Strong derivative

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Strong derivative
limh0(f(x0+h)f(x0)df|x0YhX)

For two normed spaces (X,X) and (Y,Y)
and a mapping f:UY for U open in X

df|x0:XY a linear map called the
"derivative of f at x0"

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,X) and (Y,Y)
  • A mapping, f:UY where U is an open set of X
  • Some point x0U (the point we are differentiating at)

Definition 1

If there exists a linear map Lx0:XY such that:

  • f(x+h)f(x)=Lx0(h)+r(x0;h)
    where limh0(r(x0;h)YhX)=0

Definition 2

If there exists a linear map Lx0:XY such that:

  • limh0(f(x0+h)f(x0)Lx0(h)hX)=0Y

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