Advanced Calculus Handout 1 March 14, 2011

Theorem 1 (Inverse Function Theorem) Suppose U ⊂ Rn is open, f : U → Rn is C 1 , x0 ∈ U

and dfx0 is invertible. Then there exists a neighborhood V of x0 in U and a neighborhood W of
f (x0 ) in Rn such that f has a C 1 inverse g = f −1 : W → V. ( Thus f (g(y)) = y for all y ∈ W and
g(f (x)) = x for all x ∈ V.) Moreover
h ∂g i h ∂f i−1
i i
(y) = dgy = (dfg(y) )−1 = (g(y)) for all y ∈ W
∂yj 1≤i,j≤n ∂xj 1≤i,j≤n

and g is smooth whenever f is smooth.

Remark 1. The theorem says that a continuously differentiable function f between regions in Rn
is locally invertible near points where its differential is invertible,
i.e. W = {y = (y1 (x), . . . , yn (x)) = (f1 (x), . . . , fn (x)) = f (x) | x ∈ V },
V = {x = (x1 (y), . . . , xn (y)) = (g1 (y), . . . , gn (y)) = g(y) | y ∈ W },
and each coordinate function is continuously differentiable. 
ax + x2 sin 1 if x 6= 0
Remark 2. Let 0 < a < 1, define f : R → R by f (x) = x . Compute f 0 (x)
0 if x = 0
0
for all x ∈ R. Show that f (0) > 0, yet f is not one-to-one in any neighborhood of 0 [by using
(1) the fact that there exists a sequence of points {xn → 0} at which f 0 (xn ) = 0, and f 00 (xn ) 6= 0,
(2) the observation that if f 0 (p) = 0, f 00 (p) 6= 0, then f cannot be one-to-one near p.].
This example shows that in the Inverse Function Theorem, the hypothesis that f is C 1 cannot be
weaken to the hypothesis that f is differentiable.
Remark 3. Define f : R2 → R2 by f (x, y) = (ex cos y, ex sin y). Show that f is C 1 and df(x,y) is
invertible for all (x, y) ∈ R2 and yet f is not one-to-one function globally. Why doesn’t this contradict
the Inverse Function Theorem?
Example 1. Use Inverse Function Theorem to determine whether the system
u(x, y, z) = x + xyz
v(x, y, z) = y + xy
w(x, y, z) = z + 2x + 3z 2
can be solved for x, y, z in terms of u, v, w near p = (0, 0, 0).
Solution:Set F (x, y, z)  = (u, v,
 w). Then   
ux uy uz 1 + yz xz xy 1 0 0 1 0 0
DF (p) =  vx vy vz  (p) =  y 1+x 0  (p) = 0 1 0 and 0 1 0 = 1 6= 0.
wx wy wz 2 0 1 + 6z 2 0 1 2 0 1
−1
By the Inverse Function Theorem, the inverse F (u, v, w) exists near p = (0, 0, 0), i.e. we can solve
x, y, z in terms of u, v, w near p = (0, 0, 0).

Theorem 2 (Implicit Function Theorem)Let U ⊂ Rm+n ≡ Rm × Rn be an open set, f =

(f1 , . . . , fn ) : U → Rn a C 1 function, (a, b) ∈ U a point such that f (a, b) = 0 and the n × n matrix
h ∂f i
i
dy f |(a,b) = (a, b) is invertible. Then there exists a neighborhood V of (a, b) in U a
∂yj 1≤i,j≤n
neighborhood W of a in Rm and a C 1 function g : W → Rn such that
{(x, y) ∈ V ⊂ Rm × Rn | f (x, y) = 0} = {(x, g(x)) | x ∈ W } = the graph of g over W
i.e. Letting S = {(x, y) ∈ Rm × Rn | f (x, y) = 0} denote the solution set, then S ∩ V is of the
dimension m, and it is equal to graph(g), the graph of a C 1 function g, over W . Moreover
dgx = −(dy f )−1 |(x,g(x)) dx f |(x,g(x))
Advanced Calculus Handout 1 (Continued) March 14, 2011

and g is smooth whenever f is smooth.

Example 2. Let F : R4 → R2 be given by F (x, y, z, w) = (G(x, y, z, w), H(x, y, z, w))
= (y 2 + w2 − 2xz, y 3 + w3 + x3 − z 3 ), and let p = (1, −1, 1, 1).
(a) Show that we can solve F (x, y, z, w) = (0, 0) for (x, z) in terms of (y, w) near (−1, 1).
   
Gx Gy Gz Gw −2 −2 −2 2
Solution: Since DF (p) = (p) =
Hx Hy Hz Hw 3 3 −3 3
G Gz −2 −2
and x (p) = = 12 6= 0, we can write (x, z) in terms of (y, w) near (−1, 1) by
Hx Hz 3 −3
Implicit Function Theorem.

(b) If (x, z) = Φ(y, w) is the solution in part (a), show that DΦ(−1, 1) is given by the matrix
 −1    
−2 −2 −2 2 −1 0
− =
3 −3 3 3 0 1

Solution: The Implicit Function Theorem implies that, near p,the solution set
{(x, y, z, w) | F (x, y, z, w) = (0, 0)} is the graph of (x, z) = Φ(y, w) near (−1, 1).
∂F ∂F
Hence, we have = (0, 0), and = (0, 0) near (−1, 1).
∂y ∂w
∂x ∂z ∂x ∂z
Therefore, 0 = Gx + Gy + Gz , and 0 = Gx + Gz + Gw ,
∂y ∂y ∂w ∂w
∂x ∂x
 

which implies that −[Gy , Gw ] = [Gx , Gz ]  ∂y ∂w 

∂z ∂z  .


 ∂y ∂w 
∂x ∂x
Similarly, we have −[Hy , Hw ] = [Hx , Hz ]  ∂y ∂w 
∂z ∂z  .


∂y ∂w 
    ∂x ∂x
Gy Gw Gx Gz  ∂y ∂w 
Thus, we have − =  ∂z ∂z 
Hy Hw Hx Hz
∂y ∂w
∂x ∂x
 
 −1  
 ∂y ∂w  Gx Gz Gy Gw
or DΦ =  ∂z ∂z  = −
Hx Hz Hy Hw
∂y ∂w
Hence, DΦ(−1, 1) is given by the matrix
 −1    
−2 −2 −2 2 −1 0
− =
3 −3 3 3 0 1

Remark 4. The theorem says that if f : U ⊂ Rm+n → Rn is a map of the class C 1 (U ) , (a, b) is a
h ∂f i
i
point in U, and dy f |(a,b) = (a, b) is invertible, then, locally, the solution set
∂yj 1≤i,j≤n
S = {(x, y) ∈ U | f (x, y) = f (a, b)} is a C 1 “manifold” of dimension m.

Remark 5. Let f : U ⊂ Rm+n → Rn is a map of the class C 1 on an open subset U of R(m+n) ,

h ∂f i
i
and assume that the differential, dfp = , is of the constant rank k at
∂xj 1≤i≤n;1≤j≤(m+n)

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Advanced Calculus Handout 1 (Continued) March 14, 2011

each p ∈ U. By relabeling, if necessary, we may assume that fˆ = (f1 , . . . , fk ) : U ⊂ Rm+n → Rk is a

h ∂f i
i
map with its differential dfˆp = ,of rank k. The Implicit Function Theorem says
∂xj 1≤i≤k;1≤j≤(m+n)
that locally the solution set S = {x ∈ U | fˆ(x) = 0} is a C 1 “manifold” of dimension (m + n) − k.
Identify S with an open neighborhood W ⊂ R(m+n)−k of 0 ∈ R(m+n)−k and identify U with V × W,
such that we write each x ∈ V × W ⊂ R(m+n) as x = (x̄, x̂), where x̄ = (x̄1 , . . . , x̄k ) ∈ V, and
h ∂ fˆ i
i
x̂ = (x̂k+1 , . . . , x̂m+n ) ∈ W. This implies fˆ(0, x̂) = 0, and is invertible on V × W. Using
∂ x̄j 1≤i,j≤k
the Inverse Function Theorem, we may show that the range fˆ(V × W ) = f (U ) locally is
a k−dimensional “manifold”.

Remark 6. Two mappings are said to be locally equivalent if under suitable choices of local coor-
dinate systems in the domain and range spaces (with origin at 0) they can be written by the same
formulas. The Implicit Function Theorem says that if f, g : U ⊂ Rm+n → Rn is a map of the class
C 1 (U ) , p is a point in U, and rk[df (p)] = rk[dg(p)] = n, then f and g are equivalent, i.e. there exists
diffeomorphisms h : Rm+n → Rm+n , k : Rn → Rn , such that f ◦ h = k ◦ g.

Definition 1. A map f : U ⊂ Rm → Rn is called a Lipschitz map on U if there exists a constant

C ≥ 0 such that
kf (x) − f (y)k ≤ Ckx − yk for all x, y ∈ U.
If one can choose a (Lipschitz) constant C < 1 such that the above Lipschitz condition hold on U,
then f is called a contraction map.

Example 3. Let U be a convex subset of Rm , and f : U ⊂ Rm → Rn be a map with bounded

kdfp (x)kRn
kdf k = sup{ | p ∈ U, x 6= 0} (which implies that dfp is an n × m matrix, so if kdf k ≤ M
kxkRm
then k∇fi k ≤ M for i = 1, . . . , m.). Then f is Lipscitz on U.

Definition 2. Let U be a subset of Rm , and f be a map that maps U into U, i.e. f : U → U. A

point p ∈ U is said to be a fixed point of f if f (p) = p.

Theorem 3. (Fixed point theorem for contractions) Let f : Rm → Rm be a contraction map.

Then f has a fixed point.
Note that Rm is complete which implies that any Cauchy sequence (is bounded and has a limiting
point by Bolzano-Weierstrass theorem, and Cauchy condition implies that it) converges.

Definition 3. (Uniform Boundedness) Let K be a compact subset of Rp , and Cpq (K) =

BCpq (K) = {f : K ⊂ Rp → Rq } denotes the set of all continuous (and bounded) functions from K
into Rq . We say that a set F ⊂ Cpq (K) is bounded (or uniformly bounded) on K if there exists a
constant M such that kf kK = sup{f (x) | x ∈ K} ≤ M, for all f ∈ F .

Definition 4. (Uniform Equicontinuity) A set F of functions on K to Rq is said to be uniformly

equicontinuous on K if, for each real number  > 0 there is a number δ() > 0 such that if x, y belong
to K and kx − yk < δ() and f is a function in F , then kf (x) − f (y)k < 

Definition 5. (Uniform Convergence) A sequence (fn ) of functions on U ⊂ Rp to Rq converges

uniformly on a subset D ⊂ U to a function f if for each  > 0 there is a natural number L() such

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Advanced Calculus Handout 1 (Continued) March 14, 2011

that for all n ≥ L() and x ∈ D, then

kfn (x) − f (x)k < .

In this case, we say that the sequence is uniformly convergent on D. It is immediate from the defi-
nition that a sequence fn ∈ Bpq (D) = {the set of bounded functions from D ⊂ Rp to Rq } converges
uniformly to f ∈ Bpq (D) on D if and only if lim kfn − f kD = lim sup{kfn (x) − f (x)k | x ∈ D} = 0.
n→∞ n→∞
x
Examples 4. (a) For each n ∈ N, let fn : R → R be defined by fn (x) = for each x ∈ R.
n
n
(b) For each n ∈ N, let fn : I = [0, 1] ⊂ R → R be defined by fn (x) = x for each x ∈ I.
x2 + nx
(c) For each n ∈ N, let fn : R → R be defined by fn (x) = for each x ∈ R.
n
1
(d) For each n ∈ N, let fn : R → R be defined by fn (x) = sin(nx + n) for each x ∈ R.
n (
0, 0≤x<1
One can easily see that the limiting functions are f ≡ 0, f (x) = , f (x) = x, and
1, x=1
f ≡ 0, for (a), (b), (c), and (d), respectively, and only the convergence in (d) is uniform.

Theorem 4. (Arzela-Ascoli Theorem). Let K be a compact subset of Rp and let F be a

collection of functions which are continuous on K and have values in Rq . The following properties
are equivalent:
(a) The family F is bounded and uniformly equicontinuous on K.
(b) Every sequence from F has a subsequence which is uniformly convergent on K.

Example 5. Consider the following sequences of functions which show that Arzela-Ascoli Theo-
rem may fail if the various hypothesis are dropped.
(a) fn (x) = x + n for x ∈ [0, 1]
(b) fn (x) = xn for x ∈ [0, 1]
1
(c) fn (x) = for x ∈ [0, ∞)
1 + (x − n)2
Example 6. Let fn : [0, 1] → R be continuous and be such that |fn (x)| ≤ 100 for every n and for
all x ∈ [0, 1] and the derivatives fn0 (x) exist and are uniformly bounded on (0, 1).
(a) Show that there is a constant M such that | fn (x) − fn (y) | ≤ M | x − y | for any x, y ∈ [0, 1] and
any n ∈ N.
Solution: Let M be a constant such that |fn0 (x)| ≤ M for all x ∈ (0, 1). By the mean value theorem,
we get | fn (x) − fn (y) | ≤ M | x − y | for any x, y ∈ [0, 1] and any n ∈ N.

(b) Prove that fn has a uniformly convergent subsequence.

Solution: We apply the Arzela-Ascoli Theorem by verifying that {fn } is equicontinuous and
bounded. Given , we can choose δ = /M, independent of x, y, and n. Thus {fn } is equicon-
tinuous. It is bounded because kfn k = sup |fn (x)| ≤ 100.
x∈[0,1]

Example7.Z x Let the functions fn : [a, b] → R be uniformly bounded continuous functions. Set
Fn (x) = fn (t) dt, for x ∈ [a, b]. Prove that Fn has a uniformly convergent subsequence.
a
Solution: Since kFn k ≤ kfn k(b − a), Fn is uniformly bounded. Also, since |Fn0 (x)| ≤ kfn k, Fn is
equicontinuous by the preceding result. Therefore, Fn has a uniformly convergent subsequence by
Arzela-Ascoli Theorem.

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