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$L(x,y)$ is a nice function (we can assume nice properties of it if needed), now suppose $$\frac{\partial L(x,y)}{\partial y}|_{y=x}\equiv H(x)$$ is a known function, then what can we learn about the diagonal function $L(x,x)$?

Thanks a lot.

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$$ \frac{\partial }{\partial x } L(x,x) =L_x(x,x)+L_y(x,x)=L_x(x,x) + H(x)$$ so that$$ L(t,t)-L(0,0)=\int_0^t (L_x(s,s)+ H(s))\ ds $$

HK Lee
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