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The Euclidean implicit function theorem with derivative formula

Statement

Let m,n1m,n\ge1, let URm+nU\subseteq\mathbb R^{m+n} be open, and let F:URnF:U\to\mathbb R^n be C1C^1. Suppose (a,b)U(a,b)\in U, F(a,b)=0F(a,b)=0, and the partial derivative in the second block

DyF(a,b):RnRn,DyF(a,b)v:=DF(a,b)(0,v),D_yF(a,b):\mathbb R^n\to\mathbb R^n,\qquad D_yF(a,b)v:=DF(a,b)(0,v),

is invertible. Put similarly DxF(a,b)u:=DF(a,b)(u,0)D_xF(a,b)u:=DF(a,b)(u,0). Then there are open neighbourhoods PP of aa and QQ of bb, and a unique C1C^1 map φ:PQ\varphi:P\to Q, such that

F(x,y)=0y=φ(x)((x,y)P×Q).F(x,y)=0\quad\Longleftrightarrow\quad y=\varphi(x)\qquad((x,y)\in P\times Q).

After shrinking P,QP,Q if necessary, DyF(x,φ(x))D_yF(x,\varphi(x)) is invertible and

Dφ(x)=DyF(x,φ(x))1DxF(x,φ(x)).D\varphi(x)=-D_yF(x,\varphi(x))^{-1}D_xF(x,\varphi(x)).

Facts & Assumptions

Given: The dimensions, C1C^1 map, base point, zero equation, and invertible second-block derivative in the statement.

[L1]

A C1C^1 map with invertible derivative has a local C1C^1 inverse GG, with DG(z)=DH(G(z))1DG(z)=DH(G(z))^{-1} throughout its inverse neighbourhood (The Euclidean inverse function theorem).

[L3]

Euclidean linear maps have their finite matrix descriptions (Every Euclidean linear map has a unique matrix and satisfies Lh2Kh2\|Lh\|_2\le K\|h\|_2 for some K0K\ge0), and invertibility means having a two-sided linear inverse (Invertible Euclidean linear maps).

Proof

technique · reduction
1.1

Define H:URm+nH:U\to\mathbb R^{m+n} by H(x,y):=(x,F(x,y))H(x,y):=(x,F(x,y)). From [L2], the remainder after the linear map (u,v)(u,DF(x,y)(u,v))(u,v)\mapsto(u,DF(x,y)(u,v)) is (0,r(u,v))(0,r(u,v)), so HH is differentiable with DH(x,y)(u,v)=(u,DxF(x,y)u+DyF(x,y)v).DH(x,y)(u,v)=(u,D_xF(x,y)u+D_yF(x,y)v). Its matrix entries are continuous because those of DFDF are, so HH is C1C^1. If B:=DyF(a,b)1B:=D_yF(a,b)^{-1}, the displayed derivative at (a,b)(a,b) has the two-sided inverse (r,s)(r,B(sDxF(a,b)r))(r,s)\mapsto(r,B(s-D_xF(a,b)r)). Thus DH(a,b)DH(a,b) is invertible.

L2L3givenalgebra
2.1

Apply [L1] to HH. It has a C1C^1 inverse GG between neighbourhoods of (a,b)(a,b) and (a,0)(a,0). Because the first component of HH is xx, the identity H(G(x,z))=(x,z)H(G(x,z))=(x,z) forces G(x,z)=(x,ψ(x,z))G(x,z)=(x,\psi(x,z)). Define φ(x):=ψ(x,0)\varphi(x):=\psi(x,0) after shrinking to product neighbourhoods P,QP,Q.

step 1.1L1
3.1

For (x,y)P×Q(x,y)\in P\times Q, the local injectivity of HH gives F(x,y)=0    H(x,y)=(x,0)    (x,y)=G(x,0)    y=φ(x)F(x,y)=0\iff H(x,y)=(x,0)\iff (x,y)=G(x,0) \iff y=\varphi(x). This proves existence and local uniqueness; φ\varphi is C1C^1 as a component of GG.

step 2.1
4.1

Differentiate F(x,φ(x))=0F(x,\varphi(x))=0. By [L2], DxF(x,φ(x))+DyF(x,φ(x))Dφ(x)=0D_xF(x,\varphi(x))+D_yF(x,\varphi(x))D\varphi(x)=0. For (x,φ(x))=G(x,0)(x,\varphi(x))=G(x,0), the derivative formula in [L1] makes DH(x,φ(x))DH(x,\varphi(x)) invertible. The block formula of step 1.1 then makes DyF(x,φ(x))D_yF(x,\varphi(x)) invertible: solving DH(u,v)=(0,s)DH(u,v)=(0,s) gives u=0u=0 and DyFv=sD_yFv=s. Multiplication by its inverse yields the asserted formula.

step 1.1step 2.1step 3.1L1L2L3
5.1

Steps 1.1--4.1 prove all local existence, uniqueness, regularity, and derivative claims.

step 1.1step 2.1step 3.1step 4.1

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