Kneser's theorem (combinatorics)

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In single-variable differential calculus, the fundamental increment lemma is an immediate consequence of the definition of the derivative fTemplate:'(a) of a function f at a point a:

f′(a)=limh→0f(a+h)−f(a)h.

The lemma asserts that the existence of this derivative implies the existence of a function φ such that

limh→0φ(h)=0andf(a+h)=f(a)+f′(a)h+φ(h)h

for sufficiently small but non-zero h. For a proof, it suffices to define

φ(h)=f(a+h)−f(a)h−f′(a)

and verify this φ meets the requirements.

Differentiability in higher dimensions

In that the existence of φ uniquely characterises the number fTemplate:'(a), the fundamental increment lemma can be said to characterise the differentiability of single-variable functions. For this reason, a generalisation of the lemma can be used in the definition of differentiability in multivariable calculus. In particular, suppose f maps some subset of ℝn to ℝ. Then f is said to be differentiable at a if there is a linear function

M:ℝn→ℝ

and a function

Φ:D→ℝ,D⊆ℝn∖{𝟎},

such that

lim𝐡→0Φ(𝐡)=0andf(𝐚+𝐡)=f(𝐚)+M(𝐡)+Φ(𝐡)⋅‖𝐡‖

for non-zero h sufficiently close to 0. In this case, M is the unique derivative (or total derivative, to distinguish from the directional and partial derivatives) of f at a. Notably, M is given by the Jacobian matrix of f evaluated at a.

See also

References