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Physlib.Mathematics.FDerivCurry

24 declarations

theorem

The Total Derivative of an Uncurried Function is the Sum of its Partial Derivatives

#fderiv_uncurry

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:XYZf: X \to Y \to Z be a curried function and F:X×YZF: X \times Y \to Z be its uncurried version, defined by F(x,y)=f(x)(y)F(x, y) = f(x)(y). If FF is differentiable at (x,y)(x, y), then for any vector (dx,dy)X×Y(dx, dy) \in X \times Y, the Fréchet derivative DF(x,y)DF(x, y) applied to (dx,dy)(dx, dy) is given by the sum of the partial derivatives: DF(x,y)(dx,dy)=D(xf(x,y))(x)(dx)+D(yf(x,y))(y)(dy)DF(x, y)(dx, dy) = D(x' \mapsto f(x', y))(x)(dx) + D(y' \mapsto f(x, y'))(y)(dy) where D(xf(x,y))(x)D(x' \mapsto f(x', y))(x) denotes the derivative of ff with respect to the first argument at xx, and D(yf(x,y))(y)D(y' \mapsto f(x, y'))(y) denotes the derivative of ff with respect to the second argument at yy.

theorem

The partial derivative of f(x,y)f(x, y) with respect to xx equals Df(x,y)(dx,0)Df(x, y)(dx, 0)

#fderiv_curry_fst

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:X×YZf: X \times Y \to Z be a function that is differentiable at (x,y)X×Y(x, y) \in X \times Y. Then for any vector dxXdx \in X, the Fréchet derivative of the function xf(x,y)x' \mapsto f(x', y) at xx applied to dxdx is equal to the Fréchet derivative of ff at (x,y)(x, y) applied to the vector (dx,0)(dx, 0): D(xf(x,y))(x)(dx)=Df(x,y)(dx,0)D(x' \mapsto f(x', y))(x)(dx) = Df(x, y)(dx, 0)

theorem

The Fréchet Derivative of the Second Partial Map is the Total Derivative at (0,dy)(0, dy)

#fderiv_curry_snd

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:X×YZf: X \times Y \to Z be a function. If ff is differentiable at (x,y)X×Y(x, y) \in X \times Y, then for any vector dyYdy \in Y, the Fréchet derivative of the partial map yf(x,y)y' \mapsto f(x, y') evaluated at yy and applied to dydy is equal to the total Fréchet derivative of ff at (x,y)(x, y) applied to the vector (0,dy)(0, dy): D(yf(x,y))(y)(dy)=Df(x,y)(0,dy)D(y' \mapsto f(x, y'))(y)(dy) = Df(x, y)(0, dy)

theorem

DF=(Dxfπ1)+(Dyfπ2)DF = (D_x f \circ \pi_1) + (D_y f \circ \pi_2) for uncurried functions

#fderiv_uncurry_clm_comp

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:XYZf: X \to Y \to Z be a function and let F:X×YZF: X \times Y \to Z be its uncurried version, defined by F(x,y)=f(x)(y)F(x, y) = f(x)(y). If FF is differentiable, then its Fréchet derivative DFDF is given by the map: DF=(x,y)D(xf(x,y))(x)π1+D(yf(x,y))(y)π2DF = (x, y) \mapsto D(x' \mapsto f(x', y))(x) \circ \pi_1 + D(y' \mapsto f(x, y'))(y) \circ \pi_2 where π1:X×YX\pi_1: X \times Y \to X and π2:X×YY\pi_2: X \times Y \to Y are the canonical projections from the product space, and D(xf(x,y))(x)D(x' \mapsto f(x', y))(x) and D(yf(x,y))(y)D(y' \mapsto f(x, y'))(y) denote the partial derivatives with respect to the first and second arguments, respectively.

theorem

The Total Derivative on a Product Space is the Sum of Partial Derivatives Composed with Projections

#fderiv_wrt_prod

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:X×YZf: X \times Y \to Z be a function that is differentiable at a point (x,y)X×Y(x, y) \in X \times Y. Then the Fréchet derivative of ff at (x,y)(x, y), denoted by Df(x,y)Df(x, y), is equal to the sum of its partial derivatives composed with the coordinate projections: Df(x,y)=D(xf(x,y))(x)π1+D(yf(x,y))(y)π2Df(x, y) = D(x' \mapsto f(x', y))(x) \circ \pi_1 + D(y' \mapsto f(x, y'))(y) \circ \pi_2 where π1:X×YX\pi_1: X \times Y \to X and π2:X×YY\pi_2: X \times Y \to Y are the canonical continuous linear projections onto the first and second factors, respectively.

theorem

Df=(Dxfπ1)+(Dyfπ2)Df = (D_x f \circ \pi_1) + (D_y f \circ \pi_2) for functions on product spaces

#fderiv_wrt_prod_clm_comp

Let k\mathbf{k} be a nontrivially normed field, and let X,Y,ZX, Y, Z be normed spaces over k\mathbf{k}. Let f:X×YZf: X \times Y \to Z be a differentiable function. The Fréchet derivative of ff, denoted by DfDf, is given by the map: Df(x,y)=D(xf(x,y))(x)π1+D(yf(x,y))(y)π2Df(x, y) = D(x' \mapsto f(x', y))(x) \circ \pi_1 + D(y' \mapsto f(x, y'))(y) \circ \pi_2 where π1:X×YX\pi_1: X \times Y \to X and π2:X×YY\pi_2: X \times Y \to Y are the canonical continuous linear projections onto the first and second factors, respectively. Here D(xf(x,y))(x)D(x' \mapsto f(x', y))(x) and D(yf(x,y))(y)D(y' \mapsto f(x, y'))(y) represent the partial derivatives with respect to the first and second variables at the point (x,y)(x, y).

theorem

Df(x)(dx)(y)=D(xf(x)y)(x)(dx)Df(x)(dx)(y) = D(x \mapsto f(x)y)(x)(dx)

#fderiv_curry_clm_apply

Let XX, YY, and ZZ be normed spaces over a field k\mathbb{k}. Let f:XLk(Y,Z)f: X \to \mathcal{L}_{\mathbb{k}}(Y, Z) be a function that is differentiable at xXx \in X, where Lk(Y,Z)\mathcal{L}_{\mathbb{k}}(Y, Z) denotes the space of continuous linear maps from YY to ZZ. For any yYy \in Y and any vector dxXdx \in X, the Fréchet derivative of ff at xx applied to dxdx and then evaluated at yy is equal to the Fréchet derivative of the map xf(x)yx \mapsto f(x)y at xx applied to dxdx: Df(x)(dx)(y)=D(xf(x)y)(x)(dx) Df(x)(dx)(y) = D(x \mapsto f(x)y)(x)(dx)

theorem

Chain Rule for the Derivative of an Uncurried Function in the First Variable

#fderiv_uncurry_comp_fst

Let X,Y,ZX, Y, Z be normed spaces over a field k\mathbb{k}, and let f:XYZf: X \to Y \to Z be a function. Let f^:X×YZ\hat{f} : X \times Y \to Z denote the uncurried version of ff (where f^(x,y)=f(x)(y)\hat{f}(x, y) = f(x)(y)). If f^\hat{f} is differentiable, then for any fixed yYy \in Y, the Fréchet derivative of the partial function xf^(x,y)x \mapsto \hat{f}(x, y) is equal to the composition of the Fréchet derivative of f^\hat{f} and the Fréchet derivative of the inclusion map x(x,y)x \mapsto (x, y). That is: D(xf^(x,y))=xDf^(x,y)D(x(x,y)) D(x \mapsto \hat{f}(x, y)) = x \mapsto D\hat{f}(x, y) \circ D(x \mapsto (x, y)) where DD denotes the Fréchet derivative `fderiv 𝕜`.

theorem

Chain Rule for the Derivative of an Uncurried Function in the Second Variable

#fderiv_uncurry_comp_snd

Let X,Y,X, Y, and ZZ be normed spaces over a field k\mathbb{k}, and let f:XYZf: X \to Y \to Z be a function. Let f^:X×YZ\hat{f} : X \times Y \to Z denote the uncurried version of ff (where f^(x,y)=f(x)(y)\hat{f}(x, y) = f(x)(y)). If f^\hat{f} is differentiable, then for any fixed xXx \in X, the Fréchet derivative of the partial function yf^(x,y)y \mapsto \hat{f}(x, y) is equal to the composition of the Fréchet derivative of f^\hat{f} and the Fréchet derivative of the inclusion map y(x,y)y \mapsto (x, y). That is: D(yf^(x,y))=yDf^(x,y)D(y(x,y)) D(y \mapsto \hat{f}(x, y)) = y \mapsto D\hat{f}(x, y) \circ D(y \mapsto (x, y)) where DD denotes the Fréchet derivative `fderiv 𝕜`.

theorem

Value of the Partial Fréchet Derivative in the First Variable

#fderiv_curry_comp_fst

Let X,Y,ZX, Y, Z be normed spaces over a field k\mathbb{k} and f:XYZf: X \to Y \to Z be a function. Let f^:X×YZ\hat{f}: X \times Y \to Z denote the uncurried version of ff, defined by f^(x,y)=f(x)(y)\hat{f}(x, y) = f(x)(y). If f^\hat{f} is differentiable, then for any x,dxXx, dx \in X and yYy \in Y, the value of the Fréchet derivative of the partial map xf(x,y)x' \mapsto f(x', y) at the point xx applied to the vector dxdx is given by: (D(xf(x,y))(x))(dx)=(Df^(x,y))((D(x(x,y))(x))(dx)) (D(x' \mapsto f(x', y))(x))(dx) = (D\hat{f}(x, y)) ((D(x' \mapsto (x', y))(x))(dx)) where DD denotes the Fréchet derivative `fderiv 𝕜`.

theorem

The Fréchet derivative of yf(x,y)y \mapsto f(x, y) equals the derivative of the uncurried function composed with the derivative of y(x,y)y \mapsto (x, y)

#fderiv_curry_comp_snd

Let k\mathbb{k} be a normed field and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. Let f:XYZf: X \to Y \to Z be a function such that its uncurried form f~:X×YZ\tilde{f}: X \times Y \to Z (defined by (x,y)f(x)(y)(x, y) \mapsto f(x)(y)) is differentiable. For any fixed xXx \in X and points y,dyYy, dy \in Y, the Fréchet derivative of the partial map yf(x)(y)y' \mapsto f(x)(y') at yy applied to the increment dydy is given by: (D(yf(x,y))y)(dy)=Df~(x,y)((D(y(x,y))y)(dy)) \left( D(y' \mapsto f(x, y')) \big|_y \right) (dy) = D\tilde{f}(x, y) \left( \left( D(y' \mapsto (x, y')) \big|_y \right) (dy) \right) where DD denotes the Fréchet derivative.

theorem

The Fréchet derivative of y(x,y)y' \mapsto (x, y') is inr\text{inr}

#fderiv_inr_fst_clm

For any xXx \in X and yYy \in Y, the Fréchet derivative of the map y(x,y)y' \mapsto (x, y') at the point yy is the canonical continuous linear injection of the second factor into the product, inr:YX×Y\text{inr} : Y \to X \times Y, which is defined by dy(0,dy)dy \mapsto (0, dy).

theorem

The Fréchet derivative of x(x,y)x \mapsto (x, y) is inl\text{inl}

#fderiv_inl_snd_clm

Let k\mathbb{k} be a normed field and X,YX, Y be normed spaces over k\mathbb{k}. For any fixed yYy \in Y, the Fréchet derivative of the map x(x,y)x \mapsto (x, y) at any point xXx \in X is equal to the canonical continuous linear inclusion inl:XX×Y\text{inl} : X \to X \times Y, which is defined by v(v,0)v \mapsto (v, 0).

theorem

Differentiability of (x,y)f(x,y)    (x, y) \mapsto f(x, y) \implies differentiability of xf(x,y)x \mapsto f(x, y) at xx

#function_differentiableAt_fst

Let k\mathbb{k} be a normed field and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. If a function f:XYZf: X \to Y \to Z is such that its uncurried version (x,y)f(x,y)(x, y) \mapsto f(x, y) is differentiable, then for any fixed yYy \in Y and any point xXx \in X, the partial map xf(x,y)x' \mapsto f(x', y) is differentiable at xx.

theorem

Differentiability of an uncurried function implies differentiability in its second argument

#function_differentiableAt_snd

Let k\mathbb{k} be a normed field and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. Let f:X(YZ)f : X \to (Y \to Z) be a function. If the uncurried function (x,y)f(x,y)(x, y) \mapsto f(x, y) is differentiable on X×YX \times Y, then for any fixed xXx \in X, the map yf(x,y)y' \mapsto f(x, y') is differentiable at the point yYy \in Y.

theorem

The partial derivative of a C2C^2 function with respect to its first argument is differentiable.

#fderiv_uncurry_differentiable_fst

Let k\mathbb{k} be a scalar field, and let X,YX, Y, and ZZ be normed spaces over k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function (represented in the formal statement as the uncurrying of f:XYZf: X \to Y \to Z). If ff is C2C^2 (twice continuously differentiable), then for any fixed yYy \in Y, the Fréchet derivative of the partial map xf(x,y)x \mapsto f(x, y) is differentiable.

theorem

If ff is C2C^2, then yD2f(x,y)y \mapsto D_2 f(x, y) is differentiable

#fderiv_uncurry_differentiable_snd

Let f:XYZf: X \to Y \to Z be a function between normed vector spaces over a field k\mathbb{k}. If the uncurried function (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously differentiable (C2C^2), then for any fixed xXx \in X, the map yDyf(x,y)y \mapsto D_y f(x, y), which assigns to each yy the Fréchet derivative of the partial function yf(x,y)y' \mapsto f(x, y'), is differentiable.

theorem

The partial derivative yD1f(x,y)y \mapsto D_1 f(x, y) of a C2C^2 function is differentiable

#fderiv_uncurry_differentiable_fst_comp_snd

Let k\mathbb{k} be a normed field, and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function whose uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously Fréchet differentiable (C2C^2). For any fixed xXx \in X, the mapping yD1f(x,y)y \mapsto D_1 f(x, y) is differentiable, where D1f(x,y)D_1 f(x, y) denotes the Fréchet derivative of the partial map xf(x,y)x' \mapsto f(x', y) evaluated at xx.

theorem

fC2    yD1f(x,y)(δx)f \in C^2 \implies y \mapsto D_1 f(x, y)(\delta x) is differentiable

#fderiv_uncurry_differentiable_fst_comp_snd_apply

Let k\mathbb{k} be a normed field, and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function such that its uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously Fréchet differentiable (C2C^2). For any fixed xXx \in X and direction vector δxX\delta x \in X, the mapping y(D1f(x,y))(δx)y \mapsto (D_1 f(x, y))(\delta x) is differentiable with respect to yy, where D1f(x,y)D_1 f(x, y) denotes the Fréchet derivative of the partial map xf(x,y)x' \mapsto f(x', y) evaluated at xx.

theorem

fC2f \in C^2 implies xDyf(x,y)x \mapsto D_y f(x, y) is differentiable

#fderiv_uncurry_differentiable_snd_comp_fst

Let X,YX, Y, and ZZ be normed spaces over a field k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function such that its uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously differentiable (C2C^2). For any fixed yYy \in Y, the function that maps xx to the Fréchet derivative of the partial map yf(x,y)y' \mapsto f(x, y') evaluated at yy is differentiable with respect to xx.

theorem

fC2f \in C^2 implies xDyf(x,y)(δy)x \mapsto D_y f(x, y)(\delta y) is differentiable

#fderiv_uncurry_differentiable_snd_comp_fst_apply

Let X,YX, Y, and ZZ be normed spaces over a field k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function such that its uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously differentiable (C2C^2). For any fixed yYy \in Y and δyY\delta y \in Y, the function that maps xx to the Fréchet derivative of the partial map yf(x,y)y' \mapsto f(x, y') evaluated at yy and then applied to the vector δy\delta y is differentiable with respect to xx.

theorem

fC2    yD1f(x,y)(dx)f \in C^2 \implies y \mapsto D_1 f(x, y)(dx) is differentiable at yy

#fderiv_curry_differentiableAt_fst_comp_snd

Let k\mathbb{k} be a normed field, and X,Y,ZX, Y, Z be normed spaces over k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function such that its uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously Fréchet differentiable (C2C^2). For any fixed xXx \in X and direction vector dxXdx \in X, the mapping y(D1f(x,y))(dx)y' \mapsto (D_1 f(x, y'))(dx) is differentiable at yYy \in Y, where D1f(x,y)D_1 f(x, y') denotes the Fréchet derivative of the partial map xf(x,y)x' \mapsto f(x', y') evaluated at xx.

theorem

fC2f \in C^2 implies xDyf(x,y)(δy)x \mapsto D_y f(x, y)(\delta y) is differentiable at xx

#fderiv_curry_differentiableAt_snd_comp_fst

Let X,YX, Y, and ZZ be normed spaces over a field k\mathbb{k}. Let f:X×YZf: X \times Y \to Z be a function such that its uncurried form (x,y)f(x,y)(x, y) \mapsto f(x, y) is twice continuously differentiable (C2C^2). For any fixed yYy \in Y and vector δyY\delta y \in Y, the function that maps xx' to the Fréchet derivative of the partial map yf(x,y)y' \mapsto f(x', y') evaluated at yy and applied to the vector δy\delta y is differentiable at xx.

theorem

Symmetry of mixed partial Fréchet derivatives for C2C^2 functions

#fderiv_swap

Let k\mathbb{k} be a normed field that is either the real numbers R\mathbb{R} or the complex numbers C\mathbb{C}. Let X,Y,X, Y, and ZZ be normed spaces over k\mathbb{k}. Suppose f:X×YZf: X \times Y \to Z is a twice continuously Fréchet differentiable (C2C^2) function. For any points xX,yYx \in X, y \in Y and vectors dxX,dyYdx \in X, dy \in Y, the mixed partial derivatives commute: D1(xD2f(x,y)(dy))(x)(dx)=D2(yD1f(x,y)(dx))(y)(dy) D_1 (x' \mapsto D_2 f(x', y)(dy))(x)(dx) = D_2 (y' \mapsto D_1 f(x, y')(dx))(y)(dy) where D1D_1 denotes the partial Fréchet derivative with respect to the first variable and D2D_2 denotes the partial Fréchet derivative with respect to the second variable.