Math 2.0

Real functions Definition

Strict differentiability

Builds on Fréchet derivativeDifferentiable function of several variables

Definition

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let f ⁣:U→ℝmf \colon U \to \mathbb{R}^m, and let a∈Ua \in U. The function ff is strictly differentiable at aa if there is a linear map L ⁣:ℝn→ℝmL \colon \mathbb{R}^n \to \mathbb{R}^m such that lim⁡(x,y)→(a,a)x≠y∥f(x)−f(y)−L(x−y)∥∥x−y∥=0.\lim_{\substack{(x, y) \to (a, a) \\ x \ne y}} \frac{\|f(x) - f(y) - L(x - y)\|}{\|x - y\|} = 0.

Remarks

If ff is strictly differentiable at aa, put y=ay = a: then ff is differentiable at aa and L=Df(a)L = Df(a) is its Fréchet derivative. The converse is false. The function f(x)=x2sin⁡(1/x)f(x) = x^2 \sin(1/x) for x≠0x \ne 0, f(0)=0f(0) = 0, is differentiable at 00, but it is not strictly differentiable at 00 because f′f' is not continuous at 00. A function of class C1C^1 on UU is strictly differentiable at each point of UU. The same definition works for maps between Banach spaces, with norms in place of Euclidean norms.

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  1. Euclidean space object
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  7. Strict differentiability definition

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Further reading

  1. Web https://en.wikipedia.org/wiki/Strict_differentiability, Basic definition
About this page
Tag0146MBQNNE
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Kinddefinition
WritingW0 stub
MSC26B05
DefinesStrict differentiability
UsesFréchet derivative, Differentiable function of several variables

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