micromass said:
So, to my understanding (from wikipedia), we are looking for a couple (\Phi,H), where H is a Hilbert space and \Phi is a dense subset of H. Furthermore, we equip \Phi with a topology (which is unrelated to the subspace topology of H).
In cases of physical interest, one usually performs the construction in a different sequence...
For a quantum theory, we must have a space with (+ve-definite) inner product which admits a probability measure. This is the Hilbert space ##H_0## (possibly after a completion in the norm induced by the inner product). The meaning of the "0" subscript will become clear below.
In a useful physical theory of dynamics, we essentially start from differential equations (of motion), and determine the maximal invariance group of this (system of) differential equation(s). This is the "dynamical group" -- it maps solutions of the dynamics among themselves. Depending on the degree of sophistication in the model, we might be content with restriction to a subgroup, rather than the maximal group.
So for a quantum-dynamical theory, this group must be represented as operators on the Hilbert space [note #1]. One might use group operators (i.e., in exponential form which are bounded), but more usually one finds the generators of the group and attempts to represent these on the Hilbert space. Typically, these generators are unbounded operators with continuous spectrum, hence cannot be defined everywhere on ##H_0##.
Take a typical such generator ##P## (ordinary momentum), represented by (e.g.,) ##-i\hbar\partial_x## on ##H_0##, being a Hilbert space of square-integrable wave functions. Now define
$$
H_1 ~:=~ \left\{ \psi\in H_0 : P\psi \in H_0 \right\} ~.
$$ Clearly ##H_1 \subset H_0##. Further, if the norm on ##H_0## is denoted ##\|\psi\|_0##, we can define another norm on ##H_1## :
$$
\|\psi\|_1 ~:=~ \|\psi\|_0 + \|P\psi\|_0 ~,
$$ so that ##\|\psi\|_1 \le \|\psi\|_0##. Clearly, both norms ##\|\cdot\|_0## and ##\|\cdot\|_1## are well-defined on ##H_1## and one can define a new topology ##\tau_1## on ##H_1## via the 1-norm.
Continuing in this way we can define a sequence of nested spaces, e.g.,
$$
H_{n+1} ~:=~ \left\{ \psi\in H_n : P\psi \in H_n \right\} ~,
$$ and corresponding ##(n+1)##--norms similarly. Thus, one has an infinite sequence of nested spaces with a corresponding sequence of seminorms and topologies. Gel'fand & Vilenkin call this setup a "countably-Hilbert" space. Then, one puts
$$
\Omega ~:=~ \bigcap_{n=0}^\infty H_n ~,
$$ thus arriving at the "small" space in the triple (which hopefully is not trivially empty).
Anyway,... the point of posting all this is because I'm not sure whether the extra structure implied by the above might affect what you've been saying about duals...
[Edit: I also think this construction guarantees that each canonical embedding map from ##H_{n+1}## into ##H_n## is nuclear (Hilbert-Schmidt). It appears (eg Wiki) that "nuclear" requires only trace-class embedding operators, but the nuclear spectral theorem seems to require Hilbert-Schmidt embedding operators. Can you shed any more light on this?]
[Note #1: Algebraic quantum theory handles this differently: one constructs abstract functionals over a ##C^*##--algebra related to the dynamical group.]