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Sep 24, 2015 at 4:17 comment added TaQ The dual spaces of the first two suggested spaces are just certain spaces of distributions on $U\,$. What is "convenient to work with", depends on what one aims to work for. This does not become clear enough from the question, and so there is no proper answer.
Sep 24, 2015 at 3:11 comment added Alex M. @JohannesHahn: Indeed, maybe this is what I should look for. Nevertheless, even though the compatification of $U$ might turn out to be a manifold itself, it will not be a Riemannian one, since the restriction of the Euclidean metric does not vanish at infinity on $U$.
Sep 23, 2015 at 21:29 comment added Johannes Hahn I think a better choice would be the space of functions which not only vanish at infinity themselves but also have all their derivatives vanishing at infinity. Then this becomes a certain subspace of the usual $C^\infty$-space of the one-point-compactification of $U$ (which is a manifold in many interesting cases so it makes sense to talk about its $C^\infty$ space)
Sep 23, 2015 at 19:59 history asked Alex M. CC BY-SA 3.0