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Differentiation of an integral functional under growth domination
Statement
Assume Countable Choice (The Axiom of Countable Choice ()). Let be a bounded domain (Bounded C^k domains and boundary charts), , and let be a Caratheodory integrand (A Caratheodory integrand composed with measurable functions is measurable) whose classical partial derivatives , exist and are continuous in for almost every , with a constant and functions , , where , such that for almost every and all Then is well defined and finite on (Integer-order Sobolev spaces and their norms), and for all In particular is Gateaux differentiable at every , with bounded Gateaux derivative (Gateaux and Frechet derivatives of a functional).
Facts & Assumptions
Given: Countable Choice; a bounded domain , with Holder conjugate , and a Caratheodory integrand whose classical partials exist and are continuous in for almost every , with , , and, for almost every and all ,
For a Caratheodory integrand and measurable , the composition is measurable (A Caratheodory integrand composed with measurable functions is measurable).
The proof of Integer-order Sobolev spaces are Banach uses only Countable Choice after AC supplies it, so the Countable Choice assumed here supplies that same completeness argument and makes a Banach space. On a bounded domain, the class has and finite norm , with and , since ; the constant lies in , , and (and the analogous monomials in ) lie in (Integer-order Sobolev spaces and their norms, Bounded C^k domains and boundary charts).
Holder's inequality: for and (Holder's inequality for integrals, including the endpoint cases).
Dominated convergence: if measurable almost everywhere and almost everywhere for a single , then (Dominated convergence).
If the classical partial derivatives of are continuous at a point, then that map is totally differentiable there (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative); the chain rule identifies the total derivative of as (The chain rule for total derivatives: ); the one-variable mean value theorem applies to on a compact interval (The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
is Gateaux differentiable at with Gâteaux derivative precisely when the limits exist for all and is a bounded linear functional (Gateaux and Frechet derivatives of a functional).
Proof
Well-definedness and finiteness. For the map is measurable by [F1], and the first bound of the hypothesis, together with , gives , whose integral is finite by [F2]. Hence is a well-defined real number for every .
Difference quotients and their pointwise limit. Fix and put for . For almost every the map is , so [F5] applies to : by the mean value theorem there is with , and . As the arguments tend to , so continuity of the partials gives the pointwise limit for almost every .
A single integrable dominator. For almost every and every , the representation of step 1.2 and the second bound of the hypothesis give, with and the elementary estimate , for a constant depending only on and . Since , the monomials lie in , and , while the constant term is integrable on the bounded domain; hence , and Hölder's inequality [F3] gives , uniformly in .
Dominated convergence identifies the limit. Let , , and choose such that for every . By step 1.2 the functions converge pointwise almost everywhere to , and by step 2.1 the tail is dominated by the single function . Applying [F4] to this tail gives ; removing a finite prefix does not change the limit. Since the sequence was arbitrary, .
Boundedness of the derivative, and conclusion. The map is linear in by linearity of the integral, and the pointwise estimate with gives, by [F3], ; hence . By [F6] the functional is Gateaux differentiable at with derivative and the displayed formula, as claimed.
Depends on
- Gateaux and Frechet derivatives of a functional
- A Caratheodory integrand composed with measurable functions is measurable
- Integer-order Sobolev spaces and their norms
- Bounded C^k domains and boundary charts
- Dominated convergence
- Holder's inequality for integrals, including the endpoint cases
- 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 chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Integer-order Sobolev spaces are Banach
Used by
- The classical Euler-Lagrange equation under regularity Corollary
- The direct method for convex integral functionals Theorem
- The Dirichlet principle for the Poisson equation Theorem
- The natural boundary condition for free boundary variations Theorem
- The weak Euler-Lagrange equation for integral functionals with fixed trace Theorem
Dependency tree · two levels
68 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Gerald Teschl, Partial Differential Equations: From Classical to Modern (2026 author manuscript; complete 392-page archived text) (standard reference, not scraped)
- Francesco Paolo Maiale (course by Giovanni Alberti), Lecture Notes Calculus of Variations A, University of Pisa (last update 21 August 2019; complete 149-page notes) (standard reference, not scraped)