Weak derivative

In mathematics, a weak derivative is a generalization of the concept of the derivative of a function ("strong derivative") for functions not assumed differentiable, but only integrable, i.e. to lie in the Lebesgue space $L^1(\; [a,b]\; )$. See distributions for an even more general definition.

Definition

Let $u$ be a function in the Lebesgue space $L^1(\; [a,b]\; )$. We say that $v$ in $L^1(\; [a,b]\; )$ is a "weak derivative" of $u$ if,

:$int\_a^b\; u(t)varphi\text{'}(t)dt=-int\_a^b\; v(t)varphi(t)dt$

for all continuously differentiable functions $varphi$ with $varphi(a)=varphi(b)=0$.

Generalizing to $n$ dimensions, if $u$ and $v$ are in the space $L\_\{loc\}^1(U)$ of locally integrable functions for some open set $U\; subset\; mathbb\{R\}^n$, and if $alpha$ is a multiindex, we say that $v$ is the $alpha^\{th\}$-weak derivative of $u$ if

:$int\_U\; u\; D^\{alpha\}\; varphi=(-1)^\; int\_U\; vvarphi$

for all $varphi\; in\; C^\{infty\}\_c\; (U)$, that is, for all infinitely differentiable functions $varphi$ with compact support in $U$. If $u$ has a weak derivative, it is often written $D^\{alpha\}u$ since weak derivatives are unique (at least, up to a set of measure zero, see below).

Examples

The absolute value function "u" : [−1, 1] → [0, 1] , "u"("t") = |"t"|, which is not differentiable at "t" = 0, has a weak derivative "v" known as the sign function given by

:

This is not the only weak derivative for "u": any "w" that is equal to "v" almost everywhere is also a weak derivative for "u". Usually, this is not a problem, since in the theory of "L"^"p" spaces and Sobolev spaces, functions that are equal almost everywhere are identified.

Properties

If two functions are weak derivatives of the same function, they are equal except on a set with Lebesgue measure zero, i.e., they are equal almost everywhere. If we consider equivalence classes of functions, where two functions are equivalent if they are equal almost everywhere, then the weak derivative is unique.

Also, if "u" is differentiable in the conventional sense then its weak derivative is identical (in the sense given above) to its conventional (strong) derivative. Thus the weak derivative is a generalization of the strong one. Furthermore, the classical rules for derivatives of sums and products of functions also hold for the weak derivative.

Extensions

This concept gives rise to the definition weak solutions in Sobolev spaces, which are useful for problems of differential equations and in functional analysis.

ee also

*subderivative

References

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*Cite book | author=Evans, Lawrence C. | authorlink= | coauthors= | title=Partial differential equations | date=1998 | publisher=American Mathematical Society | location=Providence, R.I. | isbn=0-8218-0772-2 | pages=page 242
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