MAT3010: Problem Set 4

Bin Liu

October 2, 2021

1. Find all the …rst-order partial derivatives of the following functions:

(1) z = x2 + e2y : (2) z = y ln x. (3) z = xy 2 exy . (4) z = xy . (5) z = ln(x1 + x2 + + xn ). (6)
z
u = 3xyz + x2 y xz 3 : (7) u = xy , where x; y; z > 0.

2. Find the Hessian matrix of

(a) f (x; y; z) = ax2 + by 2 + cz 2 .

(b) g(x; y; z) = Axa y b z c :

3. De…ne (
xy(x2 y 2 )
f (x; y) = x2 +y 2 ,
when (x; y) 6= (0; 0);
0; when (x; y) = (0; 0):
Find expressions for f10 (0; y) and f20 (x; 0), then show that f12
00
(0; 0) = 00
1 and f21 (0; 0) = 1. [So the
order of taking partial derivatives matters for f .] Check that Young’s theorem is not contradicted.

4. Di¤erentiability.

(a) Use the de…nition of di¤erentiability to show that f (x; y) = xy is di¤erentiable in R2 .

(b) When introducing the de…nition of directional derivatives fa0 (x0 ) during the lecture, I men-
tioned that there is a formula for calculating it (under certain conditions): fa0 (x0 ) = rf (x0 ) a.
Try to show this formula by using the de…nition of di¤erentiability of f at x0 . (We will provide
another proof for this formula next lecture; it is on page 33 of the lecture note.)

That is, using the de…nition of di¤erentiability, show that if f is di¤erentiable at x0 , then all
the directional derivatives of f at x0 exist, and furthermore,
n
X
fa0 (x0 ) = fi0 (x0 )ai ;
i=1

where a = (a1 ; : : : ; an ) is a direction.