This problem has given me some trouble. Let $F$ be the operator on $L^2[0,1]$ defined by $F(g)(t)=\sin g(t)$. I'm trying to determine whether or not $F$ is (Fréchet) differentiable in that space. I know that it is in $C[0,1]$ because I have seen this one before.
The notion if Fréchet derivative is a direct expansion of the Gâteaux derivative:
$f : U \to Y$ where $U\subset X$ and $X, Y$ normed spaces is called (Fréchet) differentiable at $u\in U$ if there exists a bounded linear operator $T$ from $X$ to $Y$ such that for $h\to 0$ we have $$ \frac{f(u+hv)-f(u)}{h} \to Tv $$ uniformly for all $v\in B_X$, e.g. in the closed unit ball in $X$.
So this is basically Gâteax differentiabilty with added uniformity of convergence. At first, I couldn't really make sense of the difference, but the example here helped me a great deal with that.
I checked for Gâteaux differentiability and after some contortions and the realization that the MVT should be applied I figured out the derivative in $g$ to be $T(f)(t)=\cos(g(t))f(t)$. However, I can't come up with an argument as to whether Fréchet differentiability holds true in this case. If the Fréchet derivative exists, it is equal to $T$. The point in question should be the null function. But how to proceed from here?