Math 2.0

statement theorem

Schwarz's theorem for C^2 functions

Statement

Let U⊆RnU \subseteq \mathbb{R}^n be open and let f ⁣:U→Rf \colon U \to \mathbb{R} be of class C^2 on UU. Then for all i,j∈{1,…,n}i, j \in \{1, \dots, n\} and each a∈Ua \in U, ∂2f∂xi ∂xj(a)=∂2f∂xj ∂xi(a).\frac{\partial^2 f}{\partial x_i \, \partial x_j}(a) = \frac{\partial^2 f}{\partial x_j \, \partial x_i}(a).

Remarks

A function of class C2C^2 is twice differentiable at each point, so this is a case of the symmetry of second derivatives. The result is also called Clairaut's theorem. By induction, for a function of class CkC^k the partial derivatives of order at most kk do not depend on the order of differentiation. So for CkC^k functions one can use multi-index notation ∂αf\partial^\alpha f without ambiguity.

Explanations

L1 human

If the second partial derivatives are continuous, then fxy=fyxf_{xy} = f_{yx}. This saves work: in a C2C^2 function of nn variables, only n(n+1)/2n(n+1)/2 of the n2n^2 second partial derivatives can differ.

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  1. Euclidean space object
  2. Function concept
  3. Fréchet derivative definition
  4. Function of several variables concept
  5. Limit of a function of several variables concept
  6. Differentiable function of several variables definition
  7. Partial derivative definition
  8. Differentiable on an open set definition
  9. Higher partial derivatives definition
  10. Iterated derivative definition
  11. Symmetry of second derivatives statement
  12. C^k function characterised by continuous derivatives statement
  13. Schwarz's theorem for C^2 functions statement

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Sources

  1. Web https://en.wikipedia.org/wiki/Symmetry_of_second_derivatives, Schwarz's theorem