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I have a question about this integral with a Dirac delta

$$ \displaystyle \int_{-\infty}^{+\infty} \delta'(x-3)e^{x^2}dx $$

by integration by parts I get;

$$ \displaystyle \delta(x-3)e^{x^2}\biggr\rvert_{-\infty}^{+\infty} - 2\int_{-\infty}^{+\infty} \delta(x-3)xe^{x^2}dx = -2(3e^{3^2})= -6e^{9}$$

My question is:

Why is the first term $= 0$?

What I Think is $\delta(\infty)= 0$, but $\delta(\infty)\cdot e^{\infty}=$ ?

R.W
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6 Answers6

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PRIMER ON THE DIRAC DELTA AS A GENERALIZED FUNCTION

The Dirac Delta and the Unit Doublet (the so-called "derivative" of the Dirac Delta) are not functions. Rather, they are Generalized Functions, also known as Distributions.

Distributions are linear Functionals that map test functions (smooth functions) into numbers, whereas a function maps numbers into numbers. For the Dirac Delta, the functional definition is given as

$$\langle f,\delta_a\rangle =f(a) \tag 1$$

where $f$ is a suitable test function.

Now, in practice, we often write the functional notation in $(1)$ formally as

$$\langle f,\delta_a\rangle=\int_{-\infty}^{\infty}f(x)\delta(x-a)\,dx \tag 2$$

But the object on the right-hand side of $(2)$ is actually not an integral. And the evaluation of $\delta (x-a)$ as a function is meaningless. In practice, we often see the Dirac Delta defined at points by

$$\delta(x)=\begin{cases}0&,x\ne 0\\\\\infty&,x=0\end{cases}$$

but this is obvious nonsense. Rather, the interpretation here can be made physical through a regularization of the Dirac Delta wherein there is a family of functions $\delta_n(x)\in C^\infty_C$ for which

$$\lim_{n\to \infty}\delta_n(x)= \begin{cases} 0&, x\ne 0\\\\ \infty&,x=0\end{cases}$$

and

$$\lim_{n\to \infty}\int_{-\infty}^\infty f(x)\delta_n(x-a)\,dx=f(a)$$

for all suitable test functions $f$. We can formally write this regularization of the delta function as

$$\delta(x)\sim\lim_{n\to \infty}\delta_n(x)$$

Therefore, we interpret the integral notation for the functional relationship in $(2)$ as

$$\int_{-\infty}^{\infty} f(x) \delta(x-a)\,dx=\lim_{n\to \infty}\int_{-\infty}^\infty f(x)\delta_n(x-a)\,dx$$

For more on the Dirac Delta, see THIS ANSWER, THIS ONE, THIS ONE, and THIS ONE.


THE UNIT DOUBLET AS A GENERALIZED FUNCTION

The Unit Doublet $\delta'$ is defined as in terms of the Dirac Delta as

$$\langle f,\delta_a'\rangle=-\langle f',\delta_a\rangle=-f'(a)$$

It is, therefore, a functional that maps a test function $f$ into $-f'$. We can formally, write

$$\langle f,\delta_a'\rangle=\int_{-\infty}^{\infty}f(x)\delta'(x-a)\,dx=-\int_{-\infty}^{\infty}f'(x)\delta(x-a)\,dx=-f'(a)$$

and proceed heuristically as with the Dirac Delta.

Note that while $f(x)=e^{x^2}$ is not a test function, since $\delta'_a$ has compact support on $\{a\}$,we can proceed. For $a=3$, we have immediately that

$$\langle e^{x^2},\delta'_3\rangle =-\left.\frac{de^{x^2}}{dx}\right|_{x=3}=-6e^9$$

Mark Viola
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    This brings light to what most miss. The delta function is utilized as a "function" for quick evaluations, but needs to have a background known as a distribution. Presented here is that background to learn from and utilize in future problems. – Leucippus Aug 29 '15 at 18:17
  • @leucippus Yes. Each time I see issues arise on the Dirac, I try and post something that illustrates the Generalized Function essence. I hope these writings are useful for others. Thanks for your comment! Very appteciative! +1 – Mark Viola Aug 29 '15 at 18:23
  • @Dr.MV Thanks for your very helpful answer. I think this shows clearly what is really going on for these types of problems, so I have changed my answer to yours! – EdinburghDruid Aug 31 '15 at 08:56
  • A big problem with your computation (based either one of your definitions) is that $f(x)=e^{x^2}$ is unbounded ($\to \infty$) and I don't see a way to meaningfully define $\langle f,\delta_3'\rangle$ as a result. – A.S. Feb 29 '16 at 00:37
  • @A.S. Are you familiar with Generalized Functions? And I gave exactly a meaningful way to define it. – Mark Viola Feb 29 '16 at 01:21
  • Are you familiar with the class of test functions they act upon? – A.S. Feb 29 '16 at 01:23
  • @A.S. Yes, I am. And the regularization process can certainly be used to extend the class to which you refer. And why are you singling out this answer and not the others posted here with the same result. I would suggest that if you have a better answer, then post it. ;-)) – Mark Viola Feb 29 '16 at 01:30
  • Maybe you can help me understand something new. Take a positive $\phi$ such that $\int \phi=1$ and $\int_{\mathbb R} \phi f=\infty$. On the one hand $\phi_n(x)=n\phi(nx)\to\delta_0$ but on the other hand $\int \phi_n f=\infty$. So we have a discontinuity which is a no-no. How can you resolve this problem? – A.S. Feb 29 '16 at 01:48
  • In the description of regularization process you mentioned "for all suitable test functions f". What is the space of these functions and does $e^{x^2}$ belong to it? If yes, please give me an example of the best-behaved function that doesn't belong to the space of test-functions. // You can use bracket notation $\langle \phi, f\rangle$ - it's immaterial especially since it's the very notation you use. Which functions qualify as regularization of a properly modulated (by any summable sequence) Dirac comb? – A.S. Feb 29 '16 at 02:23
  • @A.S. Not all functions as you outlined qualify as regularizations of a Dirac Delta. And aside from that, the integral notation is misleading for Generalized functions. In fact, as I pointed out, it is not an integral at all. – Mark Viola Feb 29 '16 at 02:23
  • I've updated my comment above. Either test-functions or distributions considered must have compact support. We could probably relax this to simply bounded functions, but I see no way to extend this to unbounded function (with infinite $L^1$ norm) while keeping the space of distributions rich. – A.S. Feb 29 '16 at 02:33
  • A.S. What is the Fourier Transform of $x^n$? – Mark Viola Feb 29 '16 at 04:00
  • It's roughly $\delta^{(n)}$. I like Socratic method, but it's not the best for time-delayed on-line communication. I don't see the relevance of your question as $e^{itx}$ is bounded (and $x^n$ is polynomial unlike $e^{x^2}$). Continue. – A.S. Feb 29 '16 at 06:12
  • @A.S. Let's try this then. Suppose we introduce the family of functions $$\delta_n(x)=\begin{cases}n&,|x|<1/2n\\0&,|x|>1/2n\end{cases}$$Then, certainly, we have $$\lim_{n\to \infty} \int_{-\infty}^\infty \delta_n(x-x_0),e^{x^2},dx=e^{x_0^2}$$And the only requirement for $e^{x^2}$ here is that is was continuous $x_0$. – Mark Viola Feb 29 '16 at 22:35
  • And suppose that we introduce the family $$\delta'n(x)=\begin{cases}n^2&,-1/n<x<0\\-n^2&,0<x<1/n\\0&,|x|>1/n\end{cases}$$Then, we have for any function continuously differentiable at $x_0$$$\lim{n\to \infty}\int_{-\infty}^\infty \delta'_n(x-x_0),f(x),dx=-f'(x_0)$$ – Mark Viola Feb 29 '16 at 23:16
  • Of course if we restrict ourselves to compactly-supported distributions (and compactly-supported approximations $\varphi_n$ s.t. $\cup supp(\varphi_n)$ is still compact) then it all works out. But this is not how the topic is presented customarily and not the way you presented the topic in this primer or in other posts where you include Gaussian approximations to $\delta$. We can indeed assign a value to the integral, but the subtlety of restricting ourselves to the space of compactly supported distributions/approximations (unusual choice) in order to do so should be mentioned in the primer. – A.S. Feb 29 '16 at 23:25
  • The Dirac Delta can be represented using this regularization or others. The point here is that we can extend the space of test functions beyond Schwartz functions and include test functions that are even unbounded as $|x|\to \infty$. The functional simply maps a smooth function $f(x)$ into the number $f(x_0)$. It disregards the values of $f$ away from $0$. – Mark Viola Feb 29 '16 at 23:48
  • But it must be mentioned that this extension is possible only because Dirac's delta is compactly supported and that to do so, we must restrict ourselves to compactly supported regularizations (with compact union of approximation's supports). That's not a trivial point. – A.S. Feb 29 '16 at 23:53
  • Your (appropriate) reference to physical regularization of $\delta$ seems to exclude compactly supported regularizations because they, in my limited understanding, are nonphysical in nature. To my eye untrained in advanced physics, it also seems like the only physically appropriate combination to consider - at least on the surface - is Schwartz functions/tempered distributions. – A.S. Mar 01 '16 at 00:29
  • +1 This is a marvellous and pedagogic answer. These are tool physicists use every day. – Felix Marin May 25 '16 at 23:43
  • @FelixMarin Felix, very much appreciative especially coming from a highly skilled MSE member. You made my day. -Mark – Mark Viola May 25 '16 at 23:46
  • Is it correctly understood that the bracket notation in equation 1 is to represent an inner product? If yes, how is that to be understood, e.g. which space is the inner product defined on, or is it abuse of notation for a linear functional? – R.S. Aug 03 '20 at 16:22
  • @R.S. No. The notation $\langle T, \phi $ is used conventionally to mean the value of a the linear mapping $T$ from the domain of the test function $\phi$ to the real numbers. For example, the Fourier Transform is a distribution from the Schwartz Space to the reals. – Mark Viola Aug 03 '20 at 16:43
  • Thank you for clearing it up, it was very helpful! I was quite confused about this, because for bounded linear functionals on a Hilbert space $H$, there exist an unique element $w$ in $H$ such that for all $\phi$ in $H$ the inner product $T\phi=<\phi,w>$ (Riesz). As I understand, there exist no such element for the delta dirac functional as it is unbounded. Therefore the above notation was quite confusing for me, because it tricked me into thinking this. – R.S. Aug 03 '20 at 17:17
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Using the shifting property $f(x) \, \delta(x-a) = f(a) \, \delta(x-a)$ then \begin{align} \int \delta^{\prime}(x-a) \, f(x) \, dx &= \left[ f(x) \, \delta(x-a) \right] - \int \delta(x-a) \, f^{\prime}(x) \, dx \\ &= \left[ f(a) \, \delta(x-a) \right] - f^{\prime}(a) \end{align} For the case of $f(x) = e^{x^2}$ then $f^{\prime}(x) = 2 \, x \, e^{x^2}$. For the limits $(-\infty, \infty)$ the $\delta$ function is zero at the end points being evaluated. Now, \begin{align} \int_{-\infty}^{\infty} \delta^{\prime}(x-a) \, e^{x^{2}} \, dx &= \left[ e^{a^{2}} \, \delta(x-a) \right]_{-\infty}^{\infty} - 2 \, a \, e^{a^{2}} \\ &= - 2 \, a \, e^{a^{2}}. \end{align}


Shifting property: $$ \int \delta(x-a) \, f(x) \, dx = f(a) = \int f(a) \, \delta(x-a) \, dx $$ or $$ \int \left[ f(x) \, \delta(x-a) - f(a) \, \delta(x-a) \right] \, dx = 0.$$ In order for the general integral to have a zero result then the integrand must be zero which leads to $$f(x) \, \delta(x-a) = f(a) \, \delta(x-a)$$

Leucippus
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  • Thank you for your help. I'm not sure I understand where $f(x)\delta (x-a) = f(a) \delta(x-a) $ comes from. I don't think I've come across it so I wouldn't like to use it without being able to prove it. – EdinburghDruid Aug 29 '15 at 16:08
  • @EdinburghDruid The shifting property is now demonstrated. – Leucippus Aug 29 '15 at 16:42
  • @Leucippus I provided an answer that goes into what is really going on here. I value your opinion, so please, if you have a moment, let me know your thoughts on the post. – Mark Viola Aug 29 '15 at 17:14
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    @Leucippus Thanks for showing how to prove the property. I have changed my chosen answer to Dr. MV's one, but I do appreciate your help also! – EdinburghDruid Aug 31 '15 at 08:58
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The simple answer is that the $\delta(x-3)$ and all its derivatives are supported at $x=3$. Even if the integral were $$ \begin{align} \int_2^4\delta'(x-3)e^{x^2}\,\mathrm{d}x &=\left[\delta(x-3)e^{x^2}\right]_2^4-\int_2^4\delta(x-3)2xe^{x^2}\,\mathrm{d}x\\ &=0-6e^9 \end{align} $$ the boundary terms vanish. That is, away from $x=3$, $\delta(x-3)$ can be represented by the zero function.


From Comments

A.S. mentions that $e^{x^2}$ does not have the proper decay at $\infty$ to be a standard test function. However, $\delta'$ has compact support, i.e. $\{0\}$, and a test function applied to such a distribution can be modified outside the compact support and not alter the value obtained.

So to be technically correct, we should write the integral as $$ \int_{-\infty}^\infty\varphi(x-3)\delta'(x-3)e^{x^2}\,\mathrm{d}x $$ where $\varphi\in C_C^\infty$, $\varphi(x)=1$ on a neighborhood of $\{0\}$. Then $\varphi(x-3)\delta'(x-3)=\delta'(x-3)$. Furthermore, $\varphi(x-3)e^{x^2}$ is a standard test function.

robjohn
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  • This can't be correct because $f(x)=e^{x^2}$ is unbounded on $\mathbb R$ (and $\notin L^1$) hence the integral is simply undefined. Changing domain of integration from $\mathbb R$ to $[a,b]$ effectively changes $f$ to $f1_{[a,b]}$ and the latter is compactly supported which makes the new the integral well-defined (unlike the original one). The problem OP ran into is valid and is indicative of the integral not being defined. – A.S. Feb 29 '16 at 01:01
  • @A.S.: There are different definitions of an integral. For a Riemann Integral, the integral in the question is improper. It actually means $$\lim_{\substack{L_1\to-\infty\L_2\to+\infty}}\int_{L_1}^{L_2}\delta'(x-3),e^{x^2},\mathrm{d}x$$ As you mention, on each of the intervals in the limit, the integral is defined, and the limit is $-6e^9$. – robjohn Feb 29 '16 at 07:47
  • Had the integral been $\int_{\mathbb R}\delta(x) e^{x^2}$, we could indeed view it as Riemann-Stieltjes improper integral $\int_{\mathbb R} e^{x^2},d\theta(x)=1$. In other words, we'd view $\delta(x)$ as a measure - not as a distribution. But $\delta'$ is NOT a measure, it is strictly a distribution (generalized function), so you cannot call in R-S improper integral. $e^{x^2}$ simply lies outside of the class of functions $\delta'$ can be applied to. Otherwise, I could come up with a $\varphi_n\to 0$ s.t. $\int_{\mathbb R}\varphi_n e^{x^2}=\infty$ which I'm pretty sure is not kosher. – A.S. Feb 29 '16 at 17:31
  • @A.S.: I've taken the liberty of fixing the typo in my previous comment ($\delta\to\delta'$). The support of $\delta'$ is ${0}$. While $e^{x^2}$ is not a standard test function because it does not display the proper decay at $\infty$, for any distribution with compact support, the "test" function can be modified outside the compact support and not change the application of the distribution. – robjohn Feb 29 '16 at 17:52
  • Then you're restricting consideration to compactly supported distributions only (e.g. take $d=\sum_{n\in\mathbb Z} a_n\delta'_n$ with proper $a_n>0$ - we simply cannot use your rule to apply $d$ to $e^{x^2}$) and forgoing continuity (as I mentioned above). Also, strictly speaking, compactness of a distribution ($\delta'$ in particular) is based on its action on test-functions and hence cannot be extended to its action on non-test-functions. I do see how we can assign value to the integral in question, but it seems unstable and I question usefulness of this extension. What would it be? – A.S. Feb 29 '16 at 18:42
  • To dial-in the previous comment: we can (uniquely) extend the action of compactly supported distributions from $C_c^{\infty}$ to $C^{\infty}$, so your computation indeed holds. The question left is - what is the usefulness of this extension in the light of what I mentioned above? – A.S. Feb 29 '16 at 20:42
  • That seems to be exactly what is being done here. Extending the test functions from $C_C^\infty$ to $C^\infty$. – robjohn Feb 29 '16 at 20:53
  • Indeed. But we run into the following curious situation: what is $\langle\delta'+e^{-x^2},e^{0.9\cdot x^2} \rangle$? Because the LHS distribution in question is not compactly supported, strictly speaking we can't extend its action from $C_c^{\infty}$ to $C^{\infty}$ even though we can evaluate the two parts separately. – A.S. Mar 03 '16 at 03:37
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The best way to study the Dirac function is in the context of measures or distributions, but if you are willing to accept as a definition for $\delta $ the functional equation

$\tag1\int_{x_{0}-\epsilon}^{x_{0}+\epsilon}f(x)\delta (x-x_{0})dx=f(x_{0}),\quad \forall \epsilon>0$ then it follows easily that

$\tag2\int_{-\infty}^{\infty}f(x)\delta' (x-x_{0})dx=-\int_{-\infty}^{\infty}\frac{d f(x)}{d x}\delta (x-x_{0})dx$

so with $f(x)=e^{x^{2}}$, you get, using $(1)$ and $(2)$,

$\tag3\displaystyle \int_{-\infty}^{+\infty} \delta'(x-3)e^{x^2}dx=-6e^9$

Matematleta
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The expression written is ill-defined, but look at the improper integral as the limit

$$ \int_{-\infty}^{\infty} \delta '(x-3) e^{x^2} dx = \lim_{L, \Lambda \to \infty}\int_{-\Lambda}^{L} \delta '(x-3)e^{x^2} dx \\ =\lim_{L, \Lambda \to \infty}\left( \delta (x-3) e^{x^2}\biggr\rvert_{-\Lambda}^{+L} - 2 \int_{-\Lambda}^{L} \delta (x-3)xe^{x^2}dx \right) = -6e^{9} $$ And for $L$ large enough, $L>3$, we can be sure that the first term vanishes when evaluated on the limits, before taking the limits, hence the result you have follows from the remaining term

  • Do you mean that because $\delta(x) \cdot e^{x^2} = 0, $ almost everywhere it has to vanish? Or something else? Sorry if it is simple. – EdinburghDruid Aug 29 '15 at 15:00
  • Indeed, the point is that improper integrals (those of unbounded functions over bounded intervals or unbounded functions over bounded intervals) are defined as the limit of proper integrals with finite boundaries. For each of these finite boundaries $[-\Lambda, L]$ you have $e^{x^2}$ finite but $\delta (x-3) =0$ (when $L >3$, i.e. large enough), so they are 0, taking the limit $L, \Lambda \to \infty$ will still give 0. – Rogelio Molina Aug 29 '15 at 15:20
  • A word of caution, as you surely know the $\delta(x)$ is not an actual function but a distribution, i.e. it must be thought of as a smooth function depending on some parameter, then in some limit the parameter makes the smooth function singular, yet its integral remains well defined, over nice enough functions. There are subtleties when manipulating these expressions, which when not taken into account seem to lead to paradoxes. The theory of distributions studies all these things. – Rogelio Molina Aug 29 '15 at 15:23
  • I have expanded my answer, I hope it is now of some help. – Rogelio Molina Aug 29 '15 at 15:33
  • Thank you very much, that has cleared it up very well for me. – EdinburghDruid Aug 29 '15 at 16:05
  • You are basically defining $\int_{\mathbb R} \varphi f=\lim_{A,B\to\infty}\langle\varphi,f1_{[-A,B]}\rangle$ but this definition works only for distributions $\phi$ with compact support and is not satisfactory. – A.S. Feb 29 '16 at 01:29
  • "its integral remains well defined, over nice enough functions" but isn't $e^{x^2}$ not a "nice enough" function? – A.S. Feb 29 '16 at 01:57
  • I do not think that $e^{x^2}$ is nice enough, usually it is required that the function $f(x)$ be in the space of test functions, such as Schwarz functions, or some other. As far as I understand it is needed that $f$ and its derivatives up to certain order all go to 0 fast enough when $|x| \to \infty$, and neither is fulfilled by $e^{x^2}$. – Rogelio Molina Feb 29 '16 at 02:37
  • I beg to differ, though it does not include the general case it is perfectly appropriate for the calculation that the OP intended to perform. I also think it is a rather economical way to proceed, but I would be very interested to learn if there is a better one. In particular $\delta'(x)$ has a compact support, I did not attempt to cover the general case. – Rogelio Molina Mar 01 '16 at 05:48
  • Yes, I went too far with "the integral is not defined". It should be stressed that it is defined only because $\delta'$ has compact support and your approach works for that very same reason - not because the original integral looks improper (it is not an integral at all, in the Riemann-St. sense). – A.S. Mar 02 '16 at 18:17
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Here is a brief comment on the previous answers: Let $X \subset \Bbb{R}^d$ be open. Then

  • Distributions are elements of $\mathcal{D}'(X)$, where $\mathcal{D}'(X)$ is the dual of $C_c^{\infty}(X)$ equipped with a suitable topology.

  • $\mathcal{E}'(X)$ is the dual of $C^{\infty}(X)$ equipped with a suitable topology.

There is a natural way of identifying $\mathcal{E}'(X)$ as the space of compactly supported distributions. Consequently, people are often sloppy about making a clear distinction between these two notions.

In this problem, derivatives of $\delta$ are compactly supported and thus the problem leads us to two different interpretation:

  • The problem does not make sense when $\delta'$ is understood merely as distribution.

  • It does make sense when $\delta'$ is understood as an element of $\mathcal{E}'(\Bbb{R})$. Then the integral can be computed as @robjohn pointed out: introduce any cut-off function $\varphi \in C_c(\Bbb{R})$ such that $\varphi \equiv 1$ near $3$ and then replace $e^{x^2}$ by $e^{x^2}\varphi(x)$.

Sangchul Lee
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  • For completeness, you should include tempered distributions that act on Schwartz functions (Fourier transform and all) which basically limits distribution's growth to polynomial at most and puts them in-between the two cases you mentioned. Is restriction to compactly supported distributions frequently used and if so, where? – A.S. Feb 29 '16 at 19:46
  • @A.S. I am afraid I have little idea on your question since my knowledge on this toplc is rectricted to the textbook level. I would be glad to hear about it If anyone knows it. – Sangchul Lee Feb 29 '16 at 20:21