Math 2.0

Real functions Definition

Having a directional derivative

Builds on Euclidean space

Definition

Let U⊆ℝnU \subseteq \mathbb{R}^n be an open set, let f ⁣:U→ℝmf \colon U \to \mathbb{R}^m, let a∈Ua \in U, let v∈ℝnv \in \mathbb{R}^n, and let L∈ℝmL \in \mathbb{R}^m. Let g(t)=f(a+tv)g(t) = f(a + t v) for real tt near 00. The function ff has the directional derivative LL at aa in the direction vv when gg is differentiable at t=0t = 0 with g′(0)=Lg'(0) = L. Equivalently, f(a+tv)−f(a)t→L\dfrac{f(a + t v) - f(a)}{t} \to L as t→0t \to 0.

Remarks

This definition states a property of ff, aa, vv and LL. The directional derivative Dvf(a)D_v f(a) is then the vector LL, which is unique. Only the values of ff on the line through aa in the direction vv matter. So ff can have a directional derivative in each direction at aa and still fail to be continuous at aa, see this counterexample.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Directional_derivative, Definition
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DefinesDirectional derivative
UsesEuclidean space

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