In Rudin's Functional Analysis Book, one of the examples in the first chapter is used later in the chapter on distributions. But when he gets to defining the inductive limit topology on a certain space, it seems unnecessarily abstruse and confusing to me, (probably because I am missing something essential). I want to check that I understand the ideas, and know if there is a particular reason for Rudin's definition.
Here is the way he sets it up in Chapter one: take an open set $\Omega\subseteq \mathbb R^n$, a compact $K\subseteq \Omega$ and define $\mathcal D_K$ to be the collection of $C^{\infty}(\mathbb R^n)$ functions supported in $K$. Then, let $\{K_n\}$ be an exhaustion of $\Omega$, so that the norms $p_N(f) = \max \{D^{\alpha}f(x): x\in K_N;\ |\alpha|<N\}$, (where $\alpha $ of course is a multi-index) induce a topology on $C^{\infty}(\Omega)$, and $\mathcal D_K$ is a closed subspace whenever $K\subset \Omega.$ Now, in the chapter on distributions, Rudin goes on to define $\mathcal D(\Omega)=\bigcup_{K\subset \Omega}\mathcal D_K$ and topologizes this by a collection of norms whose restriction to each $\mathcal D_K$ induces the same topology as that induced by the $p_N$. But $\mathcal D(\Omega)$ is not complete in this topology, so we look for a finer one that works. I see this as: to control what happens at the boundary of $\Omega$ we'd like to add seminorms to the ones we already have, until we get a complete space.
The foregoing seems to be just the right setup for defining the topology we want on $\mathcal D(\Omega)$ to be the inductive limit topology, (even if we don't use the name) because clearly the inclusions $\mathcal D_{K_n}\to \mathcal D_{K_{n+1}}$ are continuous, so if we define $\tau_{D(\Omega)}$ to be the finest topology that makes the inclusions $\mathcal D_N\to \mathcal D(\Omega)$ continuous, then the results obtained in the rest of the chapter follow (more intuitively and clearly?) from this definition.
In fact, this definition implies that for $\textit{any}$ seminorm $p$ on $\mathcal D(\Omega)$, we have that $p$ is continuous if and only if its restriction to $\mathcal D _K$ is continuous for each $K\subset \Omega.$ So we could also just have declared the desired topology to be that induced by the collection $\mathscr P$ of seminorms $p$ that satisfy: $p\in \mathscr P\Leftrightarrow p|_{\mathcal D_K}$ is continuous. In fact, using this, I was able to get all the proofs that Rudin obtained by his characterization of the topology:
$a).\ $ Let $\beta$ be the collection of all convex balanced sets $W\subseteq \mathcal D(\Omega)$ such that $\mathcal D_K\cap W\in \tau_K$ for every compact $K\subset \Omega.$
$b).\ $ the desired topology is then the collection of unions of the sets $\phi + W;\ \phi\in \mathcal D(\Omega)$.
In the first place, given the setup, why go to this more abstract approach? Why not do it the way the setup seems to lead naturally? I think part $a).$ is a restatment of the above definition $p\in \mathscr P\Leftrightarrow p|_{\mathcal D_K}$ is continuous, in which case, all is well.
In any case, wouldn't it just be cleaner to note that, as we already have topologies on the $\mathcal D_K$, why not just use the above definition in the first place? That is, topologize $\mathcal D(\Omega)$ by taking all seminorms on $\mathcal D(\Omega)$ such that their restrictions to each $\mathcal D_K$ are continuous.