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The tangent space of a regular level set is the kernel of the constraint derivative

Statement

Assume the Axiom of Choice (The Axiom of Choice). Let X be a real Banach space, let U⊆X be open, let G:U→Rm be of class C1 (C k map between Banach spaces, Fréchet derivative between Banach spaces), let u∈U, and suppose DG(u):X→Rm is surjective. Then the set of derivatives γ′(0) of C1 curves γ:(−ε,ε)→X with γ(0)=u and G∘γ constant equals ker⁡DG(u); that is, ker⁡DG(u) is exactly the tangent space of the level set G−1(G(u)) at u.

Facts & Assumptions

Given: A real Banach space X, an open set U⊆X, a C1 map G:U→Rm with DG(u) surjective at u∈U, under the Axiom of Choice.

[F1]

Chain sum product and composition rules for Banach derivatives, C k map between Banach spaces: if γ is C1 near 0 with γ(0)=u and G is C1 near u, then G∘γ is differentiable at 0 with (G∘γ)′(0)=DG(u)γ′(0); a constant function has derivative 0, and a bounded linear map is its own derivative.

[F2]

Regular constraint directions are realised by level-set curves: under AC, given the chart Y,A,B,φ of A split surjective derivative parametrises its level set (which requires m≥1), every h∈ker⁡DG(u) is realised by a C1 curve c(t)=u+th+φ(th) with c(0)=u, c′(0)=h and G(c(t))=G(u).

Proof

technique · direct

Given: A real Banach space X, an open set U⊆X, a C1 map G:U→Rm with DG(u) surjective at u∈U.

1.1givenF1

Let γ:(−ε,ε)→X be C1 with γ(0)=u and G∘γ constant. Then G∘γ has derivative 0 at every t, and the chain rule [F1] gives 0=(G∘γ)′(0)=DG(u)γ′(0); hence γ′(0)∈ker⁡DG(u).

1.2givenF1F2F3choose

Conversely, let h∈ker⁡DG(u). If m=0, then G is constant by [F3] and ker⁡DG(u)=X. Choose r>0 with B(u,r)⊆U and set ε=r/(2(1+∥h∥)); the affine curve c(t)=u+th lies in U for ∣t∣<ε, is C1, and has c′(0)=h by [F1]. If m≥1, surjectivity and AC give the chart Y,A,B,φ of the implicit-function theorem in [F2]; applying the realization lemma to this chart gives a C1 curve c with c(0)=u, c′(0)=h and G∘c constant. In either case h is a derivative of the required kind.

2.1step 1.1step 1.2F2∎

Step 1.1 shows that every such derivative lies in ker⁡DG(u) and step 1.2 shows that every element of ker⁡DG(u) occurs, so the two sets are equal; this is the assertion, and the Axiom of Choice was used only through the chart and realization lemma in the case m≥1 [F2].

Depends on

Used by

Dependency tree · two levels

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Sources