Functional derivative and arbitrary function I have a questions regarding the definition of the functional derivative. Unfortunately a lot of text books give not a proper formal definition. Wikipedia gives the following definition
\begin{align}
 \int \frac{\delta F}{\delta\rho}(x) \phi(x) \; dx 
&= \lim_{\varepsilon\to 0}\frac{F[\rho+\varepsilon \phi]-F[\rho]}{\varepsilon} \\
&= \left [ \frac{d}{d\varepsilon}F[\rho+\varepsilon \phi]\right ]_{\varepsilon=0},
\end{align}
with $\phi$ an arbitrary function, $M$ be a manifold of continous functions $\rho$ and $F:M\to \mathbb{R}$
If $\phi$ is arbitrary then how do I know the left integral exists? Are there no constraints on $\phi$ like it has to be integrable and in $C_c^{\infty}$?

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*First of all, don't be fooled by the integral on the right side of the formula reported by Wikipedia for the functional derivative: not all the functional derivatives have that structure. More information on this can be find in the links given in the notes below.

*An answer to your question. The constraint on $\phi$ is simply the fact that the functional $F$ should be defined on all points $\rho+\varepsilon \phi$ for a sufficiently small $\varepsilon\in [0,\varepsilon_0]$ for some $\varepsilon_0>0$ (including $\varepsilon_0=+\infty$): it is the structure of $F$ that implies the structure of the variation $\delta \rho=\phi$. More precisely, if $F$ is a functional defined on a (subset of a) topological vector space $X$, then $\rho+\varepsilon \phi\in X$ for all $\varepsilon$ belonging to a suitable neighborhood of $0\in\Bbb R$. And as said in the comments below, this also implies that $X$ can be only a topological manifold, i.e. a manifold that is locally isomorphic to a topological vector space.

Notes

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*For the definition of functional derivative, perhaps it would be useful to have a look at this MathOverflow Q&A, where some commonly spread misunderstanding is corrected.

*For an example on how $\phi$ is chosen, you could also have a look at this answer where, for formally the same functional, two different kind of function spaces are used, depending on their characteristics.

