I. The document discusses partial derivatives and differentiability in multiple dimensions. It defines a differentiable function f:D⊂R2→R as one whose graph can be approximated by a plane at every point, with an equation involving partial derivatives and increments.
II. It states that if a function is differentiable, then it is continuous, and if partial derivatives are continuous, the function is differentiable.
III. It provides examples of common differential equations like the heat, wave, and Laplace equations and verifies functions that satisfy them.
I. The document discusses partial derivatives and differentiability in multiple dimensions. It defines a differentiable function f:D⊂R2→R as one whose graph can be approximated by a plane at every point, with an equation involving partial derivatives and increments.
II. It states that if a function is differentiable, then it is continuous, and if partial derivatives are continuous, the function is differentiable.
III. It provides examples of common differential equations like the heat, wave, and Laplace equations and verifies functions that satisfy them.
I. The document discusses partial derivatives and differentiability in multiple dimensions. It defines a differentiable function f:D⊂R2→R as one whose graph can be approximated by a plane at every point, with an equation involving partial derivatives and increments.
II. It states that if a function is differentiable, then it is continuous, and if partial derivatives are continuous, the function is differentiable.
III. It provides examples of common differential equations like the heat, wave, and Laplace equations and verifies functions that satisfy them.
I. The document discusses partial derivatives and differentiability in multiple dimensions. It defines a differentiable function f:D⊂R2→R as one whose graph can be approximated by a plane at every point, with an equation involving partial derivatives and increments.
II. It states that if a function is differentiable, then it is continuous, and if partial derivatives are continuous, the function is differentiable.
III. It provides examples of common differential equations like the heat, wave, and Laplace equations and verifies functions that satisfy them.
Partial derivatives and differentiability (Sect. 14.
3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Partial derivatives and continuity
Recall: The following result holds for single variable functions. Theorem If the function f : R R is differentiable, then f is continuous.
Proof: h f (x + h) f (x) i lim [f (x + h) f (x)] = lim h, h0 h0 h lim [f (x + h) f (x)] = f 0 (x) lim h = 0.
h0
h0
That is, limh0 f (x + h) = f (x), so f is continuous.
Remark: However, the claim If fx (x, y ) and fy (x, y ) exist, then
f (x, y ) is continuous is false.
Partial derivatives and continuity
Theorem If the function f : R R is differentiable, then f is continuous.
Remark: I
This Theorem is not true for
the partial derivatives of a function f : R2 R.
z f x(0,0) = f y(0,0) = 0
f(x,y)
C2
There exist functions
f : R2 R such that fx (x0 , y0 ) and fy (x0 , y0 ) exist but f is not continuous at (x0 , y0 ).
C1
Remark: This is a bad property for a differentiable function.
Partial derivatives and continuity
Remark: Here is another discontinuous function at (0, 0) having partial derivatives at (0, 0).
Example (a) Show that f is not continuous at (0, 0); (b) Find fx (0, 0) and fy (0, 0), where
2xy f (x, y ) = x 2 + y 2
(x, y ) 6= (0, 0),
(x, y ) = (0, 0).
Solution: (a) Along x = 0, f (0, y ) = 0, so lim f (0, y ) = 0.
y 0
Along the path x = y , f (x, x) =
2x 2 2x 2
The Two-Path Theorem implies that
= 1, so lim f (x, x) = 1. x0
lim (x,y )(0,0)
f (x, y ) DNE.
Partial derivatives and continuity
Example (a) Show that f is not continuous at (0, 0); (b) Find fx (0, 0) and fy (0, 0), where Solution: Recall:
lim
2xy f (x, y ) = x 2 + y 2
(x, y ) 6= (0, 0),
(x, y ) = (0, 0).
f (x, y ) DNE.
(x,y )(0,0)
(b) The partial derivatives are defined at (0, 0).
1 1 f (0 + h, 0) f (0, 0) = lim 0 0] = 0. h0 h h0 h
fx (0, 0) = lim
1 1 f (0, 0 + h) f (0, 0) = lim 0 0] = 0. h0 h h0 h
fy (0, 0) = lim
Therefore, fx (0, 0) = fy (0, 0) = 0.
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Differentiable functions f : D R2 R z
Recall: A differentiable
L (x)
function f : R R at x0 must be approximated by a line L(x) by (x0 , f (x0 )) with slope f 0 (x0 ).
f (x 0 )
Line that approximates f (x) at x 0.
f (x)
x0
The equation of the tangent line is
L(x) = f 0 (x0 ) (x x0 ) + f (x0 ). The function f is approximated by the line L near x0 means f (x) = L(x) + 1 (x x0 ) with 1 (x) 0 as x x0 .
Remark: The graph of a differentiable function f : D R R is
approximated by a line at every point in D.
Differentiable functions f : D R2 R Remark: The idea to define differentiable functions: The graph of a differentiable function f : D R2 R is approximated by a plane at every point in D. z
f (x,y)
L(x,y)
z Plane that does not approximate f(x,y) near (0,0).
Plane that approximates f (x,y) at (x 0,y 0 )
L(x,y) f(x,y) 1
y (x 0,y 0 ) x Function f is differentiable at (x 0,y 0). (And in its whole domain.)
Function f is not differentiable ONLY at (0,0).
We will show next week that the equation of the plane L is
L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ).
Differentiable functions f : D R2 R Definition Given a function f : D R2 R and an interior point (x0 , y0 ) in D, let L be the linear function L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ). The function f is called differentiable at (x0 , y0 ) iff the function f is approximated by the linear function L near (x0 , y0 ), that is, f (x, y ) = L(x, y ) + 1 (x x0 ) + 2 (y y0 ) where the functions 1 and 2 0 as (x, y ) (x0 , y0 ). The function f is differentiable iff f is differentiable at every interior point of D.
Differentiable functions f : D R2 R Remark: Recalling the linear function L given above, L(x, y ) = fx (x0 , y0 ) (x x0 ) + fy (x0 , y0 ) (y y0 ) + f (x0 , y0 ), an equivalent expression for f being differentiable, f (x, y ) = L(x, y ) + 1 (x x0 ) + 2 (y y0 ), is the following: Denote z = f (x, y ) and z0 = f (x0 , y0 ), and introduce the increments z = (z z0 ),
y = (y y0 ),
x = (x x0 );
then, the equation above is
z = fx (x0 , y0 ) x + fy (x0 , y0 ) y + 1 x + 2 y . (Equation used in the textbook to define a differentiable function.)
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
Differentiability and continuity
Remark: We will show in Sect. 14.6 that the graph of a differentiable function f : D R2 R is approximated by a plane at every point in D.
f (x,y)
L(x,y)
Plane that approximates f (x,y) at (x 0,y 0 )
y (x 0,y 0 )
x Function f is differentiable at (x 0,y 0). (And in its whole domain.)
Theorem If a function f : D R2 R is differentiable, then f is continuous.
Remark: A simple sufficient condition on a function
f : D R2 R guarantees that f is differentiable.
Theorem If the partial derivatives fx and fy of a function f : D R2 R are continuous in an open region R D, then f is differentiable in R.
Partial derivatives and differentiability (Sect. 14.3)
Partial derivatives and continuity.
Differentiable functions f : D R2 R.
Differentiability and continuity.
A primer on differential equations.
A primer on differential equations
Remark: A differential equation is an equation where the unknown is a function and the function together with its derivatives appear in the equation.
Example Given a constant k R, find all solutions f : R R to the differential equation f 0 (x) = k f (x). Solution: Multiply by e kx the equation above f 0 (x) kf (x) = 0. The result is f 0 (x) e kx f (x) ke kx = 0.
0 The left-hand side is a total derivative, f (x) e kx = 0. The solution of the equation above is f (x)e kx = c, with c R. Therefore, f (x) = c e kx .
A primer on differential equations
Remark: Often in physical applications appear three differential equations for functions f : D Rn R, with n = 2, 3, 4. I
The Laplace equation: (Gravitation, electrostatics.)
fxx + fyy + fzz = 0.
The Heat equation: (Heat propagation, diffusion.)
ft = k fxx + fyy + fzz .
The Wave equation: (Light, sound, gravitation.)
ftt = v fxx + fyy + fzz .
A primer on differential equations
Example Verify that the function T (t, x) = e 4t sin(2x) satisfies the one-space dimensional heat equation Tt = Txx . Solution: We first compute Tt , Tt = 4e t sin(2x). Now compute Txx , Tx = 2e t cos(2x)
We conclude that Tt = Txx .
Txx = 4e t sin(2x)
A primer on differential equations
Example 1 satisfies the Laplace Verify that f (x, y , z) = p 2 2 2 x +y +z equation : fxx + fyy + fzz = 0. x . Then, x 2 + y 2 + z 2 )3/2 3 2x 2 1 fxx = 2 + . x + y 2 + z 2 )3/2 2 x 2 + y 2 + z 2 )5/2 p 1 3x 2 2 2 2 Denote r = x + y + z , then fxx = 3 + 5 . r r 2 1 3y 1 3z 2 Analogously, fyy = 3 + 5 , and fzz = 3 + 5 . Then, r r r r Solution: Recall: fx =
fxx + fyy + fzz
3r 2 3 3(x 2 + y 2 + z 2 ) 3 = 3 + 5 = 0. = 3 + r r r r5
We conclude that fxx + fyy + fzz = 0.
A primer on differential equations
Example Verify that the function f (t, x) = (vt x)3 , with v R, satisfies the one-space dimensional wave equation ftt = v 2 fxx . Solution: We first compute ftt , ft = 3v (vt x)2
ftt = 6v 2 (vt x).
Now compute fxx ,
fx = 3(vt x)2
fxx = 6(vt x).
Since v 2 fxx = 6v 2 (vt x), then ftt = v 2 fxx .
A primer on differential equations
Example Given any v R and any twice continuously differentiable function u : R R, verify that f (t, x) = u(vt x), satisfies the one-space dimensional wave equation ftt = v 2 fxx . Solution: We first compute ftt , ft = v u 0 (vt x)
ftt = v 2 u 00 (vt x).
Now compute fxx ,
fx = u 0 (vt x)2
fxx = u 00 (vt x).
Since v 2 fxx = v 2 u 00 (vt x), then ftt = v 2 fxx .
