PhyslibSearch

Physlib.Mathematics.Distribution.Basic

17 declarations

abbrev

Space of distributions Ed[k]FE \to d[\mathbb{k}] F

#Distribution

Let k\mathbb{k} be a field (typically R\mathbb{R} or C\mathbb{C}) satisfying the `RCLike` property, EE be a normed vector space over R\mathbb{R}, and FF be a normed vector space over k\mathbb{k}. An FF-valued distribution on EE, denoted by Ed[k]FE \to d[\mathbb{k}] F, is defined as a continuous linear map from the Schwartz space S(E,k)\mathcal{S}(E, \mathbb{k}) to FF. The Schwartz space S(E,k)\mathcal{S}(E, \mathbb{k}) consists of smooth functions EkE \to \mathbb{k} whose derivatives are rapidly decreasing. This definition treats distributions as tempered distributions, providing a generalization of functions from EE to FF.

definition

Space of distributions Ed[k]FE \to_{d[\mathbb{k}]} F

#term_→d[_]_

The notation Ed[k]FE \to_{d[\mathbb{k}]} F denotes the space of tempered distributions from a normed vector space EE over R\mathbb{R} to a normed vector space FF over the field k\mathbb{k} (where k\mathbb{k} is typically R\mathbb{R} or C\mathbb{C}). A distribution in this space is defined as a continuous linear map from the Schwartz space S(E,k)\mathcal{S}(E, \mathbb{k}) to the vector space FF.

definition

Distribution from a bounded linear map uu on the Schwartz space

#ofLinear

Given a linear map u:S(E,k)Fu: \mathcal{S}(E, \mathbb{k}) \to F from the Schwartz space to a normed vector space FF and a finite set ss of index pairs (k,n)N×N(k, n) \in \mathbb{N} \times \mathbb{N}, this definition constructs a distribution (a continuous linear map) in the space Ed[k]FE \to d[\mathbb{k}] F. The construction is valid provided that uu satisfies a continuity condition: there exists a constant C0C \ge 0 such that for every test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), there exist indices (k,n)s(k, n) \in s and a point xEx \in E such that \[ \|u(\eta)\| \le C \|x\|^k \|D^n \eta(x)\|, \] where Dnη(x)D^n \eta(x) denotes the norm of the nn-th iterated Fréchet derivative of the function η\eta at the point xx. This condition ensures that the linear map uu is continuous with respect to the topology of the Schwartz space, allowing it to be treated as a tempered distribution.

theorem

Action of a distribution constructed from a linear map uu is u(η)u(\eta)

#ofLinear_apply

Let k\mathbb{k} be an `RCLike` field (typically R\mathbb{R} or C\mathbb{C}), EE be a real normed vector space, and FF be a normed vector space over k\mathbb{k}. Let u:S(E,k)Fu: \mathcal{S}(E, \mathbb{k}) \to F be a k\mathbb{k}-linear map from the Schwartz space to FF. Suppose uu satisfies a continuity condition defined by a finite set sN×Ns \subseteq \mathbb{N} \times \mathbb{N} and a constant C0C \geq 0, such that for every test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), there exist indices (k,n)s(k, n) \in s and a point xEx \in E satisfying u(η)CxkDnη(x)\|u(\eta)\| \leq C \|x\|^k \|D^n \eta(x)\|, where Dnη(x)\|D^n \eta(x)\| denotes the norm of the nn-th iterated Fréchet derivative of η\eta at xx. Then, the distribution constructed from this linear map (denoted by `ofLinear`) applied to any test function η\eta is equal to u(η)u(\eta).

definition

Fréchet derivative operator for distributions Ed[k]FE \to d[\mathbb{k}] F

#fderivD

Let EE be a finite-dimensional real normed vector space and FF be a normed vector space over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). The Fréchet derivative operator for distributions is a k\mathbb{k}-linear map that transforms a distribution u:Ed[k]Fu: E \to d[\mathbb{k}] F into a distribution valued in the space of continuous linear maps L(E,F)\mathcal{L}(E, F). For a distribution uu and a test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), the derivative DuDu is the distribution such that for any vector vEv \in E, the evaluation is given by ((Du)η)(v)=u(vη)((Du) \eta)(v) = -u(\partial_v \eta), where vη(x)=Dη(x)v\partial_v \eta(x) = D\eta(x)v is the directional derivative of the test function η\eta in the direction vv. In this framework, unlike traditional functions, every distribution is infinitely Fréchet differentiable.

theorem

((Du)η)(v)=u(vη)((Du) \eta)(v) = -u(\partial_v \eta)

#fderivD_apply

Let EE be a finite-dimensional real normed vector space, k\mathbb{k} be a field (typically R\mathbb{R} or C\mathbb{C}), and FF be a normed vector space over k\mathbb{k}. For a distribution u:Ed[k]Fu: E \to d[\mathbb{k}] F, a Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), and a vector vEv \in E, the evaluation of the Fréchet derivative of the distribution, denoted DuDu, is given by \[ ((Du) \eta)(v) = -u(\partial_v \eta) \] where vη\partial_v \eta is the Schwartz function representing the directional derivative of η\eta in the direction vv, i.e., (vη)(x)=Dη(x)v(\partial_v \eta)(x) = D\eta(x)v.

definition

Fourier transform of a distribution uu

#fourierTransform

Let EE be a normed vector space over R\mathbb{R} and FF be a complex normed vector space. The Fourier transform F\mathcal{F} is a C\mathbb{C}-linear map from the space of FF-valued distributions on EE to itself, denoted as (Ed[C]F)(Ed[C]F)(E \to d[\mathbb{C}] F) \to (E \to d[\mathbb{C}] F). Given a distribution uu and a test function ηS(E,C)\eta \in \mathcal{S}(E, \mathbb{C}), the action of the Fourier transform of uu (denoted u^\hat{u} or F{u}\mathcal{F}\{u\}) is defined by \[ \langle \mathcal{F}\{u\}, \eta \rangle = \langle u, \mathcal{F}\{\eta\} \rangle \] where F{η}\mathcal{F}\{\eta\} is the Fourier transform of the Schwartz function η\eta.

theorem

Fu,η=u,Fη\langle \mathcal{F}u, \eta \rangle = \langle u, \mathcal{F}\eta \rangle

#fourierTransform_apply

Let EE be a real normed vector space and FF be a complex normed vector space. For a distribution uEd[C]Fu \in E \to d[\mathbb{C}] F and a Schwartz test function ηS(E,C)\eta \in \mathcal{S}(E, \mathbb{C}), the action of the Fourier transform of uu (denoted Fu\mathcal{F}u) on η\eta is equal to the action of uu on the Fourier transform of η\eta (denoted Fη\mathcal{F}\eta): \[ \langle \mathcal{F}u, \eta \rangle = \langle u, \mathcal{F}\eta \rangle. \]

definition

Constant distribution cFc \in F

#const

Given a vector cFc \in F, the constant distribution is the element of the space of distributions Ed[k]FE \to d[\mathbb{k}] F that maps a Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}) to the integral \[ \int_E \eta(x) \cdot c \, dx \] where dxdx denotes the volume measure on EE. This construction requires that the volume measure on EE has temperate growth.

theorem

Action of Constant Distribution cc on Test Function η\eta is Eη(x)cdx\int_E \eta(x) \cdot c \, dx

#const_apply

Let k\mathbb{k} be a field (such as R\mathbb{R} or C\mathbb{C}), EE be a normed vector space over R\mathbb{R}, and FF be a normed vector space over k\mathbb{k}. Suppose the volume measure on EE has temperate growth. For any constant vector cFc \in F and any Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), the action of the constant distribution associated with cc on η\eta is given by the integral: \[ \langle \text{const } c, \eta \rangle = \int_E \eta(x) \cdot c \, dx \] where dxdx denotes the volume measure on EE.

theorem

The Fréchet derivative of a constant distribution is zero

#fderivD_const

Let EE be a finite-dimensional real normed vector space equipped with an additive Haar measure, and let FF be a normed space over R\mathbb{R}. For any constant vector cFc \in F, the Fréchet derivative of the constant distribution associated with cc is the zero distribution.

definition

Dirac delta distribution δa\delta_a

#diracDelta

Given a point aa in a normed vector space EE over R\mathbb{R}, the Dirac delta distribution δa\delta_a is a distribution in the space Ed[k]kE \to d[\mathbb{k}] \mathbb{k}. It is defined as the continuous linear map that takes a Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}) to its value at aa, denoted by δa,η=η(a)\langle \delta_a, \eta \rangle = \eta(a).

theorem

Action of Dirac delta distribution δa(η)=η(a)\delta_a(\eta) = \eta(a)

#diracDelta_apply

Let EE be a normed vector space over R\mathbb{R} and k\mathbb{k} be a field (such as R\mathbb{R} or C\mathbb{C}) satisfying the `RCLike` property. For any point aEa \in E and any Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), the action of the Dirac delta distribution δa\delta_a on η\eta is given by evaluation at aa: δa,η=η(a)\langle \delta_a, \eta \rangle = \eta(a)

definition

Vector-valued Dirac delta distribution δav\delta_a \cdot v

#diracDelta'

Let EE be a normed vector space over R\mathbb{R} and FF be a normed vector space over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C} satisfying the `RCLike` property). Given a point aEa \in E and a vector vFv \in F, the vector-valued Dirac delta distribution is a distribution in the space Ed[k]FE \to d[\mathbb{k}] F. It is defined as the continuous linear map that takes a Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}) and maps it to the scalar-vector product of the function's value at aa and the vector vv: \[ \langle \delta_a^v, \eta \rangle = \eta(a) \cdot v \] Intuitively, this represents an infinitely intense vector field concentrated at a single point aa pointing in the direction vv.

theorem

δav,η=η(a)v\langle \delta_a^v, \eta \rangle = \eta(a) \cdot v

#diracDelta'_apply

Let EE be a normed vector space over R\mathbb{R} and FF be a normed vector space over a field k\mathbb{k} (where k\mathbb{k} is R\mathbb{R} or C\mathbb{C}). For any point aEa \in E, vector vFv \in F, and Schwartz test function ηS(E,k)\eta \in \mathcal{S}(E, \mathbb{k}), the action of the vector-valued Dirac delta distribution δav\delta_a^v on η\eta is given by the scalar-vector product: δav,η=η(a)v\langle \delta_a^v, \eta \rangle = \eta(a) \cdot v

definition

Heaviside step distribution on Rd+1\mathbb{R}^{d+1}

#heavisideStep

For a given dNd \in \mathbb{N}, the Heaviside step distribution is a tempered distribution on the Euclidean space Rd+1\mathbb{R}^{d+1}. Its action on a Schwartz test function ηS(Rd+1,R)\eta \in \mathcal{S}(\mathbb{R}^{d+1}, \mathbb{R}) is defined by the integral of η\eta over the upper half-space where the last coordinate is positive: \[ \langle H, \eta \rangle = \int_{\{x \in \mathbb{R}^{d+1} \mid x_{d+1} > 0\}} \eta(x) \, dx \] where xd+1x_{d+1} denotes the last component of the vector xx.

theorem

Action of the Heaviside step distribution HH on a Schwartz function η\eta

#heavisideStep_apply

For any natural number dd and any Schwartz test function ηS(Rd+1,R)\eta \in \mathcal{S}(\mathbb{R}^{d+1}, \mathbb{R}), the action of the Heaviside step distribution HH on η\eta is defined by the integral of η\eta over the upper half-space where the last coordinate is positive: \[ \langle H, \eta \rangle = \int_{\{x \in \mathbb{R}^{d+1} \mid x_{d+1} > 0\}} \eta(x) \, dx \] where xd+1x_{d+1} denotes the last coordinate of the vector xx.