Applied Mathematical Sciences, Vol. 3, 2009, no.

19, 941 - 947

A Note on the Derivation of Fr echet and G ateaux

Oswaldo Gonz alez-Gaxiola1 Departamento de Matem aticas Aplicadas y Sistemas Universidad Aut onoma Metropolitana-Cuajimalpa Articios 40, Col. Miguel Hidalgo, Delegaci on Alvaro Obreg on M exico, D. F., C.P. 01120. M exico
Abstract The purpose of this note is in addition to establishing Fr echet derivatives and G ateuax, considering the basic dierent implications between them. Also be considered a counterexample of a Lipschitzian real-valued function G ateaux dierentiable but not Fr echet dierentiable.

Mathematics Subject Classication: Primary 28A10; Secondary 26A16 Keywords: Fr echet dierentiability, G ateaux dierentiability, Lipschitzian functions, Banach space.

Introduction

In dierential analysis, the Fr echet derivative is dened on Banach spaces and the G ateaux derivative is a generalization of the directional derivative studied extensively in several variables. In general, we know that a function dened between normed spaces dierentiable in the sense of Fr echet then it is G ateaux
1

ogonzalez@correo.cua.uam.mx

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O. Gonz alez-Gaxiola

dierentiable, the reciprocal is not true in general as seen in some examples shown in [2], [3]. In this note we will study a Lipschitzian real-valued function G ateaux dierentiable but not Fr echet dierentiable.

The Fr echet and G ateaux dierential

Throughout this work, E and F will denote Banach spaces over the real or complex eld. In contexts in which two o more spaces appear (for example, in expressions like L(E, F)) they will be understood to be over the same eld, although occasional use will be made of the elementary fact that a linear space over the complex eld can be considered as a linear space over the real eld. A function f from a set A E into F is said to be Fr echet dierentiable at a if a is an interior point of A and there exists L L(E, F) such that

f (x) f (a) L(x a) = 0. xa ||x a|| lim This limit relation is, of course, equivalent to the statement that f (x) = f (a) + L(x a) + o(||x a||) as x a.

(1)

(2)

We observe that the linear term on the right side of (2) is of larger order than the last term except when L = 0, for if L(x a)/||x a|| 0, then for any non-zero x E L(x) = ||x|| so that L = 0. The statement that f is Fr echet dierentiable at a therefore means that it is possible to approximate to f (x) in the neighborhood of a by an expression of the form f (a) + L(x a), with L L(E, F), to the degree of approximation prescribed by (2). L(tx + a a) L(tx) = ||x|| 0, ||tx|| ||tx + a a|| as t 0+ ,

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If f is Fr echet dierentiable at a, then the (unique) function L L(E, F) determined by (1) or (2) is called the Fr echet dierential of f at a and we denote it by df (a). If A is an open set in E, a function f which is Fr echet dierentiable at each point of A, it said to be Fr echet dierentiable on A. We say also that f is C 1 (A) if df is continuous on A.

We note that it is often more convenient to write the limit realtion (1) as f (a + h) f (a) L(h) = 0, h0 ||h|| lim and similarly for (2). Denition 2.1. A function f from an open set A E into F is said G ateaux dierentiable at a A if for all v E if there is the limit lim which denote by f (a, v ). Proposition 2.2. Let E and F be normed spaces; A E is an open set and a A, f : A F Fr echet dierentiable at a, then for all v E, df (a)(v ) = lim i.e. f is G ateaux dierentiable at a. Proof Suppose v E, v = 0, as a A is an interior point exist > 0 such that if t R with ||tv || = |t|||v || < then a + tv A and we obtain f (a + tv ) = f (a) + df (a)(tv ) + r (tv ), Now, for t = 0, we obtain f (a + tv ) f (a) r (tv ) = df (a)(v ). t t where lim
t0

(3)

f (a + tv ) f (a) , t0 t

f (a + tv ) f (a) . t0 t

r (tv ) = 0. ||tv ||

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O. Gonz alez-Gaxiola

The right side of equality exists independently of t and therefore lim

t0

f (a + tv ) f (a) r (tv ) t t

= df (a)(v ),

nally as lim r (tv ) r (tv ) r (tv ) = ||v || lim = ||v || lim = 0. t0 t0 t||v || t0 ||tv || t

Then the proposition is proven. The reciprocal of the proposition is not necessarily true as we see in [2]. We will now have another counterexample that the reciprocal is false in general (even when the function is Lipschitz).

A function G ateaux dierentiable but not Fr echet dierentiable

We consider two functions: f : L ([0, ]) R dened by f (x) = and g : L2 ([0, ]) R dened by g (x) =
1

sin x(t)dt,
0

(4)

sin x(t)dt.
0

(5)

Clearly, g is the restriction of f to L2 ([0, ]) L1 ([0, ]). In order to consider the dierentiability of f and g , let x, v L1 ([0, ]), v = 0, h > 0. Then2 lim 1 t0 h
0

[sin(x(t) + hv (t)) sin x(t)]dt =

v (t) cos x(t)dt.

0

Hence, the G ateaux derivative of the function f at x is cos x. The function g , ateaux dierentiable and the which is the restriction of f to L2 ([0, ]), is also G G ateaux derivative g (x, ) = cos x is a continuous function from L2 ([0, ]) in itself in the norm topologies. Therefore, g is Fr echet dierentiable everywhere;
2 (t) ((sin hv2 )/( h 2 )) cos(x(t) + hv (t) 2 )

is dominated by v L1 ([0, ])

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945

see [1]. Actually, in our case, g is uniformly Fr echet dierentiable. Now to prove that f is not Fr echet dierentiable and we will follow Sovas proof of [6]; but with the dierence that the proof will be done in L1 ([0, ]) and not in L2 ([0, ]). We consider any point x L1 ([0, ]) and we will be proof for that x exists v L1 ([0, ]) such that the Lebesgue measure of the set {t R : 0 t and sin(x(t) + v (t)) sin x(t) sin v (t) cos x(t) = 0} is positive. If not, let r Q (The set of rational numbers) and dene vr by r, if t [0, ] vr (t) = 0, if t R \ [0, ]. Then vr L1 ([0, ]) and the set Mr = {t [0, ] : sin(x(t) + r ) sin x(t) = r cos x(t)} has Lebesgue measure zero. Hence, the set M = r Mr also has measure zero. Thus, for all rational numbers r and for all t / M , we have sin(x(t) + r ) sin x(t) = r cos x(t). This is a contradiction since the function r cos x(t) is linear of r , but the function sin(x(t) + r ) sin x(t) in not linear. Now, we choose v+ L1 ([0, ]) such that ({t [0, ] : sin(x(t) + v+ (t)) sin x(t) v+ (t) cos x(t) = 0}) > 0, where denotes Lebesgue measure. Then we can nd > 0 such that the set K = {t [0, ] : sin(x(t) + v+ (t)) sin x(t) v+ cos x(t) > } has (K ) > 0. Moreover, there exists a > 0 and a measurable subset K,0 of K such that (K,0 ) > 0 and |v+ (t)| < for t K,0 . Choose a decreasing sequence {Kn } n=1 of measurable subsets of K,0 of K such that (Kn ) > 0

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O. Gonz alez-Gaxiola

for all n N and n=1 Kn = , and dene a sequence {n }n=1 of functions in

L1 ([0, ]) by v (t), if t K + n n (t) = 0, if t / Kn . We can easily check that ||n ||1 0 as n , but |
[sin(x(t) 0

+ n (t)) sin x(t) n (t) cos x(t)]dt| (Kn ) = > 0. ||n ||1 (Kn )

This shows that f is not Fr echet dierentiable at x L1 ([0, ]). We can easily see that f is a Lipschitzian real-valued function G ateaux dierentiable but not Fr echet dierentiable, see [2], [4]. ACKNOWLEDGEMENTS. I am grateful to the departments of mathematics of the Universidad Aut onoma Metropolitana-Cuajimalpa and Iztapalapa for the valuable help to write this paper.

References
[1] J. P. Aubin, I. Ekeland Applied nonlinear analysis, Wiley , New York (1984). [2] D. Behmardi , E. D. Nayeri, Introduction of Fr echet and G ateaux Derivative, Applied. Math. Sciences. Vol. 2, No. 20 (2008), 975-980. [3] J. F. Caicedo, C alculo Avanzado ( in spanish), Univ. Nal. de Colombia, Bogot a, 2005. [4] R. Deville, P H ajek On the range of the derivative of G ateaux-smooth functions on separable Banach spaces, Israel Journal of Mathemmatics. 145, (2005), 257-269.

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[5] T. M. Flett, Dierential Analysis, Cambridge Univ. Press, Cambridge, (1980). [6] M. Sova, Conditions for dierentiability in linear topological spaces, Czechoslovak. Math. J. 16, (1966), 339-362. Received: June, 2009