Updated notation for higher derivatives.

This commit is contained in:
Bokuan Li
2026-05-08 14:17:28 -04:00
parent 277c2e2625
commit 248c89240b
3 changed files with 37 additions and 13 deletions

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@@ -2,6 +2,26 @@
\label{section:higher-derivatives} \label{section:higher-derivatives}
\begin{definition}[Codomain of Derivatives]
\label{definition:higher-derivatives-codomain}
Let $E, F$ be TVSs over $K \in \RC$, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, and $L^{(0)}_\sigma(E; F) = F$. For each $n \in \natp$, inductively define
\[
L^{(n)}_\sigma(E; F) = L(E; L^{(n-1)}_\sigma(E; F)) \subset B_\sigma^n(E; F)
\]
and equip it with the $\sigma$-uniform topology, then under the identification
\[
I: L^{(n)}_\sigma(E; F) \to B_\sigma^n(E; F) \quad I\lambda(x_1, \cdots, x_n) = \lambda(x_1)\cdots(x_n)
\]
the space $L^{(n)}_\sigma(E; F)$ is a subspace of $B_\sigma^n(E; F)$.
\end{definition}
\begin{proof}
By \autoref{proposition:multilinear-identify}.
\end{proof}
\begin{definition}[$n$-Fold Differentiability] \begin{definition}[$n$-Fold Differentiability]
\label{definition:n-differentiable-sets} \label{definition:n-differentiable-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $\mathcal{H} \subset B_\sigma(E; F)$ be a subspace, and $\mathcal{R}_\sigma = \mathcal{R}_\sigma(E; F)$. Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $\mathcal{H} \subset B_\sigma(E; F)$ be a subspace, and $\mathcal{R}_\sigma = \mathcal{R}_\sigma(E; F)$.
@@ -9,14 +29,14 @@
Let $U \subset E$ be open, $f: U \to F$, $x_0 \in U$, and $n > 1$, then $f$ is \textbf{$n$-fold $\sigma$-differentiable at $x_0$} if Let $U \subset E$ be open, $f: U \to F$, $x_0 \in U$, and $n > 1$, then $f$ is \textbf{$n$-fold $\sigma$-differentiable at $x_0$} if
\begin{enumerate} \begin{enumerate}
\item There exists $V \in \cn_E(x_0)$ such that $f$ is $(n-1)$-fold differentiable on $V$. \item There exists $V \in \cn_E(x_0)$ such that $f$ is $(n-1)$-fold differentiable on $V$.
\item The derivative $D_\sigma^{n-1}f: U \to B^{n-1}_\sigma(E; F)$ is derivative at $x_0$. \item The derivative $D_\sigma^{n-1}f: U \to L^{(n-1)}_\sigma(E; F)$ is derivative at $x_0$.
\end{enumerate} \end{enumerate}
In which case, $D_\sigma(D_\sigma^{n-1}f)(x_0) \in L(E; B^{n-1}_\sigma(E; F))$ is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}. In which case, $D_\sigma(D_\sigma^{n-1}f)(x_0) \in L(E; L^{(n-1)}_\sigma(E; F))$ is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}.
The mapping $f: U \to F$ is \textbf{$n$-fold $\sigma$-differentiable on $U$} if it is $n$-fold $\sigma$-differentiable at every point in $U$. Under the identification $B_\sigma(E; B^{n-1}_\sigma(E; F)) = B_\sigma^{n}(E; F)$ given by \autoref{proposition:multilinear-identify}, The mapping $f: U \to F$ is \textbf{$n$-fold $\sigma$-differentiable on $U$} if it is $n$-fold $\sigma$-differentiable at every point in $U$, and
\[ \[
D_\sigma^{n}f: U \to B^{n-1}_\sigma(E; F) D_\sigma^{n}f: U \to L^{(n-1)}_\sigma(E; F)
\] \]
is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}. is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}.
@@ -25,7 +45,7 @@
\begin{definition}[Space of Differentiable Functions] \begin{definition}[Space of Differentiable Functions]
\label{definition:differentiable-space} \label{definition:differentiable-space}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{S}(E)$ be a covering ideal, $U \subset E$ be open, and $n \in \natp$, then $D_\sigma^k(U; F)$ is the \textbf{space of $n$-fold $\sigma$-differentiable functions} from $U$ to $F$. Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $U \subset E$ be open, and $n \in \natp$, then $D_\sigma^k(U; F)$ is the \textbf{space of $n$-fold $\sigma$-differentiable functions} from $U$ to $F$.
\end{definition} \end{definition}
\begin{theorem}[Symmetry of Higher Derivatives] \begin{theorem}[Symmetry of Higher Derivatives]
@@ -95,7 +115,7 @@
\begin{theorem}[Symmetry of Higher Derivatives] \begin{theorem}[Symmetry of Higher Derivatives]
\label{theorem:derivative-symmetric} \label{theorem:derivative-symmetric}
Let $E$ be a topological vector space over $K \in \RC$, $\sigma \subset \mathfrak{B}(E)$ be an ideal that includes all bounded sets contained in finite-dimensional spaces, $F$ be a separated locally convex space over $K$, $U \subset E$ be open, and $f: E \to F$ be $n$-fold $\sigma$-differentiable at $x_0 \in U$, then $D_\sigma^nf(x_0) \in B_\sigma^n(E; F)$ is symmetric. Let $E$ be a topological vector space over $K \in \RC$, $\sigma \subset \mathfrak{B}(E)$ be an ideal that includes all bounded sets contained in finite-dimensional spaces, $F$ be a separated locally convex space over $K$, $U \subset E$ be open, and $f: E \to F$ be $n$-fold $\sigma$-differentiable at $x_0 \in U$, then $D_\sigma^nf(x_0) \in L_\sigma^{(n)}(E; F)$ is symmetric.
\end{theorem} \end{theorem}
\begin{proof}[Proof {{\cite[Proposition 4.5.14]{Bogachev}}}. ] \begin{proof}[Proof {{\cite[Proposition 4.5.14]{Bogachev}}}. ]
Let $\seqf{h_j} \subset E$, $E_0$ be the subspace generated by $\seqf{h_j}$, and $g = f|_{E_0 \cap U}: E_0 \cap U \to F$. Since $\sigma$ includes all bounded sets contained in finite-dimensional spaces, for any $\phi \in F^*$, the mapping $\phi \circ g: E_0 \cap U \to K$ is $n$-times Fréchet-differentiable, with Let $\seqf{h_j} \subset E$, $E_0$ be the subspace generated by $\seqf{h_j}$, and $g = f|_{E_0 \cap U}: E_0 \cap U \to F$. Since $\sigma$ includes all bounded sets contained in finite-dimensional spaces, for any $\phi \in F^*$, the mapping $\phi \circ g: E_0 \cap U \to K$ is $n$-times Fréchet-differentiable, with
@@ -103,7 +123,7 @@
D_{\mathfrak{B}(E_0)}^n(\phi \circ g)(x_0) = \phi \circ D_\sigma^n g(x_0) D_{\mathfrak{B}(E_0)}^n(\phi \circ g)(x_0) = \phi \circ D_\sigma^n g(x_0)
\] \]
by the \hyperref[chain rule]{proposition:chain-rule-sets-conditions}. By \autoref{theorem:derivative-symmetric-frechet}, $\phi \circ D_\sigma^n g(x_0) \in L^n(E_0; K)$ is symmetric. As this holds for any $\seqf{h_j} \subset E$ and $\phi \in F^*$, $D_{\sigma}^n g(x_0) \in B_\sigma^n(E; F)$ is symmetric by the \hyperref[Hahn-Banach theorem]{proposition:hahn-banach-utility}. by the \hyperref[chain rule]{proposition:chain-rule-sets-conditions}. By \autoref{theorem:derivative-symmetric-frechet}, $\phi \circ D_\sigma^n g(x_0) \in L^n(E_0; K)$ is symmetric. As this holds for any $\seqf{h_j} \subset E$ and $\phi \in F^*$, $D_{\sigma}^n g(x_0) \in L_\sigma^{(n)}(E; F)$ is symmetric by the \hyperref[Hahn-Banach theorem]{proposition:hahn-banach-utility}.
\end{proof} \end{proof}
\begin{proposition}[Power Rule] \begin{proposition}[Power Rule]

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@@ -17,10 +17,10 @@
\begin{proposition} \begin{proposition}
\label{proposition:differentiation-sets} \label{proposition:differentiation-sets}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $B_\sigma(E; F)$ be the space of linear operators bounded on sets in $\sigma$, and $\mathcal{R}_\sigma(E; F)$ be the space of $\sigma$-small functions, then $(B_\sigma(E; F), \mathcal{R}_\sigma(E; F))$ is a system of derivatives and remainders. Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, and $\mathcal{R}_\sigma(E; F)$ be the space of $\sigma$-small functions, then $(L(E; F), \mathcal{R}_\sigma(E; F))$ is a system of derivatives and remainders.
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
Let $T \in B_\sigma(E; F)$ and suppose that there exists $V \in \cn_E(0)$ circled and $r \in \mathcal{R}_\sigma(E; F)$ such that $T|_V = r|_V$. For any $x \in V$, $\bracs{x} \in \sigma$, so $T(x) = \lim_{t \downto 0}T(tx)/t = 0$ as $F$ is separated. Let $T \in L(E; F)$ and suppose that there exists $V \in \cn_E(0)$ circled and $r \in \mathcal{R}_\sigma(E; F)$ such that $T|_V = r|_V$. For any $x \in V$, $\bracs{x} \in \sigma$, so $T(x) = \lim_{t \downto 0}T(tx)/t = 0$ as $F$ is separated.
\end{proof} \end{proof}
@@ -44,7 +44,7 @@
\begin{definition} \begin{definition}
\label{definition:derivative-garden} \label{definition:derivative-garden}
Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b \subset 2^E$ be the collection of all finite, compact, and bounded subsets, respectively, then differentiability with respect to $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b$ correspond to \textbf{Gateaux}, \textbf{Hadamard}, and \textbf{Fréchet} differentiability. Let $E, F$ be TVSs over $K \in \RC$ with $F$ being separated, $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b \subset 2^E$ be the collection of all finite, precompact, and bounded subsets, respectively, then differentiability with respect to $\sigma^E_{\text{Fin}}, \sigma^E_{c}, \sigma^E_b$ correspond to \textbf{Gateaux}, \textbf{Hadamard}, and \textbf{Fréchet} differentiability.
\end{definition} \end{definition}
@@ -134,11 +134,14 @@
Let $E$ be a TVS over $K \in \RC$, $F$ be a separated locally convex space over $K$, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $U \subset E$ be open, and $n \in \natp$. Let $\fF \subset 2^{D_\sigma^n(U; F)}$ be a filter such that: Let $E$ be a TVS over $K \in \RC$, $F$ be a separated locally convex space over $K$, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $U \subset E$ be open, and $n \in \natp$. Let $\fF \subset 2^{D_\sigma^n(U; F)}$ be a filter such that:
\begin{enumerate}[label=(\alph*)] \begin{enumerate}[label=(\alph*)]
\item There exists $f: U \to F$ such that $\fF \to f$ pointwise. \item There exists $f: U \to F$ such that $\fF \to f$ pointwise.
\item There exists $f^{(k)}: U \to B^{k}_\sigma(E; F)$ such that for each $1 \le k \le n$, $x \in U$, and $A \in \sigma$ with $x + [0, 1]A \subset U$, $D_\sigma^k(\fF) \to f^{(k)}$ uniformly on $x + [0, 1]A$. \item For each $1 \le k \le n$, there exists $f^{(k)}: U \to L^{(k)}_\sigma(E; F)$ such that for all $x \in U$, and $A \in \sigma$ with $x + [0, 1]A \subset U$, $D_\sigma^k(\fF) \to f^{(k)}$ uniformly on $x + [0, 1]A$.
\end{enumerate} \end{enumerate}
then $f \in D_\sigma^n(U; F)$ and $D^k_\sigma f = f^{(k)}$ for all $1 \le k \le n$. then $f \in D_\sigma^n(U; F)$ and $D^k_\sigma f = f^{(k)}$ for all $1 \le k \le n$. In particular, if $\sigma$ is saturated, then $(b)$ may be replaced by
\begin{enumerate}
\item[(b)] For each $1 \le k \le n$, there exists $f^{(k)}: U \to L^{(k)}_\sigma(E; F)$ such that $D_\sigma^k(\fF) \to f^{(k)}$ uniformly on every $A \in \sigma$.
\end{enumerate}
\end{theorem} \end{theorem}
\begin{proof} \begin{proof}
Assume without loss of generality that $n = 1$. For any $\varphi \in D^1_\sigma(U; F)$, $x \in U$, and $h \in E$ such that $x + h \in U$, Assume without loss of generality that $n = 1$. For any $\varphi \in D^1_\sigma(U; F)$, $x \in U$, and $h \in E$ such that $x + h \in U$,

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@@ -12,6 +12,7 @@ Differential geometry is the study of things invariant under change of notation.
$D_\sigma f(x_0)$ & $\sigma$-derivative of $f$ at $x_0$. & \autoref{definition:derivative-sets} \\ $D_\sigma f(x_0)$ & $\sigma$-derivative of $f$ at $x_0$. & \autoref{definition:derivative-sets} \\
$D_\sigma^n f$ & $n$-fold $\sigma$-derivative. & \autoref{definition:n-differentiable-sets} \\ $D_\sigma^n f$ & $n$-fold $\sigma$-derivative. & \autoref{definition:n-differentiable-sets} \\
$D_\sigma^n(U; F)$ & $n$-fold $\sigma$-differentiable functions. & \autoref{definition:differentiable-space} \\ $D_\sigma^n(U; F)$ & $n$-fold $\sigma$-differentiable functions. & \autoref{definition:differentiable-space} \\
$L^{(n)}_\sigma(E; F)$ & Codomain of derivatives. $L^{(0)}_\sigma(E; F) = F$, $L^{(n)}_\sigma(E; F) = L(E; L_\sigma^{(n-1)}(E; F))$, equipped with the $\sigma$-uniform topology. & \autoref{definition:higher-derivatives-codomain} \\
$x^{(k)}$ & Tuple of $x$ repeated $k$ times. & \autoref{proposition:multilinear-derivative} \\ $x^{(k)}$ & Tuple of $x$ repeated $k$ times. & \autoref{proposition:multilinear-derivative} \\
$D^+f(x)$ & Right derivative of $f$ at $x$. & \autoref{definition:right-differentiable-mvt} \\ $D^+f(x)$ & Right derivative of $f$ at $x$. & \autoref{definition:right-differentiable-mvt} \\
\end{tabular} \end{tabular}