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My lecture notes on the gradient state the following:

For $f : U \to \mathbb{R}$ differentiable consider the level set

$N_w = \{v \in U : f(v)=w\}$ where $U \in \mathbb{R}^n$.

Suppose that $c : I \to N_w \in U$ is a differentiable curve. Then $f \circ c = w$ and so

$0=\frac{d}{dt}(f \circ c)=\langle grad f(c(t)),c'(t)\rangle \iff grad (c(t)) \perp c'(t)$.

Since this holds for any differentiable curve running through $N_w$, we can say that the gradient vector of $f$ is perpendicular to the level sets $N_w$.

The proof is clear to me, but this brings up the question whether such a curve $c(t)$ exists. I've read a couple of other posts about this and it seems that the existence of such a function is guaranteed by the implicit function theorem.

Implicit function theorem (IFT):

Let $\Omega \subset \mathbb{R}^n \times \mathbb{R}^k = \mathbb{R}^{n+k}$ be open and $f : \Omega \to \mathbb{R}^k, (x,y) \to f(x,y)$ be continuously differentiable. Moreover, let $(a,b) \in \Omega$ be a point with $f(a,b) = 0$, such that

\begin{equation*} J^Y_f = \begin{pmatrix} \frac{\partial f_1}{\partial y_1} & \cdots & \frac{\partial f_1}{\partial y_k} \\ \vdots & \ddots & \vdots \\ \frac{\partial f_k}{\partial y_1} & \cdots & \frac{\partial f_k}{\partial y_k} \end{pmatrix} \end{equation*}

satisfies the following equivalent conditions at $(a,b)$:

$(*) J^Y_f(a,b)$ is invertible $\iff$ rank $J^Y_f(a,b) = k \iff det J^Y_f(a,b) \neq 0$.

Then there are neighbourhoods $X \subset \mathbb{R}^n$ of $a$ and $Y \subset \mathbb{R}^k$ of $b$ with $X \times Y \subset \Omega$ as well as a continuously differentiable mapping $g : X \to Y$ with

$f(x,y)=0$ for $(x,y) \in X \times Y \iff y=g(x)$ for $x \in X$.

Now the theorem gives a way to express some of the variables as a function of the others, but for the statement about the gradient we would need a curve $c(t)$ parameterized by $t$ where $c(t)$ is a vector in $\mathbb{R}^n$.

How can we parameterize the graph $(x,g(x))$ by $t$?

Thanks a lot!

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Once you know your level set is (locally, near $p$) a graph over some coordinate plane, just take a line in that plane passing through the point $\bar p$ corresponding to $p$ and parametrize that line by $t$. That is, you get $x=x(t)$ a parametrized line with $x(0)=\bar p$, and then $c(t) = \big(x(t),g(x(t))\big)$.

Ted Shifrin
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  • I've got one question just to make sure I understand this correctly. The point $\bar{p}$ corresponding to $p$ is a point in $X$, right? So we can take any line that runs through $\bar{p} \in X$, e.g. we could let $x(t)=\bar{p}+t\bar{v}$ where $\bar{v} \in \mathbb{R}^n$. Then any $t$ corresponds to a point $x \in X$ such that $g(x) \in Y$ which implies $f(x,y)=0$. – DerivativesGuy Jul 05 '20 at 10:09
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    Well, at least this is true for small values of $|t|$, yes. – Ted Shifrin Jul 05 '20 at 19:52