Chaper11

Differentiability on n

11.1 Partial derivatives and Partial integrals Def:(Cartesian product )

Let E i be sets for i = 1,2 , ,n.

Define E1 E2 E n := {( x1,x 2 , ,xn ) | xi Ei for i = 1,2 , n} .

In particular, Ei = [ai ,bi ] ,

then E1 E 2 E n : = {( x1 ,x 2 , ,x n )|xi [ai ,bi ] for i = 1,2 , n} .

n Def. By a rectangle in we mean a Cartesian product of n closed, bounded interval. Def. An n-dimensional rectangle H = [a1 , b1 ] [a n , bn ] is called an n-dimensional cube with side s if | b j a j |= s for j=1,2,.n.

Def
Let f : {x1 } { x j 1 } [a,b] { x j+1 }{ x n } , x1 [a1 ,b1 ], , x j-1 [a j-1 ,b j-1 ], x j [a j +1 ,b j +1 ], , x n [a n ,bn ] be fixed.

We can define a function g : [ai ,bi ] given by g (t ) = f ( x1 , xi-1 ,t,xi +1 , ,x n ) for

t [a , b].

If g is integrable , the partial integral of f on [a,b] with repect to x j is given by

f ( x1 , ,xi-1 ,t,xi +1 , ,xn ) dt = g (t ) dt .

a

If g is differentiable at t 0 ( a ,b) , the partial integral of f at ( x1 , ,x j-1 ,t0 ,x j +1 , ,x n ) with

repect to x j is given by g ' (t 0 ), we write f ( x1 , ,x j-1 ,t0 ,x j +1 , ,xn ) x j = g ' (t0 ) .We also

denote
it by f x j ( x1 , ,xi-1 ,t0 ,xi +1 , x n ) .
Let a = ( x1 , ,x j-1 ,t0 ,x j +1 , x n ), ei = (0 , 0 , 1,0 , ,0).

Then

f ( x1 , ,x j-1 ,t0 ,x j +1 , ,xn ) xi

g ( t0 + h )-g (t 0 ) f ( a + hei )-f ( a ) = lim = lim h 0 h 0 h h

m Def. f : ( a1 ,b1 ) ( a n ,bn ) and f = ( f 1 ,f 2 , ,f m ), f j : V = ( a j ,b j ) for j =1, ,m . Let x1 , ,xi-1 ,xi +1 , ,x n be fixed

We defined g i (t ) = f x j ( x1 , ,x j-1 ,t,x j +1 , xn ) for t ( a j ,b j ).

Then we define the first-order partial derviatiove of f with respect to x j to be the vector valued

function
f f f , ,g m ) =( = ( g1 , ). xi x1 x m

Higher-order partial derivatives are defined by iteration. For example, f x x = x ( x ) for 1 i,j n is called the second partial j i
i j

derivate. Definition 11.1. Let V be an open set of n , f:V m and p N

(i) f C p if every partial derivatives of order p exist and continuous on V (ii) f C if f C p for p N

Theorem 11.2. Let V 2 and V is open.Suppose (a,b) V and f:V .

If f C 1 on V and if one of mixed second partial derivate exists on V and f is

continuous at (a,b), then the other mixed second partial derivative exists and
2 f 2 f ( a,b) = ( a,b) . x y y x

Proof. Suppose that f yx exists on V and is continuous at ( a,b)

Let ( h,k ) = f ( a + h,b + k ) - f ( a + h,b) - ( f ( a,b + k ) - f ( a,b)) for |h|,|k| < r , 2

where Br (a,b) V for sufficiently small r.

Define G ( y ) = f (a + h,y ) - f ( a,y ) G (b + k ) - G (b) = ( h,k )
' By M.V.T , G (b + k )-G ( b) = kG ( b + tk ) = k

f f ( a + h,b + tk )-k ( a,b + tk ) for some t y y

belongs to (0,1).
By M.V.T ,

s (0,1)
lim lim
k 0 h 0

( h,k ) = kh

f f 2 f ( ( a + sh,b + tk )) = hk ( a + sh,b + tk ) x y xy

f yx is continuous at ( a,b)

( h,k ) 2 f 2 f ( a,b) . = lim lim ( a + sh,b + tk ) = k 0 h 0 x y xy hk

f f ( a + uh,b + k ))-h ( a + uh,b) x x

On the other hand, by M.V.T

u (0,1)
lim lim
k 0 h 0

( h,k ) = h

(h,k) 1 f f 2 f = ( a,b) ( a + uh,b + k ) ( a + uh,b) = lim lim k 0 h 0 x y k x x hk

f x is continuous on Br (a,b)

Let h = 0,
Then 2 f 1 f f 2 f = lim ( ( a,b + k )( a,b)) = ( a,b) k 0 k yx x x xy

Example 11.3 Prove that

x2 y2 xy , ( x, y ) (0,0) , f ( x, y ) = x 2 + y 2 ( x, y ) = (0,0). 0,
2 2 is C 1 on , both mixed second partial derivatives of f exist on but the second-order partial derivative of f do not commute at (0,0).

Theorem 11.4 Let H = [a , b] [c, d ] be a rectangle and suppose that f : H is continuous.

f ( x , y )dx , then F is continuous on [c,d], i.e. If F ( y ) = a
b

y y0 a y [ c,d ]

lim f ( x, y)dx = lim f ( x, y)dx.

a y y0 y [c,d ]

Theorem 11.5. H = [a , b] [c, d ] be a rectangle and suppose that f : H . Suppose that f (, y ) is integrable on [a,b] for each y [c, d ] and that the partial derivative f y ( x , ) exists on [c,d] for each x [a , b]. If the two-variable function

f y ( , ) is continuous on H, then

d dy

f ( x , y )dx =

f ( x, y )dx. y