Whitney extension theorem
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In mathematics, in particular in mathematical analysis, Whitney's extension theorem is a partial converse to Taylor's theorem. Roughly speaking, the theorem asserts that if A is a closed subset of a Euclidean space, then it is possible to extend a given function off A in such a way as to have prescribed derivatives at the points of A. It is a result of Hassler Whitney.
A precise statement of the theorem requires careful consideration of what it means to prescribe the derivative of a function on a closed set. One difficulty, for instance, is that closed subsets of Euclidean space in general lack a differentiable structure. The starting point, then, is an examination of the statement of Taylor's theorem.
Given a real-valued Cm function f(x) on Rn, Taylor's theorem asserts that for each a, x, y ε Rn, it is possible to write
-
(1)
where α is a multi-index and Rα(x,y) → 0 uniformly as x,y → a.
Let fα=Dαf for each multi-index α. Differentiating (1) with respect to x, and possibly replacing R as needed, yields
-
(2)
where Rα is o(|x-y|m-|α|) uniformly as x,y → a.
Note that (2) may be regarded as purely a compatibility condition between the functions fα which must be satisfied in order for these functions to be the coefficients of the Taylor series of the function f. It is this insight which facilitates the following statement
Theorem. Suppose that fα are a collection of functions on a closed subset A of Rm for all multi-indices α with 
satisfying the compatibility condition (2) at all points x, y, and a of A. Then there exists a function F(x) of class Cm such that:
- F=f0 on A.
- DαF = fα on A.
- F is real-analytic at every point of Rn-A.
