The total derivative of at is a linear map satisfyingThe gradient is the vector of partial derivatives, . When is totally differentiable, these partial derivatives exist andThus 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.
The denominator is positive on because . The quotient rule gives the gradientIn particular is continuously differentiable throughout .
The scalar-valued multivariable mean value theorem states that, if is differentiable on an open set containing the closed line segment from to , then for there exists such thatThis follows by applying the one-dimensional mean value theorem to on . The segment condition is necessary for this formulation on a possibly nonconvex domain.
For every , and . Consequently each of the three partial derivatives in the preceding gradient has absolute value below , soThe segment joining lies inside . The mean value theorem and Cauchy-Schwarz inequality therefore giveFor both sides vanish. This proves the required Lipschitz continuity uniformly on the ball.
A diffeomorphism is a bijection for which both and are continuously differentiable. If a higher regularity class is specified, both maps must belong to that class. In particular, a diffeomorphism is a homeomorphism, and the chain rule gives .
The inverse function theorem states: let be , with open, and suppose is invertible. Then there exist open neighbourhoods of and of such that is a diffeomorphism. Its inverse derivative satisfiesThe conclusion is local; invertibility of one Jacobian matrix does not assert global injectivity.
The map is on the open ball . Its Jacobian matrix isAt the origin and . The inverse function theorem therefore supplies the required open sets and , both containing zero, with a diffeomorphism. The explicit inverse formula on its image,also checks the local conclusion directly.
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