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The question is as in the title.

Let $H$ be a separable Hilbert space and $f : [0,1] \to H$ be a continuous mapping such that \begin{equation} f'(t):=\lim\limits_{\alpha \to 0} \frac{f(t+\alpha)-f(t)}{\alpha} \in H \end{equation} exists for almost every $t \in [0,1]$ and $f' : [0,1] \to H$ is Borel-measurable. In the above formula, convergence of the limit is with respect to the norm of $H$.

However, let us further suppose that $H=L^2\bigl([0,1],\mathbb{R}\bigr)$ itself, so that $f(t) : [0,1] \to H$ can be in fact written as $f(t,x) : [0,1] \times [0,1] \to \mathbb{R}$

Then, I am curious about the following:

  1. Is it possible for the above derivative $f'(t) : [0,1] \to H$ to be defined almost everywhere on $[0,1] \times [0,1]$ as a real-valued Borel-measurable function?

  2. If so, does $f'(t)$ coincide almost everywhere on $[0,1]^2$ with the usual definition of partial derivative of $f(t,x)$ with respect to $t$?

This seems more subtle than I expected and I am quite confused about dealing weith almost everywhere equalities... I posted this question on ME but haven't received any answer yet. all my attempts to figure out myself have failed.. Could anyone please help me?

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1 Answer 1

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The convergence in $L^2$ of the variation ratios does not yield necessarily a pointwise convergence.

For example, consider the case where $f(t,x) = \mathbb{1}_{x = 1/t - \lfloor 1/t \rfloor}$ for all $t>0$ and $x \in [0,1]$, and $f(0,x) = 0$. Each function $f(t,\cdot)$ is null almost everywhere, so $[f(t,\cdot)-f(0,\cdot)]/t \to 0$ in $L^2([0,1])$. Yet, for every $x \in [0,1[$ and $n \in \mathbb{N}$, $f((n+x)^{-1},x)=1$, so the convergences $f(t,x) \to 0$ and $[f(t,\cdot)-f(0,\cdot)]/t \to 0$ do not hold almost surely.

Now, if you have a derivative with regard to $t$ in $L^2$ and a derivative with regard to $t$ at almost every $x \in [0,1]$, those derivatives coincide almost everywhere. This is true because both $L^2$ convergence and almost everywhere convergence imply convergence in measure, for which the limit is almost everywhere unique.

Other possible argument: call $g$ the limit in $L^2[0,1]$ of $[f(t,\cdot)-f(0,\cdot)]/t$ as $t \to 0$. If you choose a sequence $(t_n)$ tending to $0$ sufficiently fast so that the series $\sum \Vert [f(t_n,\cdot)-f(0,\cdot)]/t_n - g \Vert_2$ converges, then the series $\sum [f(t_n,\cdot)-f(0,\cdot)]/t_n$ converges almost surely (and in $L^2$), so $[f(t_n,\cdot)-f(0,\cdot)]/t_n - g\to 0$ almost surely.

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  • $\begingroup$ What exactly do you mean by $g$? Also is it possible to choose such $(t_n)$? Could you provide more details? $\endgroup$
    – Isaac
    Commented Jun 10, 2023 at 21:12
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    $\begingroup$ See reformulation in the answer. By the definition of the limit, for every $\epsilon>0$, one can find $\eta>0$ such that for all $t \in [-\eta,\eta] \setminus \{0\}$, $\Vert [f(t,\cdot)-f(0,\cdot)]/t - g \Vert \le \epsilon$. Apply this with $\epsilon_n := n^{-2}$ to get a corresponding $\eta_n$ and set $t_n = \min(\eta_n,n^{-1})$. $\endgroup$ Commented Jun 11, 2023 at 14:30
  • $\begingroup$ OK, if I impose Lipscthiz continuity for $f(t)$ in the sense that $\lVert f(t_1)- f(t_2) \rVert_H \leq \lvert t_2-t_1 \rvert$, would it make any difference? $\endgroup$
    – Isaac
    Commented Jun 11, 2023 at 14:33
  • $\begingroup$ Oh, sorry, I thought I had deleted the other post, but I didn't...it is deleted now. Anyway, thank you for the answer. $\endgroup$
    – Isaac
    Commented Jun 11, 2023 at 14:36

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