Friday, 18 October 2013

real analysis - Continuity of a general implicit function




I have an implicitly defined function F(g1(x1),,gn(xn))=0, on the n-th dimension euclidean space, bounded and continuous in its n arguments. gi are also real-valued bounded and continuous functions. What I'm trying to figure out is if I additionally need any conditions to guarantee that the implicit relation xi=fi(x1,,xi1,xi+1,,xn) is continuous in its arguments. I know that if F was differentiable in all of its arguments, by the Implicit Function Theorem, the cross partial derivatives would exists and thus I would have continuity. However, in my case it is not necessarily true that F is differentiable in its arguments. My intuition says that as everything is compositions of continuous functions, the implicit relation among variables should also be, but I want to make sure.



Many thanks!


Answer



The standard version of the inverse function theorem (and the implicit function theorem), require that F is continuously differentiable and that its Jacobian at a point of interest is invertible.



There exist, however, generalizations that impose weaker assumptions on F.



For example, Theorem 1A.4 in [1] states that for a function Φ:Rm×RnRn such that there is an Lp0 and Lx[0,1) such that




Φ(p,x)Φ(p,x)Lxxx



and



Φ(p,x)Φ(p,x)Lppp




Then, the mapping p{xRn:x=Φ(p,x)} is single-valed for all p and Lipschitz continuous.



You mentioned that since everything is a composition of continuous functions, the result will also be continuous. The issue, and what makes inverse problems very challenging, is that if f is only known to be continuous, f1 is multi-valued. The study of the properties f1 is one of the topics of set-valued analysis.



You can apply this theorem to Φ(p,x)=xF(p,x). Assumption (1) might be a little restrictive because Lx must be in [0,1).



See also Theorem 1E.13 in [1]. Lastly, often a function is not differentiable, but it can be shown to be semidifferentiable, so you have a lot of results that allow you to derive Lipschitz continuous inverse functions.



[1] A.L. Dontchev, R.T. Rockafellar, Implicit Functions and Solution Mappings, A View From Variational Analysis, Springer pdf.


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