Hadamard's lemma

In mathematics, Hadamard's lemma, named after Jacques Hadamard, is essentially a first-order form of Taylor's theorem, in which we can express a smooth, real-valued function exactly in a convenient manner.

Statement

{{math theorem|name=Hadamard's lemma{{sfn|Nestruev|2020|pp=17-18}}|note=|style=|math_statement=

Let f be a smooth, real-valued function defined on an open, star-convex neighborhood U of a point a in n-dimensional Euclidean space. Then f(x) can be expressed, for all x \in U, in the form:

f(x) = f(a) + \sum_{i=1}^n \left(x_i - a_i\right) g_i(x),

where each g_i is a smooth function on U, a = \left(a_1, \ldots, a_n\right), and x = \left(x_1, \ldots, x_n\right).

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= Proof =

{{math proof|drop=hidden|proof=

Let x \in U. Define h : [0, 1] \to \R by

h(t) = f(a + t(x - a)) \qquad \text{ for all } t \in [0, 1].

Then

h'(t) = \sum_{i=1}^n \frac{\partial f}{\partial x_i}(a + t(x - a)) \left(x_i - a_i\right),

which implies

\begin{aligned}h(1) - h(0)&= \int_0^1 h'(t)\,dt\\

&= \int_0^1 \sum_{i=1}^n \frac{\partial f}{\partial x_i}(a + t(x - a)) \left(x_i - a_i\right)\, dt\\

&= \sum_{i=1}^n \left(x_i - a_i\right)\int_0^1 \frac{\partial f}{\partial x_i}(a + t(x - a))\, dt.\end{aligned}

But additionally, h(1) - h(0) = f(x) - f(a), so by letting

g_i(x) = \int_0^1 \frac{\partial f}{\partial x_i}(a + t(x - a))\, dt,

the theorem has been proven.

\blacksquare

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Consequences and applications

{{math theorem|name=Corollary{{sfn|Nestruev|2020|pp=17-18}}|note=|style=|math_statement=

If f : \R \to \R is smooth and f(0) = 0 then f(x)/x is a smooth function on \R.

Explicitly, this conclusion means that the function \R \to \R that sends x \in \R to

\begin{cases}

f(x)/x & \text{ if } x \neq 0 \\

\lim_{t \to 0} f(t)/t & \text{ if } x = 0 \\

\end{cases}

is a well-defined smooth function on \R.

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{{math proof|drop=hidden|proof=

By Hadamard's lemma, there exists some g \in C^{\infty}(\R) such that f(x) = f(0) + x g(x) so that f(0) = 0 implies f(x)/x = g(x).

\blacksquare

}}

{{math theorem|name=Corollary{{sfn|Nestruev|2020|pp=17-18}}|note=|style=|math_statement=

If y, z \in \R^n are distinct points and f : \R^n \to \R is a smooth function that satisfies f(z) = 0 = f(y) then there exist smooth functions g_i, h_i \in C^{\infty}\left(\R^n\right) (i = 1, \ldots, 3n - 2) satisfying g_i(z) = 0 = h_i(y) for every i such that

f = \sum_{i}^{} g_i h_i.

}}

{{math proof|drop=hidden|proof=

By applying an invertible affine linear change in coordinates, it may be assumed without loss of generality that z = (0, \ldots, 0) and y = (0, \ldots, 0, 1).

By Hadamard's lemma, there exist g_1, \ldots, g_n \in C^{\infty}\left(\R^n\right) such that

f(x) = \sum_{i=1}^n x_i g_i(x).

For every i = 1, \ldots, n, let \alpha_i := g_i(y) where 0 = f(y) = \sum_{i=1}^n y_i g_i(y) = g_n(y) implies \alpha_n = 0.

Then for any x = \left(x_1, \ldots, x_n\right) \in \R^n,

\begin{alignat}{8}

f(x)

&= \sum_{i=1}^n x_i g_i(x) && \\

&= \sum_{i=1}^n \left[x_i\left(g_i(x) - \alpha_i\right)\right] + \sum_{i=1}^{n-1} \left[x_i \alpha_i\right] && \quad \text{ using } g_i(x) = \left(g_i(x) - \alpha_i\right) + \alpha_i \text{ and } \alpha_n = 0 \\

&= \left[\sum_{i=1}^n x_i\left(g_i(x) - \alpha_i\right)\right] + \left[\sum_{i=1}^{n-1} x_i x_n \alpha_i\right] + \left[\sum_{i=1}^{n-1} x_i \left(1 - x_n\right) \alpha_i\right] && \quad \text{ using } x_i = x_n x_i + x_i \left(1 - x_n\right). \\

\end{alignat}

Each of the 3 n - 2 terms above has the desired properties.

\blacksquare

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See also

  • {{annotated link|Bump function}}
  • {{annotated link|Continuously differentiable}}
  • {{annotated link|Smoothness}}
  • {{annotated link|Taylor's theorem}}

Citations

{{reflist|group=note}}

{{reflist}}

References

  • {{cite book|author=Nestruev, Jet|title=Smooth manifolds and observables|publisher=Springer|location=Berlin|year=2002|isbn=0-387-95543-7}}
  • {{Nestruev Smooth Manifolds and Observables 2020}}

Category:Real analysis

Category:Theorems in mathematical analysis