Schwarz's Theorem (Clairaut's theorem)

Under continuity of second partials, mixed partial derivatives are equal
Schwarz's Theorem (Clairaut's theorem)

Schwarz (Clairaut) Theorem: Let URnU\subseteq\mathbb{R}^n be open and let f:URf:U\to\mathbb{R}. Fix indices iji\neq j. If the 2fxixj\frac{\partial^2 f}{\partial x_i\partial x_j} and 2fxjxi\frac{\partial^2 f}{\partial x_j\partial x_i} exist on a of aUa\in U and are at aa, then 2fxixj(a)=2fxjxi(a). \frac{\partial^2 f}{\partial x_i\partial x_j}(a)=\frac{\partial^2 f}{\partial x_j\partial x_i}(a).

This theorem ensures symmetry of the under standard smoothness hypotheses and is used throughout multivariable analysis and optimization.

Proof sketch: Reduce to the two-variable case. Consider the increment f(ai+h,aj+k)f(ai+h,aj)f(ai,aj+k)+f(ai,aj), f(a_i+h,a_j+k)-f(a_i+h,a_j)-f(a_i,a_j+k)+f(a_i,a_j), divide by hkhk, and analyze limits as (h,k)(0,0)(h,k)\to(0,0) using the twice and continuity of the mixed partials.