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In multivariable calculus, an iterated limit is a limit of a sequence or a limit of a function in the form , = (,), (,) = ((,)),or other similar forms. An iterated limit is only defined for an expression whose value depends on at least two variables. To evaluate such a limit, one takes the limiting process as one of the two variables approaches some number, getting an expression whose value ...
respectively. If these limits exist at p and are equal there, then this can be referred to as the limit of f(x) at p. [7] If the one-sided limits exist at p, but are unequal, then there is no limit at p (i.e., the limit at p does not exist). If either one-sided limit does not exist at p, then the limit at p also does not exist.
If the limit exists for all , then one says that is Gateaux differentiable at . The limit appearing in ( 1 ) is taken relative to the topology of Y . {\displaystyle Y.} If X {\displaystyle X} and Y {\displaystyle Y} are real topological vector spaces, then the limit is taken for real τ . {\displaystyle \tau .}
Limits can be difficult to compute. There exist limit expressions whose modulus of convergence is undecidable. In recursion theory, the limit lemma proves that it is possible to encode undecidable problems using limits. [14] There are several theorems or tests that indicate whether the limit exists. These are known as convergence tests.
In other words, since the two one-sided limits exist and are equal, the limit of () as approaches exists and is equal to this same value. If the actual value of f ( x 0 ) {\displaystyle f\left(x_{0}\right)} is not equal to L , {\displaystyle L,} then x 0 {\displaystyle x_{0}} is called a removable discontinuity .
Semi-differentiability is thus weaker than Gateaux differentiability, for which one takes in the limit above h → 0 without restricting h to only positive values. For example, the function f ( x , y ) = x 2 + y 2 {\displaystyle f(x,y)={\sqrt {x^{2}+y^{2}}}} is semi-differentiable at ( 0 , 0 ) {\displaystyle (0,0)} , but not Gateaux ...
Unlike limits, for which the value depends on the exact form of the path (), it can be shown that the derivative along the path depends only on the tangent vector of the path at (), i.e. ′ (), provided that is Lipschitz continuous at (), and that the limit exits for at least one such path.
By the intermediate value theorem, every continuous function on a real interval is a Darboux function. Darboux's contribution was to show that there are discontinuous Darboux functions. Every discontinuity of a Darboux function is essential, that is, at any point of discontinuity, at least one of the left hand and right hand limits does not exist.