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CHAPTER 1

Differentiable functions

1. Differentiability of real functions of real variable


Let us consider a material point that moves along a line. The distance it crosses
from time 0 to time t is a function of time, denoted by x (t) . Then at the moment t0 ,
the mean velocity on the interval [t0 , t0 + h] is the quantity
x (t0 + h) − x (t0 )
h
so the velocity at the moment t0 will be, by definition,
x (t0 + h) − x (t0 )
v (t0 ) := lim ,
h→0 h
obviously, if the limit above does exist. Similarly, we get the definition of the acceler-
ation of the material point at the moment t0 ,
v (t0 + h) − v (t0 )
a (t0 ) := lim .
h→0 h
By starting from this practical example, we are concerned about the estimate of
the approximative growth of a certain measure with respect to the growth of other
measure. In what follows A will denote a non-denegerate interval or, more generally,
a non-empty subset of R, consisting only of accumulation points.

Definition 1.1. Let f : A → R be an arbitrary function, A ⊆ R, open set, a ∈ A.


We say that f is differentiable at a iff there exists
f (x) − f (a)
lim
x→a x−a
and it is finite. The value of this limit is called the derivative of f at a and it is
denoted by f ′ (a) or dx
df
(a) .
If the limit does exists, but it is infinite, then we say that f has derivative at
a and we denote it f ′ (a) or dx df
(a), too. If the limit doesn’t exist, then f is not
differentiable at a and has not derivative at a.
f is called differentiable on the set I iff it is differentiable at every point
a ∈ A and the function that maps each x ∈ A into its derivative f ′ (x) ∈ R is called
the derivative of the function f and it is denoted by f ′ or dx df
.
For example, let f : R → R, f (x) = x3 and a = 1. Then
f (x) − f (1) x3 − 1 ( )
lim = lim = lim x2 + x + 1 = 3 ∈ R,
x→1 x−1 x→1 x − 1 x→1

1
2 1. DIFFERENTIABLE FUNCTIONS

so f is differentiable at 1 and f ′ (1) = 3. If a ∈ R is arbitrary, then


f (x) − f (a) x3 − a3 ( )
f ′ (a) = lim = lim = lim x2 + ax + a2 = 3a2 ,
x→a x−a x→a x−a x→a
so
f ′ (a) = 3a2 , ∀a ∈ R.
We deduce the derivative function, f ′ : R → R, f ′ (x) = 3x2 , ∀x ∈ R.

Theorem 1.1. Every differentiable function at a point is continuous at that point.


Indeed, this follows immediately from relation
f (x) − f (a)
f (x) = f (a) + (x − a) , ∀x, a ∈ I, x ̸= a.
x−a

Remark 1.1. The converse of this result is false. Indeed, the function f : R → R,
f (x) = |x| is continuous at 0, but it is not differentiable at 0, since
lim f (x) = f (0) = 0,
x→0
and { {
f (x) − f (0) x−0 , if x ≥ 0 1, if x ≥ 0
x−0
= −x−0 =
x−0 x−0 , if x < 0 −1, if x < 0
f (x)−f (0)
hence lim x−0 doesn’t exist.
x→0

Let E1 , E2 , E3 be three real vector spaces.

Definition 1.2. The operator T : E1 → E2 is called linear iff


T (αx + βy) = αT (x) + βT (y) , ∀x, y ∈ E1 , ∀α, β ∈ R.
We denote by L (E1 , E2 ) the set of all linear operators from E1 to E2 .

Definition 1.3. The operator T : E1 × → E2 is called bilinear iff it is linear at each


variable, i.e.
B (αx + βy, z) = αB (x, z) + βB (y, z) , ∀x, y ∈ E1 , ∀z ∈ E2 , ∀α, β ∈ R,
B (x, αy + βz) = αB (x, y) + βB (x, z) , ∀x, y ∈ E1 , ∀z ∈ E2 , ∀α, β ∈ R,
We denote by B (E1 × E2 , E3 ) the set of all bilinear operators from E1 × E2 into
E3 .
Fie (E1 , ∥·∥1 ) şi (E2 , ∥·∥2 ) be two normed vector spaces.

Definition 1.4. The operator T : E1 → E2 is called continuous at x0 ∈ E1 iff


∀ε > 0, ∃δ > 0, such that ∀x ∈ E1 , with ∥x − x0 ∥1 < δ it follows ∥T (x) − T (x0 )∥2 < ε.

Proposition 1.1. A linear operator T : E1 → E2 is continuous if and only if is


continuous at a single point.
1. DIFFERENTIABILITY OF REAL FUNCTIONS OF REAL VARIABLE 3

Theorem 1.2. Let f : A → R be a function, A ⊆ R open set, and a ∈ A. Then f is


differentiable at a if and only if there exists a linear operator Ta : R → R, such that
f (a + h) − f (a) − Ta (h)
lim = 0.
h→0 h
From Algebra, we know that if an operator T : R → R is linear, then there exists
c = T (1) ∈ R, such that T (x) = c · x. And conversely, if T : R → R is of form
T (x) = c · x, ∀x ∈ R, then T is linear.
Therefore, f will be differentiable at a if and only if there exists ca = c (a) ∈ R,
such that
f (a + h) − f (a) − ca h
(1) lim = 0.
h→0 h

Remark 1.2. In order to make the transition to the case of vector functions of vector
variable, we remark that relation (1) can be written equivalently
|f (a + h) − f (a) − ca h|
lim = 0.
|h|→0 |h|
By Definition 1.1 and Theorem 1.2 we deduce the following result.

Theorem 1.3. Let f : A → R be a function, A ⊆ R open set, and a ∈ A. f is


differentiable at a if and only if Ta (h) = f ′ (a) · h, ∀h ∈ R.
Due to this result, Ta is uniquely determined by f and a.

Definition 1.5. Let f : A → R be a function, A ⊆ R open set. If f is differentiable


at a ∈ A, then the linear operator Ta : R → R is called the differential of f at a
and it is also denoted by dfa .
We say that f is differentiable on the set A iff it is differentiable at any a ∈ A.
Therefore, if f is differentiable on A, the following mapping arises, df : A →
L (R, R), defined by (df ) (a) := dfa , ∀a ∈ A, and it is called the differential of
function f on A, and we have
dfa (h) = f ′ (a) · h, ∀a ∈ A, ∀h ∈ R.
1.1. The derivatives of certain elementary functions. 1. The constant
function f : R → R, f (x) = C is differentiable on R and
C ′ = 0.
2. The power function with natural exponent f : R → R, f (x) = xn , n ∈ N∗ is
differentiable on R and

(xn ) = nxn−1 .

3. The root function of order n, n ∈ N∗ , f : R∗+ → R, f (x) = n x is differentiable
on R and
(√ )′ 1
n
x = √ n
.
n xn−1
4 1. DIFFERENTIABLE FUNCTIONS

4. The logarithm function f : (0, ∞) → R, f (x) = ln x is differentiable on R and


1 ′
(ln x) =.
x
5. f : R → R, f (x) = sin x is differentiable on R and

(sin x) = cos x.
6. f : R → R, f (x) = cos x is differentiable on R and

(cos x) = − sin x.
7. The exponential of basis e, f : R → R, f (x) = ex is differentiable on R and

(ex ) = − sin x.
8. The exponential of basis a > 0, f : R → R, f (x) = ax is differentiable on R
and

(ax ) = ax ln a.

9. The root function f : [0, ∞) → R, f (x) = x is differentiable only for x > 0
and
√ 1
x= √ .
2 x

Definition 1.6. Let f : A → R be an arbitrary function, A ⊆ R, and a ∈ A. f is


called differentiable at left at a iff there exists and is finite the limit
f (x) − f (a)
fl′ (a) := lim .
x↗a x−a
If there exists, the number fl′ (a) is called the left-hand derivative at the point a.
Analogously, f is called differentiable at right at a iff there exists and is finite
the limit
f (x) − f (a)
fr′ (a) := lim .
x↘a, x−a
If there exists, the number fr′ (a) is called the right-hand derivative at the point a.

Theorem 1.4. If f is differentiable at a ∈ A, then fs′ (a) = fd′ (a) = f ′ (a) . And
conversely, if fs′ (a) = fd′ (a) is a finite number, then f is differentiable at a and
f ′ (a) = fs′ (a) = fd′ (a).
For example, if f : R → R, f (x) = |x| , then
|x| − 0 |x| − 0
fs′ (0) = lim = −1, fs′ (0) = lim = 1.
x↗0 x−0 x→0,x>0 x − 0
{
x + 1, if x ≥ 0
If f : R → R, f (x) = , then we remark that f is discontinuous
x, if x < 0
at 0 so it will not be differentiable at 0; by estimating
f (x) − f (0) x−1
fs′ (0) = lim = lim = ∞,
x↗0 x−0 x↗0 x − 0
1. DIFFERENTIABILITY OF REAL FUNCTIONS OF REAL VARIABLE 5

it follows that f is not differentiable at left, but it has left-hand derivative at 0, equal
to ∞; since
f (x) − f (0) x+1−1
fd′ (0) = lim = lim = 1,
x↘0 x−0 x↗0 x−0
f is differentiable at right at 0 and it has right-hand derivative at 0, equal to 1.

1.2. Geometrical meaning of the derivative. Let f : A → R be an arbitrary


function, A ⊆ R, and a ∈ A. Consider the fixed point M0 (a, f (a)) on the graph of f
and the variable point M (x, f (x)) on the graph of f , too. Then, by using the notions
from Figure 1, we obtain:

Figure 1. Tangent to the graph

f (x) − f (a) MN
= = tg θ.
x−a M0 N
If the x tends to a, the M0 tends to M on the graph, so the line M M0 will tend
to the tangent line at M0 to the graph; hence, the angle θ will tend to θ0 .
Therefore,

f (x) − f (a)
f ′ (a) = lim = lim tg θ = tg θ0 =: m.
x→a x−a x→a

The conclusion is the derivative of a function at a point is the slope of the tangent
line, m. So, the equation of the tangent line is at (a, f (a)) to the graph of f is

t : y − f (a) = f ′ (a) (x − a) .

For example, for the function f : R → R, f (x) = x3 , the equation of the tangent
line at (1, 1) to the graph is
y − 3x + 2 = 0,
since f ′ (1) = 3.
6 1. DIFFERENTIABLE FUNCTIONS

1.3. Semitangents.

Definition 1.7. If f has left-hand derivative at a ∈ A, then the graph of f has


left-hand semitangent at the point T (a, f (a)):
a) If f is differentiable, then the semitangent is closed semiline situated in the
semiplane x < a and having the origin T, and slope m = fs′ (a) .
b) If fs′ (a) = ∞ or −∞, then the semitangent is a semiline having the origin T
and being parallel cu Oy axis.
A similar definition can be stated when f admits right-hand derivative at a.
For example, let us consider the following functions:
1. f : (−∞, −1] → R, f (x) = x2 . Since f ′ (−1) = −2, the graph admits in
T (−1, 1) semitangent of equation
y − 1 = −2 (x + 1) , x ≤ −1.
{ 1
2. f : (−∞, 0) → R, f (x) = x , if x < 0 . We have f ′ (0) = ∞. So, the graph
0, if x = 0
admits as semitangent in O (0, 0) {the√negative semiaxis Oy ′ .
x, if x > 0
3. f : [0, +∞) → R, f (x) = . We have f ′ (0) = ∞ so the graph
−1, if x = 0
admits as semitangent in T (0, −1) the semiaxis Oy.

1.4. Angular point. Sharp point. Let f : A → R be an arbitrary function,


A ⊆ R, and a ∈ A.

Definition 1.8. A point of continuity is called angular point, if there exist left-hand
and right-hand derivatives, they are different and at least one is finite.
A sharp point is a point where one of the side derivatives is ∞ and the other
one is −∞.

For example, let us consider the function f : R → R, f (x) = x2 − 4 . Its graph
admits the angular points (−2, 0) and (2, 0). Indeed,
f (x) − f (2) 4 − x2
fs′ (2) = lim = lim = −2,
x↗2 x−2 x↗2 x − 2

and

f (x) − f (2) x2 − 4
fd′ (2) = lim = lim = 2.
x↘2 x−2 x↘2 x − 2

If one considers f : R → R, f (x) = |x|, since fs′ (0) = ∞ and fd′ (0) = ∞, it
follows that O (0, 0) is sharp point for the graph of f.

1.5. Operations with differentiable functions. Let f, g : A → R be two


functions, A ⊆ R, and a ∈ A, λ ∈ R.
1. DIFFERENTIABILITY OF REAL FUNCTIONS OF REAL VARIABLE 7

Theorem 1.5. If functions f, g are differentiable at the point a, then f + g, λf, f g


are differentiable at ta, and if g (a) ̸= 0, fg is differentiable at a, and

(f + g) (a) = f ′ (a) + g ′ (a) ,

(λf ) (a) = λf ′ (a) ,

(f g) (a) = f ′ (a) g (a) + f (a) g ′ (a) ,
( )′
f f ′ (a) g (a) − f (a) g ′ (a)
(a) = .
g g 2 (a)

Corollary 1.1. If functions f, g are differentiable on A, then f + g, λf , f g are


differentiable on A, and if g (x) ̸= 0, ∀x ∈ A, then fg is differentiable on I, and

(f + g) = f ′ + g′ ,

(λf ) = λf ′ ,

(f g) = f ′ g + f g′ ,
( )′
f f ′ g − f g′
= .
g g2

Theorem 1.6. (Differentiabiliy of the composed functions). If f : A → B and


g : B → R, where A and B are open subsets of R, f is differentiable at the point
a ∈ A, and g is differentiable at the point b = f (a) ∈ B, then g ◦ f is differentiable at
a, and

(g ◦ f ) (a) = g ′ (f (a)) · f ′ (a) .

Corollary 1.2. If f is differentiable on A and g is differentiable on B, then g ◦ f is


differentiable on A and

(g ◦ f ) = (g ′ ◦ f ) · f ′ .

Theorem 1.7. (Differentiabiliy of the inverse function) If f : A → B este contin-


uous, one-to-one, and differentiable at a ∈ A, then the inverse f −1 : f (A) → B is
differentiable at f (a) if and only if f ′ (a) ̸= 0. Moreover,
( −1 )′ 1
f (f (a)) = ′ .
f (a)
Due to this Theorem we deduce the derivative of other important functions:

′ 1
(arcsin x) = √ , ∀x ∈ (−1, 1) ,
1 − x2
′ 1
(arccos x) = − √ , ∀x ∈ (−1, 1) ,
1 − x2
′ 1
(arctg x) = , ∀x ∈ R,
1 + x2
8 1. DIFFERENTIABLE FUNCTIONS

′ 1
(arcctg x) = − , ∀x ∈ R,
1 + x2
1 ′
, ∀x > 0.
(ln x) =
x
Hence, we can deduce the derivative of the power function of exponent a ∈ R,
′ ( )′
(xa ) = ea ln x = axa−1 , ∀x > 0.

Bu using Theorem 1.6 for a differentiable function u, one has the following for-
mulae:


(un ) = nun−1 · u′ , n ∈ N∗ ,

(ur ) = rur−1 · u′ , r ∈ R, u > 0,

′ 1 ′ ′ 1
(ln u) = · u , (loga u) = · u′ , u > 0,
u u ln a
′ ′
(eu ) = eu u′ , (au ) = au ln a · u′ , a > 0, a =
̸ 1,

(sin u) = cos u · u′ ,

(cos u) = − sin u · u′ ,

′ 1 ( )
(tg u) = 2
· u′ = 1 + tg2 u · u′ , cos u ̸= 0,
cos u

′ 1 ( )
(ctg u) = − 2 · u′ = 1 + ctg2 u · u′ , sin u ̸= 0,
sin u

′ 1
(arcsin u) = √ · u′ , |u| < 1,
1 − u2

′ 1
(arccos u) = − √ · u′ , |u| < 1,
1 − u2

′ 1
(arctg u) = · u′ ,
1 + u2

′ 1
(arcctg u) = − · u′
1 + u2
(√ )′ 1
n
u = √
n
· u′ , n ∈ N∗ if u > 0, n even,
n un−1
( v )

(uv ) = uv ln u · v ′ + · u′ .
u
2. DERIVATIVES OF HIGHER ORDER 9

2. Derivatives of higher order

Definition 1.9. Let f : A → R, A ⊆ R, and a ∈ A. If f este differentiable


on a neighborhood of a and f ′ is differentiable at a, then we say that f is twice
differentiable at a and the second order derivative at a, denoted by f ′′ (a) is
f ′ (x) − f ′ (a)
f ′′ (a) = lim .
x→a x−a
( )
′ 2
By this definition, we notice the formula f ′′ = (f ′ ) or ddxf2 = d
dx
df
dx . Similarly
( )′
we can define the derivative of order n ≥ 3, f (n) = f (n−1) or
( )
dn f d dn−1 f
= .
dxn dx dxn−1
1
For example, if f (x) = x2 +1 , then
( )
′ −2x ′′ 2 3x2 − 1
f (x) = 2 and f (x) = 2 .
(x2 + 1) (x2 + 1)
Denote by
{ }
C n (A) := f : A → R | f is n times differentiable with f (n) continuous on A .

A function f ∈ C n (A) is called function of class C n on A. A function that has


derivative of any orfer is called infinitely differentiable or of class C ∞ .
The following formulae hold for derivaties of higher order:
(n)
(f + g) = f (n) + g (n) ,
(n)
(λf ) = λf (n) ,
(n)
∑n
(f · g) = Cnk f (n−k) g (k) .
k=0

2.1. Local Extrema.

Definition 1.10. Let f : A → R be a function. We say that a function f has local


maximum at the point a ∈ A, iff there exists V ∈ V (a), such that f (x) ≤ f (a) ,
∀x ∈ V. f (a) is called local maximum of f . We say that a function f has local
minimum at the point a ∈ A, iff there exists V ∈ V (a), such that f (x) ≥ f (a) ,
∀x ∈ V. f (a) is called local maximum of f .
The local maximum and local minimum point are called local extrema points.
If the inequality holds ∀x ∈ A, then that point is called global maximum (or
global minimum) point.
f has a local strict maximum at a ∈ A, iff there exists V ∈ V (a), such that
f (x) < f (a) , ∀x ∈ V \ {a} . We say that a function f has local strict minimum at
the point a ∈ A, iff there exists V ∈ V (a), such that f (x) > f (a) , ∀x ∈ V \ {a} .
10 1. DIFFERENTIABLE FUNCTIONS

Theorem 1.8. (Fermat’s Theorem). Let f : A → R and a an interior point of A. If


f is differentiable at a and f has a local extremum at a, then f ′ (a) = 0.

Remark 1.3. Fermat’s Theorem only provides a necessary, but not a sufficient con-
dition for local extremum points. Indeed, for the function f : R → R, f (x) = x3 ,
a = 0 is point of differentiability for f , interior to R, f ′ (0) = 0, but f being striclty
increasing„ does not have any local extremum.

Remark 1.4. Fermat’s Theorem asserts that the local extrema are found among the
critical points of the function.

Remark 1.5. Function f : [0, 1] → R, f (x) = x3 , has a local maximum at 1, but


f ′ (1) ̸= 0. This fact doesn’t contradict Fermat’s Theorem since 1 is not an interior
point to [0, 1].
Teoremă 6.9.2 (Rolle). Let f : [a, b] → R be a function, continuous on [a, b] and
differentiable on (a, b). If f (a) = f (b), then there is a point c ∈ (a, b) , sunh that
f ′ (c) = 0.

Corollary 1.3. 1. Between two succesive zeros of a differentiable function, there


exists at least a zero of the derivative.
2. Between two succesive zeros of the derivative, there exists at most a zero of the
function.
For example, let us consider the function f : R → R,
f (x) = (2x − 1) (x + 5) (x − 3) (x − 7) .
Then every critical point of f is real. Indeed, since equation f (x) = 0 has the roots
x1 = −5, 1
( x12 )= 2 ′, x3 (=1 3, )x4 =′ 7, by applying Corollary 1.3, it follows that there exist

x1 ∈ −5, 2 , x2 ∈ 2 , 3 , x3 ∈ (3, 7) critical points. Since the degree of f is 3, it
follows that f ′ has exactly three real zeros.

Theorem 1.9. (Cauchy’s Mean Value Theorem). Let f, g : [a, b] → R be two functions
continuous on [a, b] and differentiable on (a, b) . If g ′ (x) ̸= 0, ∀x ∈ (a, b), and g (a) ̸=
g (b) , then there is a point c ∈ (a, b) , such that
f (b) − f (a) f ′ (c)
= ′ .
g (b) − g (a) g (c)
A particular case of the Cauchy’s Mean Value Theorem is the following.

Theorem 1.10. (Lagrange’s Mean Value Theorem). If f : [a, b] → R be a function


continuous on [a, b] and differentiable on (a, b) . Then there is a point c ∈ (a, b), such
that
f (b) − f (a) = f ′ (c) · (b − a) .
2. DERIVATIVES OF HIGHER ORDER 11

Corollary 1.4. (of Lagrange’s Mean Value Theorem). Let f be a function defined
on a neighborhood V ∈ V (x0 ). If f is differentiable on V \ {x0 } , continuous at x0 and
there exists λ = lim f ′ (x) , then f has derivative at x0 and f ′ (x0 ) = λ. If λ ∈ R,
x→x0
then f is differentiable at x0 .

Remark 1.6. Lagrange’s Mean Value Theorem is a particular case of Cauchy’s Mean
Value Theorem, namely when g (x) = x.

Example 1.1. Let us consider the functions f, g : [−2, 5] → R,


{ √
x + 3, if x ∈ [−2, 1)
f (x) =
4 + 4 , if x ∈ [1, 5]
x 7

and
g (x) = x2 + 2x.
We remark that f is continuous on [−2, 5] and differentiable on pe (−2, 5) \ {1}, with
{
√1 , if x ∈ [−2, 1),
f ′ (x) = 2 x+3
4 , if x ∈ (1, 5].
1

We have
1 1
lim f ′ (x) = şi lim f ′ (x) = ,
x↗1 4 x↘1 4
therefore, by applying , we obtain f ′ (1) = 14 . So f is even differentiable on [−2, 5].
Similarly, g is continuous on [−2, 5], differentiable on (−2, 5), with g ′ (x) ̸= 0, x ∈
(−2, 5) , and g (5) ̸= g (−2) . By applying Cauchy’s Mean Value Theorem, it follows
that there is a c ∈ (−2, 5) such that
f (5) − f (−2) f ′ (c)
= ′ .
g (5) − g (−2) g (c)

Example 1.2. Let us study the differentiabily of the function f : R → R,


{ 2
x , if x ≤ 1,
f (x) =
ln x + x, if x > 1.
On the intervals (−∞, 1) and (1, ∞), f is continuous, being composition of elementary
functions. Since
lim f (x) = lim f (x) = f (1) = 1,
x↗1 x↘1

it follows that f is continuous at 1. So, f is continuous on R. On the intervals (−∞, 1)


şi (1, ∞), f is also differentiable, due to the same reason, and
{
2x, if x ≤ 1,
f (x) = 1
x + 1, if x > 1.
12 1. DIFFERENTIABLE FUNCTIONS

One has
lim f ′ (x) = lim (2x) = 2,
x↗1 x↗1
( )
1
lim f ′ (x) = lim + 1 = 2.
x↘1 x↘1 x

So, there exists λ = 2 = lim f ′ (x) . Due to Corollary 1.4, we get f ′ (1) = 2 ∈ R, hence
x→1
f is differentiable at 1. The conclusion is f is differentiable on R.

Example 1.3. We consider the function f : R → R,


{ 2
x sin x1 , if x ̸= 0,
f (x) =
0, if x = 0.
we remark that f is continuous on R and differentiable on R \ {0}, with
1 1
f ′ (x) = 2x sin − cos , x ̸= 0.
x x
One has
1 1 1
lim f ′ (x) = lim 2x sin − cos = − lim cos ,
x→0 x→0 x x x→0 x
which does not exist. Therefore, one can not apply Corollary 1.4. The differentiablity
at 0 will be studied by using the definition:
f (x) − f (0) 1
f ′ (0) = lim = lim x sin = 0,
x→0 x−0 x→0 x
so f is differentiable at 0 and f ′ (0) = 0.

Theorem 1.11. (Darboux). If f : I → R is differentiable on I, then f ′ has the


Darboux property on I.
A direct application of Lagrange’s Mean Value Theorem and Taylor’s formula
within the study of the local extrema is the following.

Theorem 1.12. Let f : [a, b] → R be of class C n on (a, b), n ≥ 2 and let x0 ∈ (a, b) ,
such that f ′ (x0 ) = f ′′ (x0 ) = ... = f (n−1) (x0 ) = 0 and f (n) (x0 ) ̸= 0. Then if n is even,
f has a local minimum at x0 if f (n) (x0 ) > 0 and has a local maximum if f (n) (x0 ) < 0.
If n is odd, then f does not admit a local extremum at x0 .
2.2. L’Hôspital Rules. In this subsection we will present a unitary method for
the calculus of certain limits involving indeterminations of type 00 and ∞
∞.

Theorem 1.13. (L’Hospital Rule for the indefinite form 00 ). Let f, g : (a, b) → R be
two differentiable functions, such that g ′ (x) ̸= 0, ∀x ∈ (a, b) and
lim f (x) = lim g (x) = 0.
x→a x→a
2. DERIVATIVES OF HIGHER ORDER 13

f ′ (x) f (x)
If there exists limx→a g ′ (x) ∈ R, then there exists limx→a g(x) and
f (x) f ′ (x)
lim = lim ′ .
x→a g (x) x→a g (x)

Theorem 1.14. A similar Theorem holds at the right boundary point, b.


x3 −8
For example, let’s calculate lim := l. One has
x→2 x −4
2

( 3 )′
( 00 ) x −8 3x2
l = lim 2 = lim = 3,
x→2 (x − 4)′ x→2 2x

since all the hypotheses of Theorem 1.13 are fulfilled.


Similarly,
esin x − 1 ( 00 ) esin x · cos x
lim = lim = 1,
x→0 sin x x→0 cos x
( ) 1
x2 · e
1
1 (∞·0) 1 − ex (0) 0 1 x
lim x 1 − e x = lim = lim = −1,
x→∞ x→∞ 1 x→∞ − 12
x x


Theorem 1.15. (L’Hospital Rule for the indefinite form ∞ ). Let f, g : (a, b) → R be

two differentiable functions, such that g (x) ̸= 0, ∀x ∈ (a, b) and
lim |g (x)| = ∞.
x→a
f ′ (x) f (x)
If there exists limx→a g ′ (x) ∈ R, then there exists limx→a g(x) and
f (x) f ′ (x)
lim = lim ′ .
x→a g (x) x→a g (x)

Theorem 1.16. A similar Theorem holds at the right boundary point, b.


For example,
ex ( ∞
∞) ex
lim = lim = ∞,
x→∞ x x→∞ 1
∞ 1
ln x ( ∞ )
lim 3 = lim x 2 = 0.
x→∞ x x→∞ 3x

Theorem 1.17. If f : A → R is differentiable and increasing on A, then f ′ (x) ≥ 0,


∀x ∈ IA. If f : A → R is differentiable and decreasing on A, then f ′ (x) ≤ 0, ∀x ∈ A.
Conversely, if f : A → R is differentiable and f ′ (x) ≥ 0, ∀x ∈ A, then f is
increasing on A. If f : A → R is differentiable and f ′ (x) ≤ 0, ∀x ∈ A, then f is
decreasing on A.
This Theorem can be used to find the intervals of monotony and the local extrema.
For example, let f : [−1, 1] → R, f (x) = x − arcsin x. One has
1
f ′ (x) = 1 − √ , ∀x ∈ (−1, 1) .
1 − x2
14 1. DIFFERENTIABLE FUNCTIONS

By solving equation f ′ (x) = 0, we find the single critical point, x = 0.



( 1f) (x) ̸= 0, ∀x
Since ( ∈
) (−1, 0) ∪ (0, 1) it keeps constant sign, being continuous;
from f − 2 < 0 and f 12 > 0, it follows that f ′ (x) < 0, ∀x ∈ (−1, 0) and f ′ (x) > 0,
∀x ∈ (0, 1) . By using Theorem 1.17, we get that f is strictly decreasing on (−1, 0)
and (0, 1) . f has not local extremum at the critical point 0.

Theorem 1.18. If f : A → R is differentiable on A and f ′ = 0 on A, then f is


constant on A.

Corollary 1.5. If f and g are differentiable on A and f ′ = g ′ on A, then f and g


differ by a constant.
For example, let f : R → R, f (x) = arctg x and g : R∗ → R, g (x) = − arctg x1 .
We have f ′ (x) = x21+1 şi g ′ (x) = x21+1 , so f ′ = g ′ .
By Corollary 1.5 that there exists k1 ∈ R, such that f (x) = g (x) + k1 , ∀x ∈
(−∞, 0) . So,
1
arctg x + arctg = k1 , ∀x ∈ (−∞, 0) .
x
For x = −1, it follows k1 = − π2 .
Similarly, there exists k2 ∈ R, such that f (x) = g (x) + k2 , ∀x ∈ (0, ∞) . So,
1
arctg x + arctg = k2 , ∀x ∈ (0, +∞) .
x
π
For x = 1, if follows k2 = 2.
Hence,
1 π
arctg x + arctg = − , ∀x ∈ (−∞, 0) ,
x 2
1 π
arctg x + arctg = , ∀x ∈ (0, ∞) .
x 2

Definition 1.11. Function f : A → R is called convex on the interval A iff ∀x1 ,


x2 ∈ A, ∀t ∈ [0, 1] , one has
f ((1 − t) x1 + tx2 ) ≤ (1 − t) f (x1 ) + tf (x2 ) .
f is called concave on I iff −f is convex on A, or iff ∀x1 , x2 ∈ A, ∀t ∈ [0, 1] ,
f ((1 − t) x1 + tx2 ) ≥ (1 − t) f (x1 ) + tf (x2 ) .

Theorem 1.19. Let f : [a, b] → R be a twice differentiable function.


1. If f ′′ ≥ 0, then the function is convex.
2. If f ′′ ≤ 0, then the function is concave.

Definition 1.12. Let f : A → R and a an interior of A. We say that f has an


inflection at a, iff there exist α, β ∈ A, such that α < x0 < β, f is convex on (α, x0 ]
and concave on [x0 , β) or conversely.
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 15

For example, let us consider the function f : (0, ∞) → R, f (x) = x2 ln x. We


have f ′ (x) = x (2 ln x + 1) and f ′ (x) = 0 gives us the critical point x = √1e . f ′′ (x) =
2 ln x + 3 and f ′′ (x) = 0 gives us the root x = √1e3 . By studying the sign of functions
f ′′ and f ′ , we obtain that f has global minimum at √1e and has an inflection at √1e3 .

3. Differentiability of vector functions of a real variable


Let us consider the Euclidean normed space Rm , m ≥ 2.

Definition 1.13. Let f : A → Rm be a function, A ⊆ R open set, and a ∈ A. We say


that f is differentiable at a iff there exists a linear operator Ta : R → Rm , such that
∥f (a + h) − f (a) − Ta (h)∥
lim = 0.
|h|→0 |h|

It is easily seen that if f is differentiable at a, then it is continuous at a.


Recalling that the study of limits to vector functions of real variable is made by
passing to components, we have the following result.

( )
Theorem 1.20. Let f = f 1 , f 2 , ..., f m : A → Rm be a function, A ⊆ R open set, and
a ∈ A. Then f is differentiable at a if and only if all its components are differentiable
at a.
Function f is called differentiable on the set A iff it is differentiable at any
a ∈ A.
Taking into account Theorem 1.3, we deduce that
( )⊤
Ta (h) = f 1′ (a) h, f 2′ (a) h, ..., f m′ (a) h , ∀a ∈ A, ∀h ∈ R.
So, we conclude that the study of the differentiablity to a vector function of real
variable is made by passing to its components. Ta is uniquely determined by f and a
and we denote again the operator Ta by dfa and we call it the differential of the
function f at the point a.
( ′ )⊤
The vector f ′ (a) := f 1 (a) , f 2′ (a) , ..., f m′ (a) is called the derivative of f
at a and we obtain the following formula for dfa :
dfa (h) = f ′ (a) h, ∀a ∈ A, ∀h ∈ R.

4. Differentiability of real functions of vector variable


Let us consider the Euclidean normed space Rp , p ≥ 2.

)1.14. Let f : A → R be a function, A ⊆ R open set, and a =


p
Definition
( 1 2
a , a , ..., a ∈ A. We say that f is differentiable at a iff there exists a linear
p

operator Ta : Rp → R, such that


|f (a + h) − f (a) − Ta (h)|
lim = 0.
∥h∥→0 ∥h∥
16 1. DIFFERENTIABLE FUNCTIONS

Function f is called differentiable on the set A iff it is differentiable at any


a ∈ A.
It is easily seen that if f is differentiable at a, then it is continuous at a.
From Algebra, we know that the linear operator Ta : Rp → R is of form
Ta (h) = c1 h1 + c2 h2 + ... + cp hp ,
( ) ( )
∀h = h1 , h2 , ..., hp ∈ Rp , where c = c1 , c2 , ..., cp ∈ Rp .
We can prove that if f is differentiable at a, then ∀k ∈ 1, p
( ) ( )
f a1 , ..., ak + hk , ..., ap − f a1 , ..., ak , ..., ap
(2) ck = lim .
hk →0 hk
Therefore we obtain that Ta is uniquely determined by f and a and we denote again
the operator Ta by dfa and we call it the differential of the function f at the
point a.
The number ck from relation (2) is called the partial derivative of f with
respect to variable xk at the point a and we denote it by
∂f
(a) := ck , ∀k ∈ 1, p.
∂xk
Let us notice the formula of the partial derivative of f with respect to variable xk
at the point a,
( ) ( )
∂f f a1 , ..., ak + hk , ..., ap − f a1 , ..., ak , ..., ap
(a) := lim .
∂xk hk →0 hk
We remark that for calculating the partial derivative with respect (to variable xk at)
a, actually we determine the derivative of a single real variable xk → f a1 , ..., xk , ..., ap ,
all the others variables being constants in this calculus.
For example, for the function
f (x, y) = x2 sin xy
we have
( )
∂ x2 sin xy
= 2x sin xy + x2 (cos xy) y,
( ∂x )
∂ x2 sin xy
= x3 cos xy.
∂y
The following result gives us a very useful formula for applications.

Theorem 1.21. If f is differentiable at the point a, then f has partial derivatives with
respect to any variable xk , k ∈ 1, p at the point a, and
∂f ∂f ∂f
dfa (h) = 1
(a) h1 + 2
(a) h2 + ... + (a) hp ,
∂x ∂x ∂xp
( )
∀h = h1 , h2 , ..., hp ∈ Rp .
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 17

Let us remark that the converse of Theorem 1.21 does not hold. Indeed, if we
consider f : R2 → R,
{
√ xy , if (x, y) ̸= (0, 0) ,
f (x, y) = x2 +y 2
0, if (x, y) = (0, 0) ,
f (h,0)−f (0,0)
then ∂f∂x (0, 0) = limh→0 h = 0 and, analogously, ∂f
∂y (0, 0) = 0. f is not
differentiable at (0, 0) since, otherwise, it would follow that
∂f ∂f
df(0,0) (h) = (0, 0) h1 + (0, 0) h2 = 0
∂x ∂y
and 1 2
f (h) − f (0, 0) − df(0,0) (h) h h
lim = lim 2.
∥h∥→0 ∥h∥ ∥h∥→0
2
(h1 ) + (h2 )
( ) |h1 h2 | (1 λ
)
But the function g h1 , h2 := (h1 )2 +(h2 )2
does not have limit at (0, 0) . Indeed, g n, n =
|λ| |λ|
1+λ2 → that is not constant for all λ ∈ R.
1+λ2 ,
Another counter-example is that of function f : R2 → R,
{
1, if x ̸= 0 and y ̸= 0,
f (x, y) = .
0, if x = 0 or y = 0
This function has
∂f f (h, 0) − f (0, 0)
(0, 0) = lim = 0,
∂x h→0 h
(( 1 1 ))
similarly, ∂f
∂y (0, 0) = 0, and it is not continuous at (0, 0), since f n, n = 1 → 1 ̸=
0 = f ((0, 0)) . So, f is not differentiable at (0, 0) . ( )
∂f ∂f ∂f
If f is differentiable at a, we denote the vector ∂x 1 (a) , ∂x2 (a) , ..., ∂xp (a) by
∇f (a) or grad f (a) and we call it the gradient of function f at the point a. So,
dfa (h) = ⟨∇f (a) , h⟩ , ∀h ∈ Rp .

( Let us) consider now the canonical projectors Πk : Rp → R, Πk (x) := xk , ∀x =


x , ..., xp ∈ Rp , ∀k ∈ 1, p. It is easily seen that Πk is differentiable at any a ∈ A
1

and (dΠk )a = Πk , ∀k ∈ 1, p. If f is differentiable on A, then one deduces ∀a ∈ A and


∀h ∈ Rp ,
∂f ∂f ∂f
dfa (h) = (a) (dΠ1 )a (h) + (a) (dΠ2 )a (h) + ... + (a) (dΠp )a (h) ,
∂x1 ∂x2 ∂xp
or ∀a ∈ A,
∂f ∂f ∂f
dfa = (a) (dΠ1 )a + (a) (dΠ2 )a + ... + (a) (dΠp )a .
∂x1 ∂x2 ∂xp
By denotting dΠk =: dxk and ∂f
∂xk
the function that maps a ∈ A into ∂f
∂xk
(a), ∀k ∈ 1, p,
we get the following formula
∂f ∂f ∂f
df = dx1 + dx2 + ... + dxp .
∂x1 ∂x2 ∂xp
18 1. DIFFERENTIABLE FUNCTIONS

For example, for f (x, y) = x2 + xy − y 2 , we have


∂f ∂f
df = dx + dy = (2x + y) dx + (x − 2y) dy.
∂x ∂y

Definition 1.15. Let f : A → R be a function, A ⊆ Rp open set. We say that f is


k (a), ∀a ∈ A, ∀k ∈ 1, p.
∂f
partially differentiable on A iff there exists ∂x
We say that f is of class C on A and we denote this by f ∈ C 1 (A) iff f is
1

partial differentiable on A and ∀k ∈ 1, p, ∂x


∂f
k is continuous on A.

The connection between the differentiability and the partial differentiability is


made by the following result.

Theorem 1.22. Let f : A → R be a function, A ⊆ Rp open set, and a ∈ A. If f is


partially differentiable on an open neighborhood of a, and ∀k ∈ 1, p, ∂x
∂f
k is continuous

at a, then f is differentiable at a.

Corollary 1.6. Let f : Ap → R be a function, A ⊆ Rp open set, and a ∈ A. If


f ∈ C 1 (A) , then f is differentiable on A.
The converse of this Theorem is false. Indeed, let us consider the function f :
R2 → R,
{ ( 2 )
2 , if (x, y) ̸= (0, 0) ,
1
x + y 2 sin x2 +y
f (x, y) =
0, if (x, y) = (0, 0) .
f (h,0)−f (0,0)
Then ∂f
∂x (0, 0) = limh→0 h = limh→0 h sin h12 = 0 and, similarly, ∂f
∂y (0, 0) =
0. We prove that f is differentiable at (0, 0), having
∂f ∂f
T(0,0) (h) = (0, 0) h1 + (0, 0) h2 = 0.
∂x ∂y
To this aim, we estimate

f (h) − f (0, 0) − T(0,0) (h) |f (h)|
lim = lim
∥h∥→0 ∥h∥ ∥h∥→0 ∥h∥
1
= lim ∥h∥ sin 2 = 0.
∥h∥→0 ∥h∥
By definition, we deduce that f is differentiable at (0, 0) .
We have
{
2 − x2 +y 2 cos x2 +y 2 , if (x, y) ̸= (0, 0) ,
1 2x 1
∂f 2x sin x2 +y
(x, y) =
∂x 0, if (x, y) = (0, 0) ,
and the following estimate

1 1
2x sin ≤ 2 |x| sin ≤ 2 |x| ,
x2 + y 2 x2 + y 2
∀ (x, y) ̸= (0, 0) . So, lim(x,y)→(0,0) 2x sin x2 +y
1
2 = 0.
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 19

If g (x, y) := − x22x 1
+y 2 cos x2 +y 2 , then
( )
1 1 √
g √ ,√ = − 4nπ cos 2nπ
4nπ 4nπ

= − 4nπ → −∞

and
( ) (
1 1 √ π)
g √ ,√ = − 4nπ + π cos 2nπ +
4nπ + π 4nπ + π 2
= 0 → 0.

So, lim(x,y)→(0,0) ∂f ∂f
∂x (x, y) does not exist, hence ∂x is not continuous at (0, 0) .
∂f
Similarly, we deduce that ∂y is not continuous at (0, 0) .
The partial derivatives are more understandable if we introduce the differentiabil-
ity on a direction.

Definition 1.16. Let f : A → R be a function, A ⊆ Rp open set, a ∈ A, and s ∈ Rp


with ∥s∥ = 1 (recall that s is called versor). We say that f is differentiable on the
direction (versor) s at a iff there exists limh→0 f (a+hs)−f
h
(a)
and it is finite. The
value of this limit is denoted by
∂f f (a + hs) − f (a)
(a) := lim
∂s h→0 h
and it is called the derivative of f on the direction s at a.

Let us consider the standard basis {e1 , e2 , ..., ep } of Rp , namely ek = (0, ..., 1, ..., 0)
with 1 of the kth position.
Then we have
∂f ∂f
(a) = (a) , ∀k ∈ 1, p, ∀a ∈ A.
∂ek ∂xk
Indeed,
∂f f (a + hek ) − f (a)
(a) = lim
∂ek h→0 h
( 1 ) ( )
f a , ..., ak + hk , ..., ap − f a1 , ..., ak , ..., ap
= lim
h→0 hk
∂f
= (a) , ∀k ∈ 1, p, ∀a ∈ A.
∂xk

Theorem 1.23. Let f : Ap → R be a function, A ⊆ Rp open set, and a ∈ A. If f is


df
differentiable at a, then there exists ds (a), for any versor s ∈ Rp and

∂f ∂f
(a) = dfa (s) , (a) = dfa (ek ) , k ∈ 1, p.
∂s ∂xk
20 1. DIFFERENTIABLE FUNCTIONS

∑p
So, if s = k=1sk ek , then, using the linearity of dfa we have succesively
( p )
∂f ∑ ∑p
k
(a) = dfa (s) = dfa s ek = sk dfa (ek )
∂s
k=1 k=1

p
∂f
= sk (a) .
∂xk
k=1

One may happen that a function discontinuous at a point to admit derivative on


any versor. For example, the function f : R2 → R,
{
x2 y
f (x, y) = x4 +y 2 , if (x, y) ̸= (0, 0) ,
0, if (x, y) = (0, 0)
( )
is discontinuous at (0, 0) , but, considering an arbitrary versor s = s1 , s2 ∈ R2 , we
obtain { 1 2
∂f (s )
s2 , if s ̸= 0,
2
(0, 0) =
∂s 0, if s2 = 0.
Hence, neither the derivative on a versor nor the partial derivative does not constitute
a satisfying extension of the notion of differentiability for the case of real functions of
real variable. And this is why the most appropriate notion for the differentiability will
be that in sense of Definition 1.13.

Proposition 1.2. Let f, g : A → R be two functions, A ⊆ Rp open set, a ∈ A. If f


and g are differentiable at a, then f + g is differentiable at a and
d (f + g) (a) = df (a) + dg (a) .
And if f is differentiable at a, λf is differentiable at a, and
d (λf ) (a) = λdf (a) , ∀λ ∈ R.

Proposition 1.3. Let f : A → R be a function, A ⊆ Rp open set, a ∈ A, g : B → R,


another function, B ⊆ R open set, and f (a) ∈ B. If f is differentiable at a and g is
differentiable at f (a) , the g ◦ f : A → R is differentiable at a and
d (g ◦ f ) (a) = dg (f (a)) ◦ df (a) .
By this Proposition we deduce the following formula for partial differentiation:
∂ ∂f
(g ◦ f ) (a) = g ′ (f (a)) k (a) .
∂xk ∂x
For example, if f (x, y) = 3x + 2y, and g (t) = et , then (g ◦ f ) (x, y) = e3x+2y and
∂f ∂f
= g ′ (f (x, y)) = 3e3x+2y ,
∂x ∂x
∂f ∂f
= g ′ (f (x, y)) = 2e3x+2y .
∂y ∂y
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 21

Definition 1.17. Let f : A → R be a function, A ⊆ Rp open set, a ∈ A. Suppose that


f is differentiable with respect to variable xk on a neighborhood V ∈ V (a). If function

∂f
:V →R
∂xk

is also differentiable with respect to variable xj , j ̸= k, at a, then we say that f is


twice partial differentiable with respect to variables xj , xk at a. In this case,
we denote
( )
∂f ∂f ∂2f
(a) =: (a)
∂xj ∂xk ∂xj ∂xk

and we call it the second mixed partial derivative of order 2 of f with respect
to variables xk , xj at a.
Naturally, if j = k, then in the conditions above we say that f is twice partial
differentiable with respect to variable xk at a, we denote

( )
∂f ∂f ∂2f
(a) =: 2 (a)
∂xk ∂xk ∂ (xk )

and we call it the partial derivative of order 2 of f with respect to variable


xk at a.
If f is twice partial differentiable with respect to variables xj , xk at any a ∈ A,
then f is called twice differentiable with respect to variables xj , xk on A, and
2
the mapping a 7−→ ∂x∂j ∂x f
k (a) is called the partial derivative of order 2 of f with

respect to variables xj , xk .
We say that f is of class C 2 on A and we denote this by f ∈ C 2 (A) iff f is
2
twice partial differentiable on A and ∀j, k ∈ 1, p, ∂x∂j ∂xf
k is continuous on A.

For example, let us consider the function

f (x, y) = x2 sin xy

We have seen that

∂f
= 2x sin xy + x2 (cos xy) y,
∂x
∂f
= x3 cos xy.
∂y
22 1. DIFFERENTIABLE FUNCTIONS

Now, we can calculate


( )
∂2f ∂ ∂f ∂ ( )
: = = 2x sin xy + x2 (cos xy) y
∂x2 ∂x ∂x ∂x
= 2 sin xy − x2 y 2 sin xy + 4xy cos xy,
( )
∂2f ∂ ∂f ∂ ( 3 )
: = = x cos xy
∂x∂y ∂x ∂y ∂x
= 3x2 cos xy − x3 y sin xy,
( )
∂2f ∂ ∂f ∂ ( )
: = = 2x sin xy + x2 (cos xy) y
∂y∂x ∂y ∂x ∂y
= 3x2 cos xy − x3 y sin xy,
( )
∂2f ∂ ∂f ∂ ( 3 )
: = = x cos xy
∂y 2 ∂y ∂y ∂y
= −x4 sin xy.
2 2
∂ f ∂ f
Remark that ∂x∂y = ∂y∂x .
Considering now the function f : R2 → R,
{
xy xx2 −y
2 2

f (x, y) = +y 2 , if (x, y) ̸= (0, 0) ,


0, if (x, y) = (0, 0) ,
we deduce
( )
∂2f ∂ ∂f
∂f
∂y (h, 0) − ∂f
∂y (0, 0)
(0, 0) = (0, 0) = lim
∂x∂y ∂x ∂y h→0 h−0
h
= lim = 1
h→0 h

and
( )
∂2f ∂ ∂f
∂f
∂x (0, h) − ∂f
∂x (0, 0)
(0, 0) = (0, 0) = lim
∂y∂x ∂y ∂x h→0 h−0
h
= lim − = −1.
h→0 h

Definition 1.18. The matrix


 ∂2f ∂2f ∂2f

1 2 (a) ∂x1 ∂x2 (a)
... ∂x1 ∂xp (a)
 ∂(x ) 
Hf (a) :=  ... ... ... ...  ∈ Mp×p (R)
∂2f ∂2f ∂2f
∂xp ∂x1 (a) ∂xp ∂x2 (a) ... ∂(xp )2
(a)
is called the Hessian of function f at a.
In what follows, we will give sufficient conditions that allows us to change the
order of the partial differentiations.

Theorem 1.24. (Schwarz’s test). Let f : A → R be a function, A ⊆ Rp open set,


4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 23

∂2f ∂2f
a ∈ A and let j, k ∈ 1, p, j ̸= k. If there exist j
∂x ∂xk
and ∂xk ∂xj
on a neighborhood
of a and these are continuous at a, then
∂2f ∂2f
j (a) = (a) .
∂x ∂xk ∂xk ∂xj

Corollary 1.7. Let f : A → R be a function, A ⊆ Rp open set. If f ∈ C 2 (A) , then


∂2f ∂2f
j = , ∀j, k ∈ 1, p, j ̸= k.
∂x ∂x k ∂xk ∂xj
Let us notice that the conditions from the Schwarz’s test are only sufiicient, and
they are not necessary. Indeed, if we consider the function f : R2 → R,
{ ( 2
)
y 2 ln 1 + xy2 , if y ̸= 0,
f (x, y) =
0, if y = 0,
also the Schwarz’s test is not fulfilled, we have the equality of the mixed partial deriva-
tives of order 2 at (0, 0) :
∂2f ∂2f
(0, 0) = (0, 0) .
∂x∂y ∂y∂x

Remark 1.7. Due to the Schwarz’s test, if f ∈ C 2 (A), then Hf (a) is symmetric,
∀a ∈ A.

Definition 1.19. Let f : A → R be a function, A ⊆ Rp open set, a ∈ A. If the mapping


df : A → L (Rp , R) is differentiable at a, we say that f is twice differentiable at
a.function at a. The second differential of f at a is the differential of df at a, i.e.
d2 fa : Rp → L (Rp , R) is the linear operator
d2 fa = d (df )a .

Remark 1.8. The second differential of f at a, d2 fa , can be regarded as a billinear


mapping from Rp × Rp into R, i.e. d2 fa ∈ B (Rp × Rp , R) .

Definition 1.20. At each (h1 , h2 ) ∈ Rp × Rp , the value of d2 fa will be denoted by


d2 fa (h1 , h2 ) at it equals the value at h2 of d (df )a (h1 ) ∈ L (Rp , R) , i.e.
d2 fa (h1 , h2 ) = d ((df )a (h1 )) (h2 ) .

Theorem 1.25. Let f : A → R be a function, A ⊆ Rp open set, a ∈ A. If is twice


differentiable function at a, there exist all p2 partial derivatives of second order of f
at a, and the matrix of the bilinear form d2 f (a) is exactly the Hessian matrix of f at
a, that is
∂2f
d2 fa (ej , ek ) = (a) , ∀j, k ∈ 1, p.
∂xj ∂xk
24 1. DIFFERENTIABLE FUNCTIONS

Remark 1.9. If f is of class C 2 (A) , then the Hessian matrix at each a ∈ A is


symmetric and so the bilinear form d2 fa is symmetric on Rp × Rp , i.e.
d2 fa (h1 , h2 ) = d2 fa (h2 , h1 ) , ∀ (h1 , h2 ) ∈ Rp × Rp .

( 1 2 p)
Remark
( 1 2 1.10. If f ∈ C 2
(A) , then the bilinear form d 2
f at any h = h , h , ..., h 1 ,
p)
a 1 1 1
h2 = h2 , h2 , ..., h2 ∈ R isp


m
∂2f ∑ ∂2f
d2 fa (h1 , h2 ) = ⟨Hf (a) h1 , h2 ⟩ = 2 (a) hi1 hi2 + 2 (a) hj1 hk2 .
i=1 ∂ (xi ) ∂xj ∂xk
j,k=1,p
j<k
( )
Hence the corresponding quadratic form, still denoted by d2 fa , at any h = dx1 , ..., dxp
is

m
∂2f ( )2 ∑ ∂2f
d2 fa (h, h) = ⟨Hf (a) h, h⟩ = 2 (a) hi + 2 (a) hj hk .
i=1 ∂ (xi ) ∂xj ∂xk
j,k=1,p
j<k
( )
If h1 = h2 = dx1 , ..., dxp , then a reason similar to that for the differential at a, dfa ,
alows us of getting the following formula for the second differential at a,
2
(( 1 p
) ( 1 p
)) ∑ m
∂2f ( )2 ∑ ∂2f
d fa dx , ..., dx , dx , ..., dx = 2 (a) dxi +2 j ∂xk
(a) dxj dxk
i
i=1 ∂ (x )
∂x
j,k=1,p
j<k

or, briefly,

m
∂2f ( )2 ∑ ∂2f
d 2 fa = 2 (a) d xi + 2 (a) dxi dxj .
i=1 ∂ (xi ) ∂xi ∂xj
i,j=1,p, i<j

4.1. Local Extrema.

Definition 1.21. Let f : A → R be a function, A ⊆ Rp open set, and a ∈ A. We say


that a function f has local maximum at the point a ∈ A, iff there exists V ∈ V (a),
such that f (x) ≤ f (a) , ∀x ∈ V. We say that a function f has local minimum at the
point a ∈ A, iff there exists V ∈ V (a), such that f (x) ≥ f (a) , ∀x ∈ V.
The local maximum and local minimum points are called local extrema points.
If the inequality holds ∀x ∈ A, then that point is called global maximum (or
global minimum) point.
f has a local strict maximum at a ∈ A, iff there exists V ∈ V (a), such that
f (x) < f (a) , ∀x ∈ V \ {a} . We say that a function f has local strict minimum at
the point a ∈ A, iff there exists V ∈ V (a), such that f (x) > f (a) , ∀x ∈ V \ {a} .

Proposition 1.4. Let f : A → R be a function, A ⊆ Rp open set, and a ∈ A. If f is


differentiable on the direction of versor s at a and f has a local extremum at a, then
∂f
(a) = 0.
∂s
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 25

Corollary 1.8. (Fermat’s Generalized Theorem). Let f : A → R be a function, A


⊆ Rp open set, and a ∈ A. If f admits partial derivatives of first order with respect to
variables x1 , x2 , ..., xp at a, and f has a local extremum at a, then
∂f ∂f
(a) = 0, ..., (a) = 0.
∂x1 ∂xp

Definition 1.22. A point a ∈ A at which f is differentiable and


∂f ∂f
(a) = 0, ..., (a) = 0
∂x1 ∂xp
is called critical point to function f.

Therefore, every local extremum point is a critical point. The converse is false.
Indeed, the function f : R2 → R, f (x, y) = x3 + y 3 has a single critical point, namely
(0, 0) and f has not a local maximum at (0, 0), since f (x, y) − f (0, 0) = x3 + y 3 does
not keep constant sign on any neighborhood of (0, 0) .

Definition 1.23. Let f : A → R be a function, A ⊆ Rp open set, and a ∈ A. If f is


of class C k on a neighborhood of a, we define the Taylor’s polynomial of degree k
of function f at a by

1 ∑ ∂f
p
( )
Tk f (x, a) = f (a) + j
(a) xj − aj
1! j=1 ∂x

1 ∑ ∂2f
p
( )( )
+ (a) xi − ai xj − aj + ...
2! i,j=1 ∂xi ∂xj

1 ∑ p
∂kf ( ) ( )
+ (a) xj1 − aj1 ... xjk − ajk .
k! j ,...,j =1 ∂xj1 ...∂xjk
1 k

The quantity Rk f (x, a) = f (x) − Tk f (x, a) is called the remainder of order k


of f at a in Lagrange sense.
For example, for the function

f (x, y) = x2 y 2 ,

the Taylor’s polynomial or second order of f at a = (1, 1) is

T2 f ((x, y) , (1, 1)) = 1 + 2 (x − 1) + 2 (y − 1)


1 [ 2 2
]
+ 2 (x − 1) + 8 (x − 1) (y − 1) + 2 (y − 1)
2!
= x2 + y 2 + 1 + 4xy − 4x − 4y + 3.

And Taylor’s formula also holds for real functions of vector variable.
26 1. DIFFERENTIABLE FUNCTIONS

If f : A → R is a function of class C k+1 (A), A ⊆ Rp open and convex set, and


a ∈ A. Then, ∀x ∈ A, there exists a c on the linear segment [a, x], such that

1 ∑ ∂f
p
( )
f (x) = f (a) + j
(a) xj − aj +
1! j=1 ∂x

1 ∑ ∂2f
p
( )( )
+ (a) xi − ai xj − aj + ...
2! i,j=1 ∂xi ∂xj

1 ∑ p
∂kf ( ) ( )
+ (a) xj1 − aj1 ... xjk − ajk
k! j ,...,j =1 ∂xj1 ...∂xjk
1 k

1 ∑
p
∂ k+1 f ( ) ( )
+ (c) xj1 − aj1 ... xjk+1 − ajk+1 .
(k + 1)! j ∂xj1 ...∂xjk+1
1 ,...,jk+1 =1

By Theorem 1.8 we know that every local extremum point is a critical point,
but we don’t know which critical point is local extremum point. This problem will
be solved by using study the positive or negative definiteness of the bilinear second
differential form at a critical point a, d2 f (a) , to establish whether a critical point is
a local extremum point.

Theorem 1.26. Let f : A → R be a function of class C 2 (A), A ⊆ Rp open and convex


set, and a ∈ A be a critical point to f.
( )2 2
If d2 f (a) is positive definite, i.e. d2 fa > 0, for d x1 + ... + d (xp ) > 0, then f
has a local minimum at a. ( )2 2
If d2 f (a) is negative, i.e. d2 fa < 0, for d x1 + ... + d (xp ) > 0, then f has a
local maximum at a.
In applications we might prefer to following test regarding the positive or negative
definiteness of the Hessian matrix estimated on the critical point, which is equivalent
to Theorem 1.26.

Theorem 1.27. Let f : A → R be a function of class C 2 (A), A ⊆ Rp open and convex


set, and a ∈ A be a critical point to f.
If Hf (a) positive definite, then f has a local minimum at a.
If Hf (a) negative definite, then f has a local maximum at a.
If f ∈ C 2 (A), then all eigenalues of the Hessian matrix at any a ∈ A are real. In
order to establish whether the Hessian Hf (a) is either positive or negative definite, we
can use the following test. If all eigenvalues of Hf (a) are strictly positive (negative),
then Hf (a) is positive (negative) definite and so f has a local minimum (maximum)
at a. Moerover, if tHf (a) has two eigenvalues of opposite signs, λ∗ > 0 and λ∗∗ < 0,
then a is not a local extremum point to f , it is a saddle point to f .
Another tool to establish whether Hf (a) is positive or negative definite, is the
Sylvester’s test:
4. DIFFERENTIABILITY OF REAL FUNCTIONS OF VECTOR VARIABLE 27


2 ∂ 2 f 2 (a) ∂2f
∂ f ∂(x1 ) ∂x1 ∂x2 (a)
1) If all determinants ∂(x1 )2 (a) , ∂ 2 f ,

2
∂ f
∂x2 ∂x1 (a) 2 (a)
∂(x )2

∂ f (a)
2 2
∂ f 2
∂ f
∂(x1 )2 ∂x1 ∂x2 (a) ∂x1 ∂x3 (a)
∂2f

2 2
∂ f ∂ f
∂x2 ∂x1 (a) ∂(x2 )2 (a) ∂x2 ∂x3 (a) , ...,
∂2f 2 2
∂x3 ∂x1 (a) ∂x∂3 ∂x f
2 (a)
∂ f
(a)
∂(x3 )2
∂2f
∂2f ∂2f
∂(x1 )2 (a) ∂x1 ∂x2 (a) ... ∂x1 ∂xp (a)

... ... ... ... are strictly positive, then Hf (a) is positive
∂2f
(a)
2 2
∂ f ∂ f
∂xp ∂x1 (a) ∂xp ∂x2 (a) ... ∂(xp )2
definite and so f has a local minimum at a;
2 ∂ 2 f 2 (a) ∂2f
∂ f ∂(x1 ) ∂x1 ∂x2 (a)
2) If ∂(x1 )2 (a) < 0, ∂ 2 f > 0,
(a)
2
∂ f
∂x2 ∂x1 (a) ∂(x2 )2
∂2f
∂ 2 f (a) ∂2f ∂2f ∂2f ∂2f
∂(x1 )2 ∂x1 ∂x2 (a) ∂x1 ∂x3 (a) ∂(x1 )2 (a) ∂x1 ∂x2 (a) ... ∂x1 ∂xp (a)
∂2f

2 2
∂ f ∂ f
∂x2 ∂x1 (a) ∂(x2 )2 (a) ∂x2 ∂x3 (a) < 0, ..., ... ... ... ... =

∂2f 2 2 ∂2f ∂2f ∂2f
3
∂x ∂x 1 (a)

3
∂x ∂x
f
2 (a)
∂ f
3 2 (a)
∂xp ∂x1 (a) ∂xp ∂x2 (a) ... ∂(xp )2
(a)
∂(x )
p
(−1) , then Hf (a) is negative definite and so f has a local maximum at a.

Remark that in the other cases one can not specify the nature of the critical point
and we need supplementary analysis to establish if it is either local extremum point
or not. We could study the sign of f (x) − f (a) directly or by using Taylor’s formula.
For example, let us determine the local extrema to function
1+x−y
f (x, y) = √ .
1 + x2 + y 2
{
∂f
∂x =0
First we determine the critical points, by solving the system ∂f that
∂y =0
becomes
 1+y2 −x+xy
 √ 2 23 = 0
1+x +y
 −√
2
1+x +y+xy
3 =0
1+x2 +y 2

with the single solution {x = 1, y = −1} . So, we have a unique critical point, (1, −1) .
The Hessian matrix at (x, y) is
 −y+2yx2 −y3 +1−2x2 +y2 +3x+3xy2 −y+2yx2 −y 3 +x+x3 −2xy 2 +3xy

− √ 2 25 √ 2 25
Hf (x, y) =  .
1+x +y 1+x +y
−y+2yx2 −y 3 +x+x3 −2xy 2 +3xy
− x+x −2xy √ +1+x2 −2y 2 −3y−3yx2
3 2
√ 2 25 2 2
5
1+x +y 1+x +y

Hence
( √ √ )
− 2√9 3 −√ 3
Hf (1, −1) = 9 .
− 93 − 9
2 3
28 1. DIFFERENTIABLE FUNCTIONS


√ √ 2 √3 √

2 3 − √9 −√ 3

Since − 9 = − 9 < 0 and
2 3 9 = 19 > 0, it follows that
− 9 3
− 93
2
Hf (1, −1) is negative definite, so f √
has a local (and global) maximum at (1, −1),
the maximum of f being f (1, −1) = 3.

5. Differentiability of vector functions of vector variables


Consider the Euclidean normed spaces Rp , Rm , with p, m ≥ 2.

Definition 1.24. Let f : A → Rm be a function, A ⊆ Rp open set with p, m ≥ 2,


and a ∈ A. We say that f is differentiable at a iff there exists a linear operator
Ta : Rp → Rm , such that
∥f (a + h) − f (a) − Ta (h)∥
lim = 0.
∥h∥→0 ∥h∥

Function f is called differentiable on the set A iff it is differentiable at any


a ∈ A.
It is easily seen that if f is differentiable at a, then it is continuous at a.

Theorem 1.28. f is differentiable at a if and only if all its components are differen-
tiable at a. ( )
That is, f = f 1 , f 2 , ..., f m is differentiable at a if and only if f k : A → R is
differentiable at a, ∀k ∈ 1, m.
( )
So, the linear operator Ta : Rp → Rm is Ta = dfa1 , dfa2 , ..., dfam , where dfa1 , dfa2 , ...,
dfam are the differentials of the components, f 1 , f 2 , ..., f m , respectively. Therefore, Ta
is uniquely determined by f and the point a and we denote again the operator Ta by
dfa and we call it the differential of the function f at the point a.
More precisely, the matrix of this linear operator is
 ∂f 1 ∂f 1

∂x1 (a) ... ∂x p (a)

Jf (a) :=  ... ... ...  ∈ Mm,p (R)


∂f m ∂f m
∂x1 (a) ... ∂xp (a)
and we call this matrix the Jacobian matrix of function f at the point a. So,
the differential will be dfa : Rp → Rm
dfa (h) := Jf (a) · h, ∀h ∈ Rp .
When p = m, det Jf (a) is called the Jacobian of function f at the point or
the functional determinant of functions f 1 , f 2 , ..., f m at the point a, and we
also denote it by ( )
D f 1 , ..., f p
(a) = det Jf (a) .
D (x1 , ..., xp )
For example, for function f : R3 → R2 ,
( )
f (x, y, z) = ex+y+z , ex−y−z ,
6. THE IMPLICIT FUNCTION THEOREM 29

the Jacobian matrix at the point (x, y, z) is


( x+y+z )
e ex+y+z ex+y+z
Jf (x, y, z) = .
e x−y−z
−ex−y−z −ex−y−z
For the function f : [0, ∞) × [0, 2π] → R2 ,
f (r, φ) = (r cos φ, r sin φ) ,
the Jacobian matrix at the point (r, φ) is
( )
cos φ −r sin φ
Jf (r, φ) = ,
sin φ r cos φ

cos φ −r sin φ
and the Jacobian is det Jf (r, φ) = = r.
sin φ r cos φ

Proposition 1.5. Let f, g : A → Rm be two functions, A ⊆ Rp open set, a ∈ A. If f


and g are differentiable at a, then f + g is differentiable at a and
d (f + g)a = dfa + dga .
And if f is differentiable at a, λf is differentiable at a, and
d (λf )a = λdfa , ∀λ ∈ R.

Proposition 1.6. (Differentiability of the composed functions). Let f : A → Rm be


a function, A ⊆ Rp open set, a ∈ A, g : B → Rn , another function, B ⊆ Rm open
set, and f (a) ∈ B. If f is differentiable at a and g is differentiable at f (a) , the
g ◦ f : A → Rn is differentiable at a and
d (g ◦ f )a = dgf (a) ◦ dfa
or, equivalently,
Jg◦f (a) = Jg (f (a)) · Jf (a) .
If p = m = n, then
det (Jg◦f (a)) = det (Jg (f (a))) · det (Jf (a)) .

6. The Implicit Function Theorem


Let us consider the unit circle (C) of equation x2 +y 2 = 1. If we define the function
F (x, y) = x2 + y 2 − 1, we remark that there is no way to represent the unit circle as
√ for each choice of x ∈ (−1, 1),
the graph of a function of one variable√y = f (x) because
there are two choices of y, namely + 1 − x2 and − 1 − x2 .
However, it is possible to represent
√ part of the circle as the graph of a function of
one variable. If we let f1 (x) = 1 − x2 , for −1 < x < 1, √then the graph of f1 provides
us the upper half of the circle. Similarly, if f2 (x) = − 1 − x2 , for −1 < x < 1, then
the graph of f2 gives the lower half of the circle.
These facts are more intuitive on Figure 2 below. √ Around the point A, y can be
expressed as a function y(x), specifically f1 (x) = 1 − x2 . No such function exists
neither around point B nor B ′ . The purpose of the implicit function theorem is to tell
us the existence of functions like f1 and f2 , even in situations where we cannot write
30 1. DIFFERENTIABLE FUNCTIONS

down explicit formulas. It guarantees that f1 and f2 are differentiable, and it even
works in situations where we do not have an explicit formula for F (x, y).

Figure 2. The unit circle

In this Section we will concern with the solving of nonlinear systems of form
 1( 1 )
 F x , ..., xp ; y 1 , ..., y m = 0,
(3) ............................
 m( 1 )
F x , ..., xp ; y 1 , ..., y m = 0.

Definition 1.25. Let F i : D → R, i ∈ 1,(m be functions ) defined( on the open) set


D ⊆ Rp+m . Let A := prRp D ⊆ Rp , i.e ∀x = ( x1 , ..., xp ) ∈ A, ∃y = y 1 , ..., y m ∈ Rm ,
such that (x, y) ∈ D. A system of functions f 1 , ..., f m : A → Rm is called solution
or explicitation with respect to variables y 1 , ..., y m to system (3) on A, iff
( )
F i x, f 1 (x) , ..., f m (x) = 0, ∀i ∈ 1, m, ∀x ∈ A.
( )
If system (3) has a unique solution f 1 , ..., f m on A, then we say that
( 1 the functions
)
f 1 , ..., f m are implicitely defined by the system ( 1 (3)
) or, briefly, f , ..., f m is a
system of implicit functions of variables x , ..., xp .

Theorem 1.29. (Implicit Functions Theorem). Let us consider F : D → Rm , F =


(F 1 , ..., F m ), where (D ⊆ Rp+m is an open ) set, p, m ≥ 1.
Let (x0 , y0 ) = x10 , ..., xp0 ; y01 , ..., y0m ∈ D. Suppose that the following conditions
are fulfilled:
1) F i (x0 , y0 ) = 0, ∀i ∈ 1, m;
2) The functions F i , i ∈ 1, m are of class C 1 on a neighborhood of (x0 , y0 ) ;
D (F 1 ,...,F m )
3) D(y1 ,...,ym ) (x0 , y0 ) ̸= 0.
Then:
a)
( There exists ) U ∈ V (x0 ), V ∈ V (y0 ) , and a unique solution to system (3),
f = f 1 , ..., f m : U → V , such that f (x0 ) = y0 ;
6. THE IMPLICIT FUNCTION THEOREM 31

b) the real-valued functions f 1 , ..., f m are of class C 1 on U , and


( ) −1
( 1 )
J(f 1 ,...,f m ) x1 , ..., xp (x) = −J(F 1 ,...,F m ) y , ..., y
m
(x, f (x))
( 1 )
·J(F 1 ,...,F m ) x , ..., x (x, f (x)) ,
p

( 1 )
∀x
( 1∈ U, where ) the Jacobian matrix of the mapping x →
J(f)1 ,...,f m ) x , ...,( xp means
m 1 m
f (x)( , ..., f (x) , J(F ,...,F) ) y , ..., y
1 m means( the Jacobian) matrix of the mapping
y → F 1 (x, y) , ..., F (m (x, y) , and J(F 1 ,...,F)m ) x1 , ..., xp means the Jacobian matrix
of the mapping x → F 1 (x, y) , ..., F m (x, y) .

Example 1.4. Determine y ′ and y ′′ if y = y (x) is a function implicitely defined by


equation
x2 + y 2 = 1.
( )
The first method. Let F (x, y) = x2 +y 2 −1, (x, y) ∈ R2 . Obviously, F ∈ C 1 R2
and
∂F ∂F
(x, y) = 2x, (x, y) = 2y.
∂x ∂y
∂F
∂y (x, y) ̸= 0 if and only if y ̸= 0. Therefore, Eq. F (x, y) = 0 defines y as function of
x on a neighborhood of each (x0 , y0 ) ∈ D, that fulfills the given equation, where
{ }
D = (x, y) ∈ R2 , y ̸= 0 .

For every x in a neighborhood of x0 , the given equation has a unique solution y (x) .
We get
x
y′ = − .
y
Straightforward calculus gives us
( )′
′′ x y − xy ′ x2 + y 2
y = − =− = − .
y y2 y3
The second method. If we differentiate the given equation with respect to x,
and taking into account that y = y (x) , we deduce

2x + 2yy ′ = 0,

so
x
y′ = − .
y

Example 1.5. Determine the first order partial derivatives of a function z = z (x, y),
implicitely defined by the equation

x2 + y 2 + z 2 − xy − 2yz + 2x = 0.
32 1. DIFFERENTIABLE FUNCTIONS

( )
The first method. Let F (x, y, z) := x2 +y 2 +z 2 −xy−2yz+2x, F ∈ C 1 R2 × R .
Then
∂F
(x, y, z) = 2x − y + 2,
∂x
∂F
(x, y, z) = 2y − x − 2z,
∂y
∂F
(x, y, z) = 2z − 2y.
∂z
Eq. F (x, y, z) = 0 defines z as function of x, y on a neighborhood of each point
(x0 , y0 , z0 ) ∈ D, that fulfills the given equation, where
{ }
D = (x, y, z) ∈ R3 , z ̸= y .
For every (x, y) in a neighborhood of (x0 , y0 ), the given equation has a unique solution
z (x, y) . We get
( ) ( )−1 ( )
∂F
∂z
∂x
∂z
∂y = − ∂F
∂x
∂F
∂y
∂z
( ∂F ∂F )
= − ∂F
∂x
− ∂F
∂y

( ∂z ∂z
)
= − 2x−y+2
2z−2y − 2y−x−2z
2z−2y .

So, = − 2x−y+2
∂z
∂x 2z−2y , ∂y = − 2z−2y .
∂z 2y−x−2z

The second method. If we differentiate partially the given equation with respect
to x, and taking into account that z = z (x, y) , we deduce
∂z ∂z
2x + 2z − y − 2y + 2 = 0,
∂x ∂x
so
∂z 2x − y + 2
=− .
∂x 2z − 2y
Similarly, by differentiating partially the given equation with respect to y, we deduce
∂z 2y − x − 2z
=− .
∂y 2z − 2y

Example 1.6. Determine y ′ and z ′ , if y = y (x) , z = z (x) are implicitely defined by


the system
{ 2
x + 4y 2 + 10z 2 = 0,
x2 + y 2 = 2z 2 .
The
( 1 first) method.
( Let)F 1 (x, y, z) := x2 +4y 2 +10z 2 , F 2 (x, y, z) = x2 +y 2 −2z 2 ,
F = F , F ∈ C R × R2 . Then
2 1

( ) ∂F 1 ∂F 1
D F 1, F 2 ∂y ∂z
8y 20z

D (y, z)
= ∂F
∂y
2
∂F 2
= 2y −4z = −72yz.
∂z
6. THE IMPLICIT FUNCTION THEOREM 33

{
F 1 (x, y, z) = 0
System defines y, z as functions of x on a neighborhood of each
F 2 (x, y, z) = 0
point (x0 , y0 , z0 ) ∈ D, that fulfills the given system, where
{ }
D = (x, y, z) ∈ R3 , y ̸= 0 and z ̸= 0 .

For every x in a neighborhood of x0 , the given system has a unique solution (y (x) , z (x)) .
We get
( ) ( )−1 ( )
∂F 1 ∂F 1 ∂F 1
y′
= − ∂y ∂z ∂x
z′ ∂F 2 ∂F 2 ∂F 2
∂y ∂z ∂x
( )−1 ( )
8y 20z 2x
= −
2y −4z 2x
( )
− 2x
3y
= x .
6z

So, y ′ = − 2x ′ x
3y , z = 6z .
The second method. If we differentiate partially the given equations with respect
to x, and taking into account that y = y (x) , z = z (x), we deduce x2 + 4y 2 + 10z 2 ,
F 2 (x, y, z) = x2 + y 2 − 2z 2
{
2x + 8yy ′ + 20zz ′ = 0,
2x + 2yy ′ − 4zz ′ = 0.
so
2x ′ x
y′ = − , z = .
3y 6z

Example 1.7. Determine the first order partial derivatives of function u = u (x, y),
v = v (x, y) implicitely defined by the system
{
−x − y + u + v = 0,
xu + yv − 1 = 0.

) := −x − y + u + v, F (x, y, u, v) = xu +
1 2
The first method.
( 1 2 ) Let F1 ( (x, y, u, v)
yv − 1 = 0, F = F , F ∈ C R × R . Then
2 2

( )
∂F 1
1 1
1
D F 1, F 2 ∂F
= ∂F 2 ∂F 2 =
∂u ∂v = y − x.
D (u, v) ∂u x y
∂v
{
F 1 (x, y, z) = 0
System defines u, v as functions of x, y on a neighborhood of
F 2 (x, y, z) = 0
each point (x0 , y0 , u0 , v0 ) ∈ D, that fulfills the given system, where
{ }
D = (x, y, u, v) ∈ R4 , y ̸= x .
34 1. DIFFERENTIABLE FUNCTIONS

For every (x, y) in a neighborhood of (x0 , y0 ), the given system has a unique solution
(u (x, y) , v (x, y)) . We get
( ) ( 1 1
)−1 ( 1 1
)
∂u ∂u ∂F ∂F ∂F ∂F
∂x
∂v
∂y
∂v = − ∂u
∂F 2
∂v
∂F 2
∂x
∂F 2
∂y
∂F 2
∂x ∂y ∂u ∂v ∂x ∂y
( )−1 ( )
1 1 −1 −1
= −
x y u v
( )
− u+y
x−y − x−y
v+y
= u+x v+x .
x−y x−y

∂x = − x−y , ∂y = − x−y , ∂x = x−y , ∂y = x−y .


u+y ∂u v+y ∂v
So, ∂u u+x ∂v v+x

The second method. If we differentiate partially the equations of the given


system with respect to x, and taking into account that u = u (x, y) , v = v (x, y) , we
deduce {
−1 + ∂u ∂v
∂x + ∂x = 0,
∂u ∂v
u + x ∂x + y ∂x = 0.
so
∂u u + y ∂v u+x
=− , = .
∂x x − y ∂x x−y
Similarly, by differentiating partially the equations of the given system with respect to
y, we deduce
∂u v + y ∂v v+x
=− , = .
∂y x − y ∂y x−y

7. Applications of the Implicit Function Theorem


7.1. Local Inversion Theorem. An important application of the implicit func-
tion theorem concerns the invertible vector functions of vector variables. Roughly
speaking, to invert the function f : A → Rm , where A ⊆ Rp means to solve the vector
equation
f (x) − y = 0Rm ,
or, more specifically, to solve the system
 1( 1 )
 f x , ..., xp − y 1 = 0,
......................
 m( 1 )
f x , ..., xp − y m = 0.
In view of the Implicit Function Theorem, the number of the variables that can
be explicited is identical to the number of the equations. So, in order to apply the
Implicit Function Theorem, one should have p = m and f ∈ C 1 (A) . That is why, in
what follows, one considers A ⊆ Rp open set, T : A → Rp of class C 1 (A) and we are
looking to find conditions to ensure the existence of the inverse, T −1 : B → A.

Definition 1.26. Let A, B ⊆ Rp be two open sets. A mapping T : A → B is


called pointwise transformation (or smooth transformation) from A to B iff
T ∈ C 1 (A) .
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 35

Definition 1.27. Let A, B ⊆ Rp be two open sets. A pointwise transformation is


called diffeomorphism iff T is bijective and its inverse, T −1 : B → A is a pointwise
transformation from B to A.

Theorem 1.30. (Local (Inversion Theorem).


) Let f : A → Rp be a pointwise transfor-
mation, of components f , f , ..., f , A ⊆ Rp open set, and a ∈ A, such that
1 2 p
( )
D f 1 , f 2 , ..., f p
(a) ̸= 0.
D (x1 , x2 , ..., xp )
Then there exists an open neighborhood U ∈ V (a) and an open neighborhood V ∈
V (f (a)) , such that f is difeomorphism from U into V, and
Jf −1 (f (a)) = Jf−1 (a) .

Remark 1.11. If g 1 , g2 ,..., g p are the components of the inverse transformation, f −1 ,


then ( ) ( )
D f 1 , f 2 , ..., f p D g 1 , g 2 , ..., g p
(a) · (f (a)) = 1
D (x1 , x2 , ..., xp ) D (y 1 , y 2 , ..., y p )
or, equivalently,
( ) ( ( ) )−1
D g 1 , g 2 , ..., g p D f 1 , f 2 , ..., f p
(f (a)) = (a) .
D (y 1 , y 2 , ..., y p ) D (x1 , x2 , ..., xp )

Definition 1.28. Let A ⊆ Rp be an open set. A pointwise injective transformation


T : A → Rp that establishes
( a diffeomorphism
) from A to B = T (A) is called changing
of coordinates. If f 1 , ..., f p are the components of T , then for all x ∈ A the real
numbers f 1 (x) , ..., f m (x) are called the coordinates of x in the coordinates system
T.
For example, let us consider the system
{ x4 +y4
x = u,
sin x + cos y = v.
4 4
One has f1 (x, y) = x +y x , f2 (x, y) = sin x + cos y, where f1 : R \ {0} → R,
f2 : R → R, and f = (f1 , f2 ) . We are interested to solve the system (x, y) = f −1 (u, v)
∂x ∂y ∂x ∂y
ore, more exactly, to calculate the partial derivatives ∂u , ∂u , ∂v , ∂v .
We estimate the Jacobian matrix,
( 4 )
Jf (x, y) = 3x2 − xy 2
cos x − sin y
and we deduce (π π)
det Jf
, ̸= 0.
2 2
By applying Theorem 1.30, one can ( solve ) the system with respect to u, v as
functions of x, y, on a neighborhood of π2 , π2 .
36 1. DIFFERENTIABLE FUNCTIONS

We have
( ∂x ∂x
)
∂u ∂v −1
Jf −1 = ∂y ∂y = (Jf ) =
∂u ∂v
( 4 )
= −
1 − sin y xy 2 .
3x2 sin y + y4
x2 cos x − cos x 3x2
So, it follows that
∂x sin y ∂x −y 4 /x2
= y4
=, 4 ,
∂u 3x2 sin y + x2 cos x ∂v 3x2 sin y + xy 2 cos x
∂y cos x ∂y −3x2
= y4
=, 4 .
∂u 3x2 sin y + x2 cos x ∂v 3x2 sin y + xy 2 cos x
7.2. Conditional extrema. Let us consider the following example. A carpenter
receives an order from a customer to make him a parallelipipedic bookstand of volume
2m3 , but at the lowest price. The carpenter has to solve a local extremum problem,
that is to find L (the length), l (the width), h (the height), such that the surface area
A = 2 (Ll + Lh + lh) is minimum, taking into account that the volume, V = Llh, is
constant, 2m3 .
Extending this problem, we are interested to find the extrema of a function, by
taking into account only its values fulfilling certain additional conditions. This will be
called a conditional extremum problem. The solving of this problem is based on the
Implicit Function Theorem and we will present it in the sequel.

Definition 1.29. Let D ⊆ Rp+m be an open set and f : D → R be a function of class


C 1 (D) . Suppose that there exists m conditions (restraints)
( )
gi x1 , ..., xp , y 1 , ..., y m = 0, i ∈ 1, m,
where gi : D → R are of class C 1 (D) , i ∈ 1, m. Let
{( ) ( ) }
M := x1 , ..., xp , y 1 , ..., y m ∈ D, gi x1 , ..., xp , y 1 , ..., y m = 0, i ∈ 1, m .
( )
The point (x0 , y0 ) = x10 , ..., xp0 , y01 , ..., y0m ∈ M is called local minimum point
to f under the conditions gi = 0, i ∈ 1, m iff there is a neighborhood V ∈ V (x0 , y0 ),
V ⊆ D, such that
f (x, y) ≥ f (x0 , y0 ) , ∀ (x, y) ∈ V ∩ M,
and f (x0 , y0 ) is called the local minimum to f under the conditions gi = 0,
i ∈ 1, m. ( )
The point (x0 , y0 ) = x10 , ..., xp0 , y01 , ..., y0m ∈ M is called local maximum point
to f under the conditions gi = 0, i ∈ 1, m iff there is a neighborhood V ∈ V (x0 , y0 ),
V ⊆ D, such that
f (x, y) ≤ f (x0 , y0 ) , ∀ (x, y) ∈ V ∩ M,
and f (x0 , y0 ) is called the local maximum to f under the conditions gi = 0,
i ∈ 1, m.
A local minimum or maximum point (x0 , y0 ) to f under the conditions gi = 0,
i ∈ 1, m is called local extremum point to f under the conditions gi = 0, i ∈ 1, m
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 37

and f (x0 , y0 ) is called the local extremum to f under the conditions gi = 0,


i ∈ 1, m.

( 1 Let fp : D1 → Rmbe ) a function of class C on D ⊆ R


1 p+m
Theorem 1.31. (Lagrange).
open set. Let (x0 , y0 ) = x0 , ..., x0 , y0 , ..., y0 ∈ D be a local extremum point to f
under the conditions gi = 0, i ∈ 1, m, where gi : D → R are of class C 1 (D) and
D (g1 , ..., gm )
(x0 , y0 ) ̸= 0.
D (y 1 , ..., y m )
Then there exist m real numbers λ1 , ..., λm ∈ R such that (x0 , y0 ) is a critical point
to function
F = f + λ1 g1 + ... + λm gm .
The numbers λ1 , ..., λm ∈ R are called the Lagrange multipliers and the function
F is called the Lagrange function.

Remark 1.12. If
( ) ( ( ) ( ))
Φ x1 , ..., xp := f x1 , ..., xp , y 1 x1 , ..., xp , ..., y m x1 , ..., xp
( ) ( )
where y 1 = y 1 x1 , ..., xp , ..., y m = y m x1 , ..., xp are local solutions to system gi = 0,
i ∈ 1, m, then
( the function Φ is ) exactly the restriction of f to the set M. Obviously,
(x0 , y0 ) = x10 , ..., xp0 , y01 , ..., y0m is a( local extremum
) point to f under the conditions
gi = 0, i ∈ 1, m if and only if x0 = x10 , ..., x0p is a (free) local extremum point to Φ.
So, in applications we will apply Theorem 1.31 ( in the following) manner.
Given the function f and the conditions gi x1 , ..., xp , y 1 , ..., y m = 0,
i ∈ 1, m, we consider the Lagrange function
F = f + λ1 g1 + ... + λm gm ,
where λ1 , ..., λm are unknown. We solve the system
 ∂F ( 1 )
 ∂xi (x , ..., xp , y 1 , ..., y m ) = 0, i ∈ 1, p,
∂F
x1 , ..., xp , y 1 , ..., y m = 0, j ∈ 1, m,
 ∂y( 1 )
j

gi x , ..., xp , y 1 , ..., y m = 0, i ∈ 1, m.
This system has p + 2m equations and p + 2m unknowns: x1 , ..., xp , y 1 , ..., y m ,
p
λ
( 1 1, ..., λm . If x10 , ..., 1 m 0 0
) x0 , y0 , ..., y0 , λ1 , ..., λm is a solution to this system, then
p 1 m
x0 , ..., x0 , y0 , ..., y0 (is a critical point to) function F.
To see whether x10 , ..., xp0 , y01 , ..., y0m is a local extremum
( point) to f under the
conditions gi = 0, i ∈ 1, m, it is enough to verify whether x10 , ..., xp0 is a (free) local
extremum point(to Φ. And if f, gi ∈ C 2 (D), one can study the Hessian matrix of Φ
1 p)
about the point x0 , ..., x0 .

Remark 1.13. The selection of the points of local extremum points results from the
study of the sign of
∑ ∂2F
d2 F(x0 ,y0 ) = (x0 , y0 ) dxi dy j ,
∂xi ∂y j
i∈1,p, j∈1,m
38 1. DIFFERENTIABLE FUNCTIONS

where we take into account that dxi , i ∈ 1, p, dy j , j ∈ 1, m are related to


dgi (x0 , y0 ) = 0, i ∈ 1, m
or
∂gi 1 ∂gi p ∂gi 1 ∂gi
1
dx + ... + p
dx + 1 dy + ... + m dy m = 0, i ∈ 1, m.
∂x ∂x ∂y ∂y
These facts are based on the equality F = f , in the presence of the conditions gi = 0,
i ∈ 1, m.

Definition 1.30. Let f : A → R be a function and x0 ∈ A ⊆ Rp . The point x0 is


called global minimum point to f iff
f (x) ≥ f (x0 ) , ∀x ∈ A.
The point x0 is called global maximum point to f iff
f (x) ≤ f (x0 ) , ∀x ∈ A.

Remark 1.14. If A is a compact set and f is of class C 1 (A) , then f is continuous


on A and, due to Weierstrass’s Theorem, f is bounded and reaches her bounds on
A. So, there exist xmin ∈ A and xmax ∈ A, such that f (xmin ) = minx∈A f (x) ,
f (xmax ) = maxx∈A f (x), and hence xmin is global minimum point to f and xmax
is global maximum point to f . If Int (A) represents the interior of A and Fr (A)
represents the boundary of A, then
Int (A) = {x ∈ A, ∃V ∈ V (x) , V ⊂ A} ,
Fr (A) = {x ∈ Rp , ∀V ∈ V (x) , V ∩ A ̸= ∅, V ∩ CA ̸= ∅} .
Since A is compact (bounded and closed), one has
A = Int (A) ∪ Fr (A) .
We have only two cases. If xmin ∈ Int (A), then xmin is a local minimum point to
f . If xmin ∈ Fr (A), taking into account that Fr (A) can be defined by its Cartesian
equations, then xmin is a local minimum point to f under these equations. The same
for xmax .
Therefore, if one requests the bounds of a function of class C 1 on a compact set
(or the global extrema) one applies the Fermat’s Generalized Theorem to determine the
local extremum point from the interior of A, and the Lagrange’s Theorem to determine
those from the boundary of A. So, since xmin and xmax do exist, it is enough to estimate
the values of the function f at all the determined critical points and to keep only the
extreme values.

Example 1.8. Determine the local extrema to an implicit function y = y (x) defined
by the equation
x2 + 2y 2 − 2xy + 4x − y + 6 = 0.
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 39

Let F : R × R → R, F (x, y) = x2 + 2y 2 − 2xy + 4x − y + 6. Then ∂F


∂x = 2x − 2y + 4,
∂y = 4y − 2x − 1. Equation F (x, y) = 0 defines y as implicit function of the variable
∂F

x in the neighborhood of any point (x0 , y0 ) from the set


{ }
D = (x, y) ∈ R2 , x2 + 2y 2 − 2xy + 4x − y + 6 = 0, 4y − 2x ̸= 1 .
For every x in a neighborhood of the point x0 , one has
( )−1
∂F ∂F 2x − 2y + 4
y ′ (x) = − =− .
∂y ∂x 4y − 2x − 1

 2x − 2y + 4 = 0
So, y ′ (x) = 0 if and only if x2 + 2y 2 − 2xy + 4x − y + 6 = 0 . We obtain the

4y − 2x ̸= 1
following critical points: x1 = −3, y1 = −1 and x2 = −4, y2 = −2.
Next, we calculate
( )′
′′ 2x − 2y + 4
y (x) = −
4y − 2x − 1
(2 − 2y ′ ) (4y − 2x − 1) − (2x − 2y + 4) (4y ′ − 2)
= − 2
(4y − 2x − 1)
( ) ( )
2x−2y+4
2 + 2 4y−2x−1 (4y − 2x − 1) − (2x − 2y + 4) −4 4y−2x−1
2x−2y+4
−2
= − 2 .
(4y − 2x − 1)
So, y ′′ (−3) = − 4y−2x−1
2
(−3, −1) = −2 < 0, and −3 is a local maximum to y, the
local maximum being y (−3) = −1. Similarly, y ′′ (−4) = − 4y−2x−1
2
(−4, −2) = 2 > 0,
and −3 is a local minimum to y, the local minimum being y (−4) = −2.

Example 1.9. Determine the local extrema to an implicit function z = z (x, y) defined
by the equation ( )
z 2 + z + 20 x2 + y 2 − 8 (xy + x + y) = 0.
( )
Let F : R2 × R → R, F (x, y, z) = z 3 + z + 20 x2 + y 2 − 8 (xy + x + y) . Then
∂x = 40x − 8y − 8, ∂y = 40y − 8x − 8, ∂z = 3z + 1. Equation F (x, y, z) = 0 defines
∂F ∂F ∂F 2

z as implicit function of the variables x, y in the neighborhood of any point (x0 , y0 , z0 )


from the set
{ ( ) }
D = (x, y, z) ∈ R3 , z 2 + z + 20 x2 + y 2 − 8 (xy + x + y) = 0 .
For every (x, y) in a neighborhood of the point (x0 , y0 ), one has
( ) ( )−1 ( )
∂F
∂z
∂x
∂z
∂y = − ∂F
∂x
∂F
∂y .
∂z
{ ∂z
So, ∂x = − 2z+1 , ∂y = − 2z+1 and
∂z 40x−8y−8 ∂z 40y−8x−8 ∂x = 0 if and only if
∂z
∂y = 0

 40x − 8y − 8 = 0
40y − 8x − 8(= 0 )
 2
z + z + 20 x2 + y 2 − 8 (xy + x + y) = 0.
40 1. DIFFERENTIABLE FUNCTIONS

We obtain the following two critical points: x1 = 14 , y1 = 41 , z1 = 1, and x2 = 14 ,


y2 = 41 , z2 = −2. ( )
Next, we calculate the Hessian matrix of the function z1 that satisfies z1 14 , 14 = 1,
( ) ( 2 ( ) (1 1) )
∂ z 1 1 ∂2z
1 1 ∂x2 (4 , 4 ) ∂y∂x( 4 , 4)
Hz , = ∂2z 1 1 ∂2z 1 1
4 4 ∂x∂y 4 , 4 ∂y 2 4 , 4
( 40 )
−3 8
3
= 8
3 − 403
(1 1)
that is negative
( ) definite. So, 4 , 4 is a local maximum point to z1 , the local maximum
being z1 14 , 14 = 1.
Similarly, we get that the Hessian matrix of the function z2 is
( ) ( 2 ( ) (1 1) )
∂ z 1 1 ∂2z
1 1 ,
∂x (4 4 )
2 ∂y∂x( 4 , 4)
Hz , = ∂2z 1 1 ∂2z 1 1
4 4 ∂x∂y 4 4 , ∂y 2 4 , 4
( 40 )
3 − 83
=
− 83 40 3
(1 1) ( )
that satisfies z2 4 , 4 = −2 is positive
(1 1) definite, so 41 , 14 is a local minimum point to
z2 , the local minimum being z2 4 , 4 = −2.

Example 1.10. Determine the extrema to function f : R∗ → R, f (x, y) =


2
1 1
x + y
under the condition
1 1
2
+ 2 = 2.
x y
Let g : R∗ → R, g (x, y) =
2
1
x2 + 1
y2 − 2, and the Lagrange function
F (x, y, λ) := f (x, y) + λg (x, y) ,
( )
1 1 1 1
F (x, y, λ) = + + λ + 2 − 2 , x ̸= 0, y ̸= 0.
x y x2 y
We solve the system
 ∂F
 ∂x = 0,
∂F
= 0,
 ∂y 1 1
x2 + y2 = 2
and we find the solutions λ1 = 12 , x1 = −1, y1 = −1 and λ2 = − 12 , x2 = 1, y2 = 1.
The first method. Let us estimate d2 F(x,y) , where x, y ∈ R∗ . We know that
2

∂2F ∂2F ∂2F


d2 F(x,y) = 2
(x, y) dx2 + 2
(x, y) dy 2 + 2 (x, y) dxdy.
∂x ∂y ∂x∂y
So, ( ) ( )
2 6λ 2 6λ
d2 F(x,y) = + 4 dx2 + + 4 dy 2 .
x3 x y3 y
We deduce
d2 F(−1,−1) = dx2 + dy 2 > 0, for dx2 + dy 2 > 0
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 41

and so (−1, −1) is a local minimum point to f under the condition g (x, y) = 0, the
local minimum to f under the condition g (x, y) = 0 being −2. Similarly,
d2 F(1,1) = −dx2 − dy 2 < 0, for dx2 + dy 2 > 0
and so (1, 1) is a local maximum point to f under the condition g (x, y) = 0, the local
maximum to f under the condition g (x, y) = 0 being 2.
The second method. Let Φ (x) := f (x, y (x)) be the restriction of f to the set
{ }
∗2 1 1
M := (x, y) ∈ R , 2 + 2 = 2 .
x y

Then Φ′ (x) = dΦ dx (x) = ∂x + ∂y dx = − x2 −


∂f ∂f dy 1 1 ′
y2 y (x) , where y = y (x) is the
function implicitely defined by the condition
1 1
+ 2 = 2.
x2 y
So, by applying the Implicit Function Theorem,
( )−1
∂g ∂g − 23 y3
y ′ (x) = − = − x2 = − 3
∂y ∂x − y3 x

and we get
( )
1 1 y3 y−x
Φ′ (x) = − − 2 − = .
x2 y x3 x3
By calculating the Hessian of Φ,
( )′
′′ y−x (y ′ − 1) x3 − 3x2 (y − x)
HΦ (x) = Φ (x) = =
x3 x6
−y + 2x − 3x y
3 3 2
= ,
x6
we deduce that Φ′′ (−1) = 2 > 0 and Φ′′ (1) = −2 < 0. So, −1 is a free local minimum
point to Φ and 1 is a free local maximum point to Φ. Equivalently, (−1, −1) is a local
minimum point to f under the condition g (x, y) = 0, the local minimum to f under
the condition g (x, y) = 0 being −2 and (1, 1) is a local maximum point to f under the
condition g (x, y) = 0, the local maximum to f under the condition g (x, y) = 0 being
2.

Example 1.11. Determine the extrema to function f : R3 → R, f (x, y, z) = x + y + z


under the conditions x − y + z = 2 and x2 + y 2 + z 2 = 4.
Let g1 , g2 : R3 → R, g1 (x, y, z) = x − y + z − 2, g2 (x, y, z) = x2 + y 2 + z 2 − 4 and
the Lagrange function
F (x, y, z, λ1 , λ2 ) := f (x, y, z) + λ1 g1 (x, y, z) + λ2 g2 (x, y, z) ,
( )
F (x, y, z, λ1 , λ2 ) = x + y + z + λ1 (x − y + z − 2) + λ2 x2 + y 2 + z 2 − 4 .
42 1. DIFFERENTIABLE FUNCTIONS

We solve the system


 ∂F

 = 0,


∂x
∂F
 ∂y = 0,
∂F
= 0,

 ∂z

 x − y + z = 2,

x2 + y 2 + z 2 = 4
and we find the solutions λ1 = −1, λ2 = 1
2, x1 = 0, y1 = −2, z1 = 0 and λ1 = 1
3,
λ2 = − 21 , x2 = 43 , y2 = 23 , z2 = 43 .
The first method. Let us estimate d2 F(x,y,z) , where x, y, z ∈ R3 . We know that
∂2F ∂2F ∂2F
d2 F(x,y,z) = (x, y, z) dx 2
+ (x, y, z) dy 2
+ (x, y, z) dz 2
∂x2 ∂y 2 ∂z 2
∂2F ∂2F ∂2F
+2 (x, y, z) dxdy + 2 (x, y, z) dydz + 2 (x, y, z) dydz.
∂x∂y ∂y∂z ∂x∂z
So,
d2 F(x,y,z) = 2λ2 dx2 + 2λ2 dy 2 + 2λ2 dz 2 .
We deduce
d2 F(0,−2,0) = dx2 + dy 2 + dz 2 > 0, for dx2 + dy 2 + dz 2 > 0
and so (0, −2, 0) is a local minimum point to f under the conditions g1 (x, y, z) =
0, g2 (x, y, z) = 0, the local minimum to f under the conditions g1 (x, y, z) = 0,
g2 (x, y, z) = 0 being −2. Similarly,
d2 F( 4 , 2 , 4 ) = −dx2 − dy 2 − dz 2 < 0, for dx2 + dy 2 + dz 2 > 0
3 3 3
(4 2 4)
and so 3 , 3 , 3 is a local maximum point to f under the conditions g1 (x, y, z) =
0, g2 (x, y, z) = 0, the local maximum to f under the conditions g1 (x, y, z) = 0,
g2 (x, y, z) = 0 being 10 3 .
The second method. Let Φ (x) := f (x, y (x) , z (x)) be the restriction of f to the
set { }
M := (x, y, z) ∈ R3 , x − y + z = 2, x2 + y 2 + z 2 = 4. .
Then Φ′ (x) = dΦ ∂f ∂f dy ∂f dz ′ ′
dx (x) = ∂x + ∂y dx + ∂z dx = 1 + y (x) + z (x) , where y = y (x) ,
z = z (x) are the functions implicitely defined by the conditions
x − y + z = 2, x2 + y 2 + z 2 = 4.
So, by applying the Implicit Function Theorem,
( ′ ) ( )−1 ( )
∂g1 ∂g1 ∂g1
y
= − ∂y ∂z ∂x
z′ ∂g2
∂y
∂g2
∂z
∂g2
∂x
( )−1 ( )
−1 1 1
= −
2y 2z 2x
( )
z−x
y+z
=
− x+y
y+z
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 43

and
z−x ′ x+y
y ′ (x) = , z (x) = − .
y+z y+z
Hence,
z−x x+y 2 (z − x)
Φ′ (x) = 1 + − = .
y+z y+z y+z
By calculating the Hessian of Φ,
( )′
z−x (z ′ − 1) (y + z) − (z − x) (y ′ + z ′ )
HΦ (x) = Φ′′ (x) = 2 =2 2
y+z (y + z)
( ) ( )
− x+y
y+z − 1 (y + z) − (z − x) y+z − y+z
z−x x+y

= 2 2
(y + z)
(y + z) (−x − 2y − z) − (z − x) (z − 2x − y)
= 2 3 ,
(y + z)
( )
we deduce that Φ′′ (0) = 2 > 0 and Φ′′ 43 = −2 < 0. So, 0 is a free local
minimum point to Φ and 34 is a free local maximum point to Φ. Equivalently, (0, −2, 0)
is a local minimum point to f under the conditions g1 (x, y, z) = 0, g2 (x, y, z) = 0,
the local (minimum ) to f under the conditions g1 (x, y, z) = 0, g2 (x, y, z) = 0 being
−2 and 34 , 32 , 43 is a local maximum point to f under the conditions g1 (x, y, z) =
0, g2 (x, y, z) = 0, the local maximum to f under the conditions g1 (x, y, z) = 0,
g2 (x, y, z) = 0 being 10
3 .

3
Example 1.12. Determine the extrema to function f : (0, ∞) → R, f (x, y, z) =
x3 + y 3 + z 3 under the condition x2 + y 2 + z 2 = 3.
3
Let g : (0, ∞) → R, g (x, y, z) = x2 + y 2 + z 2 − 3 and the Lagrange function
F (x, y, z, λ) := f (x, y, z) + λg (x, y, z) ,
( )
F (x, y, z, λ) = x3 + y 3 + z 3 + λ x2 + y 2 + z 2 − 3 .
We solve the system
 ∂F

 = 0,
 ∂x
∂F
= 0,
∂y

 =∂F
0,
 ∂z
x + y2 + z2 = 3
2

and we find the solutions λ1 = − 32 , x1 = 1, y1 = 1, z1 = 1 (λ2 = 23 , x2 = −1, y2 = −1,


z2 = −1 is not a solution, since x, y, z > 0).
3
The first method. Let us estimate d2 F(x,y,z) , where x, y, z ∈ (0, ∞) . We know
that
∂2F ∂2F ∂2F
d2 F(x,y,z) = 2
(x, y, z) dx2 + 2
(x, y, z) dy 2 + (x, y, z) dz 2
∂x ∂y ∂z 2
∂2F ∂2F ∂2F
+2 (x, y, z) dxdy + 2 (x, y, z) dydz + 2 (x, y, z) dydz.
∂x∂y ∂y∂z ∂x∂z
44 1. DIFFERENTIABLE FUNCTIONS

So,
d2 F(x,y,z) = (6x + 2λ) dx2 + (6x + 2λ) dy 2 + (6x + 2λ) dz 2 .
We deduce
d2 F(1,1,1) = 3dx2 + 3dy 2 + 3dz 2 > 0, for dx2 + dy 2 + dz 2 > 0
and so (1, 1, 1) is a local minimum point to f under the condition g (x, y, z) = 0, the
local minimum to f under the condition g (x, y, z) = 0 being 3.
The second method. Let Φ (x, y) := f (x, y, z (x, y)) be the restriction of f to
the set { }
M := (x, y, z) ∈ R3 , x2 + y 2 + z 2 = 3 .
∂f ∂f ∂z ∂f ∂f ∂z
Then ∂Φ 2 2 ∂z ∂Φ 2 2 ∂z
∂x = ∂x + ∂z ∂x = 3x + 3z ∂x , ∂y = ∂y + ∂z ∂y = 3y + 3z ∂y , where
z = z (x, y) are the functions implicitely defined by the condition
x2 + y 2 + z 2 = 3.
So, by applying the Implicit Function Theorem,
( ) ( )−1 ( )
∂g ∂g ∂g
∂z
∂x
∂z
∂y = − ∂x ∂y
∂z
−1 ( )
= − (2z) 2x 2y
( x )
−z
=
− yz
and
∂z x ∂z y
=− , =− .
∂x z ∂y z
Hence,
∂Φ ∂Φ
= 3x2 − 3xz, = 3y 2 − 3yz.
∂x ∂y
By calculating the Hessian of Φ,
( 2 ) ( )
∂ Φ ∂2Φ 2
∂x2 ∂y∂x 6x − 3z + 3 xz 3xy
z
HΦ (x, y) = 2 2 = 2
∂ Φ
∂x∂y
∂ Φ
∂y 2
3xy
z 6y − 3z + 3 yz
we deduce that ( )
6 3
HΦ (1, 1) =
3 6
is positive definite. So, (1, 1) is a free local minimum point to Φ. Equivalently, (1, 1, 1)
is a local minimum point to f under the condition g (x, y, z) = 0, the local minimum
to f under the condition g (x, y, z) = 0 being 3.

Example 1.13. Determine the extrema to function f : R∗3 → R, f (x, y, z) = xyz


under the condition x + y + z = 3.
Let g : R∗3 → R, g (x, y, z) = x + y + z − 3 and the Lagrange function
F (x, y, z, λ) := f (x, y, z) + λg (x, y, z) ,
F (x, y, z, λ) = xyz + λ (x + y + z − 3) .
7. APPLICATIONS OF THE IMPLICIT FUNCTION THEOREM 45

We solve the system


 ∂F

= 0,
 ∂x
∂F
= 0,
∂y


∂F
= 0,
 ∂z
x+y+z =3
and we find the solution λ = −1, x = 1, y = 1, z = 1.
The first method. Let us estimate d2 F(x,y,z) , where x, y, z ∈ R∗3 . We know that
∂2F ∂2F ∂2F
d2 F(x,y,z) = (x, y, z) dx 2
+ (x, y, z) dy 2
+ (x, y, z) dz 2
∂x2 ∂y 2 ∂z 2
∂2F ∂2F ∂2F
+2 (x, y, z) dxdy + 2 (x, y, z) dydz + 2 (x, y, z) dydz.
∂x∂y ∂y∂z ∂x∂z
So,
d2 F(x,y,z) = 2zdxdy + 2xdydz + 2ydxdz.
We deduce
d2 F(1,1,1) = 2dxdy + 2dydz + 2dxdz > 0.
We are going to find a relation between dx, dy, dz. This will be made by differen-
tiating both sides of the condition
x + y + z = 3.
If followws immediately that
dx + dy + dz = 0
or
dz = −dx − dy.
Hence,
[ ]
2
d2 F(1,1,1) = 2 [dxdy + (dx + dy) dz] = 2 dxdy − (dx + dy)
( )
= 2 −dx2 − dxdy − dy 2 < 0, for dx2 + dy 2 + dz 2 > 0.
So (1, 1, 1) is a local minimum point to f under the condition g (x, y, z) = 0, the local
minimum to f under the condition g (x, y, z) = 0 being 1.
The second method. Let Φ (x, y) := f (x, y, z (x, y)) be the restriction of f to
the set { }
M := (x, y, z) ∈ R3 , x + y + z = 3 .
∂f ∂f ∂z ∂f ∂f ∂z
Then ∂Φ ∂z ∂Φ ∂z
∂x = ∂x + ∂z ∂x = yz + xy ∂x , ∂y = ∂y + ∂z ∂y = xz + xy ∂y , where
z = z (x, y) are the functions implicitely defined by the condition
x + y + z − 3 = 0.
So, by applying the Implicit Function Theorem,
( ) ( )−1
∂g ( )
∂z
∂x
∂z
∂y = − 1 1
∂z
( )
= −1 −1
46 1. DIFFERENTIABLE FUNCTIONS

and
∂z ∂z
= −1, = −1.
∂x ∂y
Hence,
∂Φ ∂Φ
= yz − xy, = xz − xy.
∂x ∂y
By calculating the Hessian of Φ,
( 2 ) ( )
∂ Φ ∂2Φ
∂x2 ∂y∂x −2y z−y−x
HΦ (x, y) = =
∂2Φ ∂2Φ
2
z−y−x −2x
∂x∂y ∂y

we deduce that ( )
−2 −1
HΦ (1, 1) =
−1 −2
is negative definite. So, (1, 1) is a free local maxim point to Φ. Equivalently, (1, 1, 1)
is a local maximum point to f under the condition g (x, y, z) = 0, the local maximum
to f under the condition g (x, y, z) = 0 being 1.
Remark. Let us estimate the Hessian of the function F (x, y, z), at the point
(1, 1, 1) , for λ = −1. We get
 
0 z y
HF (x, y, z) =  z 0 x 
y x 0
and so  
0 1 1
HF (1, 1, 1) =  1 0 1 
1 1 0
whose eigenvalues are λ1 = λ2 = −1 < 0, λ3 = 2 > 0. Therefore (1, 1, 1) is not a local
extremum point to F (x, y, z), it is a saddle point to F (x, y, z) .
In conclusion, in order to find out whether a critical point a to the Lagrange
function F is a local extremum to f under certain conditions, the simple estimating of
the Hessian matrix of F at a, without analyzing the connection between the variables
x, y, z... given by the restraints fails to work.

8. Changing of variables
Let f : U ⊂ Rp → V ⊂ Rp , f (x) = y. If f is bijective, then ∀y ∈ V, there exists
a unique x ∈(U , such that) f (x) = y. The Cartesian coordinates of x in the standard
basis of Rp , x1 , x2 , ..., xp are called old coordinates, while the coordinates of y are
called the new coordinates. By using the rules of differentiation of composed functions,
equations with the old coordinates can be transformed into equations with the new
coordinates. Let us consider some examples.
1. Transform the equation
∂z ∂z
y −x =0
∂x ∂x
by using the changing of variables u = x and v = x2 + y 2 .
8. CHANGING OF VARIABLES 47

One has
∂z ∂z ∂u ∂z ∂v ∂z ∂z
= + = + 2x,
∂x ∂u ∂x ∂v ∂x ∂u ∂v
∂z ∂z ∂u ∂z ∂v ∂z
= + = 2y.
∂y ∂u ∂y ∂v ∂y ∂v
It results that the given equation is transformed into
( ) ( )
∂z ∂z ∂z
y + 2x − x 2y = 0
∂u ∂v ∂v
or
∂z
y= 0.
∂u
( )
So, in a domanin of R2 wherein y =
̸ 0, it follows ∂z
∂u = 0 or z = z (v) = z x2 + y 2 .
2. Transform the equation
∂2z 2
2∂ z
x2 − y =0
∂x2 ∂y 2
by using the changing of variables u = xy and v = xy .
One has
∂z ∂z ∂u ∂z ∂v ∂z ∂z ( y )
= + = y+ − 2 ,
∂x ∂u ∂x ∂v ∂x ∂u ∂v ( x
)
∂z ∂z ∂u ∂z ∂v ∂z ∂z 1
= + = x+ .
∂y ∂u ∂y ∂v ∂y ∂u ∂v x
Moreover, we keep the operators of partial differentiation,
∂· ∂· y ∂·
= y − ,
∂x ∂u x2 ∂v
∂· ∂· 1 ∂·
= x + .
∂y ∂u x ∂v
So,
( )
∂2z ∂ ∂z
= =
∂x2 ∂x ∂x
[ ]
∂ ∂z ∂z ( y )
= y+ − 2 =
∂x ∂u ∂v x
( ) ( )
∂ ∂z ∂ ∂z ( y ) ∂z 2y
= y+ − 2 + =
∂x ∂u ∂x ∂v x ∂v x3
[ 2 ] [ ]
∂ z y ∂2z ∂2z y ∂2z ( y )
= y − 2 y+ y − 2 2 − 2 +
∂u x ∂v∂u ∂u∂v x ∂v x
∂z 2y
+
∂v x3
∂2z y2 ∂ 2 z y2 ∂ 2 z 2y ∂z
= y2 2 − 2 2 + 4 2+ 3
∂u x ∂v∂u x ∂v x ∂v
and
48 1. DIFFERENTIABLE FUNCTIONS

( )
∂2z ∂ ∂z
= =
∂y 2 ∂y ∂y
[ ( )]
∂ ∂z ∂z 1
= x+ =
∂y ∂u ∂v x
( ) ( )( )
∂ ∂z ∂ ∂z 1
= x+ =
∂y ∂u ∂y ∂v x
[ 2 ] [ ]( )
∂ z 1 ∂2z ∂2z 1 ∂2z 1
= x 2+ x+ x + 2
=
∂u x ∂v∂u ∂u∂v x ∂v x
∂2z ∂2z 1 ∂2z
= x2 2 + 2 + 2 2.
∂u ∂u∂v x ∂v
It follows that the given equation is transformed into
( )
∂2z y2 ∂ 2 z y2 ∂ 2 z 2y ∂z
x2 y 2 2 − 2 2 + 4 2+ 3 −
∂u x ∂v∂u x ∂v x ∂v
( )
∂2z ∂2z 1 ∂2z
−y 2 x2 2 + 2 + 2 2
∂u ∂u∂v x ∂v
= 0
or
∂2z y ∂z
−4y 2 +2 = 0.
∂u∂v x ∂v
So, for y ̸= 0 and x ̸= 0, it results
∂2z ∂z
−2u + = 0.
∂u∂v ∂v
3. Let us transform the Laplace’s equation
∂2z ∂2z
+ =0
∂x2 ∂y 2
by using the polar coordinates,
x = r cos φ, y = r sin φ.
One has
{
∂z ∂z ∂x ∂z ∂y ∂z ∂z
∂r = ∂x ∂r + ∂y ∂r = ∂x cos φ + ∂y sin φ,

∂φ + ∂y ∂φ = − ∂x r sin φ + ∂y r cos φ.
∂z ∂z ∂x ∂z ∂y ∂z ∂z
∂φ = ∂x
∂z ∂z
By this system we deduce ∂x and ∂y ,

∂z ∂z sin φ ∂z
= cos φ − ,
∂x ∂r r ∂φ
∂z ∂z cos φ ∂z
= sin φ +
∂y ∂r r ∂φ
8. CHANGING OF VARIABLES 49

and we keep the operators of partial differentiation,

∂· ∂· sin φ ∂·
= cos φ − ,
∂x ∂r r ∂φ
∂· ∂· cos φ ∂·
= sin φ +
∂y ∂r r ∂φ

So,
( )
∂2z ∂ ∂z
= =
∂x2 ∂x ∂x
[ ]
∂ ∂z sin φ ∂z ∂r
= cos φ − +
∂r ∂r r ∂φ ∂x
[ ]
∂ ∂z sin φ ∂z ∂φ
+ cos φ − .
∂φ ∂r r ∂φ ∂x

By differentiating with respect to x, in both members each equation of the trans-


formation, we obtain
{ ∂r
1 = ∂x cos φ − ∂φ
∂x r sin φ,
0 = ∂x sin φ + ∂φ
∂r
∂x r cos φ,

system which provides us

∂r ∂φ sin φ
= cos φ, =− .
∂x ∂x r

Returning, we get
[ ]
∂2z ∂ ∂z sin φ ∂z
= cos φ − cos φ +
∂x2 ∂r ∂r r ∂φ
[ ]( )
∂ ∂z sin φ ∂z sin φ
+ cos φ − −
∂φ ∂r r ∂φ r
[ ]
∂2z sin φ ∂z sin φ ∂ 2 z
= cos φ 2 + 2 − cos φ +
∂r r ∂φ r ∂r∂φ
[ ]
∂z ∂2z cos φ ∂z sin φ ∂ 2 z
+ − sin φ + cos φ − −
∂r ∂φ∂r r ∂φ r ∂φ2
( )
sin φ
· −
r
∂2z sin φ cos φ ∂ 2 z sin2 φ ∂ 2 z
= cos2 φ 2
−2 +
∂r r ∂r∂φ r2 ∂φ2
sin2 φ ∂z sin φ cos φ ∂z
+ +2 .
r ∂r r2 ∂φ
50 1. DIFFERENTIABLE FUNCTIONS

Analogously we have
( )
∂2z ∂ ∂z
= =
∂y 2 ∂y ∂y
[ ]
∂ ∂z cos φ ∂z ∂r
= cos φ + +
∂r ∂r r ∂φ ∂y
[ ]
∂ ∂z cos φ ∂z ∂φ
+ cos φ + .
∂φ ∂r r ∂φ ∂y
By differentiating with respect to y, in both members each equation of the trans-
formation, we obtain
{
∂r
0 = ∂y cos φ − ∂φ
∂y r sin φ
,
1 = ∂y sin φ + ∂φ
∂r
∂y r cos φ

system that provides us


∂r ∂φ cos φ
= sin φ, = .
∂y ∂y r
Returning, we get
[ ]
∂2z ∂ ∂z cos φ ∂z
= sin φ + sin φ +
∂y 2 ∂r ∂r r ∂φ
[ ]
∂ ∂z cos φ ∂z cos φ
+ sin φ +
∂φ ∂r r ∂φ r
[ 2
]
∂ z cos φ ∂z cos φ ∂ 2 z
= sin φ 2 − 2 + sin φ +
∂r r ∂φ r ∂r∂φ
[ ]
∂z ∂2z sin φ ∂z cos φ ∂ 2 z
+ cos φ + sin φ − +
∂r ∂φ∂r r ∂φ r ∂φ2
cos φ
·
r
∂2z sin φ cos φ ∂ 2 z cos2 φ ∂ 2 z
= sin2 φ 2 + 2 +
∂r r ∂r∂φ r2 ∂φ2
2
cos φ ∂z sin φ cos φ ∂z
+ −2 .
r ∂r r2 ∂φ
Finnally, if follows that the Laplace’s equation is transformed into
∂2z sin φ cos φ ∂ 2 z sin2 φ ∂ 2 z
cos2 φ − 2 + +
∂r2 r ∂r∂φ r2 ∂φ2
sin2 φ ∂z sin φ cos φ ∂z
+ +2 +
r ∂r r2 ∂φ
∂2z sin φ cos φ ∂ 2 z cos2 φ ∂ 2 z
+ sin2 φ 2 + 2 + +
∂r r ∂r∂φ r2 ∂φ2
cos2 φ ∂z sin φ cos φ ∂z
+ −2
r ∂r r2 ∂φ
= 0
8. CHANGING OF VARIABLES 51

or, equivalently,
∂2z ∂z ∂2z
r2 + r + = 0.
∂r2 ∂r ∂φ2
4. Consider now the case when we not only chage the variables but the function
∂2z
too. Let us calculate, for example, ∂x 2 , if one considers the changing of variables

u = x2 + y 2 , v = x1 + y1 and the changing of function, w = ln z − x − y, where


z = z (x, y) and w = w (u, v) .
One has
∂w ∂w ∂u ∂w ∂v
= + =
∂x ∂u ∂x ∂v (∂x )
∂w ∂w 1
= 2x + − 2 .
∂u ∂v x
From the changing of funtion, we have
∂w 1 ∂z
= − 1.
∂x z ∂x
So,
( )
∂w ∂w 1 1 ∂z
2x + − = −1
∂u ∂v x2 z ∂x
or
∂z ∂w z ∂w
= z + 2xz − 2 .
∂x ∂u x ∂v
It follows that
( ) ( )
∂2z ∂ ∂z ∂ ∂w z ∂w
= = z + 2xz − 2 =
∂x2 ∂x ∂x ∂x ∂u x ∂v
( )
∂z ∂w ∂z ∂w ∂ ∂w
= + 2z + 2x + 2xz −
∂x ∂u ∂x ∂u ∂x ∂u
( ) ( )
1 ∂z 2 ∂w z ∂ ∂w
− − − .
x2 ∂x x3 ∂v x2 ∂x ∂v
But,
( ) ( ) ( )
∂ ∂w ∂ ∂w ∂u ∂ ∂w ∂v
= + =
∂x ∂u ∂u ∂u ∂x ∂v ∂u ∂x
( )
∂2w ∂2w 1
= 2
2x + − 2
∂u ∂v∂u x
and
( ) ( ) ( )
∂ ∂w ∂ ∂w ∂u ∂ ∂w ∂v
= + =
∂x ∂v ∂u ∂v ∂x ∂v ∂v ∂x
( )
∂2w ∂2w 1
= 2x + − .
∂u∂v ∂v 2 x2
52 1. DIFFERENTIABLE FUNCTIONS

So,
∂2z ∂z ∂w ∂z ∂w
= + 2z + 2x +
∂x2 ∂x [ ∂u ∂x ∂u( )]
∂2w ∂2w 1
+2xz 2x + − 2 −
∂u2 ∂v∂u x
( )
1 ∂z 2 ∂w
− − −
x2 ∂x x3 ∂v
[ 2 ( )]
∂ w ∂2w 1
− 2x + − 2 .
∂u∂v ∂v 2 x
∂2z u+v u−v
5. Let us calculate ∂y 2 , if we make the changing of variables x = 2 , v= 2
and the changing of function, z = u −v
2 2

4 − w, where z = z (x, y) and w = w (u, v) .


One has ( ) ( )
∂z 1 ∂u ∂v ∂w ∂u ∂w ∂v
= u −v − − .
∂y 2 ∂y ∂y ∂u ∂y ∂v ∂y
In order to determnine ∂u ∂v
∂y and ∂y we differentiate with respect to y the both
members of each equation of the system
{
x = u+v
2
v = u−v
2

and we get
 ( )
 0= 1 ∂u
+ ∂v
2 ( ∂y ∂y )
,
 1= 1 ∂u
− ∂v
2 ∂y ∂y

hence
∂u ∂v
= 1, = −1.
∂y ∂y
Therefore,
( )
∂z 1 ∂w ∂w
= (u + v) − + .
∂y 2 ∂u ∂v
So,
( ) [ ( )]
∂2z ∂ ∂z ∂ 1 ∂w ∂w
= = (u + v) − + =
∂y 2 ∂y ∂y ∂y 2 ∂u ∂v
( ) ( ) ( )
1 ∂u ∂v ∂ ∂w ∂ ∂w
= + − − =
2 ∂y ∂y ∂y ∂u ∂y ∂v
( ) ( )
∂ ∂w ∂ ∂w
= − − =
∂y ∂u ∂y ∂v
( 2 ) ( )
∂ w ∂2w ∂2w ∂2w
= − − − − =
∂u2 ∂v∂u ∂u∂v ∂v 2
∂2w ∂2w
= − 2 + .
∂u ∂v 2
9. EXERCISES 53

9. Exercises
(1) Let f (x) = 3−x3+x
, x ̸= 3. Calculate f ′ (2) , by using the definition.
A: One has
f (2 + h) − f (2) 6h
f ′ (2) = lim = lim = 6.
h→0 h h→0 h (1 − h)

(2) Let f (x) = 2x − 1, x ≥ 12 . Calculate f ′ (5) , by using the definition.
A: One has

′ f (5 + h) − f (5) 9 + 2h − 3
f (5) = lim = lim =
h→0 h h→0 h
(√ ) (√ )
9 + 2h − 3 9 + 2h + 3
= lim (√ ) =
h→0 h 9 + 2h + 3
2h 1
= lim (√ )= .
h→0 h 9 + 2h + 3 3
(3) Study the continuity and the differentiablity of function f : R → R,
{
x sin x1 , if x ̸= 0,
f (x) =
0, if x = 0.
A: Function f is continuous on (−∞, 0) and (0, ∞), being composition
of elementary functions. We have
1
lim f (x) = lim x sin = 0 = f (0) ,
x→0 x→0 x

since x → 0 and sin x1 ≤ 1, so f is continuous at 0.
f is differentiable on (−∞, 0) and (0, ∞), being composition of elementary
functions. We have
f (h) − f (0) 1
f ′ (0) = lim = lim sin
h→0 h h→0 h
which does not exist. So, f is not differentiable at 0.
(4) Study the continuity and the differentiability of function f : R → R,
{ 2
x sin x1 , if x ̸= 0,
f (x) =
0, if x = 0.
A: Function f is continuous on (−∞, 0) and (0, ∞), being composition
of elementary functions. We have
1
lim f (x) = lim x2 sin = 0 = f (0) ,
x→0 x→0 x

since x2 → 0 and sin x1 ≤ 1, so f is continuous at 0.
f is differentiable on (−∞, 0) and (0, ∞), being composition of elementary
functions. We have
f (h) − f (0) 1
f ′ (0) = lim = lim h sin = 0,
h→0 h h→0 h
so f is differentiable at 0.
54 1. DIFFERENTIABLE FUNCTIONS

(5) Determine a, b ∈ R, such that f : R → R,


{
sin x, dacă x ≤ 0
f (x) =
ax + b, dacă x > 0
is differentiable on R.
A: Function f is continuous on (−∞, 0) and (0, ∞), being composition
of elementary functions. It should also be continuous at 0, hence

lim f (x) = lim f (x) = f (0)


x↗0 x↘0

or
b = 0.

f is differentiable on (−∞, 0) and (0, ∞), being composition of elementary


functions. We have
f (x) − f (0) sin x
fs′ (0) = lim = lim = 1,
x↗0 x−0 ↗0 x
f (x) − f (0) ax
fd′ (0) = lim = lim = a,
x↘0 x−0 x↘0 x
so, we should have a = 1 to obtain differentiabilty
{ at 0.
sin3 x, if x < 0,
(6) Prove that the function f : R → R, f (x) = is differen-
x3 , if x ≥ 0
tiable on R and determine its differential. {
x2 , if x < 0,
(7) Prove that the function f : R → R, f (x) = is differentiable
0, if x ≥ 0
on R and determine its differential.
(8) Write the equations of the tangents (or semitangents) to the graph of the
following function, at the specified points:
a) f : R → R, f (x) = sin√x, a = 1;
b) f : R+ → R, f (x) ={ 4 x, a = 1, a = 0;
x3 , if x ̸= 0 , a = 0.
1
c) f : R → R, f (x) =
0, if x = 0
A: a) y = 1, y + x = π, y = −1;
b) y − x4 = 34 ; c) fl′ (0) = −∞ and fr′ (0) = ∞ and the semitangent has
equation x = 0.
(9) Determine the angular point to the following functions:
a) f : R → R, f (x) = − { |x 3+ 2| ;
x , if x ≤ 0
b) f : R → R, f (x) = ;
2x, if x > 0
{ √
1 − x, if x ≤ 1
c) f : R → R, f (x) = .
ln x, if x > 1
A: a) x = −2; b) x = 0; c) x = 1.
(10) Determine the sharp point√ to the following functions:
a) f : R → R, f (x) = |x + 1|;
9. EXERCISES 55

{
x2 , if x ̸= 0
b) f : R → R, f (x) = ;
 1, if x = 0

 −x, if x < 0
c) f : R → R, f (x) = 0, if x = 0 .
 √ 3
x, if x > 0
A: a) x = −1; b) x = 0; c) x = 0.
(11) Calculate the derivatives of the following functions:
a) f (x) = x3 − 5x2 + 1; b) f (x) = x ln x − ln x;
c) f (x) = x2 sin x + 2x cos x − 2 sin x; d) f (x) = x−1 x+1 ;
1
√ √ ( 2 ) √2
e) f (x) = x ln(x ; f))f (x) = x x; g) f (x) = x + x + 1 ;
x−1

3
h) f (x) = ln x+1 ; i) f (x) = sin x; j) f (x) = loga (tg x) ;
( ) √
k) f (x) = arcsin 1 + x2 ; l) f (x) = tg ( 3 x);
x 2 ( ) x
m) f (x) = arctg x+1 ; n) f (x) = x2 + 1 ;
1
o) f (x) = x x ; p) f (x) = sin (2x − 1) · cos(2 (2x√ − 1) ; )
q) f (x) = a1 arctg xa , a ̸= 0; r) f (x) = ln x + a2 + x2 ;
s) f (x) = ln (cos x) + 21 tg2 x.
A: a) 3x2 − 10x; b) x ln x+x−1 x ;
c) x cos x; d) (x+1)2 ; e) − x2 ln2 x ; f) √
2 2 ln x+1 1
3;
4( 4 x )

( 2 ) 2−1 √
g) x + x + 1 2 (2x + 1) ;
2 1 1+ tg2 x
h) (x−1)(x+1) ; i) 3 sin 23 x cos x; j) tg x ln a ;
( )
k) dx d
arcsin 1 + x2 = 2 √ 2x 2 ;
(−x (2+x ))

tg2 3 x
l) 31 1+ √ 2 ; m) x 2+x
x2 +2x+1+x4 ;
( 3 x)
( )
2 x−1
( ( 2
) ( ( 2
))
)
n) 1 + x ln 1 + x + ln 1 + x x2 + 2x2 ;
−1+2x
o) −x− x (ln x − 1) ;
p) 6 cos3 (−1 + 2x) − 4 cos (−1 + 2x) ;
√ 21 2 ; s) − (sin x) −1+cos
2
1 x
q) a2 +x2 ; r) cos3 x .
(a +x )
(12) Prove that the function f : R → R,
{ 2
ln (x − 3) , if x ≥ 3
f (x) = 2
(x − 3) , if x < 3

has derivative of second order at a = 3.


A: f ′′ (3) = 1.
(13) Calculate f ′′ (x) for the functions:
1 1
a) f (x) = cos x; b) f (x) = x−a ; c) f (x) = x2 −4x+3 .
2
−12x+13
A: a) − cos x; b) 2
(x−a)3
; c) 2 3x
(x2 −4x+3)3
. One can write

1 1 1 1 1
=− · · .
x2 − 4x + 3 2 x−12 x−3
and one can apply the result from b).
56 1. DIFFERENTIABLE FUNCTIONS

(14) Determine the local extrema to function


f (x) = 2 cos x + x2 , x ∈ R.
A: We have f ′ (x) = −2 sin x+2x, f ′′ (x) = −2 cos x+2, f ′′′ (x) = 2 sin x,
f (x) = 2 cos x and f ′ (0) = f ′′ (0) = f ′′′ (0) = 0, f (4) (0) = 2. So, f has a
(4)

global minimum at x = 0.
(15) Prove that f : R → (−1, ∞) , f (x) = 3x + 9x − 1 is one-to-one and calculate
( −1 )′ ( )′′
f (1) and f −1 (1) .
A: Obviously, f ′ (x) > 0, ∀x ∈ R and f (R) = (−1, ∞).
Solving equation f (x) = 1, if follows the unique solution x = 0. We know
that
( −1 )′ 1
f (1) = ′ ,
f (0)
( )
that can also be deduced by differentiating relation f −1 ◦ f (x) = x,
( −1 )′
f (f (x)) · f ′ (x) = 1.
( )′
So, by denoting y := f (x), we have f −1 (y) = f ′1(x) ; for the second order
( )′
derivative , we differentiate relation f −1 (f (x)) · f ′ (x) = 1, by getting
( −1 )′′ ( )′
(f (x)) · (f ′ (x)) + f −1 (f (x)) · f ′′ (x) = 0.
2
f
So,
)′ ( f ′′ (x)
f −1 (y) = − 3.
(f ′ (x))
(16) Calculate the following limits, using L’Hôspital rules:
a) lim e x−1 ; b) lim x1+cos
2x
πx
2 −2x+1 ; c) lim ln cos 3x
ln cos 2x ;
x→0 x→1 x→0x>0
3x2 −x+5 2 −x ln tg 2x
d) lim 2 ; e) lim x e ; f) lim ln tg 3x ;
x→+∞ 5x +6x−3 x→+∞ x→0x>0
1
g) lim x2 ln x; h) lim (cos x) x2 ;
x→0x>0 x→0
( ) x1 ( )1 ( )
i) lim e3x − 5x ; j) lim e3x − 5x x ; k) lim sin12 x − 1
x2 .
x→+∞ x→0 x→0
A: a) 2; b) 12 π 2 ; c) e) 0; f) 1; g) 0; h) e( ; i) )e3 ; j) e−2 ; k) 13 .
9 3
4 ; d) 5 ;
− 12

(17) Find m ∈ R, such that f : R → R, f (x) = mx − ln 1 + x2 is decreasing on


R.
A: m ∈ (−∞, −1]. The condition we use is f(′ (x) ≥ 0, ∀x ∈)R.
(18) Prove that the function f : R → R2 , f (x) = f 1 (x) , f 2 (x) , where

f 1 (x) = x2 + 1,
f 2 (x) = cos2 ex
is differentiable on R and determine its differential.
( )
(19) Prove that the function f : R → R3 , f (x) = f 1 (x) , f 2 (x) , f 3 (x) , where
f 1 (x) = sin2 x,
{
−x3 , if x ≤ 0,
f 2 (x) =
x3 e−x , if x > 0,
9. EXERCISES 57

{
if x ̸= 0,
1−cos x
,
f 3 (x) = 1
x2
if x = 0
2,
is differentiable on R and determine its differential. ( )
(20) Prove that the function f : R2 → R, f (x, y) = xy sin x2 + y 2 + 2x2 + 3y 3
is differentiable on R2 and determine its differential.
(21) Study
√ the differentiablity at (0, 0) to function f : R2 → R, f (x, y) =
x + y2 .
2

A: The function is not differentiable at (0, 0), since it does not admit
partial derivatives at (0, 0) :

f (x, 0) − f (0, 0) x2
lim = lim = 1,
x↘0 x x↘0 x

f (x, 0) − f (0, 0) x2
lim = lim = −1.
x↗0 x x↗0 x

(22) Prove that the function f : R3 → R, f (x, y, z) = x + yz + 2x2 y 3 z 2 is differ-


entiable on R3 and determine its differential.
(23) Prove that the function f : R2 → R,
{ ( 2 )
x + y 2 sin √ 21 2 , if (x, y) ̸= (0, 0) ,
f (x, y) = x +y
0, if (x, y) = (0, 0)
is differentiable on R2 and determine its differential.
(24) Calculate
( the derivative
) of function f (x, y, z) = x2 + y 2 + z 2 on the direction
s= √1 , 0, − √1 at the point a = (1, 2, 3) .
2 2

A: ∂s (1, 2, 3) = −4 2.
∂f

(25) Let f : R → R,
3
{ ( )
arctg ln x2 + y 2 + z 2 , if (x, y, x) ̸= (0, 0, 0) ,
f (x, y) =
− π2 , if (x, y, z) = (0, 0, 0) .
a) Study the differentiability
( of f) at (0, 0, 0) ;
1 1 √1
b) Determine (grad f ) 2 , 2 , 2 ;
( )
( ) (grad f ) 12 , 12 , √12
∂f 1 1 √1
c) Determine ∂s 2 , 2 , 2 , where v = ( ) .

(grad f )
1 1 1
2,2,

2

(26) Prove that the function f : R → R , 3 2
( √ )
f (x, y, z) = x3 yz 2 , xyz, x2 + y 2 + z 2 + 1

is differentiable on R3 and determine its differential. ( )


(27) Prove that the function f : R2 → R3 , f (x, y) = xy 2 , yz 2 , zx2 is differen-
tiable on R2 and determine its differential.
(28) Calculate the Jacobian
( matrix
) to the following functions:
a) f (x, y) = x2 y, xy 2 ; b) f (x, y) = (x + y,( xy, sin x + cos y) ; )
c) f (x, y, z) = (ex+y
( , e x−y
) ; d) f
) (x, y, z) = xyz, x + y + z, x 2 2 2
y z .
2
2xy x
A: a) Jf (x, y) = ;
y 2 2xy
58 1. DIFFERENTIABLE FUNCTIONS

 
1 1
b) Jf (x, y) =  y x ;
( cos x − sin y )
ex+y ex+y
c) Jf (x, y) = ;
ex−y −ex−y
 
yz xz xy
d) Jf (x, y, z) =  1 1 1 .
2xy 2 z 2 2x2 yz 2 2x2 y 2 z
(29) Calculate the partial derivatives of first order of the functions:
a) f (x, y) = x3 + y 3 − 3xy;
b) f (x, y) = xy ;
c) f (x, y) = xy ;
d) f (x, y) = ln sin x+2√ ;
y
y
e) f (x, y) = arctg x ;
f) f (x, y) = √ 2x 2 ;
x +y
( √ )
g) f (x, y) = ln x + x2 + y 2 ;

h) f (x, y) = arctg xy ;
yz
i) f (x, y, z) = (sin x) .
∂ (x +y −3xy )
3 3
∂ (x3 +y 3 −3xy )
A: a) ∂x = 3x2 − 3y; ∂y = 3y 2 − 3x;
∂(xy ) y
b) ∂x = x
y−1
y; ∂(x )
∂y = x ln x;
y
y
∂( x ) ∂( y )
c) ∂x = − xy2 ; ∂yx = x1 ;
( )
∂ ln sin x+2

y cos x+2

y
d) ∂x = √y sin x+2 √
;
( ) y

∂ ln sin x+2

( )
− 1 x+2 x+2
y
= cos √ √ 3 ;
∂y 2 y ( y) sin x+2

y
y y
∂ ( arctg ) ∂ ( arctg )
e) x
= − x2 +y
y
2;
x
= x
x2 +y 2 ;
( ∂x ) ∂y
∂ √ x
x2 +y 2 y2
f) ∂x =√ 3 ;
x2 +y 2
( )
∂ √ x
x2 +y 2
∂y = − √ 2x 2 3 y;
x +y
( ( √ 2 2 ))
∂ ln x+ x +y
g) ∂x =√ 1
;
x2 +y 2
( ( √ ))
∂ ln x+ x2 +y 2
∂y = ( √ y )
√ ;
x+ x2 +y 2 x2 +y 2

∂ ( arctg xy ) y √
h) ∂x = 12 xy−1 (xy +1) xy
;

∂ ( arctg x )y

∂y = 12 xy (xy +1)
ln x√
xy
;
∂((sin x)yz ) yz−1 ∂((sin x)yz ) yz
i) ∂x = yz cos x (sin x) ; ∂y = z (sin x) ln (sin x) ;
∂((sin x)yz ) yz
∂z = xy (sin x) ln (sin x) .
9. EXERCISES 59


(30) Calculate ∂f ∂f
∂x (1, 1) and ∂y (1, 1) , if f (x, y) = xy + xy .
(√ )
∂ xy+ x 2 √
= √ 1y2 +1 y y+1 , ∀ (x, y) ̸= (0, 0) , so ∂f
y
A: ∂x ∂x (1, 1) = 2;
2 x y
(√ )
∂ xy+ x
= √ 1y2 +1 x y y−1
2
2 , ∀ (x, y) ̸= (0, 0) , so ∂y (1, 1) = 0.
y ∂f
∂y
2 x y
( ) √
(31) Calculate ∂f 0, 0, π4 , if f (x, y, z) = sin2 x + sin2 y + sin2 z.
(
∂z ) √
A: ∂f π
∂z 0, 0, 4 = 2 .
2

(32) Calculate ∂x (0, 0) and ∂f


∂f x cos y−y cos x
∂y (0, 0), if f (x, y) = 1+sin x+sin y .
A: ∂f
(0, 0) = 1; ∂f
∂y (0, 0)√= −1.

∂x
(1)
(33) Calculate ∂x r , where r = x2 + y 2 + z 2 .
(1) 1 √
r = − r 2 ∂x = − r 2 = − rx3 .
∂ 1 ∂r x
A: ∂x

x2 +y 2 +z 2
∂x ∂x
∂r ∂φ
(34) Calculate the determinant ∂y ∂y , if x = r cos φ and y = r sin φ.
∂r ∂φ
A: r.
(35) Prove that ∂f ∂f ∂f
∂x + ∂y + ∂z = 1, if

f (x, y, z) = (x − y) (y − z) (z − x) .
( )
(36) Prove that the function f = φ x2 + y 2 fulfills equation
∂f ∂f
y −x = 0,
∂x ∂y
where φ is a function of class C 1 .
(37) Calculate df x t
dt , if f = y , and x = e , y = ln t.
t
e (t ln t−1)
A: df
dt = .
df
t ln2 t √
(38) Calculate dt , if f = ln sin √xy , and x = 3t2 , y = t2 + 1.
( )
A: df
dt = √t ctg √x
y y 6 − x
2y 2 .
df ∂f x
(39) Calculate dx and
∂x , if f = arctg y , and y = x2 .
∂x = − x2 +y 2 ; dx = x2 +1 .
A: ∂f y df 1

(40) Calculate ∂f ∂f
∂x and ∂y , if f = φ (u, v), where u = x2 − y 2 , v = exy , and φ is a
1
function of class C .
A: ∂f ∂f
∂x = 2x ∂u (u, v) + ye
xy ∂f
∂v (u, v) ;
∂y = −2y ∂u (u, v) + xe
∂f ∂f xy ∂f
∂v (u, v) .
(41) Prove that the function w = f (u, v) fulfills equation
∂w ∂w ∂w
=a +b ,
∂t ∂x ∂y
where u = x + at, v = y + bt, and f is a function √of class C 1 .
(42) Calculate
( the) derivative of function f (x, y) = ln x2 + y 2 on the direction
s= √1 , √1 , at the point a = (1, 1) .
2 2

A: 22 .
60 1. DIFFERENTIABLE FUNCTIONS

(43) Calculate
( the derivative
) of function f (x, y, z) = x2 − 3yz + 5 on the direction
s = √13 , √13 , √13 , at the point a = (1, 2, 1) .

A: − 33 .

(44) Calculate grad f at the( point )a = (5, 3), if f (x, y) = x2 − y 2 .
A: grad f (5, 3) = 54 , − 34 .
(45) Calculate grad f at the point a = (1, 2, 3), if f (x, y, z) = xyz.
A: grad f (1, 2, 3) = (6, 3, 2) .
2
∂2f 2
(46) Calculate ∂∂xf2 , ∂x∂y , ∂∂yf2 , if

f (x, y) = x2 + y 2 .
(√ ) (√ )
∂2 x2 +y 2 y2 ∂2 x2 +y 2
A: ∂x2 = √ 2 23 ; ∂x∂y = − √ 2xy 2 3 ;
x +y x +y
(√ )
∂2 x2 +y 2 2

∂y 2 = √ 2x 2 3 .
x +y
∂2f ∂2f ∂2f
(47) Calculate ∂x2 , ∂x∂y , ∂y 2 , if
( )
f (x, y) = ln x2 + y 2 .
∂ 2 (ln(x2 +y 2 )) 2
−y 2 ∂ 2 (ln(x2 +y 2 ))
A: ∂x2 = −2 (xx2 +y 2 )2 ; ∂x∂y = −4 (x2 +y
xy
2 )2 ;

∂ 2 (ln(x2 +y 2 )) 2
−y 2

∂y 2 = 2 (xx2 +y 2 )2 .

∂2f
(48) Calculate ∂x∂y , if
x+y
f (x, y) = arctg .
1 − xy
x+y
∂ 2 (arctg 1−xy )
A: ∂x∂y =0
(49) Verify the relation
∂2f ∂2f
= ,
∂x∂y ∂y∂x
for function f (x, y) = xy .
y
(50) Prove that the function f (x, y) = arctg x fulfills Laplace’s equation
2 2
∂ f ∂ f
2
+ 2 = 0.
∂x ∂y
(51) Determine the Taylor’s polynomial of order 3 to function f (x, y) = xy at the
point a = (1, 1) .
A:
1 + (x − 1) + (x − 1) (y − 1) +
T3 f ((x, y) , (1, 1)) =
1 2
+ (x − 1) (y − 1) .
2!
(52) Determine the Taylor’s polynomial of order 3 to function f (x, y) = ex sin y
at the point a = (0, 0) .
9. EXERCISES 61

A:
x2 y y 3
T3 f ((x, y) , (0, 0)) = y + xy +− .
2 6
(53) Find the local extrema to the following functions:
a) f (x, y) = x3 + 3xy 2 − 15x − 12y;
b) f (x, y) = x2 +√xy + y 2 − 2x − y;
c) f (x, y) = 1 − 3 x2 + y 2 ;
d) f (x, y) = x4 + y 4 − 2x2 + 4xy − 2y 2 ;
2
e) f (x, y) = (x − 1) + 2y 2 ;
2
f) f (x, y) = (x − 1) − 2y 2 .
A: a) f has a local minimum at (2, 1), the local minimum being f ((2, 1)) =
−28 and a local maximum at (−2, −1) , the local maximum being f (−2, −1) =
28.
b) f has local minimum at (1, 0), the local minimum being f (1, 0) = −1.
c) f has local maximum (√ at (0, 0),
√ the
) local
( √maximum
√ ) being f (0, 0) = 1.
d) f has local minima at 2, − 2 and − 2, 2 , the local minima being
(√ √ ) ( √ √ )
f 2, − 2 = f − 2, 2 = −8. (0, 0) is not a local extremum point to
f;

e) f has local minimum at (1, 0), the local minimum being f ((1, 0)) = 0;

f) f does not have any local extremum point.


(54) Find the local extrema to the following functions:
a) f (x, y, z) = x2 + y 2 + z 2 − xy + x − 2z;
y2 2
b) f (x, y, z) = x + 4x + zy + z2 , x > 0, y > 0, z > 0.
( )
(( A:2 a) 1f has
)) global minimum at − 32 , − 13 , 1 , the global minimum being
f − 3 , − 3 , 1 = − 43 . ( ) (( ))
b) f has global minimum at 21 , 1, 1 , the global maximum being f 12 , 1, 1 =
4.
(55) Determine y ′ , y ′′ , if y = y (x) is a function implicitely defined by the equation
( 2 )3 ( )
x + y 2 − 3 x2 + y 2 + 1 = 0.
2 2
A: y ′ = − xy , y ′′ = − x y+y 3 .
(56) Determine y ′ , y ′′ , if y = y (x) is a function implicitely defined by the equation

y 5 + x2 y 3 + x2 + y = 0,

on a neighborhood of (0, 1) .
(57) Determine y ′ , y ′′ , if y = y (x) is a function implicitely defined by the equation

y 2 + x5 = 1,

on a neighborhood of (0, 0) .
62 1. DIFFERENTIABLE FUNCTIONS

(58) Determine the first and second order partial derivatives of the function z =
z (x, y) implicitely defined by the equation
x2 − 2y 2 + 3z 2 − yz + y = 0.
A: ∂z
∂x = − 6z−y
2x
, ∂z
∂y = − −4y−z+1
6z−y .
2
∂ z
(59) Determine ∂x∂y (1, −2) , where z = z (x, y) is the function implicitely defined
by the equation
x2 + 2y 2 + 3z 3 + xy − z − 9 = 0
and the condition z (−1, 2) = 1.
∂2z
A: ∂x∂y (1, −2) = − 18 .
(60) Determine y and z ′ , if y = y (x) , z = z (x) are implicitely defined by the

system
{ 2
x + y 2 + 2z 2 = 0,
x2 + y 2 = z 2 .
(61) Determine the first order partial derivatives of function u = u (x, y), v =
v (x, y) implicitely defined by the system
{
−2x − y + 2u + v = 0,
xu + yv + xy = 1.
(62) Determine the extrema to a function y = y (x) implicitely defined by the
equation
x2 − 2xy + 5y 2 − 2x + 4y − 1 = 0.

3
( )y (0) = −1.
A: 0 is a local maximum point to y, the local maximum being
2 is a local maximum point to y, the local maximum being y 23 = 12 .
(63) Determine the extrema to a function y = y (x) implicitely defined by the
equation
x3 + 8y 3 − 6xy = 0.
√ (√ )
A: 3 2 is a local maximum point to y, the local maximum being y 3 2 =

3
4
2 .
(64) Determine the extrema to a function z = z (x, y) implicitely defined by the
equation
x2 + y 2 + z 2 − 2x + 4y − 6z − 11 = 0.
A: For the function z1 that satisfies z1 (1, −2) = −2, (1, −2) is a local
minimum point, the local minimum being −2. For the function z2 that
satisfies z2 (1, −2) = 8, (1, −2) is a local maximum point, the local maximum
being 8.
(65) Determine the extrema to a function z = z (x, y) implicitely defined by the
equation
x3 − y 2 − 3x + 4y + z 2 + z − 8 = 0.
A: (1, 1) is a local maximum point to z, the local maximum being
z (1, 1) = 4. (−1, −1) is a local minimum point to z, the local minimum
being z (−1, −1) = −4.
9. EXERCISES 63

(66) Determine the extrema to a function z = z (x, y) implicitely defined by the


equation

5x2 + 5y 2 + 5z 2 − 2xy − 2xz − 2yz − 72 = 0.

A: For the function z1 that satisfies z1 (−1, 2) = −2, (−1, 2) is a local


maximum point, the local maximum being −2. For the function z2 that
satisfies z2 (−1, 2) = 1, (−1, 2) is a local minimum point, the local minimum
being 1.
(67) Determine the extrema to function f : R2 → R, f (x, y) = xy under the
condition( x +) y = 1.
A: 12 , 12 is a local maximum point to f under the condition x + y = 1,
the local maximum being 14 .
(68) Determine the extrema to function f : R2 → R, f (x, y) = x + 2y under the
condition x2 + y 2 = 5.
A: (1, 2) is a local maximum point to f under the condition x2 + y 2 = 5,
the local maximum being 5. (−1, −2) is a local minimum point to f under
the condition x2 + y 2 = 5, the local minimum being −5.
Determine the extrema to function f : R∗ → R, f (x, y, z) = x + y + z under
3
(69)
1 1 1
the condition x + y + z = 1.
A: (3, 3, 3) is a local minimum point to f under the condition x1 + y1 + z1 =
1, the local minimum being 9.
(70) Determine the extrema to function f : R3 → R, f (x, y, z) = xyz under the
2 2 2
conditions
( x + y + z) = ( 1 and x + y )
+ z = 0.
A: √
6
, 6, − 6 ,
1 √1 √2 √1
6
, − 6 , 6 are local minimum points to f under
√2 √1

1
the conditions g1 (x, y, z) = 0, g2 (x, y, z) = 0, the local minimum being− 3√ .
( ) ( ) 6
− √6 , − √6 , √6 , − √6 , √6 , − √6 are local maximum points to f under
1 1 2 1 2 1

1
the conditions g1 (x, y, z) = 0, g2 (x, y, z) = 0, the local maximum being 3√ .
( ) 6
− √26 , √16 , √16 , is a local minimum point to f under the conditions g1 (x, y, z) =
( )
0, g2 (x, y, z) = 0, the local minimum being − 3√ 1
6
, and √2 , − √1 , − √1
6 6 6
is a
local maximum point to f under the conditions g1 (x, y, z) = 0, g2 (x, y, z) =
1
0, the local maximum being 3√ 6
.
(71) Determine the extrema to function f : (0, ∞) → R, f (x, y, z) = xy 2 z 3 under
the condition x + y + z = 12.
A: (2, 4, 6) is a local maximum point to f under the condition x+y +z =
12, the local maximum being 6912.
(72) Determine the points of the curve x2 + xy + y 2 = 1 which are the furthest
from the origin.
A: (1, −1) and (−1, 1) .
(73) Determine the triangle having the perimeter 2p and of the greatest area.
A: The equilateral triangle.
(74) Determine the orthogonal paralleliped having the volume V and of the min-
imum surface area.
64 1. DIFFERENTIABLE FUNCTIONS

A: The cube.
(75) Determine the orthogonal paralleliped having the area S and of the maximum
volume.
A: The cube.
(76) Find a point M (x, y) in the plane xOy such that the square of the distances
to the lines( x = 0,) y = 0, x − y + 1 = 0 is minimum.
A: M − 14 , 14 .

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