Symmetry of second derivatives

In mathematics, the symmetry of second derivatives

(also called the equality of mixed partials) refers to the
possibility under certain conditions (see below) of inter- xy f = yx f.
changing the order of taking partial derivatives of a func- Alternatively, the symmetry can be written as an algebraic
tion
statement involving the dierential operator Di which
takes the partial derivative with respect to xi:
f (x1 , x2 , . . . , xn )

Di . Dj = Dj . Di.

of n variables. If the partial derivative with respect to

From this relation it follows that the ring of dierenxi is denoted with a subscript i , then the symmetry is
tial operators with constant coecients, generated by the
the assertion that the second-order partial derivatives fij
Di, is commutative. But one should naturally specify
satisfy the identity
some domain for these operators. It is easy to check the
symmetry as applied to monomials, so that one can take
polynomials in the xi as a domain. In fact smooth funcfij = fji
tions are possible.
so that they form an n n symmetric matrix. This is
sometimes known as Schwarz' theorem or Youngs theorem.[1][2]

3 Schwarzs theorem

In the context of partial dierential equations it is called In mathematical analysis, Schwarzs theorem (or Clairauts
the Schwarz integrability condition.
theorem[3] ) named after Alexis Clairaut and Hermann
Schwarz, states that if

Hessian matrix
f : Rn R

This matrix of second-order partial derivatives of f is

has continuous second partial derivatives at any given
called the Hessian matrix of f. The entries in it o the
point in Rn , say, (a1 , . . . , an ), then i, j
main diagonal are the mixed derivatives; that is, succes{1, 2, . . . , n},
sive partial derivatives with respect to dierent variables.
In most real-life circumstances the Hessian matrix is
2f
2f
symmetric, although there are a great number of func(a1 , . . . , an ) =
(a1 , . . . , an ).
tions that do not have this property. Mathematical analy- xi xj
xj xi
sis reveals that symmetry requires a hypothesis on f that
goes further than simply stating the existence of the sec- The partial derivations of this function are commutative
ond derivatives at a particular point. Schwarz' theorem at that point. One easy way to establish this theorem (in
the case where n = 2 , i = 1 , and j = 2 , which
gives a sucient condition on f for this to occur.
readily entails the result in general) is by applying Greens
theorem to the gradient of f .

Formal expressions of symmetry

4 Suciency
of
dierentiability

In symbols, the symmetry says that, for example,

f
y

=
y

f
x

twice-

A weaker condition than the continuity of second partial

derivatives (which is implied by the latter) which nevertheless suces to ensure symmetry is that all partial
derivatives are themselves dierentiable.[4]

This equality can also be written as

1

REFERENCES

Distribution theory formulation

exist and are everywhere continuous. However, the second partial derivatives are not continuous at (0,0), and the
The theory of distributions (generalized functions) elim- symmetry fails. In fact, along the x-axis the y-derivative
inates analytic problems with the symmetry. The deriva- is y f |(x,0) = x , and so:
tive of an integrable function can always be dened as a
distribution, and symmetry of mixed partial derivatives
f|
y f |(0,0)
always holds as an equality of distributions. The use of x y f |(0,0) = lim y (,0)
= 1.
0

formal integration by parts to dene dierentiation of

distributions puts the symmetry question back onto the Vice versa, along the y-axis the x-derivative x f |(0,y) =
test functions, which are smooth and certainly satisfy this y , and so y x f |(0,0) = 1 . That is, xy f = yx f
symmetry. In more detail (where f is a distribution, writ- at (0, 0), although the mixed partial derivatives do exist,
ten as an operator on test functions, and is a test func- and at every other point the symmetry does hold.
tion),
In general, the interchange of limiting operations need
not commute. Given two variables near (0, 0) and two
limiting processes on
(D1 D2 f )[] = (D2 f )[D1 ] = f [D2 D1 ] = f [D1 D2 ] = (D1 f )[D2 ] = (D2 D1 f )[].
Another approach, which denes the Fourier transform
of a function, is to note that on such transforms par- f (h, k) f (h, 0) f (0, k) + f (0, 0)
tial derivatives become multiplication operators that com- corresponding to making h 0 rst, and to making k
mute much more obviously.
0 rst. It can matter, looking at the rst-order terms,
which is applied rst. This leads to the construction of
pathological examples in which second derivatives are
6 Requirement of continuity
non-symmetric. This kind of example belongs to the theory of real analysis where the pointwise value of functions
The symmetry may be broken if the function fails to matters. When viewed as a distribution the second parhave dierentiable partial derivatives, which is possible tial derivatives values can be changed at an arbitrary set
if Clairauts theorem is not satised (the second partial of points as long as this has Lebesgue measure 0. Since
in the example the Hessian is symmetric everywhere exderivatives are not continuous).
cept (0,0), there is no contradiction with the fact that the
Hessian, viewed as a Schwartz distribution, is symmetric.

7 In Lie theory
Consider the rst-order dierential operators Di to be
innitesimal operators on Euclidean space. That is, Di in
a sense generates the one-parameter group of translations
parallel to the xi-axis. These groups commute with each
other, and therefore the innitesimal generators do also;
the Lie bracket
[Di, Dj] = 0

The function f(x,y), as shown in equation (1), does not have symmetric second derivatives at its origin.

is this propertys reection. In other words, the Lie

derivative of one coordinate with respect to another is
zero.

An example of non-symmetry is the function:

8 References
[1] Archived May 18, 2006, at the Wayback Machine.

This function is everywhere continuous, but its derivatives at (0,0) cannot be computed algebraically. Rather,
the limit of dierence quotients shows that x f |(0,0) =
y f |(0,0) = 0 , so the graph z = f(x,y) has a horizontal
tangent plane at (0,0), and the partial derivatives x f, y f

[2] Allen, R. G. D. (1964). Mathematical Analysis for

Economists. New York: St. Martins Press. pp. 300305.
[3] James, R. C. (1966). Advanced Calculus. Belmont, CA:
Wadsworth.

[4] Hubbard, John; Hubbard, Barbara. Vector Calculus, Linear Algebra and Dierential Forms (5th ed.). Matrix Editions. pp. 732733.

Further reading
Hazewinkel, Michiel, ed. (2001), Partial derivative, Encyclopedia of Mathematics, Springer, ISBN
978-1-55608-010-4

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