Page 60 - Vector Analysis
P. 60

56 CHAPTER 2. Differentiation of Functions of Several Variables

Suppose that for some x, y P M , Φ(x) = x and Φ(y) = y. Then

                               }x ´ y}Rn = ››Φ(x) ´ Φ(y)››Rn ď θ}x ´ y}Rn                               ˝
which suggests that }x ´ y}Rn = 0 or x = y. Therefore, the fixed-point of Φ is unique.

    Now we state and prove the inverse function theorem.

Theorem 2.61 (Inverse Function Theorem). Let D Ď Rn be open, x0 P D, f : D Ñ Rn be
of class C 1, and (Df )(x0) be invertible. Then there exist an open neighborhood U of x0 and
an open neighborhood V of f (x0) such that

   1. f : U Ñ V is one-to-one and onto;

2. The inverse function f ´1 : V Ñ U is of class C 1;

3.  If  x = f ´1(y),  then   (Df  ´1)(y)     =   (     )(x))´1;
                                                  (Df

4. If f is of class C r for some r ą 1, so is f ´1.

Proof. We will omit the proof of 4 since it requires more knowledge about differentiation.
    Assume that A = (Df )(x0). Then }A´1}B(Rn,Rn) ‰ 0. Choose λ ą 0 such that

2λ}A´1}B(Rn,Rn) = 1. Since f P C 1, there exists δ ą 0 such that

››(Df )(x) ´ A››B(Rn,Rn) = ››(Df )(x) ´ (Df )(x0)››B(Rn,Rn) ă λ whenever x P B(x0, δ) X D .

By choosing δ even smaller if necessary, we can assume that B(x0, δ) Ď D. Let U = B(x0, δ).

Claim: f : U Ñ Rn    is one-to-one    (hence f      :U   Ñ  f (U)  is one-to-one  and    onto).
Proof of claim: For  each y P Rn,     define φy     (x)             ()                   we note
                                                         = x + A´1 y ´ f (x) (and                 that  every

fixed-point of φy corresponds to a solution to f (x) = y). Then

                     (Dφy)(x)   =     Id  ´  A´1(Df )(x)    =  A´1(A  ´            )  ,
                                                                         (Df )(x)

where Id is the identity map on Rn. Therefore,

    ››(Dφy )(x)››B(Rn ,Rn )  ď  }A´1}B(Rn,Rn)››A ´ (Df )(x)››B(Rn,Rn)    ă  1     @ x P B(x0, δ) .
                                                                            2

By the mean value theorem (Theorem 2.55),

        ››φy (x1 )   ´  φy (x2 )››Rn  ď   1      ´  x2}Rn      @ x1, x2 P B(x0, δ), x1 ‰ x2 ;           (2.9)
                                          2 }x1
   55   56   57   58   59   60   61   62   63   64   65