Math 2.0

Real functions Proposition

Uniqueness of the derivative

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Statement

Let VV and WW be normed vector spaces over ℝ\mathbb{R}, let U⊆VU \subseteq V be open, let f ⁣:U→Wf \colon U \to W, and let x∈Ux \in U. If the bounded linear maps AA and BB from VV to WW are both Fréchet derivatives of ff at xx, then A=BA = B.

Remarks

The proof uses that UU is open. For a unit vector vv and small t>0t > 0, the point x+tvx + t v lies in UU, and ∥tAv−tBv∥=o(t)\|t A v - t B v\| = o(t). Divide by tt and let t→0t \to 0 to get Av=BvA v = B v. So it is correct to speak of the derivative Df(x)Df(x). On a set that is not open, for example a single point, a derivative within the set need not be unique.

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  1. Euclidean space object
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Further reading

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Definition
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MSC26B05
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