Added the theorem for interchanging limits and derivatives.
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Bokuan Li
2026-05-08 01:25:39 -04:00
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%\documentclass{report} \documentclass{}
\usepackage{amssymb, amsmath, hyperref} \usepackage{amssymb, amsmath, hyperref}
\usepackage{preamble} \usepackage{preamble}

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@@ -1,6 +1,7 @@
\section{Higher Derivatives} \section{Higher Derivatives}
\label{section:higher-derivatives} \label{section:higher-derivatives}
\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 $\mathcal{R}_\sigma = \mathcal{R}_\sigma(E; F)$.
@@ -21,6 +22,12 @@
is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}. is the \textbf{$n$-fold $\sigma$-derivative of $f$ at $x_0$}.
\end{definition} \end{definition}
\begin{definition}[Space of Differentiable Functions]
\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 $F$.
\end{definition}
\begin{theorem}[Symmetry of Higher Derivatives] \begin{theorem}[Symmetry of Higher Derivatives]
\label{theorem:derivative-symmetric-frechet} \label{theorem:derivative-symmetric-frechet}
Let $E, F$ be Banach spaces, $U \subset E$ be open, $n \in \natp$, and $f: U \to F$ be a function $n$-times Fréchet-differentiable at $x \in U$, then $D^nf(x) \in L^n(E; F)$ is symmetric. Let $E, F$ be Banach spaces, $U \subset E$ be open, $n \in \natp$, and $f: U \to F$ be a function $n$-times Fréchet-differentiable at $x \in U$, then $D^nf(x) \in L^n(E; F)$ is symmetric.

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@@ -105,7 +105,7 @@
\begin{theorem}[Mean Value Theorem] \begin{theorem}[Mean Value Theorem]
\label{theorem:mean-value-theorem} \label{theorem:mean-value-theorem}
Let $E$ be a topological vector space, $F$ be a separated locally convex space, $V \subset E$ be open and star shaped at $x \in V$, $f: V \to F$ be Gateau-differentiable on $V$, then for any $y \in V$, Let $E$ be a topological vector space, $F$ be a separated locally convex space, $V \subset E$ be open and star shaped at $x \in V$, $f: V \to F$ be Gateaux-differentiable on $V$, then for any $y \in V$,
\[ \[
f(y) - f(x) \in \overline{\text{Conv}\bracs{Df(z)(y - x)|z \in (x, y)}} f(y) - f(x) \in \overline{\text{Conv}\bracs{Df(z)(y - x)|z \in (x, y)}}
\] \]

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@@ -36,6 +36,7 @@
The linear map $T \in L(E; F)$ is the \textbf{$\sigma$-derivative of $f$ at $x_0$}, denoted $D_{\sigma}f(x_0)$. The linear map $T \in L(E; F)$ is the \textbf{$\sigma$-derivative of $f$ at $x_0$}, denoted $D_{\sigma}f(x_0)$.
\end{definition} \end{definition}
\begin{definition}[Differentiable] \begin{definition}[Differentiable]
\label{definition:differentiable-sets} \label{definition:differentiable-sets}
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 $f: U \to F$, then $f$ is \textbf{$\sigma$-differentiable on $U$} if it is $\sigma$-differentiable at every point in $U$. In which case, the map $D_\sigma f: U \to L(E; F)$ is the \textbf{$\sigma$-derivative} of $f$. 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 $f: U \to F$, then $f$ is \textbf{$\sigma$-differentiable on $U$} if it is $\sigma$-differentiable at every point in $U$. In which case, the map $D_\sigma f: U \to L(E; F)$ is the \textbf{$\sigma$-derivative} of $f$.
@@ -84,7 +85,7 @@
\label{proposition:chain-rule-sets-conditions} \label{proposition:chain-rule-sets-conditions}
Let $E$, $F$, $G$, be TVSs over $K \in \RC$ with $F, G$ being separated. If $\sigma \subset \mathfrak{B}(E)$ and $\tau \subset \mathfrak{B}(F)$ correspond to the following families of sets on $E$ and $F$: Let $E$, $F$, $G$, be TVSs over $K \in \RC$ with $F, G$ being separated. If $\sigma \subset \mathfrak{B}(E)$ and $\tau \subset \mathfrak{B}(F)$ correspond to the following families of sets on $E$ and $F$:
\begin{enumerate} \begin{enumerate}
\item Compact sets. \item Precompact sets.
\item Bounded sets. \item Bounded sets.
\end{enumerate} \end{enumerate}
@@ -128,13 +129,89 @@
A method of extending this sense of differentiability is to require that \textit{every} extension of the function to some open set, or to the entire space is differentiable. Given that this paves way to confusion for related definitions of differentiability, this definition is not formally included here. A method of extending this sense of differentiability is to require that \textit{every} extension of the function to some open set, or to the entire space is differentiable. Given that this paves way to confusion for related definitions of differentiability, this definition is not formally included here.
\end{remark} \end{remark}
\begin{theorem}[Interchange of Limits and Derivatives]
\label{theorem:differentiable-uniform-limit}
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*)]
\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 $x + [0, 1]A$.
\end{enumerate}
then $f \in D_\sigma^n(U; F)$ and $D^k_\sigma f = f^{(k)}$ for all $1 \le k \le n$.
\end{theorem}
\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 $x + h \in U$,
\begin{align*}
f(x + h) - f(x) - f^{(1)}(x)h &= \underbrace{\varphi(x + h) - \varphi(x) - D\varphi(x)h}_{\in \mathcal{R}_\sigma(E; F)} \\
&+ (f - \varphi)(x + h) - (f - \varphi)(x) \\
&+ (D\varphi - f^{(1)})(x)h
\end{align*}
Since $\fF \to f$ pointwise, for any $S \in \fF$,
\[
(f - \varphi)(x + h) - (f - \varphi)(x) \in \overline{\bracs{(g - \varphi)(x + h) - (g - \varphi)(x)|g \in S}}
\]
By the \hyperref[Mean Value Theorem]{theorem:mean-value-theorem}, for any $g \in D^1_\sigma(U; F)$,
\[
(g - \varphi)(x + h) - (g - \varphi)(x) \in \ol{\conv}\bracs{D(g - \varphi)(x + th)h|t \in [0, 1]}
\]
Hence
\[
(f - \varphi)(x + h) - (f - \varphi)(x) \in \ol{\conv}\bracs{D(g - \varphi)(x + th)h|g \in S, t \in [0, 1]}
\]
so for any $t \in (0, 1)$ and $A \in \sigma$,
\begin{align*}
&(f - \varphi)(x + tA) - (f - \varphi)(x) \\
&\subset \ol{\conv}\bracs{D(g - \varphi)(x + sth)th|g \in S, s \in [0, 1], h \in A} \\
&= t\ol{\conv}\bracs{D(g - \varphi)(x + sth)h|g \in S, s \in [0, 1], h \in A}
\end{align*}
and
\begin{align*}
&t^{-1}[(f - \varphi)(x + tA) - (f - \varphi)(x)] \\
&\subset \ol{\conv}\bracs{D(g - \varphi)(x + sth)h|g \in S, s \in [0, 1], h \in A} \\
&\subset \ol{\conv}\bracs{D(g - \varphi)(x + sh)h|g \in S, s \in [0, 1], h \in A}
\end{align*}
In addition, since $D(\fF) \to f^{(1)}$ pointwise,
\[
t^{-1}(f^{(1)} - D\varphi)(x)(tA) \subset \ol{\conv}\bracs{D(g - \varphi)(x + sh)h|g \in S, s \in [0, 1], h \in A}
\]
as well.
Now, let $V \in \cn_F(0)$ be convex and circled. Using assumption (b), let $S \in \fF$ such that for any $\varphi \in S$,
\[
\ol{\conv}\bracs{D(g - \varphi)(x + sh)h|g \in S, s \in [0, 1], h \in A} \subset V
\]
Fix $\varphi \in S$, then as $\varphi$ is differentiable at $x$, there exists $\delta \in (0, 1)$ such that
\[
t^{-1}[\varphi(x + tA) - \varphi(x) - D\varphi(x)(tA)] \subset V
\]
for all $t \in (0, \delta)$.
So
\[
t^{-1}[f(x + tA) - f(x) - f^{(1)}(x)(tA)] \subset 3V
\]
for all $t \in (0, \delta)$. Therefore $f$ is $\sigma$-differentiable at $x$ with $D_\sigma f(x) = f^{(1)}(x)$.
\end{proof}
\begin{proposition} \begin{proposition}
\label{proposition:derivative-sets-real} \label{proposition:derivative-sets-real}
Let $E$ be a separated topological vector space and $\sigma \subset B(\real)$ be a covering ideal, then Let $E$ be a separated topological vector space and $\sigma \subset \mathfrak{B}(\real)$ be a covering ideal, then
\begin{enumerate} \begin{enumerate}
\item $\mathcal{R}_{\sigma}(\real; E) = \mathcal{R}_{B(\real)}(\real; E)$. Hence, all forms of $\sigma$-differentiability on $\real$ are equivalent. \item $\mathcal{R}_{\sigma}(\real; E) = \mathcal{R}_{\mathfrak{B}(\real)}(\real; E)$. Hence, all forms of $\sigma$-differentiability on $\real$ are equivalent.
\item For any $U \subset \real$ open, $f: U \to E$, and $x_0 \in U$, $f$ is differentiable at $x_0$ if and only if \item For any $U \subset \real$ open, $f: U \to E$, and $x_0 \in U$, $f$ is differentiable at $x_0$ if and only if
\[ \[
\lim_{t \to 0}\frac{f(x + t) - f(x)}{t} \lim_{t \to 0}\frac{f(x + t) - f(x)}{t}
@@ -145,7 +222,7 @@
\end{enumerate} \end{enumerate}
\end{proposition} \end{proposition}
\begin{proof} \begin{proof}
(1): Let $r \in \mathcal{R}_\sigma(\real; E)$. For any $R > 0$ and $U \in \cn_E(0)$, there exists $\delta > 0$ such that $t^{-1}r(tR), t^{-1}r(-tR) \in U$ for all $t \in (0, \delta)$. Thus $t^{-1}r(tB(0, R)) \subset U$, and $r \in \mathcal{R}_{B(\real)}(\real; E)$. (1): Let $r \in \mathcal{R}_\sigma(\real; E)$. For any $R > 0$ and $U \in \cn_E(0)$, there exists $\delta > 0$ such that $t^{-1}r(tR), t^{-1}r(-tR) \in U$ for all $t \in (0, \delta)$. Thus $t^{-1}r(tB(0, R)) \subset U$, and $r \in \mathcal{R}_{\mathfrak{B}(\real)}(\real; E)$.
(2): Suppose that $f$ is differentiable at $x_0$, then there exists $r \in \mathcal{R}_\sigma$ such that for any $t \in \real$ with $x_0 + t \in U$, (2): Suppose that $f$ is differentiable at $x_0$, then there exists $r \in \mathcal{R}_\sigma$ such that for any $t \in \real$ with $x_0 + t \in U$,
\begin{align*} \begin{align*}

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@@ -11,6 +11,7 @@ Differential geometry is the study of things invariant under change of notation.
$\mathcal{R}_\sigma^n(E; F)$, $\mathcal{R}_\sigma(E;F)$ & $\sigma$-small functions of order $n$; order 1. & \autoref{definition:differentiation-small} \\ $\mathcal{R}_\sigma^n(E; F)$, $\mathcal{R}_\sigma(E;F)$ & $\sigma$-small functions of order $n$; order 1. & \autoref{definition:differentiation-small} \\
$D_\sigma f(x_0)$ & $\sigma$-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} \\
$x^{(k)}$ & 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}