Theorem 18.4.2. Let $E, F$ be Banach spaces, $U \subset E$ be open, $n \in \natp$, and $f: U \to F$ be a function $n$-times Fréchet-differentiable at $x \in U$, then $D^{n}f(x) \in L^{n}(E; F)$ is symmetric.

Proof. First suppose that $n = 2$. Let $r > 0$ such that $B(x, 2r) \subset U$, and define $A: B_{E}(0, r) \times B_{E}(0, r) \to F$ by

\[A(h, k) = f(x + h + k) - f(x + h) - f(x + k) + f(x)\]

then there exists $r_{1} \in \mathcal{R}_{B(E)}$ such that

\begin{align*}A(h, k)&= Df(x + h)(k) + Df(x)(k) \\&+ [f(x + h + k) - f(x + h) - Df(x + h)(k)] \\&- [f(x + k) - f(x) - Df(x)(k)] \\&= D^{2}f(x)(h, k) + r_{1}(h) \cdot Df(x)(k)&+ [f(x + h + k) - f(x + h) - Df(x + h)(k)] \\&- [f(x + k) - f(x) - Df(x)(k)] \\\end{align*}

Let $B_{h}: B_{E}(0, r) \to F$ be defined by

\[B_{h}(k) = f(x + h + k) - f(x + k) - Df(x + h)(k) + Df(x)(k)\]

then

\[B_{h}(k) - B_{h}(0) = f(x + h + k) - f(x + k) - Df(x + h)(k) + Df(x)(k) -f(x + h) + f(x)\]

Now, there exists $r_{2}, r_{3} \in \mathcal{R}_{B(E)}$ such that for any $k \in B(0, r)$,

\begin{align*}DB_{h}(k)&= Df(x + h + k) - Df(x + k) - Df(x + h) + Df(x) \\&= D^{2}f(x)(h + k) + Df(x) - D^{2}f(x)(h) - Df(x) - D^{2}f(x)(k) + r_{2}(k) + r_{3}(h) \\&=r_{2}(k) + r_{3}(h)\end{align*}

By the Mean Value Theorem,

\[\norm{B_h(k) - B_h(0)}_{F} \le \norm{k}_{E} \cdot o(\norm{k}_{E} + \norm{h}_{E})\]

As the above argument is symmetric,

\[\norm{D^2f(x)(h, k) - D^2f(x)(k, h)}_{F} \le \norm{k}_{E} \cdot o(\norm{k}_{E} + \norm{h}_{E})\]

so $D^{2}f(x)(h, k) - D^{2}f(x)(k, h) = 0$.

Now suppose that the proposition holds for $n$. Identify $L^{n}(E; F) = L^{2}(E; L^{n-2}(E; F))$, then for any $\seqf[n]{x_j}\subset E$,

\[Df(x)(x_{1}, \cdots, x_{n}) = Df(x)(x_{1}, x_{2})(x_{3}, \cdots, x_{n}) = Df(x)(x_{2}, x_{1})(x_{3}, \cdots, x_{n}) = Df(x)(x_{2}, x_{1}, x_{3}, \cdots, x_{n})\]

Since any element $\sigma \in S_{n}$ that does not fix $x_{1}$ is the composition of the transposition $(12)$ and an element that fixes $x_{1}$, $Df(x)$ is symmetric.$\square$