Exercises on the differentiability of functions in two variables
1. Overview of differentiability of functions of two variables
Section 1.
We discuss two standard exercises on differentiability and non differentiability of real functions of real variables.
Section 2.
We list the definitions of the functions discussed in all the exercises that can be found in the text document that the reader can browse or download in the download section.
Section 3.
The reader can download the text document in the download section.
Section 4.
The reader can find information about web based material in the
information section about links and search material .
1. Examples of exercises
Two completely solved exercises
Exercise 1
Discuss the
continuity,
partial derivatives,
directional derivatives,
differentiability,
continuity of the partial derivatives
of the following function in .
Solution
1. Continuity of the function
We investigate continuity with an
- approach.
We take an arbitrary and we have to prove that
The problem is now to find a
such that if it
follows that
is valid.
When applying our function definition, we have then the following
statements. Try to find a such that if , we
have that
We are looking for a function that is larger then or
equal to the left hand side of this last inequality. This function
has to have the property that it can be made smaller
then by carefully manipulating the value
This is sufficient for our continuity proof.
It is sufficient to take . We can find a
,
so we conclude that the function is continuous.
2. Partial derivatives
Discussion of the partial derivative to
x in f(x, y)
We observe then that
So
So the partial derivative to does exist.
Discussion of the partial derivative to
y in f(x, y)
We observe that
So
So the partial derivative to does exist.
We conclude that
3. Directional derivatives
Discussion of the directional derivatives in .
Let be a normalised direction vector. So it has length
, this means that . Then the
directional derivative in in the direction ,
notation is by definition
The classical partial derivatives are of course also directional
derivatives in the directions and
.
In the case of our function we have to calculate
We have used that is a normal vector and so .
So the directional derivatives do always exist.
4. Differentiability
Some preliminary visual tests
Before setting out to do an investigation of the differentiability,
let us take the liberty to do a few visual checks. Maybe these
figures can make us doubtful about the differentiability. Because we
do not rely on purely visual proofs, we will then continue our
reasoning as if we did not perform these visual
checks.
The partial derivatives exist and all other directional derivatives
exist. The function is also continuous. So it can be useful to show
the function and its candidate tangent plane in in order
to see what is going on.
We perform now our second visual check. We can take a look at it in
another way. We have calculated all the directional derivatives and
we know that if the function is differentiable, then the following
vectors must lie in one plane, which is
the tangent plane if the function is differentiable. So let us
visually check that these
vectors are coplanar.
Defining the quotient function
We are going to define the quotient for this function.
We define the quotient function, notation in as
Remark that this quotient is the two variable equivalent
of the one variable quotient
So please do not confuse this with , which
is commonly called the differential quotient!
If
then the function is by definition differentiable in
.
So we have to prove that the function
is continuous in .
Discussion of the continuity of
q(h,k)
in
(0,0)
We restrict the function to the continuous curves with
equations . We observe then that
We see that these restricted functions have no limits. But if is continuous, all these limit values should be .
So this function is not continuous in .
The function is not differentiable in .
5. Discussion of the continuity of the partial derivatives
It is in this context useless to talk about an alternative proof
for differentiability because the function is not differentiable.
So this section is irrelevant.
6. Overview and summary
continuity
yes
partial derivatives exist
yes
all directional derivatives exist
yes
differentiable
no
partials are continuous
irrelevant
7. One step further
Possible further investigations
We have used in the calculations for differentiability that we had some magical curves
which behaved very strangely when mapped by to the -direction.
We want to see what is going on with these curves. Let us define the 3-dimensional curve in parametric form that projects in the -plane to our curve :
This curve lies completely in the surface defined by the function. It is clear that the tangent vector lies in the tangent plane if the function
is differentiable. Now we had a candidate tangent plane, we draw that and see what is going
on with the tangent vector
We also know that the candidate tangent plane is the only possible tangent plane because it
takes care of a good fit in the -direction and the -direction, which is the absolute minimum
that a tangent plane must do.
So if , then we have the tangent vector
If , this leaves us with the tangent vector . We will see that
this vector does not lie in the tangent plane. So we see once again that the candidate
tangent plane is not a real tangent plane. Please consult the figure of this situation.
7. Alternative proof for the non differentiability
Suppose that we already met in the course the differentiation rule of the
composition of two differentiable functions. This is also called the
chain rule. Then we have proven the following. If the function
is differentiable in , then the directional derivative can
be calculated as follows.
Important remark. This formula is only valid if the
function is differentiable. One of the most common mistakes
is that one uses this formula in the case of non differentiability.
It seems to be easy to calculate quickly the partial derivatives
if they exist and then use this formula.
We have calculated the directional derivatives and we saw that
and this is certainly not the linear function in and
which we should have in the case of differentiability.
So we conclude again with this alternative proof
that the function is not differentiable.
8. Behaviour of the gradient
We know that if a function has continuous partial derivatives, then the function
must be differentiable. It follows that if a function is not differentiable, then the gradient
of the function, if it exists, cannot be continuous. The vector field defined by the gradient must behave
in the case of non differentiability quite peculiarly. So it can be interesting to take
a look at the gradient vector field.
Exercise 2
Discuss the
continuity,
partial derivatives,
directional derivatives,
differentiability,
continuity of the partial derivatives
of the following function in .
Solution
1. Continuity of the function
We investigate continuity with an
- approach.
We take an arbitrary and we have to prove that .
The problem is now to find a such that if it follows that
is valid.
When applying our function definition, we have then the following statements. Try to
find
a such that if , we
have that
We are looking for a function that is larger then or equal to the left hand
side of this last inequality. This function has to have the property
that it can be made smaller then by carefully manipulating
the value
This is sufficient for our continuity proof.
It is sufficient to take . We can find a ,
so we conclude that the function is continuous.
2. Partial derivatives
Discussion of the partial derivative of
f(x,y)
in x
We observe then that
So
So the partial derivative to does exist.
Discussion of the partial derivative of
f(x,y)
in x
We observe that
So
So the partial derivative to does exist.
We conclude that
3. Directional derivatives
Discussion of the directional derivatives in
(0,0)
Let be a normalised direction vector. So it has length , this means
that . Then the directional derivative in in the
direction ,
notation is by definition
The classical partial derivatives are of course also directional derivatives in the directions and
.
In the case of our function we have to calculate the following limit
So the directional derivatives do always exist.
4. Differentiability
Some preliminary visual tests
The function is continuous and all directional derivatives exist, so there is a possibility that this
function is differentiable.
Before setting out to do an investigation of the differentiability, let us take the liberty to do a
few visual checks based on the calculations that we have performed until now. Maybe these figures can make us doubtful about the differentiability. Because
we do not rely on purely visual proofs, we will then continue our reasoning as if we did not perform these visual
checks.
The partial derivatives exist and all other directional derivatives exist.
The function is also continuous.
So it
can be useful to show the function and its candidate tangent plane in
in order
to see what is going on.
We perform now our second visual check. We can take a look at it in another way. We have calculated all the directional derivatives
and we know that if the function is differentiable, then the following vectors must lie in
one plane, which is the tangent plane if the function is differentiable. So let us visually check that these
vectors are coplanar.
We are going to define the quotient for this function
We define the quotient function, notation in as
Remark that this quotient is the two variable equivalent
of the one variable quotient
So please do not confuse this with
, which is commonly called the
differential quotient! To avoid any misunderstandings
we call our from now on the quotient, notation
and not the differential quotient.
If
then the function is by definition differentiable in .
So we have to prove that the function
is continuous in .
Discussion of the continuity of
q(h,k) in
(0,0)
We investigate continuity with an
- approach.
We take an arbitrary and we have to prove that
.
The problem is now to find a such that if
it follows that
is valid.
When applying our function definition, we have then the following statements. Try to
find
a such that if , we
have that
We are looking for a function that is larger then or equal to the left hand
side of this last inequality. This function has to have the property
that it can be made smaller then by carefully manipulating the value
This is sufficient for our continuity proof.
It is sufficient to take . We can find a ,
so we conclude that the function is continuous. The function
is differentiable.
5. Continuity of the partial derivatives
Discussion of the continuity of the partial derivatives
We are looking for an alternative proof for the differentiability.
If both the partial derivative derivatives are continuous, then we
have an alternative proof of the existence of the derivative.
The condition that both of the partial derivatives are continuous is
in fact too strong in the sense that it is not equivalent with differentiability only.
But this criterion is in fact used by many instructors and textbooks, so
it is interesting to take a look at it.
We know that the partial derivative to exists and is equal to
We want to see if it is continuous or not.
Discussion of the continuity of the partial derivative
of f(x,y)
to x
We investigate continuity with an
- approach.
We take an arbitrary and we have to prove that the inequality
holds under certain conditions.
The problem is now to find a such that if
it follows that
is valid.
When applying our function definition, we have then the following statements. Try to
find
a such that if
, we
have that
We are looking for a function that is larger then or equal to the left hand
side of this last inequality. This function has to have the property
that it can be made smaller then by carefully manipulating the value
This is sufficient for our continuity proof.
It is sufficient to take . We can find a ,
so we conclude that the function is continuous.
Discussion of the continuity of the partial derivative
of f(x,y)
to y
By the symmetries in the function definition, we could argue on
the basis of
geometric arguments that the partial derivative to is also
continuous. But we will give again a proof based on calculations.
We know that the partial derivative to exists and is equal to
We want to see if it is continuous or not.
Discussion of the continuity in (0,0)
We investigate continuity with an
- approach.
We take an arbitrary and we have to prove the inequality
.
The problem is now to find a such that if the inequality
holds, then it follows that
is valid.
When applying our function definition, we have then the following statements. Try to
find
a such that if , we
have that
We are looking for a function that is larger then or equal to the left hand
side of this last inequality. This function has to have the property
that it can be made smaller then by carefully manipulating the value
This is sufficient for our continuity proof.
It is sufficient to take . We can find a ,
so we conclude that the function is continuous.
6. Overview and summary
continuity
yes
partial derivatives exist
yes
all directional derivatives exist
yes
differentiable
yes
partials are continuous
yes
7. One step further
Possible further investigations
We want to know if this function is further uneventful from the point of view
of differentiability. Let us take a look at the second order partial derivative
Let us take a look of a three dimensional plot of this partial derivative to of the function.
3. List of exercises
We collected all exercises in the following table. The reader can read
the solution in the text that can be downloaded.
Exercise 1.
Exercise 2.
Exercise 3.
Exercise 4.
Exercise 5.
Exercise 6.
Exercise 7.
Exercise 8.
Exercise 9.
Exercise 10.
Exercise 11.
Exercise 12.
Exercise 13
Exercise 14.
Exercise 15.
Exercise 16.
Exercise 17.
Exercise 18.
Exercise 19.
Exercise 20.
Exercise 21.
Exercise 22.
Exercise 23.
Exercise 24.
Exercise 25.
Exercise 26.
Exercise 27.
Exercise 28.
Exercise 29.
Exercise 30.
Exercise 31.
Exercise 32.
Exercise 33.
Exercise 34.
Exercise 35.
Exercise 36.
Exercise 37.
Exercise 38.
Exercise 39.
Exercise 40.
Exercise 41.
Exercise 42.
Exercise 43.
Exercise 44.
Exercise 45.
Exercise 46.
Exercise 47.
Exercise 48.
Exercise 49.
Exercise 50.
Exercise 51.
Exercise 52.
Exercise 53.
Exercise 54.
Exercise 55.
Exercise 56.
Exercise 57.
Exercise 58.
Exercise 59.
Exercise 60.
Exercise 61.
Exercise 62.
Exercise 63.
Exercise 64.
Exercise 65.
Exercise 66.
Exercise 67.
Exercise 68.
Exercise 69.
Exercise 70.
Exercise 71.
Exercise 72.
Exercise 73.
Exercise 74.
Exercise 75.
Exercise 76.
Exercise 77.
Exercise 78.
The exercises marked in the table with “See below” are listed here.
There are lots of websites that talk about the differentiability of
functions of two variables. We give some suggestions for search
strings in our favourite search engine. Just copy the following
search strings to the right place in your browser.
If we just want general information:
differentiability in two variables
If we want information about the subject in the site
stackexchange.
differentiability in two variables site:stackexchange.com
If we want information about the subject in the site
google books.
books.google.com/advanced_book_search
Wikipedia is as always a very good site for
mathematical information and is always a good starting point for more information.
differentiability in two variables site:wikipedia.org
If we want some information in .pdf format, then a good
search string is