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Since all norms on $\mathbb R^n$ are equivalent, the following question makes sense:

Can we define the notion of "differentiability" of a map $\mathbb R^n \to \mathbb R$ without refering to a norm at all? Can we define the derivative itself?

(That is, without mentioning any kind of norm, or a distance induced by it).

In fact, I guess that one could ask that even for $n=1$.

Asaf Shachar
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  • Differentiation is a statement saying "for $h$ close enough to $0$, we can approximate $f(x+h)$ by $f(x) + u(h)$ with $u$ linear continuous". So you have to say what "close enough" and "approximate" stand for. And what continuous stands for $u$ linear.

    Maybe there exists purely topological notion for all of that, but I did not ever hear about.

    – Didier May 26 '20 at 14:38
  • I think you would like to have this new notion equivalent to the previous one. Now Diffrentiation is a method of approximation of the $\mathbb R^n\xrightarrow[]{f} \mathbb R$ by a linear funcntion $\mathbb R^n \xrightarrow[]{Df_x} \mathbb R$ at point $x\in \mathbb R^n$. And the moment you say approximation you need a notion of distance. – Noob mathematician May 26 '20 at 14:45
  • @Dldier if such a topological notion exist then you might be able to have a notion of differentiability on any topological space (not only manifolds) isn't it ? – Noob mathematician May 26 '20 at 14:48
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    The closest I can think of is Caratheordory's definition of differentiability. Namely, let $I$ be an interval, $f$ defined on $I$, and $a\in I$; then $f$ is differentiable at $a$ iff there is a continuous function $\phi(x)$ defined on $I$ such that $f(x)-f(a)=\phi(x) (x-a)$. This requires only the notions of interval and continuity, which can be given topologically. – Integrand May 26 '20 at 14:53
  • Are you willing to accept the differentiable structures, making the domain and target smooth manifolds? In that case, one should view the derivative as a map between tangent spaces. – Phillip Andreae May 26 '20 at 15:03
  • You could use a construction analogous to that of the Zariski tangent space, but the catch is that your set of "differentiable" functions is going to be limited. That said, you could probably extend beyond defining the derivative on polynomial functions if you consider the derivative as a formal operator on power series, but we can't really say that these power series "equal" anything without some kind of topology. – Ben Grossmann May 26 '20 at 15:31
  • The notion of "limit" does not require distance, only topology. The article @CalumGilhooley linked to explains notions of derivative of maps between topological vector spaces. Interestingly, these notes explain why the only topological vector space structure on a finite dimensional vector space comes from (any of the equivalent) norms: https://kconrad.math.uconn.edu/blurbs/topology/finite-dim-TVS.pdf ...It seems to me that a derivative does require some sort of linear structure, though. In the differentiable manifold setting, the tangent space gives the linear structure. – Phillip Andreae May 26 '20 at 15:33
  • I doubt it. A topological space can be freely stretched, and that would change the "slope". –  May 26 '20 at 16:00

1 Answers1

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Here is an attempt to correct the below definition. Recall that $f$ is differentiable at $x \in \Bbb R^n$ if there exists a linear map $A:\Bbb R^n \to \Bbb R$ such that for $y \in \Bbb R^n$, the error function $$ \varepsilon(y) = f(x + y) - f(x) - A(y) $$ satisfies $\lim_{y \to 0} \frac{\varepsilon(y)}{\|y\|} = 0$. It is this limit condition, however, that needs to be encoded in a different way.

It is implied in this wiki page (linked in the comment below) that we can replace this limit condition with the statement that $\varepsilon:\Bbb R^n \to \Bbb R$ is tangent to 0. That is, for every neighborhood $W \subset \Bbb R$ of $0$, there exists a neighborhood $U \subset \Bbb R^n$ of $0$, a function $o:\Bbb R \to \Bbb R$ with $\lim_{t \to 0} o(t)/t = 0$, and a $\delta>0$ such that whenever $|t| < \delta$, $\varepsilon(tU) \subset o(t) W$.

We can make things a bit more concrete since the domain is simply $\Bbb R$. For every $\epsilon > 0$, there exists a neighborhood $U \subset \Bbb R^n$ of $0$, a function $o:\Bbb R \to \Bbb R$ with $\lim_{t \to 0} o(t)/t = 0$, and a $\delta>0$ such that whenever $|t| < \delta$, $\frac{|\varepsilon(tU)|}{o(t)} < \epsilon$.


Note: as Asaf notes in his comment, this is not a correct definition of differentiability. In particular, there are functions that satisfy this condition but fail to be differentiable.

We could stick to the product topology over $\Bbb R^n$ rather than considering norms.

Recall that we say that a function $f: \Bbb R^n \to \Bbb R$ is differentiable at $x \in \Bbb R^n$ if there exists a linear map $A: \Bbb R^n \to \Bbb R$ such that for every vector $v \in \Bbb R^n$, $$ \lim_{h \to 0} \frac{f(x + hv) - f(x) - hAv}{h} = 0. $$ With the topological definition of a limit, we might frame this as follows:

The function $f: \Bbb R^n \to \Bbb R$ is differentiable at $x \in \Bbb R^n$ if there exists a linear map $A: \Bbb R^n \to \Bbb R$ such that for every vector $v \in \Bbb R^n$ and every neighborhood $U \subset \Bbb R^n$ of $0$, there exists a $\delta > 0$ such that whenever $0<|h| < \delta$, we have $$ \frac{f(x + hv) - f(x) - hAv}{h} \in U. $$ We define the derivative of $f$ at $x$ to be the linear map $f'(x) = A$.


We can view the different norm-definitions as arising from different choices of neighborhood bases.

For example, we can derive the $\|\cdot\|_\infty$ (max-norm) definition as follows. Because the sets $U = (-\epsilon,\epsilon) \times \cdots \times (-\epsilon,\epsilon)$ form a neighborhood basis of $0 \in \Bbb R^n$, we can simplify this definition as follows:

The function $f: \Bbb R^n \to \Bbb R$ is differentiable at $x \in \Bbb R^n$ if there exists a linear map $A: \Bbb R^n \to \Bbb R$ such that for every vector $v \in \Bbb R^n$ and every $\epsilon > 0$, there exists a $\delta > 0$ such that whenever $|h| < \delta$, the entries of $\frac{f(x + hv) - f(x) - hAv}{h}$ lie between $-\epsilon$ and $\epsilon$, or equivalently we have $\|\frac{f(x + hv) - f(x) - hAv}{h}\|_\infty < \epsilon$.

If we instead consider the neighborhood basis of open spheres, we can derive the Euclidean-norm definition as follows:

The function $f: \Bbb R^n \to \Bbb R$ is differentiable at $x \in \Bbb R^n$ if there exists a linear map $A: \Bbb R^n \to \Bbb R$ such that for every vector $v$, unit-vector $w \in \Bbb R^n$, and $\epsilon > 0$, there exists a $\delta > 0$ such that whenever $|h| < \delta$, $$ -\epsilon < w^T\left[\frac{f(x + hv) - f(x) - hAv}{h}\right] < \epsilon, $$ or equivalently we have $\|\frac{f(x + hv) - f(x) - hAv}{h}\|_2 < \epsilon$.

Ben Grossmann
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  • But you speak of unit vectors, so vectors of norm 1... – Jens Renders May 26 '20 at 15:58
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    @JensRenders See my latest edit. There is no need to consider unit vectors (except when we are discussing the Euclidean norm) – Ben Grossmann May 26 '20 at 15:59
  • Good edit. I suppose this is equivalent to demanding that the sequence $\left(n(f(x + v/n) - f(x) - Av)\right)_{n\in \mathbb{N}}$ converges to zero for all $v$. – Jens Renders May 26 '20 at 16:11
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    @JensRenders That doesn't quite work; we can build some pathological counterexamples. It does suffice to consider all sequences $h_n \to 0$, though. – Ben Grossmann May 26 '20 at 16:20
  • Interesting, can you give such a counterexample or point me to it? – Jens Renders May 26 '20 at 16:31
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    @Jens Here's an example of a function whose limit at zero fails to exist even though $f(c/n) \to 0$ for every $c \in \Bbb R$. Find a bounded sequence $(a_n)$ of non-zero reals such that we never have $a_j/m = a_k/n$ with $j,k,m,n \in \Bbb N$ (this might require the axiom of choice). Define $f$ so that $f(a_n/k) = k$ when $j \leq n$ and $f(x) = 0$ otherwise. – Ben Grossmann May 26 '20 at 16:43
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    @Jens That should be a sequence of positive real numbers. Also $f(a_n/k) = k$ when $k \leq n$. – Ben Grossmann May 26 '20 at 17:14
  • Thank you. Shouldn't it be $A(hv)$ instead of $Av$ though? – Asaf Shachar May 27 '20 at 08:54
  • @Asaf Yes (see my latest edit), and I realize now that with this “directional derivative” definitition, we can actually move the $Av$ to the other side of the equation, so that the derivative is defined to be a linear map whose output matches a certain limit. – Ben Grossmann May 27 '20 at 15:19
  • Actually, on a second thought, I don't think that your definition works. It only implies existence and linearity of directional derivatives. However, this does not imply (total) differentiability in general-https://math.stackexchange.com/questions/447104/continuous-function-with-linear-directional-derivatives-total-differentiability. – Asaf Shachar May 28 '20 at 06:49
  • @AsafShachar I should have thought of that... thanks for pointing this out. – Ben Grossmann May 28 '20 at 13:28
  • Why you choose the name Omnomnomnom ? – Kelvin Lois May 28 '20 at 13:49
  • @Omnomnomnom That's OK. I unaccepted your answer for the moment. I am still grateful for the nice attempt. – Asaf Shachar May 28 '20 at 13:50
  • @Sou I just thought that it's a funny name and it's fun to say – Ben Grossmann May 28 '20 at 13:54
  • It is fun. Whenever i read that i just imagine pacman :) Nice answer btw. – Kelvin Lois May 28 '20 at 14:02
  • @AsafShachar Does this link do the trick? It's a definition of the Fréchet derivative between topological vector spaces. https://en.wikipedia.org/wiki/Fr%C3%A9chet_derivative#Generalization_to_topological_vector_spaces – Phillip Andreae May 28 '20 at 18:28
  • @PhillipAndreae That's a great find; I wish I had thought to look to functional analysis. – Ben Grossmann May 28 '20 at 18:54