LOCAL INVERSION FOR DIFFERENTIABLE

FUNCTIONS AND THE DARBOUX PROPERTY

JEAN SAINT RAYMOND

Abstract. The main goal of this paper is to prove that the classical
theorem of local inversion for / ' functions extends in finite dimension to
everywhere differentiable functions. As usual, a theorem of implicit functions
can be deduced from this "Local Inversion Theorem". The deepest part of the
local inversion theorem consists of showing that a differentiable function with
non-vanishing Jacobian determinant is locally one-to-one. In turn, this fact
allows one to extend the Darboux property of derivative functions on R (the
range of the derivative is an interval) to the Jacobian function Dfof a differen-
tiable function, under the condition that this Jacobian function does not
vanish. It is also proved that these results are no longer true in infinite dimen-
sion. These results should be known in whole or part, but references to a
complete proof could not be found.

The main result of this paper is the following theorem, which answers a
question raised about lectures on Differential Calculus "What about the classi-
cal Theorem of Local Inversion if the function is not assumed to be / ' but
only differentiable?"
I am grateful to D. Preiss, who pointed out to me that the theorem of local
inversion was already contained in papers about light and open maps by M.
Cristea (see [3] and [4]), even with exceptional sets. Unfortunately these papers
refer to the deep theory of discrete and open mappings (see also [5] and [6]),
and in order to employ this theory some preliminary steps are needed. I was
not able to find a complete analytic proof of the result in the literature, even
in the simple case where the function is everywhere differentiable with non-
zero Jacobian determinant. It is why I give the following proof, which is quite
elementary. It could be useful to people who need such a proof to get a com-
plete new proof of this theorem and a counterexample for the infinite-dimen-
sional case.
It is an old and well-known result that a derivable real valued function on
a real interval possesses the Darboux property (its range over any subinterval
is an interval), and even has a connected graph in the plane. We prove here
that this extends for the Jacobian determinant of a differentiable function from
a connected open subset of IR" to R", under the additional assumption that its
Jacobian determinant does not vanish, and show by a counterexample that
this extra hypothesis is necessary even for n — 2.
Whenever E and F are Banach spaces and T is a linear mapping from E to
F, we denote by Th the image of an element h of E under T. In particular, if

[MATHEMATIKA, 49 (2002), 141-158]

142 J. S. RAYMOND

/: E—>F is differentiable at some point xeE, we use the notation f'(x)h for the
image of hsE under the differential of/at x.

THEOREM 1. Let Q be an open subset ofU" and fa differentiable function

from Q to W. Assume that the Jacobian determinant off does not vanish on Q.
Then, for every point x of Q, there are an open neighbourhood V of x and an
open neighbourhood Woff{x) such that f is a homeomorphism from V onto W
and that / " ' is differentiable on W.

We equip the space W with the euclidean norm. In all the sequel we denote,
for r>0, B(a, r) (resp. B(a, r), S(a, r)) the open ball (resp. the closed ball, the
sphere) with centre a and radius r. In the following Lemmas and Corollaries
2-11, we assume that the mapping / is as in Theorem 1.

LEMMA 2. For every x in Q, one can define a p(x) > 0 and a 8(x) > 0 such
that
(0 B(x,p(x))czn,
(ii) for all x'eB(x,p(x)), one has \\f(x') -/Mil^8{x)\\x' -x\\.

Proof. Let 8{x) = l/2||/'(Xf'|| and e>0 be such that e<5(x). Since/is
differentiable at x, there exists a p>0 such that B(x,p)a£l and

If \\x' - x\\ < p, then one has

\\f(x') -f{x) || s* \\f\x){x' -x)\\- \\f{x') -f(x) -f(x)(x' -x)
1
dl'll ll'll

and this completes the proof. •

The previous inequality allows one to prove easily that/is open, using for
0 «£ r «£ p(x) the index of the mapping Hr denned from Sn -, to Sn _, by
ru}-f(x)
\\f(x + ru)-f(x
Hr(u) =
f'(x)u ifr =

But in order to show later that/is locally one-to-one, we give another proof
which uses the differentiability of/

LEMMA 3. Let U be a bounded open set whose closure is contained in Q

and V a connected open subset of W. Assume that Kn/'(t/)^0 and that
VnfidU) = 0. Then Vczf(U).

Proof. Since V is connected, it is enough to show that the non-empty set

f{U)nV is clopen in V to prove that f(U)nV= V, which means that
 LOCAL INVERSION FOR DIFFERENTIABLE FUNCTIONS 143

Vczf(U). For this we shall show that the boundary of Vnf(U) in Kis empty.
Assume for contradiction that b*e Fn3(/({/)); since b*e V, there exists
some n > 0 such that B(b*,2r})^V, hence such that B(b*,2r})nf(dU) = 0,
and, since b*ef(U), there exists some x e U such that/(x)e 5(6*,n). Then, if
beB{b*,rj), we put, for z e Q ,
<ph{z) = \\f(z)-b\\2.
Since the mapping u >-* ||M||2 is / ', it is clear that (pb is differentiable. Moreover,
the differential of <p,, at z is the mapping

and (p'h(z) is a zero mapping only \ff(z)-b is orthogonal to the range of

/'(-"), and thus iff(z) = b since one assumes that f'(z) is an isomorphism for
all r e Q .
Since U is compact in Q., the continuous function (ph attains its minimum
over U at some point z*, which cannot belong to dU, since, for all zedU,

It follows that z* belongs to U, and thus that z* is a critical point of (pb this
means/(z*) = b, and hence bsf(U).
We conclude that B(b*,7])<^f(U)nV, and this shows that b* does not
belong to the boundary of/(£/)n V, in contradiction with the choice of b*. O

LEMMA 4. The function f is open.

Proof. Let x e Q . We shall show that, if r^p(x), then we have

f(B(x,r))^B(f(x),S(x)r). Let U=B(x,r) and K= £(/(*), 5(x)r). Since
7=£p(.v), L/ is compact in Q. We have/(jc)e/(£/)n ^ and, following Lemma
2. f(dU)nB(f(x), d(x)r) = 0 . It follows by Lemma 3 that/(£/)=> F. D

LEMMA 5. Let A G Q and £ > 0 . There exists r^p(x) such that, if

N/1 -./'(.v)| <r, then
+/'(x)- | (& -/(x)), e||Z> -/(x)||).

/•roo/'. Let - efi(x,p(x)) such that b =f(z). We have

b=f(x)+f'(x)(z-x) + i1(z)
where n(z) = o(r - x). Thus
f\x)-\b -f{x)) = z-x +f'(xylri(z),
and hence

11= " (X +/'(*)-' (b -/(X)))|| ^ II/'W-'H ||7J(Z) || -

2<3(x)
There exists ri > 0 such that, if ||z - x|| < rx, then we have
144 J. S. RAYMOND

and, if r=8(x)r\, then we have ||z-jc||<ri whenever zeB(x,p(x))nf~l(b))

and ||6-/(x)||<r; thus

and
\\z - (x +f\xy\b -/(x)))|| < e\\b -f(x)||,
and this shows that every point of/~'(A)n.6(x,p(x)) belongs to the ball with
centre x+f'ix)'\b -/(x)) and radius e||Z> -f(x)\\ when \\b -f(x)\\ <r. D

COROLLARY 6. If jis one-to-one on the open set t/cQ, then f is a homeo-

morphism from Uonto the open setf(U), and, for all x in U,f"] is differentiable
at f{x), with differential f\xyl.

LEMMA 7. Let a e Q and beW. If | | / ( a ) - 6 | | = r\ >0, then there exist

he U", A > 0, t0 > 0 and a connected component U off'\Bib, r\)) such that
\\u-h\\^X and Q<t<to=S'a-tueU.
In particular, ae U.

Proof. Since f\a) is invertible, there exists h such that f'(a)h =f{a) -b. If
q>h denotes the function z >->||/(z)-6|| 2 , then we have (p'(a)h =
2{fia)-b,f'ia)h) = 2rf. There exist A>0 such that |w — /i|| «= A implies that
(plia)u» J]2, and j3 >0 such that

\\z -a\\ < p =$ |<p6(z) - <phia) - (p'bia)iz-a)\ < 2(u^ X Wz ~a\l

If

to= ..,,; ., forO<?<f 0 and | | H -

11*11 A
then we have

and
2 11 11

(p'h(a)h + (p'hia). (M - A) + —

which shows that fia- tu)sB(b, 77). Further, since f~\Bib, 77)) contains the
connected set C= {<2-ta:0</<? 0 and ||«-/z||=sA}, there exists a connected
component U of/"'(5(i, 77)) which contains C. Then clearly a is in the closure
of C, and hence of U. O
 LOCAL INVERSION FOR D1FFERENTIABLE FUNCTIONS 145

LEMMA 8. Let U be a connected component off\B(b, T])). Assume that

UczQ, a lies in the boundary of U and W is a neighbourhood of a. Then
f(Un W) is a neighbourhood off{a) in B(b, Tj).

Proof. Let r<p(a) be such that B(a,r)aW, and put V= B(b,rj)n

B(f(a), 8(a)r). The open set V is convex, and hence connected. Since as U,
there exist points of U in f\B(f{a),8{a)r)), which shows that
f(B(a, r)n C/)n V± 0. Finally if z lies in the boundary of B{a, r)n U, we have
• either \\z -a\\ = r, whence ||/(z) -f(a)\\s*8(a)r and/(z) i V,
• or z&dU, whence f(z)eS(b, 77) and/(z)e V.
We deduce that Vnf(d(B(a, r)n [/)) = 0 . Then it follows from Lemma 3
that V(zf(B(a, r)n U)aj\Wn U). •

LEMMA 9. For eoery ft, ?/ze set f~1(b)r~)B(x, p(x)) is finite.

Proof. This set is compact, since f~l(b) is closed. Moreover, Lemma 2

shows that every point z of/"1 (A) is isolated, since/~'(ft)n5(z, p(z)) = {z}. •

LEMMA 10. Assume that 0<p* <p, ?/;ar ||/(z)-w||3=5p ;/||z-x|| = p

that f(B(x, p*))<zB{w, Sp/3). Then f is one-to-one on B(x, p*).

Proof Assume for contradiction that there exist two distinct points zx and
z2 of B(x, p*) such that ft =f(z]) =/(z2). Denote by ^ the set of connected
compact subsets of B(x, p*) containing both z, and z2. It is compact when
equipped with Hausdorff metric, and non-empty since B(x, p*)e // . The non-
negative function O defined on # by
(D(r) = sup||/(z)-ft|| 2

is continuous, and cannot vanish because a compact connected set containing

several points cannot be finite, and hence cannot be contained in/^(ft). Thus
?72= inf ©(70 >0,

and this minimum is attained. Let A^E P be such that ©(AT) = rj2. Then

Let U be a connected component of f~'(B(b, rj)) which meets B(x,p).

Then (7cO. Indeed, if zsB(x, p*), one has

thus

If ze t/, one has

146 J. S. RAYMOND

from which we deduce that UnS(x, p) = 0, since \\f\z)-w\\^8p for all

z of S(x,p). Further, since U is connected, one has UaB(x,p). and thus

Since U±0, we have f(U)nB(b, i})±0. Moreover,f(dU)cS(b, 77). Then

Lemma 3 applied to V'— B(b,r\) shows that beVczf(U), and hence that

Since each connected component off~l(B(b, 77)) meeting B(x, p) also meets
f~\b), there are finitely many such connected components. If / / denotes the
set of these connected components, which are all open, it follows from Lemma
7 that every point of K belongs to the closure of some element of//. Since the
connected compact set K is finitely covered by the closed sets (Kr\ U)L-£,.
these sets cannot all be disjoint. Hence there exists aeK such that
//\ = {Ue//: asK nU} contains several elements. If a did belong to some
Ue//[, it could not belong to the closure of another U'e//, since, if not.
Ur\ U' would be non-empty and we would get U = W. Hence || /'(«) -b\\ = r\.
It follows from Lemma 7 that there exist h, A, t0 and UQe//[ such that L\,
contains C= {a-tu: 0 < t< tQ and | | M - / ; | | = S A } . But, since //j has several
elements, there exists some U\ * Uo in //x.
We deduce from Lemma 8 that, for 1 > 0 small enough, the point
y, — f(a) + t(b - f(a)) has a pre-image z, in C/iO5(a, p(a)), and from Lemma 5
that
\\z,-{a + th)\\ = o{t).
Thus, if t > 0 is chosen small enough in order to satisfy ||r, - (a + th)\\ < Xt, we
get

V=ZL—-eB(h, A),

hence z,sCczU0, which shows that Uor\U,^=0, in contradiction with

Uo# Ui, since they are connected components off~'(B(b, 77)).
This contradiction completes the proof. IZ

COROLLARY 11. The function f is one-to-one on a neighbourhood of.x.

Proof. It is enough to take w =/(x), p = p(x) and 8= 8(x) in the previous

lemma, and one can find some p * > 0 such that f(B(x, p*))a
B(f(x),8(x)p(x)/3). L

Proof of Theorem 1. The above corollary shows that every point .\ of Q.

has a neighbourhood V on which/is one-to-one. Corollary 6 shows t h a t / i s
a homeomorphism from Fonto the open set W—f{V), and that / ' is differen-
t i a t e on W. C

It is also possible, with the methods used above, to prove a theorem of

implicit functions.

THEOREM 12. Let E be a Banach space, Q. an open subset of Ex U" and F

a differentiable function from fi to W. Assume that F vanishes at the point
 LOCAL INVERSION FOR DIFFERENTIABLE FUNCTIONS 147

(Ao.Vo) of LI and that (dF/dy)(x, y) is invertible for all (x, y) of H. Then there
exist a neighbourhood W ofy0 in U", a neighbourhood U ofx0 in E and a differen-
tiable Junction y from W to U such that Ux WczQ. and
F(.\\ >•) = () <=>x= y(y)

holds for (x, v ) e U x W.

Proof. The standard method consists of looking at the mapping

(v. r)i-^(.\, F(.v, v)) from Q to ExR", and applying to it the local inversion
theorem. This works fine if E is finite-dimensional, but if we need to extend
the result to the infinite-dimensional case, we have to be more careful.
It follows from Lemma 3 that, if g is a differentiable function with values
in IR", defined on a neighbourhood of B(yo,p), satisfying |\g(yn)\\ < 8p and
\\g(y)\\^8p for every yeS(yo,p), and if the differential of g is everywhere
invertible, then one has g(B( yo,p))z>B(0, 8p).
Moreover, Lemma 10 shows that, if in addition g(B(yo,p*)) is contained
in 5(0. 5p/3), then the function g is one-to-one on B(yu,p*).
Since F is differentiable at (xo,>'o) and since T= (dF/dy)(x0,yo) is a linear
isomorphism of R", we can define S = {dF/dx)(x0,y0) and 5= 1 /3j17"~'11, and
find some p > 0 such that ||x-x,,||=£p and Hj'-.Foll^P imply that (x, y)eil and
||F(.v,.v) -F(x 0 ,>o) - S ( x -x0) - T(y -yo)\\^8(\\x -xo\\ + \\y -yQ\\).
It follows that, if ||.v - x o \ \ =sp, than we get, by letting gx(y) = F(x, v),
\\gx{y)\\=\\F{x,y)~F{x0,y0)\\

^28\\y-yQ\\-\\x-x0\\<\\$\\
and

hence, if |jx ~ x o | | < p , = S p / d l ^ j + <5), then we have ||g. v (vo)|| < 8p and
iLi,rA(v)|| 3= 8p for yeS{yo,p). We deduce that gx(B{ yn,p))^>B(0, 8p), and
thus that the equation g v (y) = 0 possesses a solution in B(yo,p) for all x
in B(xo,p]). One sees in the same way that the equation gx(y) = 0 then
possesses a solution in W- B(y0, p*) for all x in U= B(xn, pf), where
pf = 5p*/(||5|J + 5). This solution y/(x) is then unique.
Let ee |0, 5|. There exists r0 <p* such that
\\F(x,y)-F(xo,yo)-S(x-x0)-T(y-yo)\\^e(\\x-x0\\ + \\y-yo\\)
holds whenever |]x-x,)||=£r0 and ||>'-jo||^''o- Then, putting Vi=>'0~
T"lS(x-x0) for xeB(x(u r0), we get

thus

\\gAj)\\ >3S\\ y - v , || - e ( | | x - x o | | + |>> ->•, || + \\r'S\\\\x ~x

148 J. S. RAYMOND

and

We conclude that, for all y such that \y -y, \\ = r = (e/8)(\ + ||r"'5||)||.Y -.v o i|.
one has

whence, by Lemma 3, 0eB(0,8r)czgx(B(y1,r)), which means that I//(X)E

B(y{,r), and also

which shows that y/ is differentiable at x0, with differential -T~lS, since e is

arbitrary. The same proof shows that, if X]G U andyi - y/(xi), then there exists
on a neighbourhood of xt an implicit function solving F(x, y) = 0, hence agree-
ing locally with y, which is differentiable at x, whose differential at \, is
- (dF/dy)(Xl, y1)~l(dF/dx)(xl, yx). Thus yr is differentiable on U. C

We can also deduce from the proof of Lemma 10 a simple proof of the
following result, which extends in some way the Darboux property for deriv-
able functions on U.

COROLLARY 13. Let Q. be a connected open subset of W and let f be a

differentiable mapping from Q. to U" whose Jacobian determinant Df does not
vanish on Q.. Then the sign of Dfis constant on Q.

This result is already known and published with another proof, but I can
remember neither where I saw it, nor the title of the paper, nor the name of
its author.

Proof. It is enough to show that the sign of Df is constant in a neighbour-

hood of each point a of Q. It follows from Lemma 10 that we can assume
that Q. is the ball B(a,2p) and t h a t / i s one-to-one. If ||/>-a||«p, for ts[0, 1].
we let
) = a + (3t2-2t3)(b-a),
= t(\-t)P.
It is easily checked that x(t) belongs to the segment [a, b], that
(dx/dt)(0) = (dx/dt)(l) = 0, and that r(t)^p/4, and hence that, if
||z-x(7)|| - r(t), then one has zeB(a,2p). Finally, for 5 n _, = {M: ||M|| = 1}. we
define a mapping H: Sn - { x [0, 1] —>Sn -, by

r{t)u)-f(x{t))
\\f{x(t) + r(i)u)-f(x{t))\y
f\a)u = 0,
H(u, t) = >

ifr=l.
 LOCAL INVERSION FOR DIFFERENTIABLE FUNCTIONS 149

The mapping H is clearly continuous on Sn-i x]0, 1[, since / i s one-to-one

and r(t) > 0. Moreover, when t tends to 0, one has x(t) = a + o(t) and r{t) =
tp + o{t), and thus
f(x(t) + r(t)u) -/WO) = (/WO + r{t)u) -f{a)) - (/WO) -/(*))
= (/'(fl)(K0« + 4 0 - a) + o(t)) - (f'(a)(x(t) -a) + o(t))
= tp(f'(a)u + o(
uniformly in ueSn-x, from which we deduce that H is continuous at each
point of Sn-1 x {0}. It is shown in the same way that H is continuous at each
point of £„ _ i x {]}. It follows that the mappings
f\a)u , f'(b)u
u *-* and u >-* - -
\\f'{a)u\\
from Sn-\ to Sn _, are homotopic, and this is possible only if the determinants
of the linear mappings f'{a) and f\b) have the same sign, namely, only if
D,{a) and Dt{b) have the same sign. •

Nevertheless, without hypotheses on the Jacobian determinant Df, it is not

true that the set Dj{£l) is connected if the dimension exceeds 1, as is shown by
the following example.

EXAMPLE 14. There are a connected open subset Q of IR2 and a differen-
tiable function F: U—>R2 such that the Jacobian determinant DF takes only two
values.

Define U - R x ]0, +oo [, F(0, y) - 0 for y > 0 and, for (x, y) e IR* x ]0, +oo [,

I x2

It is easily seen that F is differentiate, and that the Jacobian matrix of F at

(,v, y) is 0 if x = 0 and

2x yfy cos —- + 3—— sin — — p cos —

x x 2s]y x
l
-, r • ' i^y x2 . \
i 2x \ly sin — - 3—r- cos — — p sin —
\ X X X 2 s]y x ,
otherwise. We get DF{x, y) = 3/2 if x * 0, but DF(0, y) = 0. •

We now show that the previous phenomenon disappears if the Jacobian

determinant does not vanish, and that the Jacobian determinant then satisfies
the "intermediate value property".
For any Borel subset X of IR", we denote by vo\(X) its Lebesgue measure.
The following lemmas should be well known.
150 J. S. RAYMOND

LEMMA 15. Let U be an open subset ofU" and f. U—>W a differ-entiable

one-to-one function with positive Jacobian determinant. If A is a bounded con-
vex open neighbourhood of 0 in W, x&U, (xp) is a sequence converging to x
and (tp) is a sequence of positive real numbers converging to 0 such that
\\x-xp\\ = O(tp), then

inn =
\o\(A)

Proof. Let e>0. Since f'(x)(A) '•= {f'(x)h:heA} is a bounded open con-
vex set, there are M and a positive r\ such that | | M | | ^ M for all we A and
zef'(x)(dA) and + e)f'(x)(A))\((\ -e)f\x)(A)).
The number M can also be chosen in such a way that |JC - xp\\ =s Mtr. Since /
is differentiable at x, there is an r > 0 such that B(x, r)cU and

11/00 - f i x ) -f'(x)(y-x)\\^ y-x\\

for ||>"-x|| <r. Since A is bounded, it is easily seen that, for large enough p.
the set xp + tpA is contained in B(x,r). If yexp + tpA, then we have
y = xp + tp u with u e A and

11/00 - ( / W +f'ix\x-xp)) -tpf'(x)u\\ \\y

Thus, with bp =f(x) +f'(x)(x - xp), we have

-f'(x)u

thus/(V)Gb p + tp{\ + e)f'(x)(A), and

vol (f(xp + / ^ ) ) « fp{\ + e)" vol (/'(x)(/()) = fp(\ + erD/j:) vol (A).
Similarly, by Lemma 3, it is seen that/(x /7 + tpA)z^bp + tp( 1 - e)f\x)A, and thus
that
fp{\ -er -eyDf(x)vo\(A).
We conclude that

vo\(xp+tpA)
and this completes the proof, since e is arbitrary. •

LEMMA 16. Let U be an open subset ofU",f. U->W a differentiable one-

to-one function with positive Jacobian determinant and Q a compact cube. If we
 LOCAL INVERSION FOR D1FFERENTIABLE FUNCTIONS 151

denote by UQ the open set \xeU":x + QczU}, then the function m defined on
L'Q by ni(.x) = vol (f(x + Q)) is continuous.

Proof. Let ji the Borel measure on U defined by n(A) = vol (f(A)). The
classical theorem of differentiation for Borel measures on IR" (see [7]) asserts
that n is absolutely continuous since, denoting by v the singular part of ji, the
derivative of/J with respect to the Lebesgue measure should be + oov-a.e., and
this derivative at .Y is equal to Dt{x) < + co by the previous lemma.
Since the boundary of .Y + Q is ^i-null, Lebesgue's dominated convergence
theorem shows that, for every sequence xp converging to xe UQ, we have

m(xr) = l.V/, + Q dn{x) -> l.v + Q d}x{x) = m(x),

u u
which proves the continuity of m. •

LEMMA 17. Let U be an open subset o/R",/: U—>W a differentiable one-

to-one function with positive Jacobian determinant and Q a compact cube con-
tained in U. Then there is a point x* e Q such that

vol(0

Proof. We construct inductively a decreasing sequence (Qj) of cubes such

that Qu = Q, diam (Q,) = 2"'diam (Q) and

vo1(/(0)
\ol (QJ) vol ( 0
Suppose that Q, = Y\"= , [a,, a, + 2h] is defined and consider, for ae {0, 1}", the
cubes

Q{a)= fl [a,-+a,-A,a,- + (l + a,)A].

/= i

Then these cubes have the same volume h", cover Qj, and are almost disjoint.
It follows that

voi(/(e,-))= i >
a& (0, 11"

and that
:
—— '~~ ~~n x
Hence

. , voi(/(e)) voi(/(e;))
inf ——s; ^—s= sup
sup ;
vol(e ( a ) )
ae {
(a) vol (g;) « e! on"
l(0 ) l (g)
152 J. S. RAYMOND

and the continuity of the function m:xi-»vol(x + Q'), for Q' = 117=,[0, h],
shows that there is a point x y e ]!"=,[«,, a, + h] such that m(x;) =
vol(f(Qj))/vo\(Qj). Then Qj+\ = Xj + Q' satisfies the requirement.
The decreasing sequence of compact cubes (Qj) has intersection {x*}, for
some x*eQ. Lemma 15 shows that vo\(f{Qj))/vo\(Qj)—>Df(x*). But since
vol(/(e y ))/vol(g y ) = vol(/(g))/vol(0 for ally, we are done.

LEMMA 18. Let U be a connected open subset ofU",f. U—>M" a differen-

tiable one-to-one function with non-vanishing Jacobian determinant, and B(a, r)
a closed ball contained in U. Then the set {Dj{x): xe B(a, r)} is an interval.

By Theorem 13, the sign of Dfis constant on U, and up to composing with

a symmetry, we can assume that it is positive. It is enough to prove that, if
xsB(a,r) and 6 is strictly between Dj{a) and Dj(x), then there is some
x*eB(a, r) such that Dj{x*) = 6.
Let g = [-1,1]" be the unit cube in R". There is a A >0 such that
XQ^B(0, 1). Then, for xeB(a,r) and 0 < / < 1, we have x + t((a-x) + hQ)a
B(a,r). Thus, with tp = Xr/{p+ 1) and xp = x + tp(a-x)/Ar, we have .Y^-^.V.
xp + tpQ(zB(a,r), \\xp-x\\ = O(tp) and a+tpQczB(a,r). Then, by Lemma 15.

P^cc vol(a+tpQ)
Further, there is a p such that 0 is strictly between vol (f(xp + tp Q))/
vol (xp + tp Q) and vol (f(a + tp 0 ) / v o l (a + tp Q). By continuity of the mapping
xi->vol (f(x + tpQ))/ vol (x + tpQ), one can find an x' on the segment [a, xr]
such that 6 = vol (/(x' + tp Q))/ vol (x' + tp Q). The convexity of B(a, r) implies
that x' + tpQcB{a,r), and then Lemma 17 proves that there exists an
x* e x' + tp Q<zB(a, r) such that Z>/(x*) = 0 . •

We now are able to give the following extension of the Darboux property
for the Jacobian function.

THEOREM 19. Let Q. be a connected open subset of U" and f. Q—>U" a

differentiable function with non-vanishing Jacobian determinant. Then the set
Dj{Q.) - {Dj{x): xelQ} is an interval.

Proof. It is enough to show that, if x, and x2 are points of Q and

Dj{xx)<9<Djix^}, then there is some xeQ such that Df(x) - 0. Let // the
collection of all balls B(y,r) whose closure is contained in Q and on which /
is one-to-one. By Lemma 10, .yf is an open cover of Q, and it is easily checked
that the set

X- {XG Q: there exists (5y)os/«=/ in //

such that XieBo^xeBi and Bjr\BJ+, * 0 }
 LOCAL INVERSION FOR DIFFERENTIABLE FUNCTIONS 153

is clopen and contains \\. Thus X — Q. and x 2 e X. Then / , = D/{Bj) is an inter-

val and Jj<~\J)+ i ?t0. We conclude that J = Uosy=s/*D/{-B/) is an interval con-
taining Df{x\) and £>/{x2), and hence 6. •

We can even prove the following extension of a well-known one-dimen-

sional result.

THEOREM 20. Let Q be a connected open subset of W and f. Q-^1R" a

differentiable function with non-vanishing Jacobian determinant. Then the graph
F of D, in Q. x |R is connected.

Proof Assume by contradiction that F is not connected. There would

exist a clopen subset X of F with X^0 and X^T. Denote by n the
projection (x, t)>~*x from F onto Q by Y the set iz(X). Since Q is connected,
the boundary dY of Y is a closed non-empty subset of Q. Since the
mapping x*-*D/{x) is of first Baire class, the sets Y = {xeQ: (x, D/(x))eX)
and Z = {xeQ: (X, DJ(X))&X} are F o -sets. There are two sequences (Ap) and
(5,,) of closed subsets of Q such that Y= \JPAP and Z = Up-Sp- We then have
ay= U (4,nar)uU CB,nay).
Also, by Baire's Category Lemma, there exists an open set W such that
Wc\dY is non-empty and contained in some of these sets. Up to exchanging
X and r \ X, we can assume that WndYczApr\dY.
Let a s d Y n ^Fcz/l = n(X). There is a ball B{a, r) contained in W, on which
/ i s one-to-one (by Lemma 10). Since aedY, there is some beZ nB(a,r/3).
Then 8 = J(b, dY)^\\b-a\\< r/3. Since 5(6, 5) is connected and disjoint from
37, we have B(b, §)aZ, while S(b, S)ndY±0. For each a'eS(b, 8)ndY, we
have \\a-a\\^\\b-a\\ + \\a'-b\\<28/3, and hence a'eWndY(zY. Since
(</. D,{a'))eA', there are p ^ 5 and T] > 0 such that

rn(B(a\ 2p) x JD/a') - 7], /)/«') + # I

Applying Lemma 18 to B(b',p), where b'= a'+ (p/8)(b-a'), since
B(b',p)c:B(b,5)(zZ and a'eB(b',p), we get that Df(B(b',p)) contains the
interval [D/{/>'), !>/{</)[; thus there is a point xsB(b',p) such that
D/.v)e ]D^a') - r/, D,{a') + T?[. Then
(x, D/.Y))ern(B( f l ', 2p) x ]Dy<a') - 7], .D/a')
although x efi(fr',p ) c Z . This contradiction completes the proof. •

The proofs above use, in a heavy way, the local compactness of the space
E. In fact, this is needed since the result of Theorem 1 fails if E has infinite
dimension, as is shown by the following example.

EXAMPLE 21. There exists on the Hilbert space I2 a Frechet-differentiable

function F whose differential is everywhere invertible but such that F is neither
open nor locally one-to-one.
154 J. S. RAYMOND

We prove several lemmas. We denote in the sequel by P the orthogonal

projection from I2 on the hyperplane {xel2: x0 = 0}. so that
Px = (0, x,, x2, • •.) for x = (XQ, X\, x2,...), and we set P = Id — P. We also
denote by Z the set
{X = (X K )E/ 2 :X O = 0 and ||x||«3}.

L E M M A 22. There exists a / '-diffeomorphism <t> from I2 onto / 2 \ Z such

that <t>(x) = x if\\x\\^l.

Proof. A classical theorem (see [2], [1] and the references inside the latter)
asserts that there exists a / '-diffeomorphism *¥ from I2 onto / 2 \ {0} such that
*P(x) = x if ||x|| 5= 1. We prove the existence of a / ' -diffeomorphism ¥•, from
/ 2 \Z onto 12\ {0} which agrees with the identity outside the unit ball. Then
<j) = 4>y! o^p w iil satisfy the condition of the statement.
Let p be the function defined on IR by
0, if?=
p(0 = 1, if 7
2
3t -2t\ if0
Since p'(t) = 6/(1 - ?) for 0< t< 1, p is clearly non-decreasing, positive, bounded
by 1 and / '. Define further, for s and / real,
y(s, t) = p(2s) + (1 - p(25))p(4/ - 1).
Since 1 - y/(s, t) = (1 -p(2.j))(l - p(4t- 1)), it is easily checked that I/MS ' ' and
positive, that \]/(s,t)>0 if s>0 or if ? > l / 4 , and also that if/(s, t) = \ if
s> 1/2 or if t>l/2.
Then put, for xel2,

It is clear that 4% is / ' and that vP,(x) = x if \\Px\\2^\/2 or ll/'xlj 2 ^ 1/2.

and thus whenever | | x | | ^ l . Furthermore, if xgZ, then one has
V/(||/>x||2, HPXII2) > 0, and thus ¥ , ( x ) ^ 0 .
We show that ^Vi is a bijection from / 2 \Z onto / 2 \{0}. Let r^O, and con-
sider the equation VF1 (x) = y. Then we need Px - Py and

Py,

t=\\Px\\2,
with s= \\Py\\2 and z = ||/'x|| 2 .
This means that, by letting H(t,y) = t\i/(\\Py\\2,tf-\\Py\\2, we need
H(t,y) = 0. Since

^— (r, y) = VA(5, 0 2 + 2 / y 0 , ; ) ( 1 ~ p(2.v)) • p ' (4r - 1) 3= i//(.v, /) 2 ,

dt
the function t>-^H(t,y) is increasing on [0, +co [ if Pv^O and on
[5,+oo[if/)>. = 0. If Py = 0, then we have Py = y*0, and hence //(l/2,v)<0.
 LOCAL INVERSION FOR D1FFERENTIABLE FUNCTIONS 155

If PrJ=0, then we have H(0, y)^0. Since lim,^+xH(t, y) = +co, there exists a
unique l = r( v) s= 0 such that H{t, y) = 0, and one has x{y) > 1 /2 if Py = 0. This
shows that H*, is a bijection from / 2 \E onto / 2 \{0}. We always have
^(SiPvJl2. T(r))>0, and hence

— {\\Pyf, T(y))^y(\\Py\\2, x(y))>0,

dt
and we can then deduce from the Implicit Function Theorem that y >-*T(y) is
' ' on /~\{0}. Finally, since

4^7' (>•) = Py + — ~ Py,

we conclude that H*!1 is ^ ' and that H*, is a / '-diffeomorphism. CH

LEMMA 23. There exists a s ' mapping y¥2from 12YL into I2, whose differen-
tial is everywhere invertible, which agrees with the identity outside the unit ball,
and which is neither one-to-one nor onto.

Proof- Denote by h the / ' non-negative function from IR to U defined by

fO, if w =3 1/4,
1(1 -Aw)2, if w ^ 1/4,
and by cp the function defined for real X and t by

0, ifr = O,
1/4

t-X\ h{w)dw,

.-(p(X,-t), if / < 0.
For \t\ ~s--1 /4 and any A, we have cp(A, t) = t. For A = 0, we have <p(0, i) = t for
all t. Moreover, <p is / ' on {(A, /): t^O}.
Finally, for A" = (.Y,,) we define vP2(x) = y = (yn) by

fyo = <pW||/'A-||2),Xo),
{Py = Px.

It is clear that M>2 is ^ ' on { X G / 2 : x o * 0 } , and also on {xel2: \\Px\\ > 1/2},
because, on these sets, it agrees with the identity. Thus ¥2 is / l on / 2 \S.
Furthermore, if |A-0| 3=1/4, then we have (p(h(\\Px\\2),x0) = x0, and thus
T2 (A ) = Y. This shows that ¥2 agrees with the identity outside the set
{ Y: |.YO| *S 1 /4 and \\Px\\ «s 1/2}, and hence, in particular, outside the unit ball.
If v satisfies y0 - 0 and ||_y|| = 1/2, then there cannot be any xsl2\Y. such
that y¥2(x)=y; such an x would satisfy Px = y, and hence
0 = VO = (P(/!(||/'.T||2),.YO) = XO, giving x-yeE. Thus x¥2(l2\'L)^l2.
156 J. S. RAYMOND

Finally,

lim <p(l,0= <0<<p( 1 , - ) = - .

^o,,>orv 12 \ 4/ 4
Thus there exists a ye]0, 1/4[ such that (jp(l,y) = O. Further, for a =
(y, 0, 0,...), we have a*-a and 4 / 2 (a) = ¥2(-a) = 0, which shows that ¥ 2 is
not one-to-one.
It remains to show that the differential of 4 / 2 is invertible. It is bijective at
each point of / 2 \ £; we have thus to prove that the equation 4*2{x)u = v has a
unique solution u for all ue I2 and all xe 12VL. Since 4"2 agrees with the identity
if |xo| > 1/4 or if ||.Px|| > 1/2, and 4/2(x) = ^ ( - x ) , we are led to the case where
||jPx||ssl/2and0<xo«l/4.
If u - (un) and v - 4/2(x)w = (vn), then we have Pv = Pu and

v0 = 2 — {h{\\Pxf), xo)hX\\Px\\2)(Px, u) + -^-(h(\\Px\\2), xo)u0,

dA dt
and we get

1 / (1 -4x o ) 3 (l -4||/ > x|| 2 ) \

Mo = 7,—^ ^o + (Px, v) ,
l+(l-4|| J Px|| 2 )(l-4x 0 )\ 6 )
which proves the existence and uniqueness of u, and completes the proof of
the lemma. C

COROLLARY 24. There exists a Y ' mapping f from I2 into itself, which
agrees with the identity outside the unit ball, whose differential is everywhere
invertible, and which is neither one-to-one nor onto.

It is enough to p u t / = 4 / 2 °O, where the functions <t> and 4*2 have the same
properties as in Lemmas 22 and 23.

Construction of Example 21. Let A be a closed, non-empty and nowhere

dense subset of I2 {e.g. {0}). There then exists a sequence (a,,) of points of A
of which each point of A is a cluster point. One can find a sequence (b,,) of
mutually distinct points of 12\A such that ||Z),,-a,,|| < 2 " , and then a sequence
(/•„) of positive real numbers such that
(1) rn<2-"d(bn,A),
{ii) B(bn, rn)nB(bp, rp) = 0 for n*p.
Then we define the function F: 12—>12 by

tixel2\\JnB(bn,rn).
Since the family of balls B(bn, rn) is locally finite outside A, it is clear that F
is /•' on 12\A, that 4 / '(x) is the identity whenever x e / 2 \ {Au{Jn B(bn. r,,)).
 LOCAL INVERSION FOR DIFFERENTIABLE FUNCTIONS 157
x
and that V'(x)-f\(x-bn)/rn) whenever ||x-6 n ||<r n . Finally, if aeA, we
have
F{x)-F(a)-(x-a)=F(x)-x
x-bn\ x-bn\
rn I rn I
\Sxt\JnB(bn,rn).
When XEB(b,,, r,,), one has
2"r>,^d(bn, A)^\\bn~a\\^\\x-a\\ + rn,
and thus

We then have ||(.v -b,,)/rn\\ < 1 and \\f((x-bn)/rn)\\ < 1, and hence

^\\xa\\.
2 —1
For each e > 0 , there exists an integer n0 such that 2/(2"° —l)<e. Then
W= l2\[J,,<naB(br,, i",,) is a neighbourhood of a, and we have
\\F(x)-F(a)-(x~a)\\^e\\x-a\\
on W, which shows that Fis differentiable at a, with F\a) = Id. This completes
the proof that F is differentiable and that F'(x) is invertible for all x in I2.
If a is a point of A and V a neighbourhood of a, then there is some n such
that B(bn, r,,)c F, and since/is not one-to-one on the unit ball, there are two
distinct points x' and x" such that/(x') =/(x"); then the points bn + rnx' and
hn + /„*" are two distinct points of V and one has F(bn + rnx') - F(bn + rnx").
One deduces from this that F is locally one-to-one on the neighbourhood of
no point of A.
Finally, if aeA, then one has a-F(a)eF(l2). Since \\f is not onto, there
exists some v' such that y' $. \ff(l2); since /agrees with the identity outside the
unit ball, we have ||>''||<1. There exists then a sequence (nk) such that
a = lim^xAu- Notice that, if F(x)eB(bn,rn), then we necessarily have
xe B(bn, rn). If the point bnt + r,,j>' did not belong to F(l2), there would exist
x'k in the unit ball such that bnk + rnky' - bnk + rntf(x'k), and hence that
y' = f(x'k)ef(l2). We then see that the points bnic + rnty' converge to a and do
not belong to F(12)\ thus a is not an interior point of F(l2) and F is not an
open mapping. •

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manifolds. Rev. Roumaine Math. Pures Appl., 33 (1988), 861-869.
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ematics (1974).

Professor Jean Saint Raymond, 26B10: REAL FUNCTIONS: Functions of

Equipe d'Analyse—Boite 186, several variables; Implicit function the-
Universite Paris VI, orems. Jacobians. transformations with
4, place Jussieu, several variables.
F-75252 Paris CEDEX 05,
France.
E-mail: jsr@ccr.jussieu.fr Received on the 24th of July. 2000.