In mathematics, the symmetry of second derivatives (also called the equality of mixed partials) refers to the possibility under certain conditions (see below) of interchanging the order of taking partial derivatives of a function
of n variables. The symmetry is the assertion that the secondorder partial derivatives satisfy the identity
so that they form an n × n symmetric matrix, known as the function's Hessian matrix. This is sometimes known as Schwarz's theorem, Clairaut's theorem, or Young's theorem.^{[1]}^{[2]}
In the context of partial differential equations it is called the Schwarz integrability condition.
Formal expressions of symmetry
In symbols, the symmetry may be expressed as:
Another notation is:
In terms of composition of the differential operator D_{i} which takes the partial derivative with respect to x_{i}:
 .
From this relation it follows that the ring of differential operators with constant coefficients, generated by the D_{i}, is commutative; but this is only true as operators over a domain of sufficiently differentiable functions. It is easy to check the symmetry as applied to monomials, so that one can take polynomials in the x_{i} as a domain. In fact smooth functions are another valid domain.
History
The result on the equality of mixed partial derivatives under certain conditions has a long history. The list of unsuccessful proposed proofs started with Euler's, published in 1740, although already in 1721 Bernoulli had implicitly assumed the result with no formal justification.^{[3]}^{[4]} Clairaut also published a proposed proof in 1740, with no other attempts until the end of the 18th century. Starting then, for a period of 70 years, a number of incomplete proofs were proposed. The proof of Lagrange (1797) was improved by Cauchy (1823), but assumed the existence and continuity of the partial derivatives and .^{[5]} Other attempts were made by P. Blanchet (1841), Duhamel (1856), Sturm (1857), Schlömilch (1862), and Bertrand (1864). Finally in 1867 Lindelöf systematically analysed all the earlier flawed proofs and was able to exhibit a specific counterexample where mixed derivatives failed to be equal.^{[6]}^{[7]}
Six years after that, Schwarz succeeded in giving the first rigorous proof.^{[8]} Dini later contributed by finding more general conditions than those of Schwarz. Eventually a clean and more general version was found by Jordan in 1883 that is still the proof found in most textbooks. Minor variants of earlier proofs were published by Laurent (1885), Peano (1889 and 1893), J. Edwards (1892), P. Haag (1893), J. K. Whittemore (1898), Vivanti (1899) and Pierpont (1905). Further progress was made in 19071909 when E. W. Hobson and W. H. Young found proofs with weaker conditions than those of Schwarz and Dini. In 1918, Carathéodory gave a different proof based on the Lebesgue integral.^{[7]}
Theorem of Schwarz
In mathematical analysis, Schwarz's theorem (or Clairaut's theorem on equality of mixed partials)^{[9]} named after Alexis Clairaut and Hermann Schwarz, states that for a function defined on a set , if is a point such that some neighborhood of is contained in and has continuous second partial derivatives at the point , then
The partial derivatives of this function commute at that point.
One easy way to establish this theorem (in the case where , , and , which readily entails the result in general) is by applying Green's theorem to the gradient of
An elementary proof for functions on open subsets of the plane is as follows (by a simple reduction the general case for the theorem of Schwarz clearly reduces to the planar case).^{[10]} Let be a differentiable function on an open rectangle containing and suppose that is continuous with and both continuous. Define
These functions are defined for , where and .
By the mean value theorem, intermediate values can be found in with
Since , the first equality below can be divided by :
Letting tend to zero in the last equality, the continuity assumptions on and now imply that
This account is a straightforward classical method found in many text books, for example in Burkill, Apostol and Rudin.^{[11]}^{[12]}
Although the derivation above is elementary, the approach can also be viewed from a more conceptual perspective so that the result becomes more apparent.^{[13]}^{[14]}^{[15]}^{[16]}^{[17]} Indeed the difference operators commute and tend to as tends to 0, with a similar statement for second order operators.^{[18]} Here, for a vector in the plane and a directional vector, the difference operator is defined by
By the fundamental theorem of calculus for functions on an open interval with
Hence
 .
This is a generalized version of the mean value theorem. Recall that the elementary discussion on maxima or minima for realvalued functions implies that if is continuous on and differentiable on , then there is a point in such that
For vectorvalued functions with a finitedimensional normed space, there is no analogue of the equality above, indeed it fails. But since , the inequality above is a useful substitute. Moreover, using the pairing of the dual of with its dual norm, yields the following equality:
 .
These versions of the mean valued theorem are discussed in Rudin, Hörmander and elsewhere.^{[19]}^{[12]}
For a function on an open set in the plane, define and . Furthermore for set
 .
Then for in the open set, the generalized mean value theorem can be applied twice:
Thus tends to as tends to 0. The same argument shows that tends to . Hence, since the difference operators commute, so do the partial differential operators and , as claimed.^{[20]}^{[21]}^{[22]}^{[23]}^{[24]}
Remark. By two applications of the classical mean value theorem,
for some and in . Thus the first elementary proof can be reinterpreted using difference operators. Conversely, instead of using the generalized mean value theorem in the second proof, the classical mean valued theorem could be used.
Proof of Clairaut's theorem using iterated integrals
The properties of repeated Riemann integrals of a continuous function F on a compact rectangle [a,b] × [c,d] are easily established.^{[25]} The uniform continuity of F implies immediately that the functions and are continuous.^{[26]} It follows that
 ;
moreover it is immediate that the iterated integral is positive if F is positive.^{[27]} The equality above is a simple case of Fubini's theorem, involving no measure theory. Titchmarsh (1939) proves it in a straightforward way using Riemann approximating sums corresponding to subdivisions of a rectangle into smaller rectangles.
To prove Clairaut's theorem, assume f is a differentiable function on an open set U, for which the mixed second partial derivatives f_{yx} and f_{xy} exist and are continuous. Using the fundamental theorem of calculus twice,
Similarly
The two iterated integrals are therefore equal. On the other hand, since f_{xy}(x,y) is continuous, the second iterated integral can be performed by first integrating over x and then afterwards over y. But then the iterated integral of f_{yx} − f_{xy} on [a,b] × [c,d] must vanish. However, if the iterated integral of a continuous function function F vanishes for all rectangles, then F must be identically zero; for otherwise F or −F would be strictly positive at some point and therefore by continuity on a rectangle, which is not possible. Hence f_{yx} − f_{xy} must vanish identically, so that f_{yx} = f_{xy} everywhere.^{[28]}^{[29]}^{[30]}^{[31]}^{[32]}
Sufficiency of twicedifferentiability
A weaker condition than the continuity of second partial derivatives (which is implied by the latter) which suffices to ensure symmetry is that all partial derivatives are themselves differentiable.^{[33]} Another strengthening of the theorem, in which existence of the permuted mixed partial is asserted, was provided by Peano in a short 1890 note on Mathesis:
 If is defined on an open set ; and exist everywhere on ; is continuous at , and if exists in a neighborhood of , then exists at and .^{[34]}
Distribution theory formulation
The theory of distributions (generalized functions) eliminates analytic problems with the symmetry. The derivative of an integrable function can always be defined as a distribution, and symmetry of mixed partial derivatives always holds as an equality of distributions. The use of formal integration by parts to define differentiation of distributions puts the symmetry question back onto the test functions, which are smooth and certainly satisfy this symmetry. In more detail (where f is a distribution, written as an operator on test functions, and φ is a test function),
Another approach, which defines the Fourier transform of a function, is to note that on such transforms partial derivatives become multiplication operators that commute much more obviously.^{[18]}
Requirement of continuity
The symmetry may be broken if the function fails to have differentiable partial derivatives, which is possible if Clairaut's theorem is not satisfied (the second partial derivatives are not continuous).
An example of nonsymmetry is the function (due to Peano)^{[35]}^{[36]}

(1)
This can be visualized by the polar form ; it is everywhere continuous, but its derivatives at (0, 0) cannot be computed algebraically. Rather, the limit of difference quotients shows that , so the graph has a horizontal tangent plane at (0, 0), and the partial derivatives exist and are everywhere continuous. However, the second partial derivatives are not continuous at (0, 0), and the symmetry fails. In fact, along the xaxis the yderivative is , and so:
In contrast, along the yaxis the xderivative , and so . That is, at (0, 0), although the mixed partial derivatives do exist, and at every other point the symmetry does hold.
The above function, written in a cylindrical coordinate system, can be expressed as
showing that the function oscillates four times when traveling once around an arbitrarily small loop containing the origin. Intuitively, therefore, the local behavior of the function at (0, 0) cannot be described as a quadratic form, and the Hessian matrix thus fails to be symmetric.
In general, the interchange of limiting operations need not commute. Given two variables near (0, 0) and two limiting processes on
corresponding to making h → 0 first, and to making k → 0 first. It can matter, looking at the firstorder terms, which is applied first. This leads to the construction of pathological examples in which second derivatives are nonsymmetric. This kind of example belongs to the theory of real analysis where the pointwise value of functions matters. When viewed as a distribution the second partial derivative's values can be changed at an arbitrary set of points as long as this has Lebesgue measure 0. Since in the example the Hessian is symmetric everywhere except (0, 0), there is no contradiction with the fact that the Hessian, viewed as a Schwartz distribution, is symmetric.
In Lie theory
Consider the firstorder differential operators D_{i} to be infinitesimal operators on Euclidean space. That is, D_{i} in a sense generates the oneparameter group of translations parallel to the x_{i}axis. These groups commute with each other, and therefore the infinitesimal generators do also; the Lie bracket
 [D_{i}, D_{j}] = 0
is this property's reflection. In other words, the Lie derivative of one coordinate with respect to another is zero.
Application to differential forms
The ClairautSchwarz theorem is the key fact needed to prove that for every (or at least twice differentiable) differential form , the second exterior derivative vanishes: . This implies that every differentiable exact form (i.e., a form such that for some form ) is closed (i.e., ), since .^{[37]}
In the middle of the 18th century, the theory of differential forms was first studied in the simplest case of 1forms in the plane, i.e. , where and are functions in the plane. The study of 1forms and the differentials of functions began with Clairaut's papers in 1739 and 1740. At that stage his investigations were interpreted as ways of solving ordinary differential equations. Formally Clairaut showed that a 1form on an open rectangle is closed, i.e. , if and only has the form for some function in the disk. The solution for can be written by Cauchy's integral formula
while if , the closed property is the identity . (In modern language this is one version of the Poincaré lemma.)^{[38]}
Notes
 ^ "Young's Theorem" (PDF). Archived from the original (PDF) on May 18, 2006. Retrieved 20150102.
 ^ Allen, R. G. D. (1964). Mathematical Analysis for Economists. New York: St. Martin's Press. pp. 300–305. ISBN 9781443725224.
 ^ Sandifer, C. Edward (2007), "Mixed derivatives are equal", The Early Mathematics of Leonard Euler, Vol. 1, Mathematics Association of America, pp. 142–147, ISBN 9780883855591, footnote: Comm.Acad.Sci.Imp.Petropol. 7 (1734/1735) 1740, 174189, 180183; Opera Omnia, 1.22, 3456.
 ^ The Euler Archive, maintained by the University of the Pacific.
 ^ Minguzzi, E. (2015). "The equality of mixed partial derivatives under weak differentiability conditions". Real Analysis Exchange. 40: 81–98. arXiv:1309.5841. doi:10.14321/realanalexch.40.1.0081. S2CID 119315951.
 ^ Lindelöf 1867
 ^ ^{a} ^{b} Higgins, Thomas James (1940). "A note on the history of mixed partial derivatives". Scripta Mathematica. 7: 59–62. Archived from the original on 20170419. Retrieved 19 April 2017.
 ^ Schwarz 1873
 ^ James, R. C. (1966). Advanced Calculus. Belmont, CA: Wadsworth.
 ^ Burkill 1962, pp. 154–155
 ^ Apostol 1965
 ^ ^{a} ^{b} Rudin 1976 harvnb error: multiple targets (2×): CITEREFRudin1976 (help)
 ^ Hörmander 2015, pp. 7,11. This condensed account is possibly the shortest.
 ^ Dieudonné 1960, pp. 179–180
 ^ Godement 1998b, pp. 287–289
 ^ Lang 1969, pp. 108–111
 ^ Cartan 1971, pp. 64–67
 ^ ^{a} ^{b} These can also be rephrased in terms of the action of operators on Schwartz functions on the plane. Under Fourier transform, the difference and differential operators are just multiplication operators. See Hörmander (2015), Chapter VII.
 ^ Hörmander 2015, p. 6
 ^ Hörmander 2015, p. 11
 ^ Dieudonné 1960
 ^ Godement 1998a
 ^ Lang 1969
 ^ Cartan 1971
 ^ Titchmarsh 1939
 ^ Titchmarsh 1939, pp. 23–25
 ^ Titchmarsh 1938, pp. 49–50
 ^ Spivak 1965, p. 61
 ^ McGrath 2014
 ^ Marshall 2010. See Donald E. Marshall's note
 ^ Aksoy & Martelli 2002
 ^ Axler, Sheldon (2020), Measure, integration & real analysis, Graduate Texts in Mathematics, 282, Springer, pp. 142–143, ISBN 9783030331436
 ^ Hubbard, John; Hubbard, Barbara. Vector Calculus, Linear Algebra and Differential Forms (5th ed.). Matrix Editions. pp. 732–733.
 ^ Rudin, Walter (1976). Principles of Mathematical Analysis. New York: McGrawHill. pp. 235–236. ISBN 007054235X.
 ^ Hobson 1921, pp. 403–404
 ^ Apostol 1974, pp. 358–359
 ^ Tu, Loring W. (2010). An Introduction to Manifolds (2nd ed.). New York: Springer. ISBN 9781441973993.
 ^ Katz 1981
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 Clairaut, A. C. (1739), "Recherches générales sur le calcul intégral", Mémoires de l'Académie Royale des Sciences: 425–436
 Clairaut, A. C. (1740), "Sur l'integration ou la construction des equations différentielles du premier ordre", Mémoires de l'Académie Royale des Sciences, 2: 293–323
 Dieudonné, J. (1937), "Sur les fonctions continues numérique définies dans une produit de deux espaces compacts", Comptes Rendus de l'Académie des Sciences de Paris, 205: 593–595
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 Nachbin, Leopoldo (1965), Elements of approximation theory, Notas de Matemática, 33, Rio de Janeiro: Fascículo publicado pelo Instituto de Matemática Pura e Aplicada do Conselho Nacional de Pesquisas
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 Spivak, Michael (1965), Calculus on manifolds. A modern approach to classical theorems of advanced calculus, W. A. Benjamin
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Further reading
 "Partial derivative", Encyclopedia of Mathematics, EMS Press, 2001 [1994]