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Banach mean value estimate on a convex set
Statement
Assume the Axiom of Choice (The Axiom of Choice). Let be an open convex subset of a real Banach space , let be Fréchet differentiable on with values in a real Banach space , let and let be a real number with
Then
Facts & Assumptions
Given: An assumed AC, an open convex in a real Banach space , a differentiable into a real Banach space , points and a real bounding on the segment .
Differentiability of at each means for in the sense of the - remainder estimate (Fréchet derivative between Banach spaces).
Since is convex and , the point lies in for every real ; a convex set contains all convex combinations of its points with real coefficients in (Convex sets and continuous real-hyperplane separation in a normed space).
Under AC, every nonzero admits with and (Every nonzero vector has a norming functional); here is the dual space of bounded linear functionals (The dual space X^* of a normed space and its dual norm) and .
The chain rule applies to maps between open domains when the image of the first map lies in the domain of the second (Chain sum product and composition rules for Banach derivatives). A bounded linear map is Fréchet differentiable everywhere with derivative equal to itself, and Fréchet differentiability implies continuity (Fréchet derivative between Banach spaces, Remarks).
The mean value theorem: a real function continuous on and differentiable on has some with (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
The operator norm satisfies for all (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).
Norm axioms: triangle inequality and absolute homogeneity (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms); the absolute value of a real number is its norm, so reads as and .
Proof
If the estimate reads and holds; if it reads and holds. Hence we may assume and , and then [L3] provides a norming functional for this nonzero .
By [L3] fix with and ; then .
Define by and put By [L2], . The set is open: if , openness of gives with , and implies (recall that ). Define the well-typed function by .
The map is differentiable at every with constant derivative , because exactly, so the remainder vanishes.
The restriction is differentiable at every with the derivative in [step 1.4]. Since and are open and , two applications of [L4], first to and then to the bounded linear functional , show that is differentiable on with In particular is continuous on , hence its restriction to is continuous there and differentiable on .
For every the bound in the statement gives because , so by [step 1.5], [L6] and ,
By [L5] applied to on the interval , whose hypotheses were verified in [step 1.5], there is with .
Combining [step 1.2], [step 1.3] and [step 1.5], the second equality because forces .
The estimate is [step 3.1] under the assumptions made there, and [step 1.1] disposes of the two degenerate cases; hence it holds in general.
Depends on
- Fréchet derivative between Banach spaces
- Every nonzero vector has a norming functional
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
- The Axiom of Choice
- Convex sets and continuous real-hyperplane separation in a normed space
- A norm on a real vector space, the induced metric, and the dictionary with the metric axioms
- The dual space X^* of a normed space and its dual norm
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
- The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
- Chain sum product and composition rules for Banach derivatives
Used by
Dependency tree · two levels
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Sources
- Zuoqin Wang, Lecture 6 — §2.2.3 (mean value theorem via Hahn–Banach) (standard reference, not scraped)