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Let $f$ and $\phi$ be locally integrable functions on an open set $\Omega\subset \mathbb R^n$, that is, Lebesgue integrable on any closed bounded set $F\subset\Omega$. Then $\phi$ is the generalized derivative of $f$ with respect to $x_j$ on $\Omega$, and one writes $\phi = \frac{\partial f}{\partial x_j}$ (or $\phi = D_jf$), if for any infinitely-differentiable function $\psi$ with compact support in $\Omega$ (see [[Function of compact support|Function of compact support]])
 
Let $f$ and $\phi$ be locally integrable functions on an open set $\Omega\subset \mathbb R^n$, that is, Lebesgue integrable on any closed bounded set $F\subset\Omega$. Then $\phi$ is the generalized derivative of $f$ with respect to $x_j$ on $\Omega$, and one writes $\phi = \frac{\partial f}{\partial x_j}$ (or $\phi = D_jf$), if for any infinitely-differentiable function $\psi$ with compact support in $\Omega$ (see [[Function of compact support|Function of compact support]])
  
\begin{equation}\label{eq:2}
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\begin{equation}\label{eq:1}
 
\int\limits_{\Omega}f(x)\frac{\partial \psi}{\partial x_j}(x)\,dx = -\int\limits_{\Omega}\phi(x) \psi(x)\,dx.
 
\int\limits_{\Omega}f(x)\frac{\partial \psi}{\partial x_j}(x)\,dx = -\int\limits_{\Omega}\phi(x) \psi(x)\,dx.
 
\end{equation}
 
\end{equation}
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Generalized derivatives of a higher order $D^{\alpha}_xf$ are defined as follows.
 
Generalized derivatives of a higher order $D^{\alpha}_xf$ are defined as follows.
  
\begin{equation}\label{eq:1}
+
\begin{equation}\label{eq:2}
 
\int\limits_{\Omega}f(x)D^{\alpha}_x\psi(x)\,dx = (-1)^{|\alpha|}\int\limits_{\Omega}\phi(x) \psi(x)\,dx,
 
\int\limits_{\Omega}f(x)D^{\alpha}_x\psi(x)\,dx = (-1)^{|\alpha|}\int\limits_{\Omega}\phi(x) \psi(x)\,dx,
 
\end{equation}
 
\end{equation}
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There is the third equivalent definition of a generalized derivative. Suppose that for each closed bounded set $F\subset\Omega$, the functions <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379043.png" /> and <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379044.png" />, defined on <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379045.png" />, have the properties:
+
There is the third equivalent definition of a generalized derivative. Suppose that for each closed bounded set $F\subset\Omega$, the functions $f$ and $\phi$, defined on $\Omega$, have the properties:
 +
 
 +
\begin{equation*}
 +
\lim\limits_{\nu\to\infty}\int\limits_{F}|f_{\nu}-f|\,dx=0
 +
\end{equation*}
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379046.png" /></td> </tr></table>
 
  
 
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379047.png" /></td> </tr></table>
 
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/g/g043/g043790/g04379047.png" /></td> </tr></table>

Revision as of 16:16, 21 November 2012




of function type

An extension of the idea of a derivative to some classes of non-differentiable functions. The first definition is due to S.L. Sobolev (see [1], [2]), who arrived at a definition of a generalized derivative from the point of view of his concept of a generalized function.

Let $f$ and $\phi$ be locally integrable functions on an open set $\Omega\subset \mathbb R^n$, that is, Lebesgue integrable on any closed bounded set $F\subset\Omega$. Then $\phi$ is the generalized derivative of $f$ with respect to $x_j$ on $\Omega$, and one writes $\phi = \frac{\partial f}{\partial x_j}$ (or $\phi = D_jf$), if for any infinitely-differentiable function $\psi$ with compact support in $\Omega$ (see Function of compact support)

\begin{equation}\label{eq:1} \int\limits_{\Omega}f(x)\frac{\partial \psi}{\partial x_j}(x)\,dx = -\int\limits_{\Omega}\phi(x) \psi(x)\,dx. \end{equation}

Generalized derivatives of a higher order $D^{\alpha}_xf$ are defined as follows.

\begin{equation}\label{eq:2} \int\limits_{\Omega}f(x)D^{\alpha}_x\psi(x)\,dx = (-1)^{|\alpha|}\int\limits_{\Omega}\phi(x) \psi(x)\,dx, \end{equation}

where multiindex $\alpha = (\alpha_1,\dots,\alpha_n)$, $x=(x_1,\dots,x_n)$, $|\alpha| = \alpha_1+\dots+\alpha_n$ and differential operator $D^{\alpha}_x$ is just short notation for $\frac{\partial^{\alpha_1+\dots+\alpha_n}}{\partial x_1^{\alpha_1}\dots\partial x_n^{\alpha_n}}$. In this case $\phi = D^{\alpha}_xf$ is $n$-th generalized derivatives of function $f$.

Another equivalent definition of the generalized derivative $\frac{\partial f}{\partial x_j}$ is the following. If $f$ can be modified on a set of $n$-dimensional measure zero so that the modified function (which will again be denoted by $f$) is locally absolutely continuous with respect to $x_j$ for almost-all (in the sense of the $(n-1)$-dimensional Lebesgue measure) $x^j=(x_1,\dots,x_{j-1},x_{j+1},\dots,x_n)$ belonging to the projection $\Omega^j$ of $\Omega$ onto the plane $x_j=0$, then $f$ has partial derivative (in the usual sense of the word) $\frac{\partial f}{\partial x_j}$ almost-everywhere on $\Omega$. If a function $\phi = \frac{\partial f}{\partial x_j}$ almost-everywhere on $\Omega$, then $\phi$ is a generalized derivative of $f$ with respect to $x_j$ on $\Omega$. Thus, a generalized derivative is defined almost-everywhere on $\Omega$ if $f$ is continuous and the ordinary derivative $\frac{\partial f}{\partial x_j}$ is continuous on $\Omega$, then it is also a generalized derivative of $f$ with respect to $x_j$ on $\Omega$.


There is the third equivalent definition of a generalized derivative. Suppose that for each closed bounded set $F\subset\Omega$, the functions $f$ and $\phi$, defined on $\Omega$, have the properties:

\begin{equation*} \lim\limits_{\nu\to\infty}\int\limits_{F}|f_{\nu}-f|\,dx=0 \end{equation*}


and suppose that the functions , and their partial derivatives are continuous on . Then is the generalized partial derivative of with respect to on () (see also Sobolev space).

From the point of view of the theory of generalized functions, a generalized derivative can be defined as follows: Suppose one is given a function that is locally summable on , considered as a generalized function, and let be the partial derivative in the sense of the theory of generalized functions. If represents a function that is locally summable on , then is a generalized derivative (in the first (original) sense).

The concept of a generalized derivative had been considered even earlier (see [3] for example, where generalized derivatives with integrable square on are considered). Subsequently, many investigators arrived at this concept independently of their predecessors (on this question see [4]).

References

[1] S.L. Sobolev, "Le problème de Cauchy dans l'espace des fonctionnelles" Dokl. Akad. Nauk SSSR , 3 : 7 (1935) pp. 291–294
[2] S.L. Sobolev, "Méthode nouvelle à résoudre le problème de Cauchy pour les équations linéaires hyperboliques normales" Mat. Sb. , 1 (1936) pp. 39–72
[3] B. Levi, "Sul principio di Dirichlet" Rend. Circ. Mat. Palermo , 22 (1906) pp. 293–359 Zbl 37.0414.06 Zbl 37.0414.04
[4] S.M. Nikol'skii, "Approximation of functions of several variables and imbedding theorems" , Springer (1975) (Translated from Russian) Zbl 0307.46024


Comments

References

[a1] S. Agmon, "Lectures on elliptic boundary value problems" , v. Nostrand (1965) MR0178246 Zbl 0142.37401
How to Cite This Entry:
Generalized derivative. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Generalized_derivative&oldid=28804
This article was adapted from an original article by S.M. Nikol'skii (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article