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Differentiation

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Definition

Let UāŠ‚Rn\mathcal{U}\subset \mathbb{R}^{n} be an open set and let f:U→Rmf:\mathcal{U}\to \mathbb{R}^{m} be a map. For x0∈U\boldsymbol x_{0}\in \mathcal{U}, there exists at most one linear map A∈L(Rn;Rm)A\in \mathscr{L}(\mathbb{R}^{n};\mathbb{R}^{m}) such that lim⁔x→x0∄f(x)āˆ’(f(x0)+A(xāˆ’x0))∄Rm∄xāˆ’x0∄Rn=0(1)\lim_{ \boldsymbol x \to \boldsymbol x_{0} } \frac{\lVert f(\boldsymbol x)-(f(\boldsymbol x_{0})+A(\boldsymbol x-\boldsymbol x_{0})) \rVert _{\mathbb{R}^{m}}}{\lVert \boldsymbol x-\boldsymbol x_{0} \rVert _{\mathbb{R}^{n}}}=0\tag{1}

\begin{proof} See Lewis pg. 56-57 \end{proof}

Now, if a map AA exists satisfying (1)(1), the idea is that the map x↦f(x0)āˆ’A(xāˆ’x0)\boldsymbol x\mapsto f(\boldsymbol x_{0})-A(\boldsymbol x-\boldsymbol x_{0}) provides a linear approximation for ff at x0\boldsymbol x_{0}.

It is now convenient to introduce notation describing approximations of various forms. >[!def] Landau symbols >1. When we write o(∄x∄Rnk)o(\lVert \boldsymbol x \rVert_{\mathbb{R}^{n}}^{k}) we mean a continuous map from a neighbourhood of 0∈Rn\mathbf{0}\in \mathbb{R}^{n} to Rm\mathbb{R}^{m} that satisfies lim⁔x→0o(∄x∄Rnk)∄x∄Rnk=0\lim_{ \boldsymbol x \to \mathbf{0} } \frac{o(\lVert \boldsymbol x \rVert _{\mathbb{R}^{n}}^{k})}{\lVert \boldsymbol x \rVert_{\mathbb{R}^{n}}^{k} }=0 >2. We shall also use the notation O(∄x∄Rnk)O(\lVert \boldsymbol x \rVert_{\mathbb{R}^{n}}^{k}) which stands for a map defined in the Neighbourhood of 0∈Rn\mathbf{0}\in \mathbb{R}^{n} taking values in Rm\mathbb{R}^{m}, and satisfying ∄O(∄x∄Rnk)∄Rm≤M∄x∄Rnk\lVert O(\lVert \boldsymbol x \rVert _{\mathbb{R}^{n}}^{k}) \rVert _{\mathbb{R}^{m}}\le M\lVert \boldsymbol x \rVert ^{k}_{\mathbb{R}^{n}}for some M>0M>0.

With this notation says that there exists at most one A∈L(Rn;Rm)A\in \mathscr{L}(\mathbb{R}^{n};\mathbb{R}^{m}) such thatf(x)=f(x0)+A(xāˆ’x0)+o(∄xāˆ’x0∄Rn)f(\boldsymbol x)=f(\boldsymbol x_{0})+A(\boldsymbol x-\boldsymbol x_{0})+o(\lVert \boldsymbol x-\boldsymbol x_{0} \rVert _{\mathbb{R}^{n}}) We can now define the derivative and differentiability

Let UāŠ‚Rn\mathcal{U}\subset \mathbb{R}^{n} be an open set and let f:U→Rmf:\mathcal{U}\to \mathbb{R}^{m} be a map. 1. If there exists A∈L(Rn;Rm)A\in \mathscr{L}(\mathbb{R}^{n};\mathbb{R}^{m}) such that (1)(1) from holds, then we call AA the derivative of ff at x0\boldsymbol x_{0}, and we say that ff is differentiable at x0\boldsymbol x_{0}. 2. If ff is differentiable at x0\boldsymbol x_{0}, then we denote its derivative by Df(x0)\boldsymbol D f(\boldsymbol x_{0}). 3. If ff is differentiable at each x∈U\boldsymbol x\in \mathcal{U}, then ff is differentiable.

If Df:U→L(Rn;Rm)\boldsymbol Df:\mathcal{U}\to \mathscr{L}(\mathbb{R}^{n};\mathbb{R}^{m}) is continuous, then ff is continuously differentiable, and Df(x)\boldsymbol Df(\boldsymbol x) is the Jacobian of ff at x∈U\boldsymbol x\in \mathcal{U}.

Let U\mathcal{U} be an open subset of Rn\mathbb{R}^{n} and let f:U→Rmf:\mathcal{U}\to \mathbb{R}^{m}. If Drf\boldsymbol D^{r}f exists and is continuous, then ff is r\boldsymbol r-times continuously differentiable or of class Cr\boldsymbol C^{r}.

If ff is of class CrC^{r} for each r∈Nr\in \mathbb{N}, then it is infinitely differentiable or of class Cāˆž.\boldsymbol C^{\boldsymbol \infty}. We will also say that ff is smooth if it is of class CāˆžC^{\infty}.

A bijection of open sets, f:U→Rn→VāŠ‚Rmf:\mathcal{U}\to \mathbb{R}^{n}\to \mathcal{V}\subset \mathbb{R}^{m}, which is of , and for which fāˆ’1f^{-1} is also of class CrC^{r}, is a Cr\boldsymbol C^{\boldsymbol r}-diffeomorphism.

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