Questions tagged [gateaux-derivative]

This tag is for questions regarding to the Gateaux differential or, Gateaux derivative, a generalization of the concept of directional derivative in differential calculus. It is often used to formalize the functional derivative commonly used in Physics, particularly Quantum field theory.

A function $~f~$ is said to be Gateaux differentiable at $~x~$ if there exists a bounded linear operator $~T_x ∈\mathcal B(X, Y )~$ such that $~∀ v ∈ X~$, $$\lim_{t\to 0}\dfrac{f(x+tu)-f(x)}{t}=T_xv$$The operator $~T_x~$ is called the Gateaux derivative of $~f~$ at $~x~$.

Some things to notice about the Gateaux differential:

  • There is not a single Gateaux differential at each point. Rather, at each point $~x~$ there is a Gateaux differential for each direction $~u~$. In one dimension, there are two Gateaux differentials for every $~x~$: one directed “forward,” one “backward.” In two of more dimensions, there are infinitely many Gateaux differentials at each point!
  • The Gateaux differential is a one-dimensional calculation along a specified direction $~u~$. Because it’s one dimensional, you can use ordinary one-dimensional calculus to compute it. Your old friends such as the chain rule work for Gateaux differentials. Thus, it’s usually easy to compute a Gateaux differential even when the space $~X~$ is infinite dimensional.

For more details please find

"Gateaux differentials and Frechet derivatives" by Kevin Long

"Gateaux and Frechet Differentiability"

"Frechet derivatives and Gateaux derivatives" by Jordan Bell

"Introduction of Frechet and Gateaux Derivative" by Daryoush Behmardi and Encyeh Dehghan Nayeri

Gateaux derivative

172 questions
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What exactly is the difference between Gateaux derivative and directional derivative?

The definition of the limit looks very similar between the two derivatives. It seems that directional derivative is the "amount" of the function going in the direction of a vector (arrow), whereas the Gateaux derivative is the "amount" of a…
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Show $\int\frac{f(u+\varepsilon v)-f(u)}\varepsilon\:{\rm d}\mu\xrightarrow{\varepsilon\to0}\int f'(u)v\:{\rm d}\mu$ for a large class of $f,u,v$

Let $(\Omega,\mathcal A,\mu)$ be a measure space. I want to show that $$\int\frac{g(u+tv)-g(u)}t\:{\rm d}\mu\xrightarrow{t\to0}\int g'(u)v\:{\rm d}\mu\tag1$$ for a preferably large class of differentiable $g:\mathbb R\to\mathbb R$ and $\mathcal…
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What is the infinite dimensional counterpart of the Lie derivative?

In a finite dimensional space, one calculates the Lie derivative as $L_f(g)(x) = \langle \nabla g, f \rangle$ What is the equivalent in an infinite dimensional space? For example if $g$ takes as argument a function and $f$ is an infinite dimensional…
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Derivative of the matrix exponential with respect to its matrix argument

I was trying to find the Frechet derivative of $f = \exp(X)$, where $X \in \mathbb{R}^{n\times n}$ is positive definite. I thought it ought to be $\exp(X)$. I see results where the derivative is with respect to a scalar argument, but this question…
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Necessity of the Hahn Banach Theorem for the Gateaux Mean Value Theorem

The following theorem is in Drabek, Milota's Nonlinear Analysis. Like Drabek and Milota, I won't assume a priori Gateaux differentials are continuous nor linear. Theorem. Let $X,Y$ be normed spaces, and $f: X \rightarrow Y$ a map (perhaps not…
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Gateaux derivative of $L_p$ norm

For $2\leq p < \infty$, if we consider $f,g \in L_p(X, \mathcal{M},\mu)$ there is the well-known equality $$\frac{d}{dt}\Vert f+tg \Vert_p^p = \frac{p}{2} \int_X \vert f(x)+tg(x) \vert^{p-2} \left( 2t \vert g(x) \vert ^2 + f(x)\overline{g(x)} +…
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Proving the Chain Rule for Gateaux Differentiation

For functions $f:\mathbb{R}^n\to\mathbb{R}^m$, the Chain Rule can be stated both in terms of the total derivative or in terms of partial derivatives. $\def\bU {\textbf{U}} \def\bV {\textbf{V}} \def\bW {\textbf{W}} \def\bu {\textbf{u}} \def\bv…
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Subdifferential set of total variation norm

I have been trying to understand the Gateaux differential (if it does exist) of the total variation norm ($\|\cdot\|_\text{TV}$) over the space of measure $M(\textit{X}, \mathbb{R}^k)$ where $\textit{X}$ is a compact subset of some $\mathbb{R}^n$…
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Frechet and Gateaux derivative of integrals

I am new to differential calculus on normed spaces and I struggle with some easy things. Let $f:[a,b]\times\mathbb{R}\longrightarrow\mathbb{R}$ and $g:\mathbb{R}\longrightarrow\mathbb{R}$ two continuous functions and $$F(t,u)=\int_0^u…
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Counterexample for the Chain rule for the Gateaux-derivative

I'm reading the book of Drabek, Milota - Methods of Nonlinear Analysis, and at page 121, they state: but I can't manage to find such counterexample. For clarity the Gateaux derivative is defined in this way: I need some kind of hints about how…
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What is the inverse operation of the Gateaux derivative?

Context This is purely a question of curiosity, I can't provide much context. I am taking a course in computational fluid dynamics to say that a class of problems can be classified as "saddle point problems". We introduced the Gateaux derivative and…
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Functional derivative as "partial derivatives" of a functional

To show that $p$ is a stationary point of a function $f:\mathbb{R}^n\longrightarrow\mathbb{R}$, one needs to guarantee that $f$'s directional derivative at $p$ is zero in every direction. To do so, it is sufficient to check that all n partial…
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Gateaux derivatives is a linear continuous operator

In Clarke's book p.61, it is said that the Gâteaux derivatives $F'(x;v)$ at $x$ in the direction $v$ of $F:X\to Y$ ($X,Y$ being normed spaces) imply that $v\mapsto F'(x;v)$ is linear continuous. But in the Wikipedia page (paragraph dedicated to…
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Generalizing complex derivative as Fréchet/Gateaux derivative

So it is well-known that complex differentiability of a function $f:\mathbb{C}\rightarrow\mathbb{C}$ is equivalent to the function being Fréchet/Gateaux differentiable and the component functions (obtained by regarding $\mathbb{C}$ as a…
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Gateaux Differentiation in Infinite Dimensional Space

Let $X, Y$ be Banach spaces. A mapping $F: X\rightarrow Y$ is said to be Gateaux differentiable at $x_0\in X$ iff there exists a continuous linear mapping $A: X\rightarrow Y$ such that $$ \textbf{(*)} \quad \lim_{t\downarrow…
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