In Cartesian coordinates, write and use the Levi-Civita symbol. The contraction of two Levi-Civita symbols gives
Here the Kronecker delta selects the indicated indices, and continuous second partial derivatives allow their order to be interchanged. Identifying the gradient, divergence and componentwise Laplacian proves the curl of the curl identity:
Remove the common nonzero factor and expand in the small parameter . To first order, the modified Laplacian contributes only its derivatives: its derivative term has the extra factor . The regular perturbation expansion therefore gives
Thus the two residuals are and , respectively. Subscripts after a comma denote partial derivatives. We retain , as appropriate to the oscillatory wave and the elimination below.
A function is an analytic function at if it is holomorphic throughout some open neighbourhood of , equivalently if it has a convergent power series there. In real components , continuous first partial derivatives in a neighbourhood together with the Cauchy-Riemann equations
throughout that neighbourhood are sufficient, and for an analytic function they hold there. Satisfying these equations only at the single point is not enough to establish analyticity in a neighbourhood.
Choose the symmetric tensor field
The product rule and equality of mixed partial derivatives give
This is the Euclidean scalar-gradient stress identity. Substitute it into part (e), and use , where . Reassembling the components gives the required pure surface integral:
Sufficient smoothness of is understood for the displayed derivatives and applications of the divergence theorem.
The total derivative contributes only the boundary term
This is fixed by the endpoint data, so its first variation vanishes. It cannot change the Euler-Lagrange equations or which path minimizes .
For a direct check, let . Then
The equality uses commuting mixed partial derivatives. Thus , as in total time derivatives preserve fixed-endpoint Euler-Lagrange equations.
Write and . For a positively oriented, piecewise smooth simple closed contour bounding a region where have continuous first partial derivatives, Green's theorem gives
The Cauchy-Riemann equations are and , so both integrands vanish:
This proves Cauchy's integral theorem under the standard regularity assumptions for Green's theorem. More general admissible contours follow by subdivision; every enclosed region must be free of singularities.
For a candidate curve , define the velocity field by the convolution
It is well defined with a finite first absolute moment, because . Equality of mixed partial derivatives gives
The Hessian matrix bound justifies moving a spatial derivative through this convolution. For smooth densities, the transport equation consequently becomes the continuity equation
This form defines the equation for singular probability measures as well. With initial probability measure , a weak solution is a curve in such that every satisfies
Using smooth test functions gives the same definition by approximation on compact sets. Continuity in the Wasserstein distance bounds first absolute moments on compact time intervals, so the displayed integrals exist.
For the empirical measure, the chain rule and the particle equations give
Integrating in time, with zero terminal contribution because has compact support, gives precisely the weak identity and the correct initial empirical measure. Thus is a global weak solution. The self-interaction term vanishes since .
A finite first moment suffices for the velocity, but may not suffice for the printed potential. For example, has all the stated properties. If is the law of with density on , then but , and for every . Thus the literal definition of needs a finite second absolute moment, or another hypothesis ensuring integrability of .
For the specified class , define the velocity fields directly by and . Equivalently, use the renormalized interaction potential
The bounded Hessian matrix and imply
Thus is finite, is twice continuously differentiable in space, and has , by dominated differentiation under the integral sign. Its rotated negative gradient is exactly . Whenever is finite, the two potentials differ only by an -independent constant and give the same transport equation.
We check the hypotheses for characteristic representation of a measure-valued continuity equation. For every ,
For any coupling , the Lipschitz condition on also gives
Taking the infimum over couplings proves the uniform bound
Applying the same estimate at two times of one curve proves time continuity of , uniformly in . Also , so is bounded on compact time intervals. Spatial partial derivatives of are continuous and bounded by , using dominated convergence in space and weak convergence of probability measures in time for the bounded continuous kernel . All corresponding facts hold for .
The characteristic representation of a measure-valued continuity equation says that a continuous velocity field, continuously differentiable and globally Lipschitz in space and with locally uniform linear growth, has a global characteristic flow map solving
For each , its pushforward measure is the unique weak solution in of the associated continuity equation. The hypotheses have all been verified above, and the fields have zero divergence, so these are also the two required transport equations. Explicitly,
For completeness, the Gronwall inequality gives
so these pushforward measures have finite first absolute moments. Integrating against proves continuity in the Wasserstein distance. The chain rule proves the weak identity. For uniqueness at a fixed terminal time , use the backward test function , where is continuously differentiable with compact support. It satisfies and has compact spatial support uniformly for , by the backward linear-growth bound. The weak identity with temporal cutoffs therefore gives , identifying every weak solution with the displayed pushforward measure.
Finally compare the two characteristic curves with the same initial point . Put . The spatial Lipschitz condition and the boxed velocity estimate give
for almost every time; the integral form gives the same conclusion at zeros of . The Gronwall inequality implies
The pushforward measure is a coupling of . Integrating the last bound against the probability measure proves
The same constant depends only on the uniform bound for the Hessian matrix of , and is independent of the prescribed curves and their common initial data.
The subgradient inequality for the differentiable convex function gives
Thus is a global minimizer of with value zero. Subtracting an affine function preserves convexity.
We must also justify using part (a) for , since its partial derivative can differ from that of . First show that condition (6) for a singleton block implies the full coordinate Lipschitz continuity estimate
If , choose in (6). If it is zero but , apply the same argument starting at and reverse the displacement. If both partial derivatives are zero, the estimate is immediate. The availability of all real in (6) justifies these choices.
Now , so differences of this partial derivative along coordinate lines are unchanged. Hence has the same coordinate Lipschitz continuity constant and satisfies the singleton version of (6). Apply part (a) to with step size :
Combining with its already established nonnegativity proves
The coordinate estimate survives subtraction of the supporting affine function. This is the step that allows the arbitrary comparison point to be exploited in part (c).
The supporting inequality in part 2(a) bounds below by an affine function plus a positive squared Euclidean norm, making it a coercive function. Its continuity gives a global minimizer , which is unique by strict convexity. Let , and . Here is the block size, so its role differs from the number of component functions in Question 2. Use randomized block coordinate descent with uniformly sampled blocks of size , independently at each update. Sampling uniformly from a fixed partition into equal-sized blocks gives the same calculation, since each coordinate has inclusion probability .
Let be a common upper bound on the block Lipschitz constants. Part (c) permits . With step size , part (a) gives
Summing squared partial derivatives according to their inclusion probabilities,
For a strongly convex function, part 2(a) also yields the strong convexity gradient inequality
Indeed, substitute into the supporting inequality and complete the square in : the expression is at least for every .
Combining the last three estimates gives a contraction in conditional expectation:
By the tower property and repeated application,
An optimization epoch counts coordinate partial derivative evaluations: it comprises block updates or one full gradient update. With sampling with replacement, an optimization epoch is this work measure; it need not visit every coordinate. Consequently the block method needs
to bring the expected objective function gap below , for , up to integer rounding.
For the steepest descent method, use a global Lipschitz gradient constant . Part (c) with the full block permits . The descent lemma with step size , together with the strong convexity gradient inequality, gives
An exact line search along the negative gradient does at least as well in objective function decrease per update. Ignoring its additional work, the resulting epoch complexity is
The common coordinate-based guarantees favour blocks by a factor in epochs. In fact, with the conservative constants and , both methods have the same guaranteed contraction per update, while a block update uses only coordinate partial derivatives.
This compares the bounds justified by the given constants. For a particular objective function, sharper constants give the comparison against ; an actual speedup of is not universal. Computing a block coordinate gradient also need not cost exactly of a full gradient evaluation. The epoch complexity comparison assumes that coordinate partial derivative counts are a useful measure of work, and does not itself establish a wall-clock comparison.
The function is continuously differentiable when all its first partial derivatives exist on and are continuous there. Equivalently, has a Fréchet derivative at every point and the map is continuous. For a scalar-valued function,
On the open domain, continuous first partial derivatives ensure that this linear expression is the total derivative.
Let . This is a linear map, hence smooth; composing it with the given function proves that is continuously differentiable by the chain rule. Write for the first partial derivatives, evaluated at . Then
Adding these identities gives
Geometrically, , so is constant along every line in the diagonal direction; its derivative in that direction must vanish.
The total derivative of at is a linear map satisfying
The gradient is the vector of partial derivatives, . When is totally differentiable, these partial derivatives exist and
Thus the derivative is a linear functional represented by the gradient under the Euclidean inner product. Existence of partial derivatives alone does not imply total differentiability.
For every , and . Consequently each of the three partial derivatives in the preceding gradient has absolute value below , so
The segment joining lies inside . The mean value theorem and Cauchy-Schwarz inequality therefore give
For both sides vanish. This proves the required Lipschitz continuity uniformly on the ball.
The total derivative of at is a linear map satisfying
The gradient is the vector of partial derivatives, . When is totally differentiable, these partial derivatives exist and
Thus the derivative is a linear functional represented by the gradient under the Euclidean inner product. Existence of partial derivatives alone does not imply total differentiability.
For every , and . Consequently each of the three partial derivatives in the preceding gradient has absolute value below , so
The segment joining lies inside . The mean value theorem and Cauchy-Schwarz inequality therefore give
For both sides vanish. This proves the required Lipschitz continuity uniformly on the ball.
The th partial derivative is . The directional derivative in direction is the same limit with in place of , using the specified vector rather than normalizing it. Differentiability means that there is a linear map with
For with , the difference quotient at the origin is , tending to zero. If , the function is identically zero on the directional line, again giving derivative zero. Thus every directional derivative exists and is zero.
Along the curved path , however, for , while . Hence the function is not continuous at the origin. Differentiability implies continuity, so it is not differentiable there either. Direction-by-direction limits alone do not control general approaches to a point.
Writing , the th partial derivative at is the vector limit
when it exists. The total derivative is a linear map satisfying
The Jacobian matrix has entries . If the total derivative exists, its matrix in the standard bases is precisely , because substitution of identifies every column. Existence of the partial derivatives alone does not in general imply existence of the total derivative.
The partial derivatives satisfy a global bound of in absolute value. For example,
because and ; the same argument applies to . Apply the one-dimensional mean value theorem first along a horizontal segment and then along a vertical segment:
Thus is Lipschitz with constant for the coordinate-sum norm.
The function is smooth, , and
At the origin both partial derivatives equal one. In particular, , so the implicit function theorem supplies a neighbourhood in which
In fact is smooth because is smooth.