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Books.Analysis2_Tao_2022.Chapters.Chap06.section02

def HasDerivativeInOneVariableAt (E : Set ) (f : E) (x₀ : E) (L : ) :

Definition 6.7 (Derivative in one variable): let E ⊆ ℝ, f : E → ℝ, and x₀ ∈ E. A real number L is the derivative of f at x₀ iff (f x - f x₀) / (x - x₀) tends to L as x → x₀ with x ∈ E \ {x₀}.

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    theorem helperForLemma_6_4_pointwise_absErrorRatio_eq_absQuotientSub (E : Set ) (f : E) (x₀ : E) (L : ) (x : E) (hx : x x₀) :
    |f x - (f x₀ + L * (x - x₀))| / |x - x₀| = |(f x - f x₀) / (x - x₀) - L|

    Helper for Lemma 6.4: pointwise algebraic identity relating the linearization error ratio and the absolute difference quotient error.

    theorem helperForLemma_6_4_eventually_ne_basepoint_on_puncturedFilter (E : Set ) (x₀ : E) :
    ∀ᶠ (x : E) in nhdsWithin x₀ {x : E | x x₀}, x x₀

    Helper for Lemma 6.4: on the punctured nhdsWithin filter, points are eventually different from the basepoint.

    theorem helperForLemma_6_4_eventuallyEq_errorRatio_absSubForm (E : Set ) (f : E) (x₀ : E) (L : ) :
    (fun (x : E) => |f x - (f x₀ + L * (x - x₀))| / |x - x₀|) =ᶠ[nhdsWithin x₀ {x : E | x x₀}] fun (x : E) => |(f x - f x₀) / (x - x₀) - L|

    Helper for Lemma 6.4: eventual equality between the target error ratio and the absolute form |quotient - L| on the punctured filter.

    theorem hasDerivativeInOneVariableAt_iff_tendsto_normErrorRatio_zero (E : Set ) (f : E) (x₀ : E) (L : ) (hlimit : x₀ closure (E \ {x₀})) :
    HasDerivativeInOneVariableAt E f x₀ L Filter.Tendsto (fun (x : E) => |f x - (f x₀ + L * (x - x₀))| / |x - x₀|) (nhdsWithin x₀ {x : E | x x₀}) (nhds 0)

    Lemma 6.4: let E ⊆ ℝ, f : E → ℝ, x₀ ∈ E a limit point of E, and L ∈ ℝ. Then (f x - f x₀) / (x - x₀) → L as x → x₀ in E \ {x₀} iff |f x - (f x₀ + L (x - x₀))| / |x - x₀| → 0 on the same punctured domain.

    Definition 6.8 (Differentiability): let E ⊆ ℝ^n, f : E → ℝ^m, and x₀ ∈ E be a limit point of E. For a linear map L : ℝ^n → ℝ^m, f is differentiable at x₀ with derivative L when ‖f x - (f x₀ + L (x - x₀))‖ / ‖x - x₀‖ → 0 as x → x₀ with x ∈ E \ {x₀}, using the Euclidean norm.

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      Helper for Proposition 6.8: the basepoint lies in the closure of the punctured universe.

      theorem helperForProposition_6_8_f_eq_coordinateSquare_onSubtypeUniv (f : { x : EuclideanSpace (Fin 2) // x Set.univ }EuclideanSpace (Fin 2)) (hf₀ : ∀ (p : { x : EuclideanSpace (Fin 2) // x Set.univ }), (f p).ofLp 0 = (↑p).ofLp 0 ^ 2) (hf₁ : ∀ (p : { x : EuclideanSpace (Fin 2) // x Set.univ }), (f p).ofLp 1 = (↑p).ofLp 1 ^ 2) (p : { x : EuclideanSpace (Fin 2) // x Set.univ }) :
      f p = (EuclideanSpace.equiv (Fin 2) ).symm fun (i : Fin 2) => (↑p).ofLp i ^ 2

      Helper for Proposition 6.8: the map f agrees with the coordinate-square formula.

      theorem helperForProposition_6_8_hasFDerivAt_coordinateSquare_at_x0 (x₀ : EuclideanSpace (Fin 2)) (hx₀₀ : x₀.ofLp 0 = 1) (hx₀₁ : x₀.ofLp 1 = 2) (L : EuclideanSpace (Fin 2) →ₗ[] EuclideanSpace (Fin 2)) (hL₀ : ∀ (v : EuclideanSpace (Fin 2)), (L v).ofLp 0 = 2 * v.ofLp 0) (hL₁ : ∀ (v : EuclideanSpace (Fin 2)), (L v).ofLp 1 = 4 * v.ofLp 1) :

      Helper for Proposition 6.8: the coordinate-square ambient map has derivative L at x₀.

      theorem helperForProposition_6_8_tendsto_errorRatio_on_puncturedAmbient (x₀ : EuclideanSpace (Fin 2)) (L : EuclideanSpace (Fin 2) →ₗ[] EuclideanSpace (Fin 2)) (hFDeriv : HasFDerivAt (fun (x : EuclideanSpace (Fin 2)) => (EuclideanSpace.equiv (Fin 2) ).symm fun (i : Fin 2) => x.ofLp i ^ 2) (LinearMap.toContinuousLinearMap L) x₀) :
      Filter.Tendsto (fun (x : EuclideanSpace (Fin 2)) => ((EuclideanSpace.equiv (Fin 2) ).symm fun (i : Fin 2) => x.ofLp i ^ 2) - (((EuclideanSpace.equiv (Fin 2) ).symm fun (i : Fin 2) => x₀.ofLp i ^ 2) + L (x - x₀)) / x - x₀) (nhdsWithin x₀ {x : EuclideanSpace (Fin 2) | x x₀}) (nhds 0)

      Helper for Proposition 6.8: the linearization error ratio tends to 0 on punctured neighborhoods in the ambient space.

      Helper for Proposition 6.8: punctured neighborhood filters on Subtype univ agree with the ambient punctured filter via coercion.

      theorem hasDerivativeInSeveralVariablesAt_coordinateSquare_at_one_two (x₀ : { x : EuclideanSpace (Fin 2) // x Set.univ }) (hx₀₀ : (↑x₀).ofLp 0 = 1) (hx₀₁ : (↑x₀).ofLp 1 = 2) (f : { x : EuclideanSpace (Fin 2) // x Set.univ }EuclideanSpace (Fin 2)) (hf₀ : ∀ (p : { x : EuclideanSpace (Fin 2) // x Set.univ }), (f p).ofLp 0 = (↑p).ofLp 0 ^ 2) (hf₁ : ∀ (p : { x : EuclideanSpace (Fin 2) // x Set.univ }), (f p).ofLp 1 = (↑p).ofLp 1 ^ 2) (L : EuclideanSpace (Fin 2) →ₗ[] EuclideanSpace (Fin 2)) (hL₀ : ∀ (v : EuclideanSpace (Fin 2)), (L v).ofLp 0 = 2 * v.ofLp 0) (hL₁ : ∀ (v : EuclideanSpace (Fin 2)), (L v).ofLp 1 = 4 * v.ofLp 1) :

      Proposition 6.8: if f : ℝ² → ℝ² is given by f(x, y) = (x^2, y^2), then f is differentiable at x₀ = (1, 2) with derivative L(x, y) = (2x, 4y).

      theorem derivativeInSeveralVariables_unique (n m : ) (E : Set (EuclideanSpace (Fin n))) (f : EEuclideanSpace (Fin m)) (x₀ : E) (hinterior : x₀ interior E) (L₁ L₂ : EuclideanSpace (Fin n) →ₗ[] EuclideanSpace (Fin m)) (hL₁ : HasDerivativeInSeveralVariablesAt n m E f x₀ L₁) (hL₂ : HasDerivativeInSeveralVariablesAt n m E f x₀ L₂) :
      L₁ = L₂

      Lemma 6.5 (Uniqueness of derivatives): if x₀ is an interior point of E ⊆ ℝⁿ and both L₁ and L₂ satisfy the derivative error-ratio limit for f : E → ℝᵐ at x₀, then the linear transformations coincide: L₁ = L₂.