Monday, 6 July 2009

real analysis - Rolle's theorem in n dimensions

EDIT: The following solution is incomplete. We need to make sure that if Fprimeleft(tright), Fprimeprimeleft(tright), ..., Fleft(n1right)left(tright) are linearly dependent vectors for every t, then the coordinate functions of Fprime are linearly dependent on a sufficiently small interval. This follows from Wronskian considerations if the coordinate functions of Fprime are sufficiently nice (i. e., locally real-analytic), so this solves the problem for this nice class of functions, but I can't use this ansatz further.



"SOLUTION".



IMPORTANT: I consider F to be a map from S1 to mathbbRn, because a map from an interval with equal values at the ends is the same as a map from the circle. I will assume continuity of Fprime (yes, this includes the two endpoints of the interval which I have glued together). So I don't claim I have 100% solved the original problem.



I will say that an n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n is in counterclockwise position if there is an orientation-preserving map Phi:S1toleft[0,1right], continuous except at one point, such that Phileft(t1right)<Phileft(t2right)<...<Phileft(tnright). I need the following intuitively obvious fact:



(1) If an n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n is in counterclockwise position, and an n-tuple of distinct points left(s1,s2,...,snright)inleft(S1right)n is in counterclockwise position as well, then there exists a smooth way to move the points t1, t2, ..., tn along S1 such that they occupy the places of s1, s2, ..., sn at the end, and such that they stay distinct at any time during the process.



I could formalize this if anyone asks me to.



As a consequence of (1) and the intermediate value theorem (the usual one, for functions mathbbRtomathbbR), we have:



(2) If an n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n is in counterclockwise position, and an n-tuple of distinct points left(s1,s2,...,snright)inleft(S1right)n is in counterclockwise position as well, and R:left(S1right)ntomathbbR is a continuous map that never takes the value 0 on n-tuples of distinct points, then the reals Rleft(t1,t2,...,tnright) and Rleft(s1,s2,...,snright) have the same sign.



In other words,



(3) If R:left(S1right)ntomathbbR is a continuous map that never takes the value 0 on n-tuples of distinct points, then for any n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n in counterclockwise position, the real Rleft(t1,t2,...,tnright) has the same sign.



Now, let's solve the problem: Assume that the assertion is wrong, and thus Fprimeleft(t1right), Fprimeleft(t2right), ..., Fprimeleft(tnright) are linearly independent for any n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n. Then, applying (3) to the continuous map



R:left(S1right)ntomathbbR,
left(t1,t2,...,tnright)mapstodetleft(Fprimeleft(t1right),Fprimeleft(t2right),...,Fprimeleft(tnright)right),



we obtain that:



(4) For any n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n in counterclockwise position, the real detleft(Fprimeleft(t1right),Fprimeleft(t2right),...,Fprimeleft(tnright)right) has the same sign.



Let's WLOG say that it is positive all the time (if its negative, just rewrite the proof with negative instead of positive...), i. e. we have:



(5) For any n-tuple of distinct points left(t1,t2,...,tnright)inleft(S1right)n in counterclockwise position, the real detleft(Fprimeleft(t1right),Fprimeleft(t2right),...,Fprimeleft(tnright)right) is positive.



Now, move t2, t3, ..., tn1 (not tn) closer and closer to t1 (while keeping the counterclockwise position, of course), while keeping t1 and tn fixed. Then, detleft(Fprimeleft(t1right),Fprimeleft(t2right),...,Fprimeleft(tnright)right) tends to detleft(Fprimeleft(t1right),Fprimeprimeleft(t1right),...,Fleft(n1right)left(t1right),Fprimeleft(tnright)right). So, we get:



(5) For any pair of distinct points left(t1,tnright)inleft(S1right)2 in counterclockwise position, the real detleft(Fprimeleft(t1right),Fprimeprimeleft(t1right),...,Fleft(n1right)left(t1right),Fprimeleft(tnright)right) is nonnegative.



Notice how "positive" became "nonnegative" due to the limiting process (the limit of positive reals needs not be positive, but is always nonnegative).



Now, any pair of distinct points on S1 is in counterclockwise position (and in clockwise position, too), so (5) can be simply rewritten as follows:



(6) For any pair of distinct points left(t,sright)inleft(S1right)2, the real detleft(Fprimeleft(tright),Fprimeprimeleft(tright),...,Fleft(n1right)left(tright),Fprimeleft(sright)right) is nonnegative.



We can drop the "distinct" in (6), as well, because for s=t, the real is simply 0. So we have:



(7) For any pair of points left(t,sright)inleft(S1right)2, the real detleft(Fprimeleft(tright),Fprimeprimeleft(tright),...,Fleft(n1right)left(tright),Fprimeleft(sright)right) is nonnegative.



But if we fix t and integrate detleft(Fprimeleft(tright),Fprimeprimeleft(tright),...,Fleft(n1right)left(tright),Fprimeleft(sright)right) over sinS1, we must get zero (because detleft(Fprimeleft(tright),Fprimeprimeleft(tright),...,Fleft(n1right)left(tright),Fprimeleft(sright)right) is linear in Fprimeleft(sright), and the integral of Fprimeleft(sright) over S1 is zero). The integral of a continuous nonnegative function is zero only if the function itself is identically zero. Thus, detleft(Fprimeleft(tright),Fprimeprimeleft(tright),...,Fleft(n1right)left(tright),Fprimeleft(sright)right) for all sinS1. This means that Fprimeleft(sright) lies in a fixed hyperplane for all sinS1. Now, taking ANY n points t1, t2, ..., tn on S1, we get linearly dependent vectors Fprimeleft(t1right), Fprimeleft(t2right), ..., Fprimeleft(tnright), and this is of course a contradiction!



Or do we?

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