Differentialbility & Continuity of Multivariable Vector-Valued Functions .... D&K Lemma 2.2.7 ....

In summary: I agree that the definition of $\phi_a(x)$ in "Hadamard" may seem complicated at first, but I think it is a necessary step in order to prove the lemma. The key is to understand the motivation behind the definition. As Krylov mentioned, the definition in "Hadamard" is a generalization of the definition in the proof of Proposition 2.2.1, which deals with the case of $n=p=1$. By using the same definition, we are able to prove the lemma for the general case of $n,p \geq 1$. Additionally, the definition of $\phi_a(x)$ allows us to use the properties of linear mappings and inner products, which are essential in the proof
  • #1
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Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

I am reading "Multidimensional Real Analysis I: Differentiation" by J. J. Duistermaat and J. A. C. Kolk ...

I am focused on Chapter 2: Differentiation ... ...

I need help with an aspect of the proof of Lemma 2.2.7 (Hadamard...) ... ...

Duistermaat and Kolk's Lemma 2.2.7 and its proof read as follows:https://www.physicsforums.com/attachments/7829
View attachment 7830In the above proof we read the following:

" ... ... Or, in other words since \(\displaystyle (x - a)^t y = \langle x - a , y \rangle \in \mathbb{R}\) for \(\displaystyle y \in \mathbb{R}^n\),\(\displaystyle \phi_a(x) y = Df(a)y + \frac{ \langle x - a , y \rangle }{ \| x - a \|^2 } \epsilon_a ( x _ a ) \in \mathbb{R}^p \ \ \ \ \ (x \in U \setminus \{ a \} , \ y \in \mathbb{R}^n )\).

Now indeed we have \(\displaystyle f(x) = f(a) + \phi_a(x) ( x - a )\). ... ... "
My question is as follows:How/why does \(\displaystyle \phi_a(x) y = Df(a)y + \frac{ \langle x - a , y \rangle }{ \| x - a \|^2 } \epsilon_a ( x _ a ) \in \mathbb{R}^p\)

... imply that ...

\(\displaystyle f(x) = f(a) + \phi_a(x) ( x - a )\) ... ... ... ?
Help will be much appreciated ...

Peter

==========================================================================================

NOTE:

The start of D&K's section on differentiable mappings may help readers of the above post understand the context and notation of the post ... so I am providing the same as follows:View attachment 7831
View attachment 7832

The start of D&K's section on linear mappings may also help readers of the above post understand the context and notation of the post ... so I am providing the same as follows:
View attachment 7833
View attachment 7834
View attachment 7835Hope the above helps readers understand the context and notation of the post ...

Peter
 
Last edited:
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  • #2
Re: Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

Peter said:
My question is as follows:How/why does \(\displaystyle \phi_a(x) y = Df(a)y + \frac{ \langle x - a , y \rangle }{ \| x - a \|^2 } \epsilon_a ( x _ a ) \in \mathbb{R}^p\)

... imply that ...

\(\displaystyle f(x) = f(a) + \phi_a(x) ( x - a )\) ... ... ... ?
Clearly this is true for $x = a$, so we may assume $x \neq a$ and use the line preceding this statement in the proof.

Note that in that statement, $\phi_a(x)$ is in $L(\mathbb{R}^n,\mathbb{R}^p)$. Act with this on $y = x - a \in \mathbb{R}^n$ according to the right-hand side of the formula to obtain
\[
\phi_a(x)(x - a) = Df(a)(x - a) + \frac{\langle x - a, x - a\rangle}{\|x - a\|^2}\epsilon_a(x - a),
\]
and use that $\langle x - a, x - a\rangle = (x - a)^t(x - a) = \|x - a\|^2$. (The inner product of a vector with itself is the vector's norm squared.)
 
  • #3
Re: Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

Krylov said:
Clearly this is true for $x = a$, so we may assume $x \neq a$ and use the line preceding this statement in the proof.

Note that in that statement, $\phi_a(x)$ is in $L(\mathbb{R}^n,\mathbb{R}^p)$. Act with this on $y = x - a \in \mathbb{R}^n$ according to the right-hand side of the formula to obtain
\[
\phi_a(x)(x - a) = Df(a)(x - a) + \frac{\langle x - a, x - a\rangle}{\|x - a\|^2}\epsilon_a(x - a),
\]
and use that $\langle x - a, x - a\rangle = (x - a)^t(x - a) = \|x - a\|^2$. (The inner product of a vector with itself is the vector's norm squared.)

Thanks Krylov,

... followed your advice and obtained the result ...

Thanks again ...

Peter
 
  • #4
Re: Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

Krylov said:
Clearly this is true for $x = a$, so we may assume $x \neq a$ and use the line preceding this statement in the proof.

Note that in that statement, $\phi_a(x)$ is in $L(\mathbb{R}^n,\mathbb{R}^p)$. Act with this on $y = x - a \in \mathbb{R}^n$ according to the right-hand side of the formula to obtain
\[
\phi_a(x)(x - a) = Df(a)(x - a) + \frac{\langle x - a, x - a\rangle}{\|x - a\|^2}\epsilon_a(x - a),
\]
and use that $\langle x - a, x - a\rangle = (x - a)^t(x - a) = \|x - a\|^2$. (The inner product of a vector with itself is the vector's norm squared.)
Thanks again Krylov ...

BUT ... just a comment on D&K's proof ...

I have to say that D&K's proof of Hadamard's Lemma though valid, is not very intuitive, starting as it does with a fairly complicated definition of \phi_a(x) ... ...

Do you have any comments ... ?Peter
 
  • #5
Re: Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

Peter said:
Thanks again Krylov ...

BUT ... just a comment on D&K's proof ...

I have to say that D&K's proof of Hadamard's Lemma though valid, is not very intuitive, starting as it does with a fairly complicated definition of \phi_a(x) ... ...

Do you have any comments ... ?Peter

Hi Peter,

In the proof of "Hadamard" they refer to (2.9) which occurs in the proof of Prop. 2.2.1. I think that is indeed how the definition of $\phi_a$ in "Hadamard" gets motivated: Go back to Prop. 2.2.1 (which applies to the case $n = p = 1$) and notice how there $\phi_a$ is really obtained by "solving"
\[
f(x) = f(a) + \phi_a(x)(x - a) \qquad (*)
\]
for $\phi_a(x)$ to obtain the difference quotient (when $x \neq a$) or the derivative $f'(a)$ itself (when $x = a$). Then, returning to the general case of "Hadamard", the choice for $\phi_a$ in the proof is a quite natural generalization of the choice made in the proof of Prop. 2.2.1. (And, indeed, we know now that it does satisfy (*) because of the answer in post #2 to your original question in post #1.)

P.S. Sorry it took a few days.
 
  • #6
Re: Differentialbility & Continuity of Multivariable Vector-Valued Functions ... D&K Lemma 2.2.7 ...

Krylov said:
Hi Peter,

In the proof of "Hadamard" they refer to (2.9) which occurs in the proof of Prop. 2.2.1. I think that is indeed how the definition of $\phi_a$ in "Hadamard" gets motivated: Go back to Prop. 2.2.1 (which applies to the case $n = p = 1$) and notice how there $\phi_a$ is really obtained by "solving"
\[
f(x) = f(a) + \phi_a(x)(x - a) \qquad (*)
\]
for $\phi_a(x)$ to obtain the difference quotient (when $x \neq a$) or the derivative $f'(a)$ itself (when $x = a$). Then, returning to the general case of "Hadamard", the choice for $\phi_a$ in the proof is a quite natural generalization of the choice made in the proof of Prop. 2.2.1. (And, indeed, we know now that it does satisfy (*) because of the answer in post #2 to your original question in post #1.)

P.S. Sorry it took a few days.
Thanks for the help, Krylov ... much appreciated!

... just now reflecting on what you have written ...

Peter
 

FAQ: Differentialbility & Continuity of Multivariable Vector-Valued Functions .... D&K Lemma 2.2.7 ....

What is differentialbility?

Differentialbility is a mathematical concept that describes the ability of a function to have a well-defined derivative at a particular point. In other words, it is the measure of how smooth a function is at a given point.

What does continuity of a function mean?

A function is said to be continuous if there are no sudden jumps or breaks in its graph. This means that the function is defined at every point in its domain and the limit of the function exists at every point.

What is a multivariable vector-valued function?

A multivariable vector-valued function is a function that takes multiple input variables and outputs a vector as its result. It can be represented as a vector of functions, where each component of the vector represents a different variable.

What is D&K Lemma 2.2.7?

D&K Lemma 2.2.7 is a mathematical theorem that states that if a multivariable vector-valued function is differentiable at a point, then it is also continuous at that point. This lemma is useful in proving the differentiability and continuity of these types of functions.

How can D&K Lemma 2.2.7 be applied in real-world situations?

D&K Lemma 2.2.7 can be applied in various fields such as physics, engineering, and economics, where multivariable vector-valued functions are commonly used to model real-world phenomena. By proving the differentiability and continuity of these functions, it allows for accurate predictions and analysis of these phenomena.

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