TheoremBase

Partial Derivatives along an Orthonormal Basis of a Function Differentiable on a Hilbert Space

Defines the k-th partial derivative of a function differentiable on a Hilbert space with an orthonormal basis as the k-th coordinate of its gradient.

Statement

In the setting of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation, with the orthonormal basis (ek)k∈N(e_{k})_{k\in\mathbb{N}} of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation §space. Differentiability on XX and the gradient Dφ(x)D\varphi(x) are those of that definition, applied with E=U=XE=U=X, which is an open subset of itself by Real Hilbert Spaces: Standing Notation and Background §topology.

(Partial derivatives along the basis) Let φ:X→R\varphi:X\to\mathbb{R} be differentiable on XX and k∈Nk\in\mathbb{N}. The kk-th partial derivative of φ\varphi is the function ∂kφ:X→R\partial_{k}\varphi:X\to\mathbb{R}, ∂kφ(x)=⟨Dφ(x),ek⟩\partial_{k}\varphi(x)=\langle D\varphi(x),e_{k}\rangle.

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