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Inversefunction THM

The document provides a proof of the inverse function theorem. It first establishes a lemma bounding the difference between the values of a differentiable function over an open convex set. It then uses this lemma to prove the inverse function theorem for continuously differentiable functions from an open set in Rn to Rm. The theorem is also proved for holomorphic functions on open subsets of C. Finally, the implicit function theorem is stated.

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viralshortcomedy
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19 views

Inversefunction THM

The document provides a proof of the inverse function theorem. It first establishes a lemma bounding the difference between the values of a differentiable function over an open convex set. It then uses this lemma to prove the inverse function theorem for continuously differentiable functions from an open set in Rn to Rm. The theorem is also proved for holomorphic functions on open subsets of C. Finally, the implicit function theorem is stated.

Uploaded by

viralshortcomedy
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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A PROOF OF THE INVERSE FUNCTION THEOREM

SUPPLEMENTAL NOTES FOR MATH 703, FALL 2005

pPn
First we fix some notation. For x ∈ Rn we denote by kxk = 2
i=1 |xi | the Euclidean
n m
norm of x. Let G ⊂ R be an open set and let f : G → R be differentiable at x0 ∈ G,
i.e., there exists a unique linear map Df (x0 ) : Rn → Rm such that
f (x0 + h) − f (x0 ) − Df (x0 )(h) = (h)khk,
where (h) → 0 in Rm as h → 0 in Rn . If we write f(x) = (f1 (x), · · · , fm (x)), then Df (x0 )
∂f
has with respect to the standard basis the matrix ∂xji (x0 ) .

Lemma 1. Let G ⊂n Rn be an open and convex set and leto f : G → Rm be differentiable


∂f
on G. Let M = sup ∂xji (x) : x ∈ G, 1 ≤ i ≤ n, 1 ≤ j ≤ m . Then
kf (x) − f (y)k ≤ mnM kx − yk
for all x, y ∈ G.
Proof. Let x, y ∈ G. For j = 1, · · · , m define gj (t) = fj (x + t(x − y)). Then by the Mean
Value Theorem there exists cj ∈ (0, 1) such that
fj (y) − fj (x) = gj (1) − gj (0) = gj0 (cj ).
Now by the chain rule we have gj0 (cj ) = ∇fj (x + cj (y − x)) · (y − x), so
n
X ∂fj
|gj (cj )| = (x + cj (y − x))(yi − xi )
∂xi
i=1
n
X
≤M |yi − xi | ≤ nM ky − xk.
i=1
Pm
Hence kf (x) − f (y)k ≤ j=1 |fj (x) − fj (y)| ≤ mnM kx − yk. 
Now recall that if A : Rn → Rn is linear, then there exists a C such that kAxk ≤
Ckxk for all x. If A is non-singular, then this implies that there exists also a C1 such
that C1 kxk ≤ kAxk for all x (take y = Ax in the inequality kA−1 (y)k ≤ C 0 kyk). This
observation can be used to show that linear maps satisfy the following theorem.
Theorem 2 (Inverse Function Theorem). Let G ⊂ Rn be an open set and let f : G → Rm
be continuously differentiable on G (i.e., all the partials of f are continuous on G). Let
a ∈ G be such that det Df (a) 6= 0. Then there exist open sets U ⊂ G, V ⊂ Rm with
a ∈ U such that f (U ) = V and f −1 : V → U exists and is differentiable and Df −1 (y) =
(Df (f −1 (y)))−1 for all y ∈ V .
1
2 SUPPLEMENTAL NOTES FOR MATH 703, FALL 2005

Proof. Using the remark from above, that linear maps satisfy the theorem, we can replace
f by (Df (a))−1 f and assume that Df (a) = I. Then put g(x) = f (x)−x. Then Dg(a) = 0,
∂g
so there exists r > 0 such that B(a; r) ⊂ G and supx∈B(a;r) ∂xji (x) < 2n1 2 for all 1 ≤ i ≤ n
and all 1 ≤ j ≤ m. Now apply the above lemma to g to get
1
kf (x) − x − (f (y) − y)k ≤ M n2 kx − yk < kx − yk
2
for all x 6= y ∈ B(a; r). This implies that kf (x) − f (y)k ≥ 21 kx − yk for all x, y ∈ B(a; r).
This implies that f is one-to-one on B(a; r) and has a continuous inverse on the range of
this closed ball. By making r smaller if necessary, we can assume that det Df (x) 6= 0 on
B(a; r). We shall now show that f (B(a; r)) ⊃ V , where V is open with f (a) ∈ V . Let
S be the boundary of B(a; r). Then S is compact, so f (S) is compact and f (a) ∈ / f (S)
d
implies that d = dist (f (S), f (a)) > 0. Let V = {y : ky − f (a)k < 2 }. Then V is open
and we claim that V ⊂ f (B(a; r)). To see this, let y ∈ V and put h(x) = kf (x) − yk2 for
x ∈ B(a; r). Then h has a minimum on B(a; r), but this can’t be on the boundary S of
B(a; r) by the definition of d and V . Hence h has a minimum at x0 ∈ B(a; r). This implies
that the derivative Dh(x0 ) = 0, so
n
X ∂fi
−2(fi (x0 ) − yi ) (x0 ) = 0
∂xj
i=1

for j = 1, · · · , n. As det Df (x0 ) 6= 0 this implies that fi (x0 )−yi = 0 for i = 1, · · · , n. Hence
f (x0 ) = y. This shows V ⊂ f (B(a; r)). Let U = f −1 (V ). Then U open and f : U → V is
one-to-one and onto. Remains to show that f −1 is differentiable on V . Let u, v ∈ V and
put x = f −1 (u), y = f −1 (v). For v close enough to u we can write
f (y) − f (x) − Df (x)(y − x) = (y − x)kx − yk,
where (h) → 0 as h → 0. Put A = Df (x) = Df (f −1 (u)). Then we have
v − u − A(f −1 (v) − f −1 (u)) = (f −1 (v) − f −1 (u))kf −1 (v) − f −1 (u)k = 0 (v − u)kv − uk,
where we used that kf −1 (u) − f −1 (v)k ≤ 2ku − vk. Multiplying the above equation by A−1
we get
f −1 (v) − f −1 (u) − A−1 (v − u) = −A−1 (0 (v − u))kv − uk.
Now A−1 (0 (v − u)) → 0 as v → u implies that f −1 is differentiable at u with derivative
A−1 . 
Corollary 3. Let G ⊂ C be open and f ∈ H(G) such that f 0 (z0 ) 6= 0. Then there exists
open sets U ⊂ G and V ⊂ C such that z0 ∈ U and f : U → V is one-to-one and onto and
f −1 : V → C is holomorphic.
Proof. Consider G as an open subset of R2 and define F : G → R2 by F (x, y) = (u(x, y), v(x, y))
where f = u + iv. Then det DF (x0 , y0 ) = |f 0 (z0 )|2 6= 0 (where z0 = x0 + iy0 ). The matrix
A PROOF OF THE INVERSE FUNCTION THEOREM 3

of DF (x0 , y0 ) is given by the skew symmetric matrix


 ∂u ∂v

∂x (x0 , y0 ) − ∂x (x0 , y0 ) .
∂v ∂u
∂x (x0 , y0 ) ∂x (x0 , y0 )
By the inverse function theorem there exist open sets U ⊂ G, V ⊂ R2 with (x0 , y0 ) ∈ U
such that F (U ) = V and F −1 : V → U exists and is differentiable and DF −1 ((x, y)) =
(DF (F −1 ((x, y))))−1 for all (x, y) ∈ V . Define g(z) = F −1 (x, y) for z = x + iy with
(x, y) ∈ V . Then g is the inverse of f and the real part and imaginary part of g are con-
tinuous and satisfy the Cauchy-Riemann equations on V , since the matrix DF −1 ((x, y)) =
(DF (F −1 ((x, y))))−1 is again skew symmetric for all (x, y) ∈ V . Hence g is holomor-
phic. 
We conclude with the implicit function theorem. Assume we are given a system of m
equations
f1 (x1 , · · · , xn , y1 , · · · , ym ) = 0
f2 (x1 , · · · , xn , y1 , · · · , ym ) = 0
.. ..
. .
fm (x1 , · · · , xn , y1 , · · · , ym ) = 0

in n + m variables x1 , · · · , xn , y1 , · · · , ym . Then the implicit function theorem will give


sufficient conditions for solving y1 , · · · , ym in terms of x1 , · · · , xn .
Theorem 4 (Implicit Function Theorem). Let E ⊂ Rn+m be open and f : E → Rm a
∂f
continuously differentiable map. Let (x0 , y0 ) ∈ E such that f (x0 , y0 ) = 0 and det ∂yji 6= 0.
Then there exists an open set U ⊂ Rn with x0 ∈ U , and a continuously differentiable map
g : U → Rm such that f (x, g(x)) = 0 for all x ∈ U .
Proof. Define F : E → Rn+m by F (x, y) = (x, f (x, y)). Then F is continuously  differ-
∂fj
entiable in a neighborhood of (x0 , y0 ) and det DF (x0 , y0 ) = det ∂yi 6= 0. Hence by
the Inverse Function Theorem there exists open U0 ⊂ E containing (x0 , y0 ) and open
V0 ⊂ Rm+n containing (x0 , 0) such that F : U0 → V0 is one-to-one and onto and such
that F −1 : V0 → U0 is differentiable. Let F −1 (x, y) = (G1 (x, y), G2 (x, y)). Then for all
(x, 0) ∈ V0 we have (x, 0) = F (G1 (x, 0), G2 (x, 0)) = (G1 (x, 0), f (G1 (x, 0), G2 (x, 0))). Hence
G1 (x, 0) = x and thus f (x, G2 (x, 0)) = 0 for all (x, 0) ∈ V0 . Let U = {x ∈ Rm : (0, x) ∈ V0 }
and define g(x) = G2 (x, 0) for x ∈ U . It is clear then that U and g satisfy the conclusion
of the theorem. 

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