Lecture 13: Differentiability of scalar fields

Example: Let f (x, y ) = x 2xy+y 2 if (x, y ) 6= (0, 0) and f (0, 0) = 0.

Then f (x, y ) is not continuous at the origin and hence not differentiable. But
the partial derivatives are defined at all (x, y ).
Theorem: Suppose that f , g : U ⊂ Rn → R are differentiable then
(a) ∇(f + g ) = ∇f + ∇g
(b) for a real number c, ∇(cf ) = c∇f .
Now we introduce a technique which allows us to reduce questions about
several variables to questions about one variable.
Theorem: Suppose that ϕ : J = [c, d] → U ⊂ Rn is a differentiable function
on [c, d] so that ϕ(J) ⊂ U ⊂ Rn where U is an open set. Let f : U → R be
differentiable scalar field. Then f ◦ ϕ : J → R is a differentiable function and
(f ◦ ϕ)0 (t) = ∇f (ϕ(t)).ϕ0 (t).
Remark: This formula for n = 2 can be written explicitly as
  " dx #
df (x(t), y (t)) ∂f ∂f dt ∂f dx ∂f dy
= , dy = + .
dt ∂x ∂y dt
∂x dt ∂y dt
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Chain rule for scalar fields
Proof: We wish to show that
(f ◦ ϕ)0 (t) = ∇f (ϕ(t)).ϕ0 (t).
Let g (t) = f ◦ ϕ(t) and a = ϕ(t).
Let h 6= 0 but small enough so that ϕ(t + h) ∈ U and we let
y = ϕ(t + h) − ϕ(t). Note that y → 0 as h → 0. Now we have

g (t + h) − g (t) = f [ϕ(t + h)] − f [ϕ(t)] = f (a + y ) − f (a).

As f is differentiable at a ∃ a function E (y ) → 0 when y → 0 and

f (a + y ) − f (a) = ∇f (a).y + ky k E (y ).

g (t + h) − g (t) ϕ(t + h) − ϕ(t) kϕ(t + h) − ϕ(t)k

= ∇f (a). + E (y )
h h h

Now let h → 0 to get (f ◦ ϕ)0 (t) = ∇f (ϕ(t)).ϕ0 (t).

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Directional derivative of scalar field
Definition: Let f : U ⊂ Rn → R be a scalar field. Let x ∈ U andv be a unit
vector. Define the directional derivative of f at x in the direction of v as
f (x + hv ) − f (x)
Dv f (x) = lim .
h→0 h

Theorem: Dv f (x) = ∇f (x).v

Proof: Let ϕ(t) = x + tv . Let g (t) = (f ◦ ϕ)(t) = f (x + tv ). Then

g 0 (t) = ∇f (ϕ(t)).ϕ0 (t).

g (t) − g (0)
Therefore Dv f (x) = lim = g 0 (0) = ∇f (x).v
t→0 t
Remark: This formula gives us an interpretation of ∇f .
Let θ be the angle between ∇f (x) and v .
Using dot product we get Dv f (x) = k∇f (x)k kv k cos θ.
∇f (x)
Thus the maximum value of Dv f (x) occurs when v = k∇f (x)k .
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A non-differentiable f (x, y ) for which Dv f (x) exists ∀v .
Consider the scalar field f : R2 → R defined as
xy 2
f (x, y ) = 2 if x 6= 0 and f (0, y ) = 0.
x + y4

Let v = (a, b) be a unit vector where a 6= 0. Then for any nonzero real
number h,
f (ha, hb) − f (0, 0) h3 ab 2 ab 2
= 3 2 =
h h a + h5 b 4 a2 + h 2 b 4
2
Therefore Dv (f )(0, 0) = ba . If v = (0, b) then Dv (f (0, 0)) = 0.
Hence all directional derivatives of f exist at (0, 0).
However f is not even continuous at (0, 0).
On the parabola x = y 2 , f (y 2 , y ) = 1/2 for y 6= 0.
But on the y -axis f (0, y ) = 0.
This shows that lim(x,y )→(0,0) f (x, y ) does not exist.
Hence the scalar field f (x, y ) not differentiable.
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Level curves and level surfaces
The chain rule for the derivative of scalar fields can be used to deduce
geometric properties of the gradient vector.
Let f : S ⊂ Rn → R be a scalar field. The level sets of f are

L(c) = {x ∈ S | f (x) = c}.

If L(c) ⊂ R2 then it is called a level curve.

If L(c) ⊂ R3 then it called a level surface.
Families of level sets occur in physical applications.
For example, if f (x, y ) represents temperature at (x, y ) then the level curves
f (x, y ) = c are called isothermals.
These are the curves along which the temperature is constant. We shall see
that the gradient of f (x, y ) at the point (a, b) points in a direction normal to
the isothermals.
It is known that heat flows in the direction of ∇f .
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∇f (x, y , z) is normal to the level surface f (x, y , z) = c
Consider a scalar field f (x, y , z) : S ⊂ R3 → R where S is an open set in R3 .
Let p be a point on the level surface L(c) of f (x, y , z) and let C be a curve
passing through p on the level surface given by a differentiable function
r (t) : [a, b] → L(c) ⊂ R3 where we write r (t) = (x(t), y (t), z(t)) as t varies
in the interval [a, b].
Since the curve C lies on the level surface L(c) we have f (r (t)) = c for all
t ∈ [a, b]. Write g (t) = f (r (t)). As g (t) is constant on [a, b], by chain rule,

g 0 (t) = ∇f [r (t)].r 0 (t) = 0.

Let r (t1 ) = p. Then ∇f (p).r 0 (t1 ) = 0. Hence ∇f (p) ⊥ to the vector r 0 (t1 ).
Take a family of curves on the level surface L(c) all passing through p. The
tangent vectors at p to these curves are all perpendicular to ∇f (p).
If ∇f (p) 6= 0, then these vectors are in the plane perpendicular to ∇f (p).
This plane is called the tangent plane of the level surface L(c) at p.
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Tangent plane at a point to level surface of a scalar field
Let p = (x1 , y1 , z1 ) ∈ R3 and N = (n1 , n2 , n3 ) be a vector perpendicular to a
plane passing through p. Then the equation of this plane is

N.(x − p) = n1 (x − x1 ) + n2 (y − y1 ) + n3 (z − z3 ) = 0.

Therefore the equation of the tangent plane to L(c) at p is

∇f (p).(x − p) = 0 = fx (p)(x − x1 ) + fy (p)(y − y1 ) + fz (p)(z − z1 ) = 0.

Let f (x, y ) be a scalar field defined on S ⊂ R2 . Then ∇f (p) is perpendicular

to the tangent vector to the level curve f (x, y ) = c at p.
Therefore the tangent line at p = (x1 , y1 ) to the level curve L(c) is given by

fx (p)(x − x1 ) + fy (p)(y − y1 ) = 0.

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