Rademacher's Theorem
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Rademacher's Theorem
In mathematical analysis, Rademacher's theorem, named after Hans Rademacher, states the following: If is an open subset of and is Lipschitz continuous, then is differentiable almost everywhere in ; that is, the points in at which is ''not'' differentiable form a set of Lebesgue measure zero. Differentiability here refers to infinitesimal approximability by a linear map, which in particular asserts the existence of the coordinate-wise partial derivatives. Sketch of proof The one-dimensional case of Rademacher's theorem is a standard result in introductory texts on measure-theoretic analysis. In this context, it is natural to prove the more general statement that any single-variable function of bounded variation is differentiable almost everywhere. (This one-dimensional generalization of Rademacher's theorem fails to extend to higher dimensions.) One of the standard proofs of the general Rademacher theorem was found by Charles Morrey. In the following, let denote a Lipschitz-c ...
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Mathematical Analysis
Analysis is the branch of mathematics dealing with continuous functions, limit (mathematics), limits, and related theories, such as Derivative, differentiation, Integral, integration, measure (mathematics), measure, infinite sequences, series (mathematics), series, and analytic functions. These theories are usually studied in the context of Real number, real and Complex number, complex numbers and Function (mathematics), functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any Space (mathematics), space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space). History Ancient Mathematical analysis formally developed in the 17th century during the Scientific Revolution, but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were i ...
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Chain Rule
In calculus, the chain rule is a formula that expresses the derivative of the composition of two differentiable functions and in terms of the derivatives of and . More precisely, if h=f\circ g is the function such that h(x)=f(g(x)) for every , then the chain rule is, in Lagrange's notation, :h'(x) = f'(g(x)) g'(x). or, equivalently, :h'=(f\circ g)'=(f'\circ g)\cdot g'. The chain rule may also be expressed in Leibniz's notation. If a variable depends on the variable , which itself depends on the variable (that is, and are dependent variables), then depends on as well, via the intermediate variable . In this case, the chain rule is expressed as :\frac = \frac \cdot \frac, and : \left.\frac\_ = \left.\frac\_ \cdot \left. \frac\_ , for indicating at which points the derivatives have to be evaluated. In integration, the counterpart to the chain rule is the substitution rule. Intuitive explanation Intuitively, the chain rule states that knowing the instantaneous rate of cha ...
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Pansu Derivative
In mathematics, the Pansu derivative is a derivative on a Carnot group, introduced by . A Carnot group G admits a one-parameter family of dilations, \delta_s\colon G\to G. If G_1 and G_2 are Carnot groups, then the Pansu derivative of a function f\colon G_1\to G_2 at a point x\in G_1 is the function Df(x)\colon G_1\to G_2 defined by :Df(x)(y) = \lim_\delta_ (f(x)^f(x\delta_sy))\, , provided that this limit exists. A key theorem in this area is the Pansu–Rademacher theorem, a generalization of Rademacher's theorem, which can be stated as follows: Lipschitz continuous In mathematical analysis, Lipschitz continuity, named after German mathematician Rudolf Lipschitz, is a strong form of uniform continuity for functions. Intuitively, a Lipschitz continuous function is limited in how fast it can change: there exis ... functions between (measurable subsets of) Carnot groups are Pansu differentiable almost everywhere. References * Lie groups {{mathanalysis-stub ...
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Metric Differential
In mathematical analysis, a metric differential is a generalization of a derivative for a Lipschitz continuous function defined on a Euclidean space and taking values in an arbitrary metric space. With this definition of a derivative, one can generalize Rademacher's theorem to metric space-valued Lipschitz functions. Discussion Rademacher's theorem states that a Lipschitz map ''f'' : R''n'' → R''m'' is differentiable almost everywhere in R''n''; in other words, for almost every ''x'', ''f'' is approximately linear in any sufficiently small range of ''x''. If ''f'' is a function from a Euclidean space R''n'' that takes values instead in a metric space ''X'', it doesn't immediately make sense to talk about differentiability since ''X'' has no linear structure a priori. Even if you assume that ''X'' is a Banach space and ask whether a Fréchet derivative exists almost everywhere, this does not hold. For example, consider the function ''f'' :  ,1nbsp; ...
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Metric Space
In mathematics, a metric space is a set together with a notion of ''distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general setting for studying many of the concepts of mathematical analysis and geometry. The most familiar example of a metric space is 3-dimensional Euclidean space with its usual notion of distance. Other well-known examples are a sphere equipped with the angular distance and the hyperbolic plane. A metric may correspond to a metaphorical, rather than physical, notion of distance: for example, the set of 100-character Unicode strings can be equipped with the Hamming distance, which measures the number of characters that need to be changed to get from one string to another. Since they are very general, metric spaces are a tool used in many different branches of mathematics. Many types of mathematical objects have a natural notion of distance and t ...
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