TheoremBase

Integration by Parts on Euclidean Space Against a Compactly Supported Function of Class C1C^{1}

The partial derivative of a compactly supported C1C^1 function on RqR^q integrates to zero, and consequently the integral of f times a partial derivative of g equals minus the integral of the same partial derivative of f times g whenever f and g are of class C1C^1 and g is compactly supported.

Statement

Adopt Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation and Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background, and fix a dimension qq. A function f:Rq→Rf:\mathbb{R}^{q}\to\mathbb{R} is integrable if it is integrable with respect to λq\lambda_{q}, and compactly supported refers to the topology of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background (ii); for f,g:Rq→Rf,g:\mathbb{R}^{q}\to\mathbb{R} the product fgfg is the function x↦f(x) g(x)x\mapsto f(x)\,g(x). Let i∈[q]i\in[q].

1. (A partial derivative integrates to zero) Let h:Rq→Rh:\mathbb{R}^{q}\to\mathbb{R} be of class C1C^{1} on Rq\mathbb{R}^{q} and compactly supported. Then ∂ih\partial_{i}h is continuous on Rq\mathbb{R}^{q}, compactly supported and integrable, and

∫Rq∂ih dλq=0.\int_{\mathbb{R}^{q}}\partial_{i}h\,d\lambda_{q}=0 .

2. (Integration by parts) Let f,g:Rq→Rf,g:\mathbb{R}^{q}\to\mathbb{R} be of class C1C^{1} on Rq\mathbb{R}^{q}, with gg compactly supported. Then f ∂igf\,\partial_{i}g and (∂if) g(\partial_{i}f)\,g are continuous on Rq\mathbb{R}^{q}, compactly supported and integrable, and

∫Rqf ∂ig dλq=−∫Rq(∂if) g dλq.\int_{\mathbb{R}^{q}}f\,\partial_{i}g\,d\lambda_{q}=-\int_{\mathbb{R}^{q}}(\partial_{i}f)\,g\,d\lambda_{q} .

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