Math 2.0

statement proposition

Uniqueness of the derivative

Statement

Let VV and WW be normed vector spaces over R\mathbb{R}, let U⊆VU \subseteq V be open, let f ⁣:U→Wf \colon U \to W, and let x∈Ux \in U. If the bounded linear maps AA and BB from VV to WW are both Fréchet derivatives of ff at xx, then A=BA = B.

Remarks

The proof uses that UU is open. For a unit vector vv and small t>0t > 0, the point x+tvx + t v lies in UU, and ∥tAv−tBv∥=o(t)\|t A v - t B v\| = o(t). Divide by tt and let t→0t \to 0 to get Av=BvA v = B v. So it is correct to speak of the derivative Df(x)Df(x). On a set that is not open, for example a single point, a derivative within the set need not be unique.

Explanations

L1 human

Two different linear maps differ by a definite amount in some direction, at the scale of the step. If both were good approximations, their difference would be tiny compared with the step in every direction. This forces the difference to be 00.

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Sources

  1. Web https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative, Definition