Math 2.0

Real functions Functions of several real variables Theorem

Implicit function theorem

Builds on C^k function characterised by continuous derivativesJacobian matrixInverse function theorem

Statement

Let Ω⊆ℝn×ℝm\Omega \subseteq \mathbb{R}^n \times \mathbb{R}^m be open, and let F ⁣:Ω→ℝmF \colon \Omega \to \mathbb{R}^m be of class C^1, written F(x,y)F(x, y) with x∈ℝnx \in \mathbb{R}^n and y∈ℝmy \in \mathbb{R}^m. Let (a,b)∈Ω(a, b) \in \Omega with F(a,b)=0F(a, b) = 0. Suppose that the m×mm \times m matrix DyF(a,b)=(∂Fi/∂yj(a,b))i,jD_y F(a, b) = \left( \partial F_i / \partial y_j (a, b) \right)_{i, j} is invertible. Then there are open sets U⊆ℝnU \subseteq \mathbb{R}^n and V⊆ℝmV \subseteq \mathbb{R}^m with a∈Ua \in U and b∈Vb \in V, and a unique function g ⁣:U→Vg \colon U \to V with the following property. For (x,y)∈U×V(x, y) \in U \times V, F(x,y)=0F(x, y) = 0 if and only if y=g(x)y = g(x). The function gg is of class C1C^1, and Dg(x)=−(DyF(x,g(x)))−1DxF(x,g(x))Dg(x) = -\big( D_y F(x, g(x)) \big)^{-1} D_x F(x, g(x)) for each x∈Ux \in U.

Remarks

Here DxFD_x F is the m×nm \times n matrix of partial derivatives with respect to xx. Together, DxFD_x F and DyFD_y F form the Jacobian matrix of FF. For F(x,y)=x2+y2−1F(x, y) = x^2 + y^2 - 1 and (a,b)(a, b) with b≠0b \ne 0, the solution near (a,b)(a, b) is y=±1−x2y = \pm \sqrt{1 - x^2}. At (±1,0)(\pm 1, 0), ∂F/∂y=0\partial F / \partial y = 0, and no such function exists. One proof applies the inverse function theorem to (x,y)↦(x,F(x,y))(x, y) \mapsto (x, F(x, y)). If FF is of class CkC^k, then gg is of class CkC^k. The theorem has a long history. Cauchy gave the first rigorous form, and Dini extended the real version to any number of variables.

Reading path

To understand this page from the ground up, read these 19 pages in order. The foundations come first.

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Euclidean space, object, no evidence levelEuclidean spaceobjectFunction, concept, no evidence levelFunctionconceptFunction composition, concept, no evidence levelFunction compositionconceptFréchet derivative, definition, no evidence levelFréchet derivativedefinitionFunction of several variables, concept, no evidence levelFunction of several v…conceptLimit of a function of several variables, concept, no evidence levelLimit of a function o…conceptPartial derivative, concept, no evidence levelPartial derivativeconceptDifferentiable function of several variables, definition, no evidence levelDifferentiable functi…definitionPartial derivative, definition, no evidence levelPartial derivativedefinitionDifferentiable on an open set, definition, no evidence levelDifferentiable on an …definitionJacobian matrix, definition, no evidence levelJacobian matrixdefinitionChain rule in several variables, statement, no evidence levelChain rule in several…statementHigher partial derivatives, definition, no evidence levelHigher partial deriva…definitionIterated derivative, definition, no evidence levelIterated derivativedefinitionJacobian determinant, definition, no evidence levelJacobian determinantdefinitionDerivative of the inverse function, statement, no evidence levelDerivative of the inv…statementC^k function characterised by continuous derivatives, statement, no evidence levelC^k function characte…statementInverse function theorem, statement, no evidence levelInverse function theo…statementImplicit function theorem, statement, no evidence levelImplicit function the…statement
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Euclidean space object
  2. Function concept
  3. Function composition concept
  4. Fréchet derivative definition
  5. Function of several variables concept
  6. Limit of a function of several variables concept
  7. Partial derivative concept
  8. Differentiable function of several variables definition
  9. Partial derivative definition
  10. Differentiable on an open set definition
  11. Jacobian matrix definition
  12. Chain rule in several variables statement
  13. Higher partial derivatives definition
  14. Iterated derivative definition
  15. Jacobian determinant definition
  16. Derivative of the inverse function statement
  17. C^k function characterised by continuous derivatives statement
  18. Inverse function theorem statement
  19. Implicit function theorem statement

Where this leads

10 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Implicit_function_theorem, Statement of the theorem
  2. Web https://en.wikipedia.org/wiki/Implicit_function_theorem, History
About this page
Tag0BXBADR94C
URIm2://0BXBADR94C
Aliasesimplicit-function-theorem
Kindstatement, theorem
WritingW1 stated
MSC26B10
StatusThis copy of the site has no build data. Run m2 status 0BXBADR94C.
UsesC^k function characterised by continuous derivatives, Jacobian matrix, Inverse function theorem
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