The Implicit Function Theorem
Theorem : Let E, F, G be three Banach spaces, A ⊂ E × F an open and f : A 7−→ G a C 1
map. If (x0 , y0 ) ∈ A such that f (x0 , y0 ) = 0 and D2 f (x0 , y0 ) ∈ Isom(F, G), then there exists
an open U0 ⊂ E and a map u : U0 7−→ F with the properties
(1) x0 ∈ U0 and u(x0 ) = y0 ,
(2) (∀x ∈ U0 ) (x, u(x)) ∈ A and f (x, u(x)) = 0 ,
−1
(3) u is of class C 1 and Du(x) = − D2 f (x, u(x))
◦ D1 f (x, u(x)), for all x ∈ U0 .
Moreover, if U is an open connected set that satisfies x0 ∈ U ⊂ U0 and if v : U 7−→ F is a
continuous map and satisfies
(4) v(x0 ) = y0 ,
(5) (∀x ∈ U ) (x, v(x)) ∈ A and f (x, v(x)) = 0 ,
then v = u.
Remark : If f is of class C n then so is u.
If f is of class C ∞ then so is u.
Proof : Let T0 = D2 f (x0 , y0 ) and set g(x, y) = y−T0−1 f (x, y) and h(t, s) = g(x0 +t, y0 +s)−y0 .
The function h is defined near (0, 0) since A is open. Notice that g(x, y) = y ⇐⇒ f (x, y) = 0.
The map D2 f is continuous at (x0 , y0 ) and x 7−→ T0−1 f (x, y0 ) is continuous at x0 . Then there
exist α0 > 0 and β > 0 for which
1
kx − x0 k < α0 and ky − y0 k < β =⇒ kD2 f (x, y) − D2 f (x0 , y0 )k ≤
2kT0−1 k
β
and there exists γ > 0 for which kx − x0 k < γ =⇒ kT0−1 f (x, y0 )k < .
2
Set α = min(α0 , γ).
1 −1 β
For kx−x0 k < α and ky−y0 k < β we have kD2 f (x, y)−T0 k ≤ −1 and kT0 f (x, y0 )k < 2 .
2kT0 k
Let x be fixed and such that kx − x0 k < α, the function θx (y) = f (x, y) − T0 y is differentiable
near y0 and we have Dθx (y) = D2 f (x, y) − T0 .
1
If ky1 − y0 k < β and ky2 − y0 k < β then kf (x, y1 ) − f (x, y2 ) − T0 (y1 − y2 )k ≤ ky1 − y2 k.
2kT0−1 k
1
Then
1 1
ky1 − y2 − T0−1 f (x, y1 ) + T0−1 f (x, y2 )k ≤ ky1 − y2 k, i.e. kg(x, y1 ) − g(x, y2 )k ≤ ky1 − y2 k.
2 2
β
But g(x, y0 ) − y0 = −T0−1 f (x, y0 ) then kg(x, y0 ) − y0 k <
.
2
Then for every t ∈ B(0, α) and every s1 , s2 ∈ B(0, β) we have
1 1
kh(t, s1 )−h(t, s2 )k = kg(x0 +t, y0 +s1 )−y0 −g(x0 +t, y0 +s2 )+y0 k ≤ ky0 +s1 −y0 −s2 k = ks1 −s2 k
2 2
1
and kh(t, 0)k = kg(x0 + t, y0 ) − y0 k < β.
2
Then there exists a unique continuous map w : B(0, α) 7−→ B(0, β) for which w(t) = h(t, w(t)),
for all t ∈ B(0, α).
Consider u(x) = y0 + w(x − x0 ) ∈ B(y0 , β), for all x ∈ B(x0 , α). We have
h(x − x0 , w(x − x0 )) = w(x − x0 ) then g(x, y0 + w(x − x0 )) − y0 = u(x) − y0 ,
i.e. g(x, u(x)) = u(x) hence f (x, u(x)) = 0, for all x ∈ U0 = B(x0 , α).
On the other hand, we have u(x0 ) = y0 + w(0). Let us show that w(0) = 0.
Indeed, we have h(0, 0) = g(x0 , y0 ) − y0 = y0 − T0−1 f (x0 , y0 ) − y0 = −T0−1 0 = 0, then
1
kw(0)k = kh(0, w(0))k = kh(0, w(0)) − h(0, 0)k ≤ 2 kw(0)k, therefore w(0) = 0 and conse-
quently u(x0 ) = y0 .
In the sequel we can assume that D2 f (x, u(x)) ∈ Isom(F, G) for all x ∈ U0 . Indeed, consider
the mapping θ(x) = D2 f (x, u(x)),
θ : U0 7−→ U0 × B(y0 , β) ⊂ A 7−→ L(F, G)
x 7−→ (x, u(x))
(x, y) 7−→ D2 f (x, y)
So θ(x0 ) = T0 ∈ Isom(F, G). The mapping θ is continuous, then θ−1 (Isom(F, G)) 3 x0 is
open. Replace U0 by θ−1 (Isom(F, G)).
Let x, x + s ∈ U0 , so we have f (x, u(x)) = f (x + s, u(x + s)) = 0. Then ∀ε > 0, ∃r0 > 0
such that
ksk ≤ r0 and ktk ≤ r0 =⇒ kf (x+s, u(x)+t)−f (x, u(x))−D1 f (x, u(x))s−D2 f (x, u(x))tk ≤ ε(ktk+ksk).
2
Since u is continuous at x, for r0 > 0, there exists r00 > 0 such that
ksk ≤ r00 =⇒ ku(x + s) − u(x)k ≤ r0 .
For ksk ≤ r = min(r0 , r00 ) > 0, we have ku(x + s) − u(x)k ≤ r0 and ksk ≤ r0 .
Set t = u(x + s) − u(x), we have :
f (x + s, u(x + s)) − f (x, u(x)) − D1 f (x, u(x))s − D2 f (x, u(x))t
−1
= −D1 f (x, u(x))s − D2 f (x, u(x))t = −D2 f (x, u(x)) D2 f (x, u(x)) D1 f (x, u(x))s + t .
Then
−1 −1
D2 f (x, u(x)) D1 f (x, u(x))s + t ≤ D2 f (x, u(x)) ε(ksk + ktk).
−1
Call a = 2 D2 f (x, u(x)) ◦ D1 f (x, u(x)) + 1 > 0.
1 −1 1
If 0 < ε ≤ −1 we get D2 f (x, u(x)) D1 f (x, u(x))s + t ≤ 2 (ksk + ktk)
2 D2 f (x, u(x))
−1 1
and ktk − D2 f (x, u(x)) D1 f (x, u(x))s ≤ (ksk + ktk). Then
2
−1 1
ktk − D2 f (x, u(x)) D1 f (x, u(x))s ≤ (ksk + ktk).
2
−1 a−1
Since D2 f (x, u(x)) D1 f (x, u(x))s ≤ ksk then
2
a−1 −1
− ksk ≤ − D2 f (x, u(x)) D1 f (x, u(x))s .
2
a−1 1
Therefore ktk − ksk ≤ (ksk + ktk) =⇒ ktk ≤ aksk.
2 2
Finally,
−1 −1
t + D2 f (x, u(x)) D1 f (x, u(x))s ≤ εksk(1 + a) D2 f (x, u(x)) , then
−1
Du(x) = − D2 f (x, u(x)) ◦ D1 f (x, u(x)) ∈ L(E, F ).