A derivative for complex Lipschitz maps with generalised Cauchy–Riemann equations

AbstractWe introduce the Lipschitz derivative or the L-derivative of a locally Lipschitz complex map: it is a Scott continuous, compact and convex set-valued map that extends the classical derivative to the bigger class of locally Lipschitz maps and allows an extension of the fundamental theorem of calculus and a new generalisation of Cauchy–Riemann equations to these maps, which form a continuous Scott domain. We show that a complex Lipschitz map is analytic in an open set if and only if its L-derivative is a singleton at all points in the open set. The calculus of the L-derivative for sum, product and composition of maps is derived. The notion of contour integration is extended to Scott continuous, non-empty compact, convex valued functions on the complex plane, and by using the L-derivative, the fundamental theorem of contour integration is extended to these functions

Smooth approximation of Lipschitz maps and their subgradients

We derive new representations for the generalised Jacobian of a locally Lipschitz map between finite dimensional real Euclidean spaces as the lower limit (i.e., limit inferior) of the classical derivative of the map where it exists. The new representations lead to significantly shorter proofs for the basic properties of the subgradient and the generalised Jacobian including the chain rule. We establish that a sequence of locally Lipschitz maps between finite dimensional Euclidean spaces converges to a given locally Lipschitz map in the L-topology—that is, the weakest refinement of the sup norm topology on the space of locally Lipschitz maps that makes the generalised Jacobian a continuous functional—if and only if the limit superior of the sequence of directional derivatives of the maps in a given vector direction coincides with the generalised directional derivative of the given map in that direction, with the convergence to the limit superior being uniform for all unit vectors. We then prove our main result that the subspace of Lipschitz C∞ maps between finite dimensional Euclidean spaces is dense in the space of Lipschitz maps equipped with the L-topology, and, for a given Lipschitz map, we explicitly construct a sequence of Lipschitz C∞ maps converging to it in the L-topology, allowing global smooth approximation of a Lipschitz map and its differential properties. As an application, we obtain a short proof of the extension of Green’s theorem to interval-valued vector fields. For infinite dimensions, we show that the subgradient of a Lipschitz map on a Banach space is upper continuous, and, for a given real-valued Lipschitz map on a separable Banach space, we construct a sequence of Gateaux differentiable functions that converges to the map in the sup norm topology such that the limit superior of the directional derivatives in any direction coincides with the generalised directional derivative of the Lipschitz map in that direction

A computational model for multi-variable differential calculus

Abstract. We introduce a domain-theoretic computational model for multivariable differential calculus, which for the first time gives rise to data types for differentiable functions. The model, a continuous Scott domain for differentiable functions of n variables, is built as a sub-domain of the product of n + 1 copies of the function space on the domain of intervals by tupling together consistent information about locally Lipschitz (piecewise differentiable) functions and their differential properties (partial derivatives). The main result of the paper is to show, in two stages, that consistency is decidable on basis elements, which implies that the domain can be given an effective structure. First, a domain-theoretic notion of line integral is used to extend Green’s theorem to interval-valued vector fields and show that integrability of the derivative information is decidable. Then, we use techniques from the theory of minimal surfaces to construct the least and the greatest piecewise linear functions that can be obtained from a tuple of n + 1 rational step functions, assuming the integrability of the n-tuple of the derivative part. This provides an algorithm to check consistency on the rational basis elements of the domain, giving an effective framework for multi-variable differential calculus.

A computational model for multi-variable differential calculus

We develop a domain-theoretic computational model for multi-variable differential calculus, which for the first time gives rise to data types for piecewise differentiable or more generally Lipschitz functions, by constructing an effectively given continuous Scott domain for real-valued Lipschitz functions on finite dimensional Euclidean spaces. The model for real-valued Lipschitz functions of n variables is built as a sub-domain of the product of two domains by tupling together consistent information about locally Lipschitz functions and their differential properties as given by their L-derivative or equivalently Clarke gradient, which has values given by non-empty, convex and compact subsets of Rn. To obtain a computationally practical framework, the derivative information is approximated by the best fit compact hyper-rectangles in Rn. In this case, we show that consistency of the function and derivative information can be decided by reducing it to a linear programming problem. This provides an algorithm to check consistency on the rational basis elements of the domain, implying that the domain can be equipped with an effective structure and giving a computable framework for multi-variable differential calculus. We also develop a domain-theoretic, interval-valued, notion of line integral and show that if a Scott continuous function, representing a non-empty, convex and compact valued vector field, is integrable, then its interval-valued integral over any closed piecewise C1 path contains zero. In the case that the derivative information is given in terms of compact hyper-rectangles, we use techniques from the theory of minimal surfaces to deduce the converse result: a hyper-rectangular valued vector field is integrable if its interval-valued line integral over any piecewise C1 path contains zero. This gives a domain-theoretic extension of the fundamental theorem of path integration. Finally, we construct the least and the greatest piecewise linear functions obtained from a pair of function and hyper-rectangular derivative information. When the pair is consistent, this provides the least and greatest maps to witness consistency