Strong derivative

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Strong derivative
lim
For two normed spaces (X,\Vert\cdot\Vert_X) and (Y,\Vert\cdot\Vert_Y)
and a mapping f:U\rightarrow Y for U open in X

df\vert_{x_0}:X\rightarrow Y a linear map called the
"derivative of f at x_0"

Definition

The strong derivative (AKA the Fréchet derivative) has several definitions, however they are all equivalent, as will be shown. In all cases we are given:

  • Two normed vector spaces, (X,\Vert\cdot\Vert_X) and (Y,\Vert\cdot\Vert_Y)
  • A mapping, f:U\rightarrow Y where U is an open set of X
  • Some point x_0\in U (the point we are differentiating at)

Definition 1

If there exists a linear map L_{x_0}:X\rightarrow Y such that:

  • f(x+h)-f(x)=L_{x_0}(h)+r(x_0;h) where \lim_{h\rightarrow 0}\left(\frac{\Vert r(x_0;h)\Vert_Y}{\Vert h\Vert_X}\right)=0

Definition 2

If there exists a linear map L_{x_0}:X\rightarrow Y such that:

  • \lim_{h\rightarrow 0}\left(\frac{f(x_0+h)-f(x_0)-L_{x_0}(h)}{\Vert h\Vert_X}\right)=0_Y

TODO: Check this, I've just been sick, so I'm going to save my work and lie down


Todo


TODO: Find reference for and add "total derivative" to list of AKA names, see also derivative (analysis) and do the same thing there


Notes

References