3

This question is similar to this one.

I am unsure about the assumptions made in Theorem 6.20 of Apostol's Mathematical Analysis, first edition:

Let $S \subseteq \mathbb{R}^2$ be open and $f\colon S \to \mathbb{R}$. If $D_1 f$, $D_2 f$ and $D_{2,1} f$ are continuous in a neighbourhood of the point $(x_0, y_0) \in S$, then $D_{1,2} f(x_0, y_0)$ exists and is equal to $D_{2,1} f(x_0, y_0)$.

The theorem and proof is basically the same as the one featured in this blog post, also mentioned in the above question.

By definition of partial derivatives, we need to prove that the limit

$$ \lim_{h \to 0} \frac{ D_2 f(x_0 + h, y_0) - D_2 f(x_0, y_0) }{h}$$

exists and is equal to $D_{2,1} f(x_0, y_0)$. For fixed $k$, introducing the function

$$ g_k(t) = f(x_0 + t, y_0 + k) - f(x_0 + t, y_0) $$

lets us write the numerator above as

$$ D_2 f(x_0 + h, y_0) - D_2 f(x_0, y_0) = \lim_{k \to 0} \frac{g_k(h) - g_k(0)}{k}.$$

Since $D_1 f$ exists (we do not require continuity of $D_1 f$) in a neighbourhood around $x_0, y_0$, $g_k$ is differentiable (with the obvious derivative) in a suitably small open interval around $0$. If we require $h$ to be inside this interval, the mean value theorem yields a $\overline h$ between $0$ and $h$ such that

$$ \frac{g_k(h) - g_k(0)}{k} = h \frac{g_k'(\overline h)}{k} = h \frac{D_1 f(x_0 + \overline h, y_0 + k) - D_1 f(x_0 + \overline h, y_0)}{k}.$$

For convenience, define the function (Apostol skips the details of the following steps)

$$ \phi(s) = D_1 f(x_0 + \overline h, y_0 + s) - D_1 f(x_0 + \overline h, y_0),$$

analogous to the above function $g_k$. By the existence (again, not continuity) of $D_{2,1}$ in a neighbourhood around $(x_0, y_0)$, $\phi$ is differentiable in an open interval around $y_0$. For fixed $k$, the mean value theorem then gives us a $\overline y$ between $y_0$ and $y_0 + k$ such that

$$ \frac{D_1 f(x_0 + \overline h, y_0 + k) - D_1 f(x_0 + \overline h, y_0)}{k} = D_{2,1} f(x_0 + \overline h, \overline y). $$

In total we get

$$ \frac{ D_2 f(x_0 + h, y_0) - D_2 f(x_0, y_0) }{h} = \lim_{k \to 0} D_{2,1}f(x_0 + \overline h, \overline y),$$

so the original limit is equal to

$$\lim_{h \to 0} \lim_{k \to 0} D_{2,1}f(x_0 + \overline h, \overline y).$$

So far we have not, as far as I can see, used continuity at all.

We cannot evaluate the limit directly, so introduce the function

$$ F(h) = \lim_{k \to 0} D_{2,1}f(x_0 + \overline h, \overline y), $$

i.e. just the inner limit as a function of $h$. Now by continuity of $D_{2,1}f$ at $(x_0, y_0)$ (that is, not in a neighbourhood around the point, only at the point itself), given $\epsilon > 0$ there is some $\delta > 0$ such that for $(x,y) \in N((x_0, y_0); \delta)$ we have

$$ \lVert D_{2,1} f(x,y) - D_{2,1}f(x_0, y_0) \rVert < \frac{\epsilon}{2}.$$

Choosing $h$ and $k$ such that $\lvert h \rvert, \lvert k \rvert < \delta/2$, the point $(x_0 + \overline h, \overline y)$ lies in this $\delta$-neighbourhood, so that

$$ 0 \leq \lVert D_{2,1} f(x_0 + \overline h, \overline y) - D_{2,1}f(x_0, y_0) \rVert < \frac{\epsilon}{2}.$$

Now taking the inner limit $k \to 0$ we get, by continuity of the norm,

$$ 0 \leq \lVert F(h) - D_{2,1}f(x_0, y_0) \rVert \leq \frac{\epsilon}{2} < \epsilon.$$

As far as I can tell, this does not require continuity of any of the derivatives, but only relies on the definition of the function $F$. This proves the theorem.


Only I cannot see how we use any type of continuity of $D_1 f$ and $D_2 f$, and it seems like only continuity of $D_{2,1} f$ at the point itself is needed.

Apostol does not include a proof of this theorem in the second edition of Mathematical Analysis, but he does mention it (with the same assumptions) on page 360.

Danny
  • 614

2 Answers2

2

Seems like you're correct. Only the existence of the partial derivatives is used, and point continuity is only invoked for one of the second-order partial derivatives. Rudin's Principles of Mathematical Analysis Theorem 9.41 states a weaker version of this.

Suppose $f$ is defined in an open set $E \subseteq \mathbb{R}^2 $, suppose that $D_1 f$, $D_{21}f$, and $D_2 f$ exist at every point of $E$, and $D_{21}f$ is continuous at some point $(a, b) \in E$. Then $D_{12}f$ exists at $(a,b)$ and $D_{12}f(a,b) = D_{21}f(a,b)$

Here $(x_0, y_0)$ take the notation $(a,b)$ instead.

2

This result does not appear in the majority of standard texts' treatment of Clairaut's theorem. The only place I found the statement of this proposition - besides Apostol's book - was in Ralph Palmer Agnew's "Calculus", as Theorem 11.18, p.557. The book is in open access - see: Ralph Palmer Agnew, Calculus. Analytic Geometry and Calculus, with Vectors. The link is taken from answers to this question: Best applications-oriented introductory calculus textbooks?

Unfortunately, the proof in Agnew's book is just as confusing as the one by Apostol's book's (though in the text Agnew sort of admits the incompleteness of the proof) and the confusion is similar to that of the blog post cited in the question.

There is a cleaner version of this statement, with a minimum of extraneous hypotheses and with a more straightforward proof, presented in G.M. Fikhtengolts's three volume "Course on Differential and Integral Calculus" (the book is in Russian - I am not aware if English translation of the same exists). The exact Russian reference is as following: Фихтенгольц "Курс Дифференциального и интегрального исчисления", vol. I, section 190, page 455.

Fikhtengolts attributes this more general statement to H.A. Schwartz (without giving more specific book/article reference):

Let $S$ be an open set in $\mathbb{R}^2$, let $(x_0,y_0)$ be a point in $S$, and let $f: S \rightarrow \mathbb{R}$ be a function for which the partial derivatives of first order $f_x, f_y$ exist at every point of $S$, and the partial derivative $f_{xy}$ exists at every point of $S-\{(x_0,y_0)\}$. Assume that there exists a finite limit $$\lim_{(x,y)\rightarrow(x_0,y_0)} f_{xy}(x,y)=A$$ Then both partial derivatives $f_{xy}$ and $f_{yx}$ do exist at $(x_0, y_0)$ and are equal to one another.

(Note that the continuity of neither of the functions is assumed; also note that amazingly there is not even an assumption on existence of $f_{xy}$ at $(x_0,y_0)$!)

The proof presented in Fikhtengolts's book is elegant and intuitive: start with the function $$W(h,k)=\frac{1}{h} (\frac{f(x_0+h, y_0+k)-f(x_0+h,y_0)}{k} -\frac{f(x_0,y_0+k)-f(x_0,y_0)}{k})$$ (this is the function you would get if you were to write the definition of the 2nd order partial derivative $f_{xy}$, say), which can of course be also rewritten as $$W(h,k)=\frac{1}{k} (\frac{f(x_0+h, y_0+k)-f(x_0,y_0+k)}{h} -\frac{f(x_0+h,y_0)-f(x_0,y_0)}{h})$$

These forms for $W(h,k)$ and the existence of the derivatives $f_x$ and $f_y$ implies the existence of the limits $$ \lim_{k\rightarrow 0} W(h,k) = \frac{f_y(x_0+h, y_0) - f_y(x_0, y_0)}{h}$$ and $$ \lim_{h\rightarrow 0} W(h,k) = \frac{f_y(x_0+h, y) - f_y(x_0, y_0)}{k}$$

It is easy to see from the definitions of the partial deriatives that $$f_{yx}(x_0,y_0)=\lim_{h\rightarrow 0} \lim_{k\rightarrow 0} W(h,k) $$ and $$f_{xy}(x_0,y_0)=\lim_{k\rightarrow 0} \lim_{h\rightarrow 0} W(h,k)$$

So the question of existence and equality of these partial derivatives of 2nd order is equivalent to the question of the existence and equlaity of the iterated limits above. Therefore, the main idea is - to apply the standard theorem on existence and equality of iterated limits from the existence of the double limit $\lim_{(h,k)\rightarrow(0,0)} W(h,k)$ (see Theorem 3 in https://en.wikipedia.org/wiki/Iterated_limit, say).

Specifically, by applying the mean value theorem twice (the hypotheses of which incidentally does not require existence of the derivative at interval endpoints) we can rewrite $W$ as $$W(h,k)=f_{xy}(x_0+\theta*h, y_0+\theta_1*k)$$ where $0<\theta, \theta_1<1$ and both depend on $h$ and $k$. The assumption $$\lim_{(x,y)\rightarrow(x_0,y_0)} f_{xy}(x,y)=A$$ then implies that $$\lim_{(h,k)\rightarrow(0,0)} W(h,k)=A$$

Since this double limit exists, and as we showed earlier, the limits $ \lim_{k\rightarrow 0} W(h,k)$ and $ \lim_{h\rightarrow 0} W(h,k)$ also exist, we obtain the existence and equality of the iterated limits - by the standard theorem on relation between double limit and iterated limits. As noted above, these iterated limits give $f_{yx}(x_0,y_0)$ and $f_{xy}(x_0,y_0)$, which proves the required result.