2.5. Differentiability
2.5. Differentiability
2.5. Differentiability
Differentiability
Learning objectives
To state and prove Increment theorem for functions of two variables.
To define the differentiability of a function of two variables at a point.
To prove Differentiability implies Continuity.
AND
To practice the related problems.
4.5. Differentiability
We recall the following result from the differential calculus of functions of a single
variable.
Change in 𝒚 = 𝒇 𝒙 near 𝒙 = 𝒙𝟎
If 𝑓 𝑥 is differentiable at 𝑥 = 𝑥0 , then the change in the value 𝑓 that results from
changing 𝑥0 to 𝑥0 + ∆𝑥 is given by an equation of the form
∆𝒚 = 𝒇 𝒙𝟎 + ∆𝒙 − 𝒇 𝒙𝟎 = 𝒇′ 𝒙𝟎 ∆𝒙 + 𝜺 ∆𝒙
in which 𝜀 → 0 as ∆𝑥 → 0.
For functions of two variables, the analogous property becomes the definition of
differentiability. The following theorem tells us when to expect the property hold.
∆𝒛 = 𝒇 𝒙𝟎 + ∆𝒙 , 𝒚𝟎 + ∆𝒚 − 𝒇 𝒙𝟎 , 𝒚𝟎
∆𝒛 = 𝒇𝒙 𝒙𝟎 , 𝒚𝟎 ∆𝒙 + 𝒇𝒚 𝒙𝟎 , 𝒚𝟎 ∆𝒚 + 𝜺𝟏 ∆𝒙 + 𝜺𝟐 ∆𝒚
Then the change in the value of 𝑓 that results from moving from 𝐴 to 𝐶 is given by
∆𝑧 = 𝑓 𝑥0 + ∆𝑥 , 𝑦0 + ∆𝑦 − 𝑓 𝑥0 , 𝑦0
= 𝑓 𝑥0 + ∆𝑥 , 𝑦0 + ∆𝑦 − 𝑓 𝑥0 + ∆𝑥 , 𝑦0 + 𝑓 𝑥0 + ∆𝑥 , 𝑦0 − 𝑓 𝑥0 , 𝑦0
= ∆𝑧2 + ∆𝑧1
Computation of ∆𝒛𝟏
Let 𝐹 𝑥 = 𝑓 𝑥 , 𝑦0 , for 𝑥 in the closed interval joining 𝑥0 to 𝑥0 + ∆𝑥. Since the
partial derivatives of 𝑓 are defined throughout 𝑅, 𝐹 𝑥 is a differentiable (and
hence continuous) function of one variable 𝑥 and
𝐹 ′ 𝑥 = 𝑓𝑥 𝑥, 𝑦0
By the Lagrange’s mean value theorem for single real variable, there is a 𝑐
between 𝑥0 and 𝑥0 + ∆𝑥 such that,
𝐹 𝑥 0 +∆𝑥 −𝐹 𝑥 0
= 𝐹′ 𝑐
𝑥 0 +∆𝑥−𝑥 0
i.e., 𝐹 𝑥0 + ∆𝑥 − 𝐹 𝑥0 = 𝐹 ′ 𝑐 ∆𝑥
i.e., 𝑓 𝑥0 + ∆𝑥 , 𝑦0 − 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑐 , 𝑦0 ∆𝑥
i.e., ∆𝑧1 = 𝐹𝑥 𝑐 , 𝑦0 ∆𝑥
𝐺 ′ 𝑦 = 𝑓𝑦 𝑥0 + ∆𝑥 , 𝑦 .
i.e., 𝐺 𝑦0 + ∆𝑦 − 𝐺 𝑦0 = 𝐺 ′ 𝑑 ∆𝑦
i.e., 𝑓 𝑥0 + ∆𝑥 , 𝑦0 + ∆𝑦 − 𝑓 𝑥0 + ∆𝑥 , 𝑦0 = 𝑓𝑦 𝑥0 + ∆𝑥 , 𝑑 ∆𝑦
i.e., ∆𝑧2 = 𝑓𝑦 𝑥0 + ∆𝑥 , 𝑑 ∆𝑦
𝑓𝑥 𝑐 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 + 𝜀1 ; 𝑓𝑦 𝑥0 + ∆𝑥 , 𝑑 = 𝑓𝑦 𝑥0 , 𝑦0 + 𝜀2
∆𝑧 = ∆𝑧1 + ∆𝑧2 = 𝑓𝑥 𝑐 , 𝑦0 ∆𝑥 + 𝑓𝑦 𝑥0 + ∆𝑥 , 𝑑 ∆𝑦
= 𝑓𝑥 𝑥0 , 𝑦0 + 𝜀1 ∆𝑥 + 𝑓𝑦 𝑥0 , 𝑦0 + 𝜀2 ∆𝑦
= 𝑓𝑥 𝑥0 , 𝑦0 ∆𝑥 + 𝑓𝑦 𝑥0 , 𝑦0 ∆𝑦 + 𝜀1 ∆𝑥 + 𝜀2 ∆𝑦
∆𝒛 = 𝒇𝒙 𝒙𝟎 , 𝒚𝟎 ∆𝒙 + 𝒇𝒚 𝒙𝟎 , 𝒚𝟎 ∆𝒚 + 𝜺𝟏 ∆𝒙 + 𝜺𝟐 ∆𝒚 … (1)
Note:
ii) The first part 𝑓𝑥 ∆𝑥 + 𝑓𝑦 ∆𝑦 in (1) which is linear in ∆𝑥 and ∆𝑦 is called total
differential of 𝑧 at the point 𝑥0 , 𝑦0 and is denoted by 𝑑𝑧 or 𝑑𝑓. That is
𝑑𝑧 = 𝑓𝑥 ∆𝑥 + 𝑓𝑦 ∆𝑦 or 𝒅𝒛 = 𝒇𝒙 𝒅𝒙 + 𝒇𝒚 𝒅𝒚
∆𝒛 = 𝒅𝒛 + 𝜺𝟏 ∆𝒙 + 𝜺𝟐 ∆𝒚 … (2)
iii) The second part 𝜀1 ∆𝑥 + 𝜀2 ∆𝑦 is the infinitesimal nonlinear part and is of higher
order relative to ∆𝑥, ∆𝑦 or ∆𝜌 = ∆𝑥 2 + ∆𝑦 2 . Note that ∆𝑥, ∆𝑦 → 0,0
implies ∆𝜌 → 0. Equation (2) can be written as
∆𝒛−𝒅𝒛 𝚫𝒙 𝚫𝒚
= 𝜺𝟏 + 𝜺𝟐 … (3)
∆𝝆 𝚫𝝆 𝚫𝝆
Notice that the continuity of the first order partial derivatives 𝑓𝑥 and 𝑓𝑦 at a point
𝑥0 , 𝑦0 is a sufficient condition for the differentiability at 𝑥0 , 𝑦0 .
Note that the conditions of this corollary can be relaxed. It is sufficient that of the
first order partial derivatives is continuous at 𝒙𝟎 , 𝒚𝟎 and the other exists at
𝒙𝟎 , 𝒚𝟎 .
𝑓 𝑥0 + ∆𝑥, 𝑦0 + ∆𝑦 − 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 ∆𝑥 + 𝑓𝑦 𝑥0 , 𝑦0 ∆𝑦 + 𝜀1 ∆𝑥 + 𝜀2 ∆𝑦
⇒ 𝑙𝑖𝑚 𝑓 𝑥0 + ∆𝑥, 𝑦0 + ∆𝑦 = 𝑓 𝑥0 , 𝑦0
∆𝑥,∆𝑦 → 0,0
⇒ 𝑓 𝑥, 𝑦 is continuous at 𝑥0 , 𝑦0
∆𝑧 = 𝑓 𝑥 + ∆𝑥 , 𝑦 + ∆𝑦 − 𝑓 𝑥, 𝑦
2
= 𝑥 + ∆𝑥 𝑦 + ∆𝑦 − 3 𝑦 + ∆𝑦 − 𝑥 2 𝑦 − 3𝑦
𝜕𝑓 𝜕𝑓
𝑑𝑧 = 𝑑𝑥 + 𝑑𝑦 = 2𝑥𝑦𝑑𝑥 + 𝑥 2 − 3 𝑑𝑦
𝜕𝑥 𝜕𝑦
Solution: We first calculate the first order partial derivatives of f at the origin.
𝑓 0+,0 − 𝑓(0,0) 𝑓 ,0 − 𝑓(0,0) 0−0
𝑓𝑥 0,0 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =0
→0 →0 →0
𝑓 0,0+ − 𝑓(0,0) 𝑓 0, − 𝑓(0,0) 0−0
𝑓𝑦 0,0 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 = 𝑙𝑖𝑚 =0
→0 →0 →0
𝑑𝑧 = 𝑓𝑥 0,0 ∆𝑥 + 𝑓𝑦 0,0 ∆𝑦 = 0
∆𝑥 2 − ∆𝑦 2 ∆𝑥 2 − ∆𝑦 2
Now, ∆𝑧 = ∆𝑥 ∆𝑦 − 0 = ∆𝑥 ∆𝑦
∆𝑥 2 + ∆𝑦 2 ∆𝑥 2 + ∆𝑦 2
∆𝑧−𝑑𝑧 ∆𝑥 2 − ∆𝑦 2 2 2
and = ∆𝑥 ∆𝑦 , where ∆𝜌 = ∆𝑥 + ∆𝑦
∆ρ ∆𝑥 2 + ∆𝑦 2 3/2
∆𝑧−𝑑𝑧
Let ∆𝑥 = 𝑟 𝑐𝑜𝑠𝜃 , ∆𝑦 = 𝑟 𝑠𝑖𝑛𝜃 . Therefore, = 𝑟 𝑐𝑜𝑠𝜃 𝑠𝑖𝑛𝜃. 𝑐𝑜𝑠2𝜃
∆𝜌
∆𝑧−𝑑𝑧
and = 𝑟 𝑠𝑖𝑛𝜃 𝑐𝑜𝑠𝜃. 𝑐𝑜𝑠2𝜃 ≤ 𝑟 as ∆𝑥, ∆𝑦 → 0,0 ; ∆𝜌 = 𝑟 → 0.
∆𝜌
∆𝑧−𝑑𝑧
This shows that lim = 0. Thus, 𝑓 𝑥, 𝑦 is differentiable at (0,0).
∆𝜌→0 ∆𝜌
Aliter:
∆𝑧−𝑑𝑧 1 ∆𝑥 3 ∆𝑦 −∆𝑥 ∆𝑦 3 ∆𝑦 3 ∆𝑥 ∆𝑥 3 ∆𝑦 ∆𝑥 ∆𝑦
= 2+ 2
=− 2+ 2
+ 2+ 2
= 𝜀1 + 𝜀2 ,
∆𝜌 ∆𝜌 ∆𝑥 ∆𝑦 ∆𝑥 ∆𝑦 ∆𝜌 ∆𝑥 ∆𝑦 ∆𝜌 ∆𝜌 ∆𝜌
∆𝑦 3 ∆𝑥 3
where 𝜀1 = − , 𝜀2 =
∆𝑥 2 + ∆𝑦 2 ∆𝑥 2 + ∆𝑦 2
∆𝑦 3 2 2
Notice that 𝜀1 = − ≤ ∆𝑦 ≤ ∆𝑥 + ∆𝑦 and
∆𝑥 2 + ∆𝑦 2
∆𝑥 3 2 2
𝜀2 = ≤ ∆𝑥 ≤ ∆𝑥 + ∆𝑦
∆𝑥 2 + ∆𝑦 2
𝑚𝑥 2 𝑚
Then 𝑓 𝑥, 𝑦 |𝑦=𝑚𝑥 = =
1+𝑚 2 𝑥2 1+𝑚 2
𝑚
Now, 𝑙𝑖𝑚 𝑓 𝑥, 𝑦 =
𝑥,𝑦 → 0,0 1+𝑚 2
𝑎𝑙𝑜𝑛𝑔 𝑦 =𝑚𝑥
and the limit does not exist by Two-Path Test. This shows that 𝑓 𝑥, 𝑦 is
discontinuous at (0, 0). Therefore 𝑓(𝑥, 𝑦) is not differentiable at (0, 0)
= + +
Given = + = ( , , )
Now, = + + ; = + +
= + −
= + + + + + + + −
= + + + 1− + + +
P1:
Now, = ! = ! !
; = ! − !
=− ! !
x2 − y2
, ( x , y ) ≠ ( 1 , − 1)
Show that function f ( x , y ) = x − y is continuous and
0 , ( x , y ) = ( 1 , − 1)
differentiable at , − .
Solution:
Continuity at ,−
We have, , = = + = 0 and
, → , , → , , → ,
1, −1 = 0
Partial derivatives at ,−
, ,
1, −1 = = = =1
→ → →
, ,
1, −1 = = = =1
→ → →
Differentiability at ,−
Now, , = = = , , ≠ 1, −1
and , = 1 when , = 1, −1
x3 + 2 y3
, ( x , y ) ≠ ( 0 ,0)
Show that function f ( x , y ) = x 2 + y 2
0 , ( x , y ) = ( 0 ,0)
i) is continuous at ,
Solution:
Continuity at ,
-
≤ 3 = 3* + < ,, whenever * + <
%
Partial derivatives at ,
6 4 5,4 76 4,4 574
1 0, 0 = lim = lim =1
5→4 5 5→4 5
Differentiability at ,
We have 9: = 1 0, 0 ∆ + 2 0, 0 ∆ = ∆ + 2∆
∆1 ∆2
∆: = ∆ ,∆ − 0, 0 =
∆1 " ∆2 "
∆<7=< ? ∆1 ∆2 ? ∆1.∆2 ∆2 ∆1
Therefore, = @ − ∆ + 2∆ A = @− A
∆> ∆> ∆1 " ∆2 " ∆> ∆1 " ∆2 "
∆2 " ∆1 ∆1 " ∆2
= C− " " D C∆> D
+C " " D C∆>D
∆1 ∆2 ∆1 ∆2
∆1 ∆2
= ,? C D + , C D,
∆> ∆>
∆2 " ∆1 "
where ,? = − , , =
∆1 " ∆2 " ∆1 " ∆2 "
Clearly, both lim ,? , lim , does not exist (by Two Path-Test).
∆1,∆2 → 4,4 ∆1,∆2 → 4,4
x3 − y3
, ( x , y ) ≠ ( 0 ,0 )
Show that function f ( x , y ) = x 2 + y 2
0 , ( x , y ) = ( 0 ,0 )
i) is continuous at ,
Solution:
Continuity at ,
| , − 0, 0 | = ! ! !
= | "
− " |
Partial derivatives at ,
5 364,3 5 3,3 4 3
0 0, 0 = lim = lim =1
4→3 4 4→3 4
5 3,364 5 3,3 4 3
1 0, 0 = lim = lim = −1
4→3 4 4→3 4
Differentiability at ,
We have 89 = 0 0, 0 ∆ + 1 0, 0 ∆ = ∆ − ∆
∆0 ∆1
∆9 = ∆ ,∆ − 0, 0 =
∆0 !6 ∆1 !
∆; <; ∆0.∆1 ∆0 ∆1
lD ? @= lim A C
0,1 → 3,3 ∆= 0,1 → 3,3 $ ∆0 ! 6 ∆1 ! &!
∆0.∆1 ∆0 ∆1
Notice that lim A C does not exist (by Two Path-Test).
∆0,∆1 → 3,3 $ ∆0 !6 ∆1 ! &!
Solution:
Partial derivatives at ,
, ,
0, 0 = lim = lim =1
→ →
, ,
0, 0 = lim = lim =1
→ →
Differentiability at ,
We have = 0, 0 ∆ + 0, 0 ∆ = ∆ + ∆
∆ = 0 + ∆ ,∆ − 0, 0 = ∆ ! + ∆ !
∆" #" % ∆ ∆
Therefore, = & ∆ ! + ∆ ! − ∆ − ∆ ' = (1 − *
∆$ ∆$ ∆ ) ∆ )
∆ ∆
Notice that +,- ) )
does not exists.
∆ ,∆ → , ∆ ∆
∆" #"
Hence, lim . / does not exist (by Two- Path Test)
∆$→ ∆$
xy 2
2 , ( x , y ) ≠ ( 0 ,0)
f ( x, y) = x + y 2
0 , ( x , y ) = ( 0 ,0 )
at , .
Solution:
Continuity at , :
We have
| , − 0, 0 | = =| |≤ + < ,
whenever + <
Therefore, lim , = 0, 0
, → ,
Hence, , is continuous at 0, 0 .
Partial derivatives at , :
, ,
0, 0 = lim = lim =0
→ →
, ,
0, 0 = lim = lim =0
→ →
Therefore,
∆$ %$ ' ∆ . ∆ ∆ . ∆
= (∆ )=* - .
∆& ∆& ∆ + ∆ ,
∆
∆ . ∆
Notice that, lim * - . does not exists (by
∆ ,∆ → , + ∆ ∆ ,
Two- Path-Test).
∆$ %$
Therefore, lim ( ∆&
) does not exist.
∆&→
xy
2 , ( x , y ) ≠ ( 0 ,0)
Show that function f ( x , y ) = x + y 2
0 , ( x , y ) = ( 0 ,0 )
is not differentiable at ,
Solution:
Partial derivatives at ,
, ,
0, 0 = lim = lim =0
→ →
, ,
0, 0 = lim = lim =0
→ →
Differentiability at ,
We have = 0, 0 ∆ + 0, 0 ∆ = 0
∆ .∆
∆ = ∆ ,∆ − 0, 0 =
∆ ∆
∆ ! ∆ .∆ ∆ .∆
Therefore, = " #=$ %
∆ ∆ ∆ ∆ ∆ ∆
∆ .∆
Notice that, &'( $ % does not exists (by Two –Path Test).
∆ ,∆ → , ∆ ∆
∆
Therefore, &'( $ % does not exist.
∆ → ∆
x3 − y 3
, ( x, y ) ≠ ( 0,0 )
a) f ( x, y ) = x 2 + y 2
0 , ( x, y ) = ( 0 ,0 )
x2 y
, ( x, y ) ≠ ( 0,0 )
b) f ( x, y ) = x 4 + y 2
0 , ( x, y ) = ( 0 ,0 )