The locally integrable function on the plane is a fundamental solution for the Wirtinger derivative . Let be the fundamental solution of the Laplace equation. Its first distributional derivatives agree with its ordinary ones: deleting a radius- disk in integration by parts gives an error , tending to zero. Hence and
The analogous fundamental solution for is . The singular support of each kernel is exactly : they are smooth elsewhere, and smoothness near zero would make their Wirtinger derivatives smooth there, contradicting the Dirac delta distribution identity.
Target: Distributional Cauchy-Riemann lemma. Parent: Cauchy-Riemann equations. Intended file: analysis.bigb.
Cauchy principal value Created 2026-09-24 Updated 2026-10-14
The Cauchy principal value assigns an integral a value by a specified symmetric limit. Its simplest example is on : delete , integrate what remains, and obtain zero for every . The positive signed area under a graph cancels the negative one, although each grows without bound as the gap closes. This is a useful cancellation rule, but it does not make the ordinary improper integral exist.
Figure 1.
Equal local cutoffs cancel the signed areas of 1/x; unequal cutoffs leave a logarithmic remainder, even when both shrink to zero
. Details.
Precisely, let be finite and suppose that the two truncated integrals below exist for every sufficiently small . The local Cauchy principal value at is
provided the combined limit is finite. The same removes equal distances on the two sides of ; the outer endpoints need not be equally distant from . By contrast, the ordinary improper integral requires both one-sided limits to be finite separately before adding them. Whenever those separate limits exist, the Cauchy principal value agrees with their sum.[ref]
For , the natural logarithm gives
Their sum is zero at every positive cutoff, so . This calculation adds two finite truncated integrals and then takes a limit; it never assigns a meaning to . If the left and right deletion widths are instead and , then
Thus a ratio tending to produces : choosing gives , and choosing makes the sum tend to . Both widths can tend to zero without selecting a unique answer. The local Cauchy principal value selects the ratio .
Unequal outer endpoints leave a finite contribution even with symmetric local deletion. For ,
More generally, for a function with continuous derivative on , subtract its value at the possible simple pole:
The quotient in the last integral extends continuously to at . This formula explains both the cancellation and a practical way to compute it: integrate a continuous remainder instead of subtracting two large, nearly equal divergent contributions.
A finite Cauchy principal value is weaker than absolute convergence. Indeed,
Taking the absolute value destroys the cancellation. Even the Cauchy principal value need not exist: gives on the same truncated interval. Absolute integrability makes the cutoff prescription unnecessary; an ordinary improper integral can also converge without absolute convergence, as the Dirichlet integral illustrates. The three notions should therefore be checked separately.
There is an independent Cauchy principal value at infinity. For a function integrable on every finite interval, define
when the limit is finite. The ordinary improper integral instead requires convergence of the two tails separately.[ref] For example, the odd function has no finite singularity and its symmetric integral is always zero, whereas its two tails diverge. Unequal truncations give
Letting as yields . Symmetry at infinity is therefore a separate choice from symmetry near a finite pole. When both are needed, state both prescriptions, for example first take the local Cauchy principal value at fixed and then let ; coupling the two cutoffs requires its own justification.
The local cancellation also defines the principal-value reciprocal distribution. Since is not a locally integrable function across zero, its action on a test function is prescribed by
The test function is smooth with compact support, so the last numerator removes the singular constant contribution: its quotient tends to at zero and vanishes sufficiently far away. This defines a distribution, not a finite pointwise value of at zero. It extends to Schwartz functions as a tempered distribution, and is also the distributional derivative of the logarithmic modulus.[ref] Using an asymmetric local cutoff ratio would add to this action, equivalently adding times the Dirac delta function. Thus the cutoff choice matters even after passing to distributions.
Why keep this prescription? A Fourier transform naturally encounters such a kernel. With , pairing and gives, for and ,
The cosine contribution is an odd function and cancels locally; the sine contribution has a removable singularity and its tail converges by the Dirichlet integral. This is the Fourier transform of a principal-value reciprocal, with the sign function. The displayed computation is a prescribed limit for each nonzero ; the corresponding Fourier transform identity is understood as an identity of tempered distributions, rather than the transform of an absolutely integrable reciprocal function.
Figure 2.
Fourier cancellation for 1/x: the odd cosine contribution disappears, the sine contribution approaches minus i times pi, and the Hilbert transform turns a cosine into a sine
. Details.
The Hilbert transform uses exactly this principal-value reciprocal distribution as a convolution kernel. In the convention already used here,
for Schwartz functions , with the second identity interpreted through tempered distributions. Hence the singular integral has a simple description as a Fourier multiplier.[ref] For the bounded pure tone with , the same calculation with symmetric deletion about and symmetric truncation of at infinity gives and . These tones lie outside the Schwartz space; their prescribed Cauchy principal values explain the quarter-cycle shift in the figure. Both figures are calculated mathematical illustrations. Reversing the Hilbert denominator reverses these signs; NIST uses that opposite convention.[ref]
Distribution theory Created 2026-09-24 Updated 2026-11-05
Distribution theory extends ordinary functions by letting them act on smooth test functions. A locally integrable function acts by , while the Dirac delta distribution acts by . The latter is a point source, rather than an ordinary function with a very large value. The space of test functions and its topology make distributions continuous linear functionals.[ref]
Integration by parts supplies a distributional derivative even when ordinary differentiability fails:
For the Heaviside function , , so . A jump has become a point source under differentiation. This is useful for impulses in differential equations, concentrated loads and interface jump conditions.
The extension has limits: multiplying a distribution by a smooth function is always defined, but arbitrary products of distributions are not. The theory controls which operations are meaningful through their action on test functions, rather than by manipulating symbolic point values.
For a continuous even function on , the Cauchy principal value
defines a distribution of order of a distribution at most one. For test functions supported in , the absolute value is at most , since the numerator is bounded by . When , the expression equals the absolutely convergent ordinary integral .
It is a regular distribution exactly when for some . Necessity follows by testing away from zero: any representing locally integrable function must equal almost everywhere off zero. Sufficiency follows from absolute convergence. Continuity with alone does not suffice: near zero gives the divergent integral .
Target: L1-normalized dilation of a distribution. Parent: Dilation of a distribution. Intended file: distribution-theory.bigb.
Haar refinement identity Created 2026-10-07 Updated 2026-10-14
The normalized Haar scaling functions and wavelets obey
This orthogonal two-by-two transformation gives the multiresolution analysis decomposition . Iterating it expresses a Haar approximation either through level- cell averages or through coarse averages and all wavelet details at lower levels. The identities remain valid locally for coefficient integrals of locally integrable functions, without a global assumption.
Hardy-Littlewood maximal function Created 2026-09-24 Updated 2026-11-05
For a locally integrable function on , the centred Hardy-Littlewood maximal function is
On the real line the balls are intervals, giving . It records the largest absolute average visible at any scale around ; the absolute value prevents cancellation from hiding large values.
For on the line, , and it equals1 at every interior point. Far outside that interval it decays only on the order of , because a large centred interval can still capture the unit mass. Thus an integrable input need not have an integrable maximal function. The correct endpoint bound is the Hardy-Littlewood maximal inequality of weak type, while Strong Lp bound for the Hardy-Littlewood maximal function holds for . These bounds control the exceptional sets in the Lebesgue differentiation theorem.
For a function smooth on either side of a joining point , integration by parts on the two intervals adds a Dirac mass whose coefficient is the right trace minus the left trace. If the one-sided derivatives are locally integrable, a first weak derivative can be represented by a locally integrable function across the join only when the jump vanishes. Derivative jumps themselves do not obstruct first-order Sobolev membership: a continuous piecewise Lipschitz function still has a bounded weak first derivative.
Laplace transform of a periodic function Created 2026-09-24 Updated 2026-11-05
Let , and let be a locally integrable function with period on nonnegative time. For , its unilateral Laplace transform is
Split the defining integral into successive periods and put . Periodicity makes each piece ; summing the absolutely convergent geometric series proves the formula. Local integrability on one period also controls the corresponding absolute integrals.
For a square pulse equal to one on and zero on , repeated periodically, the result is in that half-plane. At the defining improper integral generally fails; continuing the quotient algebraically does not enlarge the defining region of absolute convergence of a Laplace transform.
Mellin transform Created 2026-09-24 Updated 2026-10-14
The Mellin transform is an integral transform suited to changes of scale: replacing by multiplies its transform by for . For a locally integrable function , define
where the improper integral converges. The complex number uses the real natural logarithm because . Its absolute value is , so absolute convergence depends on the real part rather than the imaginary part . The Mellin fundamental strip records the open range of such real parts.[ref]
A familiar example is the exponential function :
This is exactly the Gamma integral. Near zero tends to one, so absolute convergence requires ; at infinity for every real , so there is no upper boundary. The Gamma function has a meromorphic continuation with simple poles at , but a finite continued value elsewhere in does not make the defining improper integral converge.[ref]
One-dimensional wave equation Created 2026-09-28 Updated 2026-10-14
On the whole line, the homogeneous one-dimensional wave equation with constant wave speed is
Here is displacement in the string interpretation; is initial displacement and is initial velocity. Its two directions of travel give
This is D'Alembert's formula, including both Cauchy data. The countertravelling decomposition of the one-dimensional wave equation identifies as the right-moving travelling wave and as the left-moving travelling wave. Their sum is permitted by the superposition principle. For and , it is a classical solution. More generally, travelling waves with profiles and that are locally integrable functions solve the equation as distributions, with derivatives interpreted distributionally.[ref]
Figure 1.
Synthetic pulse solutions: release from rest splits a profile, while matched initial velocity launches it rightward
. Details.
The synthetic diagram uses the smooth bump function defined in D'Alembert's formula, with and . Releasing this displacement from rest, , gives . Each emerging travelling wave has half the original peak. Launching the identical initial displacement solely to the right instead requires and gives , . At , the released profiles have peaks at , while the launched profile has peak at . These are calculated model values. A purely left-moving launch requires . The initial velocity therefore selects the balance of directions; the initial shape alone does not.
On each interval , , the function is on and on . Its ordinary derivative exists off and is the locally integrable function
Assign arbitrary values at the endpoints. For a test function , split at these corners and apply integration by parts on each piece. The adjacent boundary terms cancel because is continuous, and only finitely many pieces meet the compact support of . Hence
The distributional derivative is exactly the regular distribution of the ordinary derivative defined almost everywhere. There are no Dirac delta distributions in this first distributional derivative: corners change slope, while a jump of the function itself would create a point mass.
No. Consider the continuous even function
The formulas agree at , and at zero. Part (i) defines its even-weight principal-value distribution. However,
If this were a regular distribution represented by , testing on either side of zero would force almost everywhere there, by uniqueness of the locally integrable function representing a regular distribution. Changing the value at zero cannot remove the displayed divergence, contradicting local integrability of .
More generally, the exact condition is
Necessity is the preceding argument; sufficiency follows because is then a locally integrable function and its truncated integrals converge absolutely. The value alone provides no such rate of decay.
If is any other fundamental solution, then satisfies as a distribution. Applying gives . Elliptic regularity for the Laplacian implies that the initially arbitrary distribution is a smooth function. Its equation is then the ordinary Cauchy-Riemann equation, so is an entire function.
For a direct justification of the needed regularity, choose a radial mollifier . Locally, is a smooth harmonic function. On a ball with sufficient room for both radii, the mean value property gives . Passing to the weak convergence of distributions limit yields on a smaller ball. The left side is smooth, proving the claim locally. This establishes the distributional Cauchy-Riemann lemma without assuming in advance that is a locally integrable function.
Conversely every entire function satisfies and can be added to . Hence all fundamental solutions are
No growth condition at infinity was imposed, so need not be a polynomial.
Write , , and . The Wirtinger derivatives satisfy . Away from zero, ordinary differentiation gives
This equality also holds for distributional derivatives. To check that no Dirac delta distribution was lost at zero, integrate by parts outside the disk against a test function. The new boundary term has absolute value at most . Both and its displayed first derivatives, of size , are locally integrable functions in two dimensions, so the remaining integrals converge to their full-plane values.
Using the supplied fundamental solution of the Laplace equation identity , and commutation of distributional derivatives, now gives
Thus the Cauchy kernel fundamental solution has exactly the required normalization.
Write , , and . By the Sobolev space hypotheses, and belong to the L2 space. Their product is an integrable function by Cauchy-Schwarz inequality. Thus is a locally integrable function defining a tempered distribution, with estimate
The supremum is controlled by finitely many Schwartz seminorms. Define the convolution of Sobolev distributions by
It is independent of the representatives chosen for , and the convolution theorem shows that it agrees with ordinary convolution for Schwartz functions. More generally, approximate by Schwartz functions in their respective Sobolev norms; the displayed estimate shows convergence of the products in tempered distributions, so their ordinary convolutions converge to this definition. For that also satisfy the stated Sobolev space hypotheses, the ordinary convolution theorem gives the same result.
There need not be any real with . Choose
Here is an indicator function. Since and every weight is bounded above and below by positive constants on , both and belong to every Sobolev space. But their convolution has Fourier transform , and for every real ,
Thus . The obstruction is failure of local square integrability at zero; a weight controlling large frequencies cannot fix it.
A locally integrable function has weak derivative in direction when is locally integrable and
The test functions have compact support inside the domain, so no boundary values enter this definition. Such is unique almost everywhere and is denoted .
For , the first-order Sobolev space consists of the Lp space classes whose first weak derivatives are also in that Lp space:
This Sobolev norm is equivalent to ; either convention is acceptable. When , this is the Hilbert space .
For a real locally integrable function , the distributional definition of a subharmonic function is : for every nonnegative ,
A superharmonic function has the opposite inequality, equivalently is subharmonic. A harmonic function has distributionally, equivalently equality for every test function. These definitions concern almost-everywhere classes; the given upper semicontinuous representative supplies the pointwise version for subharmonic functions.
Use half-open intervals and set
The Haar scaling functions and Haar wavelets are
For fixed , each scaling function has squared integral , and different have disjoint supports, proving that this family is orthonormal. Each wavelet also has norm one and integral zero. At a fixed level, distinct wavelets have disjoint supports. At different levels, their dyadic supports are either disjoint or the finer support lies in a half on which the coarser wavelet is constant. The finer wavelet has integral zero, so their inner product vanishes. Finally, a wavelet with is supported inside a unit interval; it is orthogonal to its containing because its integral is zero, and to all other unit scaling functions because their supports are disjoint. Thus both the scaling family at each fixed level and the complete stated Haar family are orthonormal sets.
The Haar refinement identity is
It shows that the closed scaling spaces satisfy , where is the closed span of the level- wavelets. The union of the is dense in : continuous compactly supported functions can be approximated in by their dyadic cell averages, and such continuous functions are dense in . Hence the orthonormal Haar family is also a complete orthonormal basis.
For a locally integrable function, define the compact-support coefficient integrals
These exist without requiring . The two formulas for the Haar approximation are
For the wavelet sum is empty. For every fixed , these sums are locally finite, so they make sense pointwise and locally in . The refinement identities and their orthogonal two-by-two coefficient transformation establish equality by induction, even for merely locally integrable . If , this is also the orthogonal projection onto .
In particular, for and ,
Now impose the symmetry and monotonicity conditions. The limit zero and decrease on imply for . For , the cell average and every value inside lie between and . Therefore
Summing over the positive half-line telescopes and gives a bound . Reflection maps each dyadic cell to another dyadic cell up to endpoints. Since is even, its Haar approximation is even almost everywhere as well, so the negative half-line has the same error. Consequently
The argument proves integrability of the difference, even if itself is not integrable on the whole line. It is the symmetric monotone case of the Haar approximation error for a function of bounded variation.
The shear is a smooth diffeomorphism with determinant one and sends compact sets to compact sets. Thus are locally integrable functions. On a compact time interval and compact label set , the integral is finite. The Fubini theorem, followed by a countable exhaustion of time intervals and label sets, shows that for almost every .
To transform the weak equation, choose , where and . Including a velocity cutoff in ensures the required compact support. The transport derivative of this test function is . Change variables to the characteristic labels to obtain
The fundamental test-function identity makes the bracket zero almost everywhere. Choose a countable dense family of time test functions on each bounded interval and extend by continuity; there is then a single negligible label set outside which as one-dimensional distributions.
For each remaining label, subtract the primitive . The distributional derivative of is zero, so it is a constant almost everywhere. Choose the resulting absolutely continuous representative along free characteristics, . The fundamental theorem of calculus gives
The representative qualification is essential: an arbitrary locally integrable representative can be modified on one time slice without changing the distributional equation, and would not satisfy the identity for every pair of times.