Math 509: Advanced Analysis

Homework 4
Lawrence Tyler Rush
<me@tylerlogic.com>
February 12, 2015
http://coursework.tylerlogic.com/courses/upenn/math509/homework04

1 Problem 8 from slides


Define f : R2 R2 to be f(x,y) = (ex + ey,ex + e-y). Then
f1(x,y) = ex + ey   and      f2(x,y) = ex + e-y

The Jacobian matrix of f at a point (x,y), call it J, is

   (            )   (           )
      ddxf1  ddyf1       ex    ey
J =   ddxf2  ddyf2  =    ex  - e-y

Then det(J) = -ex(e-y - ey), implying that J is not invertible whenever e-y - ey = 0, i.e. whenever y = 0. Since f is continuously differentiable, then the inverse function theorem tells us that f is locally invertible whenever y0 since J will be invertible at those points.

Compute the Jacobian matrix of the inverse map


The Jacobian matrix of the inverse map is inverse of the Jacobian matrix of f. Now since we computed the Jacobian matrix of f, call it J, at arbitrary (x,y), then given
( - e-xey(e- y + ey)- 1 + e-x e-xey(e-y + ey)-1 ) ( ex    ey )   (  1  0)
              (e-y + ey)-1    - (e-y + ey)-1     ex  - e-y  =    0  1

and

(           )(                                          )   (      )
  ex     ey     - e-xey(e-y + ey)-1 + e-x e-xey(e- y + ey)- 1    1  0
  ex  - e-y                (e-y +ey)-1     - (e- y + ey)- 1 =    0  1

then

      (    -x y - y   y- 1   -x   -x y -y    y-1 )
J -1 =  - e  e (e  + e-)y  +ye-1  e  e (e-y + e)y-1
                    (e  + e )       - (e   + e)

is the Jacobian of the inverse of f at the point f(x,y).

2 Problem 9 from slides


Define f : R2 R2 to be f(x,y) = (ex + ey,ex - ey). Define g : S R2 where S = f(R2) = {(u,v) R2 | u > v, u > 0} by
        (   (1      )    ( 1      ))
g(u,v) =  ln  2 (u + v) ,ln  2(u - v)

Now because

g(f(x,y))  =  g(ex + ey,ex - ey)
             (   (1  x   y   x    y)    (1  x   y    x   y  ))
          =    ln  2(e + e  +e  - e)  ,ln  2(e  +e  - (e  - e ))
             (   (      )   (      ) )
          =    ln  1(2ex) ,ln  1(2ey)
                  2           2
          =  (ln(ex),ln(ey))
          =  (x,y)
and
               (  (        )   (        ))
f(g(u,v))  =  f  ln  1(u+ v)  ,ln  1(u- v)
                    2            2
          =  (eln(12(u+v)) + eln(12(u-v)),eln(12(u+v)) - eln(12(u-v)))
             ( (        )  (        )  (       )   (        ))
                1            1          1            1
          =     2 (u + v) +   2(u- v)  , 2(u +v)  -   2(u- v)
          =  (u,v)
then g = f-1. Because
          ( 1      )                         ( 1      )
g1(u,v) = ln 2(u+ v)       and      g2(u,v) = ln 2(u- v)

then the Jacobian of g, denote it by Jg, is

     (            )  (           )
J  =   ddug1  ddvg1  =    u1+v  u1+v
 g     ddug2  ddvg2       u1-v  u--1v

Furthermore, because

         x    y                       x   y
f1(x,y) = e + e      and     f2(x,y) = e - e

then the Jacobian of f, denote it by Jf, is

    (            )
       d-f1  d-f1    (  ex   ey )
Jf =   ddxf   ddyf   =    ex  - ey
       dx 2  dy 2

Finally, to check that indeed Jf and Jg are inverses of each other, we perform the following two multiplications for these matrices evaluated at the points (u,v) = f(x,y) and (x,y), respectively and then ensure the result of each is the identity matrix.

         ( u+1v   u1+v ) ( ex   ey )
JgJf =     u-1v  -u1-v     ex  - ey
         (  -----1------- ------1------) (          )
     =      (ex+ey)+(ex- ey)  (ex+ey)+(ex-ey)     ex    ey
            (ex+ey)1-(ex--ey)- (ex+ey-)1-(ex-ey)     ex  - ey
         ( -1-  -1- )(  ex   ey )
     =     2e1x  2-ex1     ex - ey
         ( 2ey  2)ey
     =     1  0
           0  1
         ( ex   ey ) (  u+1v-  u1+v )
JfJg =     ex  - ey    --1   -1-
         (         ) ( u- v  u1-v            1      )
     =     ex   ey      (ex+ey)+(ex--ey)- (ex+ey)+(ex-ey)
           ex  - ey     (ex+ey)1-(ex--ey)- (ex+ey-)1-(ex-ey)
         ( ex   ey ) ( -1-  -1- )
     =     ex  - ey    2e1x- 2-ex1
         (      )       2ey  2ey
     =     1  0
           0  1

3 Problem 10 from slides


Define f : R3 R3 by f(x1,x2,x3) = (y1,y2,y3) where
y   =  x  + x2+ (x - 1)4
 1      12    2    33
y2  =  x1 + x2 + (x3 - 3x3)
y3  =  x31 + x32 + x3
Then the Jacobian matrix of f at a point (x1,x2,x3) is
(                  )
    1  2x2  4x32 - 4
(  2x12   1  3x3 - 3 )
   3x1 3x2       1

which is

(  1  0  0 )
(  0  1  0 )
   0  0  1

at the point (0,0,1). The matrix above has determinant of 1 (it’s the identity matrix). Hence f(0,0,1) is invertible. Furthermore, the fact that each of y1, y2, and y3 are polynomials makes f continuously differentiable. These two facts therefore tell us that f is locally invertable at (0,0,1), by the inverse function theorem.

4 Problem 11 from slides


Let f : R R be a C1 function with the additional property that
|f′(t)| ≤ c < 1
(4.1)

for all t and some real value c. Define F : R2 R2 by

F (x,y) = (x + f(y),y +f (x))

Prove F is injective


Assume that (x,y),(x,y) R2 such that F(x,y) = F(x,y). We then have
          ′     ′                         ′     ′
x+ f(y) = x + f(y )    and     y + f(x) = y + f(x)

which can be rewritten as

x′ - x = f (y)- f(y′)   and     y′ - y = f(x)- f(x′)

The property in 4.1 then informs us that

|x - x′| = |f(y) - f(y)|≤ c|y - y′| (4.2)
|y - y′| = |f(x) - f(x)|≤ c|x - x′| (4.3)
Now substituting |y - y′| from equation 4.3 into equation 4.2 yields
|x- x′| ≤ c2|x - x ′|

Therefore |x - x′| = |x - x′| (whether or not c = 0), which implies x = x. Furthermore we can similarly conclude y = y using the same argument after subsituting |x-x′| from equation 4.2 into equation 4.3. Hence we have (x,y) = (x,y), and since our only assumption was that F(x,y) = F(x,y), then F is injective.

Prove F is surjective


5 Outline and describe the steps and ideas in Rudin’s proof of the Inverse Function Theorem, without giving all the details, to the extent that satisfies you personally.


I’m not really satisfied, personally, with a proof that is missing details, so I will provide a full proof.

Let f : R Rn be a continuously differentiable mapping of an open set E, and f(a) be invertible for some a E.

Define an open set U E and prove f is injective on it

Denote f(a) by just A, and choose λ such that

2λ|A- 1| = 1
(5.4)

Note that this is not ill-defined as A is invertible by the hypothesis. Furthermore fis continuous at a, being that f is continuously differentiable, which implies that there is an open ball U E centered at a such that

  ′
|f(x)- A | < λ
(5.5)

for all x U.

We now create a helpful function that makes our proof easier; followed by a helpful lemma. For each y Rn define φy : Rn Rn by φy(x) = x - A-1(y - f(x)).

Remark 5.1. Note that with this deifintion, we have that x is a fixed point of φy if and only if f(x) = y.

It also turns out that this function is a contraction mapping.

Lemma 5.1. For any y Rn, the function φy has that

                1
|φy(x1) - φ(x2)| < 2 |x1 - x2|

for all x1,x2 U.

Proof. We see that the derivative of φy is φy(x) = I -A-1f(x) = A-1A-A-1f(x) = A-1(A-f(x)). Equations 5.4 and 5.5 thus imply |φy(x)| = |A-1||A - f(x)| < |A-1|λ = 12. Therefore Rudin’s theorem 9.19 tells us that

|φy(x1) - φ (x2)| < 1 |x1 - x2|
                2

for all x1,x2 U, as desired. __

Becuase lemma 5.1 indicates that φy is a contraction mapping, then it can have at most one fixed point. In light of remark 5.1, we then know that f must be injective on U. We next move on to proving that f(U) is open.

Prove V = f(U) is open

Denote f(U) by V and choose a y0 V . Since f is certainly onto its image, then we of course have the existence of some x0 U with f(x0) = y0. Define B to be an open ball centered at x0 with a radius r > 0 small enough so that the closure of B, denote it by B, is contained in U. To show the openess of V , we show that the open ball of radius λr centered at y0 is contained in V . So let y V such that |y - y0| < λr. Then we have

|φy(x0)- x0| = |A-1(y- y0)| = |A -1||y- y0| < |A -1|λr = 1r
                                                 2

by the definition of λ in equation 5.4. Thus if x B, Lemma 5.1 paired with the above equation imply

|φ (x)- x | = |φ (x) - φ (x ) +φ (x ) - x | ≤ |φ (x)- φ(x )|+ |φ(x )- x | < 1 |x - x|+ 1r < 1 r+ 1r = r
  y      0     y        0      0    0    y        0       0    0   2      0   2   2    2

Hence φy(x) B, i.e. φy is a contraction of B into itself. Since B is closed, it is complete, and the contraction mapping principle (Rudin Theorem 9.23) therefore implies the existence of one and only one fixed point of φy, which Remark 5.1 tells us is an x B where f(x) = y. In other words, y f(B) f(U) = V . Hence V is open.