Partial derivatives and differentiability (Sect. 14.
3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Partial derivatives and continuity
Recall: The following result holds for single variable functions.
Theorem
If the function f : R R is differentiable, then f is continuous.
Proof:
h f (x + h) f (x) i
lim [f (x + h) f (x)] = lim
h,
h0
h0
h
lim [f (x + h) f (x)] = f 0 (x) lim h = 0.
h0
h0
That is, limh0 f (x + h) = f (x), so f is continuous.
Remark: However, the claim If fx (x, y ) and fy (x, y ) exist, then
f (x, y ) is continuous is false.
Partial derivatives and continuity
Theorem
If the function f : R R is differentiable, then f is continuous.
Remark:
I
This Theorem is not true for
the partial derivatives of a
function f : R2 R.
z
f x(0,0) = f y(0,0) = 0
f(x,y)
C2
There exist functions
f : R2 R such that
fx (x0 , y0 ) and fy (x0 , y0 ) exist
but f is not continuous at
(x0 , y0 ).
C1
Remark: This is a bad property for a differentiable function.
Partial derivatives and continuity
Remark: Here is another discontinuous function at (0, 0) having
partial derivatives at (0, 0).
Example
(a) Show that f is not
continuous at (0, 0);
(b) Find fx (0, 0) and
fy (0, 0), where
2xy
f (x, y ) = x 2 + y 2
(x, y ) 6= (0, 0),
(x, y ) = (0, 0).
Solution: (a) Along x = 0, f (0, y ) = 0, so lim f (0, y ) = 0.
y 0
Along the path x = y , f (x, x) =
2x 2
2x 2
The Two-Path Theorem implies that
= 1, so lim f (x, x) = 1.
x0
lim
(x,y )(0,0)
f (x, y ) DNE.
Partial derivatives and continuity
Example
(a) Show that f is not
continuous at (0, 0);
(b) Find fx (0, 0) and
fy (0, 0), where
Solution: Recall:
lim
2xy
f (x, y ) = x 2 + y 2
(x, y ) 6= (0, 0),
(x, y ) = (0, 0).
f (x, y ) DNE.
(x,y )(0,0)
(b) The partial derivatives are defined at (0, 0).
1
1
f (0 + h, 0) f (0, 0) = lim
0 0] = 0.
h0 h
h0 h
fx (0, 0) = lim
1
1
f (0, 0 + h) f (0, 0) = lim
0 0] = 0.
h0 h
h0 h
fy (0, 0) = lim
Therefore, fx (0, 0) = fy (0, 0) = 0.
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Differentiable functions f : D R2 R
z
Recall: A differentiable
L (x)
function f : R R at x0
must be approximated by
a line L(x) by (x0 , f (x0 ))
with slope f 0 (x0 ).
f (x 0 )
Line that
approximates
f (x) at x 0.
f (x)
x0
The equation of the tangent line is
L(x) = f 0 (x0 ) (x x0 ) + f (x0 ).
The function f is approximated by the line L near x0 means
f (x) = L(x) + 1 (x x0 ) with 1 (x) 0 as x x0 .
Remark: The graph of a differentiable function f : D R R is
approximated by a line at every point in D.
Differentiable functions f : D R2 R
Remark: The idea to define differentiable functions:
The graph of a differentiable function f : D R2 R is
approximated by a plane at every point in D.
z
f (x,y)
L(x,y)
z
Plane that does not
approximate f(x,y)
near (0,0).
Plane that
approximates
f (x,y) at (x 0,y 0 )
L(x,y)
f(x,y)
1
y
(x 0,y 0 )
x
Function f is differentiable at (x 0,y 0). (And in its whole domain.)
Function f is not differentiable ONLY at (0,0).
We will show next week that the equation of the plane L is
L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ).
Differentiable functions f : D R2 R
Definition
Given a function f : D R2 R and an interior point (x0 , y0 ) in
D, let L be the linear function
L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ).
The function f is called differentiable at (x0 , y0 ) iff the function f
is approximated by the linear function L near (x0 , y0 ), that is,
f (x, y ) = L(x, y ) + 1 (x x0 ) + 2 (y y0 )
where the functions 1 and 2 0 as (x, y ) (x0 , y0 ).
The function f is differentiable iff f is differentiable at every
interior point of D.
Differentiable functions f : D R2 R
Remark: Recalling the linear function L given above,
L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ),
an equivalent expression for f being differentiable,
f (x, y ) = L(x, y ) + 1 (x x0 ) + 2 (y y0 ),
is the following: Denote z = f (x, y ) and z0 = f (x0 , y0 ), and
introduce the increments
z = (z z0 ),
y = (y y0 ),
x = (x x0 );
then, the equation above is
z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + 1 x + 2 y .
(Equation used in the textbook to define a differentiable function.)
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Differentiability and continuity
Remark: We will show in
Sect. 14.6 that the graph of a
differentiable function
f : D R2 R is approximated
by a plane at every point in D.
f (x,y)
L(x,y)
Plane that
approximates
f (x,y) at (x 0,y 0 )
y
(x 0,y 0 )
x
Function f is differentiable at (x 0,y 0). (And in its whole domain.)
Theorem
If a function f : D R2 R is differentiable, then f is continuous.
Remark: A simple sufficient condition on a function
f : D R2 R guarantees that f is differentiable.
Theorem
If the partial derivatives fx and fy of a function f : D R2 R are
continuous in an open region R D, then f is differentiable in R.
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
A primer on differential equations
Remark: A differential equation is an equation where the unknown
is a function and the function together with its derivatives appear
in the equation.
Example
Given a constant k R, find all solutions f : R R to the
differential equation
f 0 (x) = k f (x).
Solution: Multiply by e kx the equation above f 0 (x) kf (x) = 0.
The result is f 0 (x) e kx f (x) ke kx = 0.
0
The left-hand side is a total derivative, f (x) e kx = 0.
The solution of the equation above is f (x)e kx = c, with c R.
Therefore, f (x) = c e kx .
A primer on differential equations
Remark: Often in physical applications appear three differential
equations for functions f : D Rn R, with n = 2, 3, 4.
I
The Laplace equation: (Gravitation, electrostatics.)
fxx + fyy + fzz = 0.
The Heat equation: (Heat propagation, diffusion.)
ft = k fxx + fyy + fzz .
The Wave equation: (Light, sound, gravitation.)
ftt = v fxx + fyy + fzz .
A primer on differential equations
Example
Verify that the function T (t, x) = e 4t sin(2x) satisfies the
one-space dimensional heat equation Tt = Txx .
Solution: We first compute Tt ,
Tt = 4e t sin(2x).
Now compute Txx ,
Tx = 2e t cos(2x)
We conclude that Tt = Txx .
Txx = 4e t sin(2x)
A primer on differential equations
Example
1
satisfies the Laplace
Verify that f (x, y , z) = p
2
2
2
x +y +z
equation : fxx + fyy + fzz = 0.
x
. Then,
x 2 + y 2 + z 2 )3/2
3
2x 2
1
fxx = 2
+
.
x + y 2 + z 2 )3/2 2 x 2 + y 2 + z 2 )5/2
p
1
3x 2
2
2
2
Denote r = x + y + z , then fxx = 3 + 5 .
r
r
2
1
3y
1
3z 2
Analogously, fyy = 3 + 5 , and fzz = 3 + 5 . Then,
r
r
r
r
Solution: Recall: fx =
fxx + fyy + fzz
3r 2
3
3(x 2 + y 2 + z 2 )
3
= 3 + 5 = 0.
= 3 +
r
r
r
r5
We conclude that fxx + fyy + fzz = 0.
A primer on differential equations
Example
Verify that the function f (t, x) = (vt x)3 , with v R, satisfies
the one-space dimensional wave equation ftt = v 2 fxx .
Solution: We first compute ftt ,
ft = 3v (vt x)2
ftt = 6v 2 (vt x).
Now compute fxx ,
fx = 3(vt x)2
fxx = 6(vt x).
Since v 2 fxx = 6v 2 (vt x), then ftt = v 2 fxx .
A primer on differential equations
Example
Given any v R and any twice continuously differentiable function
u : R R, verify that f (t, x) = u(vt x), satisfies the one-space
dimensional wave equation ftt = v 2 fxx .
Solution: We first compute ftt ,
ft = v u 0 (vt x)
ftt = v 2 u 00 (vt x).
Now compute fxx ,
fx = u 0 (vt x)2
fxx = u 00 (vt x).
Since v 2 fxx = v 2 u 00 (vt x), then ftt = v 2 fxx .
