Multivariable Differential Calculus

362
by the formula
interval (-8, I + 5) and is given
we see that g'(t) exists in the
a).
f'(oMt); b
-

DS[PM)I6,
-

a) =

s') =

2
obtain
the chain rule, we
Again applying b -

).
a) =f"pl0);
22 Ds[r)Mb -aXb
-

s') =

are used in (30)

When these
g(t) =f(p(t); b - a). E{a, b).
Similarly, we find that 6(b
-

a) E

the theorem, since

the point z =a +
we obtain

EXERCISES

Differentiable functions real-valued function with

R be a
subset of R", and let f: S local minimum
12.1 Let S be an open Iffhas a
local maximum ora
derivatives D,S,.. D,fon S. .,

finitepartial DasS(c) = 0 for each k.

f(x; u)
pointc in S, prove that derivative
at a
derivatives and
the directional
first-order partial
12.2 Calculate all R" as follows:
functions defined on
for each of the real-valued
vector in R".
a) S x ) = a x , where a is a fixed

b)Sx) = x14
R" is a linear function.
c) Sx) = x L(x), where L: R" »

)s)-a where aij= dji

derivatives
such that the directional
and be functions with values in R
12.3 Let f g have directional
+ gand dot product f g
exist. Prove that the sum f
f'(c; u) and g'(c; u)
derivatives given by
f + g(c; u) =
f'c; u) + g'(c; u)
and
f(c) *g(c; u) + g(c) f'(c; u).
f g(c; u) =

R"
write
be a function with values in R", and each
f =(S1,... ,Jm)
12.4 If Ss R",let f: S interior point c of S if, and only if, f is differentiable
at
Prove that fis differentiable
an

at C.
each differentiable on an open interval
12.5 Given n real-valued functions s1,.... Jn
interval
(a, b) in R. For each x (X1,.. Xn) in then-dimensional open
=
.,

S = {(x1,.. . , xn):a < Xk b, k = 1, 2 , . . . , n},

each point of S and

define f(x) =
S(*1) + + SAx,). Prove that f is differentiable at
that
SXu) = L x ) " , where u = (U1,... , un).
 Exercises
363

196 Given n real-valuedfunctionsf . . S , defined on an open set S in R". Foreach x

d e f i n e f(x) = S(x) + + Sx). Assume that for each k = 1, 2,.. . , n, the
following limit exists:

lim)-A)

Prove that fis differentiable at x and that

Call this limit a(x).
f M ) = 2ax)u4 ifu = ( 4 1 , , un).

R" to R". Assume that f is differentiable at c, that

12.7 Let f and g be functions from
f(c) and that
=0, g at c. Let h{x)
is continuous g(x) f(x). Prove that h is differen-
=

tiable at c and that

R",
H(¢Xu) =
gc) {f(¢(u)} if
ue
12.8 Let f: R2 R3 be defined by the equation
f(x, y) = (sin x cos y, sin sin y, cos x cos y).

Determine the Jacobian matrix Df(x, v).

12.9 Prove that there is no real-valued function fsuch thatf'(c; u) > 0 for a fixed point
e in R" and every nonzero vector u in R", Give an example such that f'c; u) > 0 for a
fixed direction u and every c in R".
12.10 Let f = u + iv be a complex-valued function such that the derivative f'(c) exists
for some complex c. Write z = c + re" (where a is real and fixed) and let r 0 in the
¢) to obtain
difference quotient [(z) -SO](z
-

S ) = e"[«'(c; a) + iv'(c; a)],

where a = (cos a, sin a), and u(c; a) and v'(c; a) are directional derivatives. Let b =
(cos B, sin B), where ß = a + in, and show by a similar argument that

S ) = e*i"[Vlc; b) - ir(c; b)].

Deduce that '(c; a) v(c; b) and v'(c; a) =-r(c; b).

=
The Cauchy-Riemann equa-
tions (Theorem 5.22) are a special case.

Gradients and the chain rule

12.11 Let f be real-valued and differentiable at a point in
c
R", and assume that
VSc) # 0. Prove that there is one and only one unit
vector u in R" such that
f'c; u) =
|VS(¢)|, and that this is the unit vector for which
value. |f(c; u)l has its maxinmum
12.12 Compute the gradient vector VS(x, y) at those points (x, y) in R2 where it exists:
a)Sx, y) =*y* log (x+ y) if(x, y) * (0, 0), S0,0) =0.
b)sx, ) =
xy sin if(x, ) # (0, 0), S0, 0) = 0.