Equality of mixed partial derivatives (Schwarz theorem)

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Define f:R2→Rf: \mathbb {R}^{2} \rightarrow \mathbb {R} by

f(x,y)={xy(x2−y2)x2+y2 if (x,y)≠(0,0)0 if (x,y)=(0,0) f(x, y) = \begin{cases} \frac{x y\left(x^{2}-y^{2}\right)}{x^{2}+y^{2}} & \text{ if }(x, y) \neq (0,0) \\ 0 & \text{ if }(x, y) = (0,0)\end{cases}
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(a)

Prove that D1(D2f)D_{1}\left(D_{2} f\right) and D2(D1f)D_{2}\left(D_{1} f\right) exist everywhere on R2\mathbb {R}^{2}.

(b)

Show that (D1(D2f))(0,0)≠(D2(D1f))(0,0)\left(D_{1}\left(D_{2} f\right)\right)(0,0) \neq \left(D_{2}\left(D_{1} f\right)\right)(0,0).

(c)

Explain why (b) does not violate 5.48.

Remark.
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5.48 (equality of mixed partial derivatives): Suppose GG is an open subset of R2\mathbb {R}^{2} and f:G→Rf: G \rightarrow \mathbb {R} is a function such that D1fD_{1} f, D2fD_{2} f, D1(D2f)D_{1}\left(D_{2} f\right), and D2(D1f)D_{2}\left(D_{1} f\right) all exist and are continuous functions on GG. Then D1(D2f)=D2(D1f)D_{1}\left(D_{2} f\right) = D_{2}\left(D_{1} f\right) on GG.

Let (1) u=x2−2xy−3y2u=x^{2}-2xy-3y^{2}; (2) u=xy2u=x^{y^{2}}; (3) u=arccos⁡xyu=\arccos \sqrt{\dfrac {x}{y}}, verify the identity

∂2u∂x∂y=∂2u∂y∂x. \dfrac {\partial ^{2} u}{\partial x \partial y}=\dfrac {\partial ^{2} u}{\partial y \partial x} .
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(a)
(b)
(c)

Let f(x,y)=xyx2−y2x2+y2f(x,y)=xy\dfrac {x^{2}-y^{2}}{x^{2}+y^{2}}, if x2+y2≠0x^{2}+y^{2} \neq 0 and f(0,0)=0f(0,0)=0. Prove that

fxy′′(0,0)≠fyx′′(0,0). f''_{xy}(0,0) \neq f''_{yx}(0,0) .
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Determine whether the second-order partial derivatives of the function exist at the point (0;0)(0 ; 0)

f={xy/(x2+y2), if x2+y2≠00, if x2+y2=0 f = \begin{cases} x y /\left(x^{2}+y^{2}\right), & \text{ if } & x^{2}+y^{2} \neq 0 \\ 0, & \text{ if } & x^{2}+y^{2} = 0 \end{cases}
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Compute, at the point (0;0)(0 ; 0), the partial derivatives fxy′′,fyx′′f_{x y}^{\prime \prime }, f_{y x}^{\prime \prime } of the function

f={xy(x2−y2)/(x2+y2), if x2+y2≠00, if x2+y2=0 f = \begin{cases} x y\left(x^{2}-y^{2}\right) /\left(x^{2}+y^{2}\right), & \text{ if } & x^{2}+y^{2} \neq 0 \\ 0, & \text{ if } \quad x^{2}+y^{2} = 0 \end{cases}
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Let the function ff and its derivatives fx′,fy′,fxy′′f_{x}^{\prime }, f_{y}^{\prime }, f_{x y}^{\prime \prime } be defined in some neighborhood of the point (x0;y0)(x_{0} ; y_{0}), and let fxy′′f_{x y}^{\prime \prime } be continuous at this point. Prove that at the point (x0;y0)\left(x_{0} ; y_{0}\right) the derivative fyx′′f_{y x}^{\prime \prime } exists, and

fyx′′(x0;y0)=fxy′′(x0;y0) f_{y x}^{\prime \prime }\left(x_{0} ; y_{0}\right) = f_{x y}^{\prime \prime }\left(x_{0} ; y_{0}\right)
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Show that the existence (and even the continuity) of D12fD_{12} f does not imply the existence of D1fD_{1} f. For example, let f(x,y)=g(x)f(x, y) = g(x), where gg is nowhere differentiable.

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Put f(0,0)=0f(0,0) = 0, and

f(x,y)=xy(x2−y2)x2+y2 f(x, y) = \frac{x y\left(x^{2}-y^{2}\right)}{x^{2}+y^{2}}

if (x,y)≠(0,0)(x, y) \neq (0,0). Prove that

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(a)

f,D1f,D2ff, D_{1} f, D_{2} f are continuous in R2\mathbb {R}^{2};

(b)

D12fD_{12} f and D21fD_{21} f exist at every point of R2\mathbb {R}^{2}, and are continuous except at (0,0)(0,0);

(c)

(D12f)(0,0)=1\left(D_{12} f\right)(0,0) = 1, and (D21f)(0,0)=−1\left(D_{21} f\right)(0,0) = -1.

Let EE be an open set in Rn\mathbb {R}^{n}. The classes C′(E)\mathscr {C}^{\prime }(E) and C′′(E)\mathscr {C}^{\prime \prime }(E) are defined in the text. By induction, C(k)(E)\mathscr {C}^{(k)}(E) can be defined as follows, for all positive integers kk : To say that f∈C(k)(E)f \in \mathscr {C}^{(k)}(E) means that the partial derivatives D1f,…,DnfD_{1} f, \ldots , D_{n} f belong to C(k−1)(E)\mathscr {C}^{(k-1)}(E).

Assume f∈C(k)(E)f \in \mathscr {C}^{(k)}(E), and show (by repeated application of Theorem 9.41) that the kk th-order derivative

Di1i2…ikf=Di1Di2…Dikf D_{i_{1} i_{2} \ldots i_{k}} f = D_{i_{1}} D_{i_{2}} \ldots D_{i_{k}} f

is unchanged if the subscripts i1,…,iki_{1}, \ldots , i_{k} are permuted. For instance, if n≥3n \geq 3, then

D1213f=D3112f D_{1213} f = D_{3112} f

for every f∈C(4)f \in \mathscr {C}^{(4)}.

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References

[Axl19] Axler S. Measure, Integration & Real Analysis. 3rd ed., Springer, 2019.
[Dem97] Demidovich B.P. Сборник задач и упражнений по математическому анализу. 13-е изд., Издательство Московского университета / Издательство "ЧеРо", 1997.
[ККЧ+03] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[Rud76] Rudin W. Principles of Mathematical Analysis. 3rd ed., McGraw-Hill, 1976.