Introduce the Cauchy approximate identity
It is an approximate identity converging to the Dirac delta function , and . For a smooth rapidly decaying test function , integration by parts gives
By the definition of the derivative of the Dirac delta, . Therefore the limit as a distribution is
The Dirichlet boundary condition is built into the first component's space, while the Neumann boundary condition is natural. Thus a weak solution is a pair
such that for every ,
If are up to the boundary, taking compactly supported test functions and applying the fundamental lemma of the calculus of variations gives both differential equations pointwise in . Membership of gives on . Applying integration by parts to the second identity and using its differential equation leaves
for every smooth boundary trace . Hence on , so the equations and both boundary conditions hold classically.
Use the interior-domain definition of total variation seminorm on a domain, so there is no boundary-extension term at . For any admissible scalar test function ,
Thus .
Choose . From the supplied smooth bump function, define
The two supports are disjoint and inside . Each bump has maximum , so , while and . This attains the upper bound, proving
Equivalently, its distributional derivative is , with total variation two. This is total variation of an interval indicator.
If a test function has integral zero, then
is another compactly supported smooth test function with . Hence implies for every such .
Choose a test function with integral one. For arbitrary , the function has zero integral, so
Thus is the constant distribution . This proves a distribution with zero derivative is constant.
Choose . The assumed bound and the weak subsequence of a bounded Hilbert-space sequence result give a subsequence for which
For every test function , a change of variables yields the difference-quotient integration-by-parts identity
The right side converges to , while the left side converges to . Thus is the th weak derivative of . This holds for every , so
By multiplication of a distribution by a smooth function, for every test function ,
Hence .
The Malgrange–Ehrenpreis theorem states that every nonzero constant-coefficient linear partial differential operator on has a fundamental solution of a linear differential operator: there is an such that .
Write . After an orthogonal change of coordinates and multiplication by a nonzero constant, its polynomial symbol may be written as a monic polynomial in the last frequency,
For each real , this polynomial has complex roots counted with multiplicity. Among a fixed finite collection of horizontal lines at bounded heights, one can choose a line that stays a positive distance from all those roots. Continuity of the roots preserves the choice on a neighborhood . Take a countable locally finite cover by such neighborhoods, refine it to a measurable disjoint partition , and let be the chosen height on . The resulting Hörmander staircase
has bounded heights and may be chosen so that on each step.
For a test function , define
The Paley–Wiener–Schwartz theorem gives rapid decay in the real frequency directions and at most a fixed exponential factor in the bounded imaginary direction. Together with , this proves that the integral defines a continuous distribution. Applying cancels the denominator. The remaining integrand is entire in , so the Cauchy integral theorem shifts every horizontal contour to the real axis; the partition then recombines into . The Fourier inversion theorem gives
which proves the theorem.
Choose a cutoff function supported in , equal to one on , and satisfying . Use as a test function in the weak formulation:
The Cauchy-Schwarz inequality followed by Young inequality gives
and hence
This is the Caccioppoli inequality. The numerical constant is convention-dependent and is normally absorbed into the displayed estimate; replacing the radii by fixed intermediate radii gives the stated form with one universal constant.
For , the ordinary derivative away from zero is
This bounded function is locally integrable. For a test function , integration by parts on and produces boundary terms at zero which cancel because is continuous there and . Hence
Therefore has the weak derivative
The jump in the ordinary derivative creates no Dirac delta function; such a term would arise from a jump in the function itself.
For , a function is its weak derivative when
for every test function . Equivalently, the distributional derivative of is represented by the locally integrable function .
A phase function is a real smooth function on that is positively homogeneous of degree one in and has nonzero total differential . The symbol class
consists of smooth amplitudes for which, for every compact and all multi-indices ,
Choose a smooth cutoff function equal to one near zero. The associated oscillatory integral is defined on a test function by
On the compact -support of , use an integration-by-parts operator satisfying . Repeated application of its formal adjoint lowers the effective symbol order until the integral is absolutely convergent. The resulting bounds involve only finitely many derivatives of , prove that the limit is independent of , and give the seminorm estimate required for
For a test function , define the proposed integral by reversing the order of integration:
The Fourier transform of a test function is a Schwartz function, while . The final integral is consequently absolutely convergent. Repeated integration by parts in bounds it by finitely many seminorms of the test function, so it defines a continuous linear functional on .
Equivalently, put on the two half-lines. Then
The density has only an integrable inverse-square-root singularity at one and is bounded at infinity, so it is a regular tempered distribution. Its inverse Fourier transform is exactly the proposed oscillatory integral. Thus
Write . If is a classical solution, multiply by a smooth function and apply the divergence theorem. The Neumann boundary condition removes the boundary term and gives
The density of smooth functions in a Sobolev space and boundedness of the coefficients extend this identity to every , so is a weak solution.
Conversely, take to be a test function compactly supported in . The weak formulation says
The fundamental lemma of the calculus of variations gives the equation in . Under the regularity implicit in the stated notion of a classical solution, it holds pointwise. Applying integration by parts again with arbitrary leaves
where is the trace operator. Traces of smooth functions can be chosen arbitrarily on the boundary, so the boundary fundamental lemma of the calculus of variations gives . Thus is a classical solution.
For , the function is the th weak derivative when
for every test function . This is the integration by parts identity with no boundary term and agrees with the ordinary derivative whenever is classically differentiable.
For , the first-order Sobolev space is
with norm, for example,
Functions equal almost everywhere represent the same Sobolev element.
For , call a weak solution when, for every ,
This follows by multiplying the equation by a test function and applying integration by parts in time and space; includes the term because the original transport operator is not in divergence form.
If is , test functions supported away from show that as a distributional identity, hence pointwise. Integrating this pointwise equation by parts in the weak identity leaves
Arbitrary boundary test functions and the fundamental lemma of the calculus of variations give . Thus a weak solution is the unique classical solution from part a.
Write the Inviscid Burgers equation in conservation form as
A bounded function is a weak solution with initial datum when
for every compactly supported test function .
Across a straight discontinuity , integration by parts on its two sides shows that the boundary terms cancel exactly when the Rankine-Hugoniot condition holds:
when . For every , define
The three jumps have left and right states , , and , so their Rankine-Hugoniot speeds are respectively , , and , exactly the speeds of the displayed lines. Hence each satisfies the weak equation away from the origin and across every jump. Moreover, its nonzero support at time has length , so in as ; its initial datum is therefore zero in the weak identity.
The zero function and all the distinct functions are bounded weak solutions with the same zero initial datum. Thus weak solutions are not unique. The central jump from to is an expansion shock, which an entropy condition would exclude.
Suppose and are weak solutions with the same trace, and put . The weak formulation permits itself as a test function, giving
Thus is almost everywhere constant, and its zero trace makes that constant zero. This proves uniqueness.
The weak identity also says that in the sense of distributions. The Weyl lemma therefore gives and pointwise. The assumed continuity on retains the prescribed boundary values, so the weak solution is the unique classical solution in .
First choose a test function . The weak formulation and integration by parts give
The fundamental lemma of the calculus of variations implies pointwise because and is continuous. The Dirichlet boundary condition on already follows from and continuity of .
For arbitrary , Green's first identity and the interior equation now reduce the weak identity to
The traces of smooth members of can be chosen freely on compact subsets of . Another application of the fundamental lemma of the calculus of variations, now on the boundary, gives pointwise on . Hence is a classical solution of the complete mixed boundary value problem.
For every compactly supported test function on , define a weak solution by the identity
The extra appears because . This identity is obtained from the linear transport equation by integration by parts in time and space.
Conversely, if and have the stated regularity, choosing test functions supported away from shows in the distributional sense that . Continuity makes the equation pointwise. Integrating that pointwise equation by parts in the displayed identity leaves
for all boundary test functions. The fundamental lemma of the calculus of variations gives , so is a classical solution.
For any distribution and any test function , the convolution is a smooth function. On a compact set of values, the translated test functions and all their derivatives have supports in one fixed compact set, so distributional continuity permits every derivative:
For constant-coefficient operators, . Hence a fundamental solution of a linear differential operator supplies a smooth particular solution for every compactly supported smooth datum. No temperedness of is needed.