MATH 241 -- Multivariable Calculus 

Differentiability for f(x, y)October 20, 2010 

 

We have now introduced directional derivatives of  f(x, y)  in all 

directions  uat points  x[0], y[0] and seen the special cases  

u = (1, 0)and   u = (0, 1)that give the partial derivatives:
`and`(diff(f(x[0], y[0]), x) = `*`(D[1, 0], `*`(f(x[0], y[0]), `*`(diff(f(x[0], y[0]), y)))), `*`(D[1, 0], `*`(f(x[0], y[0]), `*`(diff(f(x[0], y[0]), y)))) = `*`(D[0, 1], `*`(f(x[0], y[0]))))We will next consider the following question:  
Is there some  

single object that we can consider as ``the (total) derivative of  f " 

at We will see that the answer is yes, but the exact form 

and the way this appears as a derivative is going to take some explanation. 

This is perhaps the area where the ideas from  1-variable  calculus need 

to be augmented the most to deal with functions of several variables. 

 

To prepare for this, let's go back and reconsider what it means for a  

function of one variable,  to be differentiable  from a viewpoint 

that might be new to you.  The way you have probably seen this idea 

defined in your previous calculus courses is this:  f(x)is said to be  

differentiable at  x[0]if the limit 

 

limit(`/`(`*`(`+`(f(`+`(x[0], h)), `-`(f(x[0])))), `*`(h)), h = 0) 

 

exists and if it does, then this limit computes the value of  the derivative  

The equation  

 

 

 

can be rearranged to
 

                      

If we rewrite  then  h = `+`(x, `-`(x[0]))and   

Therefore this last equation can be rewritten as 

 

 

 

What does this really mean?  Well, note that the top is  `+`(f(x), `-`(`ℓ`(x))) 

where  is the linear function whose 

graph is the  tangent line to  y = f(x)at  Not only is   

as  In fact, it is going to zero faster than  

in the sense that the quotient is still going to zero after we divide 

by  Intuitively, we can factor  `+`(x, `-`(x[0]))  out of the top and  

cancel with the bottom and what is left is still going to zero as  In graphical terms, this means that when  exists, the graph  

gets very close to the tangent line if we ``zoom in'' on the point x = x[0] 

in a suitable way.  Here is an example to show what this means. 

We know  f(x) = `^`(e, x)is differentiable at   and  

Hence  Here is the graph   

together with the tangent line plotted over smaller and smaller intervals. 

Note how the graph quickly becomes indistinguishable from the tangent 

line (up to the resolution of the screen): 

> plot([exp(x), `+`(1, x)], x = -1 .. 1, color = [blue, red], scaling = constrained)
 

Plot_2d
 

> plot([exp(x), `+`(1, x)], x = -.5 .. .5, color = [blue, red], scaling = constrained)
 

Plot_2d
 

> plot([exp(x), `+`(1, x)], x = -.1 .. .1, color = [blue, red], scaling = constrained)
 

Plot_2d
 

> plot([exp(x), `+`(1, x)], x = -0.1e-1 .. 0.1e-1, color = [blue, red], scaling = constrained)
 

 

Plot_2d
 


Here is the plot of  `/`(`*`(`+`(`^`(e, x), `-`(`ℓ`(x)))), `*`(x))which indicates how the limit (*) above works in this case.
 

> plot(`/`(`*`(`+`(exp(x), `+`(`-`(1), `-`(x)))), `*`(x)), x = -1 .. 1); 1
 

Plot_2d
 


This certainly seems to approach  0  as  (This can also be shown, of course, via techniques including
 

L'Hopital's Rule for limits.) 


On the other hand, here is a function  f(x)and an  x[0]where  does not exist.
 

> plot(`*`(`^`(abs(x), `/`(2, 3))), x = -1 .. 1); 1
 

Plot_2d
 

Note what happens if we plot  `/`(`*`(`+`(`*`(`^`(abs(x), `/`(2, 3))), `-`(`*`(a, `*`(x))))), `*`(x)) = `+`(`/`(`*`(`^`(abs(x), `/`(2, 3))), `*`(x)), `-`(a))for any real  a; -1 

> plot(`/`(`*`(`^`(abs(x), `/`(2, 3))), `*`(x)), x = -0.1e-1 .. 0.1e-1, y = -20 .. 20); 1
 

Plot_2d
 

We can see  

                                                 while    no matter what the value of   
a  is. 


Intuitively,
no straight line passing through  (0,0) approximates the shape of the graph  y = `*`(`^`(abs(x), `/`(2, 3)))at all well near   (0,0).  

It is this idea of differentiability that extends well to functions of several variables:
 

 

Intuitively, we say  f(x, y)is differentiable  at x[0], y[0]if there is some linear function  

`ℓ`(x, y) = `+`(A, B(`+`(x, `-`(x[0]))), `*`(C(`+`(y, `-`(y[0]))), `*`(whose)))graph z = `ℓ`(x, y)approximates the graph  

z = f(x, y)well near More precisely,  we say  f(x, y)is differentiable  at x[0], y[0]if there is some linear function  

In fact there is only one "candidate" for the linear function:  It is possible to see that  

in   








`*`(The, `*`(graph, `*`(of, `*`(any, `*`(such, `*`(linear, `*`(function, `*`(`ℓ`(x, y)))))))))
is a plane in  So the question
we're asking is really --
does that plane approximate the shape of the graph
z = f(x, y)well near  

Example 1.  
Let  We claim that  f(x, y)  is differentiable at   

We have  diff(f(1, 2), x) = 3and  First, we plot  z = f(x, y)and  z = `ℓ`(x, y)together to see whether it looks like the plane is approximating the graph well.

We plot the graphs of  
f, ℓ  together on a small rectangle with  (1,2)  at the 

center: 

 

  

> plot3d([`+`(`*`(`^`(x, 3)), `*`(`^`(y, 2))), `+`(`*`(3, `*`(x)), `*`(4, `*`(y)), `-`(6))], x = .5 .. 1.5, y = 1.5 .. 2.5, axes = boxed); 1
 

Plot_2d
 

 

This looks pretty good, and it would look progressively better as we zoomed in towards 

The next plot shows what happens if we graph the function

`/`(`*`(`+`(f(x, y), `-`(`ℓ`(x, y)))), `*`(LinearAlgebra:-Norm(`+`(x, `-`(1)), `+`(y, `-`(2)))))

again on a small rectangle with (1,2) at the center:

 

> plot3d(`/`(`*`(`+`(`+`(`*`(`^`(x, 3)), `*`(`^`(y, 2))), `+`(`-`(5), `-`(`*`(3, `+`(x, `-`(1)))), `-`(`*`(4, `+`(y, `-`(2))))))), `*`(sqrt(`+`(`*`(`^`(`+`(x, `-`(1)), 2)), `*`(`^`(`+`(y, `-`(2)), 2))))...
plot3d(`/`(`*`(`+`(`+`(`*`(`^`(x, 3)), `*`(`^`(y, 2))), `+`(`-`(5), `-`(`*`(3, `+`(x, `-`(1)))), `-`(`*`(4, `+`(y, `-`(2))))))), `*`(sqrt(`+`(`*`(`^`(`+`(x, `-`(1)), 2)), `*`(`^`(`+`(y, `-`(2)), 2))))...
 

Plot_2d
 


In fact, it is a theorem that if  and its two first order partial derivatives  diff(f, x)and  diff(f, y)are
continuous
on some open set U  in `*`(`^`(real, 2))
containing  then  fis differentiable at  That theorem applies
in this example, since   diff(f, x) = `+`(`*`(3, `*`(`^`(x, 2)))), diff(f, y) = `+`(`*`(2, `*`(y)))are all polynomial functions.
 

(Recall polynomials in  x, y are continuous at all points in  Next, we want to see what can "go wrong" if   f  is not differentiable at a point. 

 

Example 2.  Let  f(x, y) = `/`(`*`(`^`(x, 3)), `*`(`+`(`*`(`^`(x, 2)), `*`(`^`(y, 2)))))if  and  = 0  if   

 

We will concentrate on the point Note that

`and`(diff(f(0, 0), x) = `*`(D[1, 0], `*`(f(0, 0))), `and`(`*`(D[1, 0], `*`(f(0, 0))) = limit(`/`(`*`(`+`(f(h, 0), `-`(f(0, 0)))), `*`(h)), h = 0), `and`(limit(`/`(`*`(`+`(f(h, 0), `-`(f(0, 0)))), `*`...and

`and`(diff(f(0, 0), y) = `*`(D[0, 1], `*`(f(0, 0))), `and`(`*`(D[0, 1], `*`(f(0, 0))) = limit(`/`(`*`(`+`(f(0, h), `-`(f(0, 0)))), `*`(h)), h = 0), `and`(limit(`/`(`*`(`+`(f(0, h), `-`(f(0, 0)))), `*`...So the "candidate" linear approximating function is  `and`(`ℓ`(x, y) = `+`(`+`(0, `+`(x, 0)), `*`(0, `+`(y, 0))), `+`(`+`(0, `+`(x, 0)), `*`(0, `+`(y, 0))) = x).
But the question is:
does that linear function approximate the shape of z = f(x, y)well 

near  (0,0)? 

> plot3d([`/`(`*`(`^`(x, 3)), `*`(`+`(`*`(`^`(x, 2)), `*`(`^`(y, 2))))), x], x = -.5 .. .5, y = -.5 .. .5, axes = boxed); 1
 

Plot_2d
 


Next, the plot of `/`(`*`(`+`(f(x, y), `-`(`ℓ`(x, y)))), `*`(LinearAlgebra:-Norm(x, y))); -1
 

> plot3d(`/`(`*`(`+`(`/`(`*`(`^`(x, 3)), `*`(`+`(`*`(`^`(x, 2)), `*`(`^`(y, 2))))), `-`(x))), `*`(sqrt(`+`(`*`(`^`(x, 2)), `*`(`^`(y, 2)))))), x = -.5 .. .5, y = -.5 .. .5, axes = boxed); 1
 

Plot_2d
 


What should our conclusion be in this example?  How can we make it rigorous?
 

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