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Semi-differentiability

From Wikipedia, the free encyclopedia
Property of a mathematical function

Incalculus, the notions ofone-sided differentiability andsemi-differentiability of areal-valuedfunctionf of a real variable are weaker thandifferentiability. Specifically, the functionf is said to beright differentiable at a pointa if, roughly speaking, aderivative can be defined as the function's argumentx moves toa from the right, andleft differentiable ata if the derivative can be defined asx moves toa from the left.

One-dimensional case

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This function does not have a derivative at the marked point, as the function is notcontinuous there. However, it has a right derivative at all points, with+f(a){\displaystyle \partial _{+}f(a)} constantly equal to 0.

Inmathematics, aleft derivative and aright derivative arederivatives (rates of change of a function) defined for movement in one direction only (left or right; that is, to lower or higher values) by the argument of a function.

Definitions

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Letf denote a real-valued function defined on a subsetI of the real numbers.

Ifa ∈ I is alimit point ofI ∩ [a,∞) and theone-sided limit

+f(a):=limxa+xIf(x)f(a)xa{\displaystyle \partial _{+}f(a):=\lim _{\scriptstyle x\to a^{+} \atop \scriptstyle x\in I}{\frac {f(x)-f(a)}{x-a}}}

exists as a real number, thenf is calledright differentiable ata and the limit+f(a) is called theright derivative off ata.

Ifa ∈ I is a limit point ofI ∩ (–∞,a] and the one-sided limit

f(a):=limxaxIf(x)f(a)xa{\displaystyle \partial _{-}f(a):=\lim _{\scriptstyle x\to a^{-} \atop \scriptstyle x\in I}{\frac {f(x)-f(a)}{x-a}}}

exists as a real number, thenf is calledleft differentiable ata and the limitf(a) is called theleft derivative off ata.

Ifa ∈ I is a limit point ofI ∩ [a,∞) andI ∩ (–∞,a] and iff is left and right differentiable ata, thenf is calledsemi-differentiable ata.

If the left and right derivatives are equal, then they have the same value as the usual ("bidirectional") derivative. One can also define asymmetric derivative, which equals thearithmetic mean of the left and right derivatives (when they both exist), so the symmetric derivative may exist when the usual derivative does not.[1]

Remarks and examples

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Application

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If a real-valued, differentiable functionf, defined on an intervalI of the real line, has zero derivative everywhere, then it is constant, as an application of themean value theorem shows. The assumption of differentiability can be weakened to continuity and one-sided differentiability off. The version for right differentiable functions is given below, the version for left differentiable functions is analogous.

Theorem Letf be a real-valued,continuous function, defined on an arbitraryintervalI of the real line. Iff is right differentiable at every pointa ∈ I, which is not thesupremum of the interval, and if this right derivative is always zero, thenf isconstant.

Proof

For aproof by contradiction, assume there exista < b inI such thatf(a) ≠f(b). Then

ε:=|f(b)f(a)|2(ba)>0.{\displaystyle \varepsilon :={\frac {|f(b)-f(a)|}{2(b-a)}}>0.}

Definec as theinfimum of all thosex in the interval(a,b] for which thedifference quotient off exceedsε in absolute value, i.e.

c=inf{x(a,b]|f(x)f(a)|>ε(xa)}.{\displaystyle c=\inf\{\,x\in (a,b]\mid |f(x)-f(a)|>\varepsilon (x-a)\,\}.}

Due to the continuity off, it follows thatc < b and|f(c) –f(a)| =ε(c –a). Atc the right derivative off is zero by assumption, hence there existsd in the interval(c,b] with|f(x) –f(c)| ≤ε(x –c) for allx in(c,d]. Hence, by thetriangle inequality,

|f(x)f(a)||f(x)f(c)|+|f(c)f(a)|ε(xa){\displaystyle |f(x)-f(a)|\leq |f(x)-f(c)|+|f(c)-f(a)|\leq \varepsilon (x-a)}

for allx in[c,d), which contradicts the definition ofc.

Differential operators acting to the left or the right

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Another common use is to describe derivatives treated asbinary operators ininfix notation, in which the derivatives is to be applied either to the left or rightoperands. This is useful, for example, when defining generalizations of thePoisson bracket. For a pair of functions f and g, the left and right derivatives are respectively defined as

fxg=fxg{\displaystyle f{\stackrel {\leftarrow }{\partial _{x}}}g={\frac {\partial f}{\partial x}}\cdot g}
fxg=fgx.{\displaystyle f{\stackrel {\rightarrow }{\partial _{x}}}g=f\cdot {\frac {\partial g}{\partial x}}.}

Inbra–ket notation, the derivative operator can act on the right operand as the regular derivative or on the left as the negative derivative.[2]

Higher-dimensional case

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This above definition can be generalized to real-valued functionsf defined on subsets ofRn using a weaker version of thedirectional derivative. Leta be an interior point of the domain off. Thenf is calledsemi-differentiable at the pointa if for every directionu ∈ Rn the limit

uf(a)=limh0+f(a+hu)f(a)h{\displaystyle \partial _{u}f(a)=\lim _{h\to 0^{+}}{\frac {f(a+h\,u)-f(a)}{h}}}

withh{\displaystyle h\in }R exists as a real number.

Semi-differentiability is thus weaker thanGateaux differentiability, for which one takes in the limit aboveh → 0 without restrictingh to only positive values.

For example, the functionf(x,y)=x2+y2{\displaystyle f(x,y)={\sqrt {x^{2}+y^{2}}}} is semi-differentiable at(0,0){\displaystyle (0,0)}, but not Gateaux differentiable there. Indeed,f(hx,hy)=|h|f(x,y) and for h0,f(hx,hy)=hf(x,y),f(hx,hy)/h=f(x,y),{\displaystyle f(hx,hy)=|h|f(x,y){\text{ and for }}h\geq 0,f(hx,hy)=hf(x,y),f(hx,hy)/h=f(x,y),} witha=0,u=(x,y),uf(0)=f(x,y){\displaystyle a=0,u=(x,y),\partial _{u}f(0)=f(x,y)}

(Note that this generalization is not equivalent to the original definition forn = 1 since the concept of one-sided limit points is replaced with the stronger concept of interior points.)

Properties

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  • Anyconvex function on a convexopen subset ofRn is semi-differentiable.
  • While every semi-differentiable function of one variable is continuous; this is no longer true for several variables.

Generalization

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Instead of real-valued functions, one can consider functions taking values inRn or in aBanach space.

See also

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References

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  1. ^Peter R. Mercer (2014).More Calculus of a Single Variable. Springer. p. 173.ISBN 978-1-4939-1926-0.
  2. ^Dirac, Paul (1982) [1930].The Principles of Quantum Mechanics. USA: Oxford University Press.ISBN 978-0198520115.
  • Preda, V.; Chiţescu, I. (1999). "On Constraint Qualification in Multiobjective Optimization Problems: Semidifferentiable Case".J. Optim. Theory Appl.100 (2):417–433.doi:10.1023/A:1021794505701.S2CID 119868047.
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