I have difficulties to understand delta function. We defined $\delta $ function as $$\delta (x)=\begin{cases}\infty&x=0\\ 0&\text{otherwise}\end{cases},$$ and $$\int_{\mathbb R}\delta (x)dx=1.$$
1) How can it be possible to have such definition since $\delta (x)=0$ a.e., and thus, the integral above should be $0$ ?
2) If we consider $\delta $ as a measure, then $\int_A f(x)d\delta(x) $ make completely sense for any set $A$. Now, I often see $$\int_A f(x)\delta (x)dx$$ for $$\int_A f(x)d\delta .$$
What ? This is not correct, is it ? Because $\int_A f(x)\delta (x)dx=0$ since $f(x-\delta (x)=0$ a.e. So why do we use this notation of $\int_A f(x)\delta (x)dx$ for $\int_{\mathbb R} f(x)d\delta (x)$ ? I'm really in truble with that.
why do me write $\int \delta (x)dx$ instead of $\int d\delta $ ?
Because we are physicists and not mathematicians!
You say you are a mathematician? Then you may write it correctly if you like. I agree that this notation is harmful to beginners and non-mathematicians. (Just see all the confused questions on it in math.se.) But usage among physicists is unlikely to change.