Is the intuition behind this statement, based on : 1. The definition that a gradient is perpendicular to the level curves 2. Since the level sets are the same for both functions, the corresponding gradients are parallel to each other?
Gradients of two functions with the same level sets are parallel for all points in the intersection of the level sets
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If we assume the level set are regular. That means, we can parametrize the level set as $\vec{x}(s_1, s_2, ..., s_{n-1})$. Also if we assume two functions having the same level set means if $f = g = t$, then we can use the same paramertization to represent them $$\vec{x}(s_1, s_2, ..., s_{n-1}, t)$$ such that $$f(\vec{x}(s_1, s_2, ..., s_{n-1}, t)) = g(\vec{x}(s_1, s_2, ..., s_{n-1}, t))= t$$ Then we have $$\nabla f \cdot \frac{\partial \vec{x}}{\partial t} = 1$$ $$\nabla f \cdot \frac{\partial \vec{x}}{\partial s_i} = 0$$
$$\nabla g \cdot \frac{\partial \vec{x}}{\partial t} = 1$$ $$\nabla g \cdot \frac{\partial \vec{x}}{\partial s_i} = 0$$
As long as the level is not degerated, $( \frac{\partial \vec{x}}{\partial t},\frac{\partial \vec{x}}{\partial s_1}, ..., \frac{\partial \vec{x}}{\partial s_{n-1}} )$ is invertible, it is true under my assumptions of the OP. If the level set is degenerated, then it could be wrong.
No this is not quite the case although it is tempting to believe. One such counter example is as follows:
Let $f(x,y,z)=x$ and $g(x,y,z)=z$. Then lets consider $f=1$ and $g=1$.
We know that these two level surfaces intersect at a line, however their gradients are never parallel.