Here is a problem from Griffith's book Introduction to E&M.
Let $\theta(x)$ be the step function $$\theta(x) = \begin{cases} 0, & x \le 0, \\ 1, & x \gt 0. \end{cases} $$
The question is how to prove $\frac{d\theta}{dx} = \delta(x)$.
I think since the function is discontinuous at $x = 0$, there is no definition of $\frac{d\theta}{dx}$ at the point $x = 0$ at all. Thus, how could we show the equivalence of a equation if the left part of equation is not defined at the point $x = 0$?

This is a place where physicists and mathematicians would phrase the question differently. A mathematician would say that $d \theta/dx$ is undefined at $0$, and that $\delta$ is not a function. However, as Mariano says, the statement is true "in the sense of distributions".
What does that mean? A distribution is a gadget which takes as input a smooth function $g(x)$, which is zero for $|x|$ sufficiently large, and returns some real number. When we think of an ordinary function as a distribution, that makes us think of $f$ corresponding to the gadget $F: g \mapsto \int f(x) g(x) dx$. Notice that changing $f$ at a finite number of points leaves $F$ unaltered. From a physical point of view, if $f$ is something like the value of an electric field at a point, we would never know if it had a finite discontinuity at some point, so the gadget $F$ captures everything that is physically measurable about $f$.
Now, how can we see differentiation in terms of distributions? By integration by parts, we have $\int f'(x) g(x) dx = - \int f(x) g'(x) dx$. So, for any distribution $F$, we define the derivative of $F$ to be the gadget $g \mapsto -F(g')$.
Now, let $F$ correspond to $\theta$, so $F(g) = \int_{-\infty}^0 g(x) dx$. The Dirac delta distribution is $\delta(g) = g(0)$. I leave it to you to show that $F'(g) = \delta(g)$, with the definitions above.
I'd be curious to see how a physicist would answer this question. I suspect that I have acted like a Frenchman.