Weak Derivative

Let f : and g = ( g1 , , g n ) : n be locally integrable and defined on

an open set then g is the weak derivative of f if

f x

= gi

holds for all C0 () and for all g i g

The definition is motivated by the following.

m n ' = m n ' m ' n

n C () n( Bd ()) = 0 n ' = [n]Bd ( ) = 0

m n ' = m n ' m ' n = m ' n

m n ' = m ' n f x

= gi

d2 f
d df
= .
The classical second derivative follows from the iterative process,
2
dx
dx dx
Thus iterating the weak derivative gives that if g is a weak derivative of f then if h is a weak
derivative of g, h is the weak second derivative of f.

Fundamental to extending this theory is for

if

C0 ()
x

2
C0 () then : 2 0
x
x

for example =
, if = cos( x) then
= sin( x) C0 ()

2
2
x

If ,

C0 ()

d2 f
An immediate consequence of this is if f C () then
classically exists.
dx 2
Therefore if f C 2 () but is piecewise continuous and connected then
2

for the set P [ f ] = {x1 ,..., xm , xm +1} such that f i C 2 ( ( xi , xi +1 ) )

2
=
f

x 2 m

xi +1

xi

d 2 fi

dx 2

ex : Let f ( x) = sin( x) and let = (0, 2 )

for P = {0, , 2 }, {f1 , f 2 } C 2 ( ( xn , xn +1 ) )

2 2
2
2
2
=
sin(
x
)
dx
=
sin(
x
)
dx
+

sin(
x
)
dx
0

x 2 0
x2
x2
x2

2
2

2
2
2
2
2

dx
cos(
x
)

dx
x
dx
dx
x
cos
(
)
sin
(
)
[
]
2
2 dx dx
0
2

x2
x

0
x

= [sin( x) ]0

= cos( x) dx + cos( x) dx
x
x
0

2
2

2


dx + sin( x) dx dx + [ cos( x) ]
dx sin( x) dx dx
x
x
x
x

0
0

= [ cos( x) ]0

= sin( x) dx +

sin( x) dx = sin( x) dx

Here f1 = sin( x) and f 2 = sin( x) which gives

2 f
= h = sin( x)
Thus
x 2

d 2 f1
d 2 f2
=

sin(
)
= sin( x)
x
and
dx 2
dx 2

The n-th weak derivative

n 1

k
For k Co (), the n - th weak derivative of f is h given by
x 0

n
n
= ( 1) h
n
x

Therefore if f C n () but is piecewise continuous then

for the set P[ f ] = {x1 ,..., xm , xm +1} such that f i C n ( ( xi , xi +1 ) )

n
n
= ( 1)
n

x
m

xi +1

xi

d n fi

dx n

Second Fundamental Theorem of Calculus

For a function f continuous for f and a , for all x
x

F ( x) = f (t )dt
a

dF
= f ( x)
dx
x

F ( x) = f (t )dt
a

F ( x) x = h
E

d x

E a f (t )dt x dx = a f (t )dt E x dx E dx a f (t )dt x dx dx = E f ( x) dx

E
x

F ( x) x = f ( x) dx
E

F
= f ( x)
x

Values in the Partition

If f C n () but is piecewise continuous then
for the set P[ f ] = {x1 ,..., xm , xm +1} such that f i C n ( ( xi , xi +1 ) )

n
n
=

1
f

(
)

xn
m
t

Let Fi (t ) =
xi

xi +1

xi

d n fi

dx n

d n fi

dx n

Fi d n f i
=

t dx n t
d n fi
F 1
for i P[ f ] { x1 , xm +1} , n = i
dx xi+1 t t = xi+1

Values at the boundary of the Partition

f is continuous on the open intervals ( x1 , x2 ) and ( xm , xm +1 ) by definition

It follows from continuity on an open interval that f is continuous on [ x1 , x2 ] and [ xm , xm +1 ]
By the continuity of the classical derivative
d n fi
d n fi
lim
=
n
n
dx x x x1 + dx
1

d fi
d n fi
n = x lim
xm+1 dx n
dx xm+1
n

With the weak derivative it is therefore possible to differentiate functions with a countable
number of discontinuities as well as cusps and corners.