Given a real analytic family of Lipschitz continuous functions $f\_t:\overline{U}\rightarrow\mathbb{R}^n$, $t\in\mathbb{R}$, with $U\subset \mathbb{R}^n$ some open and bounded domain. For each $t\_0\in \mathbb{R}$ there exists $\epsilon >0$ and Lipschitz functions $f^k:\overline{U}\rightarrow\mathbb{R}^n$ such that for all $t\in (t\_0-\epsilon, t\_0+\epsilon)$, $x\in \overline{U}:$


$$f\_t(x)=\sum\_{k=0}^{\infty} f^k(x)(t-t\_0)^k.$$ 


By Rademacher theorem, we can find a subset $D\subset U$ of full measure, such that the derivatives $D\_x f^k$ exist for all $x\in D$ and $k=0,1,2,\ldots$


I am wondering, if the derivative $D\_x f\_t$ does necessarily exist for all $x\in D$ and $t\in (t\_0-\epsilon, t\_0+\epsilon).$ Is that conclusion valid?


Any help is very much appreciated.



Derivative of Lipschitz continuous functions
Let me assume that 
$
f(t,x)=\sum\_{k\ge 0} f\_k(x) t^k, \quad \vert x\vert \le 1, \quad \vert t\vert < 1,
$
with $f\_k$ Lipschitz-continuous with an $L^\infty$ norm on $\vert x\vert \le 1$ bounded above by 1 and $\Vert f'\_k\Vert\_{L^\infty}\le C\_0 R^k$.
Then each $f\_k$ is a.e. differentiable, i.e. $\forall k, \exists D\_k, \vert D\_k^c\vert=0$, $f\_k$ is differentiable on $D\_k$ (the complement is taken in the unit ball in $x$). Defining
$
D=\cap\_{k\ge 0} D\_k,
$
gives that $\vert D^c\vert=0$ and all $f\_k$ are differentiable on $D$. We have
in the distribution sense on the open cube $\{\vert x\vert < 1, \vert t\vert <R^{-1}\}$
$$
\frac{\partial f}{\partial x} (t,x)=\sum\_{k\ge 0}f'\_k(x) t^k,
$$
and for $h\not=0$,
\begin{multline}
\frac1h\bigl(f(t,x+h)-f(t,x)\bigr)=\sum\_{k\ge 0}\frac1h\bigl(f\_k(x+h)-f\_k(x)\bigr) t^k
\\=\sum\_{k\ge 0}\frac1h\int\_{x}^{x+h} \bigl(f'\_k(y)-f'\_k(x)\bigr) dy t^k
+\sum\_{k\ge 0} f'\_k(x)t^k.
\end{multline}
Thanks to the Lebesgue Differentiation Theorem, each $\frac1h\int\_{x}^{x+h} \bigl(f'\_k(y)-f'\_k(x)\bigr) dy$ goes to zero with $h$ for $x\in D$. We have also (for $h>0$, $\vert t\vert<1/R$)
$$
\sum\_{k\ge N}\frac1{h}\int\_{x}^{x+h} \bigl\vert f'\_k(y)-f'\_k(x)\bigr\vert dy \vert t\vert^k\le 
\sum\_{k\ge N} 2\Vert f'\_k\Vert\_{L^\infty}\vert t\vert^k\le 2C\_0(R\vert t\vert)^N\frac{1}{1-R\vert t\vert}.
$$
We get that for all $N\ge 0$, 
$$
\limsup\_{h\rightarrow 0}\left\vert \frac1h\bigl(f(t,x+h)-f(t,x)\bigr) -\sum\_{k\ge 0}f'\_k(x) t^k\right\vert
\le \frac{ 2C\_0(R\vert t\vert)^N}{1-R\vert t\vert},
$$
which implies for $\vert t\vert<1/R$, $x\in D$,
$$
\lim\_{h\rightarrow 0} \frac1h\bigl(f(t,x+h)-f(t,x)\bigr) =\sum\_{k\ge 0}f'\_k(x) t^k.
$$


