Let $U$ be an open subset of $\mathbb{R}^n$ and let $f,g\in \mathcal{C}(U)$. If $$\frac{\partial f}{\partial x_j}=g$$ for some $j$ $(j=1,\ldots,n)$ in the sense of distributions, how to prove that $$\frac{\partial f}{\partial x_j}=g$$ in the classical sense.
Any hint would be appreciated.
We know that $L^1_{loc}(\Omega) \subset \mathcal{D}'(\Omega)$ in the sense that every function $f \in L^1_{loc}(\Omega)$ determine a distribution $T_f(\varphi) := \int_{\Omega} f(x) \varphi(x)dx$ for every $\varphi \in \mathcal{D}(\Omega)$. In this sense we have the weak derivative is by definition the restriction $\partial_j : L_{loc}^1(\Omega) \rightarrow \mathcal{D}'(\Omega)$ of the distributional derivative $\partial_j : \mathcal{D}'(\Omega) \rightarrow \mathcal{D}'(\Omega)$. Now, your problem is a result known as equivalence between classical and distributional derivatives:
"Let $T \in \mathcal{D}'(\Omega)$ and let $G_j$ the distributional derivative $\partial_j T$ for $j \in \lbrace 1,...,n \rbrace$. Then the following conditions are equivalent:
In each case $g_j= \partial_j f$ is the classical derivative of $f$."
See "Analysis" of Lieb and Loss, proof of 2. implies 1. it's not immediate.