这一章开始进入多元微分板块,本节是导数(多元导数)概念,通过一元的导数等价条件(牛顿近似)引入多元导数定义,并介绍了方向导数和偏导数(单位向量的方向导数)。本节的多元导数是以矩阵形式定义的(可看成线性变换),导数定义可以满足:可导必可微、复合函数可导、所有方向导数存在等三个条件。这一节开始的论述就比较详细,几个例子较好地体现了多元微分和一元微分的差异之处。
Theorem 5.1说明可微推出所有方向导数存在,且给出方向导数计算方法。
Theorem 5.2说明可微推出连续。
Theorem 5.3说明值域为R的多维函数的导数计算方法,即如果函数可微,其导数是一个行向量,行向量的子项是偏导数。
Theorem 5.4将上一定理的结论推广到了一般的多维空间。
Exercises
Exercise 1. Let
A
⊂
R
m
A\subset \mathbf{R}^m
A⊂Rm; let
f
:
A
→
R
n
f:A\to\mathbf{R}^n
f:A→Rn. Show that if
f
′
(
a
;
u
)
f'(\mathbf{a};\mathbf{u})
f′(a;u) exists, then
f
′
(
a
;
c
u
)
f'(\mathbf{a};c\mathbf{u})
f′(a;cu) exists and equals
c
f
′
(
a
;
u
)
cf'(\mathbf{a};\mathbf{u})
cf′(a;u).
Solution: If
f
′
(
a
,
u
)
f'(\mathbf{a},\mathbf{u})
f′(a,u) exists, then we have
f
′
(
a
,
u
)
=
lim
t
→
0
f
(
a
+
t
u
)
−
f
(
a
)
t
f'(\mathbf{a},\mathbf{u})=\lim_{t\to 0}\frac{f(\mathbf{a}+t\mathbf{u})-f(\mathbf{a})}{t}
f′(a,u)=t→0limtf(a+tu)−f(a)
thus to calculate
f
′
(
a
;
c
u
)
f'(\mathbf{a};c\mathbf{u})
f′(a;cu), notice if
t
→
0
t\to 0
t→0, then
h
:
=
c
t
→
0
h:=ct\to 0
h:=ct→0, thus
f
′
(
a
,
c
u
)
=
lim
t
→
0
f
(
a
+
t
c
u
)
−
f
(
a
)
t
=
c
lim
t
→
0
f
(
a
+
t
c
u
)
−
f
(
a
)
t
c
=
c
lim
h
→
0
f
(
a
+
h
u
)
−
f
(
a
)
h
=
c
′
f
(
a
;
u
)
\begin{aligned}f'(\mathbf{a},c\mathbf{u})&=\lim_{t\to 0}\frac{f(\mathbf{a}+tc\mathbf{u})-f(\mathbf{a})}{t}=c\lim_{t\to 0}\frac{f(\mathbf{a}+tc\mathbf{u})-f(\mathbf{a})}{tc}\\&=c\lim_{h\to 0}\frac{f(\mathbf{a}+h\mathbf{u})-f(\mathbf{a})}{h}=c'f(\mathbf{a};\mathbf{u})\end{aligned}
f′(a,cu)=t→0limtf(a+tcu)−f(a)=ct→0limtcf(a+tcu)−f(a)=ch→0limhf(a+hu)−f(a)=c′f(a;u)
Exercise 2. Let
f
:
R
2
→
R
f:\mathbf{R}^2\to\mathbf{R}
f:R2→R be defined by setting
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0 and
f
(
x
,
y
)
=
x
y
/
(
x
2
+
y
2
)
if
(
x
,
y
)
≠
0.
f(x,y)=xy/(x^2+y^2)\quad\text{ if }\quad (x,y)\neq 0.
f(x,y)=xy/(x2+y2) if (x,y)=0.
( a ) For which vectors
u
≠
0
\mathbf{u}\neq\mathbf{0}
u=0 does
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exist? Evaluate it when it exists.
( b ) Do
D
1
f
D_1f
D1f and
D
2
f
D_2f
D2f exist at
0
\mathbf{0}
0?
( c ) Is
f
f
f differentiable at
0
\mathbf{0}
0?
( d ) Is
f
f
f continuous at
0
\mathbf{0}
0?
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
t
2
h
k
t
2
h
2
+
t
2
k
2
=
lim
t
→
0
h
k
t
(
h
2
+
k
2
)
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{t^2hk}{t^2h^2+t^2k^2}=\lim_{t\to 0}\frac{hk}{t(h^2+k^2)}
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt2h2+t2k2t2hk=t→0limt(h2+k2)hk
this limit exists if
h
=
0
,
k
≠
0
h=0,k\neq 0
h=0,k=0 or
h
≠
0
,
k
=
0
h\neq 0,k=0
h=0,k=0, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exists when
u
\mathbf{u}
u is along the x-asis or the y-axis, and when it exists,
f
′
(
0
;
u
)
=
0
f'(\mathbf{0};\mathbf{u})=0
f′(0;u)=0.
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
0
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=0
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=0
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
0
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=0
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(t,0)=0
( c ) Since not all directional derivative exists,
f
f
f is not differentiable at
0
\mathbf{0}
0, otherwise contradicting Theorem 5.1.
( d )
f
f
f is not continuous at
0
\mathbf{0}
0, let
h
=
[
a
,
a
]
T
\mathbf{h}=[a,a]^T
h=[a,a]T, then when
a
→
0
,
h
→
0
a\to 0, \mathbf{h}\to 0
a→0,h→0, but
f
(
a
,
a
)
=
1
/
2
≠
f
(
0
)
f(a,a)=1/2\neq f(\mathbf{0})
f(a,a)=1/2=f(0).
Exercise 3. Repeat Exercise 2 for the function
f
f
f defined by setting
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0 and
f
(
x
,
y
)
=
x
2
y
2
/
(
x
2
y
2
+
(
y
−
x
)
2
)
if
(
x
,
y
)
≠
0.
f(x,y)=x^2y^2/(x^2y^2+(y-x)^2)\quad\text{ if }\quad (x,y)\neq 0.
f(x,y)=x2y2/(x2y2+(y−x)2) if (x,y)=0.
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
t
4
h
k
t
(
t
4
h
2
k
2
+
t
2
(
k
−
h
)
2
)
=
lim
t
→
0
t
h
k
t
2
h
2
h
2
+
(
k
−
h
)
2
)
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{t^4hk}{t(t^4h^2k^2+t^2(k-h)^2)}=\lim_{t\to 0}\frac{thk}{t^2h^2h^2+(k-h)^2)}
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt(t4h2k2+t2(k−h)2)t4hk=t→0limt2h2h2+(k−h)2)thk
this limit exists if
k
≠
h
k\neq h
k=h, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exists when
u
\mathbf{u}
u is not along line
y
=
x
y=x
y=x, and when it exists,
f
′
(
0
;
u
)
=
1
/
(
k
−
h
)
2
f'(\mathbf{0};\mathbf{u})=1/(k-h)^2
f′(0;u)=1/(k−h)2.
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
0
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=0
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=0
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
0
,
t
)
t
=
0
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(0,t)}{t}=0
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(0,t)=0
( c ) Since not all directional derivative exists,
f
f
f is not differentiable at
0
\mathbf{0}
0, otherwise contradicting Theorem 5.1.
( d )
f
f
f is not continuous at
0
\mathbf{0}
0, let
h
=
[
a
,
a
]
T
\mathbf{h}=[a,a]^T
h=[a,a]T, then when
a
→
0
,
h
→
0
a\to 0, \mathbf{h}\to 0
a→0,h→0, but
f
(
a
,
a
)
=
1
≠
f
(
0
)
f(a,a)=1\neq f(\mathbf{0})
f(a,a)=1=f(0).
Exercise 4. Repeat Exercise 2 for the function
f
f
f defined by setting
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0 and
f
(
x
,
y
)
=
x
3
/
(
x
2
+
y
2
)
if
(
x
,
y
)
≠
0.
f(x,y)=x^3/(x^2+y^2)\quad\text{ if }\quad (x,y)\neq 0.
f(x,y)=x3/(x2+y2) if (x,y)=0.
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
t
3
h
3
t
(
t
2
h
2
+
t
2
k
2
)
=
lim
t
→
0
h
3
h
2
+
k
2
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{t^3h^3}{t(t^2h^2+t^2k^2)}=\lim_{t\to 0}\frac{h^3}{h^2+k^2}
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt(t2h2+t2k2)t3h3=t→0limh2+k2h3
this limit exists if
h
=
0
,
k
≠
0
h=0,k\neq 0
h=0,k=0, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exists when
u
\mathbf{u}
u is along the y-axis, and when it exists,
f
′
(
0
;
u
)
=
0
f'(\mathbf{0};\mathbf{u})=0
f′(0;u)=0.
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
1
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=1
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=1
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
0
,
t
)
t
=
0
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(0,t)}{t}=0
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(0,t)=0
( c ) Since not all directional derivative exists,
f
f
f is not differentiable at
0
\mathbf{0}
0, otherwise contradicting Theorem 5.1.
( d )
f
f
f is continuous at
0
\mathbf{0}
0, since for every open set
V
V
V which contains
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0, we can find a
ϵ
>
0
\epsilon>0
ϵ>0 s.t.
(
−
ϵ
,
ϵ
)
⊂
V
(-\epsilon,\epsilon)\subset V
(−ϵ,ϵ)⊂V, and for any
h
=
[
a
,
b
]
T
,
∣
h
∣
<
ϵ
\mathbf{h}=[a,b]^T,|\mathbf{h}|<\epsilon
h=[a,b]T,∣h∣<ϵ, we have
∣
f
(
h
)
∣
=
∣
a
3
a
2
+
b
2
∣
≤
∣
a
∣
<
∣
h
∣
<
ϵ
|f(\mathbf{h})|=\left|\frac{a^3}{a^2+b^2}\right|\leq |a|<|\mathbf{h}|<\epsilon
∣f(h)∣=∣∣∣∣a2+b2a3∣∣∣∣≤∣a∣<∣h∣<ϵ
Let
U
=
B
(
0
,
ϵ
)
U=B(\mathbf{0},\epsilon)
U=B(0,ϵ), then
U
U
U is open and
f
(
U
)
⊂
V
f(U)\subset V
f(U)⊂V.
Exercise 5. Repeat Exercise 2 for the function
f
(
x
,
y
)
=
∣
x
∣
+
∣
y
∣
.
f(x,y)=|x|+|y|.
f(x,y)=∣x∣+∣y∣.
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
∣
t
h
∣
+
∣
t
k
∣
t
=
lim
t
→
0
∣
t
∣
t
(
∣
h
∣
+
∣
k
∣
)
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{|th|+|tk|}{t}=\lim_{t\to 0}\frac{|t|}{t}(|h|+|k|)
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt∣th∣+∣tk∣=t→0limt∣t∣(∣h∣+∣k∣)
this limit does not exist if
u
≠
0
\mathbf{u}\neq 0
u=0, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) does not exist.
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
lim
t
→
0
∣
t
∣
t
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=\lim_{t\to 0}\frac{|t|}{t}
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=t→0limt∣t∣
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
0
,
t
)
t
=
lim
t
→
0
∣
t
∣
t
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(0,t)}{t}=\lim_{t\to 0}\frac{|t|}{t}
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(0,t)=t→0limt∣t∣
thus
D
1
f
(
0
)
D_1f(\mathbf{0})
D1f(0) and
D
2
f
(
0
)
D_2f(\mathbf{0})
D2f(0) does not exist at
0
\mathbf{0}
0.
( c ) Since not all directional derivative exists,
f
f
f is not differentiable at
0
\mathbf{0}
0, otherwise contradicting Theorem 5.1.
( d )
f
f
f is continuous at
0
\mathbf{0}
0, since for every open set
V
V
V which contains
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0, we can find a
ϵ
>
0
\epsilon>0
ϵ>0 s.t.
(
−
ϵ
,
ϵ
)
⊂
V
(-\epsilon,\epsilon)\subset V
(−ϵ,ϵ)⊂V, and for any
h
=
[
a
,
b
]
T
,
∣
h
∣
<
ϵ
/
2
\mathbf{h}=[a,b]^T,|\mathbf{h}|<\epsilon/2
h=[a,b]T,∣h∣<ϵ/2, we have
0
≤
f
(
h
)
=
∣
a
∣
+
∣
b
∣
<
ϵ
⟹
f
(
h
)
∈
(
−
ϵ
,
ϵ
)
⟹
f
(
h
)
∈
V
0\leq f(\mathbf{h})=|a|+|b|<\epsilon\implies f(\mathbf{h})\in(-\epsilon,\epsilon)\implies f(\mathbf{h})\in V
0≤f(h)=∣a∣+∣b∣<ϵ⟹f(h)∈(−ϵ,ϵ)⟹f(h)∈V
Let
U
=
B
(
0
,
ϵ
/
2
)
U=B(\mathbf{0},\epsilon/2)
U=B(0,ϵ/2), then
U
U
U is open and
f
(
U
)
⊂
V
f(U)\subset V
f(U)⊂V.
Exercise 6. Repeat Exercise 2 for the function
f
(
x
,
y
)
=
∣
x
y
∣
1
/
2
.
f(x,y)=|xy|^{1/2}.
f(x,y)=∣xy∣1/2.
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
∣
t
h
t
k
∣
1
/
2
t
=
lim
t
→
0
∣
t
∣
t
∣
h
k
∣
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{|thtk|^{1/2}}{t}=\lim_{t\to 0}\frac{|t|}{t}|hk|
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt∣thtk∣1/2=t→0limt∣t∣∣hk∣
this limit exists if
h
=
0
,
k
≠
0
h=0,k\neq 0
h=0,k=0 or
h
≠
0
,
k
=
0
h\neq 0,k=0
h=0,k=0, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exists when
u
\mathbf{u}
u is along the x-axis or the y-axis, and when it exists,
f
′
(
0
;
u
)
=
0
f'(\mathbf{0};\mathbf{u})=0
f′(0;u)=0.
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
0
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=0
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=0
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
0
,
t
)
t
=
0
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(0,t)}{t}=0
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(0,t)=0
( c ) Since not all directional derivative exists,
f
f
f is not differentiable at
0
\mathbf{0}
0, otherwise contradicting Theorem 5.1.
( d )
f
f
f is continuous at
0
\mathbf{0}
0, since for every open set
V
V
V which contains
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0, we can find a
ϵ
>
0
\epsilon>0
ϵ>0 s.t.
(
−
ϵ
,
ϵ
)
⊂
V
(-\epsilon,\epsilon)\subset V
(−ϵ,ϵ)⊂V, and for any
h
=
[
a
,
b
]
T
,
∣
h
∣
<
ϵ
\mathbf{h}=[a,b]^T,|\mathbf{h}|<\epsilon
h=[a,b]T,∣h∣<ϵ, we have
f
(
h
)
=
∣
a
b
∣
1
/
2
<
∣
ϵ
2
∣
1
/
2
=
ϵ
⟹
f
(
h
)
∈
(
−
ϵ
,
ϵ
)
⟹
f
(
h
)
∈
V
f(\mathbf{h})=|ab|^{1/2}<|\epsilon^2|^{1/2}=\epsilon\implies f(\mathbf{h})\in(-\epsilon,\epsilon)\implies f(\mathbf{h})\in V
f(h)=∣ab∣1/2<∣ϵ2∣1/2=ϵ⟹f(h)∈(−ϵ,ϵ)⟹f(h)∈V
Let
U
=
B
(
0
,
ϵ
/
2
)
U=B(\mathbf{0},\epsilon/2)
U=B(0,ϵ/2), then
U
U
U is open and
f
(
U
)
⊂
V
f(U)\subset V
f(U)⊂V.
Exercise 7. Repeat Exercise 2 for the function
f
f
f defined by setting
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0 and
f
(
x
,
y
)
=
x
∣
y
∣
/
(
x
2
+
y
2
)
1
/
2
if
(
x
,
y
)
≠
0.
f(x,y)=x|y|/(x^2+y^2)^{1/2}\quad\text{ if }\quad (x,y)\neq 0.
f(x,y)=x∣y∣/(x2+y2)1/2 if (x,y)=0.
Solution:
( a ) Let
u
=
[
h
,
k
]
T
\mathbf{u}=[h,k]^T
u=[h,k]T, then
lim
t
→
0
f
(
0
+
t
u
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
h
,
t
k
)
t
=
lim
t
→
0
t
h
∣
t
k
∣
t
∣
t
∣
(
h
2
+
k
2
)
=
h
∣
k
∣
h
2
+
k
2
\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{u})-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(th,tk)}{t}=\lim_{t\to 0}\frac{th|tk|}{t|t|(h^2+k^2)}=\frac{h|k|}{h^2+k^2}
t→0limtf(0+tu)−f(0)=t→0limtf(th,tk)=t→0limt∣t∣(h2+k2)th∣tk∣=h2+k2h∣k∣
this limit exists as long as
u
≠
0
\mathbf{u}\neq 0
u=0, so
f
′
(
0
;
u
)
f'(\mathbf{0};\mathbf{u})
f′(0;u) exists and
f
′
(
0
;
u
)
=
h
∣
k
∣
h
2
+
k
2
f'(\mathbf{0};\mathbf{u})=\frac{h|k|}{h^2+k^2}
f′(0;u)=h2+k2h∣k∣
( b ) We have
D
1
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
1
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
t
,
0
)
t
=
0
D_1f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_1)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(t,0)}{t}=0
D1f(0)=t→0limtf(0+te1)−f(0)=t→0limtf(t,0)=0
D
2
f
(
0
)
=
lim
t
→
0
f
(
0
+
t
e
2
)
−
f
(
0
)
t
=
lim
t
→
0
f
(
0
,
t
)
t
=
0
D_2f(\mathbf{0})=\lim_{t\to 0}\frac{f(\mathbf{0}+t\mathbf{e}_2)-f(\mathbf{0})}{t}=\lim_{t\to 0}\frac{f(0,t)}{t}=0
D2f(0)=t→0limtf(0+te2)−f(0)=t→0limtf(0,t)=0
( c ) We have, for
h
=
(
x
,
x
)
T
→
(
0
,
0
)
,
x
>
0
\mathbf{h}=(x,x)^T\to (0,0),x>0
h=(x,x)T→(0,0),x>0, that
f
(
0
+
h
)
−
f
(
0
)
−
[
0
,
0
]
⋅
h
∣
h
∣
=
x
∣
x
∣
∣
x
∣
x
2
+
x
2
=
x
2
∣
x
∣
=
1
2
↛
0
\frac{f(\mathbf{0}+\mathbf{h})-f(\mathbf{0})-[0,0]\cdot\mathbf{h}}{|\mathbf{h}|}=\frac{x|x|}{|x|\sqrt{x^2+x^2}}=\frac{x}{\sqrt{2}|x|}=\frac{1}{\sqrt{2}}\nrightarrow 0
∣h∣f(0+h)−f(0)−[0,0]⋅h=∣x∣x2+x2x∣x∣=2∣x∣x=21↛0
we see
f
f
f is not differentiable at
0
\mathbf{0}
0.
( d )
f
f
f is continuous at
0
\mathbf{0}
0, since for every open set
V
V
V which contains
f
(
0
)
=
0
f(\mathbf{0})=0
f(0)=0, we can find a
ϵ
>
0
\epsilon>0
ϵ>0 s.t.
(
−
ϵ
,
ϵ
)
⊂
V
(-\epsilon,\epsilon)\subset V
(−ϵ,ϵ)⊂V, and for any
h
=
[
a
,
b
]
T
,
∣
h
∣
<
ϵ
\mathbf{h}=[a,b]^T,|\mathbf{h}|<\epsilon
h=[a,b]T,∣h∣<ϵ, we have
∣
f
(
h
)
∣
=
∣
a
∣
b
∣
a
2
+
b
2
∣
≤
∣
a
∣
<
ϵ
⟹
f
(
h
)
∈
(
−
ϵ
,
ϵ
)
⟹
f
(
h
)
∈
V
|f(\mathbf{h})|=\left|\frac{a|b|}{\sqrt{a^2+b^2}}\right|\leq |a|<\epsilon\implies f(\mathbf{h})\in(-\epsilon,\epsilon)\implies f(\mathbf{h})\in V
∣f(h)∣=∣∣∣∣a2+b2a∣b∣∣∣∣∣≤∣a∣<ϵ⟹f(h)∈(−ϵ,ϵ)⟹f(h)∈V
Let
U
=
B
(
0
,
ϵ
/
2
)
U=B(\mathbf{0},\epsilon/2)
U=B(0,ϵ/2), then
U
U
U is open and
f
(
U
)
⊂
V
f(U)\subset V
f(U)⊂V.