26.6 Partial Derivatives

Definition 26.6.1 (Partial Derivative).label Let $E_{1}, E_{2}$ be TVSs over $K \in \RC$, $\sigma_{1} \subset \mathfrak{B}(E_{1})$ and $\sigma_{2} \subset \mathfrak{B}(E_{2})$ be covering ideals, $F$ be a separated TVS over $K$, $U \subset E_{1} \times E_{2}$ be open, and $f: U \to F$. For each $(x_{0}, y_{0}) \in E$, let $f_{x_0}(y) = f(x_{0}, y)$ and $f_{y_0}(x) = f(x, y_{0})$ be the partial maps of $f$. If $f_{x_0}$ is $\tilde \sigma_{1}$-differentiable for each $x_{0}$, and $f_{y_0}$ is $\tilde \sigma_{2}$-differentiable for each $y_{0}$, then

\[D_{1}f: U \to B_{\sigma_1}(E_{1}; F) \quad (x, y) \mapsto D_{\sigma_1}f_{x}(y)\]

and

\[D_{2}f: U \to B_{\sigma_2}(E_{2}; F) \quad (x, y) \mapsto D_{\sigma_2}f_{y}(x)\]

are the partial derivatives of $f$.

Proposition 26.6.2.label Let $E_{1}, E_{2}$ be TVSs over $K \in \RC$, $\sigma_{1} \subset \mathfrak{B}(E_{1})$ and $\sigma_{2} \subset \mathfrak{B}(E_{2})$ be covering ideals, $F$ be a separated locally convex space over $K$, $U \subset E_{1} \times E_{2}$ be open, $f: U \to F$, and $p \ge 1$, then the following are equivalent:

  1. (1)

    $f \in \tilde C_{\sigma_1 \otimes \sigma_2}^{p}(U; F)$.

  2. (2)

    $D_{1} f \in \tilde C_{\sigma_1 \otimes \sigma_2}^{p-1}(U; B_{\sigma_1}(E; F))$ and $D_{2} f \in \tilde C_{\sigma_1 \otimes \sigma_2}^{p-1}(U; B_{\sigma_2}(E; F))$

If the above holds, then for any $x \in U$ and $(h_{1}, h_{2}) \in E_{1} \times E_{2}$,

\[D_{\sigma_1 \otimes \sigma_2}f(x)(h_{1}, h_{2}) = D_{1}f(x)(h_{1}) + D_{2}f(x)(h_{2})\]

Proof. (2) $\Rightarrow$ (1): For each $(x, y) \in U$ and $(h_{1}, h_{2}) \in E_{1} \times E_{2}$,

\begin{align*}f(x + h_{1}, y + h_{2}) - f(x, y)&= f(x + h_{1}, y + h_{2}) - f(x + h_{1}, y) \\&+ f(x + h_{1}, y) - f(x, y) \\&= f(x + h_{1}, y + h_{2}) - f(x + h_{1}, y) \\&+ D_{1}f(x, y)(h_{1}) + r_{1}(h_{1})\end{align*}

where $r_{1} \in \mathcal{R}_{\sigma_1}(E_{1}; F)$. On the other hand, by the Mean Value Theorem,

\begin{align*}&f(x + h_{1}, y + h_{2}) - f(x + h_{1}, y) - Df_{2}(x, y)(h_{2}) \\&\in h_{2}\ol{\text{Conv}}\bracs{D_2f(x + h_1, y + th_2) - Df_2(x, y)|t \in [0, 1]}\end{align*}

Since $D_{2}f$ is continuous and $F$ is locally convex,

\[f(x + h_{1}, y + h_{2}) - f(x + h_{1}, y) - Df_{2}(x, y)(h_{2}) = r_{2}(h_{1}, h_{2})\]

where $r_{2} \in \mathcal{R}_{\sigma_1 \otimes \sigma_2}(E_{1} \times E_{2}; F)$. Therefore

\begin{align*}f(x + h_{1}, y + h_{2}) - f(x, y)&= D_{1}f(x, y)(h_{1}) + D_{2}f(x, y)(h_{2}) \\&+ r_{1}(h_{1}) + r_{2}(h_{1}, h_{2})\end{align*}

$\square$