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Dirac delta function

In mathematical analysis, the Dirac delta distribution (δ distribution), also known as the unit impulse,[1] is a generalized function or distribution over the real numbers, whose value is zero everywhere except at zero, and whose integral over the entire real line is equal to one.[2][3][4]

Schematic representation of the Dirac delta function by a line surmounted by an arrow. The height of the arrow is usually meant to specify the value of any multiplicative constant, which will give the area under the function. The other convention is to write the area next to the arrowhead.
The Dirac delta as the limit as (in the sense of distributions) of the sequence of zero-centered normal distributions

The current understanding of the unit impulse is as a linear functional that maps every continuous function (e.g., ) to its value at zero of its domain (),[5][6] or as the weak limit of a sequence of bump functions (e.g., ), which are zero over most of the real line, with a tall spike at the origin. Bump functions are thus sometimes called "approximate" or "nascent" delta distributions.

The delta function was introduced by physicist Paul Dirac as a tool for the normalization of state vectors. It also has uses in probability theory and signal processing. Its validity was disputed until Laurent Schwartz developed the theory of distributions, where it is defined as a linear form acting on functions.

The Kronecker delta function, which is usually defined on a discrete domain and takes values 0 and 1, is the discrete analog of the Dirac delta function.

Motivation and overview edit

The graph of the Dirac delta is usually thought of as following the whole x-axis and the positive y-axis.[7]: 174  The Dirac delta is used to model a tall narrow spike function (an impulse), and other similar abstractions such as a point charge, point mass or electron point. For example, to calculate the dynamics of a billiard ball being struck, one can approximate the force of the impact by a Dirac delta. In doing so, one not only simplifies the equations, but one also is able to calculate the motion of the ball, by only considering the total impulse of the collision, without a detailed model of all of the elastic energy transfer at subatomic levels (for instance).

To be specific, suppose that a billiard ball is at rest. At time   it is struck by another ball, imparting it with a momentum P, with units kg⋅m⋅s−1. The exchange of momentum is not actually instantaneous, being mediated by elastic processes at the molecular and subatomic level, but for practical purposes it is convenient to consider that energy transfer as effectively instantaneous. The force therefore is P δ(t); the units of δ(t) are s−1.

To model this situation more rigorously, suppose that the force instead is uniformly distributed over a small time interval  . That is,

 

Then the momentum at any time t is found by integration:

 

Now, the model situation of an instantaneous transfer of momentum requires taking the limit as Δt → 0, giving a result everywhere except at 0:

 

Here the functions   are thought of as useful approximations to the idea of instantaneous transfer of momentum.

The delta function allows us to construct an idealized limit of these approximations. Unfortunately, the actual limit of the functions (in the sense of pointwise convergence)   is zero everywhere but a single point, where it is infinite. To make proper sense of the Dirac delta, we should instead insist that the property

 

which holds for all  , should continue to hold in the limit. So, in the equation  , it is understood that the limit is always taken outside the integral.

In applied mathematics, as we have done here, the delta function is often manipulated as a kind of limit (a weak limit) of a sequence of functions, each member of which has a tall spike at the origin: for example, a sequence of Gaussian distributions centered at the origin with variance tending to zero.

The Dirac delta is not truly a function, at least not a usual one with domain and range in real numbers. For example, the objects f(x) = δ(x) and g(x) = 0 are equal everywhere except at x = 0 yet have integrals that are different. According to Lebesgue integration theory, if f and g are functions such that f = g almost everywhere, then f is integrable if and only if g is integrable and the integrals of f and g are identical. A rigorous approach to regarding the Dirac delta function as a mathematical object in its own right requires measure theory or the theory of distributions.

History edit

Joseph Fourier presented what is now called the Fourier integral theorem in his treatise Théorie analytique de la chaleur in the form:[8]

 

which is tantamount to the introduction of the δ-function in the form:[9]

 

Later, Augustin Cauchy expressed the theorem using exponentials:[10][11]

 

Cauchy pointed out that in some circumstances the order of integration is significant in this result (contrast Fubini's theorem).[12][13]

As justified using the theory of distributions, the Cauchy equation can be rearranged to resemble Fourier's original formulation and expose the δ-function as

 

where the δ-function is expressed as

 

A rigorous interpretation of the exponential form and the various limitations upon the function f necessary for its application extended over several centuries. The problems with a classical interpretation are explained as follows:[14]

The greatest drawback of the classical Fourier transformation is a rather narrow class of functions (originals) for which it can be effectively computed. Namely, it is necessary that these functions decrease sufficiently rapidly to zero (in the neighborhood of infinity) to ensure the existence of the Fourier integral. For example, the Fourier transform of such simple functions as polynomials does not exist in the classical sense. The extension of the classical Fourier transformation to distributions considerably enlarged the class of functions that could be transformed and this removed many obstacles.

Further developments included generalization of the Fourier integral, "beginning with Plancherel's pathbreaking L2-theory (1910), continuing with Wiener's and Bochner's works (around 1930) and culminating with the amalgamation into L. Schwartz's theory of distributions (1945) ...",[15] and leading to the formal development of the Dirac delta function.

An infinitesimal formula for an infinitely tall, unit impulse delta function (infinitesimal version of Cauchy distribution) explicitly appears in an 1827 text of Augustin Louis Cauchy. [16] Siméon Denis Poisson considered the issue in connection with the study of wave propagation as did Gustav Kirchhoff somewhat later. Kirchhoff and Hermann von Helmholtz also introduced the unit impulse as a limit of Gaussians, which also corresponded to Lord Kelvin's notion of a point heat source. At the end of the 19th century, Oliver Heaviside used formal Fourier series to manipulate the unit impulse.[17] The Dirac delta function as such was introduced by Paul Dirac in his 1927 paper The Physical Interpretation of the Quantum Dynamics[18] and used in his textbook The Principles of Quantum Mechanics.[3] He called it the "delta function" since he used it as a continuous analogue of the discrete Kronecker delta.

Definitions edit

The Dirac delta function   can be loosely thought of as a function on the real line which is zero everywhere except at the origin, where it is infinite,

 

and which is also constrained to satisfy the identity[19]

 

This is merely a heuristic characterization. The Dirac delta is not a function in the traditional sense as no function defined on the real numbers has these properties.[20]

Another equivalent definition of the Dirac delta function:   is a function (in a loose sense) that satisfies

 
where g(x) is a well-behaved function.[21] The second condition in this definition can be derived by the first definition above:
 
The Dirac delta function can be rigorously defined either as a distribution or as a measure as described below.

As a measure edit

One way to rigorously capture the notion of the Dirac delta function is to define a measure, called Dirac measure, which accepts a subset A of the real line R as an argument, and returns δ(A) = 1 if 0 ∈ A, and δ(A) = 0 otherwise.[22] If the delta function is conceptualized as modeling an idealized point mass at 0, then δ(A) represents the mass contained in the set A. One may then define the integral against δ as the integral of a function against this mass distribution. Formally, the Lebesgue integral provides the necessary analytic device. The Lebesgue integral with respect to the measure δ satisfies

 

for all continuous compactly supported functions f. The measure δ is not absolutely continuous with respect to the Lebesgue measure—in fact, it is a singular measure. Consequently, the delta measure has no Radon–Nikodym derivative (with respect to Lebesgue measure)—no true function for which the property

 

holds.[23] As a result, the latter notation is a convenient abuse of notation, and not a standard (Riemann or Lebesgue) integral.

As a probability measure on R, the delta measure is characterized by its cumulative distribution function, which is the unit step function.[24]

 

This means that H(x) is the integral of the cumulative indicator function 1(−∞, x] with respect to the measure δ; to wit,

 

the latter being the measure of this interval; more formally, δ((−∞, x]). Thus in particular the integration of the delta function against a continuous function can be properly understood as a Riemann–Stieltjes integral:[25]

 

All higher moments of δ are zero. In particular, characteristic function and moment generating function are both equal to one.

As a distribution edit

In the theory of distributions, a generalized function is considered not a function in itself but only about how it affects other functions when "integrated" against them.[26] In keeping with this philosophy, to define the delta function properly, it is enough to say what the "integral" of the delta function is against a sufficiently "good" test function φ. Test functions are also known as bump functions. If the delta function is already understood as a measure, then the Lebesgue integral of a test function against that measure supplies the necessary integral.

A typical space of test functions consists of all smooth functions on R with compact support that have as many derivatives as required. As a distribution, the Dirac delta is a linear functional on the space of test functions and is defined by[27]

 

 

 

 

 

(1)

for every test function φ.

For δ to be properly a distribution, it must be continuous in a suitable topology on the space of test functions. In general, for a linear functional S on the space of test functions to define a distribution, it is necessary and sufficient that, for every positive integer N there is an integer MN and a constant CN such that for every test function φ, one has the inequality[28]

 

where sup represents the supremum. With the δ distribution, one has such an inequality (with CN = 1) with MN = 0 for all N. Thus δ is a distribution of order zero. It is, furthermore, a distribution with compact support (the support being {0}).

The delta distribution can also be defined in several equivalent ways. For instance, it is the distributional derivative of the Heaviside step function. This means that for every test function φ, one has

 

Intuitively, if integration by parts were permitted, then the latter integral should simplify to

 

and indeed, a form of integration by parts is permitted for the Stieltjes integral, and in that case, one does have

 

In the context of measure theory, the Dirac measure gives rise to distribution by integration. Conversely, equation (1) defines a Daniell integral on the space of all compactly supported continuous functions φ which, by the Riesz representation theorem, can be represented as the Lebesgue integral of φ concerning some Radon measure.

Generally, when the term Dirac delta function is used, it is in the sense of distributions rather than measures, the Dirac measure being among several terms for the corresponding notion in measure theory. Some sources may also use the term Dirac delta distribution.

Generalizations edit

The delta function can be defined in n-dimensional Euclidean space Rn as the measure such that

 

for every compactly supported continuous function f. As a measure, the n-dimensional delta function is the product measure of the 1-dimensional delta functions in each variable separately. Thus, formally, with x = (x1, x2, ..., xn), one has[29]

 

 

 

 

 

(2)

The delta function can also be defined in the sense of distributions exactly as above in the one-dimensional case.[30] However, despite widespread use in engineering contexts, (2) should be manipulated with care, since the product of distributions can only be defined under quite narrow circumstances.[31][32]

The notion of a Dirac measure makes sense on any set.[33] Thus if X is a set, x0X is a marked point, and Σ is any sigma algebra of subsets of X, then the measure defined on sets A ∈ Σ by

 

is the delta measure or unit mass concentrated at x0.

Another common generalization of the delta function is to a differentiable manifold where most of its properties as a distribution can also be exploited because of the differentiable structure. The delta function on a manifold M centered at the point x0M is defined as the following distribution:

 

 

 

 

 

(3)

for all compactly supported smooth real-valued functions φ on M.[34] A common special case of this construction is a case in which M is an open set in the Euclidean space Rn.

On a locally compact Hausdorff space X, the Dirac delta measure concentrated at a point x is the Radon measure associated with the Daniell integral (3) on compactly supported continuous functions φ.[35] At this level of generality, calculus as such is no longer possible, however a variety of techniques from abstract analysis are available. For instance, the mapping   is a continuous embedding of X into the space of finite Radon measures on X, equipped with its vague topology. Moreover, the convex hull of the image of X under this embedding is dense in the space of probability measures on X.[36]

Properties edit

Scaling and symmetry edit

The delta function satisfies the following scaling property for a non-zero scalar α:[37]

 

and so

 

 

 

 

 

(4)

Scaling property proof:

 
where a change of variable x′ = ax is used. If a is negative, i.e., a = −|a|, then
 
Thus,  .

In particular, the delta function is an even distribution (symmetry), in the sense that

 

which is homogeneous of degree −1.

Algebraic properties edit

The distributional product of δ with x is equal to zero:

 

More generally,   for all positive integers  .

Conversely, if xf(x) = xg(x), where f and g are distributions, then

 

for some constant c.[38]

Translation edit

The integral of the time-delayed Dirac delta is[39]

 

This is sometimes referred to as the sifting property[40] or the sampling property.[41] The delta function is said to "sift out" the value of f(t) at t = T.[42]

It follows that the effect of convolving a function f(t) with the time-delayed Dirac delta   is to time-delay f(t) by the same amount:

 

The sifting property holds under the precise condition that f be a tempered distribution (see the discussion of the Fourier transform below). As a special case, for instance, we have the identity (understood in the distribution sense)

 

Composition with a function edit

More generally, the delta distribution may be composed with a smooth function g(x) in such a way that the familiar change of variables formula holds, that

 

provided that g is a continuously differentiable function with g′ nowhere zero.[43] That is, there is a unique way to assign meaning to the distribution   so that this identity holds for all compactly supported test functions f. Therefore, the domain must be broken up to exclude the g′ = 0 point. This distribution satisfies δ(g(x)) = 0 if g is nowhere zero, and otherwise if g has a real root at x0, then

 

It is natural therefore to define the composition δ(g(x)) for continuously differentiable functions g by

 

where the sum extends over all roots (i.e., all the different ones) of g(x), which are assumed to be simple. Thus, for example

 

In the integral form, the generalized scaling property may be written as

 

Indefinite integral edit

For a constant   and a "well-behaved" arbitrary real-valued function y(x),

 
where H(x) is the Heaviside step function and c is an integration constant.

Properties in n dimensions edit

The delta distribution in an n-dimensional space satisfies the following scaling property instead,

 
so that δ is a homogeneous distribution of degree n.

Under any reflection or rotation ρ, the delta function is invariant,

 

As in the one-variable case, it is possible to define the composition of δ with a bi-Lipschitz function[44] g: RnRn uniquely so that the identity

 
for all compactly supported functions f.

Using the coarea formula from geometric measure theory, one can also define the composition of the delta function with a submersion from one Euclidean space to another one of different dimension; the result is a type of current. In the special case of a continuously differentiable function g : RnR such that the gradient of g is nowhere zero, the following identity holds[45]

 
where the integral on the right is over g−1(0), the (n − 1)-dimensional surface defined by g(x) = 0 with respect to the Minkowski content measure. This is known as a simple layer integral.

More generally, if S is a smooth hypersurface of Rn, then we can associate to S the distribution that integrates any compactly supported smooth function g over S:

 

where σ is the hypersurface measure associated to S. This generalization is associated with the potential theory of simple layer potentials on S. If D is a domain in Rn with smooth boundary S, then δS is equal to the normal derivative of the indicator function of D in the distribution sense,

 

where n is the outward normal.[46][47] For a proof, see e.g. the article on the surface delta function.

In three dimensions, the delta function is represented in spherical coordinates by:

 

Fourier transform edit

The delta function is a tempered distribution, and therefore it has a well-defined Fourier transform. Formally, one finds[48]

 

Properly speaking, the Fourier transform of a distribution is defined by imposing self-adjointness of the Fourier transform under the duality pairing   of tempered distributions with Schwartz functions. Thus   is defined as the unique tempered distribution satisfying

 

for all Schwartz functions φ. And indeed it follows from this that  

As a result of this identity, the convolution of the delta function with any other tempered distribution S is simply S:

 

That is to say that δ is an identity element for the convolution on tempered distributions, and in fact, the space of compactly supported distributions under convolution is an associative algebra with identity the delta function. This property is fundamental in signal processing, as convolution with a tempered distribution is a linear time-invariant system, and applying the linear time-invariant system measures its impulse response. The impulse response can be computed to any desired degree of accuracy by choosing a suitable approximation for δ, and once it is known, it characterizes the system completely. See LTI system theory § Impulse response and convolution.

The inverse Fourier transform of the tempered distribution f(ξ) = 1 is the delta function. Formally, this is expressed as

 
and more rigorously, it follows since
 
for all Schwartz functions f.

In these terms, the delta function provides a suggestive statement of the orthogonality property of the Fourier kernel on R. Formally, one has

 

This is, of course, shorthand for the assertion that the Fourier transform of the tempered distribution

 
is
 
which again follows by imposing self-adjointness of the Fourier transform.

By analytic continuation of the Fourier transform, the Laplace transform of the delta function is found to be[49]

 

Derivatives of the Dirac delta function edit

The derivative of the Dirac delta distribution, denoted δ′ and also called the Dirac delta prime or Dirac delta derivative as described in Laplacian of the indicator, is defined on compactly supported smooth test functions φ by[50]

 

The first equality here is a kind of integration by parts, for if δ were a true function then

 

By mathematical induction, the k-th derivative of δ is defined similarly as the distribution given on test functions by

 

In particular, δ is an infinitely differentiable distribution.

The first derivative of the delta function is the distributional limit of the difference quotients:[51]

 

More properly, one has

 
where τh is the translation operator, defined on functions by τhφ(x) = φ(x + h), and on a distribution S by
 

In the theory of electromagnetism, the first derivative of the delta function represents a point magnetic dipole situated at the origin. Accordingly, it is referred to as a dipole or the doublet function.[52]

The derivative of the delta function satisfies a number of basic properties, including:[53]

 
which can be shown by applying a test function and integrating by parts.

The latter of these properties can also be demonstrated by applying distributional derivative definition, Liebnitz's theorem and linearity of inner product:[54]

 

Furthermore, the convolution of δ′ with a compactly-supported, smooth function f is

 

which follows from the properties of the distributional derivative of a convolution.

Higher dimensions edit

More generally, on an open set U in the n-dimensional Euclidean space  , the Dirac delta distribution centered at a point aU is defined by[55]

 
for all  , the space of all smooth functions with compact support on U. If   is any multi-index with   and   denotes the associated mixed partial derivative operator, then the α-th derivative αδa of δa is given by[55]
 

That is, the α-th derivative of δa is the distribution whose value on any test function φ is the α-th derivative of φ at a (with the appropriate positive or negative sign).

The first partial derivatives of the delta function are thought of as double layers along the coordinate planes. More generally, the normal derivative of a simple layer supported on a surface is a double layer supported on that surface and represents a laminar magnetic monopole. Higher derivatives of the delta function are known in physics as multipoles.

Higher derivatives enter into mathematics naturally as the building blocks for the complete structure of distributions with point support. If S is any distribution on U supported on the set {a} consisting of a single point, then there is an integer m and coefficients cα such that[55][56]

 

Representations of the delta function edit

The delta function can be viewed as the limit of a sequence of functions

 

where ηε(x) is sometimes called a nascent delta function. This limit is meant in a weak sense: either that

 

 

 

 

 

(5)

for all continuous functions f having compact support, or that this limit holds for all smooth functions f with compact support. The difference between these two slightly different modes of weak convergence is often subtle: the former is convergence in the vague topology of measures, and the latter is convergence in the sense of distributions.

Approximations to the identity edit

Typically a nascent delta function ηε can be constructed in the following manner. Let η be an absolutely integrable function on R of total integral 1, and define

 

In n dimensions, one uses instead the scaling

 

Then a simple change of variables shows that ηε also has integral 1. One may show that (5) holds for all continuous compactly supported functions f,[57] and so ηε converges weakly to δ in the sense of measures.

The ηε constructed in this way are known as an approximation to the identity.[58] This terminology is because the space L1(R) of absolutely integrable functions is closed under the operation of convolution of functions: fgL1(R) whenever f and g are in L1(R). However, there is no identity in L1(R) for the convolution product: no element h such that fh = f for all f. Nevertheless, the sequence ηε does approximate such an identity in the sense that

 

This limit holds in the sense of mean convergence (convergence in L1). Further conditions on the ηε, for instance that it be a mollifier associated to a compactly supported function,[59] are needed to ensure pointwise convergence almost everywhere.

If the initial η = η1 is itself smooth and compactly supported then the sequence is called a mollifier. The standard mollifier is obtained by choosing η to be a suitably normalized bump function, for instance

 

In some situations such as numerical analysis, a piecewise linear approximation to the identity is desirable. This can be obtained by taking η1 to be a hat function. With this choice of η1, one has

 

which are all continuous and compactly supported, although not smooth and so not a mollifier.

Probabilistic considerations edit

In the context of probability theory, it is natural to impose the additional condition that the initial η1 in an approximation to the identity should be positive, as such a function then represents a probability distribution. Convolution with a probability distribution is sometimes favorable because it does not result in overshoot or undershoot, as the output is a convex combination of the input values, and thus falls between the maximum and minimum of the input function. Taking η1 to be any probability distribution at all, and letting ηε(x) = η1(x/ε)/ε as above will give rise to an approximation to the identity. In general this converges more rapidly to a delta function if, in addition, η has mean 0 and has small higher moments. For instance, if η1 is the uniform distribution on  , also known as the rectangular function, then:[60]

 

Another example is with the Wigner semicircle distribution

 

This is continuous and compactly supported, but not a mollifier because it is not smooth.

Semigroups edit

Nascent delta functions often arise as convolution semigroups.[61] This amounts to the further constraint that the convolution of ηε with ηδ must satisfy

 

for all ε, δ > 0. Convolution semigroups in L1 that form a nascent delta function are always an approximation to the identity in the above sense, however the semigroup condition is quite a strong restriction.

In practice, semigroups approximating the delta function arise as fundamental solutions or Green's functions to physically motivated elliptic or parabolic partial differential equations. In the context of applied mathematics, semigroups arise as the output of a linear time-invariant system. Abstractly, if A is a linear operator acting on functions of x, then a convolution semigroup arises by solving the initial value problem

 

in which the limit is as usual understood in the weak sense. Setting ηε(x) = η(ε, x) gives the associated nascent delta function.

Some examples of physically important convolution semigroups arising from such a fundamental solution include the following.

The heat kernel edit

The heat kernel, defined by

 

represents the temperature in an infinite wire at time t > 0, if a unit of heat energy is stored at the origin of the wire at time t = 0. This semigroup evolves according to the one-dimensional heat equation:

 

In probability theory, ηε(x) is a normal distribution of variance ε and mean 0. It represents the probability density at time t = ε of the position of a particle starting at the origin following a standard Brownian motion. In this context, the semigroup condition is then an expression of the Markov property of Brownian motion.

In higher-dimensional Euclidean space Rn, the heat kernel is

 
and has the same physical interpretation, mutatis mutandis. It also represents a nascent delta function in the sense that ηεδ in the distribution sense as ε → 0.

The Poisson kernel edit

The Poisson kernel

 

is the fundamental solution of the Laplace equation in the upper half-plane.[62] It represents the electrostatic potential in a semi-infinite plate whose potential along the edge is held at fixed at the delta function. The Poisson kernel is also closely related to the Cauchy distribution and Epanechnikov and Gaussian kernel functions.[63] This semigroup evolves according to the equation

 

where the operator is rigorously defined as the Fourier multiplier

 

Oscillatory integrals edit

In areas of physics such as wave propagation and wave mechanics, the equations involved are hyperbolic and so may have more singular solutions. As a result, the nascent delta functions that arise as fundamental solutions of the associated Cauchy problems are generally oscillatory integrals. An example, which comes from a solution of the Euler–Tricomi equation of transonic gas dynamics,[64] is the rescaled Airy function

 

Although using the Fourier transform, it is easy to see that this generates a semigroup in some sense—it is not absolutely integrable and so cannot define a semigroup in the above strong sense. Many nascent delta functions constructed as oscillatory integrals only converge in the sense of distributions (an example is the Dirichlet kernel below), rather than in the sense of measures.

Another example is the Cauchy problem for the wave equation in R1+1:[65]

 

The solution u represents the displacement from equilibrium of an infinite elastic string, with an initial disturbance at the origin.

Other approximations to the identity of this kind include the sinc function (used widely in electronics and telecommunications)

 

and the Bessel function

 

Plane wave decomposition edit

One approach to the study of a linear partial differential equation

 

where L is a differential operator on Rn, is to seek first a fundamental solution, which is a solution of the equation

 

When L is particularly simple, this problem can often be resolved using the Fourier transform directly (as in the case of the Poisson kernel and heat kernel already mentioned). For more complicated operators, it is sometimes easier first to consider an equation of the form

 

where h is a plane wave function, meaning that it has the form

 

for some vector ξ. Such an equation can be resolved (if the coefficients of L are analytic functions) by the Cauchy–Kovalevskaya theorem or (if the coefficients of L are constant) by quadrature. So, if the delta function can be decomposed into plane waves, then one can in principle solve linear partial differential equations.

Such a decomposition of the delta function into plane waves was part of a general technique first introduced essentially by Johann Radon, and then developed in this form by Fritz John (1955).[66] Choose k so that n + k is an even integer, and for a real number s, put

 

Then δ is obtained by applying a power of the Laplacian to the integral with respect to the unit sphere measure of g(x · ξ) for ξ in the unit sphere Sn−1:

 

The Laplacian here is interpreted as a weak derivative, so that this equation is taken to mean that, for any test function φ,

 

The result follows from the formula for the Newtonian potential (the fundamental solution of Poisson's equation). This is essentially a form of the inversion formula for the Radon transform because it recovers the value of φ(x) from its integrals over hyperplanes. For instance, if n is odd and k = 1, then the integral on the right hand side is

 

where (ξ, p) is the Radon transform of φ:

 

An alternative equivalent expression of the plane wave decomposition is:[67]

 

Fourier kernels edit

In the study of Fourier series, a major question consists of determining whether and in what sense the Fourier series associated with a periodic function converges to the function. The n-th partial sum of the Fourier series of a function f of period is defined by convolution (on the interval [−π,π]) with the Dirichlet kernel:

 
Thus,
 
where
 
A fundamental result of elementary Fourier series states that the Dirichlet kernel restricted to the interval [−π,π] tends to a multiple of the delta function as N → ∞. This is interpreted in the distribution sense, that
 
for every compactly supported smooth function f. Thus, formally one has
 
on the interval [−π,π].

Despite this, the result does not hold for all compactly supported continuous functions: that is DN does not converge weakly in the sense of measures. The lack of convergence of the Fourier series has led to the introduction of a variety of summability methods to produce convergence. The method of Cesàro summation leads to the Fejér kernel[68]

 

The Fejér kernels tend to the delta function in a stronger sense that[69]

 

for every compactly supported continuous function f. The implication is that the Fourier series of any continuous function is Cesàro summable to the value of the function at every point.

Hilbert space theory edit

The Dirac delta distribution is a densely defined unbounded linear functional on the Hilbert space L2 of square-integrable functions. Indeed, smooth compactly supported functions are dense in L2, and the action of the delta distribution on such functions is well-defined. In many applications, it is possible to identify subspaces of L2 and to give a stronger topology on which the delta function defines a bounded linear functional.

Sobolev spaces edit

The Sobolev embedding theorem for Sobolev spaces on the real line R implies that any square-integrable function f such that

 

is automatically continuous, and satisfies in particular

 

Thus δ is a bounded linear functional on the Sobolev space H1. Equivalently δ is an element of the continuous dual space H−1 of H1. More generally, in n dimensions, one has δHs(Rn) provided s > n/2.

Spaces of holomorphic functions edit

In complex analysis, the delta function enters via Cauchy's integral formula, which asserts that if D is a domain in the complex plane with smooth boundary, then

 

for all holomorphic functions f in D that are continuous on the closure of D. As a result, the delta function δz is represented in this class of holomorphic functions by the Cauchy integral:

 

Moreover, let H2(∂D) be the Hardy space consisting of the closure in L2(∂D) of all holomorphic functions in D continuous up to the boundary of D. Then functions in H2(∂D) uniquely extend to holomorphic functions in D, and the Cauchy integral formula continues to hold. In particular for zD, the delta function δz is a continuous linear functional on H2(∂D). This is a special case of the situation in several complex variables in which, for smooth domains D, the Szegő kernel plays the role of the Cauchy integral.[70]

Resolutions of the identity edit

Given a complete orthonormal basis set of functions {φn} in a separable Hilbert space, for example, the normalized eigenvectors of a compact self-adjoint operator, any vector f can be expressed as

 
The coefficients {αn} are found as
 
which may be represented by the notation:
 
a form of the bra–ket notation of Dirac.[71] Adopting this notation, the expansion of f takes the dyadic form:[72]
 

Letting I denote the identity operator on the Hilbert space, the expression

 

is called a resolution of the identity. When the Hilbert space is the space L2(D) of square-integrable functions on a domain D, the quantity:

 

is an integral operator, and the expression for f can be rewritten

 

The right-hand side converges to f in the L2 sense. It need not hold in a pointwise sense, even when f is a continuous function. Nevertheless, it is common to abuse notation and write

 

resulting in the representation of the delta function:[73]

 

With a suitable rigged Hilbert space (Φ, L2(D), Φ*) where Φ ⊂ L2(D) contains all compactly supported smooth functions, this summation may converge in Φ*, depending on the properties of the basis φn. In most cases of practical interest, the orthonormal basis comes from an integral or differential operator, in which case the series converges in the distribution sense.[74]

Infinitesimal delta functions edit

Cauchy used an infinitesimal α to write down a unit impulse, infinitely tall and narrow Dirac-type delta function δα satisfying   in a number of articles in 1827.[75] Cauchy defined an infinitesimal in Cours d'Analyse (1827) in terms of a sequence tending to zero. Namely, such a null sequence becomes an infinitesimal in Cauchy's and Lazare Carnot's terminology.

Non-standard analysis allows one to rigorously treat infinitesimals. The article by Yamashita (2007) contains a bibliography on modern Dirac delta functions in the context of an infinitesimal-enriched continuum provided by the hyperreals. Here the Dirac delta can be given by an actual function, having the property that for every real function F one has   as anticipated by Fourier and Cauchy.

Dirac comb edit

 
A Dirac comb is an infinite series of Dirac delta functions spaced at intervals of T

A so-called uniform "pulse train" of Dirac delta measures, which is known as a Dirac comb, or as the Sha distribution, creates a sampling function, often used in digital signal processing (DSP) and discrete time signal analysis. The Dirac comb is given as the infinite sum, whose limit is understood in the distribution sense,

 

which is a sequence of point masses at each of the integers.

Up to an overall normalizing constant, the Dirac comb is equal to its own Fourier transform. This is significant because if f is any Schwartz function, then the periodization of f is given by the convolution

 
In particular,
 
is precisely the Poisson summation formula.[76][77] More generally, this formula remains to be true if f is a tempered distribution of rapid descent or, equivalently, if   is a slowly growing, ordinary function within the space of tempered distributions.

Sokhotski–Plemelj theorem edit

The Sokhotski–Plemelj theorem, important in quantum mechanics, relates the delta function to the distribution p.v. 1/x, the Cauchy principal value of the function 1/x, defined by

 

Sokhotsky's formula states that[78]

 

Here the limit is understood in the distribution sense, that for all compactly supported smooth functions f,

 

Relationship to the Kronecker delta edit

The Kronecker delta δij is the quantity defined by

 

for all integers i, j. This function then satisfies the following analog of the sifting property: if ai (for i in the set of all integers) is any doubly infinite sequence, then

 

Similarly, for any real or complex valued continuous function f on R, the Dirac delta satisfies the sifting property

 

This exhibits the Kronecker delta function as a discrete analog of the Dirac delta function.[79]

Applications edit

Probability theory edit

In probability theory and statistics, the Dirac delta function is often used to represent a discrete distribution, or a partially discrete, partially continuous distribution, using a probability density function (which is normally used to represent absolutely continuous distributions). For example, the probability density function f(x) of a discrete distribution consisting of points x = {x1, ..., xn}, with corresponding probabilities p1, ..., pn, can be written as

 

As another example, consider a distribution in which 6/10 of the time returns a standard normal distribution, and 4/10 of the time returns exactly the value 3.5 (i.e. a partly continuous, partly discrete mixture distribution). The density function of this distribution can be written as

dirac, delta, function, delta, function, redirects, here, other, uses, delta, function, disambiguation, mathematical, analysis, dirac, delta, distribution, distribution, also, known, unit, impulse, generalized, function, distribution, over, real, numbers, whos. Delta function redirects here For other uses see Delta function disambiguation In mathematical analysis the Dirac delta distribution d distribution also known as the unit impulse 1 is a generalized function or distribution over the real numbers whose value is zero everywhere except at zero and whose integral over the entire real line is equal to one 2 3 4 Schematic representation of the Dirac delta function by a line surmounted by an arrow The height of the arrow is usually meant to specify the value of any multiplicative constant which will give the area under the function The other convention is to write the area next to the arrowhead The Dirac delta as the limit as a 0 displaystyle a to 0 in the sense of distributions of the sequence of zero centered normal distributions d a x 1 a p e x a 2 displaystyle delta a x frac 1 left a right sqrt pi e x a 2 The current understanding of the unit impulse is as a linear functional that maps every continuous function e g f x displaystyle f x to its value at zero of its domain f 0 displaystyle f 0 5 6 or as the weak limit of a sequence of bump functions e g d x lim b 0 1 b p e x b 2 displaystyle delta x lim b to 0 frac 1 b sqrt pi e x b 2 which are zero over most of the real line with a tall spike at the origin Bump functions are thus sometimes called approximate or nascent delta distributions The delta function was introduced by physicist Paul Dirac as a tool for the normalization of state vectors It also has uses in probability theory and signal processing Its validity was disputed until Laurent Schwartz developed the theory of distributions where it is defined as a linear form acting on functions The Kronecker delta function which is usually defined on a discrete domain and takes values 0 and 1 is the discrete analog of the Dirac delta function Contents 1 Motivation and overview 2 History 3 Definitions 3 1 As a measure 3 2 As a distribution 3 3 Generalizations 4 Properties 4 1 Scaling and symmetry 4 2 Algebraic properties 4 3 Translation 4 4 Composition with a function 4 5 Indefinite integral 4 6 Properties in n dimensions 5 Fourier transform 6 Derivatives of the Dirac delta function 6 1 Higher dimensions 7 Representations of the delta function 7 1 Approximations to the identity 7 2 Probabilistic considerations 7 3 Semigroups 7 3 1 The heat kernel 7 3 2 The Poisson kernel 7 4 Oscillatory integrals 7 5 Plane wave decomposition 7 6 Fourier kernels 7 7 Hilbert space theory 7 7 1 Sobolev spaces 7 7 2 Spaces of holomorphic functions 7 7 3 Resolutions of the identity 7 8 Infinitesimal delta functions 8 Dirac comb 9 Sokhotski Plemelj theorem 10 Relationship to the Kronecker delta 11 Applications 11 1 Probability theory 11 2 Quantum mechanics 11 3 Structural mechanics 12 See also 13 Notes 14 References 15 External linksMotivation and overview editThe graph of the Dirac delta is usually thought of as following the whole x axis and the positive y axis 7 174 The Dirac delta is used to model a tall narrow spike function an impulse and other similar abstractions such as a point charge point mass or electron point For example to calculate the dynamics of a billiard ball being struck one can approximate the force of the impact by a Dirac delta In doing so one not only simplifies the equations but one also is able to calculate the motion of the ball by only considering the total impulse of the collision without a detailed model of all of the elastic energy transfer at subatomic levels for instance To be specific suppose that a billiard ball is at rest At time t 0 displaystyle t 0 nbsp it is struck by another ball imparting it with a momentum P with units kg m s 1 The exchange of momentum is not actually instantaneous being mediated by elastic processes at the molecular and subatomic level but for practical purposes it is convenient to consider that energy transfer as effectively instantaneous The force therefore is P d t the units of d t are s 1 To model this situation more rigorously suppose that the force instead is uniformly distributed over a small time interval D t 0 T displaystyle Delta t 0 T nbsp That is F D t t P D t 0 lt t T 0 otherwise displaystyle F Delta t t begin cases P Delta t amp 0 lt t leq T 0 amp text otherwise end cases nbsp Then the momentum at any time t is found by integration p t 0 t F D t t d t P t T P t D t 0 t T 0 otherwise displaystyle p t int 0 t F Delta t tau d tau begin cases P amp t geq T P t Delta t amp 0 leq t leq T 0 amp text otherwise end cases nbsp Now the model situation of an instantaneous transfer of momentum requires taking the limit as Dt 0 giving a result everywhere except at 0 p t P t gt 0 0 t lt 0 displaystyle p t begin cases P amp t gt 0 0 amp t lt 0 end cases nbsp Here the functions F D t displaystyle F Delta t nbsp are thought of as useful approximations to the idea of instantaneous transfer of momentum The delta function allows us to construct an idealized limit of these approximations Unfortunately the actual limit of the functions in the sense of pointwise convergence lim D t 0 F D t textstyle lim Delta t to 0 F Delta t nbsp is zero everywhere but a single point where it is infinite To make proper sense of the Dirac delta we should instead insist that the property F D t t d t P displaystyle int infty infty F Delta t t dt P nbsp which holds for all D t gt 0 displaystyle Delta t gt 0 nbsp should continue to hold in the limit So in the equation F t P d t lim D t 0 F D t t textstyle F t P delta t lim Delta t to 0 F Delta t t nbsp it is understood that the limit is always taken outside the integral In applied mathematics as we have done here the delta function is often manipulated as a kind of limit a weak limit of a sequence of functions each member of which has a tall spike at the origin for example a sequence of Gaussian distributions centered at the origin with variance tending to zero The Dirac delta is not truly a function at least not a usual one with domain and range in real numbers For example the objects f x d x and g x 0 are equal everywhere except at x 0 yet have integrals that are different According to Lebesgue integration theory if f and g are functions such that f g almost everywhere then f is integrable if and only if g is integrable and the integrals of f and g are identical A rigorous approach to regarding the Dirac delta function as a mathematical object in its own right requires measure theory or the theory of distributions History editJoseph Fourier presented what is now called the Fourier integral theorem in his treatise Theorie analytique de la chaleur in the form 8 f x 1 2 p d a f a d p cos p x p a displaystyle f x frac 1 2 pi int infty infty d alpha f alpha int infty infty dp cos px p alpha nbsp which is tantamount to the introduction of the d function in the form 9 d x a 1 2 p d p cos p x p a displaystyle delta x alpha frac 1 2 pi int infty infty dp cos px p alpha nbsp Later Augustin Cauchy expressed the theorem using exponentials 10 11 f x 1 2 p e i p x e i p a f a d a d p displaystyle f x frac 1 2 pi int infty infty e ipx left int infty infty e ip alpha f alpha d alpha right dp nbsp Cauchy pointed out that in some circumstances the order of integration is significant in this result contrast Fubini s theorem 12 13 As justified using the theory of distributions the Cauchy equation can be rearranged to resemble Fourier s original formulation and expose the d function asf x 1 2 p e i p x e i p a f a d a d p 1 2 p e i p x e i p a d p f a d a d x a f a d a displaystyle begin aligned f x amp frac 1 2 pi int infty infty e ipx left int infty infty e ip alpha f alpha d alpha right dp 4pt amp frac 1 2 pi int infty infty left int infty infty e ipx e ip alpha dp right f alpha d alpha int infty infty delta x alpha f alpha d alpha end aligned nbsp where the d function is expressed asd x a 1 2 p e i p x a d p displaystyle delta x alpha frac 1 2 pi int infty infty e ip x alpha dp nbsp A rigorous interpretation of the exponential form and the various limitations upon the function f necessary for its application extended over several centuries The problems with a classical interpretation are explained as follows 14 The greatest drawback of the classical Fourier transformation is a rather narrow class of functions originals for which it can be effectively computed Namely it is necessary that these functions decrease sufficiently rapidly to zero in the neighborhood of infinity to ensure the existence of the Fourier integral For example the Fourier transform of such simple functions as polynomials does not exist in the classical sense The extension of the classical Fourier transformation to distributions considerably enlarged the class of functions that could be transformed and this removed many obstacles Further developments included generalization of the Fourier integral beginning with Plancherel s pathbreaking L2 theory 1910 continuing with Wiener s and Bochner s works around 1930 and culminating with the amalgamation into L Schwartz s theory of distributions 1945 15 and leading to the formal development of the Dirac delta function An infinitesimal formula for an infinitely tall unit impulse delta function infinitesimal version of Cauchy distribution explicitly appears in an 1827 text of Augustin Louis Cauchy 16 Simeon Denis Poisson considered the issue in connection with the study of wave propagation as did Gustav Kirchhoff somewhat later Kirchhoff and Hermann von Helmholtz also introduced the unit impulse as a limit of Gaussians which also corresponded to Lord Kelvin s notion of a point heat source At the end of the 19th century Oliver Heaviside used formal Fourier series to manipulate the unit impulse 17 The Dirac delta function as such was introduced by Paul Dirac in his 1927 paper The Physical Interpretation of the Quantum Dynamics 18 and used in his textbook The Principles of Quantum Mechanics 3 He called it the delta function since he used it as a continuous analogue of the discrete Kronecker delta Definitions editThe Dirac delta function d x displaystyle delta x nbsp can be loosely thought of as a function on the real line which is zero everywhere except at the origin where it is infinite d x x 0 0 x 0 displaystyle delta x simeq begin cases infty amp x 0 0 amp x neq 0 end cases nbsp and which is also constrained to satisfy the identity 19 d x d x 1 displaystyle int infty infty delta x dx 1 nbsp This is merely a heuristic characterization The Dirac delta is not a function in the traditional sense as no function defined on the real numbers has these properties 20 Another equivalent definition of the Dirac delta function d x displaystyle delta x nbsp is a function in a loose sense that satisfies d x d x 1 d x g x d x g 0 displaystyle int infty infty delta x dx 1 int infty infty delta x g x dx g 0 nbsp where g x is a well behaved function 21 The second condition in this definition can be derived by the first definition above d x g x d x lim ϵ 0 ϵ ϵ d x g x d x g 0 lim ϵ 0 ϵ ϵ d x d x g 0 displaystyle int infty infty delta x g x dx lim epsilon to 0 int epsilon epsilon delta x g x dx g 0 lim epsilon to 0 int epsilon epsilon delta x dx g 0 nbsp The Dirac delta function can be rigorously defined either as a distribution or as a measure as described below As a measure edit One way to rigorously capture the notion of the Dirac delta function is to define a measure called Dirac measure which accepts a subset A of the real line R as an argument and returns d A 1 if 0 A and d A 0 otherwise 22 If the delta function is conceptualized as modeling an idealized point mass at 0 then d A represents the mass contained in the set A One may then define the integral against d as the integral of a function against this mass distribution Formally the Lebesgue integral provides the necessary analytic device The Lebesgue integral with respect to the measure d satisfies f x d d x f 0 displaystyle int infty infty f x delta dx f 0 nbsp for all continuous compactly supported functions f The measure d is not absolutely continuous with respect to the Lebesgue measure in fact it is a singular measure Consequently the delta measure has no Radon Nikodym derivative with respect to Lebesgue measure no true function for which the property f x d x d x f 0 displaystyle int infty infty f x delta x dx f 0 nbsp holds 23 As a result the latter notation is a convenient abuse of notation and not a standard Riemann or Lebesgue integral As a probability measure on R the delta measure is characterized by its cumulative distribution function which is the unit step function 24 H x 1 if x 0 0 if x lt 0 displaystyle H x begin cases 1 amp text if x geq 0 0 amp text if x lt 0 end cases nbsp This means that H x is the integral of the cumulative indicator function 1 x with respect to the measure d to wit H x R 1 x t d d t d x displaystyle H x int mathbf R mathbf 1 infty x t delta dt delta infty x nbsp the latter being the measure of this interval more formally d x Thus in particular the integration of the delta function against a continuous function can be properly understood as a Riemann Stieltjes integral 25 f x d d x f x d H x displaystyle int infty infty f x delta dx int infty infty f x dH x nbsp All higher moments of d are zero In particular characteristic function and moment generating function are both equal to one As a distribution edit In the theory of distributions a generalized function is considered not a function in itself but only about how it affects other functions when integrated against them 26 In keeping with this philosophy to define the delta function properly it is enough to say what the integral of the delta function is against a sufficiently good test function f Test functions are also known as bump functions If the delta function is already understood as a measure then the Lebesgue integral of a test function against that measure supplies the necessary integral A typical space of test functions consists of all smooth functions on R with compact support that have as many derivatives as required As a distribution the Dirac delta is a linear functional on the space of test functions and is defined by 27 d f f 0 displaystyle delta varphi varphi 0 nbsp 1 for every test function f For d to be properly a distribution it must be continuous in a suitable topology on the space of test functions In general for a linear functional S on the space of test functions to define a distribution it is necessary and sufficient that for every positive integer N there is an integer MN and a constant CN such that for every test function f one has the inequality 28 S f C N k 0 M N sup x N N f k x displaystyle left S varphi right leq C N sum k 0 M N sup x in N N left varphi k x right nbsp where sup represents the supremum With the d distribution one has such an inequality with CN 1 with MN 0 for all N Thus d is a distribution of order zero It is furthermore a distribution with compact support the support being 0 The delta distribution can also be defined in several equivalent ways For instance it is the distributional derivative of the Heaviside step function This means that for every test function f one hasd f f x H x d x displaystyle delta varphi int infty infty varphi x H x dx nbsp Intuitively if integration by parts were permitted then the latter integral should simplify to f x H x d x f x d x d x displaystyle int infty infty varphi x H x dx int infty infty varphi x delta x dx nbsp and indeed a form of integration by parts is permitted for the Stieltjes integral and in that case one does have f x H x d x f x d H x displaystyle int infty infty varphi x H x dx int infty infty varphi x dH x nbsp In the context of measure theory the Dirac measure gives rise to distribution by integration Conversely equation 1 defines a Daniell integral on the space of all compactly supported continuous functions f which by the Riesz representation theorem can be represented as the Lebesgue integral of f concerning some Radon measure Generally when the term Dirac delta function is used it is in the sense of distributions rather than measures the Dirac measure being among several terms for the corresponding notion in measure theory Some sources may also use the term Dirac delta distribution Generalizations edit The delta function can be defined in n dimensional Euclidean space Rn as the measure such that R n f x d d x f 0 displaystyle int mathbf R n f mathbf x delta d mathbf x f mathbf 0 nbsp for every compactly supported continuous function f As a measure the n dimensional delta function is the product measure of the 1 dimensional delta functions in each variable separately Thus formally with x x1 x2 xn one has 29 d x d x 1 d x 2 d x n displaystyle delta mathbf x delta x 1 delta x 2 cdots delta x n nbsp 2 The delta function can also be defined in the sense of distributions exactly as above in the one dimensional case 30 However despite widespread use in engineering contexts 2 should be manipulated with care since the product of distributions can only be defined under quite narrow circumstances 31 32 The notion of a Dirac measure makes sense on any set 33 Thus if X is a set x0 X is a marked point and S is any sigma algebra of subsets of X then the measure defined on sets A S byd x 0 A 1 if x 0 A 0 if x 0 A displaystyle delta x 0 A begin cases 1 amp text if x 0 in A 0 amp text if x 0 notin A end cases nbsp is the delta measure or unit mass concentrated at x0 Another common generalization of the delta function is to a differentiable manifold where most of its properties as a distribution can also be exploited because of the differentiable structure The delta function on a manifold M centered at the point x0 M is defined as the following distribution d x 0 f f x 0 displaystyle delta x 0 varphi varphi x 0 nbsp 3 for all compactly supported smooth real valued functions f on M 34 A common special case of this construction is a case in which M is an open set in the Euclidean space Rn On a locally compact Hausdorff space X the Dirac delta measure concentrated at a point x is the Radon measure associated with the Daniell integral 3 on compactly supported continuous functions f 35 At this level of generality calculus as such is no longer possible however a variety of techniques from abstract analysis are available For instance the mapping x 0 d x 0 displaystyle x 0 mapsto delta x 0 nbsp is a continuous embedding of X into the space of finite Radon measures on X equipped with its vague topology Moreover the convex hull of the image of X under this embedding is dense in the space of probability measures on X 36 Properties editScaling and symmetry edit The delta function satisfies the following scaling property for a non zero scalar a 37 d a x d x d u d u a 1 a displaystyle int infty infty delta alpha x dx int infty infty delta u frac du alpha frac 1 alpha nbsp and so d a x d x a displaystyle delta alpha x frac delta x alpha nbsp 4 Scaling property proof d x g x d a x 1 a d x g x a d x displaystyle int limits infty infty dx g x delta ax frac 1 a int limits infty infty dx g left frac x a right delta x nbsp where a change of variable x ax is used If a is negative i e a a then d x g x d a x 1 a d x g x a d x 1 a d x g x a d x 1 a g 0 displaystyle int limits infty infty dx g x delta ax frac 1 left vert a right vert int limits infty infty dx g left frac x a right delta x frac 1 left vert a right vert int limits infty infty dx g left frac x a right delta x frac 1 left vert a right vert g 0 nbsp Thus d a x 1 a d x displaystyle delta ax frac 1 left vert a right vert delta x nbsp In particular the delta function is an even distribution symmetry in the sense thatd x d x displaystyle delta x delta x nbsp which is homogeneous of degree 1 Algebraic properties edit The distributional product of d with x is equal to zero x d x 0 displaystyle x delta x 0 nbsp More generally x a n d x a 0 displaystyle x a n delta x a 0 nbsp for all positive integers n displaystyle n nbsp Conversely if xf x xg x where f and g are distributions thenf x g x c d x displaystyle f x g x c delta x nbsp for some constant c 38 Translation edit The integral of the time delayed Dirac delta is 39 f t d t T d t f T displaystyle int infty infty f t delta t T dt f T nbsp This is sometimes referred to as the sifting property 40 or the sampling property 41 The delta function is said to sift out the value of f t at t T 42 It follows that the effect of convolving a function f t with the time delayed Dirac delta d T t d t T displaystyle delta T t delta t T nbsp is to time delay f t by the same amount f d T t d e f f t d t T t d t f t d t t T d t since d x d x by 4 f t T displaystyle begin aligned f delta T t amp stackrel mathrm def int infty infty f tau delta t T tau d tau amp int infty infty f tau delta tau t T d tau qquad text since delta x delta x text by 4 amp f t T end aligned nbsp The sifting property holds under the precise condition that f be a tempered distribution see the discussion of the Fourier transform below As a special case for instance we have the identity understood in the distribution sense d 3 x d x h d x d h 3 displaystyle int infty infty delta xi x delta x eta dx delta eta xi nbsp Composition with a function edit More generally the delta distribution may be composed with a smooth function g x in such a way that the familiar change of variables formula holds that R d g x f g x g x d x g R d u f u d u displaystyle int mathbb R delta bigl g x bigr f bigl g x bigr left g x right dx int g mathbb R delta u f u du nbsp provided that g is a continuously differentiable function with g nowhere zero 43 That is there is a unique way to assign meaning to the distribution d g displaystyle delta circ g nbsp so that this identity holds for all compactly supported test functions f Therefore the domain must be broken up to exclude the g 0 point This distribution satisfies d g x 0 if g is nowhere zero and otherwise if g has a real root at x0 thend g x d x x 0 g x 0 displaystyle delta g x frac delta x x 0 g x 0 nbsp It is natural therefore to define the composition d g x for continuously differentiable functions g byd g x i d x x i g x i displaystyle delta g x sum i frac delta x x i g x i nbsp where the sum extends over all roots i e all the different ones of g x which are assumed to be simple Thus for exampled x 2 a 2 1 2 a d x a d x a displaystyle delta left x 2 alpha 2 right frac 1 2 alpha Big delta left x alpha right delta left x alpha right Big nbsp In the integral form the generalized scaling property may be written as f x d g x d x i f x i g x i displaystyle int infty infty f x delta g x dx sum i frac f x i g x i nbsp Indefinite integral edit For a constant a R displaystyle a in mathbb R nbsp and a well behaved arbitrary real valued function y x y x d x a d x y a H x a c displaystyle displaystyle int y x delta x a dx y a H x a c nbsp where H x is the Heaviside step function and c is an integration constant Properties in n dimensions edit The delta distribution in an n dimensional space satisfies the following scaling property instead d a x a n d x displaystyle delta alpha mathbf x alpha n delta mathbf x nbsp so that d is a homogeneous distribution of degree n Under any reflection or rotation r the delta function is invariant d r x d x displaystyle delta rho mathbf x delta mathbf x nbsp As in the one variable case it is possible to define the composition of d with a bi Lipschitz function 44 g Rn Rn uniquely so that the identity R n d g x f g x det g x d x g R n d u f u d u displaystyle int mathbb R n delta g mathbf x f g mathbf x left det g mathbf x right d mathbf x int g mathbb R n delta mathbf u f mathbf u d mathbf u nbsp for all compactly supported functions f Using the coarea formula from geometric measure theory one can also define the composition of the delta function with a submersion from one Euclidean space to another one of different dimension the result is a type of current In the special case of a continuously differentiable function g Rn R such that the gradient of g is nowhere zero the following identity holds 45 R n f x d g x d x g 1 0 f x g d s x displaystyle int mathbb R n f mathbf x delta g mathbf x d mathbf x int g 1 0 frac f mathbf x mathbf nabla g d sigma mathbf x nbsp where the integral on the right is over g 1 0 the n 1 dimensional surface defined by g x 0 with respect to the Minkowski content measure This is known as a simple layer integral More generally if S is a smooth hypersurface of Rn then we can associate to S the distribution that integrates any compactly supported smooth function g over S d S g S g s d s s displaystyle delta S g int S g mathbf s d sigma mathbf s nbsp where s is the hypersurface measure associated to S This generalization is associated with the potential theory of simple layer potentials on S If D is a domain in Rn with smooth boundary S then dS is equal to the normal derivative of the indicator function of D in the distribution sense R n g x 1 D x n d x S g s d s s displaystyle int mathbb R n g mathbf x frac partial 1 D mathbf x partial n d mathbf x int S g mathbf s d sigma mathbf s nbsp where n is the outward normal 46 47 For a proof see e g the article on the surface delta function In three dimensions the delta function is represented in spherical coordinates by d r r 0 1 r 2 sin 8 d r r 0 d 8 8 0 d ϕ ϕ 0 x 0 y 0 z 0 0 1 2 p r 2 sin 8 d r r 0 d 8 8 0 x 0 y 0 0 z 0 0 1 4 p r 2 d r r 0 x 0 y 0 z 0 0 displaystyle delta mathbf r mathbf r 0 begin cases displaystyle frac 1 r 2 sin theta delta r r 0 delta theta theta 0 delta phi phi 0 amp x 0 y 0 z 0 neq 0 displaystyle frac 1 2 pi r 2 sin theta delta r r 0 delta theta theta 0 amp x 0 y 0 0 z 0 neq 0 displaystyle frac 1 4 pi r 2 delta r r 0 amp x 0 y 0 z 0 0 end cases nbsp Fourier transform editThe delta function is a tempered distribution and therefore it has a well defined Fourier transform Formally one finds 48 d 3 e 2 p i x 3 d x d x 1 displaystyle widehat delta xi int infty infty e 2 pi ix xi delta x dx 1 nbsp Properly speaking the Fourier transform of a distribution is defined by imposing self adjointness of the Fourier transform under the duality pairing displaystyle langle cdot cdot rangle nbsp of tempered distributions with Schwartz functions Thus d displaystyle widehat delta nbsp is defined as the unique tempered distribution satisfying d f d f displaystyle langle widehat delta varphi rangle langle delta widehat varphi rangle nbsp for all Schwartz functions f And indeed it follows from this that d 1 displaystyle widehat delta 1 nbsp As a result of this identity the convolution of the delta function with any other tempered distribution S is simply S S d S displaystyle S delta S nbsp That is to say that d is an identity element for the convolution on tempered distributions and in fact the space of compactly supported distributions under convolution is an associative algebra with identity the delta function This property is fundamental in signal processing as convolution with a tempered distribution is a linear time invariant system and applying the linear time invariant system measures its impulse response The impulse response can be computed to any desired degree of accuracy by choosing a suitable approximation for d and once it is known it characterizes the system completely See LTI system theory Impulse response and convolution The inverse Fourier transform of the tempered distribution f 3 1 is the delta function Formally this is expressed as 1 e 2 p i x 3 d 3 d x displaystyle int infty infty 1 cdot e 2 pi ix xi d xi delta x nbsp and more rigorously it follows since 1 f f 0 d f displaystyle langle 1 widehat f rangle f 0 langle delta f rangle nbsp for all Schwartz functions f In these terms the delta function provides a suggestive statement of the orthogonality property of the Fourier kernel on R Formally one has e i 2 p 3 1 t e i 2 p 3 2 t d t e i 2 p 3 2 3 1 t d t d 3 2 3 1 displaystyle int infty infty e i2 pi xi 1 t left e i2 pi xi 2 t right dt int infty infty e i2 pi xi 2 xi 1 t dt delta xi 2 xi 1 nbsp This is of course shorthand for the assertion that the Fourier transform of the tempered distributionf t e i 2 p 3 1 t displaystyle f t e i2 pi xi 1 t nbsp is f 3 2 d 3 1 3 2 displaystyle widehat f xi 2 delta xi 1 xi 2 nbsp which again follows by imposing self adjointness of the Fourier transform By analytic continuation of the Fourier transform the Laplace transform of the delta function is found to be 49 0 d t a e s t d t e s a displaystyle int 0 infty delta t a e st dt e sa nbsp Derivatives of the Dirac delta function editThe derivative of the Dirac delta distribution denoted d and also called the Dirac delta prime or Dirac delta derivative as described in Laplacian of the indicator is defined on compactly supported smooth test functions f by 50 d f d f f 0 displaystyle delta varphi delta varphi varphi 0 nbsp The first equality here is a kind of integration by parts for if d were a true function then d x f x d x d x f x d x f x d x d x f x d x f 0 displaystyle int infty infty delta x varphi x dx delta x varphi x infty infty int infty infty delta x varphi x dx int infty infty delta x varphi x dx varphi 0 nbsp By mathematical induction the k th derivative of d is defined similarly as the distribution given on test functions byd k f 1 k f k 0 displaystyle delta k varphi 1 k varphi k 0 nbsp In particular d is an infinitely differentiable distribution The first derivative of the delta function is the distributional limit of the difference quotients 51 d x lim h 0 d x h d x h displaystyle delta x lim h to 0 frac delta x h delta x h nbsp More properly one hasd lim h 0 1 h t h d d displaystyle delta lim h to 0 frac 1 h tau h delta delta nbsp where th is the translation operator defined on functions by thf x f x h and on a distribution S by t h S f S t h f displaystyle tau h S varphi S tau h varphi nbsp In the theory of electromagnetism the first derivative of the delta function represents a point magnetic dipole situated at the origin Accordingly it is referred to as a dipole or the doublet function 52 The derivative of the delta function satisfies a number of basic properties including 53 d x d x x d x d x displaystyle begin aligned delta x amp delta x x delta x amp delta x end aligned nbsp which can be shown by applying a test function and integrating by parts The latter of these properties can also be demonstrated by applying distributional derivative definition Liebnitz s theorem and linearity of inner product 54 x d f d x f d x f d x f x f d x f d x f x 0 f 0 x 0 f 0 x 0 d f x 0 d f x 0 d f x 0 d f x 0 d x 0 d f x t d t x 0 d t x 0 d t x 0 d t d t displaystyle begin aligned langle x delta varphi rangle amp langle delta x varphi rangle langle delta x varphi rangle langle delta x varphi x varphi rangle langle delta x varphi rangle langle delta x varphi rangle x 0 varphi 0 x 0 varphi 0 amp x 0 langle delta varphi rangle x 0 langle delta varphi rangle x 0 langle delta varphi rangle x 0 langle delta varphi rangle langle x 0 delta x 0 delta varphi rangle Longrightarrow x t delta t amp x 0 delta t x 0 delta t x 0 delta t delta t end aligned nbsp Furthermore the convolution of d with a compactly supported smooth function f isd f d f f displaystyle delta f delta f f nbsp which follows from the properties of the distributional derivative of a convolution Higher dimensions edit More generally on an open set U in the n dimensional Euclidean space R n displaystyle mathbb R n nbsp the Dirac delta distribution centered at a point a U is defined by 55 d a f f a displaystyle delta a varphi varphi a nbsp for all f C c U displaystyle varphi in C c infty U nbsp the space of all smooth functions with compact support on U If a a 1 a n displaystyle alpha alpha 1 ldots alpha n nbsp is any multi index with a a 1 a n displaystyle alpha alpha 1 cdots alpha n nbsp and a displaystyle partial alpha nbsp denotes the associated mixed partial derivative operator then the a th derivative ada of da is given by 55 a d a f 1 a d a a f 1 a a f x x a for all f C c U displaystyle left langle partial alpha delta a varphi right rangle 1 alpha left langle delta a partial alpha varphi right rangle 1 alpha partial alpha varphi x Big x a quad text for all varphi in C c infty U nbsp That is the a th derivative of da is the distribution whose value on any test function f is the a th derivative of f at a with the appropriate positive or negative sign The first partial derivatives of the delta function are thought of as double layers along the coordinate planes More generally the normal derivative of a simple layer supported on a surface is a double layer supported on that surface and represents a laminar magnetic monopole Higher derivatives of the delta function are known in physics as multipoles Higher derivatives enter into mathematics naturally as the building blocks for the complete structure of distributions with point support If S is any distribution on U supported on the set a consisting of a single point then there is an integer m and coefficients ca such that 55 56 S a m c a a d a displaystyle S sum alpha leq m c alpha partial alpha delta a nbsp Representations of the delta function editThe delta function can be viewed as the limit of a sequence of functionsd x lim e 0 h e x displaystyle delta x lim varepsilon to 0 eta varepsilon x nbsp where he x is sometimes called a nascent delta function This limit is meant in a weak sense either that lim e 0 h e x f x d x f 0 displaystyle lim varepsilon to 0 int infty infty eta varepsilon x f x dx f 0 nbsp 5 for all continuous functions f having compact support or that this limit holds for all smooth functions f with compact support The difference between these two slightly different modes of weak convergence is often subtle the former is convergence in the vague topology of measures and the latter is convergence in the sense of distributions Approximations to the identity edit Typically a nascent delta function he can be constructed in the following manner Let h be an absolutely integrable function on R of total integral 1 and defineh e x e 1 h x e displaystyle eta varepsilon x varepsilon 1 eta left frac x varepsilon right nbsp In n dimensions one uses instead the scalingh e x e n h x e displaystyle eta varepsilon x varepsilon n eta left frac x varepsilon right nbsp Then a simple change of variables shows that he also has integral 1 One may show that 5 holds for all continuous compactly supported functions f 57 and so he converges weakly to d in the sense of measures The he constructed in this way are known as an approximation to the identity 58 This terminology is because the space L1 R of absolutely integrable functions is closed under the operation of convolution of functions f g L1 R whenever f and g are in L1 R However there is no identity in L1 R for the convolution product no element h such that f h f for all f Nevertheless the sequence he does approximate such an identity in the sense thatf h e f as e 0 displaystyle f eta varepsilon to f quad text as varepsilon to 0 nbsp This limit holds in the sense of mean convergence convergence in L1 Further conditions on the he for instance that it be a mollifier associated to a compactly supported function 59 are needed to ensure pointwise convergence almost everywhere If the initial h h1 is itself smooth and compactly supported then the sequence is called a mollifier The standard mollifier is obtained by choosing h to be a suitably normalized bump function for instanceh x e 1 1 x 2 if x lt 1 0 if x 1 displaystyle eta x begin cases e frac 1 1 x 2 amp text if x lt 1 0 amp text if x geq 1 end cases nbsp In some situations such as numerical analysis a piecewise linear approximation to the identity is desirable This can be obtained by taking h1 to be a hat function With this choice of h1 one hash e x e 1 max 1 x e 0 displaystyle eta varepsilon x varepsilon 1 max left 1 left frac x varepsilon right 0 right nbsp which are all continuous and compactly supported although not smooth and so not a mollifier Probabilistic considerations edit In the context of probability theory it is natural to impose the additional condition that the initial h1 in an approximation to the identity should be positive as such a function then represents a probability distribution Convolution with a probability distribution is sometimes favorable because it does not result in overshoot or undershoot as the output is a convex combination of the input values and thus falls between the maximum and minimum of the input function Taking h1 to be any probability distribution at all and letting he x h1 x e e as above will give rise to an approximation to the identity In general this converges more rapidly to a delta function if in addition h has mean 0 and has small higher moments For instance if h1 is the uniform distribution on 1 2 1 2 textstyle left frac 1 2 frac 1 2 right nbsp also known as the rectangular function then 60 h e x 1 e rect x e 1 e e 2 lt x lt e 2 0 otherwise displaystyle eta varepsilon x frac 1 varepsilon operatorname rect left frac x varepsilon right begin cases frac 1 varepsilon amp frac varepsilon 2 lt x lt frac varepsilon 2 0 amp text otherwise end cases nbsp Another example is with the Wigner semicircle distributionh e x 2 p e 2 e 2 x 2 e lt x lt e 0 otherwise displaystyle eta varepsilon x begin cases frac 2 pi varepsilon 2 sqrt varepsilon 2 x 2 amp varepsilon lt x lt varepsilon 0 amp text otherwise end cases nbsp This is continuous and compactly supported but not a mollifier because it is not smooth Semigroups edit Nascent delta functions often arise as convolution semigroups 61 This amounts to the further constraint that the convolution of he with hd must satisfyh e h d h e d displaystyle eta varepsilon eta delta eta varepsilon delta nbsp for all e d gt 0 Convolution semigroups in L1 that form a nascent delta function are always an approximation to the identity in the above sense however the semigroup condition is quite a strong restriction In practice semigroups approximating the delta function arise as fundamental solutions or Green s functions to physically motivated elliptic or parabolic partial differential equations In the context of applied mathematics semigroups arise as the output of a linear time invariant system Abstractly if A is a linear operator acting on functions of x then a convolution semigroup arises by solving the initial value problem t h t x A h t x t gt 0 lim t 0 h t x d x displaystyle begin cases dfrac partial partial t eta t x A eta t x quad t gt 0 5pt displaystyle lim t to 0 eta t x delta x end cases nbsp in which the limit is as usual understood in the weak sense Setting he x h e x gives the associated nascent delta function Some examples of physically important convolution semigroups arising from such a fundamental solution include the following The heat kernel edit The heat kernel defined byh e x 1 2 p e e x 2 2 e displaystyle eta varepsilon x frac 1 sqrt 2 pi varepsilon mathrm e frac x 2 2 varepsilon nbsp represents the temperature in an infinite wire at time t gt 0 if a unit of heat energy is stored at the origin of the wire at time t 0 This semigroup evolves according to the one dimensional heat equation u t 1 2 2 u x 2 displaystyle frac partial u partial t frac 1 2 frac partial 2 u partial x 2 nbsp In probability theory he x is a normal distribution of variance e and mean 0 It represents the probability density at time t e of the position of a particle starting at the origin following a standard Brownian motion In this context the semigroup condition is then an expression of the Markov property of Brownian motion In higher dimensional Euclidean space Rn the heat kernel ish e 1 2 p e n 2 e x x 2 e displaystyle eta varepsilon frac 1 2 pi varepsilon n 2 mathrm e frac x cdot x 2 varepsilon nbsp and has the same physical interpretation mutatis mutandis It also represents a nascent delta function in the sense that he d in the distribution sense as e 0 The Poisson kernel edit The Poisson kernelh e x 1 p I m 1 x i e 1 p e e 2 x 2 1 2 p e i 3 x e 3 d 3 displaystyle eta varepsilon x frac 1 pi mathrm Im left frac 1 x mathrm i varepsilon right frac 1 pi frac varepsilon varepsilon 2 x 2 frac 1 2 pi int infty infty mathrm e mathrm i xi x varepsilon xi d xi nbsp is the fundamental solution of the Laplace equation in the upper half plane 62 It represents the electrostatic potential in a semi infinite plate whose potential along the edge is held at fixed at the delta function The Poisson kernel is also closely related to the Cauchy distribution and Epanechnikov and Gaussian kernel functions 63 This semigroup evolves according to the equation u t 2 x 2 1 2 u t x displaystyle frac partial u partial t left frac partial 2 partial x 2 right frac 1 2 u t x nbsp where the operator is rigorously defined as the Fourier multiplierF 2 x 2 1 2 f 3 2 p 3 F f 3 displaystyle mathcal F left left frac partial 2 partial x 2 right frac 1 2 f right xi 2 pi xi mathcal F f xi nbsp Oscillatory integrals edit In areas of physics such as wave propagation and wave mechanics the equations involved are hyperbolic and so may have more singular solutions As a result the nascent delta functions that arise as fundamental solutions of the associated Cauchy problems are generally oscillatory integrals An example which comes from a solution of the Euler Tricomi equation of transonic gas dynamics 64 is the rescaled Airy functione 1 3 Ai x e 1 3 displaystyle varepsilon 1 3 operatorname Ai left x varepsilon 1 3 right nbsp Although using the Fourier transform it is easy to see that this generates a semigroup in some sense it is not absolutely integrable and so cannot define a semigroup in the above strong sense Many nascent delta functions constructed as oscillatory integrals only converge in the sense of distributions an example is the Dirichlet kernel below rather than in the sense of measures Another example is the Cauchy problem for the wave equation in R1 1 65 c 2 2 u t 2 D u 0 u 0 u t d for t 0 displaystyle begin aligned c 2 frac partial 2 u partial t 2 Delta u amp 0 u 0 quad frac partial u partial t delta amp qquad text for t 0 end aligned nbsp The solution u represents the displacement from equilibrium of an infinite elastic string with an initial disturbance at the origin Other approximations to the identity of this kind include the sinc function used widely in electronics and telecommunications h e x 1 p x sin x e 1 2 p 1 e 1 e cos k x d k displaystyle eta varepsilon x frac 1 pi x sin left frac x varepsilon right frac 1 2 pi int frac 1 varepsilon frac 1 varepsilon cos kx dk nbsp and the Bessel functionh e x 1 e J 1 e x 1 e displaystyle eta varepsilon x frac 1 varepsilon J frac 1 varepsilon left frac x 1 varepsilon right nbsp Plane wave decomposition edit One approach to the study of a linear partial differential equationL u f displaystyle L u f nbsp where L is a differential operator on Rn is to seek first a fundamental solution which is a solution of the equationL u d displaystyle L u delta nbsp When L is particularly simple this problem can often be resolved using the Fourier transform directly as in the case of the Poisson kernel and heat kernel already mentioned For more complicated operators it is sometimes easier first to consider an equation of the formL u h displaystyle L u h nbsp where h is a plane wave function meaning that it has the formh h x 3 displaystyle h h x cdot xi nbsp for some vector 3 Such an equation can be resolved if the coefficients of L are analytic functions by the Cauchy Kovalevskaya theorem or if the coefficients of L are constant by quadrature So if the delta function can be decomposed into plane waves then one can in principle solve linear partial differential equations Such a decomposition of the delta function into plane waves was part of a general technique first introduced essentially by Johann Radon and then developed in this form by Fritz John 1955 66 Choose k so that n k is an even integer and for a real number s putg s Re s k log i s k 2 p i n s k 4 k 2 p i n 1 n odd s k log s k 2 p i n n even displaystyle g s operatorname Re left frac s k log is k 2 pi i n right begin cases frac s k 4k 2 pi i n 1 amp n text odd 5pt frac s k log s k 2 pi i n amp n text even end cases nbsp Then d is obtained by applying a power of the Laplacian to the integral with respect to the unit sphere measure dw of g x 3 for 3 in the unit sphere Sn 1 d x D x n k 2 S n 1 g x 3 d w 3 displaystyle delta x Delta x n k 2 int S n 1 g x cdot xi d omega xi nbsp The Laplacian here is interpreted as a weak derivative so that this equation is taken to mean that for any test function f f x R n f y d y D x n k 2 S n 1 g x y 3 d w 3 displaystyle varphi x int mathbf R n varphi y dy Delta x frac n k 2 int S n 1 g x y cdot xi d omega xi nbsp The result follows from the formula for the Newtonian potential the fundamental solution of Poisson s equation This is essentially a form of the inversion formula for the Radon transform because it recovers the value of f x from its integrals over hyperplanes For instance if n is odd and k 1 then the integral on the right hand side isc n D x n 1 2 S n 1 f y y x 3 d w 3 d y c n D x n 1 2 S n 1 d w 3 p R f 3 p x 3 d p displaystyle begin aligned amp c n Delta x frac n 1 2 iint S n 1 varphi y y x cdot xi d omega xi dy 5pt amp qquad c n Delta x n 1 2 int S n 1 d omega xi int infty infty p R varphi xi p x cdot xi dp end aligned nbsp where Rf 3 p is the Radon transform of f R f 3 p x 3 p f x d n 1 x displaystyle R varphi xi p int x cdot xi p f x d n 1 x nbsp An alternative equivalent expression of the plane wave decomposition is 67 d x n 1 2 p i n S n 1 x 3 n d w 3 n even 1 2 2 p i n 1 S n 1 d n 1 x 3 d w 3 n odd displaystyle delta x begin cases frac n 1 2 pi i n displaystyle int S n 1 x cdot xi n d omega xi amp n text even frac 1 2 2 pi i n 1 displaystyle int S n 1 delta n 1 x cdot xi d omega xi amp n text odd end cases nbsp Fourier kernels edit See also Convergence of Fourier series In the study of Fourier series a major question consists of determining whether and in what sense the Fourier series associated with a periodic function converges to the function The n th partial sum of the Fourier series of a function f of period 2p is defined by convolution on the interval p p with the Dirichlet kernel D N x n N N e i n x sin N 1 2 x sin x 2 displaystyle D N x sum n N N e inx frac sin left left N frac 1 2 right x right sin x 2 nbsp Thus s N f x D N f x n N N a n e i n x displaystyle s N f x D N f x sum n N N a n e inx nbsp where a n 1 2 p p p f y e i n y d y displaystyle a n frac 1 2 pi int pi pi f y e iny dy nbsp A fundamental result of elementary Fourier series states that the Dirichlet kernel restricted to the interval p p tends to a multiple of the delta function as N This is interpreted in the distribution sense that s N f 0 p p D N x f x d x 2 p f 0 displaystyle s N f 0 int pi pi D N x f x dx to 2 pi f 0 nbsp for every compactly supported smooth function f Thus formally one has d x 1 2 p n e i n x displaystyle delta x frac 1 2 pi sum n infty infty e inx nbsp on the interval p p Despite this the result does not hold for all compactly supported continuous functions that is DN does not converge weakly in the sense of measures The lack of convergence of the Fourier series has led to the introduction of a variety of summability methods to produce convergence The method of Cesaro summation leads to the Fejer kernel 68 F N x 1 N n 0 N 1 D n x 1 N sin N x 2 sin x 2 2 displaystyle F N x frac 1 N sum n 0 N 1 D n x frac 1 N left frac sin frac Nx 2 sin frac x 2 right 2 nbsp The Fejer kernels tend to the delta function in a stronger sense that 69 p p F N x f x d x 2 p f 0 displaystyle int pi pi F N x f x dx to 2 pi f 0 nbsp for every compactly supported continuous function f The implication is that the Fourier series of any continuous function is Cesaro summable to the value of the function at every point Hilbert space theory edit The Dirac delta distribution is a densely defined unbounded linear functional on the Hilbert space L2 of square integrable functions Indeed smooth compactly supported functions are dense in L2 and the action of the delta distribution on such functions is well defined In many applications it is possible to identify subspaces of L2 and to give a stronger topology on which the delta function defines a bounded linear functional Sobolev spaces edit The Sobolev embedding theorem for Sobolev spaces on the real line R implies that any square integrable function f such that f H 1 2 f 3 2 1 3 2 d 3 lt displaystyle f H 1 2 int infty infty widehat f xi 2 1 xi 2 d xi lt infty nbsp is automatically continuous and satisfies in particulard f f 0 lt C f H 1 displaystyle delta f f 0 lt C f H 1 nbsp Thus d is a bounded linear functional on the Sobolev space H1 Equivalently d is an element of the continuous dual space H 1 of H1 More generally in n dimensions one has d H s Rn provided s gt n 2 Spaces of holomorphic functions edit In complex analysis the delta function enters via Cauchy s integral formula which asserts that if D is a domain in the complex plane with smooth boundary thenf z 1 2 p i D f z d z z z z D displaystyle f z frac 1 2 pi i oint partial D frac f zeta d zeta zeta z quad z in D nbsp for all holomorphic functions f in D that are continuous on the closure of D As a result the delta function dz is represented in this class of holomorphic functions by the Cauchy integral d z f f z 1 2 p i D f z d z z z displaystyle delta z f f z frac 1 2 pi i oint partial D frac f zeta d zeta zeta z nbsp Moreover let H2 D be the Hardy space consisting of the closure in L2 D of all holomorphic functions in D continuous up to the boundary of D Then functions in H2 D uniquely extend to holomorphic functions in D and the Cauchy integral formula continues to hold In particular for z D the delta function dz is a continuous linear functional on H2 D This is a special case of the situation in several complex variables in which for smooth domains D the Szego kernel plays the role of the Cauchy integral 70 Resolutions of the identity edit Given a complete orthonormal basis set of functions fn in a separable Hilbert space for example the normalized eigenvectors of a compact self adjoint operator any vector f can be expressed asf n 1 a n f n displaystyle f sum n 1 infty alpha n varphi n nbsp The coefficients an are found as a n f n f displaystyle alpha n langle varphi n f rangle nbsp which may be represented by the notation a n f n f displaystyle alpha n varphi n dagger f nbsp a form of the bra ket notation of Dirac 71 Adopting this notation the expansion of f takes the dyadic form 72 f n 1 f n f n f displaystyle f sum n 1 infty varphi n left varphi n dagger f right nbsp Letting I denote the identity operator on the Hilbert space the expressionI n 1 f n f n displaystyle I sum n 1 infty varphi n varphi n dagger nbsp is called a resolution of the identity When the Hilbert space is the space L2 D of square integrable functions on a domain D the quantity f n f n displaystyle varphi n varphi n dagger nbsp is an integral operator and the expression for f can be rewrittenf x n 1 D f n x f n 3 f 3 d 3 displaystyle f x sum n 1 infty int D left varphi n x varphi n xi right f xi d xi nbsp The right hand side converges to f in the L2 sense It need not hold in a pointwise sense even when f is a continuous function Nevertheless it is common to abuse notation and writef x d x 3 f 3 d 3 displaystyle f x int delta x xi f xi d xi nbsp resulting in the representation of the delta function 73 d x 3 n 1 f n x f n 3 displaystyle delta x xi sum n 1 infty varphi n x varphi n xi nbsp With a suitable rigged Hilbert space F L2 D F where F L2 D contains all compactly supported smooth functions this summation may converge in F depending on the properties of the basis fn In most cases of practical interest the orthonormal basis comes from an integral or differential operator in which case the series converges in the distribution sense 74 Infinitesimal delta functions edit Cauchy used an infinitesimal a to write down a unit impulse infinitely tall and narrow Dirac type delta function da satisfying F x d a x d x F 0 textstyle int F x delta alpha x dx F 0 nbsp in a number of articles in 1827 75 Cauchy defined an infinitesimal in Cours d Analyse 1827 in terms of a sequence tending to zero Namely such a null sequence becomes an infinitesimal in Cauchy s and Lazare Carnot s terminology Non standard analysis allows one to rigorously treat infinitesimals The article by Yamashita 2007 contains a bibliography on modern Dirac delta functions in the context of an infinitesimal enriched continuum provided by the hyperreals Here the Dirac delta can be given by an actual function having the property that for every real function F one has F x d a x d x F 0 textstyle int F x delta alpha x dx F 0 nbsp as anticipated by Fourier and Cauchy Dirac comb editMain article Dirac comb nbsp A Dirac comb is an infinite series of Dirac delta functions spaced at intervals of TA so called uniform pulse train of Dirac delta measures which is known as a Dirac comb or as the Sha distribution creates a sampling function often used in digital signal processing DSP and discrete time signal analysis The Dirac comb is given as the infinite sum whose limit is understood in the distribution sense Sh x n d x n displaystyle operatorname text Sh x sum n infty infty delta x n nbsp which is a sequence of point masses at each of the integers Up to an overall normalizing constant the Dirac comb is equal to its own Fourier transform This is significant because if f is any Schwartz function then the periodization of f is given by the convolution f Sh x n f x n displaystyle f operatorname text Sh x sum n infty infty f x n nbsp In particular f Sh f Sh f Sh displaystyle f operatorname text Sh wedge widehat f widehat operatorname text Sh widehat f operatorname text Sh nbsp is precisely the Poisson summation formula 76 77 More generally this formula remains to be true if f is a tempered distribution of rapid descent or equivalently if f displaystyle widehat f nbsp is a slowly growing ordinary function within the space of tempered distributions Sokhotski Plemelj theorem editThe Sokhotski Plemelj theorem important in quantum mechanics relates the delta function to the distribution p v 1 x the Cauchy principal value of the function 1 x defined by p v 1 x f lim e 0 x gt e f x x d x displaystyle left langle operatorname p v frac 1 x varphi right rangle lim varepsilon to 0 int x gt varepsilon frac varphi x x dx nbsp Sokhotsky s formula states that 78 lim e 0 1 x i e p v 1 x i p d x displaystyle lim varepsilon to 0 frac 1 x pm i varepsilon operatorname p v frac 1 x mp i pi delta x nbsp Here the limit is understood in the distribution sense that for all compactly supported smooth functions f lim e 0 f x x i e d x i p f 0 lim e 0 x gt e f x x d x displaystyle int infty infty lim varepsilon to 0 frac f x x pm i varepsilon dx mp i pi f 0 lim varepsilon to 0 int x gt varepsilon frac f x x dx nbsp Relationship to the Kronecker delta editThe Kronecker delta dij is the quantity defined byd i j 1 i j 0 i j displaystyle delta ij begin cases 1 amp i j 0 amp i not j end cases nbsp for all integers i j This function then satisfies the following analog of the sifting property if ai for i in the set of all integers is any doubly infinite sequence then i a i d i k a k displaystyle sum i infty infty a i delta ik a k nbsp Similarly for any real or complex valued continuous function f on R the Dirac delta satisfies the sifting property f x d x x 0 d x f x 0 displaystyle int infty infty f x delta x x 0 dx f x 0 nbsp This exhibits the Kronecker delta function as a discrete analog of the Dirac delta function 79 Applications editProbability theory edit In probability theory and statistics the Dirac delta function is often used to represent a discrete distribution or a partially discrete partially continuous distribution using a probability density function which is normally used to represent absolutely continuous distributions For example the probability density function f x of a discrete distribution consisting of points x x1 xn with corresponding probabilities p1 pn can be written asf x i 1 n p i d x x i displaystyle f x sum i 1 n p i delta x x i nbsp As another example consider a distribution in which 6 10 of the time returns a standard normal distribution and 4 10 of the time returns exactly the value 3 5 i e a partly continuous partly discrete mixture distribution The density function of this distribution can be written as div, wikipedia, wiki, book, books, library,

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