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Differentiable vector-valued functions from Euclidean space

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Differentiable function in functional analysis
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(January 2025)

In the mathematical discipline offunctional analysis, adifferentiable vector-valued function from Euclidean space is adifferentiable function valued in atopological vector space (TVS) whosedomains is a subset of somefinite-dimensionalEuclidean space. It is possible to generalize the notion ofderivative to functions whose domain and codomain are subsets of arbitrarytopological vector spaces (TVSs) in multiple ways. But when the domain of a TVS-valued function is a subset of a finite-dimensionalEuclidean space then many of these notions becomelogically equivalent resulting in a much more limited number of generalizations of the derivative and additionally, differentiability is also morewell-behaved compared to the general case. This article presents the theory ofk{\displaystyle k}-times continuously differentiable functions on an open subsetΩ{\displaystyle \Omega } of Euclidean spaceRn{\displaystyle \mathbb {R} ^{n}} (1n<{\displaystyle 1\leq n<\infty }), which is an important special case ofdifferentiation between arbitrary TVSs. This importance stems partially from the fact that every finite-dimensional vector subspace of a Hausdorff topological vector space isTVS isomorphic to Euclidean spaceRn{\displaystyle \mathbb {R} ^{n}} so that, for example, this special case can be applied to any function whose domain is an arbitrary Hausdorff TVS byrestricting it to finite-dimensional vector subspaces.

All vector spaces will be assumed to be over the fieldF,{\displaystyle \mathbb {F} ,} whereF{\displaystyle \mathbb {F} } is either thereal numbersR{\displaystyle \mathbb {R} } or thecomplex numbersC.{\displaystyle \mathbb {C} .}

Continuously differentiable vector-valued functions

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A mapf,{\displaystyle f,} which may also be denoted byf(0),{\displaystyle f^{(0)},} between twotopological spaces is said to be0{\displaystyle 0}-times continuously differentiable orC0{\displaystyle C^{0}} if it is continuous. Atopological embedding may also be called aC0{\displaystyle C^{0}}-embedding.

Curves

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Differentiable curves are an important special case of differentiable vector-valued (i.e. TVS-valued) functions which, in particular, are used in the definition of theGateaux derivative. They are fundamental to the analysis of maps between two arbitrarytopological vector spacesXY{\displaystyle X\to Y} and so also to the analysis of TVS-valued maps fromEuclidean spaces, which is the focus of this article.

A continuous mapf:IX{\displaystyle f:I\to X} from a subsetIR{\displaystyle I\subseteq \mathbb {R} } that is valued in atopological vector spaceX{\displaystyle X} is said to be (once or1{\displaystyle 1}-time)differentiable if for alltI,{\displaystyle t\in I,} it isdifferentiable att,{\displaystyle t,} which by definition means the followinglimit inX{\displaystyle X} exists:f(t):=f(1)(t):=limtrIrtf(r)f(t)rt=limtt+hIh0f(t+h)f(t)h{\displaystyle f^{\prime }(t):=f^{(1)}(t):=\lim _{\stackrel {r\to t}{t\neq r\in I}}{\frac {f(r)-f(t)}{r-t}}=\lim _{\stackrel {h\to 0}{t\neq t+h\in I}}{\frac {f(t+h)-f(t)}{h}}} where in order for this limit to even be well-defined,t{\displaystyle t} must be anaccumulation point ofI.{\displaystyle I.} Iff:IX{\displaystyle f:I\to X} is differentiable then it is said to becontinuously differentiable orC1{\displaystyle C^{1}} if itsderivative, which is the induced mapf=f(1):IX,{\displaystyle f^{\prime }=f^{(1)}:I\to X,} is continuous. Using induction on1<kN,{\displaystyle 1<k\in \mathbb {N} ,} the mapf:IX{\displaystyle f:I\to X} isk{\displaystyle k}-times continuously differentiable orCk{\displaystyle C^{k}} if itsk1th{\displaystyle k-1^{\text{th}}} derivativef(k1):IX{\displaystyle f^{(k-1)}:I\to X} is continuously differentiable, in which case thekth{\displaystyle k^{\text{th}}}-derivative off{\displaystyle f} is the mapf(k):=(f(k1)):IX.{\displaystyle f^{(k)}:=\left(f^{(k-1)}\right)^{\prime }:I\to X.} It is calledsmooth,C,{\displaystyle C^{\infty },} orinfinitely differentiable if it isk{\displaystyle k}-times continuously differentiable for every integerkN.{\displaystyle k\in \mathbb {N} .} ForkN,{\displaystyle k\in \mathbb {N} ,} it is calledk{\displaystyle k}-times differentiable if it isk1{\displaystyle k-1}-times continuous differentiable andf(k1):IX{\displaystyle f^{(k-1)}:I\to X} is differentiable.

A continuous functionf:IX{\displaystyle f:I\to X} from a non-empty and non-degenerate intervalIR{\displaystyle I\subseteq \mathbb {R} } into atopological spaceX{\displaystyle X} is called acurve or aC0{\displaystyle C^{0}} curve inX.{\displaystyle X.} Apath inX{\displaystyle X} is a curve inX{\displaystyle X} whose domain is compact while anarc orC0-arc inX{\displaystyle X} is a path inX{\displaystyle X} that is also atopological embedding. For anyk{1,2,,},{\displaystyle k\in \{1,2,\ldots ,\infty \},} a curvef:IX{\displaystyle f:I\to X} valued in a topological vector spaceX{\displaystyle X} is called aCk{\displaystyle C^{k}}-embedding if it is atopological embedding and aCk{\displaystyle C^{k}} curve such thatf(t)0{\displaystyle f^{\prime }(t)\neq 0} for everytI,{\displaystyle t\in I,} where it is called aCk{\displaystyle C^{k}}-arc if it is also a path (or equivalently, also aC0{\displaystyle C^{0}}-arc) in addition to being aCk{\displaystyle C^{k}}-embedding.

Differentiability on Euclidean space

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The definition given above for curves are now extended from functions valued defined on subsets ofR{\displaystyle \mathbb {R} } to functions defined on open subsets of finite-dimensionalEuclidean spaces.

Throughout, letΩ{\displaystyle \Omega } be an open subset ofRn,{\displaystyle \mathbb {R} ^{n},} wheren1{\displaystyle n\geq 1} is an integer. Supposet=(t1,,tn)Ω{\displaystyle t=\left(t_{1},\ldots ,t_{n}\right)\in \Omega } andf:domainfY{\displaystyle f:\operatorname {domain} f\to Y} is a function such thattdomainf{\displaystyle t\in \operatorname {domain} f} witht{\displaystyle t} an accumulation point ofdomainf.{\displaystyle \operatorname {domain} f.} Thenf{\displaystyle f} isdifferentiable att{\displaystyle t}[1] if there existn{\displaystyle n} vectorse1,,en{\displaystyle e_{1},\ldots ,e_{n}} inY,{\displaystyle Y,} called thepartial derivatives off{\displaystyle f} att{\displaystyle t}, such thatlimtpdomainfptf(p)f(t)i=1n(piti)eipt2=0 in Y{\displaystyle \lim _{\stackrel {p\to t}{t\neq p\in \operatorname {domain} f}}{\frac {f(p)-f(t)-\sum _{i=1}^{n}\left(p_{i}-t_{i}\right)e_{i}}{\|p-t\|_{2}}}=0{\text{ in }}Y}wherep=(p1,,pn).{\displaystyle p=\left(p_{1},\ldots ,p_{n}\right).} Iff{\displaystyle f} is differentiable at a point then it is continuous at that point.[1] Iff{\displaystyle f} is differentiable at every point in some subsetS{\displaystyle S} of its domain thenf{\displaystyle f} is said to be (once or1{\displaystyle 1}-time)differentiable inS{\displaystyle S}, where if the subsetS{\displaystyle S} is not mentioned then this means that it is differentiable at every point in its domain. Iff{\displaystyle f} is differentiable and if each of its partial derivatives is a continuous function thenf{\displaystyle f} is said to be (once or1{\displaystyle 1}-time)continuously differentiable orC1.{\displaystyle C^{1}.}[1] ForkN,{\displaystyle k\in \mathbb {N} ,} having defined what it means for a functionf{\displaystyle f} to beCk{\displaystyle C^{k}} (ork{\displaystyle k} times continuously differentiable), say thatf{\displaystyle f} isk+1{\displaystyle k+1} times continuously differentiable or thatf{\displaystyle f} isCk+1{\displaystyle C^{k+1}} iff{\displaystyle f} is continuously differentiable and each of its partial derivatives isCk.{\displaystyle C^{k}.} Say thatf{\displaystyle f} isC,{\displaystyle C^{\infty },}smooth,C,{\displaystyle C^{\infty },} orinfinitely differentiable iff{\displaystyle f} isCk{\displaystyle C^{k}} for allk=0,1,.{\displaystyle k=0,1,\ldots .} Thesupport of a functionf{\displaystyle f} is theclosure (taken in its domaindomainf{\displaystyle \operatorname {domain} f}) of the set{xdomainf:f(x)0}.{\displaystyle \{x\in \operatorname {domain} f:f(x)\neq 0\}.}

Spaces ofCk vector-valued functions

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See also:Distribution (mathematics)

In this section, thespace of smooth test functions and its canonical LF-topology are generalized to functions valued in generalcomplete Hausdorff locally convextopological vector spaces (TVSs). After this task is completed, it is revealed that the topological vector spaceCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} that was constructed could (up to TVS-isomorphism) have instead been defined simply as the completedinjective tensor productCk(Ω)^ϵY{\displaystyle C^{k}(\Omega ){\widehat {\otimes }}_{\epsilon }Y} of the usualspace of smooth test functionsCk(Ω){\displaystyle C^{k}(\Omega )} withY.{\displaystyle Y.}

Throughout, letY{\displaystyle Y} be a Hausdorfftopological vector space (TVS), letk{0,1,,},{\displaystyle k\in \{0,1,\ldots ,\infty \},} and letΩ{\displaystyle \Omega } be either:

  1. an open subset ofRn,{\displaystyle \mathbb {R} ^{n},} wheren1{\displaystyle n\geq 1} is an integer, or else
  2. alocally compact topological space, in which casek{\displaystyle k} can only be0.{\displaystyle 0.}

Space ofCk functions

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For anyk=0,1,,,{\displaystyle k=0,1,\ldots ,\infty ,} letCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} denote the vector space of allCk{\displaystyle C^{k}}Y{\displaystyle Y}-valued maps defined onΩ{\displaystyle \Omega } and letCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} denote the vector subspace ofCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} consisting of all maps inCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} that have compact support. LetCk(Ω){\displaystyle C^{k}(\Omega )} denoteCk(Ω;F){\displaystyle C^{k}(\Omega ;\mathbb {F} )} andCck(Ω){\displaystyle C_{c}^{k}(\Omega )} denoteCck(Ω;F).{\displaystyle C_{c}^{k}(\Omega ;\mathbb {F} ).} GiveCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} the topology of uniform convergence of the functions together with their derivatives of order<k+1{\displaystyle <k+1} on the compact subsets ofΩ.{\displaystyle \Omega .}[1] SupposeΩ1Ω2{\displaystyle \Omega _{1}\subseteq \Omega _{2}\subseteq \cdots } is a sequence ofrelatively compact open subsets ofΩ{\displaystyle \Omega } whose union isΩ{\displaystyle \Omega } and that satisfyΩi¯Ωi+1{\displaystyle {\overline {\Omega _{i}}}\subseteq \Omega _{i+1}} for alli.{\displaystyle i.}Suppose that(Vα)αA{\displaystyle \left(V_{\alpha }\right)_{\alpha \in A}} is a basis of neighborhoods of the origin inY.{\displaystyle Y.} Then for any integer<k+1,{\displaystyle \ell <k+1,} the sets:Ui,,α:={fCk(Ω;Y):(/p)qf(p)Uα for all pΩi and all qNn,|q|}{\displaystyle {\mathcal {U}}_{i,\ell ,\alpha }:=\left\{f\in C^{k}(\Omega ;Y):\left(\partial /\partial p\right)^{q}f(p)\in U_{\alpha }{\text{ for all }}p\in \Omega _{i}{\text{ and all }}q\in \mathbb {N} ^{n},|q|\leq \ell \right\}}form a basis of neighborhoods of the origin forCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} asi,{\displaystyle i,},{\displaystyle \ell ,} andαA{\displaystyle \alpha \in A} vary in all possible ways. IfΩ{\displaystyle \Omega } is a countable union of compact subsets andY{\displaystyle Y} is aFréchet space, then so isC(Ω;Y).{\displaystyle C^{(}\Omega ;Y).} Note thatUi,l,α{\displaystyle {\mathcal {U}}_{i,l,\alpha }} is convex wheneverUα{\displaystyle U_{\alpha }} is convex. IfY{\displaystyle Y} ismetrizable (resp.complete,locally convex,Hausdorff) then so isCk(Ω;Y).{\displaystyle C^{k}(\Omega ;Y).}[1][2] If(pα)αA{\displaystyle (p_{\alpha })_{\alpha \in A}} is a basis of continuous seminorms forY{\displaystyle Y} then a basis of continuous seminorms onCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} is:μi,l,α(f):=supyΩi(|q|lpα((/p)qf(p))){\displaystyle \mu _{i,l,\alpha }(f):=\sup _{y\in \Omega _{i}}\left(\sum _{|q|\leq l}p_{\alpha }\left(\left(\partial /\partial p\right)^{q}f(p)\right)\right)}asi,{\displaystyle i,},{\displaystyle \ell ,} andαA{\displaystyle \alpha \in A} vary in all possible ways.[1]

Space ofCk functions with support in a compact subset

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The definition of the topology of thespace of test functions is now duplicated and generalized. For any compact subsetKΩ,{\displaystyle K\subseteq \Omega ,} denote the set of allf{\displaystyle f} inCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} whose support lies inK{\displaystyle K} (in particular, iffCk(K;Y){\displaystyle f\in C^{k}(K;Y)} then the domain off{\displaystyle f} isΩ{\displaystyle \Omega } rather thanK{\displaystyle K}) and give it the subspace topology induced byCk(Ω;Y).{\displaystyle C^{k}(\Omega ;Y).}[1] IfK{\displaystyle K} is a compact space andY{\displaystyle Y} is a Banach space, thenC0(K;Y){\displaystyle C^{0}(K;Y)} becomes a Banach space normed byf:=supωΩf(ω).{\displaystyle \|f\|:=\sup _{\omega \in \Omega }\|f(\omega )\|.}[2] LetCk(K){\displaystyle C^{k}(K)} denoteCk(K;F).{\displaystyle C^{k}(K;\mathbb {F} ).} For any two compact subsetsKLΩ,{\displaystyle K\subseteq L\subseteq \Omega ,} the inclusionInKL:Ck(K;Y)Ck(L;Y){\displaystyle \operatorname {In} _{K}^{L}:C^{k}(K;Y)\to C^{k}(L;Y)} is an embedding of TVSs and that the union of allCk(K;Y),{\displaystyle C^{k}(K;Y),} asK{\displaystyle K} varies over the compact subsets ofΩ,{\displaystyle \Omega ,} isCck(Ω;Y).{\displaystyle C_{c}^{k}(\Omega ;Y).}

Space of compactly supportCk functions

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For any compact subsetKΩ,{\displaystyle K\subseteq \Omega ,} letInK:Ck(K;Y)Cck(Ω;Y){\displaystyle \operatorname {In} _{K}:C^{k}(K;Y)\to C_{c}^{k}(\Omega ;Y)} denote the inclusion map and endowCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} with the strongest topology making allInK{\displaystyle \operatorname {In} _{K}} continuous, which is known as thefinal topology induced by these map. The spacesCk(K;Y){\displaystyle C^{k}(K;Y)} and mapsInK1K2{\displaystyle \operatorname {In} _{K_{1}}^{K_{2}}} form adirect system (directed by the compact subsets ofΩ{\displaystyle \Omega }) whose limit in the category of TVSs isCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} together with the injectionsInK.{\displaystyle \operatorname {In} _{K}.}[1] The spacesCk(Ωi¯;Y){\displaystyle C^{k}\left({\overline {\Omega _{i}}};Y\right)} and mapsInΩi¯Ωj¯{\displaystyle \operatorname {In} _{\overline {\Omega _{i}}}^{\overline {\Omega _{j}}}} also form adirect system (directed by the total orderN{\displaystyle \mathbb {N} }) whose limit in the category of TVSs isCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} together with the injectionsInΩi¯.{\displaystyle \operatorname {In} _{\overline {\Omega _{i}}}.}[1] Each embeddingInK{\displaystyle \operatorname {In} _{K}} is an embedding of TVSs. A subsetS{\displaystyle S} ofCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} is a neighborhood of the origin inCck(Ω;Y){\displaystyle C_{c}^{k}(\Omega ;Y)} if and only ifSCk(K;Y){\displaystyle S\cap C^{k}(K;Y)} is a neighborhood of the origin inCk(K;Y){\displaystyle C^{k}(K;Y)} for every compactKΩ.{\displaystyle K\subseteq \Omega .} This direct limit topology (i.e. the final topology) onCc(Ω){\displaystyle C_{c}^{\infty }(\Omega )} is known as thecanonical LF topology.

IfY{\displaystyle Y} is a Hausdorff locally convex space,T{\displaystyle T} is a TVS, andu:Cck(Ω;Y)T{\displaystyle u:C_{c}^{k}(\Omega ;Y)\to T} is a linear map, thenu{\displaystyle u} is continuous if and only if for all compactKΩ,{\displaystyle K\subseteq \Omega ,} the restriction ofu{\displaystyle u} toCk(K;Y){\displaystyle C^{k}(K;Y)} is continuous.[1] The statement remains true if "all compactKΩ{\displaystyle K\subseteq \Omega }" is replaced with "allK:=Ω¯i{\displaystyle K:={\overline {\Omega }}_{i}}".

Properties

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Theorem[1]Letm{\displaystyle m} be a positive integer and letΔ{\displaystyle \Delta } be an open subset ofRm.{\displaystyle \mathbb {R} ^{m}.} GivenϕCk(Ω×Δ),{\displaystyle \phi \in C^{k}(\Omega \times \Delta ),} for anyyΔ{\displaystyle y\in \Delta } letϕy:ΩF{\displaystyle \phi _{y}:\Omega \to \mathbb {F} } be defined byϕy(x)=ϕ(x,y){\displaystyle \phi _{y}(x)=\phi (x,y)} and letIk(ϕ):ΔCk(Ω){\displaystyle I_{k}(\phi ):\Delta \to C^{k}(\Omega )} be defined byIk(ϕ)(y):=ϕy.{\displaystyle I_{k}(\phi )(y):=\phi _{y}.} ThenI:C(Ω×Δ)C(Δ;C(Ω)){\displaystyle I_{\infty }:C^{\infty }(\Omega \times \Delta )\to C^{\infty }(\Delta ;C^{\infty }(\Omega ))} is a surjective isomorphism of TVSs. Furthermore, its restrictionI|Cc(Ω×Δ):Cc(Ω×Δ)Cc(Δ;Cc(Ω)){\displaystyle I_{\infty }{\big \vert }_{C_{c}^{\infty }\left(\Omega \times \Delta \right)}:C_{c}^{\infty }(\Omega \times \Delta )\to C_{c}^{\infty }\left(\Delta ;C_{c}^{\infty }(\Omega )\right)} is an isomorphism of TVSs (whereCc(Ω×Δ){\displaystyle C_{c}^{\infty }\left(\Omega \times \Delta \right)} has its canonical LF topology).

Theorem[1]LetY{\displaystyle Y} be a Hausdorfflocally convextopological vector space and for every continuous linear formyY{\displaystyle y^{\prime }\in Y} and everyfC(Ω;Y),{\displaystyle f\in C^{\infty }(\Omega ;Y),} letJy(f):ΩF{\displaystyle J_{y^{\prime }}(f):\Omega \to \mathbb {F} } be defined byJy(f)(p)=y(f(p)).{\displaystyle J_{y^{\prime }}(f)(p)=y^{\prime }(f(p)).} ThenJy:C(Ω;Y)C(Ω){\displaystyle J_{y^{\prime }}:C^{\infty }(\Omega ;Y)\to C^{\infty }(\Omega )} is a continuous linear map; and furthermore, its restrictionJy|Cc(Ω;Y):Cc(Ω;Y)C(Ω){\displaystyle J_{y^{\prime }}{\big \vert }_{C_{c}^{\infty }(\Omega ;Y)}:C_{c}^{\infty }(\Omega ;Y)\to C^{\infty }(\Omega )} is also continuous (whereCc(Ω;Y){\displaystyle C_{c}^{\infty }(\Omega ;Y)} has the canonical LF topology).

Identification as a tensor product

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Suppose henceforth thatY{\displaystyle Y} is Hausdorff. Given a functionfCk(Ω){\displaystyle f\in C^{k}(\Omega )} and a vectoryY,{\displaystyle y\in Y,} letfy{\displaystyle f\otimes y} denote the mapfy:ΩY{\displaystyle f\otimes y:\Omega \to Y} defined by(fy)(p)=f(p)y.{\displaystyle (f\otimes y)(p)=f(p)y.} This defines a bilinear map:Ck(Ω)×YCk(Ω;Y){\displaystyle \otimes :C^{k}(\Omega )\times Y\to C^{k}(\Omega ;Y)} into the space of functions whose image is contained in a finite-dimensional vector subspace ofY;{\displaystyle Y;} this bilinear map turns this subspace into a tensor product ofCk(Ω){\displaystyle C^{k}(\Omega )} andY,{\displaystyle Y,} which we will denote byCk(Ω)Y.{\displaystyle C^{k}(\Omega )\otimes Y.}[1] Furthermore, ifCck(Ω)Y{\displaystyle C_{c}^{k}(\Omega )\otimes Y} denotes the vector subspace ofCk(Ω)Y{\displaystyle C^{k}(\Omega )\otimes Y} consisting of all functions with compact support, thenCck(Ω)Y{\displaystyle C_{c}^{k}(\Omega )\otimes Y} is a tensor product ofCck(Ω){\displaystyle C_{c}^{k}(\Omega )} andY.{\displaystyle Y.}[1]

IfX{\displaystyle X} is locally compact thenCc0(Ω)Y{\displaystyle C_{c}^{0}(\Omega )\otimes Y} is dense inC0(Ω;X){\displaystyle C^{0}(\Omega ;X)} while ifX{\displaystyle X} is an open subset ofRn{\displaystyle \mathbb {R} ^{n}} thenCc(Ω)Y{\displaystyle C_{c}^{\infty }(\Omega )\otimes Y} is dense inCk(Ω;X).{\displaystyle C^{k}(\Omega ;X).}[2]

TheoremIfY{\displaystyle Y} is a complete Hausdorff locally convex space, thenCk(Ω;Y){\displaystyle C^{k}(\Omega ;Y)} is canonically isomorphic to theinjective tensor productCk(Ω)^ϵY.{\displaystyle C^{k}(\Omega ){\widehat {\otimes }}_{\epsilon }Y.}[2]

See also

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Notes

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Citations

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  1. ^abcdefghijklmnTrèves 2006, pp. 412–419.
  2. ^abcdTrèves 2006, pp. 446–451.

References

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Basic concepts
Derivatives
Measurability
Integrals
Results
Related
Functional calculus
Applications
Basic concepts
Main results
Maps
Types of sets
Set operations
Types of TVSs
Spaces
Properties
Theorems
Operators
Algebras
Open problems
Applications
Advanced topics
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