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Let $f:\mathbb{R}^n\rightarrow \mathbb{R}$ be a function which partial derivatives $\frac{\partial f}{\partial x_i}$ are defined at $\vec{a}\in \mathbb{R}^n$ for $1\leq i \leq n$, and let $\vec{u}$ be a unit vector. Here are two definitions of the directional derivative $f_{\vec{u}}(\vec{a})$:

$$\lim_ {h\rightarrow 0}\frac{f(\vec{a}+h\vec{u})-f(\vec{a})}{h}$$

$$\nabla f(\vec{a})\cdot \vec{u}$$

I'm seeking to prove that the two are equivalent.


There are two proofs of the above here, but if the proofs are valid then I do not understand how. In particular:

The second proof, written by me, applies the Mean Value Theorem on the partial derivatives of $f$, thus it assumes that the partial derivatives are continuous on an open ball around $\vec{a}$.

The first proof by user137731 makes use of the fact that

$$f(\vec{a}+\vec{h})=f(\vec{a})+\nabla f(a)\cdot \vec{h} + o(\vec{h})$$

where $o(\vec{h})/h\rightarrow 0$ as $\vec{h}\rightarrow 0$. The user derives the equation by means of Taylor's theorem. If Taylor's theorem can be applied here without presupposing the continuiuty of the partial derivatives or of the function $f$, then someone please point me how. The equation can also be derived easily by assuming that the total differential exists at $\vec{a}$ (I'm even wondering if the equation being true implies the existence of the total derivative), yet, again, we are not allowed to assume that the function is differentiable at $\vec{a}$.

Sam
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    These are not equivalent, unless we suppose that $f$ is differentiable in $\vec a$. In that case, the equivalence follows from the multivariable chain rule. – Vercassivelaunos Jul 16 '21 at 22:05
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    @Vercassivelaunos yeah that's precisely what I was beginning to think. Just to point an example in case anyone is interested, consider $f:\mathbb{R}^2\rightarrow \mathbb{R}$ zero everywhere except when $x=y$, in which case $f(x,y)=x=y$, and consider its directional derivative (in the direction of the line $x=y$) at the origin. – Sam Jul 16 '21 at 22:08
  • Yes, that's a very good counterexample! – Vercassivelaunos Jul 16 '21 at 22:08

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