Mixed Partial Derivatives and Fubini's Theorem Author(s): Asuman Aksoy and Mario Martelli Source: The College

Mathematics Journal, Vol. 33, No. 2 (Mar., 2002), pp. 126-130 Published by: Mathematical Association of America Stable URL: http://www.jstor.org/stable/1558995 Accessed: 30/06/2009 17:05
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MixedPartialDerivativesand Fubini's Theorem

Asuman Aksoy and MarioMartelli

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Asuman Guven Aksoy (asuman.aksoy@claremontmckenna.edu) was born in Turkey.She received her Ph.D. in mathematics from the Universityof Michigan.Aftertwo years at Oakland Universityin Michigan,she joined Claremont McKenna College in 1987 where she is now Professor of Mathematics. Her research interests include Banach and modular space theory, operator theory, and fixed point theory.

Mario Martelli (mario.martelli claremontmckenna.edu) was born and educated in Florence, Italyreceiving his degree in mathematics in 1966. He joined Claremont *McKenna ''~.' College in 2000 followingthirteen years at

California State University Fullerton, eightyears at Bryn

MawrCollege, and twelve years at the Universityof Florence. In 1994 he received the Distinguished Teaching Awardfrom the MAASouthern CaliforniaSection. In 2000 he received the MAACertificate of MeritoriousService. His professional interests include dynamical systems, fixed point theory, and differentialequations.

Introduction
A most fascinatingaspect of calculus is its power to surpriseeven an experienced mathematician. when it appears all ideas, resultsandconnectionshavebeen Just that discoveredand thoroughlyanalyzed,the horizonsuddenlybroadensand somebody cries the familiar"eureka". reasoncould be eithera new result,a simplerway The to prove an existing theorem,or a previouslymissed connectionbetween different ideas.Thispotential enrichment secondto none,andit reaffirms unparalleled for is the educational valueof this areaof mathematics. The purposeof this paperis to provideone more piece of evidencein supportof this vibrantvitalityof calculusby provinga resultthatlinks togethertwo theorems, one consideredby manyintuitive,while the otheris certainlynonintuitive. The first is Fubini'stheoremon exchangingthe orderof integration. The nonintuitive result is the equalityof mixed partialderivatives. The link betweenthe two resultsis their whichis established Theorem3. Forthe sakeof simplicitywe confine in equivalence, our discussionto functionsdefinedon open sets of the plane and to second order mixedpartial derivatives. interested The can reader easily extendthe obtained resultto moregeneralsituations. functionsof two variablesare assumedto be continuous All continuous" the terminology is ("jointly preferred some authors). by Marsden Hoffman[3] use the MeanValueTheorem give a plausibleproofof and to continuous.
126 the equality fxy = fyx, while emphasizing its nonintuitive nature. Kaplan [2] derives the same equality from Fubini's Theorem in the case when f, fx, fy, fyx, and fxy are

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Fubini's Theorem and the equality of the mixed partial derivatives

Let U be an open subsetof R2. C(U, R) denotesthe vectorspace of real continuous functionson U, andC1(U, R) the subspaceof C(U, R) of thosefunctionsf suchthat

f,, fy E C(U, R). Our goal is to prove (see Theorem 3) that the following results are
equivalent. Theorem) (i) Let g E C(U, R) and [a, b] x [c, d] C U. Then(Fubini's
f dg(x,y) dydx
=

g(x,y) dxdy

(1)

(ii) Assumethatf e C (U, R) andfxy E C(U, R). Thenfyx exists andfyx = fxy
in U.

of The symbol fxy denotesthe secondpartialderivative f, firstwith respectto x and are thenwith respectto y. Threecomments in order. Fubini'sTheoremnot only statesthatthe two iteratedintegralsare equal to each of other,butalso thattheyareequalto the doubleintegral g overtherectangle[a, b] x is [c, d]. Althoughin (i) only the equalityof the two iterated integrals needed,we have of decidedto call (1) "Fubini's sincethedoubleintegral g overtherectangle Theorem" [a, b] x [c, d] is equalto the two iterated integrals. continuous funcof It was knownto Cauchy[4] thatthe integration a real-valued first to tionon a rectangle[a, b] x [c, d] couldbe reduced two successiveintegrations: boundedfuncon [c, d] andthen on [a, b]. An extensionof this resultto measurable tions was obtainedby Lebesgue(1902). In 1907 GuidoFubini,one of Italy's most and productive eclectic mathematicians, provedthe theoremfor Lebesgueintegrable sets. of functionsdefinedon A x B, the Cartesian product two measurable form Almostall calculustextbooksreplace(ii) with the morefamiliar (ii') Let f E C1(U, R). Assumethatfy, fxyE C(U, R). Thenfx = fxy in U. for The versionwe proposeis moregeneral[3] andappropriate ourpurposes. Theequivalence between(i) and(ii) will be established usingthetwo mostpowerful theorems integral of calculus.Theyare statedbelow withoutproof. Theorem 1 (Fundamental Theorem of Integral Calculus). Letf: [a, b] -+ R
be continuous. Define F(x) = f(s)ds

Then F is continuous in [a, b], differentiable in (a, b) and F'(x) = f(x) for all x E (a, b).

Theorem 2 (FundamentalFormulaof IntegralCalculus). LetG, f: [a, b]

-+ R be continuous. Assume that G'(x) = f (x)for all x e (a, b). Then I f(x) dx= G(b) - G(a).

(2)

VOL.33, NO.2, MARCH JOURNAL MATHEMATICS 2002 THECOLLEGE

127

Theorem1 is derivedfromthe ExtremeValueTheorem. The proofof Theorem2 can be obtainedfromthe equality(see Theorem1)
a
b f(x) dx = F(b), (3)

combined witha corollary theMeanValueTheorem. corollary of The statesthatf - g

is constant if f, g : [a, b] -- R are continuous in [a, b], and differentiable in (a, b)

withequalderivatives. Theorem the Fundamental and Thus,the Fundamental Formula of Integral Calculusfollow from a remarkable of continuousfunctions(the property Extreme ValueTheorem) a beautiful and of functions geometric property differentiable MeanValueTheorem). Theseresults,in turn,go backto one of the mostintuitive (the andpowerful the (see [1] for a detailedapproach). principles: NestedInterval Principle Giventhesepreliminaries, is not surprising Theorems1 and2 havefarreaching it that and consequences applications. In additionto Theorems1 and2 we shallneedthe followinglemma.
Lemma 1. Let g E C(I x J, R) and (a, c) e I x J where I and J are non-empty open intervals. Then thefunctions f1(x, y)
fx
=

g(u,y)du

and

f2(x, y) =

Iy

g(x, v)dv

belong to C(I x J, R).

Proof Assumethatx, x + h E I, andy, y + k E J. Theorem1 andtheMeanValue Theorem give

fi(x + h, y + k) = fi(x, y + k) + g(x + th, y + k)h =

/a

g(u, y +k)du + g(x +th, y +k)h

last term of the above equalitygoes to g(x, y) x 0 = 0 and the second to the last The of goes to faxg(u, y) du = fi(x, y). Hence fi (x, y) is continuous. continuity f2 is obtainedin a similarmanner. I We have now the background neededfor provingthe equivalencebetweenFubini's Theorem the equalityof the mixedpartial and derivatives.
Theorem 3. Propositions (i) and (ii) are equivalent.

for some t = t(h) E (0, 1). The continuity of g implies that as (h, k) -- (0, 0) the

such thatthe open disk centeredat (x, y) andwith radiusr is contained U. Select in of (a, c) in the disk.The continuity f, fy, andfxy together withTheorem implythat 2

Proof: To see that (i) = (ii), let (x, y) E U. Since U is open we can find r > 0

J fxy(u, v)dvdu

f(x, y) - f(x, c) - f(a, y) +f(a,

c).

on By Fubini'sTheoremwe can exchangethe orderof integration the left-hand-side. We obtain

J

fxy(u, v)dudv

f(x,y)

-f(x,c)-f(a,y)+f(a,c).

(4)

128

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Differentiate both sides of (4), firstwith respectto y and then with respectto x. By
Theorem 1 the left-hand-side gives fxy. The right-hand-side gives fyx. Hence fyx = fxy in U.

To see that(ii) := (i), let g E C(U, R) and Q = [a, b] x [c, d], a < b, c < d, be a in I, rectangle U. Therearebounded openintervals J suchthatQ c I x J = V C U. Defineh, f : V - R by

h(x, y) =
Jc

g(x, v)dv,

f(x, y) =
Ja

h(u, y)du.

Theorem1 implies that fx = h in V. FromLemma1 it follows that fx E C(V, R). AgainfromTheorem1 we derivethatfxy = g in V. Hence,fxy E C(V, R). To apply manner (ii) to f we also need fy e C(V, R). Weobtainthisresultin a straightforward Assumethatr > 0. Forr < 0 the by using Theorem1 andthe MeanValueTheorem. Then proofis similar.
f (x, y + r) -f (x, y) = (h r)h(u, y + r)(u, y)) du.

with By Theorem1, h is differentiable respectto y andhy(x, y) = g(x, y). The Mean ValueTheorem appliedto h in [y, y + r] gives
h(u, y + r) - h(u, y) = hy(u, y + tr)r = g(y, y + tr)r for some t = t(r) E (0, 1). Therefore f(x, y + r)-f(x,y) r = fx + -f( g(u, y + tr) du.

As r -- 0, t(r) -- 0 and the continuity of g implies that fy(x, y) = fx g(u, y) du. and fyx yields
*b d fd
r

of Thus,by Lemma1, fy E C(V, R). All assumptions (ii) are now satisfied.Hence, exists and fyx = fxy in V. A straightforward of application Theorem2 to fxy fyx
b

f b

fxy(x, y) dy dx=

fxy(x, y) dxdy.
U

Since fyx = fxy = g in V, the orderof integration be reversed. can We concludewith two remarks.

1. As mentioned is Fubini'sTheorem moreintuitive, while the equality previously, of the mixedpartialsis not easy to visualize.See, for example[3, p. 358] for a discussionon this matter. 3 to Thus,Theorem gives the opportunity showthatan intuitiveproperty a resultwhichis not as transparent. implies 2. With a strategysimilarto the one used in the proof of Theorem3 one can show the equivalencebetweenotherresults:for examplethe productformula for derivatives the formulaof integration parts;the equalityof mixed and by andLeibniz'sformula differentiation for underthe integralsign etc. partials
of Acknowledgments. Many thanksto W. Freedman Kog University(Istanbul, Turkey)for the bringingto ourattention paper"Fubini impliesLeibnizimpliesfxy = fyx" by R. T. Seeley
VOL. 33, NO. 2, MARCH2002 THE COLLEGE MATHEMATICS JOURNAL

129

68 (AmerMath.Monthly (1961) 56-57). OurTheorem3 differsfromSeeley'sresultsince we of E C1(U, R) andfxy E C(U, R). We derivethe existenceandcontinuity fyx, only requiref withthe equalityfxy = fyx fromFubini'sTheoremandwithoutusingLeibniz'srule. together

References
1. 2. 3. 4. D. Bressoud,A RadicalApproachto Real Analysis, The Mathematical Association of America, 1994. W. Kaplan,AdvancedCalculus,4th ed., Addison-Wesley,1991. J. E. Marsden,M. J. Hoffman,ElementaryClassical Analysis, 2nd ed., W. H. Freemanand Company,1993. A. C. Zaanen,LinearAnalysis, NorthHolland, 1953.

Mathematics

Without Words

Need a solution to x + y = xy? Roger Nelsen (Lewis & Clark College, nelsen@lclark.edu) shows how Pythagoras can supply one: 1 cs
COS 0

sin 0 r

x sec Ocsc 0

sec 0csc 0

csc 0 sec2 0 + csc2 0 = sec2 0 csc2 0.

130

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