Dini derivative: Difference between revisions
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{{Short description|Class of generalisations of the derivative}} |
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{{technical|date=May 2016}} |
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{{cleanup|reason=Clarify there are four of them for a single-variable real function. Clarify how each pair coincides with the [[left and right derivative]]s when these exist etc. Also, the function probably doesn't need to be continuous. Add EXAMPLES!|date=April 2015}} |
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The '''upper Dini derivative''', which is also called an '''upper right-hand derivative''',<ref name="Khalil02">{{cite book | last = Khalil | first = Hassan K. | year = 2002 | edition = 3rd | url = http://www.egr.msu.edu/~khalil/NonlinearSystems/ | isbn = 0-13-067389-7 | title = Nonlinear Systems | publisher = [[Prentice Hall]] | location = Upper Saddle River, NJ}}</ref> of a [[continuous function]] |
The '''upper Dini derivative''', which is also called an '''upper right-hand derivative''',<ref name="Khalil02">{{cite book | last = Khalil | first = Hassan K. | year = 2002 | edition = 3rd | url = http://www.egr.msu.edu/~khalil/NonlinearSystems/ | isbn = 0-13-067389-7 | title = Nonlinear Systems | publisher = [[Prentice Hall]] | location = Upper Saddle River, NJ}}</ref> of a [[continuous function]] |
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:<math>f:{\mathbb R} \rightarrow {\mathbb R},</math> |
:<math>f:{\mathbb R} \rightarrow {\mathbb R},</math> |
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is denoted by {{math|''f''{{ |
is denoted by {{math|''f''{{underset|+|′}}}} and defined by |
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:<math>f'_+(t) |
:<math>f'_+(t) = \limsup_{h \to {0+}} \frac{f(t + h) - f(t)}{h},</math> |
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where {{math|lim sup}} is the [[supremum limit]] and the limit is a [[one-sided limit]]. The '''lower Dini derivative''', {{math|''f''{{ |
where {{math|lim sup}} is the [[supremum limit]] and the limit is a [[one-sided limit]]. The '''lower Dini derivative''', {{math|''f''{{underset|−|′}}}}, is defined by |
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:<math>f'_-(t) |
:<math>f'_-(t) = \liminf_{h \to {0+}} \frac{f(t) - f(t - h)}{h},</math> |
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where {{math|lim inf}} is the [[infimum limit]]. |
where {{math|lim inf}} is the [[infimum limit]]. |
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If {{math|''f''}} is defined on a [[vector space]], then the upper Dini derivative at {{math|''t''}} in the direction {{math|''d''}} is defined by |
If {{math|''f''}} is defined on a [[vector space]], then the upper Dini derivative at {{math|''t''}} in the direction {{math|''d''}} is defined by |
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:<math>f'_+ (t,d) |
:<math>f'_+ (t,d) = \limsup_{h \to {0+}} \frac{f(t + hd) - f(t)}{h}.</math> |
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If {{math|''f''}} is [[locally]] [[Lipschitz continuity|Lipschitz]], then {{math|''f''{{ |
If {{math|''f''}} is [[locally]] [[Lipschitz continuity|Lipschitz]], then {{math|''f''{{underset|+|′}}}} is finite. If {{math|''f''}} is [[differentiable function|differentiable]] at {{math|''t''}}, then the Dini derivative at {{math|''t''}} is the usual [[derivative]] at {{math|''t''}}. |
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==Remarks== |
==Remarks== |
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* The functions are defined in terms of the [[infimum]] and [[supremum]] in order to make the Dini derivatives as "bullet proof" as possible, so that the Dini derivatives are well-defined for almost all functions, even for functions that are not conventionally differentiable. The upshot of Dini's analysis is that a function is differentiable at the point {{mvar|t}} on the real line ({{math|ℝ}}), only if all the Dini derivatives exist, and have the same value. |
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* Also, |
* Also, |
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:<math>D^ |
:<math>D^{+}f(t) = \limsup_{h \to {0+}} \frac{f(t + h) - f(t)}{h}</math> |
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and |
and |
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:<math>D_-f(t) |
:<math>D_{-}f(t) = \liminf_{h \to {0+}} \frac{f(t) - f(t - h)}{h}</math>. |
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* So when using the {{math|''D''}} notation of the Dini derivatives, the plus or minus sign indicates the left- or right-hand limit, and the placement of the sign indicates the [[infimum]] or [[supremum]] limit. |
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* There are two further Dini derivatives, defined to be |
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:<math>D_{+}f(t) = \liminf_{h \to {0+}} \frac{f(t + h) - f(t)}{h}</math> |
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and |
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:<math>D^{-}f(t) = \limsup_{h \to {0+}} \frac{f(t) - f(t - h)}{h}</math>. |
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which are the same as the first pair, but with the [[supremum]] and the [[infimum]] reversed. For only moderately ill-behaved functions, the two extra Dini derivatives aren't needed. For particularly badly behaved functions, if all four Dini derivatives have the same value (<math>D^{+}f(t) = D_{+}f(t) = D^{-}f(t) = D_{-}f(t)</math>) then the function {{mvar|f}} is differentiable in the usual sense at the point {{mvar|t}} . |
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* |
* On the [[extended real number line|extended reals]], each of the Dini derivatives always exist; however, they may take on the values {{math|+∞}} or {{math|−∞}} at times (i.e., the Dini derivatives always exist in the [[extended real number line|extended]] sense). |
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* On the [[extended real number line|extended reals]], each of the Dini derivatives always exist; however, they may take on the values +∞ or −∞ at times (i.e., the Dini derivatives always exist in the [[extended real number line|extended]] sense). |
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==See also== |
==See also== |
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* |
* {{annotated link|Denjoy–Young–Saks theorem}} |
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* |
* {{annotated link|Derivative (generalizations)}} |
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* {{annotated link|Semi-differentiability}} |
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==References== |
==References== |
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{{reflist}} |
{{reflist|25em}} |
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{{refbegin}} |
{{refbegin}} |
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* {{springer|id=d/d032530|title=Dini derivative|first=T.P.|last=Lukashenko|year=2001}}. |
* {{springer|id=d/d032530|title=Dini derivative|first=T.P.|last=Lukashenko|year=2001}}. |
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{{refend}} |
{{refend}} |
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{{PlanetMath attribution|id=4714|title=Dini derivative |
{{PlanetMath attribution|id=4714|title=Dini derivative}} |
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[[Category:Generalizations of the derivative]] |
[[Category:Generalizations of the derivative]] |
Latest revision as of 05:08, 24 May 2024
In mathematics and, specifically, real analysis, the Dini derivatives (or Dini derivates) are a class of generalizations of the derivative. They were introduced by Ulisse Dini, who studied continuous but nondifferentiable functions.
The upper Dini derivative, which is also called an upper right-hand derivative,[1] of a continuous function
is denoted by f and defined by
where lim sup is the supremum limit and the limit is a one-sided limit. The lower Dini derivative, f, is defined by
where lim inf is the infimum limit.
If f is defined on a vector space, then the upper Dini derivative at t in the direction d is defined by
If f is locally Lipschitz, then f is finite. If f is differentiable at t, then the Dini derivative at t is the usual derivative at t.
Remarks
[edit]- The functions are defined in terms of the infimum and supremum in order to make the Dini derivatives as "bullet proof" as possible, so that the Dini derivatives are well-defined for almost all functions, even for functions that are not conventionally differentiable. The upshot of Dini's analysis is that a function is differentiable at the point t on the real line (ℝ), only if all the Dini derivatives exist, and have the same value.
- Sometimes the notation D+ f(t) is used instead of f(t) and D− f(t) is used instead of f(t).[1]
- Also,
and
- .
- So when using the D notation of the Dini derivatives, the plus or minus sign indicates the left- or right-hand limit, and the placement of the sign indicates the infimum or supremum limit.
- There are two further Dini derivatives, defined to be
and
- .
which are the same as the first pair, but with the supremum and the infimum reversed. For only moderately ill-behaved functions, the two extra Dini derivatives aren't needed. For particularly badly behaved functions, if all four Dini derivatives have the same value () then the function f is differentiable in the usual sense at the point t .
- On the extended reals, each of the Dini derivatives always exist; however, they may take on the values +∞ or −∞ at times (i.e., the Dini derivatives always exist in the extended sense).
See also
[edit]- Denjoy–Young–Saks theorem – Mathematical theorem about Dini derivatives
- Derivative (generalizations) – Fundamental construction of differential calculus
- Semi-differentiability
References
[edit]- ^ a b Khalil, Hassan K. (2002). Nonlinear Systems (3rd ed.). Upper Saddle River, NJ: Prentice Hall. ISBN 0-13-067389-7.
- Lukashenko, T.P. (2001) [1994], "Dini derivative", Encyclopedia of Mathematics, EMS Press.
- Royden, H. L. (1968). Real Analysis (2nd ed.). MacMillan. ISBN 978-0-02-404150-0.
- Thomson, Brian S.; Bruckner, Judith B.; Bruckner, Andrew M. (2008). Elementary Real Analysis. ClassicalRealAnalysis.com [first edition published by Prentice Hall in 2001]. pp. 301–302. ISBN 978-1-4348-4161-2.
This article incorporates material from Dini derivative on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.