Differentiability

Di↵erentiability: Let f : D ✓ R2 ! R be a function. We say that f is di↵erentiable at (a, b),

if the partial derivatives fx and fy exist at (a, b) and

f (x, y) f (a, b) fx (a, b)(x a) fy (a, b)(y b)

lim =0
(x,y)!(a,b) k(x, y) (a, b)k

Note that the expression above may be rewritten as

f (x, y) f (a, b) (fx (a, b), fy (a, b)) · (x a, y b)

lim =0
(x,y)!(a,b) k(x, y) (a, b)k

We say that f 0 (a, b) = (fx (a, b), fy (a, b)) is the derivative of f . Note that f 0 (a, b) is a vector
quantity.

The definition for functions of three variables is as follows.

Di↵erentiability: Let f : D ✓ R3 ! R be a function. We say that f is di↵erentiable at

P (a, b, c) 2 D, if the partial derivatives fx , fy and fz exist at P (a, b, c) and

f (x, y, z) f (a, b, c) (fx (P ), fy (P ), fz (P )) · (x a, y b, z c)

!0
k(x, y, z) (a, b, c)k

as (x, y, z) ! (a, b, c).

We say that f 0 (a, b, c) = (fx (a, b, c), fy (a, b, c), fz (a, b, c)) is the derivative of f . Note that
f 0 (a, b, c) is a vector quantity.
 Partial Derivatives

Differentiability
Theorem: Let f : D ✓ R3 ! R be a di↵erentiable function at P (a, b, c), then f is continuous
at P (a, b, c).

Proof: Let us write (x a, y b, z c) = (h, k, l) = H and ↵ = (fx (P ), fy (P ), fz (P )). We

need to show that

|f (a + h, b + k, c + l) f (a, b, c)| ! 0, as (h, k, l) ! 0

• Using that f is di↵erentiable at P (a, b, c) we get that

|f (a + h, b + k, c + l) f (a, b, c) ↵ · H| = kHk✏(H) where ✏(H) ! 0 as kHk ! 0.

• Therefore, we have that

|f (a + h, b + k, c + I) f (a, b, c)|
=|f (a + h, b + k, c + I) f (a, b, c) ↵ · H + ↵ · H|
|f (a + h, b + k, c + I) f (a, b, c) ↵ · H| + |↵ · H|
kHk✏(H) + k↵kkHk ! 0 as kHk ! 0.
 Partial Derivatives

Differentiability
Example : Consider the function
(
xy
x2 +y 2
if (x, y) 6= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)

We have seen that the partial derivatives fx and fy exist at (0, 0) and fx (0, 0) = fy (0, 0) = 0.
However, f is not continuous at (0, 0). In view of the previous result we conclude that f is not
di↵erentiable at (0, 0)
 Partial Derivatives

Differentiability
Example : Consider the function
xy (x2 y 2 )
(
if (x, y) 6= (0, 0)
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0)

First, show that the partial derivatives exist and fx (0, 0) = fy (0, 0) = 0. Write ↵ = (fx (0, 0), fy (0, 0)) =
(0, 0) and H = (0, 0) and consider

f (h, k) f (0, 0) ↵·H| |hk (h2 k 2 )| kHk2

=  ! 0 as H ! 0
kHk kHk (h2 + k 2 ) kHk

We see that f is di↵erentiable at (0, 0).

 Partial Derivatives

Differentiability
Theorem: Let f : D ✓ R3 ! R be a di↵erentiable function at P (a, b, c), then f is continuous
at P (a, b, c).

Question: Based on Partial derivatives, what can we say about the

Derivative ?

Corollary: If the partial derivatives fx and fy of a function f (x, y) are continuous throughout
an open region R, then f is di↵erentiable at every point of R.
 The Chain Rule

Example: If z = x2 y + 3xy 4 , where x = sin 2t and y = cos t, find dz/dt when t = 0.

 Differentiability

Theorem. (The Increment Theorem for Functions of Two Variables)

Suppose that the first partial derivatives of f (x, y) are defined throughout an open region R
containing the point (x0 , y0 ) and that fx and fy are continuous at (x0 , y0 ). Then the change

z = f (x0 + x, y0 + y) f (x0 , y0 )

in the value of f that results from moving from (x0 , y0 ) to another point (x0 + x, y0 + y) in R
satisfies an equation of the form

z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + "1 x + "2 y

in which each of "1 , "2 ! 0 as both x, y ! 0.

 The Chain Rule

The Chain Rule (Case I):

Theorem. Suppose that z = f (x, y) is a di↵erentiable function of x and y, where x = g(t) and
y = h(t) are di↵erentiable functions of t. Then z is a di↵erentiable function of t and

dz @f dx @f dy
= +
dt @x dt @y dt

Proof:
@f @f
z= x+ y + "1 x + "2 y
@x @y
where "1 and "2 ! 0 as ( x, y) ! (0, 0).

• Dividing both sides of this equation by t, we have

z @f x @f y x y
= + + "1 + "2 .
t @x t @y t t t

(continued….)
 The Chain Rule

The Chain Rule (Case I):

Theorem. Suppose that z = f (x, y) is a di↵erentiable function of x and y, where x = g(t) and
y = h(t) are di↵erentiable functions of t. Then z is a di↵erentiable function of t and

dz @f dx @f dy
= +
dt @x dt @y dt

Proof:
@f @f
z= x+ y + "1 x + "2 y
@x @y
where "1 and "2 ! 0 as ( x, y) ! (0, 0).

• Dividing both sides of this equation by t, we have

z @f x @f y x y
= + + "1 + "2 .
t @x t @y t t t

• If we now let t ! 0, then x = g(t+ t) g(t) ! 0 because g is di↵erentiable and therefore

continuous.

• Similarly, y ! 0. This, in turn, means that "1 ! 0 and "2 ! 0, so

(continued….)
 The Chain Rule

The Chain Rule (Case I):

Theorem. Suppose that z = f (x, y) is a di↵erentiable function of x and y, where x = g(t) and
y = h(t) are di↵erentiable functions of t. Then z is a di↵erentiable function of t and

dz @f dx @f dy
= +
dt @x dt @y dt

Proof:
dz z
= lim
dt t!0 t
@f x @f y ⇣ ⌘ x ⇣ ⌘ y
= lim + lim + lim "1 lim + lim "2 lim
@x t!0 t @y t!0 t t!0 t!0 t t!0 t!0 t
@f dx @f dy dx dy
= + +0· +0·
@x dt @y dt dt dt
@f dx @f dy
= + .
@x dt @y dt
 The Chain Rule

Example Find dw/dt if w = xy + z, x = cos t, y = sin t, z = t.

Solution:

dw @w dx @w dy @w dz
= + +
dt @x dt @y dt @z dt
= (y)( sin t) + (x)(cos t) + (1)(1)
= (sin t)( sin t) + (cos t)(cos t) + 1
= sin2 t + cos2 t + 1 = 1 + cos 2t
 The Chain Rule

The Chain Rule (Case I):

How we can remember:

To remember the Chain Rule,

picture the diagram below. To find
dw/dt, start at w and read down
each route to t, multiplying deriva-
tives along the way. Then add the
products.
 The Chain Rule

The Chain Rule (Case I):

How we can remember in 3d:

Here we have three routes from

w to t instead of two, but finding
dw/dt is still the same. Read down
each route, multiplying derivatives
along the way; then add.
 The Chain Rule

Example: If z = ex sin y, where x = st2 and y = s2 t, find @z/@s and @z/@t

Solution:

@z @z @x @z @y
= + = (ex sin y) t2 + (ex cos y) (2st)
@s @x @s @y @s
2 st2 st2
= t e sin s t + 2ste cos s2 t
2

@z @z @x @z @y
= + = (ex sin y) (2st) + (ex cos y) s2
@t @x @t @y @t
2 2
= 2stest sin s2 t + s2 est cos s2 t
 The Chain Rule

Example: Write out the Chain Rule for the case where w = f (x, y, z, t)
and x = x(u, v), y = y(u, v), z = z(u, v), and t = t(u, v).

Solution:

@w @w @x @w @y @w @z @w @t
= + + +
@u @x @u @y @u @z @u @t @u
@w @w @x @w @y @w @z @w @t
= + + +
@v @x @v @y @v @z @v @t @v
 The Chain Rule

The Chain Rule (General Version):

Theorem. Suppose that u is a di↵erentiable function of the n variables x1 , x2 , . . . , xn

and each xj is a di↵erentiable function of the m variables t1 , t2 , . . . , tm . Then
u is a function of t1 , t2 , . . . , tm and
@u @u @x1 @u @x2 @u @xn
= + + ··· +
@ti @x1 @ti @x2 @ti @xn @ti
for each i = 1, 2, . . . , m.
Example

1. Write out the Chain Rule for the case where w = f (x, y, z, t) and x =
x(u, v), y = y(u, v), z = z(u, v), and t = t(u, v)

2. If u = x4 y + y 2 z 3 , where x = rset , y = rs2 e t , and z = r2 s sin t, find the

value of @u/@s when r = 2, s = 1, t = 0.

3. If g(s, t) = f (s2 t 2 , t2 s2 ) and f is di↵erentiable, show that g satisfies

the equation
@g @g
t +s =0
@s @t
 The Chain Rule

Example: Find dy/dx if y 2 x2 sin xy = 0

 The Chain Rule

A Formula for Implicit Differentiation:

Theorem. Suppose that F (x, y) is di↵erentiable and that the equation F (x, y) = 0 defines y as a
di↵erentiable function of x. Then at any point where Fy 6= 0,

dy Fx
=
dx Fy
Proof:
Suppose that
1. The function F (x, y) is di↵erentiable and
2. The equation F (x, y) = 0 defines y implicitly as a di↵erentiable function of x, say y = h(x)
Since w = F (x, y) = 0, the derivative dw/dx must be zero. Computing the derivative from the
Chain Rule , we find
dw dx dy
0= = Fx + Fy
dx dx dx
dy
= F x · 1 + Fy · .
dx
If Fy = @w/@y 6= 0, we can solve this equation for dy/dx to get

dy Fx
=
dx Fy
 The Chain Rule

A Formula for Implicit Differentiation:

Theorem. Suppose that F (x, y) is di↵erentiable and that the equation F (x, y) = 0 defines y as a
di↵erentiable function of x. Then at any point where Fy 6= 0,

dy Fx
=
dx Fy

Example: Find dy/dx if y 2 x2 sin xy = 0

Solution: Take F (x, y) = y 2 x2 sin xy. Then

dy Fx 2x y cos xy 2x + y cos xy
= = = .
dx Fy 2y x cos xy 2y x cos xy
 The Chain Rule

A Formula for Implicit Differentiation In Three Variables:

@z @z
Example: Find @x
and @y
if x3 + y 3 + z 3 + 6xyz = 1.
 The Chain Rule

A Formula for Implicit Differentiation In Three Variables:

• Suppose that the equation F (x, y, z) = 0 defines the variable z implicitly as a function
z = f (x, y).

• Then for all (x, y) in the domain of f , we have F (x, y, f (x, y)) = 0.

• Assuming that F and f are di↵erentiable functions, we can use the Chain Rule to di↵erentiate
the equation F (x, y, z) = 0 with respect to the independent variable x :

@F @x @F @y @F @z
0= + +
@x @x @y @x @z @x
@z
= F x · 1 + Fy · 0 + Fz · ,
@x
@z
=) Fx + Fz =0
@x
• A similar calculation for di↵erentiating with respect to the independent variable y gives
@z
F y + Fz =0
@y
• Whenever Fz 6= 0, we can solve these last two equations for the partial derivatives of z =
f (x, y) to obtain
@z Fx @z Fy
= and = .
@x Fz @y Fz
 The Chain Rule

A Formula for Implicit Differentiation In Three Variables:

@z @z
Example: Find @x
and @y
if x3 + y 3 + z 3 + 6xyz = 1.

Let F (x, y, z) = x3 + y 3 + z 3 + 6xyz 1.

@z Fx 3x2 + 6yz x2 + 2yz

= = 2
=
@x Fz 3z + 6xy z 2 + 2xy

@z Fy 3y 2 + 6xz y 2 + 2xz
= = 2
=
@y Fz 3z + 6xy z 2 + 2xy