M408D AP Honors.

Handwritten homework: Assignment 9

T. Perutz November 18, 2013
Due MONDAY Nov 25 (note unusual hand-in day!). 1. Let F (x, y ) be a function whose domain contains a disc centered at (a, b). Assume that for (x, y ) in this disc, (i) that F is continuous; (ii) that its partial derivatives Fx and Fy exist; and (iii) that Fy is continuous. The purpose of this exercise is to show that under these assumptions, F is then dierentiable at (a, b). This is important: it shows that formulaic functions of two variables, even complicated ones like F (x, y ) = ln(x4 + e cos(7xy) ) sin(xy 28 ), are dierentiable. (a) Let f (x) be a function of one variable, dierentiable near x = a, and dene its linearization l by l(a + h) = f (a) + f (a)h. If we dene (h) for h = 0 by h(h) = f (a + h) l(a + h), show that (h) 0 as h 0. [Use the denition of dierentiability.] [3 points] (b) Now let F be as above. Show that if we dene (h) for h = 0 by h (h) = F (a + h, b) F (a, b) Fx (a, b)h then
h0

lim (h) = 0.

Show on a diagram what h (h) means geometrically. [6 points] 1

(c) Show that if we dene (h, k ) for k = 0 by k(h, k ) = F (a + h, b + k ) F (a + h, b) Fy (a + h, b)k then for xed h,
k0

lim (h, k ) = 0.

[Hint: consider F (a + h, y ) as a function of y .] Show on a diagram what k(h, k ) means geometrically. [6 points] It is also true that lim(h,k)(0,0) (h, k ) = 0, but we wont justify it. However, you may use this claim in (e). (d) The linearization of F at (a, b) is the function L(a + h, b + k ) = F (a, b) + Fx (a, b)h + Fy (a, b)k. Show that F (a + h, b + k ) = L(a + h, b + k ) + h (h) + (h, k )k + Fy (a + h, b) Fy (a, b) k [4 points] (e) Recall that F is called dierentiable at (a, b) if one can write F (a + h, b + k ) = L(a + h, b + k ) + h1 (h, k ) + k2 (h, k ) where 1 and 2 approach 0 as (h, k ) (0, 0). Deduce from (d) that F is dierentiable at (a, b). [5 points] 2. Now we turn to quadratic approximation of functions of two variables. Our starting point will be the following fact about quadratic approximations to twice-dierentiable functions f of one variable: 1 f (a + h) = f (a) + f (a)h + f (a)h2 + h2 (h), 2 where (h) 0 as h 0. Let F (x, y ) be a continuous function of two variables whose rst partial derivatives Fx , Fy , and second partial derivatives Fxx , Fxy , Fyx , Fyy , all exist, and are all continuous functions. Following the same pattern as Q1(b)-(d), comparing the values of F at (a + h, b + k ), (a + h, b), and (a, b), show that F (a + h, b + k ) = Q(a + h, b + k ) + e(h, k ), 2 (1)

where Q(a + h, b + k ) = F (a, b) + Fx (a, b)h + Fy (a, b)k 1 + Fxx (a, b)h2 + 2Fyx (a, b)hk + Fyy (a, b)k 2 2 and e(h, k ) = 0. (h,k)(0,0) h2 + k 2 lim

[10 points]