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Brian Streit

Math 2451

Section 2.5 Selected Solutions

2. (a) Clearly
h i
@f @f
Df (x) = @x (x; y) @y (x; y) = 0 0 :

This follows from theorem 10.

(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

14. Let f : Rn ! Rm be linear. Recall the notation of problem 20 in


section 2.3. Let f denote the matrix representation of f with respect to the
standard basis and recall f (x) = f (x) for every x 2 Rn . We want to verify the
chain rule for f (g (x)) where f is linear and g is di¤erentiable at x. To prove

D (f (g (x))) = Df (g (x)) D (g (x))

we must show that


kf (g (x + h)) f (g (x)) Df (g (x)) D (g (x)) (h)k
lim = 0:
khk!0 khk

To this end, we observe

f (g (x + h)) f (g (x)) = f (g (x + h) g (x)) = f (g (x + h) g (x))

since f is linear. Also

Df (g (x)) D (g (x)) (h) = f (D (g (x)) (h))

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

kf (g (x + h)) f (g (x)) Df (g (x)) D (g (x)) (h)k


= kf (g (x + h) g (x)) f (D (g (x)) (h))k
= kf (g (x + h) g (x) D (g (x)) (h))k
M kg (x + h) g (x) D (g (x)) (h)k

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

(b) If G1 (x; y1 (x); y2 (x)) = 0 and G2 (x; y1 (x); y2 (x)) = 0 then


@ @G1 @G1 dy1 @G1 dy2
G1 (x; y1 (x); y2 (x)) = + + =0
@x @x @y1 dx @y2 dx
and
@ @G2 @G2 dy1 @G2 dy2
G2 (x; y1 (x); y2 (x)) = + + =0
@x @x @y1 dx @y2 dx
so we have the system
8
< @G1 dy1
+ @G1 dy2
= @G1
@y1 dx @y2 dx @x
: @G2 dy1
+ @G2 dy2
= @G2
@y1 dx @y2 dx @x

which is equivalent to the matrix equation


" #
@G1 @G1 dy1 @G1
@y1 @y2 dx @x
@G2 @G2 dy2 = @G2 :
@y1 @y2 dx @x

@G1 @G2 @G1 @G2


Assuming @y1 @y2 6= @y2 @y1 , our system has the unique solution
" # 1
dy1 @G1 @G1 @G1
dx @y1 @y2 @x
dy2 = @G2 @G2 @G2 :
dx @y1 @y2 @x

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.

18. In many applications it is desirable to express the functional relationship


among x; y; and z in the symmetric fashion F (x; y; z) = 0. This way, the
choice of dependent and independent variables is left free. This allows us to
evaluate physical quantities not directly obtainable. Take, for instance, the
ideal gas equation T = PRV which chould be equivalently written as P = RT V
or V = RTP . Now, onto the mathematical problem. As the hint suggests, we
start with F (x; y; z) = 0 and let x = f (y; z), y = g(x; z), and z = h(x; y) where
@y
appropriate. We want an expression for @x so we di¤erentiate F (x; g(x; z); z) =
0 implicitly with respect to x and obtain

@ @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

(b) Suppose g(t) = (at; bt) for a; b 2 R so that


(
t3 ab2
t2 (a2 +b2 ) t 6= 0
(f g)(t) = :
0 t=0

We require that either a or b is nonzero so that f g is de…ned. Obviously f g


is di¤erentiable when t 6= 0. To see that f g is di¤erentiable when t = 0 we
compute

(f g)(h) (f g)(0) h3 ab2 ab2


(f g)0 (0) = lim = lim = :
h!0 h h!0 h3 (a2 + b2 ) a2 + b2

However,

@f @f
rf (0; 0) g 0 (0) = (0; 0); (0; 0) (a; b) = (0; 0) (a; b) = 0:
@x @y

22. Suppose x0 2 Rn and 0 r1 < r2 . We want to …nd a C 1 function


f : Rn ! R 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 . Our hint is to apply a cubic
2
polynomial with g(r12 ) = 1 and g(r22 ) = g 0 (r22 ) = g 0 (r12 ) = 0 to kx x0 k when
r1 < kx x0 k < r2 .
For a moment, we will take for granted the existence of our cubic polynomial,
g, with the properties outlined in the hint. This is because the properties
outlined in the hint, rather than an explicit formula for g, are all we need to

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,

g(x) = (ax + b)(x r22 )2

for some a; b 2 R. Now, we must …nd a and b. Since

g 0 (x) = a(x r22 )2 + 2(ax + b)(x r22 )

and g 0 (r12 ) = 0 we have

g 0 (r12 ) = a(r12 r22 )2 + 2(ar12 + b)(r12 r22 )


= [a(r12 r22 ) + 2ar12 + b](r12 r22 ) = (3ar12 ar22 + b)(r12 r22 ) = 0:

But r1 < r2 by assumption so (r12 r22 ) < 0. Therefore, we must have

(3ar12 ar22 + b) = 0 or b = a(r22 3r12 ):

6
So g(x) = a(x + [r22 3r12 ])(x r22 )2 . But we also assumed that g(r12 ) = 1 so

g(r12 ) = a(r22 2r12 ])(r12 r22 )2 = 1

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

So we have found that


x + (r22 3r12 )
g(x) = (ax + b)(x r22 )2 = ( )(x r22 )2 :
(r22 2r12 ])(r12 r22 )2

We can check our answer observing that

r12 + (r22 3r12 ) r22 2r12


g(r12 ) = ( )(r2 r2 )2 = ( 2 )(r2 r2 )2 = 1
(r22 2r12 ])(r12 r22 )2 1 2 (r2 2r12 ])(r12 r22 )2 1 2

and g(r22 ) = 0.

24. This is a lesson in good notation. Since we assume w = f (x; y; z) and


@f @f @f @g
z = g(x; y), what should be written is @w @w
@x = @x + @y + @z @x . Writing @x this
way allows us to avoid silly mistakes such as are illustrated in this problem’s
faulty argument.

26. Let h : Rn ! Rm ;

h (x) = (h1 (x) ; ; hi (x) ; ; hm (x))

be di¤erentiable and consider pi : Rm ! R, the projection function to the ith


coordinate, de…ned by
pi (x1 ; ; xm ) = xi
We observe
Dpi (x1 ; ; xm ) = ei ;
where ei is the ith basis vector in the usual basis, so pi is di¤erentiable. Now
we observe that the ith component function of h is given by

pi (h (x)) = hi (x) :

So, by the chain rule, pi (h (x)) is di¤erentiable since it is a composition of


di¤erentiable functions. This is true for each 1 i m so we conclude that
each of the m component functions hi are di¤erentiable. Conversely, suppose

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

By assumption each hi is di¤erentiable so


2
(hi (x) hi (x0 ) Dhi (x0 ) (x x0 ))
lim 2 =0
x!x0 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

and it follows that


kh (x) h (x0 ) Dh (x0 ) (x x0 )k
lim = 0:
x!x0 kx x0 k

We conclude that h is di¤erentiable.

@
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.

28. Let p 2 Z and p > 0. If

xp sin( x1 ) x 6= 0
f (x) =
0 x=0

then f must be continuous for f to be di¤erentiable. Since f is continuous


away from x = 0 we …nd for which p our f is continuous. To this end, we recall
the squeeze theorem from single variable calculus and use this to see that
1
lim xp sin( ) = 0 = f (0) for every p > 0:
x!0 x
Obviously f is di¤erentiable for x 6= 0 so, to check for di¤erentiability at x = 0,
we compute

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

Now, f 0 (x) is continuous when


1 1
lim pxp 1
sin( ) xp 2
cos( ) = 0 = f 0 (0):
x!0 x x
That is, when p 1 > 0 and p 2 > 0. Therefore, f 0 (x) is continuous when
p > 2.

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