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.

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).

References

In-line references

↑ 1.0 1.1 Khalil, H.K. (2002). Nonlinear Systems (3rd ed.). Upper Saddle River, NJ: Prentice Hall. ISBN 0-13-067389-7.

General references

Lukashenko, T.P. (2001), "Dini derivative", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4 .
Royden, H.L. (1968). Real analysis (2nd ed.). MacMillan. ISBN 978-0-02-404150-0.
Brian S. Thomson; Judith B. Bruckner; Andrew M. Bruckner (2008). Elementary Real Analysis. ClassicalRealAnalysis.com [first edition published by Prentice Hall in 2001]. pp. 301–302. ISBN 978-1-4348-4161-2.

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

Dini derivative

Remarks

See also

References