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
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at http://www.jstor.org/action/showPublisher?publisherCode=maa. Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printed page of such transmission. JSTOR is a not-for-profit organization founded in 1995 to build trusted digital archives for scholarship. We work with the scholarly community to preserve their work and the materials they rely upon, and to build a common research platform that promotes the discovery and use of these resources. For more information about JSTOR, please contact email@example.com.
Mathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to The College Mathematics Journal.
. while emphasizing its nonintuitive nature. interested The can reader easily extendthe obtained resultto moregeneralsituations.
MixedPartialDerivativesand Fubini's Theorem
Asuman Aksoy and MarioMartelli
. fy... reasoncould be eithera new result. The link betweenthe two resultsis their whichis established Theorem3. and twelve years at the Universityof Florence.Thispotential enrichment secondto none..the horizonsuddenlybroadensand somebody cries the familiar"eureka".a simplerway The to prove an existing theorem. operator theory. one consideredby manyintuitive.
Mario Martelli (mario. His professional interests include dynamical systems. Forthe sakeof simplicitywe confine in equivalence. In 2000 he received the MAACertificate of MeritoriousService. resultsandconnectionshavebeen Just that discoveredand thoroughlyanalyzed.Aftertwo years at Oakland Universityin Michigan. and differentialequations. E i.D. by Marsden Hoffman use the MeanValueTheorem give a plausibleproofof and to continuous.
A most fascinatingaspect of calculus is its power to surpriseeven an experienced mathematician.she joined Claremont McKenna College in 1987 where she is now Professor of Mathematics.She received her Ph.' College in 2000 followingthirteen years at
California State University Fullerton. functionsof two variablesare assumedto be continuous All continuous" the terminology is ("jointly preferred some authors).or a previouslymissed connectionbetween different ideas. and fxy are
ASSOCIATIONOF AMERICA O THE MATHEMATICAL
.andit reaffirms unparalleled for is the educational valueof this areaof mathematics. fx. fyx. The purposeof this paperis to provideone more piece of evidencein supportof this vibrantvitalityof calculusby provinga resultthatlinks togethertwo theorems. The nonintuitive result is the equalityof mixed partialderivatives. in mathematics from the Universityof Michigan.while the otheris certainlynonintuitive.edu) was born in Turkey.. eightyears at Bryn
MawrCollege. Her research interests include Banach and modular space theory. The first is Fubini'stheoremon exchangingthe orderof integration.'
g K. and fixed point theory.aksoy@claremontmckenna. In 1994 he received the Distinguished Teaching Awardfrom the MAASouthern CaliforniaSection.. our discussionto functionsdefinedon open sets of the plane and to second order mixedpartial derivatives. He joined Claremont *McKenna ''~.martelli claremontmckenna.
126 the equality fxy = fyx.edu) was born and educated in Florence. fixed point theory. Kaplan  derives the same equality from Fubini's Theorem in the case when f. when it appears all ideas.
Asuman Guven Aksoy (asuman. Italyreceiving his degree in mathematics in 1966.
andC1(U.we have of decidedto call (1) "Fubini's sincethedoubleintegral g overtherectangle Theorem" [a. Althoughin (i) only the equalityof the two iterated integrals needed. b]
-+ R be continuous.y) dxdy
(ii) Assumethatf e C (U.butalso thattheyareequalto the doubleintegral g overtherectangle[a. Theorem 1 (Fundamental Theorem of Integral Calculus). LetG. R) andfxy E C(U. MARCH JOURNAL MATHEMATICS 2002 THECOLLEGE
. Threecomments in order. the Cartesian product two measurable form Almostall calculustextbooksreplace(ii) with the morefamiliar (ii') Let f E C1(U. d] andthen on [a. b] x is [c. f: [a. of functionsdefinedon A x B. R). Theorem) (i) Let g E C(U. Define F(x) = f(s)ds
Then F is continuous in [a. for The versionwe proposeis moregeneral andappropriate ourpurposes.
of The symbol fxy denotesthe secondpartialderivative f. b]. provedthe theoremfor Lebesgueintegrable sets. b] x [c. R) the subspaceof C(U.2. Thenfx = fxy in U. NO.Fubini's Theorem and the equality of the mixed partial derivatives
Let U be an open subsetof R2. differentiable in (a. R). b) and F'(x) = f(x) for all x E (a. d] C U. Our goal is to prove (see Theorem 3) that the following results are
equivalent. Fubini'sTheoremnot only statesthatthe two iteratedintegralsare equal to each of other. In 1907 GuidoFubini. Letf: [a.y) dydx
g(x. R). R) and [a. continuous funcof It was knownto Cauchy thatthe integration a real-valued first to tionon a rectangle[a.33. R) denotesthe vectorspace of real continuous functionson U. d]. An extensionof this resultto measurable tions was obtainedby Lebesgue(1902).Theyare statedbelow withoutproof. C(U. R). b] x [c. b] x [c.. b). b]. fy E C(U. Then(Fubini's
f dg(x. Assumethatfy. d] couldbe reduced two successiveintegrations: boundedfuncon [c. Theequivalence between(i) and(ii) will be established usingthetwo mostpowerful theorems integral of calculus. Then I f(x) dx= G(b) . d] is equalto the two iterated integrals. firstwith respectto x and are thenwith respectto y. R) of thosefunctionsf suchthat
VOL.one of Italy's most and productive eclectic mathematicians. b] -+ R
be continuous. Assume that G'(x) = f (x)for all x e (a.G(a).
Theorem 2 (FundamentalFormulaof IntegralCalculus). Thenfyx exists andfyx = fxy
in U. b). fxyE C(U.
y) andwith radiusr is contained U.f(x. The proofof Theorem2 can be obtainedfromthe equality(see Theorem1)
b f(x) dx = F(b). y) . Hence fi (x. k) -.c).y)du
f2(x. y) is continuous. y) +f(a. b] -. y +k)du + g(x +th.
for some t = t(h) E (0.R are continuous in [a. b)
Lemma 1. c) e I x J where I and J are non-empty open intervals. andfxy together withTheorem implythat 2
Proof: To see that (i) = (ii). c) .the Fundamental Formula of Integral Calculusfollow from a remarkable of continuousfunctions(the property Extreme ValueTheorem) a beautiful and of functions geometric property differentiable MeanValueTheorem).(0. continuity f2 is obtainedin a similarmanner.f(a.go backto one of the mostintuitive (the andpowerful the (see  for a detailedapproach). y) du = fi(x.
c).c)-f(a. Propositions (i) and (ii) are equivalent. Since U is open we can find r > 0
J fxy(u.in turn. Let g E C(I x J. c) in the disk. x + h E I. v)dudv
f(x. Theorem the Fundamental and Thus. y + k) + g(x + th. Select in of (a. v)dvdu
f(x. and differentiable in (a. Theseresults. g : [a. 0) the
such thatthe open disk centeredat (x.The continuity f. I We have now the background neededfor provingthe equivalencebetweenFubini's Theorem the equalityof the mixedpartial and derivatives. y) x 0 = 0 and the second to the last The of goes to faxg(u.
on By Fubini'sTheoremwe can exchangethe orderof integration the left-hand-side. v)dv
belong to C(I x J. corollary of The statesthatf . The continuity of g implies that as (h. R). y + k E J. y)
g(u. R) and (a.
Theorem 3. b].
ASSOCIATION AMERICA OF @ THEMATHEMATICAL
. We obtain
Proof Assumethatx. y) =
-f(x. Theorem1 andtheMeanValue Theorem give
fi(x + h. andy. y +k)h
last term of the above equalitygoes to g(x. y + k) = fi(x. In additionto Theorems1 and2 we shallneedthe followinglemma. y) E U. fy.Theorem1 is derivedfromthe ExtremeValueTheorem. y). Then thefunctions f1(x.g
is constant if f. 1).y)+f(a. is not surprising Theorems1 and2 havefarreaching it that and consequences applications. y + k)h =
combined witha corollary theMeanValueTheorem. let (x. principles: NestedInterval Principle Giventhesepreliminaries.
y + r) -f (x. y + tr) du. y)) du. The Mean ValueTheorem appliedto h in [y. Turkey)for the bringingto ourattention paper"Fubini impliesLeibnizimpliesfxy = fyx" by R. h is differentiable respectto y andhy(x. b] x [c. c < d. v)dv. a < b.0. T. for example[3. rectangle U. R). t(r) -. firstwith respectto y and then with respectto x. y) dxdy. of the mixedpartialsis not easy to visualize.
Since fyx = fxy = g in V.
with By Theorem1. y + r)(u. can We concludewith two remarks. Weobtainthisresultin a straightforward Assumethatr > 0. 33. y) = hy(u. y)du. fy E C(V.
f(x. y + r) . y) =
g(x.See. 3 to Thus. 358] for a discussionon this matter. Therefore f(x. Freedman Kog University(Istanbul.
f (x. By
Theorem 1 the left-hand-side gives fxy. Hence fyx = fxy in U. Forr < 0 the by using Theorem1 andthe MeanValueTheorem. the orderof integration be reversed.R by
h(x. Many thanksto W. 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.Hence. NO. 1).the equalityof mixed and by andLeibniz'sformula differentiation for underthe integralsign etc. The right-hand-side gives fyx. R). y) dy dx=
fxy(x. be a in I.Differentiate both sides of (4). y) du.Theorem gives the opportunity showthatan intuitiveproperty a resultwhichis not as transparent. 2. R). Hence.by Lemma1. d]. while the equality previously. y) = fx g(u. implies 2. p. let g E C(U. FromLemma1 it follows that fx E C(V. All assumptions (ii) are now satisfied.
To see that(ii) := (i). partials
of Acknowledgments. y) = (h r)h(u. Defineh.
As r -. Seeley
VOL. and fyx yields
*b d fd
of Thus. exists and fyx = fxy in V. y). R) and Q = [a. y + r] gives
h(u. f : V . Therearebounded openintervals J suchthatQ c I x J = V C U.h(u.0 and the continuity of g implies that fy(x. To apply manner (ii) to f we also need fy e C(V.
Theorem1 implies that fx = h in V.y) r = fx + -f( g(u.fxy E C(V. As mentioned is Fubini'sTheorem moreintuitive. AgainfromTheorem1 we derivethatfxy = g in V. Then proofis similar. R). y) = g(x. y + tr)r for some t = t(r) E (0. y + r)-f(x. A straightforward of application Theorem2 to fxy fyx
1. MARCH2002 THE COLLEGE MATHEMATICS JOURNAL
. y) =
h(u. y + tr)r = g(y.
Addison-Wesley. 3.4th ed. only requiref withthe equalityfxy = fyx fromFubini'sTheoremandwithoutusingLeibniz'srule.A RadicalApproachto Real Analysis. R) andfxy E C(U. J.1993. together
1. Kaplan. W.68 (AmerMath. C. The Mathematical Association of America. We derivethe existenceandcontinuity fyx. H. D. Zaanen. Hoffman.LinearAnalysis. 2..
Need a solution to x + y = xy? Roger Nelsen (Lewis & Clark College. Bressoud. W.Monthly (1961) 56-57). 1953. NorthHolland. A.
OF () THEMATHEMATICAL ASSOCIATION AMERICA
.AdvancedCalculus. R). Marsden. E. OurTheorem3 differsfromSeeley'sresultsince we of E C1(U.1991.M. 4. J.edu) shows how Pythagoras can supply one: 1 cs
sin 0 r
x sec Ocsc 0
sec 0csc 0
csc 0 sec2 0 + csc2 0 = sec2 0 csc2 0. 1994.. 2nd ed. nelsen@lclark.ElementaryClassical Analysis. Freemanand Company.