Gat Rang
Gat Rang
Gat Rang
ajek
1
Mathematical Institute, Czech Academy of Science
(x) f
(x)f
is norm to weak
continuous and
f
CR 201/01/11098.
1
2
1) Introduction.
Let f be a mapping from a Banach space X into a Banach space Y which
is G ateaux-dierentiable at every point. Our purpose is the study of the
range of the derivative of f. We denote this range f
so that it
is the range of a real valued function on X which is Frechet-dierentiable
at each point have been obtained in [BFKL], [BFL], [AFJ] and [G1]. In
this case, it was noticed in [AD] that whenever X is an innite dimen-
sional Banach space with separable dual, there exists a C
1
-smooth real
valued function on X with bounded support and such that f
(X) = X
.
On the other hand, it follows from [H] that if f is a function on c
0
with
locally uniformly continuous derivative, then f
(c
0
) is included in a count-
able union of norm compact subsets of
1
. The structure of the range of
f
whenever f
(x) f
(0) 1. In section 3, we
shall consider the following question : let X, Y be two Banach spaces. Is it
possible to construct a Lipschitz continuous mapping f : X Y , G ateaux-
dierentiable at each point, and such that, for all x, y X, x = y, we have
f
(x) f
, denoted f
is norm to weak
continuous, then f
(X) is
weak
(X) is isolated
in f
(X) is not
necessarily norm connected.
Proposition : Let X be an innite dimensional Banach space, and let
f be a real valued locally Lipschitz and G ateaux-dierentiable function on
X. Then either f is ane, or, for every x X, f
closure of f
(X)\{f
(x)}.
3
Remark : J. Saint Raymond constructed a mapping f from IR
2
into IR
2
,
Frechet-dierentiable at each point, and so that
_
det(f
(x)); x IR
2
_
=
{0, 1}. Therefore f
(IR
2
) is not connected and for every x IR
2
, f
(x) /
f
(X)\{f
(X)
_
2. In order
to get a contradiction, assume moreover that f
. Since y f
(x).
Replacing f by f(x +.), we can assume that x = 0. Fix also x
0
X such
that f
(x
0
) A. Since y / A
w
, there exists x
1
, x
2
, ..., x
n
X and > 0
such that, if we denote
y =
_
y(x
1
), y(x
2
), ..., y(x
n
)
_
IR
n
and
A =
__
z(x
1
), z(x
2
), ..., z(x
n
)
_
; z A
_
IR
n
then, for every z
A, z y > . If we denote
y =
_
y(x
0
), y
_
IR
n+1
and
A =
_
z(x
0
), z(x
1
), z(x
2
), ..., z(x
n
)
_
; z A
_
IR
n+1
, then we also
have that, for every
z
A,
y > . Dene F : IR
n+1
IR by
F(t
0
, t
1
, t
2
, ..., t
n
) = f
_
n
i=0
t
i
x
i
_
Since F is Lipschitz continuous and G ateaux-dierentiable on IR
n+1
, it is
Frechet-dierentiable on IR
n+1
and
F
(t
0
, t
1
, t
2
, ..., t
n
) =
_
f
_
n
i=0
t
i
x
i
_
(x
j
)
_
n
j=0
A {
y}
Moreover F
(0, 0, ..., 0) =
y, F
(1, 0, ..., 0)
A. Therefore F
(IR
n+1
) is not
connected and this contradicts the Theorem of Maly.
From now on, we say that a real valued function on an innite dimensional
Banach space X is a bump function if it has bounded non empty support.
We shall denote B(r) the set of all x
such that x
< r. If E is
a Banach space, x E and r > 0, we denote B
E
(x, r) (resp. B
E
(x, r))
the open ball (resp. closed ball) in E of center x and radius r. If f
is a continuous and G ateaux-dierentiable bump function on X, then,
according to the Ekeland variational principle, the norm closure of f
(X)
contains a ball B(r) for some r > 0. A natural conjecture would be that
the norm closure of f
(X) does
4
not contain an isolated point. This is not so as shown by the following
construction.
Theorem 1 : Let X be an innite dimensional separable Banach space.
Then, there exists a bump function f on X such that f is G ateaux-dieren-
tiable at every point, f
is norm to weak
continuous and f
(0)f
(x) 1
whenever x = 0. If X
(X), so necessarily f
(0) = 0.
Proof : We shall use two lemmas.
Lemma 1 : Let X be a Banach space, U be an open connected subset of
X
(X) U and
(x) = x
for all
x in a neighbourhood of 0.
Proof of lemma 1 : Since U is connected, there exists nitely many points
x
0
, x
1
, ..., x
n
U such that x
0
= 0, x
n
= x
i
, x
i+1
]
are included in U. The polygonal line R =
n1
i=0
[x
i
, x
i+1
] is compact,
therefore there exists > 0 such that R + B() U. Let b be a Lip-
schitz bump function on X which is G ateaux-dierentiable (resp. Frechet-
dierentiable) at every point of X. By translation, we can assume that
b(0) = 0. Replacing b(x) by
1
b(
2
x), we can also assume that there exists
0 < < 1 such that b(x) 1 whenever x and that the support of
b is included in the unit ball. Composing b with a suitable C
-smooth
function from IR into IR, we can assume moreover that b(x) = 1 whenever
x , and that 0 b(x) 1 for all x X. By adding if necessary
points on the polygonal line R, we can assume that for all i {1, 2, ..., n},
x
i
x
i1
< /b
. Dene
b
i
(x) = b(x).(x
i
x
i1
)(x)
We have b
i
(x) = (x
i
x
i1
)(x).b
(x)+b(x).(x
i
x
i1
), with b(x).(x
i
x
i1
)
[0, x
i
x
i1
] and (x
i
x
i1
)(x).b
i
(X) [0, x
i
x
i1
] +B(). Finally, set
(x) =
n
i=1
i1
b
i
_
x/
i1
_
5
is a Lipschitz continuous bump function on X which is G ateaux-dieren-
tiable (resp. Frechet-dierentiable) at every point. Let x X and as-
sume that
i
< x
i1
for 1 i n. If j > i, x/
j1
> 1, so
b
j
_
y/
j1
_
= 0 for all y in a neighbourhood of x and b
j
_
x/
j1
_
= 0. If
j < i, x/
j1
, so b
j
_
x/
j1
_
= x
j
x
j1
. Therefore
(x) =
i1
j=1
(x
j
x
j1
) +b
i
_
x/
i
_
= x
i1
+b
i
_
x/
i
_
[x
i1
, x
i
] +B()
Moreover, if x
n
, then
(x) = x
n
= x
. Thus
(x) = x
for all x in
a neighbourhood of 0 and
(X) R +B() U.
Lemma 2 : Let X, Y be two Banach spaces, a X, V be an open
neighbourhood of a, and f : V Y be continuous on V and G ateaux-
dierentiable at every point of V \{a}. If f
limit as x
tends to a, then f is G ateaux-dierentiable at a and f
(a) = .
Proof of lemma 2 : Fix h X. The mapping
h
dened on the real
line by
h
(t) = f(a + th) whenever t = 0,
h
(t) = f
(a + th).h tends to
.h as t tends to 0. Therefore f is dierentiable at a in the direction h
and f
(a) = .
In order to prove the theorem, let aX
; |x
(u
i
) a(u
i
)| < 1/2
n
for all i {1, ..., n}
_
(V
n
)
n0
be a decreasing sequence of weak
-topology. Moreover, W
n
= V
n
{x
; 1 < x
a < 2} is
connected for each n. Let (x
n
) X
topology. W
n
x
n
= {x x
n
; x W
n
} is a
norm open connected subset of X
containing 0. Since x
n+1
W
n+1
W
n
, we also have x
n+1
x
n
W
n
x
n
. Since X is separable (resp.
X
n
(X) W
n
x
n
, with support in the unit ball and such that b
n
(x) =
x
n+1
x
n
for all x satisfying x <
n
. Denote c
1
= 1 and, for n 2,
c
n
=
n1
i=1
n
. Dene
b(x) =
+
n=1
c
n
b
n
_
x/c
n
_
6
b has bounded support since b(x) = 0 whenever x 1. On X\{0}
this sum is locally nite, so b is G ateaux-dierentiable (resp. Frechet-
dierentiable) at each point of X\{0}. If
n
x <
n+1
, then we
have b
(x) = x
n
+ b
n
(x) W
n
, so b
(X\{0}) X
(x)
w
(0) = a.
3) Can all the derivatives be far away from each other?
We rst notice that, under mild regularity assumptions, the answer to the
above question is negative for functions.
Proposition : Let X be a Banach space and f : X IR be a Lipschitz
continuous, everywhere G ateaux-dierentiable function. Then, for every
x X and every > 0, there exists y, z B
X
(x, ) such that f
(y)
f
(z) .
Proof : We shall actually show that if f : X IR is locally uniformly
continuous and everywhere G ateaux-dierentiable, then, for every x X
and for every > 0, there exists > 0 such that for every h X, h ,
there exists y B
X
(x, ) such that f
(y +h) f
(y) .
Fix x X and
0
> 0 such that f is uniformly continuous on B
X
(x, 2
0
).
Fix also 0 < <
0
. By uniform continuity, there exists > 0 such
that |f(z) f(y)| <
2
/4 whenever y, z B
X
(x, 2
0
) and z y .
Without loss of generality, we can assume that < /2. Take any h X
such that h . Dene : X IR by (y) = f(y + h) f(y) if
y x
0
and (y) = + otherwise. The function is lower semi-
continuous on X and, for all y B
X
(x,
0
),
2
/4 < (y) <
2
/4. In
particular, (x) < inf
yX
(y) +
2
/2. The Ekeland variational principle
then tells us the existence of y X such that y x /2 and for all
u X, (u) (y)uy. Since yx /2 <
0
, the function is
G ateaux dierentiable at y and we obtain
(y) f
(y) f
(z) .
Proof : Fix > 0 and n
0
> 0 such that f is uniformly continuous on
B
X
(x, + 1/n
0
). For each n 1, dene
A
n
=
_
y B
X
(x, ), f(y+h)f(y)f
(y).h /n
1
and f(z+h)f(z)f
(z).h /n
1
So, for all h such that h 1/n
1
,
_
_
_
f(y +h) f(z +h)
_
_
f(y) f(z)
_
_
f
(y) f
(z)
_
.h
_
_
2/n
1
Therefore,
_
_
_
f
(y) f
(z)
_
.h
_
_
4/n
1
Since this is satised for for all h such that h 1/n
1
, we obtain that
f
(y) f
(z) 4.
In view of the above propositions, one could believe that whenever X, Y
are Banach spaces (or vector normed spaces) and f : X Y is a mapping
G ateaux-dierentiable at each point of X, then for every > 0, there
exists y, z X such that f
(y) f
(x) F
(y)
L(
1
,IR
2
)
1. Moreover, for each h
1
, x F
(x).h is
continuous from
1
into IR
2
.
2) Let us denote D the vector normed space of elements of
1
with -
nite support. There exists a Lipschitz function G :
1
IR, G ateaux-
dierentiable at each point of
1
, such that for every x, y D, x = y, then
G
(x) G
(y)
1.
We shall construct F and G with the properties of theorem 2 using se-
ries. We were inspired by a construction from [DI]. We need an auxiliary
construction.
Lemma 3 : Given = (a
, a, b, b
) IR
4
such that a
and
> 0, there exists a C
-function =
,
: IR
2
IR
2
such that :
(i) |(x, y)| for all (x, y) IR
2
,
(ii) (x, y) = 0 whenever x / [a
, b
],
(iii)
_
_
x
(x, y)
_
_
for all (x, y) IR
2
,
(iv)
_
_
y
(x, y)
_
_
= 1 whenever x [a, b],
(v)
_
_
y
(x, y)
_
_
1 for all (x, y) IR
2
,
8
(vi) If we denote (x, y) =
_
1
(x, y),
2
(x, y)
_
, then
1
y
(x, 0) = 1
whenever x [a, b].
Proof of Lemma 3 : Let b : IR IR be a C
, b
] and b(x) = 1
whenever x [a, b]. If n 1 is large enough, the function dened by
(x, y) =
b(x)
n
_
sin(ny), cos(ny)
_
satises the desired properties.
We shall also use the following criterium of G ateaux-dierentiability of the
sum of a series :
Lemma 4 : Let X and Y be Banach spaces and, for all n, let f
n
: X Y
be G ateaux-dierentiable mappings. Assume that
_
f
n
_
converges point-
wise on X, and that there exists a constant K > 0 so that for all h,
(1)
n1
sup
xX
_
_
f
n
h
(x)
_
_
Kh
Then the mapping f =
n1
f
n
is G ateaux-dierentiable on X, for all x,
f
(x) =
n1
f
n
(x) (where the convergence of the series is in L(X, Y ) for
the strong operator topology), and f is K-Lipschitz. Moreover, if each f
n
is continuous from X endowed with the norm topology into L(X, Y ) with
the strong operator topology, then f
n
(x).h
_
converges in Y .
Therefore, the series
_
f
n
(x)
_
converges in L(X, Y ) for the strong oper-
ator topology, to some operator T L(X, Y ), and by (1), T K. For
each h X, we dene g
n
: IR Y by g
n
(t) = f
n
(x + th). The function
g =
n1
g
n
is well dened. Since
n1
g
n1
sup
xX
_
_
f
n
h
(x)
_
_
Kh
the mapping g is dierentiable and g
(0) =
n1
g
n
(0) =
n1
f
n
h
(x) = T(h).
Thus we have proved that f is dierentiable along every direction h and
that
f
h
(x) = T(h). In other words, f is G ateaux-dierentiable at x and
f
k
, a
k
, b
k
, b
k
),
k N, of all quadruples of dyadic numbers such that a
k
< a
k
< b
k
< b
k
.
9
Select integers m
n
k
such that for each n, n < m
n
k
and (m
n
k
)
k
is an increasing
sequence, and satisfying
(2) m
n
k
= m
p
n = p and k =
Fix > 0 and let
n
k
be positive real numbers such that
n=1
k=1
n
k
= . We
shall notice
k
=
n=1
n
k
, so that
k=1
k
= . Put f
n,k
:
1
IR
2
such that,
if x = (x
i
)
1
, then f
n,k
_
x
_
=
k
,
n
k
_
x
n
, x
m
n
k
_
: f
n,k
is a C
function
on
1
. The function F :
1
IR
2
we are looking for is dened by :
F(x) =
nIN
kIN
f
n,k
(x)
Claim 1 : F is well-dened. Indeed, according to condition (i) of the
lemma, f
n,k
k
,
n
k
=
n
k
, so the series dening F converges
uniformly.
Claim 2 : F is G ateaux-dierentiable on
1
and F is (1 + )-Lipschitz-
continuous on
1
. To see this, we apply Lemma 4 : let h=(h
1
, ..., h
n
, ...)
1
. By (iii) and (v), we have for all n, k :
sup
xX
_
_
f
n,k
h
(x)
_
_
|h
m
n
k
| +
n
k
|h
n
| |h
m
n
k
| +
n
k
h
1
So, because of condition (2),
n,k
sup
xX
_
_
f
n,k
h
(x)
_
_
(1 +)h
1
We have proved that condition (1) of Lemma 4 is satised with K = 1+,
thus F is G ateaux-dierentiable on
1
and F is (1+)-Lipschitz-continuous
on
1
.
Claim 3 : If x = y
1
, then F
(x) F
(y)
L(
1
,IR
2
)
1 2.
Indeed, let n IN such that x
n
= y
n
. Let k such that x
n
[a
k
, b
k
] and
y
n
/ [a
k
, b
k
]. According to (ii) and (iv) of Lemma 3,
_
_
_
f
n,k
x
m
n
k
(x)
_
_
_ = 1 and
f
n,k
x
m
n
k
(y) = 0
On the other hand, for all r,
_
_
_
f
m
n
k
,r
x
m
n
k
(x)
_
_
_
r
and
_
_
_
f
m
n
k
,r
x
m
n
k
(y)
_
_
_
r
and, if = m
n
k
and (, r) = (n, k),
f
,r
x
m
n
k
(x) = 0 and
f
,r
x
m
n
k
(y) = 0
10
Therefore,
F
(x) F
(y)
L(
1
,IR
2
)
_
_
_
F
x
m
n
k
(x)
F
x
m
n
k
(y)
_
_
_
1
(,r)=(n,k)
_
_
f
,r
x
m
n
k
(x)
f
,r
x
m
n
k
(y)
_
_
1 2
Let us now prove part 2) of Theorem 2. Since F :
1
IR
2
, we can
write F = (G, H), where G, H :
1
IR. We shall also denote f
n,k
=
(g
n,k
, h
n,k
). G :
1
IR is Lipschitz continuous, G ateaux-dierentiable at
each point of
1
. Let x = (x
i
), y = (y
i
) D and n such that x
n
= y
n
. Let
k such that x
n
[a
k
, b
k
], y
n
/ [a
k
, b
k
] and x
m
n
k
= 0. According to (vi) of
Lemma 3, we have
_
_
_
g
n,k
x
m
n
k
(x)
_
_
_ = 1 and
g
n,k
x
m
n
k
(y) = 0
We conclude, as in the proof of Claim 3 of part 1), that
G
(x) G
(y)
1 2
Remark : 1) If we set =
f
1 2
, we have obtained for every > 0, the
construction of a function :
1
IR
2
, G ateaux-dierentiable at every
point of
1
, satisfying :
(i) for all x, y
1
, (x) (y) (1 +)x y
1
,
(ii) for all x = y
1
,
(x)
(y)
L(
1
,IR
2
)
1.
2) Fix h
1
. Since x F
(x).h; x
1
_
is connected. This is in contrast with the fact that
_
F
(x) ; x
1
_
is discrete in L(
1
, IR
2
).
3) A carefull look at the above construction shows that f is uniformly
G ateaux-dierentiable.
4) Observe that for cardinality reasons, whenever L(X, Y ) is separable,
then for every G ateaux-dierentiable mapping from X into Y , and for
every > 0, there exists y, z X such that f
(y)f
(z) . Therefore,
it is not possible to replace
1
by
p
(p > 1) in Theorem 2. However, there
exists a Lipschitz function H :
2
2
, G ateaux-dierentiable at each
point of
2
, such that for every x, y
2
, if x = y, then
H
(x) H
(y)
L(
2
)
1
This will follow from the following more general result :
11
Theorem 3 : Let X
p
=
p
if 1 p < + and X
= c
0
. Let us x
1 p, q +. The following assertions are equivalent :
(1) There exists a Lipschitz function H : X
p
X
q
, G ateaux-dierentiable
at each point of X
p
, such that for every x, y X
p
, x = y, then
H
(x) H
(y)
L(X
p
,X
q
)
1.
(2) p q.
(3) L(X
p
, X
q
) is not separable.
Proof of Theorem 3 : According to Remark 4) above, (1) implies (3). If
p > q, then by Pitts theorem, all operators from X
p
to X
q
are compact,
hence L(X
p
, X
q
) is separable. Therefore (3) implies (2). So it remains to
prove that (2) implies (1). Assume that p q and let (e
n
) be the usual
basis of X
p
. Let T
k
L(IR
2
, X
q
) dened by T
k
(x, y) = xe
2k
+ ye
2k+1
.
Denote a
q
the common norm of the operators T
k
. Let
k
,
n
k
, m
n
k
and
k
,
n
k
dened as in the proof of Theorem 2. Put f
n,k
: X
p
X
q
such that,
if x = (x
i
) X
p
, then f
n,k
_
x
_
= T
m
n
k
k
,
n
k
_
x
n
, x
m
n
k
_
: the functions
f
n,k
is a C
mapping from X
p
into X
q
. The function H : X
p
X
q
we
are looking for is dened by :
H(x) =
nIN
kIN
f
n,k
(x)
As in the proof of Theorem 2, H is well-dened. Lemma 4 is no longer
applicable in order to show that H is G ateaux-dierentiable at each point
of X
p
. But lemma 4 remains true if the hypothesis (1) from lemma 4 is
replaced by condition (2) below :
(2) for all h,
_
f
n
h
(x)
_
converges uniformly with respect to x
So, x h=(h
1
, ..., h
n
, ...) X
p
. We have
f
n,k
h
(x) = h
n
u
k,n
(x) +h
m
n
k
v
k,n
(x)
with u
k,n
(x)
q
n
k
a
q
, v
k,n
(x)span{e
2m
n
k
, e
2m
n
k
+1
} and v
k,n
(x)
q
a
q
.
We claim that both series
_
k,n
h
n
u
k,n
(x)
_
and
_
n
k
h
m
n
k
v
k,n
(x)
_
are uni-
formly converging with respect to x. Indeed, for the rst one, this fol-
lows from the fact that for each x, h
n
u
k,m
(x)
q
h
p
.a
q
.
n
k
, and that
n=1
k=1
n
k
< +. For the second one,
_
k
h
m
n
k
v
k,m
(x)
_
converges uni-
formly because it satises the uniform Cauchy condition. Indeed, x > 0
and a nite set A IN IN such that
(k,n)/ A
h
p
m
n
k
<
p
. For xed x,
the v
k,n
(x) are elements of X
q
with disjoint supports, so, for any nite
subset F of (IN IN)\A,
_
_
(n,k)F
h
m
n
k
v
k,m
(x)
_
_
X
q
=
_
(n,k)F
_
_
h
m
n
k
v
k,m
(x)
_
_
q
X
q
_
1/q
a
q
_
(n,k)F
h
q
m
n
k
_
1/q
a
q
_
(n,k)F
h
p
m
n
k
_
1/p
< a
q
12
Notice that we used in the above chain of inequalities the fact that p q.
The above estimate is uniform in x, therefore the series
_
k
h
m
n
k
v
k,m
(x)
_
satises the uniform Cauchy condition. Applying the variant of lemma 4
mentioned above, we get that H is Lipschitz continuous and G ateaux-
dierentiable at each point of
2
. As in the proof of theorem 2, one sees
that there exists a > 0 such that for every x, y
2
, if x = y, then
H
(x) H
(y)
L(
p
,
q
)
a.
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