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Symmetry of second derivatives

In mathematics, the symmetry of second derivatives (also called the equality of mixed partials) refers to the possibility of interchanging the order of taking partial derivatives of a function

of variables without changing the result under certain conditions (see below). The symmetry is the assertion that the second-order partial derivatives satisfy the identity

so that they form an symmetric matrix, known as the function's Hessian matrix. Sufficient conditions for the above symmetry to hold are established by a result known as Schwarz's theorem, Clairaut's theorem, or Young's theorem.[1][2]

In the context of partial differential equations it is called the Schwarz integrability condition.

Formal expressions of symmetry edit

In symbols, the symmetry may be expressed as:

 

Another notation is:

 

In terms of composition of the differential operator Di which takes the partial derivative with respect to xi:

 .

From this relation it follows that the ring of differential operators with constant coefficients, generated by the Di, is commutative; but this is only true as operators over a domain of sufficiently differentiable functions. It is easy to check the symmetry as applied to monomials, so that one can take polynomials in the xi as a domain. In fact smooth functions are another valid domain.

History edit

The result on the equality of mixed partial derivatives under certain conditions has a long history. The list of unsuccessful proposed proofs started with Euler's, published in 1740,[3] although already in 1721 Bernoulli had implicitly assumed the result with no formal justification.[4] Clairaut also published a proposed proof in 1740, with no other attempts until the end of the 18th century. Starting then, for a period of 70 years, a number of incomplete proofs were proposed. The proof of Lagrange (1797) was improved by Cauchy (1823), but assumed the existence and continuity of the partial derivatives   and  .[5] Other attempts were made by P. Blanchet (1841), Duhamel (1856), Sturm (1857), Schlömilch (1862), and Bertrand (1864). Finally in 1867 Lindelöf systematically analyzed all the earlier flawed proofs and was able to exhibit a specific counterexample where mixed derivatives failed to be equal.[6][7]

Six years after that, Schwarz succeeded in giving the first rigorous proof.[8] Dini later contributed by finding more general conditions than those of Schwarz. Eventually a clean and more general version was found by Jordan in 1883 that is still the proof found in most textbooks. Minor variants of earlier proofs were published by Laurent (1885), Peano (1889 and 1893), J. Edwards (1892), P. Haag (1893), J. K. Whittemore (1898), Vivanti (1899) and Pierpont (1905). Further progress was made in 1907-1909 when E. W. Hobson and W. H. Young found proofs with weaker conditions than those of Schwarz and Dini. In 1918, Carathéodory gave a different proof based on the Lebesgue integral.[7]

Schwarz's theorem edit

In mathematical analysis, Schwarz's theorem (or Clairaut's theorem on equality of mixed partials)[9] named after Alexis Clairaut and Hermann Schwarz, states that for a function   defined on a set  , if   is a point such that some neighborhood of   is contained in   and   has continuous second partial derivatives on that neighborhood of  , then for all i and j in  

 

The partial derivatives of this function commute at that point.

One easy way to establish this theorem (in the case where  ,  , and  , which readily entails the result in general) is by applying Green's theorem to the gradient of  

An elementary proof for functions on open subsets of the plane is as follows (by a simple reduction, the general case for the theorem of Schwarz easily reduces to the planar case).[10] Let   be a differentiable function on an open rectangle   containing a point   and suppose that   is continuous with continuous   and   over   Define

 

These functions are defined for  , where   and   is contained in  

By the mean value theorem, for fixed h and k non-zero,   can be found in the open interval   with

 

Since  , the first equality below can be divided by  :

 

Letting   tend to zero in the last equality, the continuity assumptions on   and   now imply that

 

This account is a straightforward classical method found in many text books, for example in Burkill, Apostol and Rudin.[10][11][12]

Although the derivation above is elementary, the approach can also be viewed from a more conceptual perspective so that the result becomes more apparent.[13][14][15][16][17] Indeed the difference operators   commute and   tend to   as   tends to 0, with a similar statement for second order operators.[a] Here, for   a vector in the plane and   a directional vector   or  , the difference operator is defined by

 

By the fundamental theorem of calculus for   functions   on an open interval   with  

 

Hence

 .

This is a generalized version of the mean value theorem. Recall that the elementary discussion on maxima or minima for real-valued functions implies that if   is continuous on   and differentiable on  , then there is a point   in   such that

 

For vector-valued functions with   a finite-dimensional normed space, there is no analogue of the equality above, indeed it fails. But since  , the inequality above is a useful substitute. Moreover, using the pairing of the dual of   with its dual norm, yields the following inequality:

 .

These versions of the mean valued theorem are discussed in Rudin, Hörmander and elsewhere.[19][20]

For   a   function on an open set in the plane, define   and  . Furthermore for   set

 .

Then for   in the open set, the generalized mean value theorem can be applied twice:

 

Thus   tends to   as   tends to 0. The same argument shows that   tends to  . Hence, since the difference operators commute, so do the partial differential operators   and  , as claimed.[21][22][23][24][25]

Remark. By two applications of the classical mean value theorem,

 

for some   and   in  . Thus the first elementary proof can be reinterpreted using difference operators. Conversely, instead of using the generalized mean value theorem in the second proof, the classical mean valued theorem could be used.

Proof of Clairaut's theorem using iterated integrals edit

The properties of repeated Riemann integrals of a continuous function F on a compact rectangle [a,b] × [c,d] are easily established.[26] The uniform continuity of F implies immediately that the functions   and   are continuous.[27] It follows that

 ;

moreover it is immediate that the iterated integral is positive if F is positive.[28] The equality above is a simple case of Fubini's theorem, involving no measure theory. Titchmarsh (1939) proves it in a straightforward way using Riemann approximating sums corresponding to subdivisions of a rectangle into smaller rectangles.

To prove Clairaut's theorem, assume f is a differentiable function on an open set U, for which the mixed second partial derivatives fyx and fxy exist and are continuous. Using the fundamental theorem of calculus twice,

 

Similarly

 

The two iterated integrals are therefore equal. On the other hand, since fxy(x,y) is continuous, the second iterated integral can be performed by first integrating over x and then afterwards over y. But then the iterated integral of fyxfxy on [a,b] × [c,d] must vanish. However, if the iterated integral of a continuous function function F vanishes for all rectangles, then F must be identically zero; for otherwise F or F would be strictly positive at some point and therefore by continuity on a rectangle, which is not possible. Hence fyxfxy must vanish identically, so that fyx = fxy everywhere.[29][30][31][32][33]

Sufficiency of twice-differentiability edit

A weaker condition than the continuity of second partial derivatives (which is implied by the latter) which suffices to ensure symmetry is that all partial derivatives are themselves differentiable.[34] Another strengthening of the theorem, in which existence of the permuted mixed partial is asserted, was provided by Peano in a short 1890 note on Mathesis:

If   is defined on an open set  ;   and   exist everywhere on  ;   is continuous at  , and if   exists in a neighborhood of  , then   exists at   and  .[35]

Distribution theory formulation edit

The theory of distributions (generalized functions) eliminates analytic problems with the symmetry. The derivative of an integrable function can always be defined as a distribution, and symmetry of mixed partial derivatives always holds as an equality of distributions. The use of formal integration by parts to define differentiation of distributions puts the symmetry question back onto the test functions, which are smooth and certainly satisfy this symmetry. In more detail (where f is a distribution, written as an operator on test functions, and φ is a test function),

 

Another approach, which defines the Fourier transform of a function, is to note that on such transforms partial derivatives become multiplication operators that commute much more obviously.[a]

Requirement of continuity edit

The symmetry may be broken if the function fails to have differentiable partial derivatives, which is possible if Clairaut's theorem is not satisfied (the second partial derivatives are not continuous).

 
The function f(x, y), as shown in equation (1), does not have symmetric second derivatives at its origin.

An example of non-symmetry is the function (due to Peano)[36][37]

 

 

 

 

 

(1)

This can be visualized by the polar form  ; it is everywhere continuous, but its derivatives at (0, 0) cannot be computed algebraically. Rather, the limit of difference quotients shows that  , so the graph   has a horizontal tangent plane at (0, 0), and the partial derivatives   exist and are everywhere continuous. However, the second partial derivatives are not continuous at (0, 0), and the symmetry fails. In fact, along the x-axis the y-derivative is  , and so:

 

In contrast, along the y-axis the x-derivative  , and so  . That is,   at (0, 0), although the mixed partial derivatives do exist, and at every other point the symmetry does hold.

The above function, written in a cylindrical coordinate system, can be expressed as

 

showing that the function oscillates four times when traveling once around an arbitrarily small loop containing the origin. Intuitively, therefore, the local behavior of the function at (0, 0) cannot be described as a quadratic form, and the Hessian matrix thus fails to be symmetric.

In general, the interchange of limiting operations need not commute. Given two variables near (0, 0) and two limiting processes on

 

corresponding to making h → 0 first, and to making k → 0 first. It can matter, looking at the first-order terms, which is applied first. This leads to the construction of pathological examples in which second derivatives are non-symmetric. This kind of example belongs to the theory of real analysis where the pointwise value of functions matters. When viewed as a distribution the second partial derivative's values can be changed at an arbitrary set of points as long as this has Lebesgue measure 0. Since in the example the Hessian is symmetric everywhere except (0, 0), there is no contradiction with the fact that the Hessian, viewed as a Schwartz distribution, is symmetric.

In Lie theory edit

Consider the first-order differential operators Di to be infinitesimal operators on Euclidean space. That is, Di in a sense generates the one-parameter group of translations parallel to the xi-axis. These groups commute with each other, and therefore the infinitesimal generators do also; the Lie bracket

[Di, Dj] = 0

is this property's reflection. In other words, the Lie derivative of one coordinate with respect to another is zero.

Application to differential forms edit

The Clairaut-Schwarz theorem is the key fact needed to prove that for every   (or at least twice differentiable) differential form  , the second exterior derivative vanishes:  . This implies that every differentiable exact form (i.e., a form   such that   for some form  ) is closed (i.e.,  ), since  .[38]

In the middle of the 18th century, the theory of differential forms was first studied in the simplest case of 1-forms in the plane, i.e.  , where   and   are functions in the plane. The study of 1-forms and the differentials of functions began with Clairaut's papers in 1739 and 1740. At that stage his investigations were interpreted as ways of solving ordinary differential equations. Formally Clairaut showed that a 1-form   on an open rectangle is closed, i.e.  , if and only   has the form   for some function   in the disk. The solution for   can be written by Cauchy's integral formula

 

while if  , the closed property   is the identity  . (In modern language this is one version of the Poincaré lemma.)[39]

Notes edit

  1. ^ a b These can also be rephrased in terms of the action of operators on Schwartz functions on the plane. Under Fourier transform, the difference and differential operators are just multiplication operators.[18]
  1. ^ (PDF). University of California Berkeley. Archived from the original (PDF) on 2006-05-18. Retrieved 2015-01-02.
  2. ^ Allen 1964, pp. 300–305.
  3. ^ Euler 1740.
  4. ^ Sandifer 2007, pp. 142–147, footnote: Comm. Acad. Sci. Imp. Petropol. 7 (1734/1735) 1740, 174-189, 180-183; Opera Omnia, 1.22, 34-56..
  5. ^ Minguzzi 2015.
  6. ^ Lindelöf 1867.
  7. ^ a b Higgins 1940.
  8. ^ Schwarz 1873.
  9. ^ James 1966, p. [page needed].
  10. ^ a b Burkill 1962, pp. 154–155
  11. ^ Apostol 1965.
  12. ^ Rudin 1976.
  13. ^ Hörmander 2015, pp. 7, 11. This condensed account is possibly the shortest.
  14. ^ Dieudonné 1960, pp. 179–180.
  15. ^ Godement 1998b, pp. 287–289.
  16. ^ Lang 1969, pp. 108–111.
  17. ^ Cartan 1971, pp. 64–67.
  18. ^ Hörmander 2015, Chapter VII.
  19. ^ Hörmander 2015, p. 6.
  20. ^ Rudin 1976, p. [page needed].
  21. ^ Hörmander 2015, p. 11.
  22. ^ Dieudonné 1960.
  23. ^ Godement 1998a.
  24. ^ Lang 1969.
  25. ^ Cartan 1971.
  26. ^ Titchmarsh 1939, p. [page needed].
  27. ^ Titchmarsh 1939, pp. 23–25.
  28. ^ Titchmarsh 1939, pp. 49–50.
  29. ^ Spivak 1965, p. 61.
  30. ^ McGrath 2014.
  31. ^ Aksoy & Martelli 2002.
  32. ^ Axler 2020, pp. 142–143.
  33. ^ Marshall, Donald E., Theorems of Fubini and Clairaut (PDF), University of Washington
  34. ^ Hubbard & Hubbard 2015, pp. 732–733.
  35. ^ Rudin 1976, pp. 235–236.
  36. ^ Hobson 1921, pp. 403–404.
  37. ^ Apostol 1974, pp. 358–359.
  38. ^ Tu 2010.
  39. ^ Katz 1981.

References edit

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Further reading edit

symmetry, second, derivatives, clairaut, theorem, calculus, redirects, here, other, clairaut, results, clairaut, formula, disambiguation, mathematics, symmetry, second, derivatives, also, called, equality, mixed, partials, refers, possibility, interchanging, o. Clairaut s theorem calculus redirects here For other Clairaut s results see Clairaut s formula disambiguation In mathematics the symmetry of second derivatives also called the equality of mixed partials refers to the possibility of interchanging the order of taking partial derivatives of a function f x1 x2 xn displaystyle f left x 1 x 2 ldots x n right of n displaystyle n variables without changing the result under certain conditions see below The symmetry is the assertion that the second order partial derivatives satisfy the identity xi f xj xj f xi displaystyle frac partial partial x i left frac partial f partial x j right frac partial partial x j left frac partial f partial x i right so that they form an n n displaystyle n times n symmetric matrix known as the function s Hessian matrix Sufficient conditions for the above symmetry to hold are established by a result known as Schwarz s theorem Clairaut s theorem or Young s theorem 1 2 In the context of partial differential equations it is called the Schwarz integrability condition Contents 1 Formal expressions of symmetry 2 History 3 Schwarz s theorem 4 Proof of Clairaut s theorem using iterated integrals 5 Sufficiency of twice differentiability 6 Distribution theory formulation 7 Requirement of continuity 8 In Lie theory 9 Application to differential forms 10 Notes 11 References 12 Further readingFormal expressions of symmetry editIn symbols the symmetry may be expressed as x f y y f x or 2f x y 2f y x displaystyle frac partial partial x left frac partial f partial y right frac partial partial y left frac partial f partial x right qquad text or qquad frac partial 2 f partial x partial y frac partial 2 f partial y partial x nbsp Another notation is x yf y xforfyx fxy displaystyle partial x partial y f partial y partial x f qquad text or qquad f yx f xy nbsp In terms of composition of the differential operator Di which takes the partial derivative with respect to xi Di Dj Dj Di displaystyle D i circ D j D j circ D i nbsp From this relation it follows that the ring of differential operators with constant coefficients generated by the Di is commutative but this is only true as operators over a domain of sufficiently differentiable functions It is easy to check the symmetry as applied to monomials so that one can take polynomials in the xi as a domain In fact smooth functions are another valid domain History editThe result on the equality of mixed partial derivatives under certain conditions has a long history The list of unsuccessful proposed proofs started with Euler s published in 1740 3 although already in 1721 Bernoulli had implicitly assumed the result with no formal justification 4 Clairaut also published a proposed proof in 1740 with no other attempts until the end of the 18th century Starting then for a period of 70 years a number of incomplete proofs were proposed The proof of Lagrange 1797 was improved by Cauchy 1823 but assumed the existence and continuity of the partial derivatives 2f x2 displaystyle tfrac partial 2 f partial x 2 nbsp and 2f y2 displaystyle tfrac partial 2 f partial y 2 nbsp 5 Other attempts were made by P Blanchet 1841 Duhamel 1856 Sturm 1857 Schlomilch 1862 and Bertrand 1864 Finally in 1867 Lindelof systematically analyzed all the earlier flawed proofs and was able to exhibit a specific counterexample where mixed derivatives failed to be equal 6 7 Six years after that Schwarz succeeded in giving the first rigorous proof 8 Dini later contributed by finding more general conditions than those of Schwarz Eventually a clean and more general version was found by Jordan in 1883 that is still the proof found in most textbooks Minor variants of earlier proofs were published by Laurent 1885 Peano 1889 and 1893 J Edwards 1892 P Haag 1893 J K Whittemore 1898 Vivanti 1899 and Pierpont 1905 Further progress was made in 1907 1909 when E W Hobson and W H Young found proofs with weaker conditions than those of Schwarz and Dini In 1918 Caratheodory gave a different proof based on the Lebesgue integral 7 Schwarz s theorem edit Schwarz s theorem redirects here For the result in complex analysis see Schwarz lemma In mathematical analysis Schwarz s theorem or Clairaut s theorem on equality of mixed partials 9 named after Alexis Clairaut and Hermann Schwarz states that for a function f W R displaystyle f colon Omega to mathbb R nbsp defined on a set W Rn displaystyle Omega subset mathbb R n nbsp if p Rn displaystyle mathbf p in mathbb R n nbsp is a point such that some neighborhood of p displaystyle mathbf p nbsp is contained in W displaystyle Omega nbsp and f displaystyle f nbsp has continuous second partial derivatives on that neighborhood of p displaystyle mathbf p nbsp then for all i and j in 1 2 n displaystyle 1 2 ldots n nbsp 2 xi xjf p 2 xj xif p displaystyle frac partial 2 partial x i partial x j f mathbf p frac partial 2 partial x j partial x i f mathbf p nbsp The partial derivatives of this function commute at that point One easy way to establish this theorem in the case where n 2 displaystyle n 2 nbsp i 1 displaystyle i 1 nbsp and j 2 displaystyle j 2 nbsp which readily entails the result in general is by applying Green s theorem to the gradient of f displaystyle f nbsp An elementary proof for functions on open subsets of the plane is as follows by a simple reduction the general case for the theorem of Schwarz easily reduces to the planar case 10 Let f x y displaystyle f x y nbsp be a differentiable function on an open rectangle W displaystyle Omega nbsp containing a point a b displaystyle a b nbsp and suppose that df displaystyle df nbsp is continuous with continuous x yf displaystyle partial x partial y f nbsp and y xf displaystyle partial y partial x f nbsp over W displaystyle Omega nbsp Define u h k f a h b k f a h b v h k f a h b k f a b k w h k f a h b k f a h b f a b k f a b displaystyle begin aligned u left h k right amp f left a h b k right f left a h b right v left h k right amp f left a h b k right f left a b k right w left h k right amp f left a h b k right f left a h b right f left a b k right f left a b right end aligned nbsp These functions are defined for h k lt e displaystyle left h right left k right lt varepsilon nbsp where e gt 0 displaystyle varepsilon gt 0 nbsp and a e a e b e b e displaystyle left a varepsilon a varepsilon right times left b varepsilon b varepsilon right nbsp is contained in W displaystyle Omega nbsp By the mean value theorem for fixed h and k non zero 8 8 ϕ ϕ displaystyle theta theta phi phi nbsp can be found in the open interval 0 1 displaystyle 0 1 nbsp with w h k u h k u 0 k h xu 8h k h xf a 8h b k xf a 8h b hk y xf a 8h b 8 k w h k v h k v h 0 k yv h ϕk k yf a h b ϕk yf a b ϕk hk x yf a ϕ h b ϕk displaystyle begin aligned w left h k right amp u left h k right u left 0 k right h partial x u left theta h k right amp h left partial x f left a theta h b k right partial x f left a theta h b right right amp hk partial y partial x f left a theta h b theta prime k right w left h k right amp v left h k right v left h 0 right k partial y v left h phi k right amp k left partial y f left a h b phi k right partial y f left a b phi k right right amp hk partial x partial y f left a phi prime h b phi k right end aligned nbsp Since h k 0 displaystyle h k neq 0 nbsp the first equality below can be divided by hk displaystyle hk nbsp hk y xf a 8h b 8 k hk x yf a ϕ h b ϕk y xf a 8h b 8 k x yf a ϕ h b ϕk displaystyle begin aligned hk partial y partial x f left a theta h b theta prime k right amp hk partial x partial y f left a phi prime h b phi k right partial y partial x f left a theta h b theta prime k right amp partial x partial y f left a phi prime h b phi k right end aligned nbsp Letting h k displaystyle h k nbsp tend to zero in the last equality the continuity assumptions on y xf displaystyle partial y partial x f nbsp and x yf displaystyle partial x partial y f nbsp now imply that 2 x yf a b 2 y xf a b displaystyle frac partial 2 partial x partial y f left a b right frac partial 2 partial y partial x f left a b right nbsp This account is a straightforward classical method found in many text books for example in Burkill Apostol and Rudin 10 11 12 Although the derivation above is elementary the approach can also be viewed from a more conceptual perspective so that the result becomes more apparent 13 14 15 16 17 Indeed the difference operators Dxt Dyt displaystyle Delta x t Delta y t nbsp commute and Dxtf Dytf displaystyle Delta x t f Delta y t f nbsp tend to xf yf displaystyle partial x f partial y f nbsp as t displaystyle t nbsp tends to 0 with a similar statement for second order operators a Here for z displaystyle z nbsp a vector in the plane and u displaystyle u nbsp a directional vector 10 displaystyle tbinom 1 0 nbsp or 01 displaystyle tbinom 0 1 nbsp the difference operator is defined by Dutf z f z tu f z t displaystyle Delta u t f z f z tu f z over t nbsp By the fundamental theorem of calculus for C1 displaystyle C 1 nbsp functions f displaystyle f nbsp on an open interval I displaystyle I nbsp with a b I displaystyle a b subset I nbsp abf x dx f b f a displaystyle int a b f prime x dx f b f a nbsp Hence f b f a b a supc a b f c displaystyle f b f a leq b a sup c in a b f prime c nbsp This is a generalized version of the mean value theorem Recall that the elementary discussion on maxima or minima for real valued functions implies that if f displaystyle f nbsp is continuous on a b displaystyle a b nbsp and differentiable on a b displaystyle a b nbsp then there is a point c displaystyle c nbsp in a b displaystyle a b nbsp such that f b f a b a f c displaystyle f b f a over b a f prime c nbsp For vector valued functions with V displaystyle V nbsp a finite dimensional normed space there is no analogue of the equality above indeed it fails But since inff f c supf displaystyle inf f prime leq f prime c leq sup f prime nbsp the inequality above is a useful substitute Moreover using the pairing of the dual of V displaystyle V nbsp with its dual norm yields the following inequality f b f a b a supc a b f c displaystyle f b f a leq b a sup c in a b f prime c nbsp These versions of the mean valued theorem are discussed in Rudin Hormander and elsewhere 19 20 For f displaystyle f nbsp a C2 displaystyle C 2 nbsp function on an open set in the plane define D1 x displaystyle D 1 partial x nbsp and D2 y displaystyle D 2 partial y nbsp Furthermore for t 0 displaystyle t neq 0 nbsp set D1tf x y f x t y f x y t D2tf x y f x y t f x y t displaystyle Delta 1 t f x y f x t y f x y t Delta 2 t f x y f x y t f x y t nbsp Then for x0 y0 displaystyle x 0 y 0 nbsp in the open set the generalized mean value theorem can be applied twice D1tD2tf x0 y0 D1D2f x0 y0 sup0 s 1 D1tD2f x0 y0 ts D1D2f x0 y0 sup0 r s 1 D1D2f x0 tr y0 ts D1D2f x0 y0 displaystyle left Delta 1 t Delta 2 t f x 0 y 0 D 1 D 2 f x 0 y 0 right leq sup 0 leq s leq 1 left Delta 1 t D 2 f x 0 y 0 ts D 1 D 2 f x 0 y 0 right leq sup 0 leq r s leq 1 left D 1 D 2 f x 0 tr y 0 ts D 1 D 2 f x 0 y 0 right nbsp Thus D1tD2tf x0 y0 displaystyle Delta 1 t Delta 2 t f x 0 y 0 nbsp tends to D1D2f x0 y0 displaystyle D 1 D 2 f x 0 y 0 nbsp as t displaystyle t nbsp tends to 0 The same argument shows that D2tD1tf x0 y0 displaystyle Delta 2 t Delta 1 t f x 0 y 0 nbsp tends to D2D1f x0 y0 displaystyle D 2 D 1 f x 0 y 0 nbsp Hence since the difference operators commute so do the partial differential operators D1 displaystyle D 1 nbsp and D2 displaystyle D 2 nbsp as claimed 21 22 23 24 25 Remark By two applications of the classical mean value theorem D1tD2tf x0 y0 D1D2f x0 t8 y0 t8 displaystyle Delta 1 t Delta 2 t f x 0 y 0 D 1 D 2 f x 0 t theta y 0 t theta prime nbsp for some 8 displaystyle theta nbsp and 8 displaystyle theta prime nbsp in 0 1 displaystyle 0 1 nbsp Thus the first elementary proof can be reinterpreted using difference operators Conversely instead of using the generalized mean value theorem in the second proof the classical mean valued theorem could be used Proof of Clairaut s theorem using iterated integrals editThe properties of repeated Riemann integrals of a continuous function F on a compact rectangle a b c d are easily established 26 The uniform continuity of F implies immediately that the functions g x cdF x y dy displaystyle g x int c d F x y dy nbsp and h y abF x y dx displaystyle h y int a b F x y dx nbsp are continuous 27 It follows that ab cdF x y dydx cd abF x y dxdy displaystyle int a b int c d F x y dy dx int c d int a b F x y dx dy nbsp moreover it is immediate that the iterated integral is positive if F is positive 28 The equality above is a simple case of Fubini s theorem involving no measure theory Titchmarsh 1939 proves it in a straightforward way using Riemann approximating sums corresponding to subdivisions of a rectangle into smaller rectangles To prove Clairaut s theorem assume f is a differentiable function on an open set U for which the mixed second partial derivatives fyx and fxy exist and are continuous Using the fundamental theorem of calculus twice cd abfyx x y dxdy cdfy b y fy a y dy f b d f a d f b c f a c displaystyle int c d int a b f yx x y dx dy int c d f y b y f y a y dy f b d f a d f b c f a c nbsp Similarly ab cdfxy x y dydx abfx x d fx x c dx f b d f a d f b c f a c displaystyle int a b int c d f xy x y dy dx int a b f x x d f x x c dx f b d f a d f b c f a c nbsp The two iterated integrals are therefore equal On the other hand since fxy x y is continuous the second iterated integral can be performed by first integrating over x and then afterwards over y But then the iterated integral of fyx fxy on a b c d must vanish However if the iterated integral of a continuous function function F vanishes for all rectangles then F must be identically zero for otherwise F or F would be strictly positive at some point and therefore by continuity on a rectangle which is not possible Hence fyx fxy must vanish identically so that fyx fxy everywhere 29 30 31 32 33 Sufficiency of twice differentiability editA weaker condition than the continuity of second partial derivatives which is implied by the latter which suffices to ensure symmetry is that all partial derivatives are themselves differentiable 34 Another strengthening of the theorem in which existence of the permuted mixed partial is asserted was provided by Peano in a short 1890 note on Mathesis If f E R displaystyle f E to mathbb R nbsp is defined on an open set E R2 displaystyle E subset mathbb R 2 nbsp 1f x y displaystyle partial 1 f x y nbsp and 2 1f x y displaystyle partial 2 1 f x y nbsp exist everywhere on E displaystyle E nbsp 2 1f displaystyle partial 2 1 f nbsp is continuous at x0 y0 E displaystyle left x 0 y 0 right in E nbsp and if 2f x y0 displaystyle partial 2 f x y 0 nbsp exists in a neighborhood of x x0 displaystyle x x 0 nbsp then 1 2f displaystyle partial 1 2 f nbsp exists at x0 y0 displaystyle left x 0 y 0 right nbsp and 1 2f x0 y0 2 1f x0 y0 displaystyle partial 1 2 f left x 0 y 0 right partial 2 1 f left x 0 y 0 right nbsp 35 Distribution theory formulation editThe theory of distributions generalized functions eliminates analytic problems with the symmetry The derivative of an integrable function can always be defined as a distribution and symmetry of mixed partial derivatives always holds as an equality of distributions The use of formal integration by parts to define differentiation of distributions puts the symmetry question back onto the test functions which are smooth and certainly satisfy this symmetry In more detail where f is a distribution written as an operator on test functions and f is a test function D1D2f ϕ D2f D1ϕ f D2D1ϕ f D1D2ϕ D1f D2ϕ D2D1f ϕ displaystyle left D 1 D 2 f right phi left D 2 f right left D 1 phi right f left D 2 D 1 phi right f left D 1 D 2 phi right left D 1 f right left D 2 phi right left D 2 D 1 f right phi nbsp Another approach which defines the Fourier transform of a function is to note that on such transforms partial derivatives become multiplication operators that commute much more obviously a Requirement of continuity editThe symmetry may be broken if the function fails to have differentiable partial derivatives which is possible if Clairaut s theorem is not satisfied the second partial derivatives are not continuous nbsp The function f x y as shown in equation 1 does not have symmetric second derivatives at its origin An example of non symmetry is the function due to Peano 36 37 f x y xy x2 y2 x2 y2 for x y 0 0 0 for x y 0 0 displaystyle f x y begin cases frac xy left x 2 y 2 right x 2 y 2 amp mbox for x y neq 0 0 0 amp mbox for x y 0 0 end cases nbsp 1 This can be visualized by the polar form f rcos 8 rsin 8 r2sin 48 4 displaystyle f r cos theta r sin theta frac r 2 sin 4 theta 4 nbsp it is everywhere continuous but its derivatives at 0 0 cannot be computed algebraically Rather the limit of difference quotients shows that fx 0 0 fy 0 0 0 displaystyle f x 0 0 f y 0 0 0 nbsp so the graph z f x y displaystyle z f x y nbsp has a horizontal tangent plane at 0 0 and the partial derivatives fx fy displaystyle f x f y nbsp exist and are everywhere continuous However the second partial derivatives are not continuous at 0 0 and the symmetry fails In fact along the x axis the y derivative is fy x 0 x displaystyle f y x 0 x nbsp and so fyx 0 0 lime 0fy e 0 fy 0 0 e 1 displaystyle f yx 0 0 lim varepsilon to 0 frac f y varepsilon 0 f y 0 0 varepsilon 1 nbsp In contrast along the y axis the x derivative fx 0 y y displaystyle f x 0 y y nbsp and so fxy 0 0 1 displaystyle f xy 0 0 1 nbsp That is fyx fxy displaystyle f yx neq f xy nbsp at 0 0 although the mixed partial derivatives do exist and at every other point the symmetry does hold The above function written in a cylindrical coordinate system can be expressed as f r 8 r2sin 484 displaystyle f r theta frac r 2 sin 4 theta 4 nbsp showing that the function oscillates four times when traveling once around an arbitrarily small loop containing the origin Intuitively therefore the local behavior of the function at 0 0 cannot be described as a quadratic form and the Hessian matrix thus fails to be symmetric In general the interchange of limiting operations need not commute Given two variables near 0 0 and two limiting processes on f h k f h 0 f 0 k f 0 0 displaystyle f h k f h 0 f 0 k f 0 0 nbsp corresponding to making h 0 first and to making k 0 first It can matter looking at the first order terms which is applied first This leads to the construction of pathological examples in which second derivatives are non symmetric This kind of example belongs to the theory of real analysis where the pointwise value of functions matters When viewed as a distribution the second partial derivative s values can be changed at an arbitrary set of points as long as this has Lebesgue measure 0 Since in the example the Hessian is symmetric everywhere except 0 0 there is no contradiction with the fact that the Hessian viewed as a Schwartz distribution is symmetric In Lie theory editConsider the first order differential operators Di to be infinitesimal operators on Euclidean space That is Di in a sense generates the one parameter group of translations parallel to the xi axis These groups commute with each other and therefore the infinitesimal generators do also the Lie bracket Di Dj 0is this property s reflection In other words the Lie derivative of one coordinate with respect to another is zero Application to differential forms editThe Clairaut Schwarz theorem is the key fact needed to prove that for every C displaystyle C infty nbsp or at least twice differentiable differential form w Wk M displaystyle omega in Omega k M nbsp the second exterior derivative vanishes d2w d dw 0 displaystyle d 2 omega d d omega 0 nbsp This implies that every differentiable exact form i e a form a displaystyle alpha nbsp such that a dw displaystyle alpha d omega nbsp for some form w displaystyle omega nbsp is closed i e da 0 displaystyle d alpha 0 nbsp since da d dw 0 displaystyle d alpha d d omega 0 nbsp 38 In the middle of the 18th century the theory of differential forms was first studied in the simplest case of 1 forms in the plane i e Adx Bdy displaystyle A dx B dy nbsp where A displaystyle A nbsp and B displaystyle B nbsp are functions in the plane The study of 1 forms and the differentials of functions began with Clairaut s papers in 1739 and 1740 At that stage his investigations were interpreted as ways of solving ordinary differential equations Formally Clairaut showed that a 1 form w Adx Bdy displaystyle omega A dx B dy nbsp on an open rectangle is closed i e dw 0 displaystyle d omega 0 nbsp if and only w displaystyle omega nbsp has the form df displaystyle df nbsp for some function f displaystyle f nbsp in the disk The solution for f displaystyle f nbsp can be written by Cauchy s integral formula f x y x0xA x y dx y0yB x y dy displaystyle f x y int x 0 x A x y dx int y 0 y B x y dy nbsp while if w df displaystyle omega df nbsp the closed property dw 0 displaystyle d omega 0 nbsp is the identity x yf y xf displaystyle partial x partial y f partial y partial x f nbsp In modern language this is one version of the Poincare lemma 39 Notes edit a b These can also be rephrased in terms of the action of operators on Schwartz functions on the plane Under Fourier transform the difference and differential operators are just multiplication operators 18 Young s Theorem PDF University of California Berkeley Archived from the original PDF on 2006 05 18 Retrieved 2015 01 02 Allen 1964 pp 300 305 Euler 1740 Sandifer 2007 pp 142 147 footnote Comm Acad Sci Imp Petropol 7 1734 1735 1740 174 189 180 183 Opera Omnia 1 22 34 56 Minguzzi 2015 Lindelof 1867 a b Higgins 1940 Schwarz 1873 James 1966 p page needed a b Burkill 1962 pp 154 155 Apostol 1965 Rudin 1976 Hormander 2015 pp 7 11 This condensed account is possibly the shortest Dieudonne 1960 pp 179 180 Godement 1998b pp 287 289 Lang 1969 pp 108 111 Cartan 1971 pp 64 67 Hormander 2015 Chapter VII Hormander 2015 p 6 Rudin 1976 p page needed Hormander 2015 p 11 Dieudonne 1960 Godement 1998a Lang 1969 Cartan 1971 Titchmarsh 1939 p page needed Titchmarsh 1939 pp 23 25 Titchmarsh 1939 pp 49 50 Spivak 1965 p 61 McGrath 2014 Aksoy amp Martelli 2002 Axler 2020 pp 142 143 Marshall Donald E Theorems of Fubini and Clairaut PDF University of Washington Hubbard amp Hubbard 2015 pp 732 733 Rudin 1976 pp 235 236 Hobson 1921 pp 403 404 Apostol 1974 pp 358 359 Tu 2010 Katz 1981 References editAksoy A Martelli M 2002 Mixed Partial Derivatives and Fubini s Theorem College Mathematics Journal of MAA 33 2 126 130 doi 10 1080 07468342 2002 11921930 S2CID 124561972 Allen R G D 1964 Mathematical Analysis for Economists New York St Martin s Press ISBN 9781443725224 Apostol Tom M 1965 Mathematical analysis a modern approach to advanced calculus London Addison Wesley OCLC 901554874 Apostol Tom M 1974 Mathematical Analysis Addison Wesley ISBN 9780201002881 Axler Sheldon 2020 Measure integration amp real analysis Graduate Texts in Mathematics vol 282 Springer ISBN 9783030331436 Bourbaki Nicolas 1952 Chapitre III Mesures sur les espaces localement compacts Elements de mathematique Livre VI Integration in French Hermann et Cie Burkill J C 1962 A First Course in Mathematical Analysis Cambridge University Press ISBN 9780521294683 reprinted 1978 Cartan Henri 1971 Calcul Differentiel in French Hermann ISBN 9780395120330 Clairaut A C 1739 Recherches generales sur le calcul integral Memoires de l Academie Royale des Sciences 425 436 Clairaut A C 1740 Sur l integration ou la construction des equations differentielles du premier ordre Memoires de l Academie Royale des Sciences 2 293 323 Dieudonne J 1937 Sur les fonctions continues numerique definies dans une produit de deux espaces compacts Comptes Rendus de l Academie des Sciences de Paris 205 593 595 Dieudonne J 1960 Foundations of Modern Analysis Pure and Applied Mathematics vol 10 Academic Press ISBN 9780122155505 Dieudonne J 1976 Treatise on analysis Vol II Pure and Applied Mathematics vol 10 II translated by I G Macdonald Academic Press ISBN 9780122155024 Euler Leonhard 1740 De infinitis curvis eiusdem generis seu methodus inveniendi aequationes pro infinitis curvis eiusdem generis On infinite ly many curves of the same type that is a method of finding equations for infinite ly many curves of the same type Commentarii Academiae Scientiarum Petropolitanae in Latin 7 174 189 180 183 via The Euler Archive maintained by the University of the Pacific Gilkey Peter Park JeongHyeong Vazquez Lorenzo Ramon 2015 Aspects of differential geometry I Synthesis Lectures on Mathematics and Statistics vol 15 Morgan amp Claypool ISBN 9781627056632 Godement Roger 1998a Analyse mathematique I Springer Godement Roger 1998b Analyse mathematique II Springer Higgins Thomas James 1940 A note on the history of mixed partial derivatives Scripta Mathematica 7 59 62 Archived from the original on 2017 04 19 Retrieved 2017 04 19 Hobson E W 1921 The theory of functions of a real variable and the theory of Fourier s series Vol I Cambridge University Press Hormander Lars 2015 The Analysis of Linear Partial Differential Operators I Distribution Theory and Fourier Analysis Classics in Mathematics 2nd ed Springer ISBN 9783642614972 Hubbard John Hubbard Barbara 2015 Vector Calculus Linear Algebra and Differential Forms 5th ed Matrix Editions ISBN 9780971576681 James R C 1966 Advanced Calculus Belmont CA Wadsworth Jordan Camille 1893 Cours d analyse de l Ecole polytechnique Tome I Calcul differentiel Les Grands Classiques Gauthier Villars Editions Jacques Gaba Katz Victor J 1981 The history of differential forms from Clairaut to Poincare Historia Mathematica 8 2 161 188 doi 10 1016 0315 0860 81 90027 6 Lang Serge 1969 Real Analysis Addison Wesley ISBN 0201041790 Lindelof L L 1867 Remarques sur les differentes manieres d etablir la formule d2 z dx dy d2 z dy dx Acta Societatis Scientiarum Fennicae 8 205 213 Loomis Lynn H 1953 An introduction to abstract harmonic analysis D Van Nostrand hdl 2027 uc1 b4250788 McGrath Peter J 2014 Another proof of Clairaut s theorem Amer Math Monthly 121 2 165 166 doi 10 4169 amer math monthly 121 02 165 S2CID 12698408 Minguzzi E 2015 The equality of mixed partial derivatives under weak differentiability conditions Real Analysis Exchange 40 81 98 arXiv 1309 5841 doi 10 14321 realanalexch 40 1 0081 S2CID 119315951 Nachbin Leopoldo 1965 Elements of approximation theory Notas de Matematica vol 33 Rio de Janeiro Fasciculo publicado pelo Instituto de Matematica Pura e Aplicada do Conselho Nacional de Pesquisas Rudin Walter 1976 Principles of Mathematical Analysis International Series in Pure amp Applied Mathematics McGraw Hill ISBN 0 07 054235 X Sandifer C Edward 2007 Mixed partial derivatives are equal The Early Mathematics of Leonard Euler Vol 1 Mathematics Association of America ISBN 9780883855591 Schwarz H A 1873 Communication Archives des Sciences Physiques et Naturelles 48 38 44 Spivak Michael 1965 Calculus on manifolds A modern approach to classical theorems of advanced calculus W A Benjamin Tao Terence 2006 Analysis II PDF Texts and Readings in Mathematics vol 38 Hindustan Book Agency doi 10 1007 978 981 10 1804 6 ISBN 8185931631 Titchmarsh E C 1939 The Theory of Functions 2nd ed Oxford University Press Tu Loring W 2010 An Introduction to Manifolds 2nd ed New York Springer ISBN 978 1 4419 7399 3Further reading edit Partial derivative Encyclopedia of Mathematics EMS Press 2001 1994 Retrieved from https en wikipedia org w index php title Symmetry of second derivatives amp oldid 1181757764 Schwarz 27s theorem, wikipedia, wiki, book, books, library,

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