726 CHAPTER 22. THE DERIVATIVE

Theorem 22.9.1 Let U be an open subset of ∏ni=1 Xi where each Xi is a normed linear

space and ∥x∥ = maxi ∥xi∥i. Let f : U → Y have mixed partial derivatives DiD jf andD jDif. Then if these are continuous at x ∈ U, it follows they will be equal in the sensethat D jDif(x)(u,v) = DiD jf(x)(v,u).

Proof: It suffices to assume that there are only two spaces and U is an open subsetof X1×X2 because one simply specializes to two of the variables in the general case. Wedenote the variable for X1 as x and the one from X2 as y. Also, to simplify this, first assumef has values in R. Thus it will be denoted as f rather than f. Since U is open, there existsr > 0 such that B((x,y) ,r)⊆U . Now let t,s be small real numbers and consider

∆(s, t)≡ 1st{

h(t)︷ ︸︸ ︷f (x+ tu,y+ sv)− f (x+ tu,y)−

h(0)︷ ︸︸ ︷( f (x,y+ sv)− f (x,y))}

Then h′ (t) = D1 f (x+ tu,y+ sv)(u)−D1 f (x+ tu,y)(u) . By the mean value theorem,

∆(s, t) =1s

h′ (θ t) =1s(D1 f (x+θ tu,y+ sv)(u)−D1 f (x+θ tu,y)(u))

where θ ∈ (0,1). Now use the mean value theorem again to obtain

∆(s, t) = D2D1 f (x+θ tu,y+αsv)(u)(v) , α ∈ (0,1) .

Similarly doing things in the other order writing

∆(s, t) =1st{( f (x+ tu,y+ sv)− f (x,y+ sv))− ( f (x+ tu,y)− f (x,y))}

and taking the derivative first with respect to s and next with respect to t, one can obtain

∆(s, t) = D1D2 f(x+ θ̂ tu,y+ α̂sv

)(v)(u)

where θ̂ , α̂ are also in (0,1). Then letting (s, t)→ (0,0) and using continuity of the mixedpartial derivatives, one obtains that

D2D1 f (x,y)(u)(v) = D1D2 f (x,y)(v)(u)

Letting v = u yields the desired result.The general case follows right away by applying this result to ⟨y∗, f⟩ . Thus one obtains

⟨y∗,D2D1 f (x,y)(u)(v)⟩= ⟨y∗,D1D2 f (x,y)(v)(u)⟩

for every y∗ ∈ Y ′. Hence, since Y ′ separates the points, it follows that the mixed partialsare equal.

It is necessary to assume the mixed partial derivatives are continuous in order to assertthey are equal. The following is a well known example [6].

Example 22.9.2 Let

f (x,y) =

{xy(x2−y2)

x2+y2 if (x,y) ̸= (0,0)0 if (x,y) = (0,0)

726 CHAPTER 22. THE DERIVATIVETheorem 22.9.1 Let U be an open subset of []j_, Xi where each X; is a normed linearspace and ||x|| = max; ||x;||;.. Let f: U + Y have mixed partial derivatives DD jf andDD. Then if these are continuous at x € U, it follows they will be equal in the sensethat Dj D,f (x) (u,v) = DjD f(x) (v,u).Proof: It suffices to assume that there are only two spaces and U is an open subsetof X, x X2 because one simply specializes to two of the variables in the general case. Wedenote the variable for X; as x and the one from X2 as y. Also, to simplify this, first assumef has values in R. Thus it will be denoted as f rather than f. Since U is open, there existsr > 0 such that B((x,y),r) C U. Now let t,s be small real numbers and considera(t) A(0)A(s.t) = {7 (uy +sy)— Foray) ~ Fy sv) Fy}Then A’ (t) = D, f (x +1tu,y + sv) (u) — D, f (x +11, y) (u). By the mean value theorem,A(s,t) = if (0) = (Dif (x+ Oru, y + sv) (u) — Df (x+ Otu,y) (u))swhere 6 € (0,1). Now use the mean value theorem again to obtainA(s,t) = D2D,f (x+ Otu,y + asv) (u) (v), @ € (0,1).Similarly doing things in the other order writing1A(s,t) = st {(f (x +tu,y+sv) — f(x,y +sv)) ~~ (f (x+1u,y) — f (x,y))}and taking the derivative first with respect to s and next with respect to t, one can obtainA(s,t) = D\D2f (x+ Oru, y + &sv) (v) (u)where 6, & are also in (0,1). Then letting (s,t) —> (0,0) and using continuity of the mixedpartial derivatives, one obtains thatD2Di f (x,y) (w) (v) = DiDof (x,y) (v) (u)Letting v = u yields the desired result.The general case follows right away by applying this result to (y*,f) . Thus one obtains(y",D2D1f (x,y) (u) (v)) = (y", DiDof (x,y) (v) (u))for every y* € Y’. Hence, since Y’ separates the points, it follows that the mixed partialsare equal. fjIt is necessary to assume the mixed partial derivatives are continuous in order to assertthey are equal. The following is a well known example [6].Example 22.9.2 Letxy(x?-y?)x.y) = 42 if (x,y) 4 (0,0)fey) Of (ey) = (0.0)