Distribution (functional analysis)

Main idea: usual functions can be reinterpreted like acting over an special set of functions: the test functions (functions with compact support). So we can think of functions like something similar to covectors. But there are more operators than the usual functions: they are the distributions.

Let us define D(Rn) as the set of C-functions with compact support. We call a distribution to every continuous linear transformation:

T:D(Rn)R

Usually, the action will be denoted, for φD(Rn):

<T,φ>:=T(φ)

Any locally integrable function f:RR define a distribution Tf in the following way

<Tf,φ>=Rnf(x)φ(x)dx

An important example of distribution, not really coming from a function, is the Dirac delta function δ (not really a function!)

About the nature of distributions as sheafs: see this.

We also can define the derivative of a distribution. It would be convenient that for usual functions (Tf)=Tf, that is

<(Tf),φ>=Rnf(x)φ(x)dx=[f(x)φ(x)]Rnfφdx=f,φ

where we have integrated by parts.
So in general we define T as

T,φ=T,φ

From this point of view it can be check that the Dirac delta is the derivative of the Heaviside function

H(x)={0,x<012,x=01,x>0

Attention: value at 0 could be controversial.

At the same way that Dirac delta means evaluation at 0 of a test function, we can interpret that general distributions are "generalized points", or "matter distribution", or "bodies"; and the action over a function is "evaluate the function over that body". If the distribution have compact support I think we can choose any function, not only test functions.