At a critical point of a twice continuously differentiable real function, and the Taylor expansion is
The real symmetric Hessian matrix has an orthonormal eigenbasis, so writing gives . If every eigenvalue is positive, this quadratic form is at least , and the remainder cannot change its sign for sufficiently small nonzero . Thus is a strict local minimum. If every eigenvalue is negative, the analogous argument gives a strict local maximum. If positive and negative eigenvalues both occur, displacement along the corresponding eigenvectors gives values above and below , so is a saddle point of a scalar function.
The second-derivative test can be inconclusive when the Hessian matrix is singular and semidefinite: higher-order terms along directions in the kernel of a linear map matter. For example and have the same Hessian at zero, but the first has a strict minimum and the second a saddle point of a scalar function. A zero eigenvalue does not prevent a saddle conclusion if other eigenvalues already have both signs.
For the given function write . Its first derivatives are
The origin is a critical point for every real , with
Its eigenvalues are , so it is always a saddle point of a scalar function. If one coordinate at a critical point is zero, the other must also be zero. If both are nonzero, the derivative equations force , possible only for . Hence for the origin is the only critical point.
For there are four additional critical points,
At such a point,
Thus the two equal-sign points are strict maxima, and the two opposite-sign points are strict minima. They are global: implies
where the last maximum occurs at and equality also requires .
As , the four nonzero critical points have distance from the origin and escape to infinity, rather than merging with the origin. Their values diverge as . As from below there are no extra critical points, while the origin stays a saddle throughout. This is critical points escaping to infinity in a Gaussian-weighted bilinear function.
For this quartic potential with fourfold symmetry, the first derivatives factor:
The critical points are the origin, the four axis points , and four points with both coordinates nonzero. At the latter, . Subtracting and using gives . Thus the complete list is
where the two signs in the final group are chosen separately.
The Hessian is
At the origin it is , so there is a strict local minimum with value zero. At an axis point its eigenvalues are and , giving a saddle point of a scalar function if and a strict local maximum if . All four axis values are .
At a diagonal point the Hessian has eigenvalues
Hence these four points are strict local maxima for and saddle points of a scalar function for . Their value is . None of these critical points is degenerate when .
To describe the level curves precisely, use polar coordinates and write
For a level , the possible radii satisfy
retaining only real, nonnegative values. This formula, together with reflection in each axis and interchange of the coordinates, determines the level curves. The radial maximum in a direction is , attained at . It also proves that the local maxima identified above are global: the largest directional value is on the diagonals if , and on the axes if .
For negative only the plus sign gives a positive radius, producing one outer closed level curve. At there is the isolated origin and the outer curve . For , where is the saddle value, both radial branches exist in every direction, giving an inner loop around the origin and an outer loop. At they meet at the four saddle points of a scalar function. Above the saddle value, four separate loops surround the four maxima; they shrink to those points at the maximum value. There are no level curves above it.
For , the saddle value is and the four high-level loops lie along the diagonals. For , and the four high-level loops lie along the coordinate axes. The sketches show representative values in both regimes; the highlighted level curve is the saddle level.
Figure 1.
Contours of the fourfold quartic potential, with diagonal maxima for b less than one and axis maxima for b greater than one
. Details.
Finally, at the expression depends only on radius:
Consequently The maximum set is the whole unit circle, not merely four isolated points.
At a critical point of a twice continuously differentiable function, the linear term in the Taylor expansion vanishes:
The real symmetric Hessian matrix has an orthonormal basis of eigenvectors. If all its eigenvalues are positive, its quadratic term is bounded below by a positive multiple of , giving a strict local minimum. If all are negative, it gives a strict local maximum. If positive and negative eigenvalues both occur, directions along their eigenvectors give values on both sides of , so the point is a saddle point of a scalar function. The non-singularity assumption excludes zero eigenvalues; with them the quadratic test may be inconclusive and higher-order terms are needed.
The gradient components are
If or , their simultaneous zeros give . If , solving , gives . These are all the critical points. The Hessian matrix is
At each of its determinant is , so its two eigenvalues have opposite signs. All three are saddle points of a scalar function. At ,
This point is a strict local maximum, of value .
The zero level set is exactly
These three lines form a triangle containing the maximum. Inside it ; near the maximum positive level sets are nested closed curves, with their leading shapes elliptical because the Hessian matrix is negative definite. At each vertex the zero lines cross, separating alternating signs, and nearby nonzero level sets have hyperbolic branches. For example, the leading quadratic terms are at , for at , and for at .
Figure 1.
Contours of xy(1-x-y), showing three saddle points, the interior maximum, and the three zero lines
. Details.
Put and . The polynomial becomes
There are no terms of degree one or two, so the gradient and the entire Hessian matrix vanish at . It is a critical point with singular Hessian matrix. The lowest nontrivial approximation is
understood as the fourth-degree leading term rather than a uniform ratio asymptotic along its zero directions.
On the path the exact value is for . On the path it is for sufficiently small nonzero . Both paths approach the point, where . It is neither a local maximum nor a local minimum; it is a degenerate saddle point of a scalar function. The higher-order saddle test supplies the conclusion the singular Hessian matrix cannot supply.
For fixed rational , write
By independent increments, is independent of and has normal distribution . Conditional on , the displayed difference has a continuous probability density function; in particular it equals zero with probability zero. Taking the countable intersection over all such rational quadruples proves that, on one event of probability one, the maxima over any two separated rational closed intervals are distinct.
Suppose a local maximum at were not a strict local maximum. There is a neighbourhood in which every value is at most , and, arbitrarily close to , some other time strictly inside that neighbourhood has . Choose separated rational closed intervals containing and , both lying inside that neighbourhood. When one time is zero, use a first interval with left endpoint zero. Both interval maxima equal , contrary to the preceding event.
Therefore every local maximum of Brownian motion is a strict local maximum almost surely, simultaneously over all times. This countable-interval argument avoids an invalid intersection of probability-one events over uncountably many candidate times.
The Bolzano-Weierstrass theorem states that every bounded sequence of real numbers has a convergent subsequence. We first use it to show that a continuous function on is bounded above. Otherwise, choose with . A convergent subsequence exists, with because the interval is closed. Continuity would give , contradicting .
Let , which is finite. By the definition of supremum, there are with . Another application of the Bolzano-Weierstrass theorem gives a subsequence . By continuity,
Thus the supremum is actually attained:
This proves the maximum part of the extreme value theorem from sequential compactness rather than assuming it.
Now suppose on . Applying the mean value theorem to shows that is strictly decreasing. At a local maximum of a differentiable function, the left difference quotients are nonnegative and the right difference quotients are nonpositive; existence of the derivative forces . A strictly decreasing function has at most one zero. Therefore
If that zero exists, is positive to its left and negative to its right, so the local maximum is also a global maximum.
For the uniform bound by , define
Its derivative is , so is strictly decreasing by the mean value theorem. Comparing with gives
Because , this makes negative at sufficiently large positive and positive at sufficiently large negative . The function is continuous, since it is differentiable; the intermediate value theorem supplies a zero between such points. Its strict decrease makes this zero unique. Again using the mean value theorem for , the derivative signs imply that increases up to and decreases after :
This illustrates uniform negative curvature and global maximization.
Merely requiring does not force existence. Take
Then and , but is strictly increasing, approaches as , and never equals . The answer to the final question is no, even for a function bounded above:
The stronger uniform curvature assumption prevents this behaviour. Here at the end where the supremum is approached, so no uniform negative bound of that kind is available.
The first partial derivatives are
Both vanish at , so every positive diagonal point is a stationary point. The Hessian matrix there is
Its eigenvectors and have respective eigenvalues
The zero eigenvalue reflects the entire line of nonisolated stationary points: . In fact , showing a non-strict local minimum when , a non-strict local maximum when , and values on both sides of two near . At that last point the whole Hessian matrix vanishes, so its signs alone cannot classify the point.
Fix strictly between and , and set . The function is continuous on : interior differentiability gives interior continuity, and the finite one-sided derivatives give continuity at the endpoints. The extreme value theorem therefore gives a point where attains its minimum.
Since , for sufficiently small we have , so cannot be a minimizing point. Since , the quotient is positive for sufficiently small , giving . Thus cannot be a minimizing point either, and .
Fermat's theorem on stationary points states that a differentiable function at an interior local minimum or local maximum has derivative zero there. Applying it to gives
This proves the relevant case of Darboux's theorem; the argument uses continuity of , with no assumption of continuity of .
For , the gradient never vanishes on the circle. The Lagrange multiplier equations are
If , the two possibilities are . If , then , and the first equation gives . Combining this with yields
Put
Both and are positive, giving the other four points and . To classify all six, restrict to the circle by eliminating :
Its derivatives are and . In the interior, and . At either endpoint ; along the circle, has a strict local minimum at the left endpoint and a strict local maximum at the right endpoint. Consequently the six constrained extrema are
The circle is a compact set, so the extreme value theorem guarantees that its global minimum and global maximum occur among these six points. Their values give the corrected sharp bound
The printed lower bound is false. A particularly short counterexample is
The sole local minimum in part (a), , has value , larger than values on this circle; it is therefore not a global minimum. In fact , so has no global minimum on the plane.
Figure 1.
All six extrema on the constraint circle and the corrected minimum of the restricted polynomial
. Details.
The critical points satisfy
Substitute to obtain . Thus the only critical points are and .
The Hessian matrix and Hessian determinant are
At , , so this is a saddle point. At , and , so this is a strict local minimum. Therefore
The value at the local minimum is ; there is no local maximum.
Put . The spring exerts the force by Hooke's law, while Coulomb's law gives the attractive force . Newton's second law therefore gives the equation of motion
For , the derivative is . Thus increases up to and decreases thereafter. Also at both ends of the positive half-axis. Its unique maximum is
There are therefore two equilibrium points precisely when
Writing them , the linearization has exponentially growing solutions at and oscillatory solutions at . Equivalently, the potential energy has a strict local maximum at and a strict local minimum at . Hence the smaller equilibrium point is an unstable equilibrium; the larger is a stable equilibrium, with no damping to make it attracting.
At equality there is one degenerate equilibrium point ; it is unstable, since a displacement to its left gives a leftward force. For there are no equilibrium points.
For a twice continuously differentiable function, an interior local extremum requires . At such a critical point, put . The second-derivative test gives a strict local minimum if and , a strict local maximum if and , and a saddle point if . When , the test is inconclusive. More generally the Hessian matrix is necessarily positive semidefinite at a local minimum and negative semidefinite at a local maximum, but these non-strict signs alone are not sufficient.
For this polynomial,
Subtracting the two stationarity equations gives . If , then ; if , the remaining equation gives or . Thus the only critical points are and .
At , , so it is a saddle point. At the determinant is zero, but along the value is , which takes both signs arbitrarily near zero. Therefore
In particular a vanishing Hessian determinant does not exclude a saddle point.
On the constraint , substitute to obtain
Therefore the two global minima are
Every pair is allowed on either smooth branch , so these are also the only local extrema. There is no local maximum or global maximum: the displayed positive quadratic in has no other stationary point and is unbounded above. At the minima , consistent with the hypothesis in part i.
At an interior local extremum of a differentiable function, . The second-derivative test classifies a stationary point: a positive second derivative gives a strict local minimum, and a negative second derivative gives a strict local maximum. A zero second derivative is inconclusive: , , and at zero illustrate a minimum, a maximum, and neither.
Here
Thus and . Substitution into gives
Near a nondegenerate stationary point, the quadratic part of the Taylor expansion determines the local contour plot. For a strict local maximum, the model gives nested closed level sets, with values decreasing as one moves outward. For a strict local minimum, the model gives the same nested shape with values increasing outward. Unequal nonzero quadratic coefficients stretch the circles into ellipses after a rotation to the Hessian matrix's eigenvectors.
For a nondegenerate saddle point of a scalar function, the model gives hyperbolas. Levels above open along the positive-curvature direction; levels below open along the negative-curvature direction. The critical level set is the two crossing lines . Degenerate stationary points can have different local geometry, so these are the standard nondegenerate sketches.
Figure 1.
Local contours at a maximum, a minimum, and a saddle point
. Original quadratic-model sketches with contour values labelled relative to the central value zero. Maxima and minima have closed contours with opposite value ordering; the saddle has crossing zero contours and hyperbolic nearby levels. Details.
The quotient rule simplifies the derivative to
Its zeros are and , both in the domain. Substitution gives the two stationary points
The first is a local maximum and the second a local minimum, since the numerator of changes sign from positive to negative at and from negative to positive at . The denominator of the original rational function vanishes at
The numerator is nonzero at both values, so these discontinuities are poles, not removable holes.
At the origin the Hessian matrix is
Thus the second-derivative test gives a saddle point. Its opposite signs can also be checked without a test formula: for , whereas for . Both types of values occur arbitrarily close to the zero value at the origin, excluding either a local maximum or a local minimum.
The absolute value in the original PDF reflects every negative sine arch upward. The graph is nonnegative, with zeros at for , and it lies below the decaying envelope . On the th arch, differentiation gives a factor proportional to . Thus its unique local maximum is
Successive maximum heights have ratio . At each interior zero the one-sided slopes have opposite signs, producing a corner. The smaller panels below magnify the later arches so that all four remain visible.
Figure 1.
Four positive exponentially damped sine arches, with separate linear-scale enlargements of the later arches
. Details.
The derivative is . Thus a stationary point occurs either at or where . Since on the specified open interval, the only allowed cosine zeros are and . The five stationary abscissae are
Their ordinates are , , and , respectively. For completeness, shows that the inner pair are local minima and the outer pair are local maxima; is also a local maximum because .