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Continuous second partials of a scalar potential commute

Statement

Let URn be open and let ϕ:UR have continuous second partial derivatives. Then

jiϕ(x)=ijϕ(x)

for every xU and every pair of coordinate indices i,j.

Facts & Assumptions

Given: The open set, function, point, and indices in the Statement.

[L1]

The coordinate partial derivative iϕ(x) is the derivative at zero of tϕ(x+tei) (Directional derivatives and partial derivatives of a map URmRn).

[L2]

A real function continuous on [a,b] and differentiable on (a,b) has an interior point c with f(b)f(a)=f(c)(ba) (The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c(a,b) with f(b)f(a)=f(c)(ba)).

Proof

technique · direct
1.1

If i=j, the displayed equality has identical sides. Assume henceforth that ij. Since U is open, choose a ball about x contained in U, and choose nonzero h,k small enough that the coordinate rectangle with vertices x, x+hei, x+kej, and x+hei+kej lies in that ball.

givencases
2.1

Divide the rectangular difference R(h,k):=ϕ(x+hei+kej)ϕ(x+hei)ϕ(x+kej)+ϕ(x) by hk. Apply [L2] on the ordered endpoint intervals first in direction i and then in direction j; this covers either sign of h and k. Using [L1], there are points ξ and η inside the corresponding coordinate intervals such that R(h,k)hk=jiϕ(x+ξei+ηej).

step 1.1L1L2algebra
2.2

Applying [L2] in the opposite order gives interior points ξ and η such that the same quotient equals R(h,k)hk=ijϕ(x+ξei+ηej).

step 1.1L1L2algebra
3.1

Let h and k tend to zero through nonzero values. All four intermediate displacements tend to zero. Continuity of the two second partials in steps 2.1 and 2.2 therefore gives jiϕ(x)=ijϕ(x).

step 2.1step 2.2given
4.1

Together with the i=j case in step 1.1, this proves the assertion for every pair of indices.

step 1.1step 3.1

Depends on

Used by

Dependency tree · next 3 levels

Direct dependencies and their dependencies through the next three levels: 71 results over 18 levels. An arrow runs from a result to what uses it, and this result sits at the bottom with a heavier outline. Click the chart to enlarge it.

Sources