Directional Derivative

In this section we shall consider real functions f defined on an

arbitrary open set G Rn .
Let s = (s1 , . . . , sn ) Rn , s 6= 0.

D 12 The directional derivative of a function f

at a point x G in the direction s (along s) is defined as the
limit
f (x + ts) f (x)
lim ,
t0 tksk
provided that it exists, and is denoted by
df f
(x) or (x).
ds s
w
21 / 33
 T 13 If a function f : G R possesses continuous partial
derivatives at x G, then it has a derivative
along any unit vector s Rn given by
f
(x) = s f (x)
s

 Folosind formula (1), avem:

d (f (x + ts) f (x))
f f (x + ts) f (x)
(x) = lim = lim dt
s t0 t t0 1
   
= lim (s ) f (x + t s) = (s ) f (x)
t0

= s (f (x)) "
22 / 33
R 14 Using the notations = (1, 0) and = (0, 1), we have
f f f f
= , = .
x y

23 / 33
Lagranges Mean-value Theorem
Let D Rn be a convex set and a = (a1 , . . . , an ),
b = (b1 , . . . , bn ) be distinct points in D.

T 15 If f : D R possesses continuous partial

derivatives on D, then D such that

f (b) f (a) = (b a) f ()

 Define the auxiliary function F : [0, 1] R,

F (t) = f (a + t(b a)). By Lagranges mean-value theorem
for functions of one variable, c (0, 1) such that

F (1) F (0) = F 0 (c).

w
24 / 33
But
F (0) = f (a), F (1) = f (b)
and using Eq.(1), we get:
!
F 0 (t) = (b a) f a + t(b a) .

For = a + c (b a), we obtain

f (b) f (a) = ((b a) )f () = f () (b a) "

25 / 33
Differential of a Function. Definition
Let U and V be two normed linear spaces.
D 16 A function f : U V is said to be
Frechet differentiable at a point x0 U if there exists a continuous
linear mapping T : U V such that
kf (x) f (x0 ) T (x x0 )k
lim = 0.
xx0 kx x0 k

The functional T is called the Fr

echet differential of f at x0 ,
and is denoted by

df (x0).

w26 / 33
Differential of Functions of Several Variables
Let D Rn , a int(D) and f : D R be a continuous
function.
T 17 If f has continuous partial derivatives at a,
then it is differentiable at a and
df (a)(h) = (h ) f (a) = (f (a)) s, h Rn .

27 / 33
Using
df (a)(h) = (h ) f (a)
and taking
h = dx := (dx1 , . . . , dxn ),
we obtain
df (a)(dx) = (dx )f (a)
or n
X f
df (a)(dx) = (a) dxi ,
i=1
xi

28 / 33
which, with a slight abuse of notation, is written in the form
n
X f
df (a) = (a) dxi .
i=1
x

Similarly,

dk f (a) = (dx )k f (a)

 k

= dx1 + + dxn f (a). "
x1 xn

29 / 33
E 18 If f : R2 R has continuous partial derivatives of the second
order, then  2
2
d f = dx + dy f
x y
2f 2 2f 2f 2
= 2
dx +2 dx dy + 2
dy .
x xy y

R 19 The Lagrange mean-value formula can be written in the form

f (b) f (a) = df ()(b a)

w
30 / 33
Taylors Formula for Functions of Several Variables
Let f : Rn R be a function possessing m + 1 order
continuous partial derivatives in a convex neighborhood V of a
point a Rn .

T 20 (TAYLOR) For any x V V,

ka k < ka xk, s.t.


m
(x a) f (a) (x a) f (a)
f (x) = f (a) + + +
1! m!

m+1
(x a) f ()
+ .
(m + 1)!

w
31 / 33
 Define the auxiliary function F : [0, 1] R,
F (t) = f (a + t(x a)), F (1) = f (x), F (0) = f (a),
0

0


F (t) = (x a) f (a + t(x a)), F (0) = (x a) f (a),
................................................................
(k)

k 0

k
F (t) = (x a) f (a + t(x a)), F (0) = (x a) f (a),
Taylors formula for F gives
F 0 (0) F (n) (0) F (n+1) ()
F (1) = F (0) + 1!
+ + n!
+ (n+1)!
, 0 < < 1,
i.e.,


m
(x a) f (a) (x a) f (a)
f (x) = f (a) + + +
1! m!

m+1
(x a) f ()
+ ,
(m + 1)!

where = a + (x a).

w
32 / 33
E 21 For n = 2, m = 1, Taylors formula becomes
f f
f (x, y) = f (a, b) + (x a) (a, b) + (y b) (a, b)
x y
 
1 2
2 f 2f 2
f
+ (x a) (, ) + 2(x a)(y b) (, ) + (y b)2
(, ) .
2 x2 xy y 2

James
GREGORY
(16381675)
a Scotish
mathematician
(he discovered
Taylor expansions
more than 40 years
" " before Taylor !!!);
33 / 33