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Math 2451
2. (a) Clearly
h i
@f @f
Df (x) = @x (x; y) @y (x; y) = 0 0 :
(b) We …nd
Df (x) = 1 1
This follows from theorem 10.
(c) We …nd
Df (x) = 1 1 :
This follows from theorem 10.
(d) We compute
Df (x) = 2x1 2x2
This follows from the chain rule theorem.
(e) We compute
Df (x) = yexy xexy :
This follows from the chain rule.
8. We …nd that
@f @f @x @f @y @f @z
= + + :
@ @x @ @y @ @z @
We compute
@x @y @z
= sin ' cos ; = sin ' sin ; = cos '
@ @ @
so that
@f @f @f @f
= (sin ' cos ) + (sin ' sin ) + (cos ') :
@ @x @y @z
Similarly, we …nd
@x @y @z
= sin ' sin ; = sin ' cos ; =0
@ @ @
and
@x @y @z
= cos ' cos ; = cos ' sin ; = sin '
@' @' @'
1
so that
@f @f @f
=( sin ' sin ) + ( sin ' cos )
@ @x @y
and
@f @f @f @f
= ( cos ' cos ) + ( cos ' sin ) +( sin ') :
@' @x @y @z
where the RHS above is the matrix f multiplying the vector D (g (x)) (h) from
the left. It can be shown for any linear transformation f that there exists an
M 2 R such that
kf (x)k M kxk
for every x 2 Rn . This inequality is obtained by observing that f (x) =
(y1 ; ; ym ) where yi = fi x and fi is the ith row of the matrix f . Then
estimate kf (x)k using the Cauchy-Schwarz inequality. Now
and
kf (g (x + h)) f (g (x)) Df (g (x)) D (g (x)) (h)k
khk
kg (x + h) g (x) D (g (x)) (h)k
M :
khk
2
Since g is di¤erentiable at x we have
kg (x + h) g (x) D (g (x)) (h)k
! 0 as khk ! 0
khk
We conclude that D (f (g (x))) = Df (g (x)) D (g (x)), as desired.
16. If
1
f (x; y) = p
x + y2
2
then
@f x @f y
(x; y) = 3 ; (x; y) = 3
@x (x2 + y2 ) 2 @y (x2 + y2 ) 2
so that !
@f @f x y
rf (x; y) = ; = 3 ; 3
@x @y (x2 + y 2 ) 2 (x2 + y 2 ) 2
@ @G @G dy
17. (a) If G(x; y(x)) = 0 then @x G(x; y(x)) = @x + @y dx = 0 so,
@G
assuming @y 6= 0, we have
@G
dy @x
= @G
:
dx @y
3
(c) Given x2 + y 3 + ey = 0, we di¤erentiate implicity with respect to x and get
dy dy
2x + 3y 2 + ey =0
dx dx
or
dy 2x
= 2 ;
dx 3y + ey
assuming y 6= 0.
@ @F @x @F @y @F @z
F (x; g(x; z); z) = + + = 0;
@x @x @x @y @x @z @x
@z @x
but @x = 0 and @x = 1 so
@F
@y @x
= @F
:
@x @y
@z
Similarly, we want an expression for @y so we di¤erentiate F (x; y; h(x; y)) = 0
with respect to y and obtain
@ @F @x @F @y @F @z
F (x; y; h(x; y)) = + + = 0;
@y @x @y @y @y @z @y
@x @y
but @y = 0 and @y = 1 so
@F
@z @y
= @F
:
@y @z
@x
Finally, we want an expression for @z so we di¤erentiate F (f (y; z); y; z) = 0
with respect to z and obtain
@ @F @x @F @y @F @z
F (f (y; z); y; z) = + + = 0;
@z @x @z @y @z @z @z
@y @z
but @z = 0 and @z = 1 so
@F
@x @z
= @F
:
@z @x
4
Therefore,
! @F
! !
@F @F
@y @z @x @x @y @z
= @F @F @F
= 1;
@x @y @z @y @z @x
@F @F @F
as desired. Of course, we must assume that @x ; @y ; and @z are nonzero.
20. Consider
(
xy 2
x2 +y 2 (x; y) 6= (0; 0)
f (x; y) = :
0 (x; y) = (0; 0)
(a) We compute
@f f (h; 0) f (0; 0) 0
(0; 0) = lim = lim 3 = 0
@x h!0 h h!0 h
and
@f f (0; h) f (0; 0) 0
(0; 0) = lim = lim 3 = 0:
@y h!0 h h!0 h
However,
@f @f
rf (0; 0) g 0 (0) = (0; 0); (0; 0) (a; b) = (0; 0) (a; b) = 0:
@x @y
5
draw the necessary conclusions about our desired function f . So suppose there
exists a cubic polynomial, g, with the desired properties. We observe, by the
single variable Mean Value Theorem, that for x 2 (r12 ; r22 ),
g(r22 ) g(r12 ) 1
g 0 (x) = = < 0.
r22 r12 r22 r12
That is, g is strictly decreasing on (r12 ; r22 ): So 0 < g(x) < 1 for r12 < x < r22 .
Now, for …xed x0 2 Rn and 0 r1 < r2 we de…ne h : Rn ! R where h(x) =
2
kx x0 k . Clearly h is continuous as it is a composition of continuous functions.
@h
To show that h 2 C 1 , we must show that @x i
exists and is continuous for each
1 i n. Observe that if x0 = (p1 ; ; pn ) and x = (x1 ; ; xn ) then
@h
@xi = 2(xi pi ), which is obviously continuous. Therefore, h is C 1 . Now,
de…ne 8
< 0 kx x0 k r2
2
f (x) = g(kx x0 k ) r1 < kx x0 k < r2 :
:
1 kx x0 k r1
Obviously, f is such that f (x) = 0 for kx x0 k r2 ; 0 < f (x) < 1 for
r1 < kx x0 k < r2 ; and f (x) = 1 for kx x0 k r1 . Now, all that is left
is to show that f 2 C 1 , that is, that all partial derivatives of f exist and are
continuous. Observe
8
< 0 kx x0 k r2
@f 0 2 @h
(x) = g (kx x0 k )( @xi (x)) r1 < kx x0 k < r2
@xi :
0 kx x0 k r1
@f
Since g is polynomial, g is continuous and di¤erentiable so @x i
(x) is continuous
0 2
since since it is the product of continuous functions and g (kx x0 k ) = 0 for
kx x0 k = r2 and kx x0 k = r1 . We conclude that f 2 C 1 , as desired.
Now, let us focus our attention on the existence of g. We notice that since
g(r22 ) = g 0 (r22 ), our desired g has a root of order two at r = r22 . That is,
6
So g(x) = a(x + [r22 3r12 ])(x r22 )2 . But we also assumed that g(r12 ) = 1 so
and
1
a= :
(r22 2r12 ])(r12 r22 )2
We back substitute to …nd b in terms of r1 and r2 to get
(r22 3r12 )
b= :
(r22 2r12 ])(r12 r22 )2
and g(r22 ) = 0.
26. Let h : Rn ! Rm ;
pi (h (x)) = hi (x) :
7
each of the m component functions hi are di¤erentiable. If x = (x1 ; ; xm )
then
Xm
2
kxk = x2i
i=1
so we have
2
kh (x) h (x0 ) Dh (x0 ) (x x0 )k
kx x0 k
m
X 2
(hi (x) hi (x0 ) Dhi (x0 ) (x x0 ))
= 2 :
i=1 kx x0 k
for 1 i m. Hence
2
kh (x) h (x0 ) Dh (x0 ) (x x0 )k
lim
x!x0 kx x0 k
m
X 2
(hi (x) hi (x0 ) Dhi (x0 ) (x x0 ))
= lim 2 =0
x!x0 kx x0 k
i=1
@
27. We …rst devise a formula for @x F (x; x) using the chain rule. Let
u = g(x) = x and v = h(x) = x so that
@ @F @u @F @v
F (u; v) = + :
@x @u @x @v @x
Now, if we let
Zv
F (u; v) = f (u; y)dy
0
then
Zv Zv
@F @F @u @F @v d @u d @v
= + =( f (u; y)dy) +( f (u; y)dy) :
@x @u @x @v @x du @x dv @x
0 0
8
Zv Zv
d @ @u @v
But du f (u; y)dy = @u f (u; y)dy and @x = @x = 1 so
0 0
Zv Zv
@F @ d
= f (u; y)dy + f (u; y)dy:
@x @u dv
0 0
Zv
d
Now, from the Fundamental Theorem of Calculus, dv f (u; y)dy = f (u; v).
0
Also, u = v = x, by assumption, so that
Zx
@F @
= f (x; y)dy + f (x; x);
@x @x
0
as desired.
xp sin( x1 ) x 6= 0
f (x) =
0 x=0
f (x) f (0 xp sin( x1 ) 0 1
f 0 (0) = lim = lim = lim xp 1
sin( );
x!0 x 0 x!0 x x!0 x
which exits (and equals zero) for p > 1. So, f is di¤erentiable when p > 1 and
pxp 1
sin( x1 ) xp 2
cos( x1 ) x 6= 0
f 0 (x) = :
0 x=0