MATH 404 ANALYSIS II - SPRING 2009

SOLUTIONS to HOMEWORK 3

Problem 1. Show that if U ⊂ Rn and f : U → R, and if the partial derivatives

Dj f exist and are bounded on Bε (a) ⊂ U , then f is continuous at a.
Solution: Assume |Dj f (x)| < C for all x ∈ Bε (a) and 1 ≤ j ≤ n. Let h ∈ Rn

j
be such that |h| < ε. Define k0 = 0 and kj = i=1 hj ej for 1 ≤ j ≤ n. Then
a + +kj ∈ Bε (a). Then
 
 n 
 

|f (a + h) − f (a)| =  (f (a + kj ) − f (a + kj−1 )
j=1 
(1)
 n
≤ |f (a + kj−1 + hj ej ) − f (a + kj−1 )| .
j=1

If hj = 0, then f (a + kj−1 + hj ej ) − f (a + kj−1 ) = 0. For any 1 ≤ j ≤ n such

that hj = 0, let gj (t) = f (a + kj−1 + hj ej ) − f (a + kj−1 for t between 0 and
hj . Since Dj exists on Bε (a), gj is continuous on [0, hj ] if hj > 0 (or on [hj , 0] if
hj < 0) differentiable on (0, hj ) if hj > 0 (or on (hj , 0) if hj < 0). By the mean
value theorem, there is tj between 0 and hj so that gj (hj ) − g(0) = g
(tj )hj =
Dj (a + kj−1 + tj ej )hj . Abbreviating a∗j = a + kj−1 + tj ej , the right hand side of
(1) is equal to
n
 n n
     
Dj (a∗j )hj  = Dj (a∗j ) · |hj | ≤ C |hj | ≤ Cn |h| .
j=1 j=1 j=1

Consequently, f is continuous a.

Problem 2. Let f : R3 → R and g : R2 → R be differentiable. Let

F : R2 → R, F (x, y) = f (x, y, g(x, y)).

(a) Find DF in terms of the partial derivatives of f and g.

(b) If F (x, y) = 0 for all (x, y), find D1 g and D2 g in terms of partial derivatives
of f .
Solution: Denote by G : R2 → R3 the map defined by G(x, y) = (x, y, g(x, y)).
Then G is differentiable at each point (x, y) ∈ R2 (a) Note that F = f ◦G : R2 → R.
By the chain rule, DF (x, y) = Df (G(x, y))DG(x, y). That is, if p = (x, y) and
q = G(p) = (x, y, g(x, y)), then
 
    1 0
DF (p) = D1 F (p) D2 F (p) = D1 f (q) D2 f (q) D3 f (q)  0 1 
D1 g(p) D2 g(p)

 
= D1 f (q) + D3 f (q)D1 g(p) D2 f (q) + D3 f (q)D2 g(p) .
1
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(b) If F (x, y) = 0 for all (x, y), then DF (x, y) = 0 0 , and, in view of the above
identity,
0 = D1 f (q) + D3 f (q)D1 g(p) and 0 = D2 f (q) + D3 f (q)D2 g(p).
Hence
D1 f (x, y, g(x, y))) D2 f (x, y, g(x, y)))
D1 g(x, y) = − and D2 g(x, y) = − .
D3 f (x, y, g(x, y)) D3 f (x, y, g(x, y))
Problem 3.
(a) Let f : R → R be defined by
x2 sin(1/x) if x = 0,
f (x) =
0 if x = 0.
Show that f is differentiable at 0 but f
is not continuous at 0.
(b) Let g : R2 → R be defined by
1
(x2 + y 2 ) sin( √ ) if (x, y) = 0,
g(x, y) = x2 +y 2
0 if (x, y) = 0.
Show that g is differentiable at (0, 0) but Di g is not continuous at (0, 0).
Solution: (a) For x = 0, f
(x) = 2x sin(1/x) − cos(1/x) and at x = 0,
x2 sin(1/x)
f
(0) = lim = lim x sin(1/x) = 0.
x→0 x x→0

For xj = 1/(2πj) for j ≥ 1, we have xj → 0 and f
(xj ) = − cos(2πj) = −1. Hence

f
(xj ) → f
(0) so that f
is not continuous.
(b) We have
g(t, 0)
D1 g(0, 0) = lim = lim t sin(1/t) = 0
t→0 t t→0
g(0t)
D2 g(0, 0) = lim = lim t sin(1/t) = 0
t→0 t t→0

and for (x, y) = (0, 0),

x
D1 g(x, y) = 2x sin(1/ x2 + y 2 ) − cos(1/ x2 + y 2 )
x2 + y 2
y
D2 g(x, y) = 2y sin(1/ x2 + y 2 ) − cos(1/ x2 + y 2 ).
x + y2
2

√ √
Take (xj , yj ) = (1/(2 2πj), 1/(2 2πj). Then (xj , yj ) → (0, 0) and x2j + yj2 =
1/(2πj). So,
1 1
D1 f (xj , yj ) = − √ cos(2πj) = − √
2 2
1 1
D2 f (xj , yj ) = − √ cos(2πj) = − √ .
2 2
Consequently, D1 f and D2 f are not continuous at (0, 0). On the othere hand, g is
differentiable at (0, 0), then Dg(0, 0) = [0 0]. We calculate the limit
g(x, y) − g(0, 0) − 0 · x − 0 · y 1
lim = lim x2 + y 2 sin( ) = 0,
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 + y 2
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showing that g is differentiable at (0, 0).

Problem 4. Define f : R2 → R by
x2 arctan( yx ) − y 2 arctan( xy ) if xy = 0,
f (x) =
0 if xy = 0.
Show that D1 D2 f (0) = D2 D1 f (0).
Solution:
f (x, y) − f (0, y)
D1 f (0, y) = lim
x→0 x
y2
limx→0 x arctan xy − x arctan xy y = 0 −1 y = 0
= =
0 y=0 0 y=0
and similarly,
1 x = 0
D2 f (x, 0) =
0 x = 0.
Hence
D1 f (0, y) − D1 f (0, 0)
D2 D1 f (0, 0) = lim = −1
y→0 y
D2 f (x, 0) − D2 f (0, 0)
D1 D2 f (0, 0) = lim = 1.
x→0 y
Problem 5. Let g : R → R be of class C 2 . Show that
g(a + h) − 2g(a) + g(a − h)
lim = g

(a).
h→0 h2
Hint: Let f (x, y) = g(x+y). If h > 0 is small, let D(h) = [f (a/2+h/2, a/2+h/2)−
f (a/2 − h/2, a/2 + h/2)]− [f (a/2 +h/2, a/2 −h/2)− f (a/2− h/2, a/2− h/2)]. Argue
like in the proof of the theorem about mixed derivatives to show that D(h)/h2 →
D2 D1 f (a/2, a/2).
Solution: Let f (x, y) = g(x + y). Since (x, y) → x + y is of class C ∞ and g is of
class C 2 , the map f is of class C 2 .
D(h) := [f (a/2 + h/2, a/2 + h/2) − f (a/2 − h/2, a/2 + h/2)]
= −[f (a/2 + h/2, a/2 − h/2) − f (a/2 − h/2, a/2 − h/2)]
and
r(h) := f (a/2 + h/2, a/2 + t) − f (a/2 − h/2, a/2 + t).
So,
D(h) = r(h/2) − r(−h/2).
The function g is continuous on [−h2, h/2] and is differentiable on (−h/2, h/2). So,
applying the mean value theorem, there is s∗ ∈ (−h/2, h/2) so that
(2) D(h) = r
(s∗ )h = [D2 f (a/2 + h/2, a/2 + s∗ ) − D2 f (a/2 − h/2, a/2 + s∗ )]h.
The function t → D2 f (a/2 + t, a/2 + s∗ ) is continuous on −h/2, h/2] and differ-
entiable on (−h/2, h/2). So, applying again the mean value theorem , there is
t∗ ∈ (−h/2, h/2) for which the right side of (2) is equal to
D1 D2 f (a/2 + t∗ , a/2 + s∗ )h2 .
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Hence D(h) = D1 D2 f (a/2 + t∗ , a/2 + s∗ )h2 . On the other hand, D(h) = g(a + h) −
2g(a) + g(a − h) and D1 D2 f (a/2 + t∗ , a/2 + s∗ ) = g

(a + s∗ + t∗ ). Moreover, if
h → 0, then s∗ , t∗ → 0 so that
g(a + h) − 2g(a) + g(a − h) D(h)
= = D1 D2 f (a/2 + t∗ , a/2 + s∗ )
h2 h2
= g

(a + s∗ + t∗ ) → g

(a)
since g

is continuous.