Dini derivative

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, for which he defined the so-called Dini derivatives.

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.

RemarksEdit

  • 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 (), 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 alsoEdit

ReferencesEdit

  1. ^ a b Khalil, Hassan K. (2002). Nonlinear Systems (3rd ed.). Upper Saddle River, NJ: Prentice Hall. ISBN 0-13-067389-7.

This article incorporates material from Dini derivative on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.[failed verification]