Frechet Differentiabilty of a Functional defined on some Sobolev Space How can I prove that the following Functional is Frechet Differentiable and that the Frechet derivative is continuous?
$$
    I(u)=\int_\Omega |u|^{p+1} dx , \quad 1<p<\frac{n+2}{n-2} 
    $$
where $\Omega$ is a bounded open subset of $\mathbb{R}^n$ and $I$ is a functional on $H^1_0(\Omega).$

As was given in the comments, the Gâteaux derivative is
$$
I'(u)\psi = (p+1) \int_\Omega |u|^{p-1}u\psi.
$$
It is clearly linear, and bounded on $L^{p+1}$ since
$$
|I'(u)\psi| \leq (p+1) \|u\|_{p+1}^p\|\psi\|_{p+1},
$$
by the Hölder inequality with the exponents $\frac{p+1}p$ and $p+1$. 
Here $\|\cdot\|_{q}$ denotes the $L^q$-norm.
Then the boundedness on $H^1_0(\Omega)$ follows from the continuity of the embedding $H^1_0\subset L^{p+1}$.
Now we will show the continuity of $I':L^{p+1}\to (L^{p+1})'$, with the latter space taken with its norm topology. First, some elementary calculus. For a constant $a>0$, the function $f(x)=|x|^a x$ is continuously differentiable with
$$
f'(x) = (a+1)|x|^a,
$$
implying that
$$
\left||x|^ax-|y|^ay\right| \leq (a+1)\left|\int_{x}^{y} |t|^a\mathrm{d}t \right| \leq (a+1)\max\{|x|^a,|y|^a\}|x-y|.
$$
Using this, we have
$$
|I(u)\psi-I(v)\psi|\leq (p+1)\int_\Omega \left||u|^{p-1}u-|v|^{p-1}v\right|\cdot|\psi|
\leq p(p+1) \int_\Omega \left(|u|^{p-1}+|v|^{p-1}\right)|u-v|\cdot|\psi|.
$$
Finally, it follows from the Hölder inequality with the exponents $\frac{p+1}{p-1}$, $p+1$, and $p+1$ that
$$
|I(u)\psi-I(v)\psi|
\leq p(p+1) \left(\|u\|_{p+1}^{p-1}+\|v\|_{p+1}^{p-1}\right)\|u-v\|_{p+1}\cdot\|\psi\|_{p+1},
$$
which establishes the claim. 
Finally, the continuity of $I':H^1_0\to (H^1_0)'$ follows from
the continuity of the embedding $H^1_0\subset L^{p+1}$.
