The problem is whether the following statement is true:
If a sequence of differentiable functionsconverges pointwisely to a function f and if the derivatives
converges uniformly to a function g (say all convergence are on some open subset of
, for the conclusions are local anyway), then the limit f is differentiable and
.
When n = 1 this is a standard theorem in mathematical analysis (see e.g. Rudin's Principle of Mathematical Analysis). However, I have not seen this explicitly stated for higher dimensions in any book, and if one just copies say the proof in Rudin's book line-by-line, one only concludes that the directional derivatives of f exist in every possible direction everywhere. Since in higher dimensions this is not quite sufficient to conclude that f is differentiable, I struggled for a while on whether the result is true as stated. (By the way, the result is trivial if one assumes all
My friends and I finally managed to give a positive answer to the above question, and I thought I'd present the proof here. (The proof is just a simple variant of say the proof in Rudin.)
Suppose
It is easy to verify that
Since the uniform limit of a sequence of continuous functions is continuous, F is continuous at
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