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Let $f\colon \mathbb{R}\to \mathbb{R}$ be a measurable function. Let us introduce the following notions of "derivative" of $f$.

  1. Classical derivative. The unique function $f'_c$ defined pointwise by the following:$$\lim_{h\to 0} \frac{ f(x+h)-f(x)}{h}- f'_c(x)=0,\qquad \forall x \in \mathbb{R},$$provided that the limit exists at all points.
  2. $L^p$ derivative. For a fixed $p\in (1, \infty)$, the unique function $f'_p$ such that $$\lim_{h\to 0} \int_{-\infty}^\infty \left\lvert \frac{f(x+h)-f(x)}{h}-f'_p(x)\right\rvert^p\, dx=0,$$provided that $f\in L^p$ and that such a function $f'_p$ exists.
  3. Distributional derivative. The unique distribution $f'_d$ such that $$\int_{-\infty}^\infty f(x)\phi'(x)\, dx=-\langle f'_d, \phi\rangle, \qquad \forall \phi \in C^\infty_0(\mathbb{R}),$$ provided that $f$ defines a distribution (i.e., $f\in L^1_{\mathrm{loc}}$).

The vague version of my question is:

to what extent are these definitions mutually consistent?

More precisely:

  1. Suppose that $f'_c$ exists (at all points) and $f'_c \in L^p$. Is it true that $f'_p$ exists and $f'_c=f'_p$?
  2. Suppose that $f$ defines a distribution, that $f'_c$ exists at all points and that $f'_c$ defines a distribution. Is it true that $f'_d=f'_c$?
  3. Suppose that $f'_p$ exists. Is it true that $f'_p=f'_d$?
  4. Suppose that $f'_d$ is a continuous function. Is is true that $f'_c$ exists and $f'_c=f'_d$?
  5. (Suggested by Tomasz in comments) Suppose that $f'_d\in L^p$. Is it true that $f'_p$ exists and that $f'_p=f'_d$?

P.S.: Some information on this topic, and especially on question 3, can be found on the book An introduction to nonlinear dispersive equations by F.Linares and G.Ponce, Springer Universitext. Look for Exercise 1.9 on page 21.

  • Why do you assume that $f'_d$ is a continuous function in 4.? Classical derivatives can be rather discontinuous. – tomasz Apr 05 '13 at 18:16
  • @tomasz: It's for simplicity purposes. If you want you can replace the assumption with something weaker. The philosophy is: is there some property $P$ such that $$f'_d\ \text{satisfies property P}\ \Rightarrow\ f'_c\ \text{exists and is equal to}\ f'_d\ ?$$ – Giuseppe Negro Apr 05 '13 at 18:56
  • I believe that it's enough to assume that it is integrable to get $f$ to have an almost-everywhere classical derivative; also, I think you forgot to ask about the case where $f_d'$ is in $L^p$ -- whether or not this implies that $f_p'$ exists (and equals $f_d'$) -- unless this is obvious for some reason, in which case you should still write it down explicitly so that the others can learn about it. – tomasz Apr 05 '13 at 19:31
  • @tomasz: It is not obvious at all, if you want to edit the question to add the missing case you are most welcome. – Giuseppe Negro Apr 05 '13 at 19:44
  • @tomasz: I've edited the question to add your interesting contribution. – Giuseppe Negro Apr 06 '13 at 11:57

2 Answers2

10

Let's begin with some preliminaries.

For a locally integrable function $g$, let $\iota_g$ denote the distribution $\varphi \mapsto \int g(x)\varphi(x)\,dx$ (when we want to distinguish between the function and the induced distribution, otherwise we also denote the distribution with $g$). Let $D$ be the distributional derivative operator, i.e. $DT[\varphi] = -T[\varphi']$. For an integrable function $h$, let $I(h) = \int_{-\infty}^\infty h(x)\,dx$. Let $u$ be your favourite test function with integral $1$. Then we can write every test function $\varphi$ as $\varphi = I(\varphi)\cdot u + \eta'$, where $\eta(x) = \int_{-\infty}^x \varphi(t) - I(\varphi)u(t)\,dt$. We have the

Lemma: If $T$ is a distribution such that $DT = \iota_g$ for a locally integrable function $g$, then $T = \iota_{G+c}$ where $G(x) = \int_0^x g(t)\,dt$ and $c$ is an appropriate constant.

Proof: $G$ is a continuous (absolutely continuous, even) function; its distributional derivative is $\iota_g$:

$$\begin{align} D\iota_G[\varphi] &= - \int_{-\infty}^\infty G(x)\varphi'(x)\,dx\\ &= -\int_0^\infty \left(\int_0^xg(t)\,dt\right) \varphi'(x)\,dx + \int_{-\infty}^0 \left(\int_x^0g(t)\,dt\right) \varphi'(x)\,dx\\ &= \int_0^\infty \left(\int_t^\infty (-\varphi'(x))\,dx\right) g(t)\,dt + \int_{-\infty}^0 \left(\int_{-\infty}^t \varphi'(x)\,dx\right) g(t)\,dt\\ &= \int_0^\infty\varphi(t)g(t)\,dt + \int_{-\infty}^0 \varphi(t)g(t)\,dt\\ &= \iota_g[\varphi]. \end{align}$$

Let $c := T[u] - \iota_G[u]$. Then $T = \iota_{G+c}$:

$$\begin{align} \iota_{G+c}[\varphi] &= \iota_{G+c}[I(\varphi)\cdot u + \eta']\\ &= I(\varphi)\iota_{G+c}[u] - D\iota_{G+c}[\eta]\\ &= I(\varphi)(\iota_G[u] + c) - \iota_g[\eta]\\ &= I(\varphi)T[u] - DT[\eta]\\ &= I(\varphi)T[u] + T[\eta']\\ &= T[I(\varphi)\cdot u + \eta']\\ &= T[\varphi]. \end{align}$$

Together with the fact that for a locally integrable function $g$ we have $\iota_g = 0 \iff g = 0\: [\text{a.e.}]$, that will give us a stronger form of 4. and it's also useful in 2. and 5.

  1. We have the somewhat stronger result that it suffices that $f'_c$ exists almost everywhere and $f$ be absolutely continuous. The proof tomasz gave covers that situation.

  2. See the first part of the proof of the lemma. The integral of $f_c'$ has distributional derivative $\iota_{f_c'}$. But under the hypotheses that $f_c'$ exists everywhere, $f$ is the integral of $f_c'$ (plus a constant), so $f_c' = f_d'$.

  3. Also true. Let $\displaystyle q_h(f)(x) =\frac{f(x+h)-f(x)}{h}$. The assumption is that $q_h(f) \to f_p'$ in $L^p$, but then $q_h(f) \to f_p'$ in $\mathscr{D}'$. But $q_h(f) \to Df$ in $\mathscr{D}'$, so $\iota_{f_p'} =D\iota_f$. We can also see that without theory: $$\begin{align} \int_{-\infty}^\infty f_p'(x)\varphi(x)\,dx &= \lim_{h\to 0} \int_{-\infty}^\infty q_h(f)(x)\varphi(x)\,dx\qquad \left(\varphi \in L^q\right)\\ &= \lim_{h\to 0} \frac1h \int_{-\infty}^\infty \left(f(x+h) - f(x)\right)\varphi(x)\,dx\\ &= \lim_{h\to 0} \frac1h \int_{-\infty}^\infty f(x)\left(\varphi(x-h) - \varphi(x) \right)\,dx\\ &= \lim_{h\to 0} \int_{-\infty}^\infty f(x) \frac{\varphi(x-h)-\varphi(x)}{h}\,dx\\ &= - \int_{-\infty}^\infty f(x)\varphi'(x)\,dx\qquad \left(q_{-h}(\varphi) \to \varphi' \text{ in } L^q\right) \end{align}$$

  4. By the lemma, if $f_d'$ is locally integrable, then $f$ is (almost everywhere) the integral of $f_d'$ (plus a constant), so $f$ is differentiable at least in all Lebesgue points of $f_d'$ with $f_c'(x) = f_d'(x)$ there. If $f$ and $f_d'$ are continuous, then $f$ is everywhere differentiable with derivative $f_c' = f_d'$.

  5. Of course $f_d' \in L^p$ does not imply that $f\in L^p$, so that needs to be an additional assumption. But if $f \in L^p$ and $f_d' \in L^p$, then, by 4., $f$ is - possibly after modification on a null set - the integral of $f_d'$ and $f$ is almost everywhere differentiable, so the more general version of point 1. yields that $f_p'$ exists and equals $f_c' = f_d'$.

Daniel Fischer
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5

Partial answer:

  1. is true: \begin{multline} \int_{\bf R} \left\lvert \frac{f(x+h)-f(x)}{h}-f'_c(x)\right\rvert^p\, dx\leq\frac{1}{h}\int_{\bf R}\int_0^h \left\lvert f'_c(x+t)-f'_c(x)\right\rvert^p\,dt \, dx=\\ =\frac{1}{h}\int_0^h\int_{\bf R} \left\lvert f'_c(x+t)-f'_c(x)\right\rvert^p\,dx \, dt \end{multline} And the last expression tends to zero as $h\to 0$ (because translations are continuous in $L^p$).
  2. is true -- this is a simple application of product rule and fundamental theorem of calculus. It is applicable, because an everywhere differentiable function with integrable derivative is absolutely continuous.
  3. I don't really know.
  4. is true (up to a modification on a measure zero set). Consider $g(x)=\int_0^x f'_d$. Then $g$ is a $C^1$ function, and $f'_d$ is its classical derivative, and hence it's also its distributional derivative, so $f-g$ has weak derivative zero, so it must be constant (up to a set of measure zero), so $f$ is a $C^1$ function up to a set of measure $0$.
tomasz
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  • is not really so simple, I'd say. If $f\in C^1$, then I agree, but as you point out, a classical derivative can be very discontinuous. Your argument does work for locally-absolutely continuous functions, though. I think that for functions which are differentiable but are not absolutely continuous 2. is false.
  • – Giuseppe Negro Apr 05 '13 at 20:19
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    @GiuseppeNegro: If I recall correctly, differentiable functions with integrable derivatives are always absolutely continuous. I believe the assumption that the function be differentiable everywhere is essential. – tomasz Apr 05 '13 at 23:32
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    @GiuseppeNegro: you can find the theorem in Rudin's Real and complex analysis, in the chapter on fundamental theorem of calculus. – tomasz Apr 05 '13 at 23:43
  • I have found the theorem, thank you. It is Theorem 7.21 of the 3rd edition. – Giuseppe Negro Apr 06 '13 at 11:58
  • @GiuseppeNegro: I just noticed that I implicitly used the theorem in the first point as well – the fundamental theorem is applicable there because an $L^p$ function is locally integrable. – tomasz Apr 06 '13 at 12:10