Kneser's theorem (combinatorics): Difference between revisions

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In single-variable [[differential calculus]], the '''fundamental increment lemma''' is an immediate consequence of the definition of the [[derivative]] ''f''{{'}}(''a'') of a [[function (mathematics)|function]] ''f'' at a point ''a'':
:<math>f'(a) = \lim_{h \to 0} \frac{f(a+h) - f(a)}{h}.</math>
The lemma asserts that the existence of this derivative implies the existence of a function <math>\varphi</math> such that
:<math>\lim_{h \to 0} \varphi(h) = 0 \qquad \text{and} \qquad f(a+h) = f(a) + f'(a)h + \varphi(h)h</math>
for sufficiently small but non-zero ''h''. For a proof, it suffices to define
:<math>\varphi(h) = \frac{f(a+h) - f(a)}{h} - f'(a)</math>
and verify this <math>\varphi</math> meets the requirements.
 
== Differentiability in higher dimensions ==
In that the existence of <math>\varphi</math> uniquely characterises the number ''f{{'}}''(''a''), the fundamental increment lemma can be said to characterise the [[differentiability]] of single-variable functions. For this reason, a generalisation of the lemma can be used in the definition of differentiability in [[multivariable calculus]]. In particular, suppose ''f'' maps some subset of <math>\mathbb{R}^n</math> to <math>\mathbb{R}</math>. Then ''f'' is said to be differentiable at '''a''' if there is a [[linear function]]
:<math>M: \mathbb{R}^n \to \mathbb{R}</math>
and a function
:<math>\Phi: D \to \mathbb{R}, \qquad D \subseteq \mathbb{R}^n \smallsetminus \{ \bold{0} \},</math>
such that
:<math>\lim_{\bold{h} \to 0} \Phi(\bold{h}) = 0 \qquad \text{and} \qquad f(\bold{a}+\bold{h}) = f(\bold{a}) + M(\bold{h}) + \Phi(\bold{h}) \cdot \Vert\bold{h}\Vert</math>
for non-zero '''h''' sufficiently close to '''0'''. In this case, ''M'' is the unique derivative (or [[Total_derivative#The_total_derivative_as_a_linear_map|total derivative]], to distinguish from the [[directional derivative|directional]] and [[partial derivative]]s) of ''f'' at '''a'''. Notably, ''M'' is given by the [[Jacobian matrix]] of ''f'' evaluated at '''a'''.
 
== See also ==
*[[Generalizations of the derivative]]
 
== References ==
*{{cite web|url=http://clem.mscd.edu/~talmanl/PDFs/APCalculus/MultiVarDiff.pdf|title=Differentiability for Multivariable Functions|date=2007-09-12|accessdate=2012-06-28|first=Louis|last=Talman}}
*{{cite book|title=Calculus|first=James|last=Stewart|page=942|edition=7th|publisher=Cengage Learning|year=2008|isbn=0538498846}}
 
[[Category:Differential calculus]]

Latest revision as of 06:33, 3 October 2013

In single-variable differential calculus, the fundamental increment lemma is an immediate consequence of the definition of the derivative fTemplate:'(a) of a function f at a point a:

f(a)=limh0f(a+h)f(a)h.

The lemma asserts that the existence of this derivative implies the existence of a function φ such that

limh0φ(h)=0andf(a+h)=f(a)+f(a)h+φ(h)h

for sufficiently small but non-zero h. For a proof, it suffices to define

φ(h)=f(a+h)f(a)hf(a)

and verify this φ meets the requirements.

Differentiability in higher dimensions

In that the existence of φ uniquely characterises the number fTemplate:'(a), the fundamental increment lemma can be said to characterise the differentiability of single-variable functions. For this reason, a generalisation of the lemma can be used in the definition of differentiability in multivariable calculus. In particular, suppose f maps some subset of n to . Then f is said to be differentiable at a if there is a linear function

M:n

and a function

Φ:D,Dn{0},

such that

limh0Φ(h)=0andf(a+h)=f(a)+M(h)+Φ(h)h

for non-zero h sufficiently close to 0. In this case, M is the unique derivative (or total derivative, to distinguish from the directional and partial derivatives) of f at a. Notably, M is given by the Jacobian matrix of f evaluated at a.

See also

References