Calculus MA 109: Differentiability

Prof. Madhusudan Manjunath

IIT Bombay
Geometric Interpretation of the Gradient (Differentiable)

Suppose f : D ⊂ R2 → R is “differentiable” at an interior point

(x0 , y0 ) of D, and suppose (∇f )(x0 , y0 ) 6= (0, 0). Then for every
unit vector u ,

D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u = k(∇f )(x0 , y0 )k cos θ,

(D

where θ ∈ [0, π] is the angle between (∇f )(x0 , y0 ) and u .

Geometric Interpretation of the Gradient (Differentiable)

Suppose f : D ⊂ R2 → R is “differentiable” at an interior point

(x0 , y0 ) of D, and suppose (∇f )(x0 , y0 ) 6= (0, 0). Then for every
unit vector u ,

D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u = k(∇f )(x0 , y0 )k cos θ,

(D

where θ ∈ [0, π] is the angle between (∇f )(x0 , y0 ) and u . Hence

I (DD u f )(x0 , y0 ) is maximum when cos θ = 1, that is, θ = 0, so
(∇f )(x0 , y0 )
that u = .
k(∇f )(x0 , y0 )k
Geometric Interpretation of the Gradient (Differentiable)

Suppose f : D ⊂ R2 → R is “differentiable” at an interior point

(x0 , y0 ) of D, and suppose (∇f )(x0 , y0 ) 6= (0, 0). Then for every
unit vector u ,

D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u = k(∇f )(x0 , y0 )k cos θ,

(D

where θ ∈ [0, π] is the angle between (∇f )(x0 , y0 ) and u . Hence

I (DD u f )(x0 , y0 ) is maximum when cos θ = 1, that is, θ = 0, so
(∇f )(x0 , y0 )
that u = .
k(∇f )(x0 , y0 )k
I (DD u f )(x0 , y0 ) is minimum when cos θ = −1, that is, θ = π,
(∇f )(x0 , y0 )
so that u = − .
k(∇f )(x0 , y0 )k
Geometric Interpretation of the Gradient (Differentiable)

Suppose f : D ⊂ R2 → R is “differentiable” at an interior point

(x0 , y0 ) of D, and suppose (∇f )(x0 , y0 ) 6= (0, 0). Then for every
unit vector u ,

D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u = k(∇f )(x0 , y0 )k cos θ,

(D

where θ ∈ [0, π] is the angle between (∇f )(x0 , y0 ) and u . Hence

I (DD u f )(x0 , y0 ) is maximum when cos θ = 1, that is, θ = 0, so
(∇f )(x0 , y0 )
that u = .
k(∇f )(x0 , y0 )k
I (DD u f )(x0 , y0 ) is minimum when cos θ = −1, that is, θ = π,
(∇f )(x0 , y0 )
so that u = − .
k(∇f )(x0 , y0 )k
I (DD u f )(x0 , y0 ) = 0 when cos θ = 0, that is, θ = π/2,
so that u is perpendicular to (∇f )(x0 , y0 ).
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Let (x0 , y0 ) := (1, 1). Then (∇f )(1, 1) = (−2, −2).
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Let (x0 , y0 ) := (1, 1). Then (∇f )(1, 1) = (−2, −2).
Consider the surface z = f (x, y ). At (1, 1),
I the direction of steepest ascent is
√ √
(−2, −2)/k(−2, −2)k = (−1/ 2, −1/ 2),
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Let (x0 , y0 ) := (1, 1). Then (∇f )(1, 1) = (−2, −2).
Consider the surface z = f (x, y ). At (1, 1),
I the direction of steepest ascent is
√ √
(−2, −2)/k(−2, −2)k = (−1/ 2, −1/ 2),
I the direction of steepest descent is
√ √
−(−2, −2)/k(−2, −2)k = (1/ 2, 1/ 2),
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Let (x0 , y0 ) := (1, 1). Then (∇f )(1, 1) = (−2, −2).
Consider the surface z = f (x, y ). At (1, 1),
I the direction of steepest ascent is
√ √
(−2, −2)/k(−2, −2)k = (−1/ 2, −1/ 2),
I the direction of steepest descent is
√ √
−(−2, −2)/k(−2, −2)k = (1/ 2, 1/ 2),
I the directions (u, u2 ) of no change (in height) satisfy
√ √
(−2, −2)
√ · (u
√1 , u 2 ) = 0, and so, they are (1/ 2, −1/ 2) and
(−1/ 2, 1/ 2).
Example:
Let f (x, y ) := 4 − x 2 − y 2 for (x, y ) ∈ R2 . Then f is differentiable
on R2 , and (∇f )(x0 , y0 ) = (−2x0 , −2y0 ) for all (x0 , y0 ) ∈ R2 .
Let (x0 , y0 ) := (1, 1). Then (∇f )(1, 1) = (−2, −2).
Consider the surface z = f (x, y ). At (1, 1),
I the direction of steepest ascent is
√ √
(−2, −2)/k(−2, −2)k = (−1/ 2, −1/ 2),
I the direction of steepest descent is
√ √
−(−2, −2)/k(−2, −2)k = (1/ 2, 1/ 2),
I the directions (u, u2 ) of no change (in height) satisfy
√ √
(−2, −2)
√ · (u
√1 , u 2 ) = 0, and so, they are (1/ 2, −1/ 2) and
(−1/ 2, 1/ 2).

See the picture on the next slide.

 2 b

−1 1
(√ , √ )
2 2

−1 −1 1 1
b
(1, 1) (√ , √ ) (√ , √ )
2 2 2 2

1 −1
(√ , √ )
2 2

Figure: Directions of steepest ascent, of steepest decent and of no

change in height
Higher Order Partial Derivatives

Let D ⊂ R2 , and f : D → R. Suppose fx (x0 , y0 ) exists for every

(x0 , y0 ) ∈ D.
Higher Order Partial Derivatives

Let D ⊂ R2 , and f : D → R. Suppose fx (x0 , y0 ) exists for every

(x0 , y0 ) ∈ D. If the function fx : D → R has a partial derivative
with respect to x at (x0 , y0 ), then it is denoted by fxx (x0 , y0 ) or by
∂2f
(x0 , y0 ).
∂x 2
Higher Order Partial Derivatives

Let D ⊂ R2 , and f : D → R. Suppose fx (x0 , y0 ) exists for every

(x0 , y0 ) ∈ D. If the function fx : D → R has a partial derivative
with respect to x at (x0 , y0 ), then it is denoted by fxx (x0 , y0 ) or by
∂2f
(x0 , y0 ).
∂x 2
Also, if fx : D → R has a partial derivative with respect to y at
∂2f
(x0 , y0 ), then it is denoted by fxy (x0 , y0 ) or by (x0 , y0 ).
∂y ∂x
Higher Order Partial Derivatives

Let D ⊂ R2 , and f : D → R. Suppose fx (x0 , y0 ) exists for every

(x0 , y0 ) ∈ D. If the function fx : D → R has a partial derivative
with respect to x at (x0 , y0 ), then it is denoted by fxx (x0 , y0 ) or by
∂2f
(x0 , y0 ).
∂x 2
Also, if fx : D → R has a partial derivative with respect to y at
∂2f
(x0 , y0 ), then it is denoted by fxy (x0 , y0 ) or by (x0 , y0 ).
∂y ∂x
∂2f
Similarly, we define fyy (x0 , y0 ) and fyx (x0 , y0 ), or (x0 , y0 ) and
∂y 2
∂2f
(x0 , y0 ).
∂x∂y
Higher Order Partial Derivatives

Let D ⊂ R2 , and f : D → R. Suppose fx (x0 , y0 ) exists for every

(x0 , y0 ) ∈ D. If the function fx : D → R has a partial derivative
with respect to x at (x0 , y0 ), then it is denoted by fxx (x0 , y0 ) or by
∂2f
(x0 , y0 ).
∂x 2
Also, if fx : D → R has a partial derivative with respect to y at
∂2f
(x0 , y0 ), then it is denoted by fxy (x0 , y0 ) or by (x0 , y0 ).
∂y ∂x
∂2f
Similarly, we define fyy (x0 , y0 ) and fyx (x0 , y0 ), or (x0 , y0 ) and
∂y 2
∂2f
(x0 , y0 ).
∂x∂y
In general, the mixed partial derivatives fxy (x0 , y0 ) and
fyx (x0 , y0 ) may not be equal.
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0.
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0. Then fx (0, y0 ) = −y0 for y0 ∈ R, and fy (x0 , 0) = x0
for x0 ∈ R. Hence fxy (0, 0) = −1 and fyx (0, 0) = 1.
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0. Then fx (0, y0 ) = −y0 for y0 ∈ R, and fy (x0 , 0) = x0
for x0 ∈ R. Hence fxy (0, 0) = −1 and fyx (0, 0) = 1.

Theorem (Mixed Partials Theorem)

Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then there
is r > 0 such that
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r } ⊂ D. Consider
f : S → R, and suppose fx and fy exist on S.
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0. Then fx (0, y0 ) = −y0 for y0 ∈ R, and fy (x0 , 0) = x0
for x0 ∈ R. Hence fxy (0, 0) = −1 and fyx (0, 0) = 1.

Theorem (Mixed Partials Theorem)

Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then there
is r > 0 such that
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r } ⊂ D. Consider
f : S → R, and suppose fx and fy exist on S. If one of the mixed
partials fxy or fyx exists on S, and it is continuous at (x0 , y0 ), then
the other mixed partial exists at (x0 , y0 ), and
fxy (x0 , y0 ) = fyx (x0 , y0 ).
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0. Then fx (0, y0 ) = −y0 for y0 ∈ R, and fy (x0 , 0) = x0
for x0 ∈ R. Hence fxy (0, 0) = −1 and fyx (0, 0) = 1.

Theorem (Mixed Partials Theorem)

Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then there
is r > 0 such that
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r } ⊂ D. Consider
f : S → R, and suppose fx and fy exist on S. If one of the mixed
partials fxy or fyx exists on S, and it is continuous at (x0 , y0 ), then
the other mixed partial exists at (x0 , y0 ), and
fxy (x0 , y0 ) = fyx (x0 , y0 ).
What is the problem with the previous example?
Mixed Partials
x2 − y2
Example: Let f (x, y ) := x y if (x, y ) 6= (0, 0), and
x2 + y2
f (0, 0) := 0. Then fx (0, y0 ) = −y0 for y0 ∈ R, and fy (x0 , 0) = x0
for x0 ∈ R. Hence fxy (0, 0) = −1 and fyx (0, 0) = 1.

Theorem (Mixed Partials Theorem)

Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then there
is r > 0 such that
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r } ⊂ D. Consider
f : S → R, and suppose fx and fy exist on S. If one of the mixed
partials fxy or fyx exists on S, and it is continuous at (x0 , y0 ), then
the other mixed partial exists at (x0 , y0 ), and
fxy (x0 , y0 ) = fyx (x0 , y0 ).
What is the problem with the previous example? fxy not
continuous at (0, 0), since fxy (0, y0 ) = −1 and fxy (x0 , 0) = 0.
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction.
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction. Let us see how we can obtain complete information
about the rate of change in f at (x0 , y0 ).
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction. Let us see how we can obtain complete information
about the rate of change in f at (x0 , y0 ).
Let us recall the one variable situation.
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction. Let us see how we can obtain complete information
about the rate of change in f at (x0 , y0 ).
Let us recall the one variable situation. If D ⊂ R, f : D → R, and
c is an interior point of D, then the derivative of f at c is

f (c + h) − f (c)
f 0 (c) := lim .
h→0 h
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction. Let us see how we can obtain complete information
about the rate of change in f at (x0 , y0 ).
Let us recall the one variable situation. If D ⊂ R, f : D → R, and
c is an interior point of D, then the derivative of f at c is

f (c + h) − f (c)
f 0 (c) := lim .
h→0 h
Analogously, we would have liked to define the ‘derivative’ of f at
(x0 , y0 ) by
Differentiation of a function of two real variables
Let D ⊂ R2 , and f : D → R. Suppose (x0 , y0 ) is an interior point
of D. We have considered partial derivatives, and more generally,
directional derivatives of f at (x0 , y0 ). Each of them gives us an
information about the rate of change in f at (x0 , y0 ) in a given
direction. Let us see how we can obtain complete information
about the rate of change in f at (x0 , y0 ).
Let us recall the one variable situation. If D ⊂ R, f : D → R, and
c is an interior point of D, then the derivative of f at c is

f (c + h) − f (c)
f 0 (c) := lim .
h→0 h
Analogously, we would have liked to define the ‘derivative’ of f at
(x0 , y0 ) by

f (x0 + h, y0 + k) − f (x0 , y0 )
lim .
(h,k)→(0,0) (h, k)
But this does not make sense since division by a vector (h, k) ∈ R2
is not defined even when (h, k) 6= (0, 0).
But this does not make sense since division by a vector (h, k) ∈ R2
is not defined even when (h, k) 6= (0, 0).
We note that if f : D → R, c is an interior point of D and α ∈ R,
then f 0 (c) = α ∈ R if and only if

f (c + h) − f (c) − αh
lim = 0,
h→0 h
But this does not make sense since division by a vector (h, k) ∈ R2
is not defined even when (h, k) 6= (0, 0).
We note that if f : D → R, c is an interior point of D and α ∈ R,
then f 0 (c) = α ∈ R if and only if

f (c + h) − f (c) − αh
lim = 0,
h→0 h
that is,
f (c + h) − f (c) − αh
lim = 0.
h→0 |h|
But this does not make sense since division by a vector (h, k) ∈ R2
is not defined even when (h, k) 6= (0, 0).
We note that if f : D → R, c is an interior point of D and α ∈ R,
then f 0 (c) = α ∈ R if and only if

f (c + h) − f (c) − αh
lim = 0,
h→0 h
that is,
f (c + h) − f (c) − αh
lim = 0.
h→0 |h|

Hence if D ⊂ R2 , (x0 , y0 ) is an interior point of D and f : D → R,

then it is natural to see if there is (α, β) ∈ R2 such that

f (x0 + h, y0 + k) − f (x0 , y0 ) − αh − βk
lim = 0.
(h,k)→(0,0) k(h, k)k
Differentiability and Total Derivative
Suppose D ⊂ R2 and (x0 , y0 ) is an interior point of D. Consider a
funtion f : D → R.
Definition
We say that f is differentiable at (x0 , y0 ) if there is (α, β) ∈ R2
such that
Differentiability and Total Derivative
Suppose D ⊂ R2 and (x0 , y0 ) is an interior point of D. Consider a
funtion f : D → R.
Definition
We say that f is differentiable at (x0 , y0 ) if there is (α, β) ∈ R2
such that
f (x0 + h, y0 + k) − f (x0 , y0 ) − αh − βk
lim √ = 0.
(h,k)→(0,0) h2 + k 2
Differentiability and Total Derivative
Suppose D ⊂ R2 and (x0 , y0 ) is an interior point of D. Consider a
funtion f : D → R.
Definition
We say that f is differentiable at (x0 , y0 ) if there is (α, β) ∈ R2
such that
f (x0 + h, y0 + k) − f (x0 , y0 ) − αh − βk
lim √ = 0.
(h,k)→(0,0) h2 + k 2

In this case, the pair (α, β) ∈ R2 is called the total derivative of

f at (x0 , y0 ).
Differentiability and Total Derivative
Suppose D ⊂ R2 and (x0 , y0 ) is an interior point of D. Consider a
funtion f : D → R.
Definition
We say that f is differentiable at (x0 , y0 ) if there is (α, β) ∈ R2
such that
f (x0 + h, y0 + k) − f (x0 , y0 ) − αh − βk
lim √ = 0.
(h,k)→(0,0) h2 + k 2

In this case, the pair (α, β) ∈ R2 is called the total derivative of

f at (x0 , y0 ). Does it give us the full picture?
Differentiability and Total Derivative
Suppose D ⊂ R2 and (x0 , y0 ) is an interior point of D. Consider a
funtion f : D → R.
Definition
We say that f is differentiable at (x0 , y0 ) if there is (α, β) ∈ R2
such that
f (x0 + h, y0 + k) − f (x0 , y0 ) − αh − βk
lim √ = 0.
(h,k)→(0,0) h2 + k 2

In this case, the pair (α, β) ∈ R2 is called the total derivative of

f at (x0 , y0 ). Does it give us the full picture?
First, letting (h, k) → (0, 0) along the x-axis, we obtain

f (x0 + h, y0 ) − f (x0 , y0 ) − αh
lim = 0,
h→0 |h|

that is, fx (x0 , y0 ) = α.

Next, letting (h, k) → (0, 0) along the y -axis, we obtain

f (x0 , y0 + k) − f (x0 , y0 ) − βk
lim = 0,
k→0 |k|

that is, fy (x0 , y0 ) = β.

Next, letting (h, k) → (0, 0) along the y -axis, we obtain

f (x0 , y0 + k) − f (x0 , y0 ) − βk
lim = 0,
k→0 |k|

that is, fy (x0 , y0 ) = β.

Thus if f is differentiable at (x0 , y0 ), and (α, β) is its total
derivative, then both partials of f exist at (x0 , y0 ), and
fx (x0 , y0 ) = α, fy (x0 , y0 ) = β, that is, (α, β) = (∇f )(x0 , y0 ), the
gradient of f at (x0 , y0 ).
Next, letting (h, k) → (0, 0) along the y -axis, we obtain

f (x0 , y0 + k) − f (x0 , y0 ) − βk
lim = 0,
k→0 |k|

that is, fy (x0 , y0 ) = β.

Thus if f is differentiable at (x0 , y0 ), and (α, β) is its total
derivative, then both partials of f exist at (x0 , y0 ), and
fx (x0 , y0 ) = α, fy (x0 , y0 ) = β, that is, (α, β) = (∇f )(x0 , y0 ), the
gradient of f at (x0 , y0 ).

More generally, let u := (u1 , u2 ) be a unit vector. Letting

(h, k) → (0, 0) along the parametrized line x = tu1 , y = tu2 ,
Next, letting (h, k) → (0, 0) along the y -axis, we obtain

f (x0 , y0 + k) − f (x0 , y0 ) − βk
lim = 0,
k→0 |k|

that is, fy (x0 , y0 ) = β.

Thus if f is differentiable at (x0 , y0 ), and (α, β) is its total
derivative, then both partials of f exist at (x0 , y0 ), and
fx (x0 , y0 ) = α, fy (x0 , y0 ) = β, that is, (α, β) = (∇f )(x0 , y0 ), the
gradient of f at (x0 , y0 ).

More generally, let u := (u1 , u2 ) be a unit vector. Letting

(h, k) → (0, 0) along the parametrized line x = tu1 , y = tu2 ,

f (x0 + tu1 , y0 + tu2 ) − f (x0 , y0 ) − αtu1 − βtu2

lim = 0,
t→0 |t|
Next, letting (h, k) → (0, 0) along the y -axis, we obtain

f (x0 , y0 + k) − f (x0 , y0 ) − βk
lim = 0,
k→0 |k|

that is, fy (x0 , y0 ) = β.

Thus if f is differentiable at (x0 , y0 ), and (α, β) is its total
derivative, then both partials of f exist at (x0 , y0 ), and
fx (x0 , y0 ) = α, fy (x0 , y0 ) = β, that is, (α, β) = (∇f )(x0 , y0 ), the
gradient of f at (x0 , y0 ).

More generally, let u := (u1 , u2 ) be a unit vector. Letting

(h, k) → (0, 0) along the parametrized line x = tu1 , y = tu2 ,

f (x0 + tu1 , y0 + tu2 ) − f (x0 , y0 ) − αtu1 − βtu2

lim = 0,
t→0 |t|

D u f )(x0 , y0 ) = αu1 + βu2 = (α, β) · u = (∇f )(x0 , y0 ) · u .

that is, (D
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 )
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 ) if and only if there exist
functions f1 , f2 : D → R such that f1 and f2 are continuous at
(x0 , y0 ), and for all (x, y ) ∈ D,
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 ) if and only if there exist
functions f1 , f2 : D → R such that f1 and f2 are continuous at
(x0 , y0 ), and for all (x, y ) ∈ D,

f (x, y ) − f (x0 , y0 ) = (x − x0 )f1 (x, y ) + (y − y0 )f2 (x, y ).

We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 ) if and only if there exist
functions f1 , f2 : D → R such that f1 and f2 are continuous at
(x0 , y0 ), and for all (x, y ) ∈ D,

f (x, y ) − f (x0 , y0 ) = (x − x0 )f1 (x, y ) + (y − y0 )f2 (x, y ).

In this case, ∇f (x0 , y0 ) = f1 (x0 , y0 ), f2 (x0 , y0 ) .
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 ) if and only if there exist
functions f1 , f2 : D → R such that f1 and f2 are continuous at
(x0 , y0 ), and for all (x, y ) ∈ D,

f (x, y ) − f (x0 , y0 ) = (x − x0 )f1 (x, y ) + (y − y0 )f2 (x, y ).

In this case, ∇f (x0 , y0 ) = f1 (x0 , y0 ), f2 (x0 , y0 ) .

A pair (f1 , f2 ) of functions stated in the Increment Lemma is called

a pair of increment functions associated with the function f and
the point (x0 , y0 ).
We now consider a two-dimensional analogue of the Carathéodory
Lemma. As before, it relates the concept of differentiability to the
concept of continuity.
Proposition (Increment Lemma)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Then
f : D → R is differentiable at (x0 , y0 ) if and only if there exist
functions f1 , f2 : D → R such that f1 and f2 are continuous at
(x0 , y0 ), and for all (x, y ) ∈ D,

f (x, y ) − f (x0 , y0 ) = (x − x0 )f1 (x, y ) + (y − y0 )f2 (x, y ).

In this case, ∇f (x0 , y0 ) = f1 (x0 , y0 ), f2 (x0 , y0 ) .

A pair (f1 , f2 ) of functions stated in the Increment Lemma is called

a pair of increment functions associated with the function f and
the point (x0 , y0 ). Unlike the increment function f1 stated in the
Carathéodory Lemma, such a pair (f1 , f2 ) of functions is not
unique. Indeed, if g : D → R is any function that is continuous at
(x0 , y0 ), and for (x, y ) ∈ D, we let
Proposition ( Differentiability =⇒ Continuity)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Suppose
f : D → R is differentiable at (x0 , y0 ). Then f is continuous at
(x0 , y0 ).
Proposition ( Differentiability =⇒ Continuity)
Let D ⊂ R2 , and let (x0 , y0 ) be an interior point of D. Suppose
f : D → R is differentiable at (x0 , y0 ). Then f is continuous at
(x0 , y0 ).
Proof:
If (f1 , f2 ) is a pair of increment functions associated with f and
(x0 , y0 ), then

f (x, y ) = f (x0 , y0 ) + (x − x0 )f1 (x, y ) + (y − y0 )f2 (x, y )

for all (x, y ) ∈ D. Consequently, the continuity of f at (x0 , y0 )

follows from the continuity of f1 and f2 at (x0 , y0 ).
Contrast with this example from the last lecture:
Example: Let f (x, y ) := xy /(x 2 + y 2 ) if (x, y ) 6= (0, 0), and
f (0, 0) = 0. It is easy to see that fx (0, 0) = 0 = fy (0, 0). We have
already seen that f is not continuous at (0, 0).
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
I Both partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) exist.
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
I Both partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) exist.
I The directional derivative (D
D u f )(x0 , y0 ) exists for every unit
2
vector u ∈ R .
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
I Both partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) exist.
I The directional derivative (D D u f )(x0 , y0 ) exists for every unit
vector u ∈ R . 2


I (D
D u f )(x0 , y0 ) = fx (x0 , y0 ), fy (x0 , y0 ) · u = (∇f )(x0 , y0 ) · u
for every unit vector u ∈ R2 .
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
I Both partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) exist.
I The directional derivative (D D u f )(x0 , y0 ) exists for every unit
vector u ∈ R . 2


I (D
D u f )(x0 , y0 ) = fx (x0 , y0 ), fy (x0 , y0 ) · u = (∇f )(x0 , y0 ) · u
for every unit vector u ∈ R2 .
I f is continuous at (x0 , y0 ).
Differentiability: Necessary Conditions
Let (x0 , y0 ) be an interior point of a subset D of R2 , and let
f : D → R. Suppose f is differentiable at (x0 , y0 ). Then the
following conditions necessarily hold, that is, they are necessary
conditions.
I Both partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) exist.
I The directional derivative (D D u f )(x0 , y0 ) exists for every unit
vector u ∈ R . 2


I (D
D u f )(x0 , y0 ) = fx (x0 , y0 ), fy (x0 , y0 ) · u = (∇f )(x0 , y0 ) · u
for every unit vector u ∈ R2 .
I f is continuous at (x0 , y0 ).

None of the above conditions are sufficient to conclude that a

function is differentiable. In fact, we shall give an example of a
function for which all the above conditions hold at (x0 , y0 ), but the
function is not differentiable at (x0 , y0 ) (Example (vii)).
Proposition (Sufficient condition for differentiability)
Let (x0 , y0 ) ∈ R2 , r > 0, and let f : S → R, where
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r }.
Proposition (Sufficient condition for differentiability)
Let (x0 , y0 ) ∈ R2 , r > 0, and let f : S → R, where
S := {(x, y ) ∈ R2 : |x − x0 | < r and |y − y0 | < r }. Suppose one of
the partial derivatives of f exists on S and is continuous at
(x0 , y0 ), while the other exists at (x0 , y0 ). Then f is differentiable
at (x0 , y0 ).
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability.
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability.
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
Then f is continuous at (0, 0).
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
Then f is continuous at (0, 0). But (D D u f )(0, 0) does not exist for
any unit vector u . Hence f is not differentiable at (0, 0).
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
Then f is continuous at (0, 0). But (D D u f )(0, 0) does not exist for
any unit vector u . Hence f is not differentiable at (0, 0).

(ii) Let f (x, y ) := 1 if 0 < y < x 2 and f (x, y ) := 0 otherwise.

How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
Then f is continuous at (0, 0). But (D D u f )(0, 0) does not exist for
any unit vector u . Hence f is not differentiable at (0, 0).

(ii) Let f (x, y ) := 1 if 0 < y < x 2 and f (x, y ) := 0 otherwise. If

u := (u1 , u2 ), then f (tu1 , tu2 ) = 0 for all t in an interval about 0,
and so (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u .
How to check differentiability?
To check the differentiability of a function of two variables, we may
see whether f violates one of the necessary conditions for
differentiability. Also, we may see whether f satisfies a sufficient
condition for differentiability. Alternatively, we may turn to the
definition of differentiability itself.

Examples:
p
(i) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 .
Then f is continuous at (0, 0). But (D D u f )(0, 0) does not exist for
any unit vector u . Hence f is not differentiable at (0, 0).

(ii) Let f (x, y ) := 1 if 0 < y < x 2 and f (x, y ) := 0 otherwise. If

u := (u1 , u2 ), then f (tu1 , tu2 ) = 0 for all t in an interval about 0,
and so (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u . But f is not continuous
at (0, 0) since f (0, 0) = 0 and f (1/n, 1/2n2 ) = 1 for all n ∈ N.
Hence f is not differentiable at (0, 0).
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0.
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ).
(D
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

Then f is continuous at (x0 , y0 ) and for every unit vector u ,
D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u .
(D
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

Then f is continuous at (x0 , y0 ) and for every unit vector u ,
D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u . Since fx and fy exist on R2 and
(D
fx is continuous at (x0 , y0 ), f is differentiable at (x0 , y0 ).
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

Then f is continuous at (x0 , y0 ) and for every unit vector u ,
D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u . Since fx and fy exist on R2 and
(D
fx is continuous at (x0 , y0 ), f is differentiable at (x0 , y0 ).

(v) Let f (x, y ) := x 2 y 2 /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and

f (0, 0) := 0.
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

Then f is continuous at (x0 , y0 ) and for every unit vector u ,
D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u . Since fx and fy exist on R2 and
(D
fx is continuous at (x0 , y0 ), f is differentiable at (x0 , y0 ).

(v) Let f (x, y ) := x 2 y 2 /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and

f (0, 0) := 0. We check that f is continuous at (0, 0), and
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(D
(iii) Let f (x, y ) := x 2 y /(x 2 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then f is continuous at (0, 0), and
D u f )(0, 0) = u12 u2 for every unit vector u := (u1 , u2 ). But
(D
D u f )(0, 0) 6= (∇f )(0, 0) · u unless u1 = 0 or u2 = 0.
(D
Hence f is not differentiable at (0, 0).

(iv) Let f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 . Let (x0 , y0 ) ∈ R2 .

Then f is continuous at (x0 , y0 ) and for every unit vector u ,
D u f )(x0 , y0 ) = (∇f )(x0 , y0 ) · u . Since fx and fy exist on R2 and
(D
fx is continuous at (x0 , y0 ), f is differentiable at (x0 , y0 ).

(v) Let f (x, y ) := x 2 y 2 /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and

f (0, 0) := 0. We check that f is continuous at (0, 0), and
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(D
Let us find fx (x0 , y0 ) and fy (x0 , y0 ) for (x0 , y0 ) 6= (0, 0).
For (x0 , y0 ) 6= (0, 0), it can be checked that

2x0 y02 (y02 − x04 ) 2x06 y0

fx (x0 , y0 ) = and fy (x0 , y0 ) = .
(x04 + y02 )2 (x04 + y02 )2
For (x0 , y0 ) 6= (0, 0), it can be checked that

2x0 y02 (y02 − x04 ) 2x06 y0

fx (x0 , y0 ) = and fy (x0 , y0 ) = .
(x04 + y02 )2 (x04 + y02 )2

Now fx is continuous at (0, 0) as |y02 |, |(y02 − x04 )| ≤ (x04 + y02 ).

For (x0 , y0 ) 6= (0, 0), it can be checked that

2x0 y02 (y02 − x04 ) 2x06 y0

fx (x0 , y0 ) = and fy (x0 , y0 ) = .
(x04 + y02 )2 (x04 + y02 )2

Now fx is continuous at (0, 0) as |y02 |, |(y02 − x04 )| ≤ (x04 + y02 ).

Hence f is differentiable at (0, 0). (We note that fy is not
continuous at (0, 0) since fy (1/n, 1/n2 ) = 1/2 for n ∈ N.)
For (x0 , y0 ) 6= (0, 0), it can be checked that

2x0 y02 (y02 − x04 ) 2x06 y0

fx (x0 , y0 ) = and fy (x0 , y0 ) = .
(x04 + y02 )2 (x04 + y02 )2

Now fx is continuous at (0, 0) as |y02 |, |(y02 − x04 )| ≤ (x04 + y02 ).

Hence f is differentiable at (0, 0). (We note that fy is not
continuous at (0, 0) since fy (1/n, 1/n2 ) = 1/2 for n ∈ N.)
(Aliter: Here is a direct proof. For (h, k) 6= (0, 0),

h2 k 2 − 0 − 0·h − 0·k k2 h
0≤ √ =h 4 2
√ ≤ |h| → 0
(h4 + k 2 ) h2 + k 2 (h + k ) h2 + k 2

as (h, k) → (0, 0), and so f is differentiable at (0, 0).)

(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 .
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0.
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0).
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0.
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit
vector u .
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit
vector u . Also, f is continuous at (0, 0).
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit
vector u . Also, f is continuous at (0, 0). Further, fx and fy are not
continuous at (0, 0). (Check!)
(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit
vector u . Also, f is continuous at (0, 0). Further, fx and fy are not
continuous at (0, 0). (Check!) For (h, k) 6= (0, 0),

f (h, k) h3 k
Q(h, k) := √ = √ 6→ 0
h2 + k 2 (h4 + k 2 ) h2 + k 2

as (h, k) → (0, 0) since Q(1/n, 1/n2 ) → 1/2.

(vi) Let f (x, y ) := |xy | for (x, y ) ∈ R2 . Then f is continuous at
D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit vector u .
(0, 0), and (D
On the other hand, fx (0, y0 ) does not exist if y0 6= 0 and fy (x0 , 0)
does not exist if x0 6= 0. For (h, k) 6= (0, 0),

f (h, k) |hk|
Q(h, k) := √ =√ ≤ |h| → 0
2
h +k 2 h2 + k 2
as (h, k) → (0, 0). Hence f is differentiable at (0, 0).
(vii) Let f (x, y ) := x 3 y /(x 4 + y 2 ) for (x, y ) 6= (0, 0), and
f (0, 0) := 0. Then (D D u f )(0, 0) = 0 = (∇f )(0, 0) · u for every unit
vector u . Also, f is continuous at (0, 0). Further, fx and fy are not
continuous at (0, 0). (Check!) For (h, k) 6= (0, 0),

f (h, k) h3 k
Q(h, k) := √ = √ 6→ 0
h2 + k 2 (h4 + k 2 ) h2 + k 2

as (h, k) → (0, 0) since Q(1/n, 1/n2 ) → 1/2. Hence f is not

differentiable at (0, 0).
We obtain basic properties of differentiable functions, and also the
gradients of a sum, of a difference, of a product and of a quotient
of functions from the Increment Lemma as follows.
Proposition
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D. Suppose
f , g : D → R are functions that are differentiable at (x0 , y0 ).
We obtain basic properties of differentiable functions, and also the
gradients of a sum, of a difference, of a product and of a quotient
of functions from the Increment Lemma as follows.
Proposition
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D. Suppose
f , g : D → R are functions that are differentiable at (x0 , y0 ). Then
f ± g and f g are differentiable at (x0 , y0 ), and
We obtain basic properties of differentiable functions, and also the
gradients of a sum, of a difference, of a product and of a quotient
of functions from the Increment Lemma as follows.
Proposition
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D. Suppose
f , g : D → R are functions that are differentiable at (x0 , y0 ). Then
f ± g and f g are differentiable at (x0 , y0 ), and moreover,

∇(f ± g )(x0 , y0 ) = (∇f )(x0 , y0 ) ± (∇g )(x0 , y0 ) resp.,

∇(f g )(x0 , y0 ) = g (x0 , y0 )(∇f )(x0 , y0 ) + f (x0 , y0 )(∇g )(x0 , y0 ).

We obtain basic properties of differentiable functions, and also the
gradients of a sum, of a difference, of a product and of a quotient
of functions from the Increment Lemma as follows.
Proposition
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D. Suppose
f , g : D → R are functions that are differentiable at (x0 , y0 ). Then
f ± g and f g are differentiable at (x0 , y0 ), and moreover,

∇(f ± g )(x0 , y0 ) = (∇f )(x0 , y0 ) ± (∇g )(x0 , y0 ) resp.,

∇(f g )(x0 , y0 ) = g (x0 , y0 )(∇f )(x0 , y0 ) + f (x0 , y0 )(∇g )(x0 , y0 ).

If g (x0 , y0 ) 6= 0, then f /g is differentiable at (x0 , y0 ) and

We obtain basic properties of differentiable functions, and also the
gradients of a sum, of a difference, of a product and of a quotient
of functions from the Increment Lemma as follows.
Proposition
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D. Suppose
f , g : D → R are functions that are differentiable at (x0 , y0 ). Then
f ± g and f g are differentiable at (x0 , y0 ), and moreover,

∇(f ± g )(x0 , y0 ) = (∇f )(x0 , y0 ) ± (∇g )(x0 , y0 ) resp.,

∇(f g )(x0 , y0 ) = g (x0 , y0 )(∇f )(x0 , y0 ) + f (x0 , y0 )(∇g )(x0 , y0 ).

If g (x0 , y0 ) 6= 0, then f /g is differentiable at (x0 , y0 ) and

f  g (x0 , y0 )(∇f )(x0 , y0 ) − f (x0 , y0 )(∇g )(x0 , y0 )
∇ (x0 , y0 ) = .
g g (x0 , y0 )2
Proposition (Chain Rules)
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D, and let
f : D → R be differentiable at (x0 , y0 ).
Proposition (Chain Rules)
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D, and let
f : D → R be differentiable at (x0 , y0 ).
(i) Let E ⊂ R be such that f (D) ⊂ E and z0 := f (x0 , y0 ) is an
interior point of E . If g : E → R is differentiable at f (x0 , y0 ), then
the function h := g ◦f : D → R is differentiable at (x0 , y0 ),
Proposition (Chain Rules)
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D, and let
f : D → R be differentiable at (x0 , y0 ).
(i) Let E ⊂ R be such that f (D) ⊂ E and z0 := f (x0 , y0 ) is an
interior point of E . If g : E → R is differentiable at f (x0 , y0 ), then
the function h := g ◦f : D → R is differentiable at (x0 , y0 ),

hx (x0 , y0 ) = g 0 (z0 ) fx (x0 , y0 ) and hy (x0 , y0 ) = g 0 (z0 ) fy (x0 , y0 ).

Proposition (Chain Rules)
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D, and let
f : D → R be differentiable at (x0 , y0 ).
(i) Let E ⊂ R be such that f (D) ⊂ E and z0 := f (x0 , y0 ) is an
interior point of E . If g : E → R is differentiable at f (x0 , y0 ), then
the function h := g ◦f : D → R is differentiable at (x0 , y0 ),

hx (x0 , y0 ) = g 0 (z0 ) fx (x0 , y0 ) and hy (x0 , y0 ) = g 0 (z0 ) fy (x0 , y0 ).

(ii) Let E ⊂ R, and let t0 be an interior point of E . If x, y : E → R

are differentiable at t0 , and if (x(t), y (t)) ∈ D for all t ∈ E and
(x(t0 ), y (t0 )) := (x0 , y0 ), then the function φ : E → R defined by
φ(t) := f (x(t), y (t)) for t ∈ E is differentiable at t0 , and
Proposition (Chain Rules)
Let D ⊂ R2 and let (x0 , y0 ) be an interior point of D, and let
f : D → R be differentiable at (x0 , y0 ).
(i) Let E ⊂ R be such that f (D) ⊂ E and z0 := f (x0 , y0 ) is an
interior point of E . If g : E → R is differentiable at f (x0 , y0 ), then
the function h := g ◦f : D → R is differentiable at (x0 , y0 ),

hx (x0 , y0 ) = g 0 (z0 ) fx (x0 , y0 ) and hy (x0 , y0 ) = g 0 (z0 ) fy (x0 , y0 ).

(ii) Let E ⊂ R, and let t0 be an interior point of E . If x, y : E → R

are differentiable at t0 , and if (x(t), y (t)) ∈ D for all t ∈ E and
(x(t0 ), y (t0 )) := (x0 , y0 ), then the function φ : E → R defined by
φ(t) := f (x(t), y (t)) for t ∈ E is differentiable at t0 , and

φ0 (t0 ) = fx (x0 , y0 ) x 0 (t0 ) + fy (x0 , y0 ) y 0 (t0 ).

Proposition (Chain Rules: continued)
(iii) Let E ⊂ R2 , and let (u0 , v0 ) be an interior point of E . If
x, y : E → R are differentiable at (u0 , v0 ), and if
(x(u, v ), y (u, v )) ∈ D for all (u, v ) ∈ E and
(x(u0 , v0 ), y (u0 , v0 )) := (x0 , y0 ), then the function F : E → R
defined by F (u, v ) := f (x(u, v ), y (u, v )) for (u, v ) ∈ E is
differentiable at (u0 , v0 ),
Fu (u0 , v0 ) = fx (x0 , y0 ) xu (u0 , v0 ) + fy (x0 , y0 ) yu (u0 , v0 ),
and
Fv (u0 , v0 ) = fx (x0 , y0 ) xv (u0 , v0 ) + fy (x0 , y0 ) yv (u0 , v0 ).
Proposition (Chain Rules: continued)
(iii) Let E ⊂ R2 , and let (u0 , v0 ) be an interior point of E . If
x, y : E → R are differentiable at (u0 , v0 ), and if
(x(u, v ), y (u, v )) ∈ D for all (u, v ) ∈ E and
(x(u0 , v0 ), y (u0 , v0 )) := (x0 , y0 ), then the function F : E → R
defined by F (u, v ) := f (x(u, v ), y (u, v )) for (u, v ) ∈ E is
differentiable at (u0 , v0 ),
Fu (u0 , v0 ) = fx (x0 , y0 ) xu (u0 , v0 ) + fy (x0 , y0 ) yu (u0 , v0 ),
and
Fv (u0 , v0 ) = fx (x0 , y0 ) xv (u0 , v0 ) + fy (x0 , y0 ) yv (u0 , v0 ).
It is often helpful to write the identities given by the Chain Rules in
an informal but suggestive notation as follows.
Proposition (Chain Rules: continued)
(iii) Let E ⊂ R2 , and let (u0 , v0 ) be an interior point of E . If
x, y : E → R are differentiable at (u0 , v0 ), and if
(x(u, v ), y (u, v )) ∈ D for all (u, v ) ∈ E and
(x(u0 , v0 ), y (u0 , v0 )) := (x0 , y0 ), then the function F : E → R
defined by F (u, v ) := f (x(u, v ), y (u, v )) for (u, v ) ∈ E is
differentiable at (u0 , v0 ),
Fu (u0 , v0 ) = fx (x0 , y0 ) xu (u0 , v0 ) + fy (x0 , y0 ) yu (u0 , v0 ),
and
Fv (u0 , v0 ) = fx (x0 , y0 ) xv (u0 , v0 ) + fy (x0 , y0 ) yv (u0 , v0 ).
It is often helpful to write the identities given by the Chain Rules in
an informal but suggestive notation as follows.
(i) If z = f (x, y ) and w = g (z), then w is a function of (x, y ), and
∂w dw ∂z ∂w dw ∂z
= , = .
∂x dz ∂x ∂y dz ∂y
(ii) If z = f (x, y ) and if x = x(t), y = y (t), then z is a function of
t, and
dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt
(ii) If z = f (x, y ) and if x = x(t), y = y (t), then z is a function of
t, and
dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt
(iii) If z = f (x, y ) and if x = x(u, v ), y = y (u, v ), then z is a
function of u and v , and
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + and = + .
∂u ∂x ∂u ∂y ∂u ∂v ∂x ∂v ∂y ∂v
(ii) If z = f (x, y ) and if x = x(t), y = y (t), then z is a function of
t, and
dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt
(iii) If z = f (x, y ) and if x = x(u, v ), y = y (u, v ), then z is a
function of u and v , and
∂z ∂z ∂x ∂z ∂y ∂z ∂z ∂x ∂z ∂y
= + and = + .
∂u ∂x ∂u ∂y ∂u ∂v ∂x ∂v ∂y ∂v

It should be noted that the identities in (i), (ii), and (iii) above are
valid when the concerned (partial) derivatives are evaluated at
appropriate points and when, for instance, each of the (partial)
derivatives exists in a neighbourhood of the relevant point and is
continuous at that point.
The conclusions of Chain Rules (i), (ii) and (iii) can be written in
terms of the gradient (∇f )(x0 , y0 ) of f at (x0 , y0 ) as follows:

(i) (∇h)(x0 , y0 ) = g 0 (z0 )(∇f )(x0 , y0 )

φ0 (t0 ) = (∇f )(x0 , y0 ) · x 0 (t0 ), y 0 (t0 )

(ii)


(iii) (∇F )(u0 , v0 ) = (∇f )(x0 , y0 ) · xu (u0 , v0 ), yu (u0 , v0 ) ,


(∇f )(x0 , y0 ) · xv (u0 , v0 ), yv (u0 , v0 )

The Chain Rules given above can be proved by using the

Increment Lemma.
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R.
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R. By the Chain Rule, the
composite function (g ◦f )(x, y ) := sin(xy ) is differentiable at every
point of R2 ,
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R. By the Chain Rule, the
composite function (g ◦f )(x, y ) := sin(xy ) is differentiable at every
point of R2 , and

∂(g ◦f ) dg ∂z ∂(g ◦f ) dg ∂z
= = (cos xy )y and = = (cos xy )x.
∂x dz ∂x ∂y dz ∂y
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R. By the Chain Rule, the
composite function (g ◦f )(x, y ) := sin(xy ) is differentiable at every
point of R2 , and

∂(g ◦f ) dg ∂z ∂(g ◦f ) dg ∂z
= = (cos xy )y and = = (cos xy )x.
∂x dz ∂x ∂y dz ∂y

(ii) Define f : R2 → R by f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 , and

x, y : R → R by x(t) := e t and y (t) := sin t for t ∈ R.
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R. By the Chain Rule, the
composite function (g ◦f )(x, y ) := sin(xy ) is differentiable at every
point of R2 , and

∂(g ◦f ) dg ∂z ∂(g ◦f ) dg ∂z
= = (cos xy )y and = = (cos xy )x.
∂x dz ∂x ∂y dz ∂y

(ii) Define f : R2 → R by f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 , and

x, y : R → R by x(t) := e t and y (t) := sin t for t ∈ R. By the
Chain Rule, the composite function φ : R → R given by
φ(t) := f (x(t), y (t)) = e 2t + sin2 t is differentiable at every point
of R,
Examples illustrating the Chain Rules:
(i) Define f : R2 → R and g : R → R by f (x, y ) := xy for
(x, y ) ∈ R2 , and g (z) := sin z for z ∈ R. By the Chain Rule, the
composite function (g ◦f )(x, y ) := sin(xy ) is differentiable at every
point of R2 , and

∂(g ◦f ) dg ∂z ∂(g ◦f ) dg ∂z
= = (cos xy )y and = = (cos xy )x.
∂x dz ∂x ∂y dz ∂y

(ii) Define f : R2 → R by f (x, y ) := x 2 + y 2 for (x, y ) ∈ R2 , and

x, y : R → R by x(t) := e t and y (t) := sin t for t ∈ R. By the
Chain Rule, the composite function φ : R → R given by
φ(t) := f (x(t), y (t)) = e 2t + sin2 t is differentiable at every point
of R, and
dφ ∂f dx ∂f dy
= + = (2x(t))e t + (2y (t)) cos t
dt ∂x dt ∂y dt
= 2e 2t + 2 sin t cos t.
(iii) As in (ii) above, define f : R2 → R by f (x, y ) := x 2 + y 2 for
(x, y ) ∈ R2 , and x, y : R2 → R by x(u, v ) := u 2 − v 2 and
y (u, v ) := 2uv for (u, v ) ∈ R2 .
(iii) As in (ii) above, define f : R2 → R by f (x, y ) := x 2 + y 2 for
(x, y ) ∈ R2 , and x, y : R2 → R by x(u, v ) := u 2 − v 2 and
y (u, v ) := 2uv for (u, v ) ∈ R2 . By the Chain Rule, the composite
function F : R2 → R given by

F (u, v ) := f (x(u, v ), y (u, v )) = (u 2 − v 2 )2 + (2uv )2

= u 4 + 2u 2 v 2 + v 4

is differentiable at every point of R2 , and

(iii) As in (ii) above, define f : R2 → R by f (x, y ) := x 2 + y 2 for
(x, y ) ∈ R2 , and x, y : R2 → R by x(u, v ) := u 2 − v 2 and
y (u, v ) := 2uv for (u, v ) ∈ R2 . By the Chain Rule, the composite
function F : R2 → R given by

F (u, v ) := f (x(u, v ), y (u, v )) = (u 2 − v 2 )2 + (2uv )2

= u 4 + 2u 2 v 2 + v 4

is differentiable at every point of R2 , and

∂F ∂f ∂x ∂f ∂y
= + = 2x(2u) + 2y (2v )
∂u ∂x ∂u ∂y ∂u
= 2(u 2 − v 2 )(2u) + 2(2uv )(2v ) = 4u(u 2 + v 2 ),
∂F ∂f ∂x ∂f ∂y
= + = 2x(−2v ) + 2y (2u)
∂v ∂x ∂v ∂y ∂v
= 2(u 2 − v 2 )(−2v ) + 2(2uv )(2u) = 4v (u 2 + v 2 ).