrinking to the jump would give ∫gφ→0\int g\varphi\to0 by absolute continuity of the integral, while φ(1/2)=1\varphi(1/2)=1. This contradiction excludes W1,1W^{1,1} membership.

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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