Unit 5
Unit 5
DERIVATIVES AND . 1
DIFFERENTIABILITY
Structure
5.1 Introduction
Objectives
5.2 First Order Partial Derivatives
Definition and Examples
Geometric Interpretation
Continuity and Partial Derivatives
5.3 Differentiability of Functions from R2 to R
5.4
5.5 Summary
-
Differentiability of Functions from Rn R, n > 2
5.1 INTRODUCTION
You are already familiar with the concept of a derivative of a real-valued function
of a real variable (Calculus, Unit 3). In this unit, we shall study this concept for
functions of several variables. You have seen that the notions of limit and con-
tinuity can be easily extended to these functions. But the definition of the -
derivative of a real-valued function of a real variable cannot be applied, as it is, to
a real-valued function f(x) of n variables (n > 1). This is because for any h E Rn,
f(x+ h) - f(x)
h # 0, the quotient does not make sense as the division by a .
h
vector in Rn is not possible.
However, if we examine the definition of derivative more closely, we realise that a
function of a single variable is differentiable at a point if and only if the two
directional derivatives, i.e., the right hand derivative and the left hand derivative,
exist and are equal at that point. You will see later, in Unit 7, that this concept of
directional desivative can be generalised to functions of several variables. The only
hitch is that in Rn, we have to deal with infinitely many directions. gowever, in
the beginning we shall confine ourselves to the special directions which are parallel
to the coordinate axes. This leads us to the notion of partial derivatives.
In this unit we'll discuss the concept of partial derivatives of a function of several
variables in detail. Note that this notion of partial derivatives does not fully
generalise the concept of derivative of a real-valued function of a real-variable.
Later in this unit we introduce the concept of differentiability for functions of
several variables, and discuss the relationship between differentiability, continuity
and the existence of partial derivatives.
Throughout this unit by the word 'function' we shall mean a real-valued function
of' several variabfes, i.e., a funcsion from D -R, where D is a subset of
Rn, n > 1. We shall give the definitions for general n, but host of the time dur-
ing our discussion we shall confine ourselves to the case n = 2, i.e., to real-valued
a
functions of two variables. We'll briefly discuss the case n = 3 also.
Objectives
After reading this unit, you should be able to
a define partial derivatives of the first order for a function of several variables,
a partially differentiate a given real-valued function of several real variables with
respect to any particular variable,
give the geometrical interpretation of first order partial derivatives of functions
of t\ko variables,
decide whether a given function of two or more variables is differentiable or First Ordcr
not, Partial Derivatives
give examples to establish relationships between the continuity, differentiability and Differentiability
and existence of partial derivatives at a point for a function of several
variables.
In this section we shall see what the partial derivative of a function at a point
means. We already know how to define the derivative of a function of a single
variable. We'll use this knowledge in defining the partial derivatives o f functions
of several variables.
Choose a small number 6 > 0 such that the point (xl, x2, ..., xi + h, xi+
....., x,) € D for all h 6 ] - 6, 6 [. Such a 6 exists since (x,, x2. ......, x,) is an in- Fig. 1
terior point of D. We have shown this for n = 2 in Fig. 1. Now we can define
fi : ] - 6, 6 [ -
R such that
, xi-], xi + h, xi+ 1,
f(xl, ~ 2 ..., ..., x,) - f(xl, ~ 2 ....,
, x,)
fi (h) =
h
for all h c ] - 6, 6 [, h # 0.
Now if lim fi (h) exists, then we say that f has a first order partial derivative with
h-0
respect to the ith variable xi at the point (x,, x2, ...., x,) and the value of
lim fi (h) is called ith first order partial derivative of f at the point (xl, x2,
h-0
.... x,).'
You should note here that for lim fi (h) to exist, it is enoug': that f be defined in
h-0
a neighbourhood of the point under consideration.
lim
f(xl, ~ 2 ....,
, xi-], xi + h, xi+ 1,...., x,) - f(xl, ~ 2 ....,
, x,)
exists.
I- h-0 h Whenever we say that a limit
exists, we mean tvat a finlk
The value of this limit is called the ith partial derivative of f at the point limit exists.
( ~ 1 X2r
, xn).
a*..,
There are different symbols available in literature to denote the partial derivatives af is read as
of a given function. However, we shall use only the following symbols axi
"del f by del xiw
af
- fx, Di f,
axi
according to our convenience to denote the ith partial derivative of first order of f.
In case we want t o emphasise the point (xl, x2, ...., x,) at which the partial
derivative has been calculated, we write
You have seen in the Calculus course that we write y = f(x) to express a
function of a real variable. For functions of two variables it is customary to write
z = f(x,y), and the two partial derivatives of f at the point (x,y) are then denoted
Remark 1 : i) Note that the notion of partial derivative of a function (like con-
tinuity) is local in character. That is, we check the existence of the partial
derivative of a function d 8 point. Thus, when we say that a function has partial
derivatives on a set A, we mean that the function has partial derivatives at each
point of A.
ii) It is obvious from the definition of a partial derivative at a point that the func-
tion must be defined in a neighbourhood of the point. Thus, we can talk about the
partial derivatives only at the interiof points of the domain D. For example, if D is
a disc in R2, then we cannot talk a b q t the partial derivative of a point on the cir-
cumference of this disc.
iii) If f has a partial derivative at (x,, x2, ...., x,,), then'its value depends only on
the values of f in an open sphere around the point. If the function is changed out-
side this sphere, it would not affect the value of the partial derivative.
We now give some examples to show how to obtain partial derivatives of given
functions at given points. If we do not mention a specific point at which partial
derivatives arc: to be calculated, wemean that they are to be calculated at a generic
point (x,y) or (x,y,z) according as n = 2 or n = 3.
-
Exrmpk 1: Let f : R2 R be a function given by f(x,y) = x2+xy+ y3. Let us
find fx (x,y) and fy (x,y).
By definition,
~ ~ + 2 x h + h ~ + x y + h- ~x + -'xy
~' - y3
= lim
h-0 h
= lim (2x
h-O
+ h + y)
Similarly,
- fy (x,y) = li!m f(x,y + k) - f(x,y)
k -0 k
When we are considering functions of two variables x and y, then for the
increment in x we normally use the letter h and for the inctement in y, the letter k.
Similarly, when we arc dealing with functions of three variables x, y an8 z, we use
the letters p, q and r for increments in x, y and z, respectively. This' is q~ilya
matter of &vention, not a rule.
In the next example we consider a function of three variables.
Example 2 :Let f : R' -- R be a functibndebned by f(x, y, z) = xy .+ yz + y.
- -
La us find the partial derivatives at the point (a, b, c). By definition
f, (a, b, c) = .lim
f(a+p, b. c) - f(a, b, c)
P-0 P
fy (a, b, C) = lim
f(a, b +q, c) -1 jf(a, b, c)
I
q-0
(1 -
= lirn
a@+& + (b4& c + c a - ab - bc - ca
q-0 1 9
I
= a+c
f, (a, b, c) = lirn
f(a, b,,c+r) - f (a, b, c)
r-0 r
= lirn
a:+ai+ ...+ abl+(q+h)2+af+1+...+af.-a: - a$ -...-a, 2
h-0 h
= lim
2a,h + h2 = 241,.
h-0 h
Try to solve these exercises now.
El) Let f : R~
f(x, y) = c for all (x, y). Show that f, (a, b) = 0 = fy (a, b)
for all points (a, b).
E2) L a f : R~ - R be defined by
1if (x, Y) if (0, 0)
f(x, Y) =
0 if (x, y) = (0, 0)
Show that fx (0, 0) as well as fy (0, 0) does not exist.
E3) Let f : R~ - R defined by
be
f(x, Y) = [
x if (x, Y) (0, 0) f
0 if (x, y) (0, 0) =
Show that fx (0, 0) = 1 and fy (0, 0) = 0.
From these examples and exercises you must have observed that f, (x, y) is
nothing but the derivative of f(x, y) considked as a function of a single variable x,
treating y as a constant. Similarly, fy(x, y) is nothing but the derivative of f(x, y)
considering it as a function of the single variable y, and treating x as a constant.
In general, we can say that f,, (x,, XI,....,x,) is nothing but the derivative of
Partial Derivatives f (x,, x2,....,x,) with respect to xi treating all the other variables as constants.
Thus, for calculating partial derivatives, we can use our knowledge of calculating
derivatives of functions of a single real variable and avoid the lengthy limiting
process.
Here is an example to illustrate this.
Example 4 : Let us find the partial derivatives of the following functions.
az az
ii) - - sin y - y sin x ; - = x cos y + cos x
ax ay
Let us find the two partial derivatives at the points (0, 0), (a, 0). (0, b) and (a, b),
where a # 0, Ib # 0.
Now, by definition,
f (O+h, 0) - f (0, 0) 0-0
f, (0, 0) = lim = lim - = 0.
h-0 h h-0 h
fy (0. 0) = lim
f (0, O+k)- f(0, 0) -
. = lim 0 0 = 0.
-
k-0 k k-0 k
f (a+h, 0) - f (a, 0) 0-0
fx (aJ 0) = lirn ,= lirn - = 0.
h-0 h h-0 h
f ( a , O + k ) - f (a, 0) a4 + k4 I.
fy (a, 0) = lim = lim = -
k-o k r-o k a3
fy (0, b) = lim
f (0, b + k ) - f ( 0 , b) = lim - -
0 0 L 0.
k-0 k k-0 k
f (a+h, b ) - f (a, b)
f, (a, b) = lirn
(a + h14 + b4a4 + b4
= lim
h-0 h
(ab + hb) (a4+ b4) - (ab) (a4+ 4a3 h + 6a2h2+ 4ah3 + h4+ b4)
= lirn
h-o h (a4+ b4) [(a+ h14 + b4]
b (a4+ b4) - (ab) (4a3+ 6a2h+ 4h2 a + h3) First Order
* = lim Partial Derivatives
h-o (a4+b4) [(a+ h)4+b4] and Differentiability
fy (a, b) = lim
f (a, b+k) - f (a, b)
k-0 k
a (b+k) - - ab
a4+(b+k14 a4 + b4
= lim
k-0 k
(ab + ak) (a4+ b4) - (ab) (a4+b4+ 4b3k+ 6b2k2+ 4bk3+ k4)
= lim
k-o k (a4+b4) [a4 + (b+ k)4]
Here,, by direct differentiation, we could have obtained fx (a, b) and f, (a, b),
(a, b) # (0, O), correctly, but not fx (0. 0) or fy (0, 0).
Can you see why? Since f is defined as a quotient of two polynomial functions for
all (x, y) # (0, 0), we can use direct differentiation to calculate partial derivatives
at these points. But to calculate fx (0, 0) or fy (0, 0) we need to use f (0, 0), which
is not defined by the same quotient. Also note that after obtaining f, (a, b) and
fy (a, b), we could have substituted a = 0 or b = 0 to get fx (0, b), fy (0, b),
f, (a, 0) and fy (a, 0).
You must have come across functions from R--R which do not possess derivatives
at some points. For example, f(x) = 1x1 can not be differentiated at x = 0. Here
is an example of a function of two variables whose partial derivatives fail to exist
at some points.
Example 6 : If f : R2 - R is defined by
-x+ - , yY# O , x # O
, otherwise,
then fx (0, 1) and fy (1, 0) do not exist.
Let us prove this.
1
h + 5 - O
f (O+h, 1) - f (0, 1) - 1
Here = I + -
h h h
lim
f (O+h, 1) - f (0, 1)
nor lim
f (1, O+k) - f (1,O)
h-0 h . k-0 k
exist. So fx and fy do not exist, respectively, at the points (0, 1) and (1, 0).
Why don't you try some exercises now?
af af
E4) If f (x, y) = 2x2 - xy + 2yZ; find - and -at the point (1, 2).
ax ay
ES) Find all the fust order partial derivatives of the following functions.
a) sin (x2 - y)
c) y sin xz
d) xy
e) x ' ~+ exy2
E6) Show that the functions u = ex cos y, v = ex sin y satisfy the conditions
-au- - - aav
n d - = - -au 'av
ax ay a~ ax'
E7) Let f : R -
R and g : R -- R be two differentiable functions.
Let F(x, y) = f(x) + g(y) for all x and y. Show that
Fx(x, Y) = f'(x) and FAX, Y) = g'(y).
E8) Let f and g be two real-valued functions for which fx(a, b) and gx(a, b) exist.
Through these exercises you must have gained enough practice of calculating
partial derivatives. In the next sub-section we shall try to interpret these
geometrically.
f(a+h, b) - f(a, b) \
= , where we have put a ' = a + h.
h
As h approakhes zero, the secant PIP2approaches the tangent at the point PI to
the
(3.. b)
is the slope of the tangent at the point (a, b, c) to the curve CI, which
is the intersection of the surface z = f(x, y) and the plane x = a (see Fig. 2(c)).
We use this fact in the following example.
Example 7 : Suppose we want to find the slopes of the tangents to the curves of
intersection of the planes x = 2 and y = 3 and the surface z . = xy 3x2 at the +
point (2, 3, 18).
We know that the slope of the tangent to the curve of intersection of the plane
x = 2 and the surface z = xy + 3x2 at the point (2, 3, 18) will be given by
Therefore, the slope of the tangent at the point (2, 3, 18) to the curve of intersec-
I
tion of the plane x = 2 and the surface z = xy + 3x2 is 2.
Similarlyr since +
= (y 6 x ) , 3) = 15, therefore, the-slope of. the tangent
I at the point (2, 3, 18) to the curve of intersection of the plane y = 3 and the sur-
1 face z = xy + 3x2 is 15.
I
You should be able to do this exercise now.
).
-
E9) Find the slope of the tangent at the point (1,. 2, 14) tc ~ n crw:..*r of
intersection of the plane y = 2 and the-surfct? z =: 5 : 3 <-' .
= fx (a, b). 0
You will see that both the partial derivatives of f at (0, 0), that is, f, (0, 0) and
f, (0, 0) exist, but f is not continuous at (0, 0).
f(O+ h, 0) - f(0, 0) 0-0
Now, fx (0, 0) = iim = lim - = 0, and
h-0 h h-0 h
f(0, O+ k) - f(0, 0) 0-0
fy (0, 0) = lim = lirn - = 0.
k-0 k kk0 k
So, f possesses both the first order partial derivatives at (0, 0). However, this
function is not continuous at the point (0, 0) since lim f(x, y) does not exist.
(x,y)-(O.O)
(see E 3) a), Unit 4).
f(x) = 1x1 is continuous on R We know that a real-valued continuous function of a real variable need not be
but is not differentiable at x = 0. differentiable. The same is true for functions of several variables. This means that
a function of several variables which is continuous at a point need not have any of
the partial derivatives at the point. The following example illustrates this fact.
-
Example 9 : Let f : R3 8 be defined by
We'll show that f is continuous at (0, 0, 0) but does not possess any of the three
first order partial derivatives at (0, 0, 0).
Now at the point (0, 0, 0), we have
f(O+ h, 0, 0) - f(0, 0, 0) - -( h J
fl Ol) =
h h
lhl
Therefore, lim fl(h) = lirn - = lirn - = 1, h
h-O+ h-0 h h-0 h
h>O h>O
I (0, 0, 0). But this function is continuous at (0, 0, 0) as you have seen in E7) d),
*nit 4.
Partial Derivatives
and DiffemntinbUity
I If you have understood these examples, you should be able to solve the following
exercises.
I
E10) Let f(x, y) = for all (x, y) 6 R ~ Show
. that f is continuous at (0, O),
but f,(O, 0) as well as fy(O, 0) do not exist.
1 1
E l l ) Let f(x, y) = [;sin; + y s i n - ,Yx y $ 0
xy = 0.
Show that fx(O, 0) as well as fy(O, 0) exist. Also show that f is continuous at
(0, 0).
E12) Show that the function f : R~ - R defined by
'4,. itx4+y2f o
0 ,ifx=O=y
possesses first order partial derivatives everywhere including the origin but
I the function is discontinuous at the origin.
I- o
I
1
", ify z
E13)Letf(x,y) = lyl
0 ,ify = 0
I
a) Prove that f is continuous at (0, O), and both f, (0, 0) and f, (0, 0) exist.
b) Show that fx (1, 0) exists, but f, (1, 0) does not.
I
i In the above examples and exercises we have seen that the existgnce of partial
derivatives docs not imply continuity. However, if the partial derivatives satisfy
some more conditions, then we can ensure continuity. You will study this in
Lagrange's m.v. thwrim: La f
be a real-valued functioh con-
tinuous on [a, a + h] and>dif-
i
Theorem 3. In order to prove this theorem we need a simple result which follows ferentiable on ]a, a + h[. Then
easily from Lagrange's mean value theorem (Block 2, Calculus, also see margin 3 B e 10. I[. s.t.
remark). We first state this result. f(a + h) - f(a) = hfl(a +Oh).
it Theorem 1 (Mean valne tbeorem) : Let f be a real-valued function defined on a
I
neighbourhood N of (a, b). If f, exists at all points of N and fy exists at the point
(a, b), then
1
1' +
f(a h, b + k) = f(a, b) + hf, (a+Bh, b + k) + k (fy (a, b) + g)
for all real h, k such that (a+ h, b + k) belongs to N, where B depends on h and k
I
f (a, b). If f, exists at all points of N and f, exists at (a, b), then for real h and k
+
such that (a+ h, b k) t N , we have
f(a+h,b+k) = f(a,b) + kf,(a,b+Ofk) + h(f,(a,b) + q')
where 6' depends upon h and k, 0 < 8' < 1, g' is a function of h and tends tb
zero as h -
0.
Both Theorem 1 and Theorem 2 are easy consequences of Lagrange's mean value
theorem, but we shall not discuss their proofs here. We will now use these
theorems to prove Theorem 3.
Theorem 3 : Let f be a real-valued function of two vaiiables defined in a
neighbourhood N of a point (a, b) such that one of the fust order partial
derivatives exists at all points (x, y) c N atid is bounded on N, whereas the other '
partial derivative exists at the point (a, b). Then the function f is continuous at the
point (a, b).
Proof :Without loss of generality we can assume that fx exists for all (x, y) c N
and is bounded on N, whereas fy exists at the point (a, b). By Theorem 1, for all
real h, k such that (a + h, b + k) c N, we get
f (a+ h, ti +.k) = f (a, b) + hfx (a+ Oh, b + k) + k (fy (a, b) + q), ...(ly"
whercOc8< landq-Oas'k-0.
Since fx is bounded on N, it follows that
E14) Use Corollary 1 to show that the following functions are continuous
everywhere on ltZ.
a) f (x, y) = xeY
b) f (x, Y) = 3xy
In this section we have seen that the mere existence of partial derivatives docs not First Order
imply continuity. This shows that the concept of partial derivatives does not Partid Derlvatlves
generalise the concept of differentiation of functions from R -
R. In the next sec-
tion we'll introduce a concept which is a generausation of the concept of differen-
and Differentlability
-
are constants independent of h and k, 4(h, k)
(h, k)
-
0 and $ (h, k)
(0, 0). Thus f is differentiable at the point (a, b).
0 as -
Exrunpk 12 : Let f(x, y) = -XY Then let us show that f is differentiable at all
points (a, b) in the domain of definition of the function.
Since f is not defined for y = 0, we take b # 0. Let h and k be two real numbers
such that (a+ h, b + k) is a point in a neighbourhood N of (a, b), which is
contained in the domain of f. Then b + k # 0, and
a+h a
f ( a + h , b + k ) - f (a, b) = -- -
b+k b
Taking limits on both sides as (3, k)- (0, 0), we get B = -1, because flQ, k)-0.
Thus the assumption that the given function ia differentiable at (0, 0) leads us to
the contradiction B = f = -1. Hence, 1x1 + 1 y 1 is not differentiable at (0, 0).
Now see if you can do these exercises.
ElS) We have listed some results about the differentiability of real-valued func- ,
tions of a real variable in the fmt column of the following table. Write
analogous statements for real-valued functions of two variables in the second
column, and check whether each of them is true.
One variable Two variables First Order
Partial Derivatives
a) A constant function is differgntiable and Differentiability
everywhere
b) I f f is differentiable at a E R, then
cf (c t R) is also differentiable at a.
E16) Show that the function x2+y +xy is differentiable at (0, 0).
In the case of a real-valued function of a real variable, continuity does not imply
differentiability. The same is true for real-valued functions of two variables.
Consider the function f(x, y) = 1x1 + Iyl of Example 13. According to E7) d) of
Unit 4, it is continuous at (0, 0). In Example 13 we have seen that it is not
differentiable at (0, 0). So continuity at a point does not imply differentiability at
that point. However, every function which is differentiable at a point, is also
continuous at that point. This is proved in the theorem that follows.
Theorem 4 : Let f be a real-valued function defined in a neighbourhood N of a
point (a, b). If f is differentiable at (a, b), then f is continuous at (a, b).
Proof : Let h and k be two real numbers such that (a+ h, b + k) E N. Then
differentiability of f at (a, b) implies that there exist two constants A, B and two
functions t$ (h, k). JI (h, k) such that
--
where 4 (h, k) -- 0, $ (h, k) -- 0 as (h, k) (0, 0).
Now taking the limit on both sides of (2) as (h, k) -
(0, 0), we get
lim (f(a+h,b+k)-f(a,b))=O,or
a, k) - (0, 0)
r'
(h,k)
l
-im(0. 0) f ( a + h , b + k ) = f ( a , b )
This shows that the function f is continuous at (a, b). We can use this result to
establish the non-differentiability of a function at a given point. For instance, we
have seen in Sec. 4.4.2. that the function
t
is not continuous at (0, 0). Thus, in view of Theorem 4, we can conclude that this
/ function is not differentiable at (0, 0).
E19) Show that the following functions are not differentiable at (0, 0) by showing
that they are discontinuous at (0, 0).
You can check that A- f, (a, b) So far we have not said anything about the values of the constants occurring in the
and .B= f, (a, b) in Examples 11. ' definition of differentiability of a function at a point. We shall now show
12 and 13. (Theorem 5) that the constants A, B mentioned in Definition 2 are nothing but the
two partial derivatives of the function under consideration at a point. This, in
I
particular, would show that if a function is differentiable at a point, then it has
both the partial derivatives at that point. But is the converse true? That is, if a
function has both the partial derivatives at a point, can we conclude that it is
differentiable there? No. The existence of partial derivatives, as we have seen in
Example 8, does not guarantee even continuity. So, obviously, it cannot guarantee
differentiability.
Look at the following theorem now.
,,.1.
Theorem 5 : Let f be a real-valued function defined in a neighbourhood h.bf the
point (a, b). If f is differentiable at (a, b), then f possesses both the partial*"
derivatives at (a, b).
Proof :Let -h, k be real numbers such that (a + h, b + k) E N. Since f is
differentiable at the point (a, b), it follows that
f (a + h, b + k) - f(a, b) = Ah + Bk + h4 (h, k) + k$ (h, k).
where A and B are constants, 4 (h, k) - -
0, $ (h, k) 0 as (h, k) -
(0, 0).
You can see from Fig. 3, that if (a + h, b +k) € N, then (a + h, b) and (a, b + k)
also belong to N. So if we let k = 0 in the above equation, then we get
f (a+h, b) - f (a,.b) = Ah + h4 (h. 0)
i.e., (a+h* b ) - (a = A + 4 (h. 0) for h # 0.
h
Therefore, lim
f (:!+h, b) - f (a, b) = A,
h-0 h
i.e., fx (a, b) = A.
Similarly, by setting h = 0 and proceeding as above, we can prove that
fy (a, b)*= B.
This completes the proof of the theorem.
In view of Theorem 5, if f is differentiable at the point (a, b), then
f (a+ h, b + k) - f (a, b) = hfx (a, b) + kfy'(a, b) + h4 (h, k) + k$ (h, k)
where 4 (h, k) - 0 and $ (h, k) - 0 as (h, k) - (0, 0). I
From this we see that for small values of h and k we can approximate
-
f (a+ h, b + k) f (a, b) by the expression hf, (a, b) + kty @, b). 'his expression
is given a special name, as you will now see.
Definition 3 : Let f (x, y) be a real-valued function defined in a neighbourhood of ~b4 Older
the point (a, b). If f (x, y) is differentiable at (a, b), then the linear function Paid ~ o t i v e s
T : R' -. R defined by and Wferedebility
then f possesses both the first arder pattial derivatives at the point (0, O), but is
not differentiable at (0, 0).
f (0, O+ k) - f (0, 0) -k - 0
and lim = lim - - -1
Therefore, both the first order partial derivatives exist at the point (0, 0) and
f, (0, 0) = 1, f, (0, 0) = -1.
Suppose, if possible, that f is differentiable at (0, 0). Then, by Remark 2 (i),
f (O+h, O+k) - f (0, 0) = hf, (0, 0) + kf, (0, 0) +J W . 4 (h, k)
where (h, k) -- 0 as (h, k) - (0, 0).
f (h, k ) - h + k
Now, 4 (h, k) =
JiZP
f(h, k)- h + k
This means that lim
ol. k) - .
(0. 0) Jh2+kZ
= 0
1
',
I
I
But the arrows in this chart cannot be reversed. We shall now give (without proof)'
a sufficient set of conditions, which would ensure the differentiability of the func-
tion under consideration.
T b t o r m 6 : If f is a real-valued function defined in a neighbqurhaod of (a, b)
such that
i) f, is continuous at (a, b),
I
and ii) fy exists at (a, b),
then f is differentiable at the point (a, b).
Similarly, the statement that f is differentiable at (a, b) if fx exists at (a, b) and f y
is continuous at (a, b) is true. Thus, the continuity of one of the partial derivative
and the existence of the other guarantees the differentiability of the function under
consideration.
Now a function, both of whose partial derivatives are continuous, is given a
.special name. Here is the precise definition.
befinition 4 : A real-valued function f of two variables is said to be continuously
differentiable at a point (a, b) if both the first order partial derivatives exist in a
neighbourhood of (a, b) and are continuous at the point (a, b).
Note that the above definition requires that a neighbourhood of (a, b) should be
contained in the domain D of the given function.
J
x2 sin -
1
+ y2-sin -
1
, if xy # 0
Y
# Oandy = 0
1 y2 sin ;
1
, if x = o and y # 0
( 0 ,ifx=O= y
,
We'll prbve that f is differeitiable at (0, 0). but neither f, nor f, is continuous at
(0, 0).
\
1' 1
2 x sin - r cos - if x # 0
Here f, (x, y) = x
ifx= 0
1 1
2 y sin - - cos - if y # 0 Even though the limits of two
and fy (x. y) = Y Y .given functions do not exist, the
O
ify = O limit of their difference may
hist. heref fore it is necessary tc
1 1
Since lim cos - does not exist, and lim t sin - = 0, it follows that
check that lim t sin -I exists in
r;-0 t
t -0 t t-0 t addition to npting that Lim cos
lim fx (x, y) and lim fy (x, y) do not exist. t
-I does not exist. 1-0
(x, y)-(O, 0 )
yx. O) y)-(Op
This means that f, and f, are discontinuous at (0, 0).
1
+ y sin - , xy # 0
Y
f (x, Y) =
-
xsin - ,
1
y = 0, x.# 0
X
1
ysin-, x=O, y#O
Y
1
y sin - if x # 0
b) f (x, Y) = x
ifx=O 39
E22) Show that the following functions are differentiable everywhere.
a) f (x. y) = eX+Y
b) f (x, y) = 2 sinhx + 3 coshy
fx (a, b, c) = lim
, C) - f
( a + ~ b, b* , Bit
the limit e ~ t s .
P-0 P
f (a+p, b, C) - f (a, b, C) = Ia+p+b+cI - Ia+b+cI = (PI, sincea+b+c = 0.
Therefore,.
lim
f (a+p, b, c ) - f (a, b. C) = lim ,- IPI
P-0 .P P-P P '
-
Now we know that lim lpl d g s not exist. This peans that fx (a, b, c) does not
P-0 P
exist if a + b + c = 0. Hence, f is not differentiable at such a point.
Now, let's take the case when a + b + c < 0. Then there exists a neighbourhd N
of (a, b, C)such that (x, y, Z) E N implies that x+ y + z < 0 because the function
(x, y, z) -x +y + z is continuous everywhere (see Theorem 6 of Unit 4). Thus for
+
those (p, q, r) for which (a p, b + q, c + r) E N, we have
. .
f (a+p, b+q, c+r) - f (a, b, c) = -p -q -r
= ~ f ~ ( a , b , c ) + q f ~ ( a , b , c ) + r f ~ ( a , b , c )r,i + b + c < o a n d a + p + b + c
< 0. Therefore,
( a + p + b + c J- ( a + b + c J (a+ b + c ( = -a-b-c and
because f, (a, b, c) = lim
P-0 P l a + p + b + c ( = -a-p-b-c.
Similarly,
fy (a, b, C) = -1 = f, (a, b, c).
Thus, f is clearly differentiable at (a, b,' c) if a + b + c < 0.
The remaining case i.e., when a + b + c > 0 is similar.
Now here are some exercises which you can try to solve.
lirn
f (xi, ~ 2...A
, - f (xi, x2,...,U
+. h, ~i+l,...,U
h-0 h
if it exists, is called the ith partial derivative of f at (xl, x2,...,x,,).
2) Discussed the methods to prove the existence of first order partial derivatives
at a point and to evaluate them.
3) Given emmples to establish that the existence of first order partial derivatives
at a point need not imply the continuity of the function at that point.
4) Defined a differentiable function of several variables: f is differentiable at
a .= (al, a2,...,a,,) if there exist constants Al, A2,..;,A,, s.t.
i= l
hi4 + zn
i= 1
hi 44 (hl....,h,,)
Continuity
of duivativa 1
Similarly fy (a, b) = 0.
af , af af
c) - = yz cos xz ; - = sin xz ; - = xy cos xz
ax ay az
F (x+h, Y) - F (x, Y)
E7) Fx (x, y) = lim
h-0 h
= lim
f -
(x+h) + g Or) (f (x) + g (Y))
h-0 h
f (x+h) - f (x)
= lim = f'(x)
h-0 h
= lim
f (x)+g (y+k) - (f (x) + g Or))
k-0 k
= lim
gOr+W-g(y)
= g'(y). *
k-0 k
E8) By definition,
= lim (f +g) (a+h, b) - (f +g) (a, b)
(!!) (a, b) h-0 h
The converse is not necessarily true.
Consider the following functions f and g.
1 . if .(x, Y) f (0, 0)
' f (x, Y) =
0 if (x, y) = (0, 0)
0 if (x, Y) # (0, 0)
1 if '(x, y) = (0, 0)
Then, (f +g) (x, y) = 1 for all (x, y).
In E2) it has been shown that fx (0, 0) does not exist.
Shlarly, we can show that gx (0, 0) aIso does not exist.
H$wever,
a (f +g) exists at (0, 0) since f + g is a constant function.
-
ax
E9) The slope of the tangent at the point (1, 2, 14) to the curve of intersection of
the plane y = 2 and the surface z = 2x2+ 3y2 is given by
(- )(1 ,2J4)
-
az
Now, z = 2x2+3y2. So
Thus, the slope is 4.
ax
= 4x and hence
(- )(1,2,14)
= 4.
E10) To show the continuity at (0, 0) of f, let & > 0 be given a real number.
E
Choose 6 = -.fl Then,
Ixsin -
1
x
+ y sin -
Y .
s
I 1x1 + Iyl.
f (O+h, 0) - f (0, 0)
E12) fx (0, 0) = lirn
h-6 h
= lirn
h-0
Similarly, fy (0, 0) = 0.
similarly, for points (x, y) such that xy = 0 we get that
fx (x, Y) = fy (x, y) = 0.
Now, suppose x # 0 # y. Then both the partial derivatives at (x, y) exist
since f (x, y) is a quotient of.two differentiable functions in x and y. By
direct differentiation
- 2x5y*+ -
2xy3 4 ~ 5 ~
(x4+y2)2
and
x
' l i i f (x, y) = lim - = 0, and when we put
x-0 x-0 x4+x2
Y-0 ,
x4 1,
Y = x2, lim f (x, y) = lim
x-0 x-0
-
x4+x?
= -
2'
Similarly, fy (0.0) = 0.
b) fx (1, 0) = 0. However, fy (1, 0) does not exist since
( 1 , - ( 1 , I -E ~ - ~1 1
=-= andlim - does not exlsr.
k k lkl k-0 lkl
-
a) f(x, Y) = xeY fx (x, y) = ey and fy (x, y) = xey. Proceeding as in
Example 10, we can show that fx is bounded in any neighbourhood of any
-
point o f It2.Therefore, by Corollary 1, f is continuou$ everywhere.
b) Now, f (x, y) = ,3ky .fx (x, y) = 3y and fy (x, y) = 3x. Both the
partial derivatives fx And fy satisfy the'coniiitiohs of Corollary 1.
Therefore f is continuous everywhere.
El5) a) A constant function of two variables is differentiable everywhere.
. .
b) If f is differentiable at (a,'b) E It2, theil cf (c E R) is.a4so differentiable at
(a, b).
1
I . c) If f and g are differentiable at (a, b) E It2, then. f +_ g is also differentiable
at (a, b).
.Partial Derivatives d) If f and g are differentiable at (a, b) then fg is also differentiable at
(a, b).
Now we shall check the validity of these statements.
a) Let f (x, y) = c be a given constant function. Let (a, b) be any point of
R ~ Thehi
.
f ( a + h , b + k ) - f (a, b) = c - c = 0
Now since A and B are constants and functions 4 and $ tend to zero as
(h, k) -
(0, 0). f + g as well as f - g is differentiable at (a, b).
d) Proceed as in c). Then
fg ( a + h , b + k ) - fg(a, b) = f(a+h, b + k ) g(a+h, b + k )
- f(a + h, b + k) g(a, b) + f(a + h, b + k) g(a, b)
- f(a, b) g(a, b).
= f(a + h, b + k) [g(a + h, b + k) - g(a, b)] + g(a, b) [f(a + h, b + k) - f(a, b)]
= [f(a, b)+A'h+B'k+h+'(h, k)+k$'(h, k)] [ARh + B"k
+h4"(h, k)+k$" (h, k)]+g(a, b) [A'h+B'k+h4'(h, k)+k$'(h, k)]
= Ah + Bk + h4 (h, k) + k$ (h, k),
where A = A " f (a, b) + A'g (a, b), B = B"f (a, b) + B'g (a, b),
4 (h, k) = [ A ' + 4 ' (h, k)] [A"h + B"k + h4" (h, k) + k$"(h, k)]
+ f (a, b) 4 " (h, k) + g (a, b) 4'(h, k)
and (h, k) = [B'+$' (h, k)] [A"h + B"k + h4" (h, k) + k$"(h, k)]
+ f (a, b) $" Ch, k) + g (a, b) $' 01, k).
I
I E16) Here f (h, k) - f (0, 0) = h L + k + h k = 0.h + 1.k + 'hq5 (h, k) + k,b (h, k) First Order
,b (h, k) -
0 as (h, k) -
where 4 (h, k) = h = ,b (h, k) for all h, k, and therefore, 4 (h, k) -- 0 and
(0, 0). Thus, f is differentiable at (0, 0).
Partial Derivatives
a d Differentiability
= cos (l+ h
4
u
+-
4
+ ) - ( + f)
= cos (* + h + k) - cos);(
2 9 ,
= - sin (h+ k)
sin (h + k) ] + k [ l -
= - h - k + h
= Ah + Bk +
[ 1-
h+k
h 4 (h, k) + k,b (h, k),
sin (h + k)
h+k I
sin (h + k)
whereA = - l , B = -1,4(h., k) = ,b(h, k) = 1 -
(h + k)
Now, lirn 4 (h, k)
01. k)--(O.0)
sin (h + k)
= lim ,b (h, k) = 1 - lim
(h. k) - (0. 0) h k - (0 0 h +k
sin (h + k) sin t
since lim = lim - = 1 where t = h + k .
01 k -0 0 h +k t-0 t
E18) Suppose, if possible, that f is differentiable at (0, 0). Then there exist
constants A and B and functions 4 and ,b which tend to zero as
(h, k) -
(0, O), such that
f(O+h, O+ k) - f(0, 0) = A h + B k + ht#l (h, k) + k,b (h, k),
hk
i. e.. = Ah + Bk + h 4 (h, k) + k,b (h, k).
la = Ah + Bh + h 4 (h, h) + h* Q h)
1
= A + B + 4 (h, h) + ,b (h, h)
1+ m 2
. This means that the limit of
f (x, ,y) as (x, y) - (0, 0) along y = mx is -
CI
L
1+ m Z
, and this is different
for different values of m.
Therefore, lirn
(x. y)-(O. 0)
A
x +y
does not exist and hence f is not continuous
at (0, 0).
x2+ y2
c) Whenweputy = mx, m# 1, then lim
(x. y)-(O.
-
0) X - Y
x (1 + m2)
= lim = 0. But f (0, 0) = 1.
X-o 1-m
*
Therefore, f is discontinuous at (0, 0).
d) x4+y4 s x4
1 1
Therefore, lirn sin - = 1, which contradicts the fact that lirn sin -
h-0 h h-0 - --
h
I 48 does not exist.
E22) a) Since f, (x,y) = = fy (x.y) it can'be easily seen that f, and fy are Flnt Order
continuous everywhere. Therefore, f is differentiable everywhere. Partial Derlvatlves
and Differentlability
b) f, (x,y) = 2 coshx and fy (x,y) = 3 sinhy.
So fx and fy are continuous everywhere and hence f is differentiable
everywhere.
E23) a) Let f(x,y,z) = k be a constant function. Then
h-0 h
bh+ ch
= lim -
h-0 h
= b+c
Similarly, fy (a,b,c) = c + a,
f, (a.b,c) = a + b .
That is, f, (a,b,c), f, (a,b,c), f, (a,b,c) exist and are continuous.
Therefore f is differentiable at (a,b,c). This is true for all pointssf R ~ .
~ e n c ef is differefitiahle everywhere.
E25) To show that E is not diffe~ntiableat (0,0,0), f is enough to show that
either f,, fy or f, does not exist at (0,0,0).
2
Since lim - does not exist, f, does m t exist at (0,O.O).
r-o r2
Hence f cannot be differentiable at (0,0,0).