I meet an exercise in my homework: Let $f\in \mathcal{D}'(\mathbb{R}^n)$ and $g\in \mathcal{D}(\mathbb{R}^n)$, show that the biliner map $(f,g)\mapsto f*g $ is continuous in $f$ and $g$, respectively.
I have proved that for any fixed $f\in \mathcal{D}'(\mathbb{R}^n)$, if $g_{i}\in \mathcal{D}(\mathbb{R}^n)$ such that $g_{i}\to 0$ in $\mathcal{D}(\mathbb{R}^n)$, then $f*g_{i}\to 0$ in $\mathcal{E}(\mathbb{R}^n)$, but I don't know how to prove that for any fixd $g\in \mathcal{D}(\mathbb{R}^n)$ and $f_{i}\to 0$ in $\mathcal{D'}(\mathbb{R}^n)$ then $f_{i}*g\to 0$ in $\mathcal{E}(\mathbb{R}^n)$. Is this conclusion correct?
Here is my approach: To prove $f_{i}*g\to 0$ in $\mathcal{E}(\mathbb{R}^n)$, we need to show that, for any compact set $K\subset \mathbb{R}^n$, and any multi-index $\alpha$, $$\sup_{x\in K}|\partial^{\alpha}(f_{i}\ast g)|=\sup_{x\in K}|f_{i}\ast \partial^{\alpha}g| =\sup_{x\in K}|\langle f_{i}(y),\partial_{x}^{\alpha}g(x-y)\rangle|\to 0$$ holds for fixed $g\in \mathcal{D}(\mathbb{R}^n)$ as $i\to +\infty$. But we only have $f_{i}\to 0$ in $\mathcal{D}'(\mathbb{R}^n)$, it seems we can only show that, for any fixed $x\in K$, $$ |\langle f_{i}(y),\partial_{x}^{\alpha}g(x-y)\rangle|\to 0$$ for $i\to +\infty$.
Can someone help me with the question above? Thank you very much!
Too long for a comment so posted as answer.
Although artificial, this is an excellent question.
The convolution map $\mathcal{D}'\times\mathcal{D}\rightarrow \mathcal{E}$ is of course bilinear but is not continuous. It is only hypocontinuous. Here $\mathcal{D}$ has its standard topology whose explicit definition textbooks avoid. $\mathcal{E}$ is given the Frechet topology as in the OP. Next, $\mathcal{D}'$ must be given the strong topology, not the weak-$\ast$. Finally, $\mathcal{D}'\times\mathcal{D}$ is given the product topology. Then for fixed $g$ and $\alpha$, the test functions $y\mapsto \partial^{\alpha}g(x-y)$, where $x$ ranges over the compact $K$, form a bounded set in $\mathcal{D}$. Therefore $$ \rho(f)=\sup_{x\in K} |\langle f(y), \partial^{\alpha}g(x-y)\rangle_y| $$ is a continuous seminorm on $\mathcal{D}'$ by the very definition of the correct (strong) topology. So $\rho(f_i)\rightarrow 0$ is included in the package of saying that $f_i$ converges to zero.
Now if one follows textbooks, and puts the weak-$\ast$ topology on $\mathcal{D}'$, then one indeed gets into the kind of trouble pinpointed by the OP.
For the topology of $\mathcal{D}$ see: Doubt in understanding Space $D(\Omega)$