On Frechet Derivatives with Application to the Inverse Function Theorem of Ordinary Differential Equations Eziokwu C
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ISSN 2581-3463 REVIEW ARTICLE On Frechet Derivatives with Application to the Inverse Function Theorem of Ordinary Differential Equations Eziokwu C. Emmanuel Department of Mathematics, Michael Okpara University of Agriculture, Umudike, Abia State, Nigeria Received: 25-10-2019; Revised: 15-11-2019; Accepted: 01-01-2020 ABSTRACT In this paper, the Frechet differentiation of functions on Banach space was reviewed. We also investigated that it is algebraic properties and its relation by applying the concept to the inverse function theorem of the ordinary differential equations. To achieve the feat, some important results were considered which finally concluded that the Frechet derivative can extensively be useful in the study of ordinary differential equations. Key words: Banach space, Frechet differentiability, Lipschitz function, inverse function theorem 2010 Hematics Subject Classification: 46B25 INTRODUCTION The Frechet derivative, a result in mathematical analysis, is derivative usually defined on Banach spaces. It is often used to formalize the functional derivatives commonly used in physics, particularly quantum field theory. The purpose of this work is to review some results obtained on the theory of the derivatives and apply it to the inverse function theorem in ordinary differential equations.[1-5] DERIVATIVES Definition 1.1 (Kaplon [1958]) Let f be an operator mapping a Banach space X into a Banach space Y. If there exists a bounded linear operator T from X into Y such that fx ( 00+∆ x) − fx( ) − T() ∆ x lim = 0 (1.1) ∆→x 0 ∆x or, fx( +− thfx) ( ) lim = Thx ( ) t →0 t or fx( +− y) fx( ) − T (y) lim = 0 (1.1) y →0 y then P is said to be Frechet differentiable at x0, and the bounded linear operator , Px( 0 ) = T (1.2) Address for correspondence: Eziokwu C. Emmanuel E-mail: [email protected] www.ajms.com 1 Emmanuel: Frechet derivatives is called the first Frechet – derivative of f at x0. The limit in (1.1) is supposed to hold independent of the way that ∆x approaches 0. Moreover, the Frechet differential , fx ( 00, ∆= x) f( x) ∆ x is an arbitrary close approximation to the difference fx ( 00+∆ x) − f () x relative to ∆x , for ∆x small. If f1 and f2 are differentiable at x0, then ′ ′′ ( f1+=+ f 2) ( x 0) fx 10( ) fx 20( ) Moreover, if f2 is an operator from a Banach space X into a Banach space Z, and f1 is an operator from Z into a Banach space Y, their composition ff12 is defined by ( f1 f 2)( x) = f 12( f( x)), for all x ∈ X We know that ff12 is differentiable at x0 if f2 is differentiable at x0 and f1 is differentiable at f2 (x0) of Z, with (chain rule): ′ ′′ ( f1 f 2) ( x) = f 1( fx 20( )) f 2 () x 0 To differentiate an operator f we write: fx( 0+∆ x) − fx( 00) = Tx( , ∆ x) ∆ x + ( x 0, ∆ x), where Tx(,0 ∆ x ) is a bounded linear operator for given xx0 , ∆ with limTx (0 , ∆= x) T (1.3) ∆→x 0 and (xx0 , ∆ ) lim = 0 (1.4) ∆→x 0 ∆x Estimate (1.3) and (1.4) give limTx (0 , ∆= x) f′ ∆→x 0 If Tx(0 , ∆ x) is a continuous function of ∆x in some ball ∪>(0, RR),( 0), then Tx ( 00, 0) = f′( x ) We now present the definition of a mosaic: Higher – orderer derivatives can be defined by induction: Definition 1.2 (Argyros [2005]) If f is (m – 1) – times Frechet – differentiable (m ≥ 2 an integer) and an m – linear operator A from X into Y exists such that (mm−− 1) ( 1) fxxfxAx( 00+∆ ) − ( ) − () ∆ lim = 0 (1.5) ∆→x 0 ∆x then A is called the m – Frechet – derivative of f at x0, and ()m Af= () x0 (1.6) AJMS/Jan-Mar-2020/Vol 4/Issue 1 2 Emmanuel: Frechet derivatives Definition 1.3 (Koplan [1958]) nm Suppose fU:�⊆→��RR� where U is an open set, the function f � is classically differentiable at xU0 ��∈ if ∂fi The partial derivatives of f, fori=…=…1 mandj 1 nexistsatx0 , ∂x j ∂fi mn x The Jacobean matrix Jx( 00) = ( x) ∈ R satisfies ∂x j fx( ) −− fx( 00) Jx( o )( x − x) lim = 0 . xx → 0 xx− 0 We say that the Jacobean matrix Jx()0 is the derivative of f at x0 that is called total derivative Higher partial derivatives in product spaces can be defined as follows: Define Xij = TX(j , X i ) (1.7) where X1, X2,… are Banach spaces and TX(ji , X) is the space of bounded linear operators from X j into X i . The elements of X ij are denoted by Tij , etc. Similarly, Xijm = TX( m , X ij ) = TX(jk , X ij12 j …− jm 1), (1.8) which denotes the space of bonded linear operators from X jm into Xij1 j 2 … jm – 1 . The elements A = Aij12 j … jm are a generalization of m – linear operators. Consider an operator f1 from space n Xx= ∏ jp (1.9) p=1 into X i , and that fi has a partial derivative of orders 1,2,… , m – 1 in some ball ∪(xR0 , ), where R > 0 and (00) ( ) ( 0) x0=( xxj 12, j, …∈ , x jn ) X For simplicity and without loss of generality, we (Frechet [1906]) remember the original spaces so that j12 = 1, j =…= 2, , jnn hence, we write (00) ( ) ( 0) x0 =( xx1, 2 , … , xn ) A partial derivative of order ( m – 1 ) of fi at x0 is an operator (m− 1) ∂ fxi ()0 Aiq12 q…− qm 1= (1.10) ∂xxq12 ∂ q …∂ x qm− 1 (in X iq12 q…− qm 1) where 1 ≤ qq12, , …≤ , qm− 1 n AJMS/Jan-Mar-2020/Vol 4/Issue 1 3 Emmanuel: Frechet derivatives Let PX()qm denote the operator from X qm into X iq1 q2…− qm 1 obtained by letting (0) xjj= x, jq ≠ m for some qmm, 1 ≤≤ qn . Moreover, if mm−1 ' (0) ∂∂fxii()00 ∂ fx () Px( qm ) = . = , (1.11) ∂xqm ∂ xx q12 ∂ q …∂ x qm− 1 ∂ x q 1 …∂ x qm exists, it will be called the partial Frechet – derivative of order ��m of fi with respect to xxq1 ,… , qm at x0 Furthermore, if fi is Frechet – differentiable m times at x0 , then m m ∂ fxi ( 0 ) ∂ fxi ()0 xxq1…= qm xxs1… sm (1.12) ∂xq1 …∂ x qm ∂ xxs12 ∂ q …∂ x sm For any permutation ss12, ,… , sm of integers qq12, ,… , qm and any choice of point xxq1,,… qm , from XXq1,,… qm , respectively. Hence, if ff = (1 , … , ft ) is an operator from XX = 12 + X +…+ Xn into YY = 12 + Y +…+ Yt then m ()m ∂ fi fx( 0 ) = (1.13) ∂xxj1 …∂ jm xx= 0 (00) ( ) ( 0) i =…1 , 2, , tj, 12, j, …=…, jm 1 , 2, n is called the m – Frechet derivative of F � at x 0 = (xx12 , ,… , xn ) . Integration[6] In this subsection, we due to (Pantryagin [1962]) state results concerning the mean value theorem, Taylor’s theorem and Riemannian integration without the proofs. Hence the mean value theorem for differentiable real functions � f is stated as follows: fb( ) – fa( ) = f’( c ) ( b – a), Where c ∈(ab , ), does not hold in a Banach space setting. However, if F is a differentiable operator between two Banach spaces XY and , then fx( ) −≤ fy( ) sup f′ ( x ) . x − y x ∈ L (,) xy where T( xy,) = { z: z = y +−(1 ) x, 0 ≤≤ 1} Set zx() = y +− (1 ) , 0 ≤≤ 1, Divide the interval 0≤≤ 1 into n subintervals of lengths ∆=…i , in1, 2, , , choose points i� inside corresponding subintervals and as in the real Riemann integral consider sums AJMS/Jan-Mar-2020/Vol 4/Issue 1 4 Emmanuel: Frechet derivatives n ∑∑ff(ii)∆= ( ii) ∆ i=1 where is the partition of the interval, and set = max ∆ i (i) Definition 1.4 (Ince [1956]) If Sf= lim (ii)∆ →0 ∑ exists, then it is called the Riemann integral from f () on [0,1], denoted by 1 y Sfd= ∫∫() = fd( ) 0 x Definition 1.5[7] A bounded operator P () on [0,1] such that the set of points of discontinuity is of measure zero is said to be integrable on [,01]. Theorem 1.1 (Day [1973]) ()m If F � is m – times Frechet – differentiable in Ux(0 , R), R > 0 , and fx() is integrable from x to any ∈U(xR0 , ) then m−1 1 (n) n f( y) = f( x) + ∑ f( x)( y −+ x) Rm ( xy, ), (1.14) n=1 n! m−1 m 1 n yx− fy( ) − ∑ f(nm) ( xy)( −≤ x) sup f( ) ( x) , (1.15) n=0 nm!!x ∈ L ( xy, ) where 1 m−1 ()mm(1− ) R xy,= f( y +− 1 x) ( y − x ) d (1.16) m ( ) ∫ ( ) 0 (m −1!) THEOREMS AND PROPERTIES[8,9] Definition 2.1 (Arthanasius [1973]) Assume that XY,� are Banach spaces, S is an open subset of X and f: S → Y, is continuous and Frechet differentiable at every point of S , Moreover, assume that for every ∈> 0 there exists ()∈ > 0 such that ' (i) If x12, x , ∈ S with x1 −≤∈ x 2 ( C ) then [f( x12) − fx ( )] h ≤∈ h ∀ h ∈ X (ii) ∝(,xL ) ≤∝ [ h] for every x∈ S, h ∈ X with h ≤∈ b ( )then f is called C − differentiable on S Theorem 2.1 (Arthanasius [1973]) Let f be a convex function defined on an open convex subset X of a Banach space X that is continuous f ( x++ th) f ( x −− th) 2 f() r at xX ∈ . Then, f is Frechet differentiable at x�iff lim = D t → 0 t uniformly for hS ∈ x AJMS/Jan-Mar-2020/Vol 4/Issue 1 5 Emmanuel: Frechet derivatives Remark 2.1 Obviously, we have earlier seen that Frechet differentiability has additive property and the product of two Frechet differentiable functions is Frechet differentiable function (the function that is Frechet differentiable is continuous and therefore locally bounded).