Fréchet differentiability in Fréchet spaces, and differential equations with unbounded variable delay

Abstract: We introduce and discuss Fr\'echet differentiability for maps between Fr\'echet spaces. For delay differential equations $x'(t)=f(x_t)$ we construct a continuous semiflow of continuously differentiable solution operators $x_0\mapsto x_t$, $t\ge0$, on submanifolds of the Fr\'echet space $C^1((-\infty,0],\mathbb{R}^n)$, and establish local invariant manifolds at stationary points by means of transversality and embedding properties. The results apply to examples with unbounded but locally bounded delay.