A global version of the implicit function theorem

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SUMMARY

The discussion presents a global version of the implicit function theorem, focusing on a mapping \( f \in C^2(D \times \mathbb{R}^m, \mathbb{R}^n) \) with specific conditions. It establishes that if the non-degeneracy condition \( \text{rang} \frac{\partial f}{\partial y} = n \) holds and the matrix \( A(x,y) \) satisfies a boundedness condition, then the equation \( f(x,y) = 0 \) has a solution \( y = y(x) \in C^1(D, \mathbb{R}^m) \) with \( y(x_0) = y_0 \). The theorem is supported by the Cauchy problem formulation for \( u(t,x) \), which is defined for \( t \in [0,1] \).

PREREQUISITES
  • Understanding of the implicit function theorem
  • Familiarity with differential calculus and mappings in \( C^2 \)
  • Knowledge of matrix theory, particularly regarding ranks and inverses
  • Concepts of Cauchy problems in differential equations
NEXT STEPS
  • Study the implications of the implicit function theorem in higher dimensions
  • Explore the properties of \( C^2 \) mappings and their applications
  • Investigate matrix norms and their significance in boundedness conditions
  • Learn about Cauchy problems and their solutions in the context of differential equations
USEFUL FOR

Mathematicians, researchers in differential equations, and students studying advanced calculus who are interested in the applications of the implicit function theorem in higher-dimensional spaces.

wrobel
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I do not know if this construction is contained in textbooks but it is surely contained in the collective unconscious :)

Let ##D\subset\mathbb{R}^s## be an open set such that for some fixed point ##x_0\in D## and for any ##x\in D## the interval ##[x_0,x]## belongs to ##D.##

Consider a mapping ##f\in C^2(D\times\mathbb{R}^m,\mathbb{R}^n),\quad f=f(x,y),\quad n\le m## such that for some ##y_0\in\mathbb{R}^m## one has
$$f(x_0,y_0)=0;$$ and for any ##(x,y)\in D\times \mathbb{R}^m##
the following non degenerateness condition holds $$\mathrm{rang}\,\frac{\partial f}{\partial y}=n.$$

Introduce a matrix
$$A(x,y)=-\Big(\frac{\partial f}{\partial y}\Big)^T\Big(\frac{\partial f}{\partial y}\Big(\frac{\partial f}{\partial y}\Big)^T\Big)^{-1}\frac{\partial f}{\partial x}.$$

Theorem. Assume that
$$\sup\{\|A(x,y)\|:\quad (x,y)\in D\times\mathbb{R}^m\}<c_1\|y\|+c_2.$$
Then the equation
$$f(x,y)=0$$ has a solution ##y=y(x)\in C^1(D,\mathbb{R}^m)## such that
##y(x_0)=y_0.##

Indeed, let ##u(t,x)## be a solution to the following Cauchy problem
$$u_t=A((1-t)x_0+tx,u)\cdot (x-x_0),\quad u\mid_{t=0}=y_0.\qquad(1)$$
It is easy to see that ##u## is defined for ##t\in[0,1]## and ##y(x)=u(1,x).##

Hint: ##u_t## from equation (1) solves the equation
$$\frac{d}{dt}f((1-t)x_0+tx,u)=0.$$
 
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