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Differentiability of several variables - summary of basic concepts

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CONCEPTS

1. Partial derivatives If f : R3 → R is an arbitrary function and a = (x0 , y0 , z0 ) ∈ R3 , then

∂f

f (a + tj) − f (a)

f (x0 , y0 + t, z0 ) − f (x0 , y0 , z0 )

(a) := lim

= lim

t→0

t→0

∂y

t

t

etc.. provided the limit exists.

f (t,0)−f (0,0)

Example 1. for f : R2 → R, ∂f

.

∂x (0, 0) = limt→0

t

(1)

Example 2. Let f : R2 → R given by

(

f (x, y) =

Then:

•

•

∂f

∂x (0, 0)

∂f

∂y (0, 0)

= limt→0

= limt→0

f (t,0)−f (0,0)

t

f (0,t)−f (0,0)

t

x2 y

x2 +y 2 ,

(x, y) 6= (0, 0)

(x, y) = (0, 0)

0,

= limt→0

=0

0

t

=0

**Note: away from (0, 0), where f is the quotient of differentiable functions (with non-zero denominator)
**

one can apply the usual rules of derivation:

∂f

2xy(x2 + y 2 ) − 2x3 y

(x, y) =

,

∂x

(x2 + y 2 )2

for (x, y) 6= (0, 0)

**2. Directional derivatives. If f : R2 → R is a map, a = (x0 , y0 ) ∈ R2 and v = αi + βj is a vector in
**

R2 , then by definition

f (a + tv) − f (a)

f (x0 + tα, y0 + tβ) − f (x0 , y0 )

= lim

t→0

t→0

t

t

Example 3. Let f the function from the Example 2 above. Then for v = αi + βj a unit vector (i.e.

α2 + β 2 = 1), we have

(2)

∂v f (a) := lim

f (tv) − f (0, 0)

f (tα, tβ)

= lim

= α2 β

t→0

t

t

3. Definition. A map f : R2 → R is differentiable at a ∈ R2 if and only if the following two conditions

are satisfied:

∂f

• ∂f

∂x (a) and ∂y (a) exist; in other words, ∇f (a) exists.

f (x) − f (a) − ∇f (a) · (x − a)

• lim

=0

x→a

kx − ak

∂v f (0, 0) = lim

t→0

**Example 4. Assume f : R2 → R is a map such that
**

f (x, y) − f (0, 0)

p

(0, 0) iff

lim

= 0.

(x,y)→(0,0)

x2 + y 2

∂f

∂x (0, 0)

=

∂f

∂y (0, 0)

= 0. Then f is differentiable at

**4. Theorem A. If f : R2 → R is differentiable at a and v is a vector in R2 , then:
**

(3)

∂v f (a) = ∇f (a) · v

[dot product]

**Example 5. Let f : R2 → R the function from Example 2 again. We saw that ∇f (0, 0) = 0, while
**

∂v f (0, 0) = α2 β for a unit vector v = αi + βj. Hence clearly ∂v f (0, 0) 6= ∇f (0, 0) · v, at least say, for

√ . In view of Theorem A, we conclude that f is not differentiable at (0, 0).

v = i+j

2

One can also rely on the definition of differentiability: suppose f is differentiable and see if we can

= 0, which is not true

obtain a contradiction. If this was the case, we would have lim(x,y)→(0,0) √f (x,y)

2

2

x +y

**as we could check for x = y = t, t → 0.
**

5. Theorem B. Let f : R2 → R a map and a ∈ R2 .

If:

• f has partial derivatives (in a neighborhood of a) AND

• the partial derivatives fx , fy are continuous at a,

1

.. . for a = (x0 . then for a point a ∈ S. y0 )). then φ = f ◦ γ is differentiable as a function ϕ : R → R. Geometric meaning of gradient. If γ(t) : R → R3 is a differentiable map (path) and f (x. y0 . in other words Dh (a) = Dg (b)Df (a) n where b = f (a) ∈ R . y. 0). z) : R3 → R is differentiable as well. This allows us to find the equation of the tangent plane to the graph. x=0 Then h is differentiable everywhere. then (5) ∇F (a) ⊥ Ta (S) Example 8. (x. x=0 In other words. y) = ∂x 0. but this is not the reason why f is not differentiable at (0. y0 . The function f from Example 2 satisfies ( 2xy 3 ∂f (x2 +y 2 )2 . Consider a differentiable function h : R2 → R.2 DIFFERENTIABILITY IN SEVERAL VARIABLES: SUMMARY OF BASIC CONCEPTS then f is differentiable. y. z0 ) the corresponding point on the graph (z0 = h(x0 . Important application. Dh (a) is the matrix of partial derivatives of h at a. Chain rule. Then. y) = (0. but rather a consequence of it. 6. 0) ∂f ∂x One can check that is not continuous at (0. In other words : C1 ⇒ Differentiable (4) yet the converse is not true. z) = f (x. z) = c}. including at x = 0 where we have h(t) − h(0) h0 (0) = lim = lim t sin(1/t) = 0 t→0 t→0 t 0 yet h is not continuous at 0. y0 )i + (x0 . h is differentiable without being C1 . y. Then graph(h) (the graph of h) seen as a surface in R3 is simply the level set {F = 0} of the function of 3 variables F (x. and its derivative is given by ϕ0 (t) = ∇f (γ(t)) · γ 0 (t). 7. z) ∈ R3 | f (x. y0 ) ∈ R2 and m = (x0 . y0 )j − k ∂x ∂y is normal to Tm (graph(h)). To illustrate this last point. Let h : R → R defined by ( h(x) = x2 sin(1/x). 0) (x. y) − z. etc. x 6= 0 0. If f : Rm → Rn and g : Rn → Rk are differentiable then h = g ◦ f is differentiable and for a ∈ Rm we have and h0 (a) = g 0 (b)f 0 (a). z0 ) = (x0 . y) 6= (0. the vector ∂h ∂h ∇F (x0 . y. If F : R3 → R is a differentiable function and S is the level set S = {F = c} = {(x. (x. since ( 2x sin(1/x) − sin(1/x). Example 6. consider Example 7. x 6= 0 0 h (x) = 0. 0) (by taking x = y = t → 0).

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