The equality of mixed partial derivatives under weak differentiability conditions (Q1704418): Difference between revisions

In this paper, the author reviews and develops some known results on the equality of mixed partial derivatives, specially those due to Mikusiński dealing with equality at a given point and to Tolstov concerning equality almost everywhere. Results about equality of mixed partial derivatives have a long history and the first correct proofs are due to Cauchy and to H.~A.~Schwarz. A typical result on this topic is the one due to Peano that reads as follows: \(\bullet\) Let \(O=(a,b)\times (c,d)\subset \mathbb{R}^{2}\) and \(f: O\to\mathbb{R}\). Suppose that \(\partial_{1}f\), \(\partial_{2}f\) and \(\partial_{2}\partial_{1}f\) exist on~\(O\) and that the latter is continuous at~\((x_{0},y_{0})\). Then \(\partial_{1}\partial_{2}f(x_{0},y_{0})=\partial_{2}\partial_{1}f(x_{0},y_{0})\). A result that improves Peano's can be obtained by means of the concept of strong differentiation, introduced by himself: A function \(f: B\to \mathbb{R}^{c}\), \(B\subset \mathbb{R}^{a}\times \mathbb{R}^{b}\), \((x,z)\to f(x,z)\) is said to be \textit{partially strongly differentiable} with respect to~\(x\) at~\((x_{0},z_{0})\in\bar{B}\) with differential \(\partial_{1}f(x_{0},z_{0})\) if for every \(\varepsilon>0\), there is a \(\delta>0\) such that for every \(x_{1}\), \(x_{2}\), \(z\) with \(\|x_{1}-x_{0}\|<\delta\), \(\|x_{2}-x_{0}\|<\delta\), \(\|z-z_{0}\|<\delta\), \((x_{1},z)\in B\), \((x_{2},z)\in B\), \[ \|f(x_{2},z)-f(x_{1},z)-\partial_{1}f(x_{0},z_{0})(x_{2}-x_{1})\|\leq \varepsilon \|x_{2}-x_{1}\|. \] \smallskip Peano's theorem demands the existence of \(\partial_{2}\partial_{1}f\) in a neighborhood of \((x_{0},y_{0})\) and its continuity there. So \(\partial_{1}f\) is partially strongly differentiable with respect to~\(y\) at~\((x_{0},y_{0})\). This is the motivation of the following result due to Mikusiński. \(\bullet\) Let \(f: O\to\mathbb{R}\). Suppose that the partial derivative~\(\partial_{f}f\) exists on~\(O\) and that it is partially strongly differentiable with respect to~\(y\) at~\((x_{0},y_{0})\). Then, denoting by \(A\subset O\) the subset where \(\partial_{2}f\) exists, provided \((x_{0},y_{0})\in\bar A\), \(\partial_{2}f(:=\partial_{2}f|_{A})\) is partially strongly differentiable with respect to~\(x\) at~\((x_{0},y_{0})\) and \(\partial_{1}\partial_{2}f(x_{0},y_{0})=\partial_{2}\partial_{1}f(x_{0},y_{0})\). One may also ask to what extend the equality of mixed partial derivatives holds for functions which admit second derivatives almost everywhere. The Russian mathematician G.~P.~Tolstov clarified several questions about this problem. Most of his results concern counterexamples. For instance, he showed: \(\bullet\) There exists a function \(f\in C^{1}(O,\mathbb{R})\), the mixed second derivatives of which exist at every point of~\(O\), but such that \(\partial_{2}\partial_{1}f\neq \partial_{1}\partial_{2}f\) on a set~\(P\subset O\) of positive measure. \(\bullet\) There exists a function \(f\in C^{1}(O,\mathbb{R})\), the mixed second derivatives of which exist almost everywhere in~\(O\), and such that \(\partial_{2}\partial_{1}f\neq \partial_{1}\partial_{2}f\) almost everywhere in~\(O\). As for positive results, he proved, e.g., the following theorem: \(\bullet\) Let \(f: [a,b]\times [c,d]\to\mathbb{R}\) such that \(f(x,\cdot): [c,d]\to\mathbb{R}\) and \(f(\cdot,y): [a,b]\to\mathbb{R}\) are absolutely continuous for every \(x\in[a,b]\) and \(y\in [c,d]\), respectively. The following properties are equivalent: (i) There is \(e_{1}\subset (a,b)\), \(|e_{1}|=b-a\), such that for \(x\in e_{1}\), \(\partial_{1}f(x,\cdot)\) exists for every~\(y\). Moreover, it is absolutely continuous over~\([c,d]\), and \(\partial_{2}\partial_{1}f\in L^{1}([a,b]\times [c,d])\). (ii) There is \(e_{2}\subset (c,d)\), \(|e_{2}|=d-c\), such that for \(y\in e_{2}\), \(\partial_{2}f(\cdot,y)\) exists for every~\(x\). Moreover, it is absolutely continuous over~\([a,b]\), and \(\partial_{1}\partial_{2}f\in L^{1}([a,b]\times [c,d])\). Suppose they hold true. Then, there is a subset \(E\subset e_{1}\times e_{2}\), \(|E|=(b-a)(d-c)\), such that on~\(E\) the function~\(f\) is differentiable, \(\partial_{2}\partial_{1} f(x,y)\), \(\partial_{1}\partial_{2}f(x,y)\) exist, and \[ \partial_{2}\partial_{1}f=\partial_{1}\partial_{2}f. \] Another type of results can be obtained if one introduces some Lipschitz condition on~\(f\) or on the partial derivatives~\(\partial_{1}f\), \(\partial_{2}f\). A function \(f: U\to\mathbb{R}\), \(U\) an open set in~\(\mathbb{R}^{2}\), is differentiable with Lipschitz differential, or \(f\in C^{1,1}\), if \(df: U\to\mathbb{R}^{2}\) is Lipschitz. Then, one has: \(\bullet\) If \(f\in C^{1,1}_{\mathrm{loc}}(U)\), then there is a set \(E\subset U\) of full measure, such that \(\partial_{2}\partial_{1}f\) and \(\partial_{1}\partial_{2}f\) exist on~\(E\), \(f\) is differentiable and \(\partial_{2}\partial_{1}f\) on~\(E\). Using Rademacher's theorem one gets: \(\bullet\) Let \(f: U\to\mathbb{R}\), \(f\in C^{1,1}_{\mathrm{loc}}(U)\). Then, \(f\) is twice differentiable almost everywhere on~\(U\) and in such differentiability set \(\partial_{2}\partial_{1}f=\partial_{1}\partial_{2}f\). It is an interesting fact that the above results with Lipschitz type conditions have applications to differential geometry and to general relativity theory.