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A diagonal ridge fails the mixed fourth-derivative hypothesis

Example

On [0,1]2, take f(x,y)=∣x−y∣3. The pure second partials are continuous, but even the pure fourth derivative required by the rate theorem fails to exist at every interior diagonal point (y,y) with 0<y<1. Thus this ridge does not meet the mixed regularity hypothesis for the isotropic rate in Explicit work and error rate for dyadic Simpson Smolyak cubature.

Verification

Given: f(x,y)=∣x−y∣3 on [0,1]2 and the mixed-derivative hypotheses in Explicit work and error rate for dyadic Simpson Smolyak cubature. Each coordinate partial is the ordinary derivative of the section obtained by fixing the other coordinate.

[F1] Mixed-derivative bounds for dyadic Simpson details: the mixed-regularity hypothesis includes D{1}f=∂x4f and requires it to exist continuously on the whole square.

[F2] Explicit work and error rate for dyadic Simpson Smolyak cubature: its rate requires every DSf to exist continuously and have a finite bound on the whole cube.

1.1givenF3F4F5algebra

Fix an interior y∈(0,1) and write g(h)=f(y+h,y)=∣h∣3 for sufficiently small positive and negative h. By [F4]–[F5], on the two sides g′(h)=3h∣h∣ and g′′(h)=6∣h∣ for h≠0. The difference quotients at zero give g′(0)=0 and g′′(0)=lim⁡h→03∣h∣=0. The derivative of g′′ at zero would require lim⁡h→0(g′′(h)−g′′(0))/h=lim⁡h→06∣h∣/h, whose right-hand value is 6 and left-hand value is −6. Thus g′′′(0) does not exist, so g(4)(0) cannot exist. By [F3], the required derivative therefore fails at the interior diagonal point (y,y).

2.1givenF1F2step 1.1

Since [F1] requires D{1}f=∂x4f to exist continuously everywhere, the failure in step 1.1 violates a stated hypothesis of the rate theorem [F2]. The theorem makes no such rate claim for this ridge.

3.1givenF3F4F5step 1.1algebra∎

For every fixed y, the same formulas give ∂x2f(x,y)=6∣x−y∣, including its value zero on the diagonal; the same one-sided calculations apply at x=0,1. By symmetry ∂y2f(x,y)=6∣x−y∣ as well. These partials are continuous and bounded by 6 on the square since ∣x−y∣≤1, illustrating that lower-order smoothness does not imply the fourth-order condition used here.

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