# Partial Differential Equations/Test functions

 Partial Differential Equations ← The transport equation Test functions Distributions →

## Motivation

Before we dive deeply into the chapter, let's first motivate the notion of a test function. Let's consider two functions which are piecewise constant on the intervals ${\displaystyle [0,1),[1,2),[2,3),[3,4),[4,5)}$ and zero elsewhere; like, for example, these two:

Let's call the left function ${\displaystyle f_{1}}$, and the right function ${\displaystyle f_{2}}$.

Of course we can easily see that the two functions are different; they differ on the interval ${\displaystyle [4,5)}$; however, let's pretend that we are blind and our only way of finding out something about either function is evaluating the integrals

${\displaystyle \int _{\mathbb {R} }\varphi (x)f_{1}(x)dx}$ and ${\displaystyle \int _{\mathbb {R} }\varphi (x)f_{2}(x)dx}$

for functions ${\displaystyle \varphi }$ in a given set of functions ${\displaystyle {\mathcal {X}}}$.

We proceed with choosing ${\displaystyle {\mathcal {X}}}$ sufficiently clever such that five evaluations of both integrals suffice to show that ${\displaystyle f_{1}\neq f_{2}}$. To do so, we first introduce the characteristic function. Let ${\displaystyle A\subseteq \mathbb {R} }$ be any set. The characteristic function of ${\displaystyle A}$ is defined as

${\displaystyle \chi _{A}(x):={\begin{cases}1&x\in A\\0&x\notin A\end{cases}}}$

With this definition, we choose the set of functions ${\displaystyle {\mathcal {X}}}$ as

${\displaystyle {\mathcal {X}}:=\{\chi _{[0,1)},\chi _{[1,2)},\chi _{[2,3)},\chi _{[3,4)},\chi _{[4,5)}\}}$

It is easy to see (see exercise 1), that for ${\displaystyle n\in \{1,2,3,4,5\}}$, the expression

${\displaystyle \int _{\mathbb {R} }\chi _{[n-1,n)}(x)f_{1}(x)dx}$

equals the value of ${\displaystyle f_{1}}$ on the interval ${\displaystyle [n-1,n)}$, and the same is true for ${\displaystyle f_{2}}$. But as both functions are uniquely determined by their values on the intervals ${\displaystyle [n-1,n),n\in \{1,2,3,4,5\}}$ (since they are zero everywhere else), we can implement the following equality test:

${\displaystyle f_{1}=f_{2}\Leftrightarrow \forall \varphi \in {\mathcal {X}}:\int _{\mathbb {R} }\varphi (x)f_{1}(x)dx=\int _{\mathbb {R} }\varphi (x)f_{2}(x)dx}$

This obviously needs five evaluations of each integral, as ${\displaystyle \#{\mathcal {X}}=5}$.

Since we used the functions in ${\displaystyle {\mathcal {X}}}$ to test ${\displaystyle f_{1}}$ and ${\displaystyle f_{2}}$, we call them test functions. What we ask ourselves now is if this notion generalises from functions like ${\displaystyle f_{1}}$ and ${\displaystyle f_{2}}$, which are piecewise constant on certain intervals and zero everywhere else, to continuous functions. The following chapter shows that this is true.

## Bump functions

In order to write down the definition of a bump function more shortly, we need the following two definitions:

Definition 3.1:

Let ${\displaystyle B\subseteq \mathbb {R} ^{d}}$, and let ${\displaystyle f:B\to \mathbb {R} }$. We say that ${\displaystyle f}$ is smooth iff all the partial derivatives

${\displaystyle \partial _{\alpha }f,\alpha \in \mathbb {N} _{0}^{d}}$

exist in all points of ${\displaystyle B}$ and are continuous. We write ${\displaystyle f\in {\mathcal {C}}^{\infty }(B)}$.

Definition 3.2:

Let ${\displaystyle f:\mathbb {R} ^{d}\to \mathbb {R} }$. We define the support of ${\displaystyle f}$, ${\displaystyle {\text{supp }}f}$, as follows:

${\displaystyle {\text{supp }}f:={\overline {\{x\in \mathbb {R} ^{d}|f(x)\neq 0\}}}}$

Now we are ready to define a bump function in a brief way:

Definition 3.3:

${\displaystyle \varphi :\mathbb {R} ^{d}\to \mathbb {R} }$ is called a bump function iff ${\displaystyle \varphi \in {\mathcal {C}}^{\infty }(\mathbb {R} ^{d})}$ and ${\displaystyle {\text{supp }}\varphi }$ is compact. The set of all bump functions is denoted by ${\displaystyle {\mathcal {D}}(O)}$.

These two properties make the function really look like a bump, as the following example shows:

The standard mollifier ${\displaystyle \eta }$ in dimension ${\displaystyle d=1}$

Example 3.4: The standard mollifier ${\displaystyle \eta }$, given by

${\displaystyle \eta :\mathbb {R} ^{d}\to \mathbb {R} ,\eta (x)={\frac {1}{c}}{\begin{cases}e^{-{\frac {1}{1-\|x\|^{2}}}}&{\text{ if }}\|x\|_{2}<1\\0&{\text{ if }}\|x\|_{2}\geq 1\end{cases}}}$

, where ${\displaystyle c:=\int _{B_{1}(0)}e^{-{\frac {1}{1-\|x\|^{2}}}}dx}$, is a bump function (see exercise 2).

## Schwartz functions

As for the bump functions, in order to write down the definition of Schwartz functions shortly, we first need two helpful definitions.

Definition 3.5:

Let ${\displaystyle X}$ be an arbitrary set, and let ${\displaystyle f:X\to \mathbb {R} }$ be a function. Then we define the supremum norm of ${\displaystyle f}$ as follows:

${\displaystyle \|f\|_{\infty }:=\sup \limits _{x\in X}|f(x)|}$

Definition 3.6:

For a vector ${\displaystyle x=(x_{1},\ldots ,x_{d})\in \mathbb {R} ^{d}}$ and a ${\displaystyle d}$-dimensional multiindex ${\displaystyle \alpha \in \mathbb {N} _{0}^{d}}$ we define ${\displaystyle x^{\alpha }}$, ${\displaystyle x}$ to the power of ${\displaystyle \alpha }$, as follows:

${\displaystyle x^{\alpha }:=x_{1}^{\alpha _{1}}\cdots x_{d}^{\alpha _{d}}}$

Now we are ready to define a Schwartz function.

Definition 3.7:

We call ${\displaystyle \phi :\mathbb {R} ^{d}\to \mathbb {R} }$ a Schwartz function iff the following two conditions are satisfied:

1. ${\displaystyle \phi \in {\mathcal {C}}^{\infty }(\mathbb {R} ^{d})}$
2. ${\displaystyle \forall \alpha ,\beta \in \mathbb {N} _{0}^{d}:\|x^{\alpha }\partial _{\beta }\phi \|_{\infty }<\infty }$

By ${\displaystyle x^{\alpha }\partial _{\beta }\phi }$ we mean the function ${\displaystyle x\mapsto x^{\alpha }\partial _{\beta }\phi (x)}$.

${\displaystyle f(x,y)=e^{-x^{2}-y^{2}}}$

Example 3.8: The function

${\displaystyle f:\mathbb {R} ^{2}\to \mathbb {R} ,f(x,y)=e^{-x^{2}-y^{2}}}$

is a Schwartz function.

Theorem 3.9:

Every bump function is also a Schwartz function.

This means for example that the standard mollifier is a Schwartz function.

Proof:

Let ${\displaystyle \varphi }$ be a bump function. Then, by definition of a bump function, ${\displaystyle \varphi \in {\mathcal {C}}^{\infty }(\mathbb {R} ^{d})}$. By the definition of bump functions, we choose ${\displaystyle R>0}$ such that

${\displaystyle {\text{supp }}\varphi \subseteq {\overline {B_{R}(0)}}}$

, as in ${\displaystyle \mathbb {R} ^{d}}$, a set is compact iff it is closed & bounded. Further, for ${\displaystyle \alpha ,\beta \in \mathbb {N} _{0}^{d}}$ arbitrary,

{\displaystyle {\begin{aligned}\|x^{\alpha }\partial _{\beta }\varphi (x)\|_{\infty }&:=\sup _{x\in \mathbb {R} ^{d}}|x^{\alpha }\partial _{\beta }\varphi (x)|&\\&=\sup _{x\in {\overline {B_{R}(0)}}}|x^{\alpha }\partial _{\beta }\varphi (x)|&{\text{supp }}\varphi \subseteq {\overline {B_{R}(0)}}\\&=\sup _{x\in {\overline {B_{R}(0)}}}\left(|x^{\alpha }||\partial _{\beta }\varphi (x)|\right)&{\text{rules for absolute value}}\\&\leq \sup _{x\in {\overline {B_{R}(0)}}}\left(R^{|\alpha |}|\partial _{\beta }\varphi (x)|\right)&\forall i\in \{1,\ldots ,d\},(x_{1},\ldots ,x_{d})\in {\overline {B_{R}(0)}}:|x_{i}|\leq R\\&<\infty &{\text{Extreme value theorem}}\end{aligned}}}

${\displaystyle \Box }$

## Convergence of bump and Schwartz functions

Now we define what convergence of a sequence of bump (Schwartz) functions to a bump (Schwartz) function means.

Definition 3.10:

A sequence of bump functions ${\displaystyle (\varphi _{i})_{i\in \mathbb {N} }}$ is said to converge to another bump function ${\displaystyle \varphi }$ iff the following two conditions are satisfied:

1. There is a compact set ${\displaystyle K\subset \Omega }$ such that ${\displaystyle \forall i\in \mathbb {N} :{\text{supp }}\varphi _{i}\subseteq K}$
2. ${\displaystyle \forall \alpha \in \mathbb {N} _{0}^{d}:\lim _{i\rightarrow \infty }\|\partial _{\alpha }\varphi _{i}-\partial _{\alpha }\varphi \|_{\infty }=0}$

Definition 3.11:

We say that the sequence of Schwartz functions ${\displaystyle (\phi _{i})_{i\in \mathbb {N} }}$ converges to ${\displaystyle \phi }$ iff the following condition is satisfied:

${\displaystyle \forall \alpha ,\beta \in \mathbb {N} _{0}^{d}:\|x^{\alpha }\partial _{\beta }\phi _{i}-x^{\alpha }\partial _{\beta }\phi \|_{\infty }\to 0,i\to \infty }$

Theorem 3.12:

Let ${\displaystyle (\varphi _{i})_{i\in \mathbb {N} }}$ be an arbitrary sequence of bump functions. If ${\displaystyle \varphi _{i}\to \varphi }$ with respect to the notion of convergence for bump functions, then also ${\displaystyle \varphi _{i}\to \varphi }$ with respect to the notion of convergence for Schwartz functions.

Proof:

Let ${\displaystyle O\subseteq \mathbb {R} ^{d}}$ be open, and let ${\displaystyle (\varphi _{l})_{l\in \mathbb {N} }}$ be a sequence in ${\displaystyle {\mathcal {D}}(O)}$ such that ${\displaystyle \varphi _{l}\to \varphi \in {\mathcal {D}}(O)}$ with respect to the notion of convergence of ${\displaystyle {\mathcal {D}}(O)}$. Let thus ${\displaystyle K\subset \mathbb {R} ^{d}}$ be the compact set in which all the ${\displaystyle {\text{supp }}\varphi _{l}}$ are contained. From this also follows that ${\displaystyle {\text{supp }}\varphi \subseteq K}$, since otherwise ${\displaystyle \|\varphi _{l}-\varphi \|_{\infty }\geq |c|}$, where ${\displaystyle c\in \mathbb {R} }$ is any nonzero value ${\displaystyle \varphi }$ takes outside ${\displaystyle K}$; this would contradict ${\displaystyle \varphi _{l}\to \varphi }$ with respect to our notion of convergence.

In ${\displaystyle \mathbb {R} ^{d}}$, ‘compact’ is equivalent to ‘bounded and closed’. Therefore, ${\displaystyle K\subset B_{R}(0)}$ for an ${\displaystyle R>0}$. Therefore, we have for all multiindices ${\displaystyle \alpha ,\beta \in \mathbb {N} _{0}^{d}}$:

{\displaystyle {\begin{aligned}\|x^{\alpha }\partial _{\beta }\varphi _{l}-x^{\alpha }\partial _{\beta }\varphi \|_{\infty }&=\sup _{x\in \mathbb {R} ^{d}}\left|x^{\alpha }\partial _{\beta }\varphi _{l}(x)-x^{\alpha }\partial _{\beta }\varphi (x)\right|&{\text{ definition of the supremum norm}}\\&=\sup _{x\in B_{R}(0)}\left|x^{\alpha }\partial _{\beta }\varphi _{l}(x)-x^{\alpha }\partial _{\beta }\varphi (x)\right|&{\text{ as }}{\text{supp }}\varphi _{l},{\text{supp }}\varphi \subseteq K\subset B_{R}(0)\\&\leq R^{|\alpha |}\sup _{x\in B_{R}(0)}\left|\partial _{\beta }\varphi _{l}(x)-\partial _{\beta }\varphi (x)\right|&\forall i\in \{1,\ldots ,d\},(x_{1},\ldots ,x_{d})\in {\overline {B_{R}(0)}}:|x_{i}|\leq R\\&=R^{|\alpha |}\sup _{x\in \mathbb {R} ^{d}}\left|\partial _{\beta }\varphi _{l}(x)-\partial _{\beta }\varphi (x)\right|&{\text{ as }}{\text{supp }}\varphi _{l},{\text{supp }}\varphi \subseteq K\subset B_{R}(0)\\&=R^{|\alpha |}\left\|\partial _{\beta }\varphi _{l}(x)-\partial _{\beta }\varphi (x)\right\|_{\infty }&{\text{ definition of the supremum norm}}\\&\to 0,l\to \infty &{\text{ since }}\varphi _{l}\to \varphi {\text{ in }}{\mathcal {D}}(O)\end{aligned}}}

Therefore the sequence converges with respect to the notion of convergence for Schwartz functions.${\displaystyle \Box }$

## The ‘testing’ property of test functions

In this section, we want to show that we can test equality of continuous functions ${\displaystyle f,g}$ by evaluating the integrals

${\displaystyle \int _{\mathbb {R} ^{d}}f(x)\varphi (x)dx}$ and ${\displaystyle \int _{\mathbb {R} ^{d}}g(x)\varphi (x)dx}$

for all ${\displaystyle \varphi \in {\mathcal {D}}(O)}$ (thus, evaluating the integrals for all ${\displaystyle \varphi \in {\mathcal {S}}(\mathbb {R} ^{d})}$ will also suffice as ${\displaystyle {\mathcal {D}}(O)\subset {\mathcal {S}}(\mathbb {R} ^{d})}$ due to theorem 3.9).

But before we are able to show that, we need a modified mollifier, where the modification is dependent of a parameter, and two lemmas about that modified mollifier.

Definition 3.13:

For ${\displaystyle R\in \mathbb {R} _{>0}}$, we define

${\displaystyle \eta _{R}:\mathbb {R} ^{d}\to \mathbb {R} ,\eta _{R}(x)=\eta \left({\frac {x}{R}}\right){\big /}R^{d}}$.

Lemma 3.14:

Let ${\displaystyle R\in \mathbb {R} _{>0}}$. Then

${\displaystyle {\text{supp }}\eta _{R}={\overline {B_{R}(0)}}}$.

Proof:

From the definition of ${\displaystyle \eta }$ follows

${\displaystyle {\text{supp }}\eta ={\overline {B_{1}(0)}}}$.

Further, for ${\displaystyle R\in \mathbb {R} _{>0}}$

{\displaystyle {\begin{aligned}{\frac {x}{R}}\in {\overline {B_{1}(0)}}&\Leftrightarrow \left\|{\frac {x}{R}}\right\|\leq 1\\&\Leftrightarrow \|x\|\leq R\\&\Leftrightarrow x\in {\overline {B_{R}(0)}}\end{aligned}}}

Therefore, and since

${\displaystyle x\in {\text{supp }}\eta _{R}\Leftrightarrow {\frac {x}{R}}\in {\text{supp }}\eta }$

, we have:

${\displaystyle x\in {\text{supp }}\eta _{R}\Leftrightarrow x\in {\overline {B_{R}(0)}}}$${\displaystyle \Box }$

In order to prove the next lemma, we need the following theorem from integration theory:

Theorem 3.15: (Multi-dimensional integration by substitution)

If ${\displaystyle O,U\subseteq \mathbb {R} ^{d}}$ are open, and ${\displaystyle \psi :U\to O}$ is a diffeomorphism, then

${\displaystyle \int _{O}f(x)dx=\int _{U}f(\psi (x))|\det J_{\psi }(x)|dx}$

We will omit the proof, as understanding it is not very important for understanding this wikibook.

Lemma 3.16:

Let ${\displaystyle R\in \mathbb {R} _{>0}}$. Then

${\displaystyle \int _{\mathbb {R} ^{d}}\eta _{R}(x)dx=1}$.

Proof:

{\displaystyle {\begin{aligned}\int _{\mathbb {R} ^{d}}\eta _{R}(x)dx&=\int _{\mathbb {R} ^{d}}\eta \left({\frac {x}{R}}\right){\big /}R^{d}dx&{\text{Def. of }}\eta _{R}\\&=\int _{\mathbb {R} ^{d}}\eta (x)dx&{\text{integration by substitution using }}x\mapsto Rx\\&=\int _{B_{1}(0)}\eta (x)dx&{\text{Def. of }}\eta \\&={\frac {\int _{B_{1}(0)}e^{-{\frac {1}{1-\|x\|}}}dx}{\int _{B_{1}(0)}e^{-{\frac {1}{1-\|x\|}}}dx}}&{\text{Def. of }}\eta \\&=1\end{aligned}}}${\displaystyle \Box }$

Now we are ready to prove the ‘testing’ property of test functions:

Theorem 3.17:

Let ${\displaystyle f,g:\mathbb {R} ^{d}\to \mathbb {R} }$ be continuous. If

${\displaystyle \forall \varphi \in {\mathcal {D}}(O):\int _{\mathbb {R} ^{d}}\varphi (x)f(x)dx=\int _{\mathbb {R} ^{d}}\varphi (x)g(x)dx}$,

then ${\displaystyle f=g}$.

Proof:

Let ${\displaystyle x\in \mathbb {R} ^{d}}$ be arbitrary, and let ${\displaystyle \epsilon \in \mathbb {R} _{>0}}$. Since ${\displaystyle f}$ is continuous, there exists a ${\displaystyle \delta \in \mathbb {R} _{>0}}$ such that

${\displaystyle \forall y\in {\overline {B_{\delta }(x)}}:|f(x)-f(y)|<\epsilon }$

Then we have

{\displaystyle {\begin{aligned}\left|f(x)-\int _{\mathbb {R} ^{d}}f(y)\eta _{\delta }(x-y)dy\right|&=\left|\int _{\mathbb {R} ^{d}}(f(x)-f(y))\eta _{\delta }(x-y)dy\right|&{\text{lemma 3.16}}\\&\leq \int _{\mathbb {R} ^{d}}|f(x)-f(y)|\eta _{\delta }(x-y)dy&{\text{triangle ineq. for the }}\int {\text{ and }}\eta _{\delta }\geq 0\\&=\int _{\overline {B_{\delta }(0)}}|f(x)-f(y)|\eta _{\delta }(x-y)dy&{\text{lemma 3.14}}\\&\leq \int _{\overline {B_{\delta }(0)}}\epsilon \eta _{\delta }(x-y)dy&{\text{monotony of the }}\int \\&\leq \epsilon &{\text{lemma 3.16 and }}\eta _{\delta }\geq 0\end{aligned}}}

Therefore, ${\displaystyle \int _{\mathbb {R} ^{d}}f(y)\eta _{\delta }(x-y)dy\to f(x),\delta \to 0}$. An analogous reasoning also shows that ${\displaystyle \int _{\mathbb {R} ^{d}}g(y)\eta _{\delta }(x-y)dy\to g(x),\delta \to 0}$. But due to the assumption, we have

${\displaystyle \forall \delta \in \mathbb {R} _{>0}:\int _{\mathbb {R} ^{d}}g(y)\eta _{\delta }(x-y)dy=\int _{\mathbb {R} ^{d}}f(y)\eta _{\delta }(x-y)dy}$

As limits in the reals are unique, it follows that ${\displaystyle f(x)=g(x)}$, and since ${\displaystyle x\in \mathbb {R} ^{d}}$ was arbitrary, we obtain ${\displaystyle f=g}$.${\displaystyle \Box }$

Remark 3.18: Let ${\displaystyle f,g:\mathbb {R} ^{d}\to \mathbb {R} }$ be continuous. If

${\displaystyle \forall \varphi \in {\mathcal {S}}(\mathbb {R} ^{d}):\int _{\mathbb {R} ^{d}}\varphi (x)f(x)dx=\int _{\mathbb {R} ^{d}}\varphi (x)g(x)dx}$,

then ${\displaystyle f=g}$.

Proof:

This follows from all bump functions being Schwartz functions, which is why the requirements for theorem 3.17 are met.${\displaystyle \Box }$

## Exercises

1. Let ${\displaystyle b\in \mathbb {R} }$ and ${\displaystyle f:\mathbb {R} \to \mathbb {R} }$ be constant on the interval ${\displaystyle [b-1,b)}$. Show that

${\displaystyle \forall y\in [b-1,b):\int _{\mathbb {R} }\chi _{[b-1,b)}(x)f(x)dx=f(y)}$
2. Prove that the standard mollifier as defined in example 3.4 is a bump function by proceeding as follows:
1. Prove that the function

${\displaystyle x\mapsto {\begin{cases}e^{-{\frac {1}{x}}}&x>0\\0&x\leq 0\end{cases}}}$

is contained in ${\displaystyle {\mathcal {C}}^{\infty }(\mathbb {R} )}$.

2. Prove that the function

${\displaystyle x\mapsto 1-\|x\|}$

is contained in ${\displaystyle {\mathcal {C}}^{\infty }(\mathbb {R} ^{d})}$.

3. Conclude that ${\displaystyle \eta \in {\mathcal {C}}^{\infty }(\mathbb {R} ^{d})}$.
4. Prove that ${\displaystyle {\text{supp }}\eta }$ is compact by calculating ${\displaystyle {\text{supp }}\eta }$ explicitly.
3. Let ${\displaystyle O\subseteq \mathbb {R} ^{d}}$ be open, let ${\displaystyle \varphi \in {\mathcal {D}}(O)}$ and let ${\displaystyle \phi \in {\mathcal {S}}(\mathbb {R} ^{d})}$. Prove that if ${\displaystyle \alpha ,\beta \in \mathbb {N} _{0}^{d}}$, then ${\displaystyle \partial _{\alpha }\varphi \in {\mathcal {D}}(O)}$ and ${\displaystyle x^{\alpha }\partial _{\beta }\phi \in {\mathcal {S}}(\mathbb {R} ^{d})}$.
4. Let ${\displaystyle O\subseteq \mathbb {R} ^{d}}$ be open, let ${\displaystyle \varphi _{1},\ldots ,\varphi _{n}\in {\mathcal {D}}(O)}$ be bump functions and let ${\displaystyle c_{1},\ldots ,c_{n}\in \mathbb {R} }$. Prove that ${\displaystyle \sum _{j=1}^{n}c_{j}\varphi _{j}\in {\mathcal {D}}(O)}$.
5. Let ${\displaystyle \phi _{1},\ldots ,\phi _{n}}$ be Schwartz functions functions and let ${\displaystyle c_{1},\ldots ,c_{n}\in \mathbb {R} }$. Prove that ${\displaystyle \sum _{j=1}^{n}c_{j}\phi _{j}}$ is a Schwartz function.
6. Let ${\displaystyle \alpha \in \mathbb {N} _{0}^{d}}$, let ${\displaystyle p(x):=\sum _{\varsigma \leq \alpha }c_{\varsigma }x^{\varsigma }}$ be a polynomial, and let ${\displaystyle \phi _{l}\to \phi }$ in the sense of Schwartz functions. Prove that ${\displaystyle p\phi _{l}\to p\phi }$ in the sense of Schwartz functions.
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