Difference between revisions of "Derivative (analysis)"

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(Content mostly from derivative page, which has been made into disambiguation page. All old stuff is headed "old page")
 
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==Definition==
 
==Definition==
There are 2 kinds of derivative, a ''[[strong derivative]]'' ({{AKA}} the [[Frécet derivative]], [[total derivative]]<ref group="reqref">Requires reference</ref>) one and a ''[[weak derivative]]'' one ({{AKA}} the [[Gateaux derivative]], [[directional derivative]])
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There are 2 kinds of derivative, a ''[[strong derivative]]'' ({{AKA}} the [[Fréchet derivative]], [[total derivative]]<ref group="reqref">Requires reference</ref>) one and a ''[[directional derivative]]'' one ({{AKA}} the [[Gateaux derivative]], [[weak derivative]])
 
===[[Strong derivative]]===
 
===[[Strong derivative]]===
{{:Strong derivative/Definitions overview}}
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{{Todo|List of conditions}}
 
{{Todo|Weak derivative}}
 
{{Todo|Weak derivative}}
  

Latest revision as of 10:46, 11 March 2016

Definition

There are 2 kinds of derivative, a strong derivative (AKA the Fréchet derivative, total derivative[reqref 1]) one and a directional derivative one (AKA the Gateaux derivative, weak derivative)

Strong derivative


TODO: List of conditions




TODO: Weak derivative



Required references

  1. Requires reference

References


OLD PAGE

Note to self: don't forget to mention the [ilmath]h[/ilmath] or [ilmath]x-x_0[/ilmath] thing doesn't matter

Definition

Note: there are 2 definitions of differentiability, I will state them both here, then prove them equivalent.

Let [ilmath]U[/ilmath] be an open set of a Banach space [ilmath]X[/ilmath], let [ilmath]Y[/ilmath] be another Banach space.

  • Let [ilmath]f:X\rightarrow Y[/ilmath] be a given map
  • Let [ilmath]x_0\in X[/ilmath] be a point.

Definition 1

We say that [ilmath]f[/ilmath] is differentiable at a point [ilmath]x_0\in X[/ilmath] if[1][2]:

  • there exists a continuous linear map, [ilmath]L_{x_0}\in L(X,Y)[/ilmath] such that:
    • [ilmath]T(x_0+h)-T(x_0)=L_{x_0}(h)+r(x_0,h)[/ilmath] where [math]\ \lim_{h\rightarrow 0}\left(\frac{\Vert r(x_0,h)\Vert}{\Vert h\Vert}\right)=0[/math]

Definition 2

We say that [ilmath]f[/ilmath] is differentiable at a point [ilmath]x_0\in X[/ilmath] if[2]:

  • there exists a continuous linear map, [ilmath]L_{x_0}\in L(X,Y)[/ilmath] such that:
    • [math]\lim_{h\rightarrow 0}\left(\frac{f(x_0+h)-f(x_0)-L_{x_0}(h)}{\Vert h\Vert}\right)=0[/math]

Hybrid definition

These naturally lead to: We say that [ilmath]f[/ilmath] is differentiable at a point [ilmath]x_0\in X[/ilmath] if:

  • there exists a continuous linear map, [ilmath]L_{x_0}\in L(X,Y)[/ilmath] such that:
    • [math]\lim_{h\rightarrow 0}\left(\frac{\Vert f(x_0+h)-f(x_0)-L_{x_0}(h)\Vert}{\Vert h\Vert}\right)=0[/math]

Extra workings for proof

  • there exists a continuous linear map, [ilmath]L_{x_0}\in L(X,Y)[/ilmath] such that:
    • [ilmath]T(x_0+h)-T(x_0)=L_{x_0}(h)+r(x_0,h)[/ilmath] where [math]\ \lim_{h\rightarrow 0}\left(\frac{\Vert r(x_0,h)\Vert}{\Vert h\Vert}\right)=0[/math]
    • This can be interpreted as [math]\ \exists L_{x_0}\in L(X,Y)\left[\lim_{h\rightarrow 0}\left(\frac{\Vert r(x_0,h)\Vert}{\Vert h\Vert}\right)=0\implies T(x_0+h)-T(x_0)=L_{x_0}(h)+r(x_0,h)\right][/math]
      • Which is
        1. [math]\exists L_{x_0}\in L(X,Y)\forall\epsilon>0\exists\delta>0\forall h\in X\left[0<\Vert h-x\Vert<\delta\implies\frac{\Vert r(x_0,h)\Vert}{\Vert h\Vert}<\epsilon\implies T(x_0+h)-T(x_0)=L_{x_0}(h)+r(x_0,h)\right][/math]
          • Does this make sense though? We need [ilmath]r(x_0,\cdot)[/ilmath] to be given, surely a form with [ilmath]r(x_0,h)=T(x_0+h)-T(x_0)-L_{x_0}(h)[/ilmath] in the numerator would make more sense? No of course not.
this sort of outlines the proof I'll need for definitions 1 and 2
  1. Analysis - Part 1: Elements - Krzysztof Maurin
  2. 2.0 2.1 Introduction to Topology - Theodore W. Gamelin & Robert Everist Greene