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Differentiable Real Functions Defined on a Dual Numbers 📂Abstract Algebra

Differentiable Real Functions Defined on a Dual Numbers

Build-up1

Assume the given smooth function f:RRf : \mathbb{R} \to \mathbb{R}. The Taylor series of ff at aa is as follows:

f(x)=f(a)+f(a)(xa)+f(a)2!(xa)2+=f(a)+f(a)(xa)+n=2f(n)(a)n!(xa)n \begin{align*} f(x) &= f(a) + f^{\prime}(a)(x - a) + \dfrac{f^{\prime \prime}(a)}{2!}(x - a)^{2} + \cdots \\ &= f(a) + f^{\prime}(a)(x - a) + \sum_{n=2}^{\infty} \dfrac{f^{(n)}(a)}{n!}(x - a)^{n} \end{align*}

Although the above equation is obtained for a function defined on the real space, let’s substitute the dual number a+bϵ=(a,b)a + b\epsilon = (a, b) instead of xx.

f(a+bϵ)=f(a)+f(a)(a+bϵa)+n=2f(n)(a)n!(a+bϵa)n=f(a)+f(a)bϵ+n=2f(n)(a)n!bnϵn=f(a)+f(a)bϵ=(f(a),bf(a)) \begin{align*} f(a + b\epsilon) &= f(a) + f^{\prime}(a)(a + b\epsilon - a) + \sum_{n=2}^{\infty} \dfrac{f^{(n)}(a)}{n!}(a + b\epsilon - a)^{n} \\ &= f(a) + f^{\prime}(a)b\epsilon + \sum_{n=2}^{\infty} \dfrac{f^{(n)}(a)}{n!}b^{n}\epsilon^{n} \\ &= f(a) + f^{\prime}(a)b\epsilon \\ &= \big( f(a), b f^{\prime}(a) \big) \end{align*}

Since ϵ2=0\epsilon^{2} = 0, all terms from the third one onward are 00.

Definition

Assume the given differentiable function f:RRf : \mathbb{R} \to \mathbb{R}. For the dual number a+bϵa + b\epsilon, we define f(a+bϵ)f(a + b\epsilon) as follows:

f(a+bϵ):=(f(a),bf(a))(1) f(a + b\epsilon) := \big( f(a), b f^{\prime}(a) \big) \tag{1}

Explanation

Note that notation was abused from (1)(1). The ff on the left side of (1)(1) is actually a function defined as follows for a fixed ff.

Ff:{a+bϵ:a,bR}{a+bϵ:a,bR}a+bϵf(a)+bf(a)ϵ=(f(a),bf(a)) \begin{align*} F_{f} : \left\{ a + b\epsilon : a, b \in \mathbb{R} \right\} &\to \left\{ a + b\epsilon : a, b \in \mathbb{R} \right\} \\ a + b\epsilon &\mapsto f(a) + b f^{\prime}(a)\epsilon = \big( f(a), b f^{\prime}(a) \big) \end{align*}

However, considering the case b=0b = 0, since it is Ff(a,0)=(f(a),0)F_{f}(a,0) = (f(a), 0), it can be seen that ff extends naturally. Therefore, note that it has been denoted for convenience as fFff \equiv F_{f}.

When extending the real number xx to the dual number (x,1)(x, 1) and performing addition or multiplication, the differential is preserved in the second component. Hence, it can be seen that the above definition is very naturally defined from the perspective of preserving the differential.

Composite Function

For the composite function fgf \circ g, we define fg(a+bϵ)f \circ g (a + b\epsilon) as follows:

fg(a+bϵ):=f(g(a))+f(g(a))g(a)bϵ=(f(g(a)),bf(g(a))g(a)) f \circ g (a + b\epsilon) := f(g(a)) + f^{\prime}(g(a)) g^{\prime}(a)b\epsilon = \big( f(g(a)), b f^{\prime}(g(a)) g^{\prime}(a) \big)

The first component is the value of the function fgf \circ g at aa, and the second component is the differential.

Derivation

It is obtained directly by calculating as defined in (1)(1).

fg(a+bϵ)=f(g(a+bϵ))=f(g(a)+g(a)bϵ)=f(g(a))+f(g(a))g(a)bϵ=(f(g(a)),bf(g(a))g(a)) \begin{align*} f \circ g (a + b\epsilon) &= f(g(a + b\epsilon)) \\ &= f(g(a) + g^{\prime}(a)b\epsilon) \\ &= f(g(a)) + f^{\prime}(g(a)) g^{\prime}(a)b\epsilon \\ &= \big( f(g(a)), b f^{\prime}(g(a)) g^{\prime}(a) \big) \end{align*}

See also


  1. Mykel J. Kochenderfer, Algorithms for Optimization (2019), p27-32 ↩︎