If you have a function $V: L \rightarrow \mathbb{R}$, where $L$ is an infinite dimensional topological vector space, there are multiple notions of differentiability. For $x,u \in L$, $V$ is Gateaux differentiable at $x$ in the direction $u$ if the limit $\underset{t \rightarrow 0}{\lim} \frac{V(x + tu) - V(x)}{t}$ exists. Supposing that you are in a Banach space, $V$ is Frechet differentiable if the above limit exists for all $u$ in a ball around $x$, and importantly, with the convergence being uniform over this neighborhood.
The question is, what difference does it make for a function to be Frechet differentiable versus Gateaux differentiable, maybe with respect to proving theorems that generalize the finite-dimensional setting, where the two notions of differentiability more or less agree. What kind of pathological behavior can functions exhibit that are merely Gateaux differentiable in every direction? There are also intermediate forms of differentiability between Frechet and Gateaux, defined in terms of uniform convergence of the difference quotients over some preferred family of sets (a bornology). Are there any intermediate kinds of differentiability that are important?