Differentiability, Differentials and Local Linear

Approximation
Mathematics 54 - Elementary Analysis 2

Institute of Mathematics
University of the Philippines-Diliman

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Differentiability

Recall. If y = f (x), we say f is differentiable at x = a if f 0 (a) exists.

However, for z = f (x, y), differentiability at (x, y) = (a, b) is not as simple as
the existence of fx (a, b) and fy (a, b).
For a function f (x, y), define

∆f = f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 ),

called the increment of f .

∆f denotes the change in the value of f (x, y) when (x, y) moves from (x0 , y0 )
to (x0 + ∆x, y0 + ∆y).

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Differentiability

Definition.
A function f of two variables x and y is said to be differentiable at (x0 , y0 ) if
fx (x0 , y0 ) and fy (x0 , y0 ) both exist and

∆f − fx (x0 , y0 )∆x − fy (x0 , y0 )∆y

lim p =0
(∆x,∆y)→(0,0) (∆x)2 + (∆y)2

Remarks.
1 A function f (x, y) is said to be differentiable in R ⊆ R2 if it is
differentiable at all points in R.
2 A function f (x, y) is said to be differentiable everywhere if it is
differentiable at all points (x, y) ∈ R2 .

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Differentiable Functions

Theorem.
1 If a function is differentiable at a point, then it is continuous at that
point.
2 If all first-order partial derivatives of f exist and are continuous at a
point, then f is differentiable at that point.

Remark. The graph of a differentiable function is smooth and does not

contain any breaks, creases, or cusps.

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Differentiability

Examples.
1 The function f (x, y) = exy is differentiable everywhere since
fx (x, y) = yexy and fy (x, y) = xexy are continuous everywhere.
(
0 if xy 6= 0,
2 The function f (x, y) = is not differentiable at (0, 0) since
1 if xy = 0
it is not continuous at (0, 0).
p
3 The function f (x, y) = x2 + y 2 is not differentiable at (0, 0) since
x
fx (x, y) = p is undefined at (0, 0).
x + y2
2

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Differentiability

0 if (x, y) = (0, 0)
Example. Let f (x, y) = xy .
p if (x, y) 6= (0, 0)
x2 + y 2
It can be verified, by definition, that f is continuous at (0, 0).
We check the existence of both fx (0, 0) and fy (0, 0).

f (x, 0) − f (0, 0)
fx (0, 0) = lim
x→0 x−0
0−0
= lim
x→0 x
= 0

Similarly, fy (0, 0) = 0. Thus, the partial derivatives exist at (0, 0).

However, we shall show that the last condition for differentiability is not
satisfied.

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 
0 if (x, y) = (0, 0)
Differentiability of f (x, y) = xy
p if (x, y) 6= (0, 0)
x2 +y 2
Let (x0 , y0 ) = (0, 0). Consider
∆f − fx (x0 , y0 )∆x − fy (x0 , y0 )∆y f (0 + ∆x, 0 + ∆y) − f (0, 0) − fx (0, 0)∆x − fy (0, 0)∆y
q = q
(∆x)2 + (∆y)2 (∆x)2 + (∆y)2
(∆x)(∆y)
q
(∆x)2 + (∆y)2
= q
(∆x)2 + (∆y)2
(∆x)(∆y)
=
(∆x)2 + (∆y)2

As (∆x, ∆y) → (0, 0) along the line ∆x = 0, its limit is (∆x, ∆y) → (0, 0) is zero.
But along the line ∆x = ∆y, the limit is

(∆x)2 1
lim = .
∆x→0 2(∆x)2 2

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 
0 if (x, y) = (0, 0)
Differentiability of f (x, y) = xy
p if (x, y) 6= (0, 0)
x2 +y 2

∆f − fx (x0 , y0 )∆x − fy (x0 , y0 )∆y

Thus, lim p 6= 0, and so f fails to be
(∆x,∆y)→(0,0) (∆x)2 + (∆y)2
differentiable at (0, 0).

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End of topic on DIFFERENTIABILITY

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Differentiability, Differentials and Local Linear
Approximation
Mathematics 54 - Elementary Analysis 2

Institute of Mathematics
University of the Philippines-Diliman

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Differentials

Differentials
Let z = f (x, y) be differentiable at (x0 , y0 ). We define the (total) differential
of z at (x0 , y0 ) by
£ ¤ £ ¤
dz := fx (x0 , y0 ) dx + fy (x0 , y0 ) dy

where dx and dy are the changes in the values of x and y respectively.

Remarks.
1 The differential of z = f (x, y) at (x0 , y0 ) approximates ∆f , which is the
change in the value of f (x, y) when (x, y) changes from (x0 , y0 ) to
(x0 + dx, y0 + dy).
2 At any (x, y) where z = f (x, y) is a differentiable , dz can also be written
as
∂z ∂z
dz = dx + dy.
∂x ∂y

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Differentials
Example
Let z = tan−1 (xy). Compute dz and compare dz with the change in z when
(x, y) changes from (1, 1) to (0.9, 1.01).

Solution. The differential of z is given by

∂ ∂
· ¸ · ¸
dz = tan−1 (xy) dx + tan−1 (xy) dy
∂x ∂y
y x
µ ¶ µ ¶
= dx + dy
1 + x2 y 2 1 + x2 y 2

Computing the differentials at (1, 1), we have

dx = 0.9 − 1 = −0.1
dy = 1.01 − 1 = 0.01
µ ¶ µ ¶
1 1
dz = (−0.1) + (0.01) = −0.045
1 + 12 (1)2 1 + 12 (1)2

Using a calculator, the change in z is

−1 −1 12 / 23
Differentials in Word Problems

Example
The legs of a right triangle are measured to be 3cm and 4cm, with a
maximum error of 0.05cm in each measurement. Use differentials to
approximate the maximum possible error in the calculated value of (a) the
hypotenuse and (b) the area of the triangle.

Solution. Let x and y be the lengths of each leg of a right triangle, in cm.
area a(x, y) = 21 xy
p
hypotenuse h(x, y) = x2 + y 2
The maximum possible errors are h(3.05, 4.05) − h(3, 4) and
a(3.05, 4.05) − a(3, 4).
We estimate these using differentials.
x y
dh = p dx + x2 +y2 dy ⇒ dh = p 3 (0.05) + p 24 2 (0.05) = 0.07cm
x2 +y 2 32 +42 3 +4

da = 12 ydx + 12 xdy ⇒ da = 12 [3(0.05) + 4(0.05)] = 0.175cm2

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Remark.
The concept of differentials can also be extended to functions of n
variables, n ∈ N. That is, if u is a differentiable function of x1 , x2 , . . ., xn−1
and xn , then
∂u ∂u ∂u
du = dxi + dx2 + · · · + dxn ,
∂xi ∂x2 ∂xn
where dxi represents the change in the value of xi , i = 1 to n.

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End of topic on DIFFERENTIALS

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Differentiability, Differentials and Local Linear
Approximation
Mathematics 54 - Elementary Analysis 2

Institute of Mathematics
University of the Philippines-Diliman

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Local Linear Approximation

Recall. If z = f (x, y) is differentiable at (x0 , y0 ), then ∆f ≈ dz. That is

f (x0 + ∆x, y0 + ∆y) − f (x0 , y0 ) ≈ fx (x0 , y0 )∆x + fy (x0 , y0 )∆y.

Let x = x0 + ∆x and y = y0 + ∆y. The above equation can be rewritten as

f (x, y) ≈ f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Since f is differentiable at (x0 , y0 ), the error in approximation becomes

smaller as (x, y) gets closer to (x0 , y0 ).
We say that the function f is approximated by a linear function near
(x0 , y0 ).

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Local Linear Approximation

Definition.
Let f (x, y) be differentiable at (x0 , y0 ). The local linear approximation of f
at (x0 , y0 ) is defined as

L(x, y) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

Remark. The local linear approximation of f at a point is also known as

the linearization of f at that point.

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Local Linear Approximation

Example.
Find the linearization approximation of f (x, y) = ex sin y at the origin.

Solution. Computing the partial derivatives, we have

fx (x, y) = ex sin y fy (x, y) = ex cos y

fx (0, 0) = 0 fy (0, 0) = 1

Thus, the linearization of f (x, y) at (0, 0) is

L(x, y) = f (0, 0) + 0(x − 0) + 1(y − 0)+ = y.

That is,
f (x, y) ≈ y
for (x, y) close to the origin.

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Local Linear Approximation
Example
1
Approximate p using linear approximation.
(3.92)2 + (3.01)2

Solution. First, we find a suitable function to be used, say

1
f (x, y) = p .
x + y2
2

Since (3.92, 3.01) is ’close’ to (4, 3), the problem then reduces to
approximating f (3.92, 3.01).
To do this, we use the local linear approximation of f at the point where
(x, y) = (4, 3).
Computing the partial derivatives, we have
−x −y
fx (x, y) = 2 fy (x, y) = 2
(x + y 2 )3/2 (x + y 2 )3/2
−4 −3
fx (4, 3) = fy (4, 3) =
125 125
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Local Linear Approximation
Example. (continued)
1
Approximate p using linear approximation.
(3.92)2 + (3.01)2

Solution.
Thus, the linear approximation of f at the point (4, 3) is
4 3
f (4, 3) − (x − 4) − (y − 3).
125 125

That is,
1 −4 −3 1
f (x, y) = p ≈ (x − 4) + (y − 3) + ,
x2 + y 2 125 125 5
for all (x, y) close to (4, 3).
Finally,
1 −4 −3 1 2529
p = f (3.92, 3.01) ≈ (3.92−4)+ (3.01−3)+ = .
(3.92)2 + (3.01)2 125 125 5 12500
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Local Linear Approximation

Remark.
The surface represented by the local linear approximation of f (x, y) at a
point is a plane. Graphically, if we keep on zooming in at that point, the
surface appears to coincide with this plane. We shall call this plane the
tangent plane to the surface z = f (x, y) at the given point.

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End of topic on LOCAL LINEAR APPROXIMATION

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