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Local Helmholtz chart and partial-Legendre derivative identities
Statement
Let be open and let the state relation have continuous total derivatives through order two. Fix with and . Then there are open intervals containing and containing , and a unique continuously differentiable function with values in a fixed neighborhood of such that Define the local Helmholtz function . With every derivative of evaluated at , its derivatives satisfy This is a local chart only; no global inversion or state-domain convexity is asserted.
Statement references
Facts & Assumptions
Given: The open state domain, state relation, and point with and .
Specific fundamental relation and valid response charts: on an open , and , ; each partial derivative holds the other coordinate fixed.
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with : a real function continuous on a closed interval and differentiable on its interior has an interior point where its derivative equals the interval's difference quotient.
Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and : a continuous real function on a closed interval attains every value between its endpoint values. Its canonical bisection proof uses no choice principle.
The chain rule for total derivatives: : for differentiable maps on open Euclidean domains, the derivative of a composition is the composition of derivatives.
All neighborhoods and partial derivatives in the proof are taken in the displayed open Euclidean state domain; no global inverse is assumed.
Proof
Put and . Since is open and are continuous, choose so the closed rectangle is contained in , on , and on for some finite . By [F2] on the two vertical segments, . Continuity of the endpoint values in therefore gives smaller open intervals about and about , with , such that for all .
For fixed , [F2] and imply that is strictly increasing on . By [F3], for every there is with ; strict increase gives uniqueness in that interval.
Take and write , . Applying [F2] in the variable and using gives . Since , [F2] in the variable and give . Hence is locally Lipschitz and, in particular, continuous.
At a fixed , let be increments in and set . The bound of step 3.1 gives . By the definition of the total derivative of the function at , , so . Thus and . These derivatives are continuous because has continuous total derivatives through order two, is continuous, and ; therefore the unique local branch is continuously differentiable.
By [F4] and the identity , differentiation of gives and .
Differentiating the first-derivative identities of step 5.1 and using step 4.1 yields and . These derivatives are continuous by the stated regularity, so is . All derivatives are evaluated at the chart point .
Depends on
Specific fundamental relation and valid response charts
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and
The chain rule for total derivatives: