5. The Derivative

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 $A\subset {\mathbf{R}}^m$; let $f:A\to {\mathbf{R}}^n$. Show that if $f^{\prime }(\mathbf{a};\mathbf{u})$ exists, then $f^{\prime }(\mathbf{a};c\mathbf{u})$ exists and equals $c{f}^{\prime }(\mathbf{a};\mathbf{u})$.
Solution: If $f^{\prime }(\mathbf{a},\mathbf{u})$ exists, then we have
$$f^{\prime }(\mathbf{a},\mathbf{u})=\underset{t\to 0}{\lim }\frac{f(\mathbf{a}+t\mathbf{u})-f(\mathbf{a})}{t}$$
thus to calculate $f^{\prime }(\mathbf{a};c\mathbf{u})$, notice if $t\to 0$, then $h:=ct\to 0$, thus
$$\begin{array}{rl}{f}^{\prime }(\mathbf{a},c\mathbf{u})& =\underset{t\to 0}{\lim }\frac{f(\mathbf{a}+tc\mathbf{u})-f(\mathbf{a})}{t}=c\underset{t\to 0}{\lim }\frac{f(\mathbf{a}+tc\mathbf{u})-f(\mathbf{a})}{tc}\\ & =c\underset{h\to 0}{\lim }\frac{f(\mathbf{a}+h\mathbf{u})-f(\mathbf{a})}{h}=c^{\prime }f(\mathbf{a};\mathbf{u})\end{array}$$

Exercise 2. Let $f:{\mathbf{R}}^2\to \mathbf{R}$ be defined by setting $f(0)=0$ and
$$f(x,y)=xy/(x^2+y^2)\text{ if }(x,y)\ne 0.$$
( a ) For which vectors $\mathbf{u}\ne 0$ does $f^{\prime }(0;\mathbf{u})$ exist? Evaluate it when it exists.
( b ) Do $D_{1}f$ and $D_{2}f$ exist at $0$?
( c ) Is $f$ differentiable at $0$?
( d ) Is $f$ continuous at $0$?
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{t^{2}hk}{t^2{h}^2+t^2{k}^2}=\underset{t\to 0}{\lim }\frac{hk}{t(h^2+k^2)}$$
this limit exists if $h=0,k\ne 0$ or $h\ne 0,k=0$, so $f^{\prime }(0;\mathbf{u})$ exists when $\mathbf{u}$ is along the x-asis or the y-axis, and when it exists, $f^{\prime }(0;\mathbf{u})=0$.
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=0$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=0$$
( c ) Since not all directional derivative exists, $f$ is not differentiable at $0$, otherwise contradicting Theorem 5.1.
( d ) $f$ is not continuous at $0$, let $\mathbf{h}=[a,a{]}^T$, then when $a\to 0,\mathbf{h}\to 0$, but $f(a,a)=1/2\ne f(0)$.

Exercise 3. Repeat Exercise 2 for the function $f$ defined by setting $f(0)=0$ and
$$f(x,y)=x^2{y}^2/(x^2{y}^2+(y-x{)}^2)\text{ if }(x,y)\ne 0.$$
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{t^{4}hk}{t(t^4{h}^2{k}^2+t^2(k-h{)}^2)}=\underset{t\to 0}{\lim }\frac{thk}{t^2{h}^2{h}^2+(k-h{)}^2)}$$
this limit exists if $k\ne h$, so $f^{\prime }(0;\mathbf{u})$ exists when $\mathbf{u}$ is not along line $y=x$, and when it exists, $f^{\prime }(0;\mathbf{u})=1/(k-h{)}^2$.
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=0$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(0,t)}{t}=0$$
( c ) Since not all directional derivative exists, $f$ is not differentiable at $0$, otherwise contradicting Theorem 5.1.
( d ) $f$ is not continuous at $0$, let $\mathbf{h}=[a,a{]}^T$, then when $a\to 0,\mathbf{h}\to 0$, but $f(a,a)=1\ne f(0)$.

Exercise 4. Repeat Exercise 2 for the function $f$ defined by setting $f(0)=0$ and
$$f(x,y)=x^3/(x^2+y^2)\text{ if }(x,y)\ne 0.$$
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{t^3{h}^3}{t(t^2{h}^2+t^2{k}^2)}=\underset{t\to 0}{\lim }\frac{h^3}{h^2+k^2}$$
this limit exists if $h=0,k\ne 0$, so $f^{\prime }(0;\mathbf{u})$ exists when $\mathbf{u}$ is along the y-axis, and when it exists, $f^{\prime }(0;\mathbf{u})=0$.
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=1$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(0,t)}{t}=0$$
( c ) Since not all directional derivative exists, $f$ is not differentiable at $0$, otherwise contradicting Theorem 5.1.
( d ) $f$ is continuous at $0$, since for every open set $V$ which contains $f(0)=0$, we can find a $ϵ>0$ s.t. $(-ϵ,ϵ)\subset V$, and for any $\mathbf{h}=[a,b{]}^T,|\mathbf{h}|<ϵ$, we have
$$|f(\mathbf{h})|=\left|\frac{a^3}{a^2+b^2}\right|\le |a|<|\mathbf{h}|<ϵ$$
Let $U=B(0,ϵ)$, then $U$ is open and $f(U)\subset V$.

Exercise 5. Repeat Exercise 2 for the function
$$f(x,y)=|x|+|y|.$$
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{|th|+|tk|}{t}=\underset{t\to 0}{\lim }\frac{|t|}{t}(|h|+|k|)$$
this limit does not exist if $\mathbf{u}\ne 0$, so $f^{\prime }(0;\mathbf{u})$ does not exist.
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=\underset{t\to 0}{\lim }\frac{|t|}{t}$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(0,t)}{t}=\underset{t\to 0}{\lim }\frac{|t|}{t}$$
thus $D_{1}f(0)$ and $D_{2}f(0)$ does not exist at $0$.
( c ) Since not all directional derivative exists, $f$ is not differentiable at $0$, otherwise contradicting Theorem 5.1.
( d ) $f$ is continuous at $0$, since for every open set $V$ which contains $f(0)=0$, we can find a $ϵ>0$ s.t. $(-ϵ,ϵ)\subset V$, and for any $\mathbf{h}=[a,b{]}^T,|\mathbf{h}|<ϵ/2$, we have
$$0\le f(\mathbf{h})=|a|+|b|<ϵ⟹f(\mathbf{h})\in (-ϵ,ϵ)⟹f(\mathbf{h})\in V$$
Let $U=B(0,ϵ/2)$, then $U$ is open and $f(U)\subset V$.

Exercise 6. Repeat Exercise 2 for the function
$$f(x,y)=|xy{|}^{1/2}.$$
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{|thtk{|}^{1/2}}{t}=\underset{t\to 0}{\lim }\frac{|t|}{t}|hk|$$
this limit exists if $h=0,k\ne 0$ or $h\ne 0,k=0$, so $f^{\prime }(0;\mathbf{u})$ exists when $\mathbf{u}$ is along the x-axis or the y-axis, and when it exists, $f^{\prime }(0;\mathbf{u})=0$.
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=0$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(0,t)}{t}=0$$
( c ) Since not all directional derivative exists, $f$ is not differentiable at $0$, otherwise contradicting Theorem 5.1.
( d ) $f$ is continuous at $0$, since for every open set $V$ which contains $f(0)=0$, we can find a $ϵ>0$ s.t. $(-ϵ,ϵ)\subset V$, and for any $\mathbf{h}=[a,b{]}^T,|\mathbf{h}|<ϵ$, we have
$$f(\mathbf{h})=|ab{|}^{1/2}<|{ϵ}^2{|}^{1/2}=ϵ⟹f(\mathbf{h})\in (-ϵ,ϵ)⟹f(\mathbf{h})\in V$$
Let $U=B(0,ϵ/2)$, then $U$ is open and $f(U)\subset V$.

Exercise 7. Repeat Exercise 2 for the function $f$ defined by setting $f(0)=0$ and
$$f(x,y)=x|y|/(x^2+y^2{)}^{1/2}\text{ if }(x,y)\ne 0.$$
Solution:
( a ) Let $\mathbf{u}=[h,k{]}^T$, then
$$\underset{t\to 0}{\lim }\frac{f(0+t\mathbf{u})-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(th,tk)}{t}=\underset{t\to 0}{\lim }\frac{th|tk|}{t|t|(h^2+k^2)}=\frac{h|k|}{h^2+k^2}$$
this limit exists as long as $\mathbf{u}\ne 0$, so $f^{\prime }(0;\mathbf{u})$ exists and
$$f^{\prime }(0;\mathbf{u})=\frac{h|k|}{h^2+k^2}$$
( b ) We have
$$D_{1}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_1)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(t,0)}{t}=0$$
$$D_{2}f(0)=\underset{t\to 0}{\lim }\frac{f(0+t{\mathbf{e}}_2)-f(0)}{t}=\underset{t\to 0}{\lim }\frac{f(0,t)}{t}=0$$
( c ) We have, for $\mathbf{h}=(x,x{)}^T\to (0,0),x>0$, that
$$\frac{f(0+\mathbf{h})-f(0)-[0,0]\cdot \mathbf{h}}{|\mathbf{h}|}=\frac{x|x|}{|x|\sqrt{x^2+x^2}}=\frac{x}{\sqrt{2}|x|}=\frac{1}{\sqrt{2}}\nrightarrow 0$$
we see $f$ is not differentiable at $0$.
( d ) $f$ is continuous at $0$, since for every open set $V$ which contains $f(0)=0$, we can find a $ϵ>0$ s.t. $(-ϵ,ϵ)\subset V$, and for any $\mathbf{h}=[a,b{]}^T,|\mathbf{h}|<ϵ$, we have
$$|f(\mathbf{h})|=\left|\frac{a|b|}{\sqrt{a^2+b^2}}\right|\le |a|<ϵ⟹f(\mathbf{h})\in (-ϵ,ϵ)⟹f(\mathbf{h})\in V$$
Let $U=B(0,ϵ/2)$, then $U$ is open and $f(U)\subset V$.