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Partial Differentiation Proofs



The Total Derivative

Let the inductive hypothesis, Pn, be: for small displacements dx1, ,…, dxn
PartialDifferentiation-1
Suppose Pn is true for some n. Then, for small dxn + 1, if second derivatives exist,
PartialDifferentiation-2
So Pn implies Pn + 1. But P1 is true, so Pn is true for all n by induction. Hence,
PartialDifferentiation-3
PartialDifferentiation-4
PartialDifferentiation-5
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Clairaut’s Theorem

It is perhaps more surprising that there are second derivatives which don’t commute», than that it holds for well behaved functions. It is sufficient to prove the theorem in two dimensions, with variables x and y. I will use the notation:
PartialDifferentiation-6

If fxy is bounded on the rectangle [ab] × [cd], then, by the fundamental theorem of the calculus,
PartialDifferentiation-7
PartialDifferentiation-8
PartialDifferentiation-9
PartialDifferentiation-10
Similarly,
PartialDifferentiation-11
Then
PartialDifferentiation-12
But if fxy and fyx are continuous and not equal at (xy), there is a small rectangle [ab] × [cd] containing (xy), such that
PartialDifferentiation-13
giving a contradiction.

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