---- - $\Omega$ is an open subset of $\mathbb{R}^{n}$. - $f \in L^{1}_{\text{loc}}(\Omega)$ is [[locally integrable function|locally integrable]]. - $\alpha=(\alpha_{1},\dots,\alpha_{n})$ is a multi-index. > [!definition] Definition. ([[weak derivative]]) > A function $g \in L^{1}_{\text{Loc}}(\Omega)$ is said to be a **weak $\alpha$-derivative** of $f$ if $\int _{\Omega} f\partial_{}^{\alpha} \varphi \, dx= (-1)^{|\alpha|} \int _{\Omega} g \varphi \, dx \text{ for all } \varphi \in C_{c}^{\infty}(\Omega). $ In this case we say **$g=\partial_{}^{\alpha} f$ in the weak sense**. Sometimes we'll just write $g=\partial_{}^{\alpha}f$ and 'in the weak sense' will have to be ascertained from context. The functions $\varphi \in C_{c}^{\infty}(\Omega)$ are called **[[bump function|test functions]]**. ^definition > [!specialization] > Since the classical $\alpha$-[[derivative]] $g$ of $f$, should it exist, of course satisfies the required integration by parts formula, we see that weak differentiation is indeed a generalization. ^specialization - [ ] Sharpening in 1D: If $f \in W^{1,1}_{\text{loc}}(I)$, then $f$ has uniformly (in fact absolutely) continuous representative (I think we use this lots in FEM reasoning, in fact I think proved it going as far back as 395) > [!basicproperties] > - It follows from the [[fundamental lemma of the calculus of variations]] that weak derivatives are unique[^1] when they exist. > - Sequential property of weak derivatives (Remark 2.2.3 in notes): If $\partial_{}^{\alpha}u_{m} \xrightarrow{\text{ in }L^{p}} v$ in $L^{p}$ for some $(u_{m}) \xrightarrow{\text{in }L^{p}} u$ in $L^{p}$, then $v$ is the $\alpha$-weak derivative of $u$. For $p<\infty$, the conclusion continues to hold upon relaxing to [[weak topology|weak convergence]]. > > > > [!proof]- Proof. > > We'll prove for $k=1$. (It is also implicitly done in the proof that $W^{k,p}$ is complete.) > > > > Let $\varphi \in C_{c}^{\infty}$. $\int_{}u_{m} \partial_{i} \varphi= -\int_{}\partial_{i} u_{m} \, \varphi$ > > and want to show $\int_{} u \partial_{i} \varphi = - \int_{}v \varphi.$ > > By [[Hölder's inequality|Holder]], $\int_{}(u_{m} - u) \partial_{i} \varphi \leq \|u_{m} - u\|_{L^{p}} \|\partial_{i} \varphi\|_{L^{p'}}\xrightarrow{m \to \infty} 0$ > > and $-\int (\partial_{i} u _{m} - v) \varphi \leq \|\partial_{i} u_{m}- v\|_{L^{p} } \|\varphi\|_{L^{p'}} \xrightarrow{m \to \infty}0.$ > > The result follows. > > > [^1]: Unique as elements of the [[quotient module|quotient]] $L^{1}_{\text{loc}}$, that is — unique up to a set of [[Lebesgue measure]] zero. Indeed, if $g,h$ both make the IBP identity hold, then $\int _{\Omega} g \varphi =\int _{\Omega} \, h \varphi$ for all test functions $\varphi$ hence $\int _{\Omega} (g-h) \varphi \, =0$ for all test functions $\varphi$ and the [[fundamental lemma of the calculus of variations|FLOTCOV]] says $g-h=0$ up to a null set. > [!intuition] > > > > First let $f \in C^{1}_{c}(\Omega)$. Recall the [[integration by parts]] formula $(i \in [n])$ $\int _{\Omega} f \partial_{i} g =- \int_{\Omega} g \partial_{i} f \, \text{ for all } g \in C^{1}_{c}(\Omega) .$ > If we relax to allow $f \in L^{1}_{\text{loc}}$, then the LHS still makes sense but the RHS need not; $\partial_{i}f$ might not be defined. If $h \in L^{1}_{\text{loc}}$ is such that $\int _{\Omega}f \partial_{i}g \, = - \int _{\Omega} g h \text{ for all } g \in C ^{1}_{c}(\Omega),$ then $h$ 'behaves like it were the derivative of $f. > > (Here $h$ is playing the role of $g$ above, sorry, but shouldn't be too confusing.) > > ~~To intuit if a function $f$ is weakly differentiable, ask 'does $f$ have a differentiable representative?', i.e., 'can $f$ be modified on a null set so as to make it differentiable?'. (This makes weak differentiation a more natural notion than classical differentiation in the Lebesgue setting where one only cares about behavior up to null sets.)~~ > [!basicnonexample] > While $u(x)=|x|$ on $\Omega=(-1,1)$ has a weak first derivative in $f(x)=\text{sign}(x)$, it has no weak second derivative. ("The derivative of a jump can't be in $L^{1}_{\text{loc}}quot;.) > > > ![[Pasted image 20251106150053.png|200]] > > Indeed, splitting $\int _{-1}^{1} f(x) \varphi'(x)\, dx=\int _{-1}^{0} - \varphi'(x) \, + \int _{0}^{1} \varphi' (x)\, dx$ and applying [[The Fundamental Theorem of Calculus]] to each term + using that $\varphi$ vanishes on $\partial \Omega$, we get $\int _{-1}^{1} f(x) \varphi'(x) \, \,dx= -2 \varphi(0).$ > If $f$ were weakly differentiable, then there'd exist $g \in L^{1}_{\text{loc}}(\Omega)$ such that $\underbrace{ -{ \int _{-1}^{1} f(x) \varphi'(x) \, dx } }_{= 2 \varphi (0) }= \int_{-1}^{1} g(x) \varphi(x) \, dx \text{ for all } \varphi \in C_{c}^{\infty}(\Omega). $ > This is false: take, for example, a standard sequence of [[bump function|bump functions]] $0 \leq \varphi_{n} \leq 1$, $\varphi_{n}(0)=1$, such that $\varphi(x) \to 0$ for all $x \neq 0$, so $\lim_{n \to \infty} \int _{-1}^{1} g(x) \varphi_{n}(x) \, dx = \int _{-1}^{1} g(x) \underbrace{ \lim_{n \to \infty} \varphi_{n}(x) }_{ =0 } \, dx=0.$(We used [[Dominated Convergence Theorem|DCT]] with majorant $|g|$.) > [!basicexample] > > - Let $\Omega=(-1,1) \subset \mathbb{R}$ and $u(x):=|x|$. The weak first derivative of $u$ is clearly $f(x)=\operatorname{sign}(x)$.[^3] > > - The [[Dirichlet function]] has weak derivative $0$. [^3]: $\text{sign}(0)$ can be treated as any value, since the weak derivative is only defined [[Lp-norm|up to]] a null set. ---- #### ---- #### References > [!backlink] > ```dataview > TABLE rows.file.link as "Further Reading" > FROM [[]] > FLATTEN file.tags as Tag > WHERE Tag = "#definition" OR Tag = "#theorem" OR Tag = "#MOC" OR Tag = "#proposition" OR Tag = "#axiom" > GROUP BY Tag > ``` > [!frontlink] > ```dataview > TABLE rows.file.link as "Further Reading" > FROM outgoing([[]]) > FLATTEN file.tags as Tag > WHERE Tag = "#definition" OR Tag = "#theorem" OR Tag = "#MOC" OR Tag = "#proposition" OR Tag = "#axiom" > GROUP BY Tag > ```