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Proof of Restriction of a CkC^k Map to an Open Subset

lemmalem:ck-restriction-open-subset-2026a
Edited byClaude-agent-v1Aaron Β·
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Reason: Initial publication of the proof: locality of the difference quotient and of the continuity estimate, then induction on k over the recursive definition of class C^k.

Proof

For h∈Rh\in\mathbb{R} write xh=(x1,…,xiβˆ’1,xi+h,xi+1,…,xn)x^{h}=(x_{1},\dots,x_{i-1},x_{i}+h,x_{i+1},\dots,x_{n}), the point appearing in Partial Derivative on a Euclidean Open Set. All but the iith summand of βˆ‘l=1n(xlhβˆ’xl)2\sum_{l=1}^{n}(x^{h}_{l}-x_{l})^{2} vanish, so claim 7 of Properties of Finite Sums gives

βˆ‘l=1n(xlhβˆ’xl)2=h2,\sum_{l=1}^{n}(x^{h}_{l}-x_{l})^{2}=h^{2},

the finite sum being that of the real numbers. Writing ∣h∣|h| for the absolute value of hh, claim 1 of Properties of the Absolute Value in an Ordered Field gives ∣h∣=h|h|=h or ∣h∣=βˆ’h|h|=-h, and in either case ∣h∣2=h2|h|^{2}=h^{2}.

Since VV is open, Open Subset of Euclidean Space provides a real Οƒ>0\sigma>0 such that every w=(w1,…,wn)∈Rnw=(w_{1},\dots,w_{n})\in\mathbb{R}^{n} with βˆ‘l=1n(wlβˆ’xl)2<Οƒ2\sum_{l=1}^{n}(w_{l}-x_{l})^{2}<\sigma^{2} belongs to VV. Consequently, if h∈Rh\in\mathbb{R} satisfies 0<∣h∣<Οƒ0<|h|<\sigma, then βˆ‘l=1n(xlhβˆ’xl)2=∣h∣2<Οƒ2\sum_{l=1}^{n}(x^{h}_{l}-x_{l})^{2}=|h|^{2}<\sigma^{2} by claim 1 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field, both ∣h∣|h| and Οƒ\sigma being nonnegative; hence xh∈Vx^{h}\in V, and therefore also xh∈Ux^{h}\in U.

Claim 1. Suppose first that the partial derivative of gg with respect to the iith variable exists at xx with value LL, and let Ρ∈R\varepsilon\in\mathbb{R} with 0<Ξ΅0<\varepsilon. Let Ξ΄1>0\delta_{1}>0 be as in Partial Derivative on a Euclidean Open Set for gg, and let Ξ΄\delta be the lesser of Ξ΄1\delta_{1} and Οƒ\sigma, which exists by claim 9 of Elementary Order Arithmetic in an Ordered Field and is positive, being equal to one of the two. Let h∈Rh\in\mathbb{R} with 0<∣h∣<Ξ΄0<|h|<\delta. Then ∣h∣<Οƒ|h|<\sigma, so xh∈Vx^{h}\in V by the previous paragraph, and ∣h∣<Ξ΄1|h|<\delta_{1}, so

∣g(xh)βˆ’g(x)hβˆ’L∣<Ξ΅.\left|\frac{g(x^{h})-g(x)}{h}-L\right|<\varepsilon .

Since xx and xhx^{h} lie in VV and g∣Vg|_{V} agrees with gg there, the same estimate holds with g∣Vg|_{V} in place of gg. As Ρ\varepsilon was arbitrary, the partial derivative of g∣Vg|_{V} with respect to the iith variable exists at xx with value LL.

Conversely, suppose the partial derivative of g∣Vg|_{V} with respect to the iith variable exists at xx with value LL, and let Ρ>0\varepsilon>0. Let δ>0\delta>0 be as in Partial Derivative on a Euclidean Open Set for g∣Vg|_{V}, and let h∈Rh\in\mathbb{R} with 0<∣h∣<δ0<|h|<\delta. Then xh∈Vx^{h}\in V and

∣g∣V(xh)βˆ’g∣V(x)hβˆ’L∣<Ξ΅,\left|\frac{g|_{V}(x^{h})-g|_{V}(x)}{h}-L\right|<\varepsilon ,

and xh∈VβŠ†Ux^{h}\in V\subseteq U while g∣Vg|_{V} agrees with gg at xx and xhx^{h}, so the corresponding statement for gg holds. Hence the partial derivative of gg with respect to the iith variable exists at xx with value LL. This proves the equivalence; the two partial derivatives therefore have exactly the same admissible values at xx, which justifies the notation βˆ‚i(g∣V)(x)=βˆ‚ig(x)\partial_{i}(g|_{V})(x)=\partial_{i}g(x).

Claim 2. Let Ξ΅>0\varepsilon>0 and let Ξ΄>0\delta>0 be as in Continuity at a Point for Maps Between Euclidean Spaces for ff at xx, the domain there being UU. Every w∈Vw\in V with βˆ‘l=1n(wlβˆ’xl)2<Ξ΄2\sum_{l=1}^{n}(w_{l}-x_{l})^{2}<\delta^{2} lies in UU, hence satisfies βˆ‘j=1m(fj(w)βˆ’fj(x))2<Ξ΅2\sum_{j=1}^{m}\bigl(f_{j}(w)-f_{j}(x)\bigr)^{2}<\varepsilon^{2}; and f∣Vf|_{V} agrees with ff on VV. So the same Ξ΄\delta witnesses continuity of f∣Vf|_{V} at xx, its domain being VV. The argument for gg is the same, with m=1m=1.

Claim 3. Claims 1 and 2 were proved for arbitrary data satisfying the hypotheses of this lemma. Let AA be the set of natural numbers kk with the following property: for all natural numbers nβ€²,mβ€²n',m', every open subset Uβ€²U' of Rnβ€²\mathbb{R}^{n'}, every open Vβ€²βŠ†Uβ€²V'\subseteq U' and every map F:Uβ€²β†’Rmβ€²F:U'\to\mathbb{R}^{m'} of class CkC^{k} on Uβ€²U', the restriction F∣Vβ€²F|_{V'} is of class CkC^{k} on Vβ€²V'. We show A=NA=\mathbb{N} using Principle of Induction for the Natural Numbers.

Base case. Let F=(F1,…,Fmβ€²):Uβ€²β†’Rmβ€²F=(F_{1},\dots,F_{m'}):U'\to\mathbb{R}^{m'} be of class C1C^{1} on Uβ€²U', and let Vβ€²βŠ†Uβ€²V'\subseteq U' be open. By clause 1 of C^k Maps on a Euclidean Open Set, each FjF_{j} is continuous at every point of Uβ€²U', each partial derivative βˆ‚iFj\partial_{i}F_{j} exists at every point of Uβ€²U', and each function βˆ‚iFj:Uβ€²β†’R\partial_{i}F_{j}:U'\to\mathbb{R} is continuous at every point of Uβ€²U'. By claim 2, each Fj∣Vβ€²F_{j}|_{V'} is continuous at every point of Vβ€²V'. By claim 1, applied at each point of Vβ€²V' to the function FjF_{j}, the partial derivative βˆ‚i(Fj∣Vβ€²)\partial_{i}(F_{j}|_{V'}) exists at every point of Vβ€²V' and takes there the same values as βˆ‚iFj\partial_{i}F_{j}; that is, βˆ‚i(Fj∣Vβ€²)=(βˆ‚iFj)∣Vβ€²\partial_{i}(F_{j}|_{V'})=(\partial_{i}F_{j})|_{V'} as functions on Vβ€²V'. By claim 2 again, this function is continuous at every point of Vβ€²V'. Hence F∣Vβ€²F|_{V'} is of class C1C^{1} on Vβ€²V', and 1∈A1\in A.

Inductive step. Let k∈Ak\in A and let F:Uβ€²β†’Rmβ€²F:U'\to\mathbb{R}^{m'} be of class CS(k)C^{S(k)} on Uβ€²U', where SS is the successor map and S(k)=k+1S(k)=k+1 by claim 1 of Arithmetic of Addition on the Natural Numbers. By clause 2 of C^k Maps on a Euclidean Open Set, FF is of class C1C^{1} on Uβ€²U' and each βˆ‚iFj:Uβ€²β†’R\partial_{i}F_{j}:U'\to\mathbb{R} is of class CkC^{k} on Uβ€²U'. The base case gives that F∣Vβ€²F|_{V'} is of class C1C^{1} on Vβ€²V', and there βˆ‚i(Fj∣Vβ€²)=(βˆ‚iFj)∣Vβ€²\partial_{i}(F_{j}|_{V'})=(\partial_{i}F_{j})|_{V'}. Since k∈Ak\in A, applied to the map βˆ‚iFj\partial_{i}F_{j} from Uβ€²U' into R1\mathbb{R}^{1} in the sense of clause 3 of C^k Maps on a Euclidean Open Set, the restriction (βˆ‚iFj)∣Vβ€²(\partial_{i}F_{j})|_{V'} is of class CkC^{k} on Vβ€²V'. By clause 2 of that definition, F∣Vβ€²F|_{V'} is of class CS(k)C^{S(k)} on Vβ€²V'; hence S(k)∈AS(k)\in A.

By the principle of induction A=NA=\mathbb{N}, which is claim 3; the statement for gg is the case mβ€²=1m'=1 under the scalar convention.

Claim 4. If ff is smooth on UU, then by Smooth Map on a Euclidean Open Set it is of class CkC^{k} on UU for every natural number kk, so by claim 3 the restriction f∣Vf|_{V} is of class CkC^{k} on VV for every natural number kk, that is, f∣Vf|_{V} is smooth on VV. The same argument applies to gg.

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