Difference between revisions of "Gâteaux differential"
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+ | ''of a mapping $ f $ | ||
+ | of a linear topological space $ X $ | ||
+ | into a linear topological space $ Y $'' | ||
The function | The function | ||
− | + | $$ | |
+ | h \rightarrow Df ( x _ {0} , h), | ||
+ | $$ | ||
where | where | ||
− | + | $$ | |
+ | Df ( x _ {0} , h) = \left . | ||
+ | |||
+ | \frac{d}{dt } | ||
+ | f | ||
+ | ( x _ {0} + th) \right | _ {t = 0 } = | ||
+ | $$ | ||
− | + | $$ | |
+ | = \ | ||
+ | \lim\limits _ {t \rightarrow 0 } | ||
+ | \frac{f ( x _ {0} + th) - f ( x _ {0} ) }{t} | ||
+ | , | ||
+ | $$ | ||
− | on the assumption that the limit exists for all | + | on the assumption that the limit exists for all $ h \in X $, |
+ | the convergence being understood in the topology of $ Y $. | ||
+ | The Gâteaux differential thus defined is homogeneous, but is not additive. Gâteaux differentials of higher orders are defined in a similar manner. The mapping $ h \rightarrow Df( x _ {0} , h) $ | ||
+ | is sometimes known as the [[Gâteaux variation|Gâteaux variation]] or as the weak differential. See also [[Differentiation of a mapping|Differentiation of a mapping]]; [[Variation|Variation]]. | ||
− | Linearity and continuity are usually additionally stipulated: | + | Linearity and continuity are usually additionally stipulated: $ Df( x, h) = f _ {G} ^ { \prime } ( x _ {0} ) h $, |
+ | $ f _ {G} ^ { \prime } ( x _ {0} ) \in L( X, Y) $. | ||
+ | In such a case $ f _ {G} ^ { \prime } ( x _ {0} ) $ | ||
+ | is known as the [[Gâteaux derivative|Gâteaux derivative]]. If the mapping $ ( x, h) \rightarrow Df( x, h) $ | ||
+ | is uniformly continuous in $ x $ | ||
+ | and continuous in $ h $ | ||
+ | in some domain, then the [[Fréchet derivative|Fréchet derivative]] $ f ^ { \prime } $ | ||
+ | of $ f $ | ||
+ | exists in this domain and $ f ^ { \prime } ( x) h = Df ( x, h ) $. | ||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> W.I. [V.I. Sobolev] Sobolew, "Elemente der Funktionalanalysis" , H. Deutsch , Frankfurt a.M. (1979) (Translated from Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> A.N. Kolmogorov, S.V. Fomin, "Elements of the theory of functions and functional analysis" , '''1–2''' , Graylock (1957–1961) (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> W.I. [V.I. Sobolev] Sobolew, "Elemente der Funktionalanalysis" , H. Deutsch , Frankfurt a.M. (1979) (Translated from Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> A.N. Kolmogorov, S.V. Fomin, "Elements of the theory of functions and functional analysis" , '''1–2''' , Graylock (1957–1961) (Translated from Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | |||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> M.S. Berger, "Nonlinearity and functional analysis" , Acad. Press (1977)</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> M.S. Berger, "Nonlinearity and functional analysis" , Acad. Press (1977)</TD></TR></table> |
Revision as of 19:42, 5 June 2020
of a mapping $ f $
of a linear topological space $ X $
into a linear topological space $ Y $
The function
$$ h \rightarrow Df ( x _ {0} , h), $$
where
$$ Df ( x _ {0} , h) = \left . \frac{d}{dt } f ( x _ {0} + th) \right | _ {t = 0 } = $$
$$ = \ \lim\limits _ {t \rightarrow 0 } \frac{f ( x _ {0} + th) - f ( x _ {0} ) }{t} , $$
on the assumption that the limit exists for all $ h \in X $, the convergence being understood in the topology of $ Y $. The Gâteaux differential thus defined is homogeneous, but is not additive. Gâteaux differentials of higher orders are defined in a similar manner. The mapping $ h \rightarrow Df( x _ {0} , h) $ is sometimes known as the Gâteaux variation or as the weak differential. See also Differentiation of a mapping; Variation.
Linearity and continuity are usually additionally stipulated: $ Df( x, h) = f _ {G} ^ { \prime } ( x _ {0} ) h $, $ f _ {G} ^ { \prime } ( x _ {0} ) \in L( X, Y) $. In such a case $ f _ {G} ^ { \prime } ( x _ {0} ) $ is known as the Gâteaux derivative. If the mapping $ ( x, h) \rightarrow Df( x, h) $ is uniformly continuous in $ x $ and continuous in $ h $ in some domain, then the Fréchet derivative $ f ^ { \prime } $ of $ f $ exists in this domain and $ f ^ { \prime } ( x) h = Df ( x, h ) $.
References
[1] | W.I. [V.I. Sobolev] Sobolew, "Elemente der Funktionalanalysis" , H. Deutsch , Frankfurt a.M. (1979) (Translated from Russian) |
[2] | A.N. Kolmogorov, S.V. Fomin, "Elements of the theory of functions and functional analysis" , 1–2 , Graylock (1957–1961) (Translated from Russian) |
Comments
References
[a1] | M.S. Berger, "Nonlinearity and functional analysis" , Acad. Press (1977) |
Gâteaux differential. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=G%C3%A2teaux_differential&oldid=47149