Dini derivative

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Lua error in package.lua at line 80: module 'strict' not found. Lua error in package.lua at line 80: module 'strict' not found. 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.

The upper Dini derivative, which is also called an upper right-hand derivative,[1] of a continuous function

f:{\mathbb R} \rightarrow {\mathbb R},

is denoted by f'_+,\, and defined by

f'_+(t) \triangleq \limsup_{h \to {0+}} \frac{f(t + h) - f(t)}{h},

where \limsup is the supremum limit and the limit is a one-sided limit. The lower Dini derivative, f'_-,\,, is defined by

f'_-(t) \triangleq \liminf_{h \to {0+}} \frac{f(t + h) - f(t)}{h},

where \liminf 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

f'_+ (t,d) \triangleq \limsup_{h \to {0+}} \frac{f(t + hd) - f(t)}{h}.

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.

Remarks

  • Sometimes the notation D^+ f(t)\, is used instead of f'_+(t),\, and D_+f(t)\, is used instead of f'_-(t).\,[1]
  • Also,
D^-f(t) \triangleq \limsup_{h \to {0-}} \frac{f(t + h) - f(t)}{h}

and

D_-f(t) \triangleq \liminf_{h \to {0-}} \frac{f(t + h) - f(t)}{h}.
  • 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.
  • On the extended reals, each of the Dini derivatives always exist; however, they may take on the values + \infty or - \infty at times (i.e., the Dini derivatives always exist in the extended sense).

See also

References

In-line references
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General references
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This article incorporates material from Dini derivative on PlanetMath, which is licensed under the Creative Commons Attribution/Share-Alike License.[not in citation given]