Differentiability

Differentiability is the existence of a derivative at a point. For maps between finite-dimensional normed vector spaces, the existence of a Fréchet derivative requires a single linear map approximating the increment with error $o(\Vert h\Vert )$. Merely having partial derivatives need not provide this approximation; continuous partial derivatives on a neighbourhood do suffice.

Set $f(0)=0$. The difference quotient has Euclidean norm $|t|$, so $f^{\prime }(0)=0$. For $t\ne 0$, differentiation gives $\Vert f^{\prime }(t){\Vert }^2=1+4t^2$. Thus this differentiable curve has a derivative discontinuous at zero, despite each scalar component satisfying the usual one-dimensional derivative properties.

The function $f(x)=x^2\sin (1/x^2)$ for $x\ne 0$, extended by $f(0)=0$, is differentiable everywhere. At zero its derivative is zero by the difference quotient, while away from zero $f^{\prime }(x)=2x\sin (1/x^2)-2x^{-1}\cos (1/x^2)$ is unbounded near zero. Differentiability of a function is therefore weaker than continuity of its derivative.

If all partial derivatives exist near a point and are continuous there, successive coordinate increments and the one-variable mean value theorem express $f(a+h)-f(a)$ as ${\sum }_j{h}_j{\partial }_{j}f(a+{\eta }_j(h))$ with ${\eta }_j(h)\to 0$. Subtracting the displayed linear map leaves $o(\Vert h\Vert )$, proving Fréchet differentiability. In two dimensions the absolute remainder is at most $ϵ(|h_1|+|h_2|)\le \sqrt{2}ϵ\Vert h\Vert$ for small enough increments.

At a point with $f(x)\ne 0$, factor the difference of squares and divide by $f(x+h)+f(x)\to 2f(x)$ to show that differentiability of $f^2$ is equivalent to that of $f$. At a zero of $f$, its square has a local minimum; if differentiable, its derivative must vanish. The difference quotient then vanishes exactly when $f(x+h{)}^2/|h|\to 0$, equivalently $f(x+h)/\sqrt{|h|}\to 0$. For example, $f(t)=|t{|}^{\alpha }$ with $1/2<\alpha <1$ is not differentiable at zero, but its square is.

For $n=1$, differentiability at $a$ means that the difference quotient has a finite two-sided limit of a function. For $n\ge 2$, require derivatives through order $n-1$ throughout some open neighbourhood of $a$, and require the final difference quotientto exist as a finite real number. The last derivative need not exist elsewhere or be continuous at $a$. In particular, existence of $f^{\prime }(a)$ by itself does not justify taking a second derivative: the function $f^{\prime }$ must first be defined in a neighbourhood of $a$.