【中山大学2023】
证明
令
$\displaystyle \varphi (h,k)=f(x_0+h,y_0+k)-f(x_0+h,y_0)-f(x_0,y_0+k)+f(x_0,y_0),$
$\displaystyle g(x)=f(x,y_0+k)-f(x,y_0),$
如此,由连续函数的中值定理,得
$\begin{align*}\varphi (h,k)&=g(x_0+h)-g(x_0)=g'(x_0+\theta _1h)h\\\\&=(\frac{\partial f}{\partial x}(x_0+\theta _1h,y_0+k)-\frac{\partial f}{\partial x}(x_0+\theta _1h,y_0))h\\\\&=\frac{\partial^2f}{\partial y\partial x}(x_0+\theta _1h,y_0+\theta _2k)hk.\end{align*}$
由偏导数可微性可知连续,所以有
$\displaystyle \underset{k\to0}{\lim_{h\to0}}\frac{\partial^2f}{\partial y\partial x}(x_0+\theta _1h,y_0+\theta _2k)hk=\frac{\partial^2f}{\partial y\partial x}(x_0,y_0).$
另一方面
$\displaystyle \lim_{k\to0}\frac{\varphi (h,k)}{hk}=\lim_{k\to0}\frac{1}{h}(\frac{f(x_0+h,y_0+k)-f(x_0+h,y_0)}{k}-\frac{f(x_0,y_0+k)-f(x_0,y_0)}{k})=\frac{1}{h}(\frac{\partial f}{\partial y}(x_0+h,y_0)-\frac{\partial f}{\partial y}(x_0,y_0)).$
同样,由偏导数可微性,可知有
$\displaystyle \lim_{h\to0}\frac{1}{h}(\frac{\partial f}{\partial y}(x_0+h,y_0)-\frac{\partial f}{\partial y}(x_0,y_0))=\frac{\partial^2f}{\partial y\partial x}(x_0,y_0).$
这说明
$\displaystyle \frac{\partial^2f}{\partial x\partial y}(x_0,y_0)=\frac{\partial^2f}{\partial y\partial x}(x_0,y_0).$