304

Chapter 6
DIFFERENTIABLE MAPPINGS
In this chapter we will generalize the notion of derivability
known from high school for several variable functions. The notion of
differentiability which we will study here will allow us to approximate
the value of a function in a certain point with the value of a
polynomial of first degree in that point, improving the known results
from the continuous functions.
We remind that if f : Ac IR
p
! IR is continuous in A a e ,
then there exists a neighbourhood U!V
a
for which ( ) ) (a f x f ~ for
A U x e (approximation with a constant). Here we will show that,
in some conditions, there is a first-degree polynomial of p variables
T
1
for which ( ) ( ) x T x f
1
~ , A U x e .
1. PARTIAL DERIVATIVES
Definition 1. Let AcIR
p
. A point a!A is named interior point
of the set A if there exists a sphere with the centre in a included in A,
i.e.
0 r > - such that ( ) A a,r S c .
The set of the interior points of the set A is named the interior of the
set A and is denoted or Int A.

Remark 1. The set Ac IR
p
is open if and only if A=. Indeed,
if z is open, then for any a!A there exists 0 > r so that ( ) A a,r S c ,
hence a is an interior point and consequently c A ; from definition
1 results that "A, hence A=. Conversely, if =A, then for any a!A
there exists 0 > r so that ( ) A a,r S c , hence A is an open set.

Remark 2. The interior of the set A is the largest open set
included in A; therefore if G is an open set included in A then G" .

Example 1. Let A={(x,y,z)! IR
3
| x,y,z ! 0, x
2
+y
2
+z
2
" 1}.
id27542109 pdfMachine by Broadgun Software - a great PDF writer! - a great PDF creator! - http://www.pdfmachine.com http://www.broadgun.com

305

Then ={(x,y,z) e IR
3
| x,y,z > 0, x
2
+y
2
+z
2
< 1}.
Proposition 1. If Ac IR
p
then A' c .

Proof. Let e a . According to definition 1 results that there
exists r>0 so that ( ) A a,r S c ; then ( ) { }= a A\ a,r S , hencea is an
accumulation point of the set A.

Corollary. If a! then there exists ( ) { } a A\ x
n
c so that
a x
n
n
=

lim . This affirmation results from proposition 1 and
proposition 5 from chapter 5.

Definition 2. Let f : A c IR
p
IR
q
be a function and
{ }
p p
,...,e e B
1
= respectively { }
q q
e ,..., e B ' ' =
1
the canonical bases of the
linear spaces IR
p,
respectively IR
q
. We say that the function f is
partially derivable according to x
i
(where { } ,...,p , i 2 1 e ) in the point
ae if exists:
e +
e

f(a)] ) te [f(a
t
i
IR t
t
1
lim
0
IR
q
. (*)
This limit is named the partial derivative of the function f
according to (with respect to, or shortly, w.r.t) x
i
in the point a and is
denoted
( ) a
x
f
i
c
c
or ( ) a f
i
x
' .
If f has a partial derivative according to every variable we say that f
is partially derivable in a. If A= and f is partially derivable according
to x
i
in any point a!A we say that f is partially derivable according to
x
i
(on A); in this case the function:
(a) f , a :A f
x
f
i i
x x
i
' ' =
c
c
!
q
IR
is named partial derivative of the function f according to x
i
. If f is
continuous on A, partially derivable according to x
i
in any point a!A
we say that f is of class C
1
on A and we write (A) C f
1
e .
Remark 1. If a!, then exists 0 > r so that ( ) A a,r S c ; in this
case for A te r, a t
i
e + < , then the problem of determining the
partial derivative from (*) has sense.

306


Remark 2. In case ( ) ( ) ( ) | | a f t a f
t
a
x
f
, p
t
+ =
c
c
=

1
lim 1
0
, or,
denoting x=a+t,
( )
( ) ( )
a x
a f x f
a
x
f
a x

=
c
c

lim
;
then in the case of the functions with a single variable the partial
derivative coincides with the derivative and we will keep the
notations from high-school: ( ) ( ) a
dx
df
a f = ' .
In case p=2, if ( )e a,b c IR
2
:
( ) ( ) ( ) ( ) | | = + = '

a,b f ) , t a,b f(
t
a,b f
t
x
0 1
1
lim
0
( ) ( ) | |
t a x t
a,b f t,b a f
t
+ =
= +
1
lim
0
( ) ( )
a x
a,b f x,b f

a x

lim
and, analogously
( )
( ) ( )
b y
a,b f a,y f
a,b f
b y
y

= '

lim
.


Remark 3. If ( )
q
,...,f f f
1
= , and a!, then according to
proposition 1, ( ) A' ,...,a a a
p
e =
1
, and from theorem 7 (chapter 5) it
results that f is partially derivable if and only if the q scalar
components have partial derivatives in a; also:
( ) ( ) ( )
|
|
.
|

\
|
c
c
c
c
=
c
c
a
x
f
,..., a
x
f
a
x
f
i
q
i i
1
.
If we denote
i i
te a x + = then 0 t if and only if
i i
a x and:
( )
( ) ( )
i i
p j p i i i j
a x
i
j
a x
,...,a a f ,...,a ,a ,x ,...,a a f
a
x
f
i i

=
c
c
+

1 1 1 1
lim .
Therefore, the partial derivative of the function f
j
in a is the derivative
of the partial function according to x
i
, namely the derivative of a
single variable function. Consequently from the partially derivability
of the function f in a results its partial continuity in a. The partially
derivability, when 1 > p , doesnt imply the continuity, as in the
following example.

307


Example 2. The function:
f : IR
2
IR, ( )

+ =
0
2 2
y x
xy
x,y f
0 ,
0 ,
2 2
= =
= +
y x
y x

is discontinuous in (0,0) (see example 26, chapter 5) but is partial
derivable, because:
( )
( ) ( )
0
0 0 0
lim 0 0
0
=

= '

x
, f x, f
, f
x
x

and
( )
( )
( )
( )
( )
( ) ( ). , x,y ,
y x
x y y
y x
y x y x y
x,y f
x
0 0
2
2
2 2
2 2
2
2 2
2 2 2
=
+

=
+
+
= ' for
Then
( )
( )
( )

=
c
c
0
2
2 2
2 2
y x
x y y
x,y
x
f
if
if
0
0
2 2
= =
= +
y x
y x
,
and analogously
( )
( )
( )

=
c
c
0
2
2 2
2 2
y x
y x x
x,y
y
f
. y ,x
y ,x
0
0
2 2
= =
= +


Therefore f#C
0
(IR
2
) and consequently
1
C f e (IR
2
).

Example 3. Let
( ) ( ) = , , f:A 2 0 0 IR
2
, ( ) ( ) $ $ $ sin cos , , f = .
Certainly ( ) A C f
0
e . Because ( ) ( ) $ $ $ sin cos , , f

= ' and
( ) ( ) $ $ $
$
cos sin , , f = ' it results that ( ) A C f , f

0
e ' '
$
. Therefore
( ) A C f
1
e .


Definition 3. Let f : Ac IR
p
IR
q
and a!. If f is partially
derivable according to x
i
on sphere S( ) A a,r c , (i.e.
( ) ( ) ) a,r S x , x f
i
x
e ' - and
i
x
f ' is partially derivable according to x
j
in a

308

we say f is partially derivable two times according to x
i
and x
j
, hence
exists:
( ) ( ) e
(

+
c
c

a f te a
x
f
t
j
i
t
1
lim
0
IR
q
.
We denote this limit (if exists) with
( ) a f
j i
x x
' ' or ( ) a
x x
f
j i
c c
c
2

and we call it the partial derivative of second order (derivative II) of
the function f according x
i
and x
j
in a. If i%j then ( ) a
x x
f
j i
c c
c
2
and
( ) a
x x
f
i j
c c
c
2
are called mixed derivatives according to x
i
and x
j
in a.
If i=j we call the derivative II according to x
i
and x
j
the partial
derivative of second order (or derivative II) according to x
i
in a and
we denote
( ) a
x
f
i
2
2
c
c
, or ( ) a f
i
x
2
' ' .
Analogously we define the derivatives of higher order. If A=,
f is continuous and admits partial derivatives of any order n h s ,
continuous on A we say f is of class C
n
on A and we write
( ) A C f
n
e .
If ( ) A C f
n
e for any neIN we say f is of class C
&
on

A and we
write ( ) A C f

e .
The partial derivative of order n according to x
i
(if exists) is
denoted
n
i
n
x
f
c
c
, or
( ) n
x
n
i
f ,
and the partial derivative of order m according to x
j
(if exists) for the
function
( ) n
x
n
i
f we denote:

m
j
n
i
m n
x x
f
c c
c
+
or
( ) m n
x x
m
j
n
i
f
+
.


309

Remark. For the single variable function derivable n times it
is known, from high school, the derivation formula of the product
(Leibniz Formula):
( )
( )
( ) ( ) k k n
n
k
k
n
n
v u C v u

=

=
0
,
where, from derivative of order 0, i.e. u
(0)
, of the function u (or v) we
understand function u (respectively v). As the partial derivatives are,
actually, the derivatives of the partial functions, therefore derivatives
of the single variable functions, results that the Leibniz formula is
valid for products of scalar functions of several variables as well.

Example 4. Let us compute
6 7
13
y x
f
c c
c
for the function
( ) ( )
y x
e y x x,y f
+
= .
Calculate first
( ) 7
7
x
f using Leibniz formula:
( ) ( )
( )
( )
( )
= =
c
c
+

k
x
y x
k
x
k
k
k
k
e y x C x,y
x
f
7
7
0
7
7
7
7

( ) ( ) 7
6
7
7
7
+ = + =
+ + +
y x e e C e y x C
y x y x y x
.
Then:

( ) ( ) ( )
( )
( )
( )
= + =
|
|
.
|

\
|
c
c
c
c
=
c c
c
+
=

k
y
k
y
y x
k
k
k
k y x e C x,y
x
f
y
x,y
y x
f
7
6
6
0
6
7
7
6
6
6 7
13
6

( ) ( ) ( ) 1 1 7
1
6
0
6
+ = + + =
+ + +
y x e e C y x e C
y x y x y x
.

Example 5. Let us calculate the mixed derivatives of second
order for the function:
f : IR
2
IR ( )

+ =
0
2 2
3
y x
y x
x,y ,f
0
0
2 2
= =
= +
y ,x
y ,x
.
For ( ) ( ) 0 0, x,y = we have:

( )
( )
( ) ( )
2
2 2
3 2 4
2
2 2
4 2 2 2
3 2 3
y x
y x y x
y x
y x y x y x
x,y f
x
+
+
=
+
+
= '

310

and
( ) ( ) ( )
( )( ) ( )( )
( )
=
+
+ + + +
= ' = ' '
4
2 2
3 2 4 2 2
2
2 2 2 2 4
3 4 9
y x
y x y x y x y y x y x x
x,y f x,y f
/
y x xy

( )
3
2 2
4 2 2 4 6
3 6
y x
y x y x x
+
+
= ;
analogously:
( )
( )
( ) ( )
2
2 2
2 3 5
2
2 2
2 3 2 2 3
2
y x
y x x
y x
y x y x x
x,y f
'
y
+

=
+
+
=
and
( )
( )( ) ( )( )
( )
( ) x,y f
y x
y x x y x x y x y x x
x,y f
xy yx
' ' =
+
+ +
= ' '
4
2 2
2 3 5 2 2
2
2 2 2 2 4
4 3 5
.
For ( ) ( ) 0 0, x,y = :
( )
( ) ( )
0
0 0 0
lim 0 0
0
=

= '

x
, f x, f
, f
x
x

and
( )
( ) ( )
0
0 0 0
lim
0 0
0
=
' '
= ' '
y
, f ,y f
, f
x x
y
xy
,
( )
( ) ( )
0
0 , 0 , 0
lim 0 , 0
0
=

= '

y
f y f
f
y
y

and
( )
( ) ( )
1
lim
0 , 0 0 ,
lim
0 , 0
0 0
= =
'
= ' '
x
x
x
f x f
f
x
y
x
yx
.
Then:
x y
f
y x
f
c c
c
=
c c
c
2 2
.

We remark that, if we pass to polar coordinates
$ ' $ ' sin , cos = = y x , then: ( ) ( ) 0 0 , 0 , ' y x
and ( ) 0 , 0
2
s s ' y x f ; hence ( ) ( ) 0 , 0 0 , lim
0 ,
f y x f
y x
= =

, therefore
0
C f e ( IR
2
); moreover:
( ) 0 4 , 0
'
s s ' y x f
x
, hence
0
C f
x
e ' ( IR
2
) and

311

( ) 0 2 , 0 s ' s ' y x f
y
, hence
0
C f
y
e ' ( IR
2
).
But for mixed derivatives
( ) ( )
( )
( ) y x f
m
m m
mx x f y x f
yx
mx y
x
xy
x
xy
mx y
x
, lim
1
3 6 1
, lim , lim
0
3
2
4 2
0 0
' ' =
+
+
= ' ' = ' '
=

=

,
hence doesnt exist limit in origin, namely (0,0) is a point of
discontinuity of the mixed derivatives; consequently ) (
2 2
IR C f e .

As following, we will show that the functions of class C
2
have
the mixed derivatives equal. For simplifying the notations we will
show this property for 2 = p and 1 = q in general hypothesis.

Theorem 1. (Schwarz) Let f : A c IR
2
IR and ( )e b a, . If
there exists an open neighbourhood V!V
(a,b)
, there exists the partial
derivatives ( ) ( ) ( ) y x f y x f y x f
xy y x
, , , , , ' ' ' ' for any ( ) V y x e , , and
xy
f ' ' is
continuous in ( ) b a, , then there exists ( ) b a f
yx
,
' '
and
( ) ( ) b a f b a f
yx xy
, , ' ' = ' ' .

Proof. Let h, ke IR
*
so that ( ) V k b h a e + + , and

( ) ( ) ( ) ( ) ( ) b a f k b a f b h a f k b h a f k h F , , , , , + + + + + = (1)

If we denote ( ) ( ) ( ) y x f k y x f y x g , , , + = , then:

( ) ( ) ( ) b a g b h a g k h F , , , + = .

With respect to the definition of function g it results that:

( ) ( ) k b h a f hk k h F
xy
( ( ' + + ' = , , (2)

But
xy
f ' ' is continuous in (a,b), hence the function

( ) ( ) ( ) b a f k b h a f k h
xy xy
, , , ' ' ' + + ' ' = ( ( ) (3)

has, in the origin, the limit:

312


( ) 0 , lim
0 ,
=

k h
k h
) . (4)
Let
( ) ( ) k h h
k
, lim
0
) *

= . (5)

Certainly, from (4) and (5) results that:

( ) 0 lim
0
=

h
h
* . (6)
Multiplying the equality (1) with
k
1
, replacing ( ) k h F , from (2) and
( ) k b h a f
xy
( ( ' + + ' ' , form (3) we obtain:
( ) ( ) ( ) ( ) | | + + + = + ' ' b h a f k b h a f
k
k h h b a f h
xy
, ,
1
, , )
( ) ( ) | | b a f k b a f
k
, ,
1
+ (7)

Because on V there exists the partial derivative
y
f ' , passing to the
limit when 0 k in (7) and considering (5) we have:

( ) ( ) ( ) ( ) b a f b h a f h h b a f h
y y xy
, , , ' + ' = + ' ' * ,
or:
( ) ( ) | | ( ) ( ) h b a f h a f b h a f
h
xy y y
* + ' ' = ' + ' , , ,
1
. (8)
Passing at the limit in (8) for 0 h , from (6) it results that ( ) b a f
yx
, ' '
exists, and ( ) ( ) b a f b a f
xy yx
, , ' ' = ' ' .

Corollary. Let A c IR
p
be an open set. If ( ) A C f
2
e , then the
mixed derivatives of second order are equal on A (their number
being
2
p
C for p>2).






313

2. DIRECTIONAL DERIVATIVES
We have noticed that the partial derivative of a function
w.r.t. the variable x
i
assumes the existence of the limit (*) (definition
2). In this context the vector
i
te a + tends to ae IR
p
when 0 t .
For example, in IR
2
, for the
derivative in ( ) b a, w.r.t the variable
x, ( ) b t a , + tends (when 0 t ) to
( ) b a, along a parallel line with Ox.
Let there be ( ) 0 , 0 ) , ( = v u . Then the
point of coordinates ( ) tv b tu a + + ,
tends to the point of coordinates
( ) b a, (when 0 t ) along the line
parallel with the vector j v i u + . We
will generalize the notion of partial derivative replacing the vector
i
e
from (*) with an arbitrary vector, introducing the concept of
(directional) derivative along a vector, concept that plays an
important role in the study of electromagnetic phenomena.

Definition 4. Let there be f : A c IR
p
IR
q
a vectorial
function,
"
A a e and v e IR
p

\{0} a vector. If there exists
( ) ( ) | |
q
t
t
a f tv a f
t
R
R
I
I
e +
e

1
lim
0
(**)
we say that f is derivable at a along the vector v. The limit (**), if
exists, is denoted ( ) a
v
f
c
c
and is called the directional derivative of
function f along the vector (with respect to (w.r.t.)) v at the point a.
The directional derivative at a of the function f along the versor of
the vector v (i.e. with respect to v
v
1
) is also called the (directional)
derivative of f in the direction v.

0
(a,b)
0
x
(u,v)
(a,b)
y
A
x
0

314

Remark 1. If
p i
B e v e = then ( ) ( ) a
x
f
a
e
f
i i
c
c
=
c
c
.
Remark 2. For p=q=1, denoting x tv a = + or ( ) a x
v
t =
1
, we
remark that (**) becomes:
( )
( ) ( )
( ) a f v
a x
a f x f
a
v
f
a x
' =

=
c
c

lim ,
so, in this particular case, the derivability along a vector implies the
derivability.
Conversely, if f is derivable in a, and ve IR
*
, taking a x vt = we
have:
( )
( ) ( )
( ) ( ) | | ( ) a
v
f
v v
a f tv a f
t a x
a f x f
a f
I t
t a x
c
c
= + =

= '
e

1 1 1
lim lim
0
R
,
so, derivability implies derivability along any non-zero vector.

Example 6. The derivative along any non-zero vector v of a
linear application is exactly the respective application calculated in
v. Truly if feL(IR
p
, IR
q
), ae IR
p
and ve IR
p

\{0} then
( ) ( ) ( ) v tf a f tv a f = + , for any te IR. From (**) results ( ) ( ) v f a
v
f
=
c
c
,
for any ae IR
p
.

Definition 5. Let there be x = (x
1
,, x
p
), y = (y
1
,, y
p
) e IR
p
.
The real number

=
+ + = >= <
p
k
p p k k
y x y x y x y x
1
1 1
... ,
is named the scalar product of the vectors x and y.

Remark. The scalar product has the following properties:
(P1) e >= < x x x x , ,
2
IR
p
and 0 0 , = >= < x x x
(P2) <x,y>=<y,x>, x,ye IR
p

(P3) e e > < >= < y x y x y x , , , , , R I * * * IR
p

(P4) e > < + > >=< + < z y x z y z x z y x , , , , , , IR
p

(P5) e s > < y x y x y x , , , IR
p
(the Cauchy-Schwarz
inequality).

315


Theorem 2 (Riesz). Let feL(IR
p
, IR). Then there exists a
unique ae IR
p
such that:
(a) ( ) > =< a x x f , , for any xe IR
p

(b) a A = , where A is the matrix of the linear application f.
Proof. Let ( )e =
p
x x x ,...,
1
IR
p
. Then:
( ) ( )

= =
> =< =
|
|
.
|

\
|
=
p
i
i i
p
i
i i
a x e f x e x f x f
1 1
, ,
where ( ) ( ) ( )e =
p
e f e f a ,...,
1
IR
p
. If exists ( )e =
p
b b b ,...,
1
IR
p
such
that: ( ) > =< b x x f , , for any xe IR
p
, then > >=< < a e b e
i i
, , , for any
p i , 1 = , so p i a b
i i
, 1 , = = hence a b = and the point (a) is proved.
Of course A
+
=a, so (b) is, also, proved.

We will give a set of sufficient conditions for derivability w.r.t.
a vector and the formula of the derivative w.r.t. a vector.

Theorem 3 (Sufficient conditions for derivability).
Let f : A c IR
p
IR
q
and a!. If exists a neighbourhood
VeV
a
such that f has partial derivatives on V, continuous in a, then f
is derivable w.r.t. any vector ve IR
p

\{0} and:
( ) ( )

=
c
c
=
c
c
p
i
i
i
v a
x
f
a
v
f
1
,
where v = (v
1
,

, v
p
).
Proof. Let te IR
*
such that V tv a e + . Then:
( ) ( ) ( ) ( ) + + + + + + = +
p p p p
tv a tv a a f tv a tv a tv a f a f tv a f ,..., , ,..., ,
2 2 1 2 2 1 1
( ) ( ) + + + + + + + + ... ,..., , , ,..., , ,
3 3 2 1 3 3 2 2 1 p p p p
tv a tv a a a f tv a tv a tv a a f
( ) ( )
p p p p p
a a a a f tv a a a a f , ,..., , , ,..., ,
1 2 1 1 2 1
+ + (1)
Knowing that f has partial derivatives on V, applying the theorem of
Lagrange on the intervals | | p k tv a a
k k k
, 1 , , = + , for the p differences
from (1) it results the existence of the elements
( ) ( ) p k tv a a t c
k k k k
, 1 , , = + e , such that:

316

( ) ( ) ( ) ( )+ + +
c
c
= +
p p
tv a tv a t c
x
f
tv a f tv a f ,..., ,
2 2 1
1
1

( ) ( ) ( ) ( ) t c a a a a
x
f
tv tv a tv a t c tv a
x
f
tv
p p p p p
, ,..., , , ... ,..., , ,
1 3 2 1
2
3 3 2 1 1
2
2
c
c
+ + + + +
c
c
+
(2)
From the hypothesis of the theorem we know that the partial
derivatives are continuous in a; multiplying both members from (2)
with
t
1
and passing to limit with 0 t , knowing that
( ) p k a t c
k k
, 1 , = , it follows that:
( ) ( ) ( ) | | ( ) ( )
p
p
1
1
0 t
v a
x
f
... v a
x
f
a f tv a f
t
1
lim a
v
f
c
c
+ +
c
c
= + =
c
c

,
so f is derivable w.r.t. the vector v, and the formula of the directional
derivative is proved.

Definition 6. Let f : Ac IR
p
IR be a scalar function, partial
derivable in ae. The vector:
( ) ( ) ( )

=
c
c
=
|
|
.
|

\
|
c
c
c
c
p
k
k
k p
e a
x
f
a
x
f
a
x
f
1 1
,...,
is named the gradient of function f at a and is denoted grad ( ) a f , or
( ) a f V (to be read nabla, or del applied to the function f in the point
a). If A= and f is partial derivable on A, the vectorial function:
grad V
c
c
= V =

=
A f e
x
f
f f
k
p
k
k
: ,
1
IR
p
, a! ) (a f V
is called the gradient of function f, or, the nabla operator applied to f.

If 2 = p , j
y
f
i
x
f
f
c
c
+
c
c
= V , and if 3 = p , k
z
f
j
y
f
i
x
f
f
c
c
+
c
c
+
c
c
= V .
Corollary 1. If f : Ac IR
p
IR verifies the hypothesis of
theorem 3, then ( ) > V =<
c
c
v a f a
v
f
), ( .

Corollary 2. If A = c IR
p
and ) (
1
A C f e then f is derivable
w.r.t. any non-zero vector v from A and > V =<
c
c
v f
v
f
, .

317

Example 7. Let f : IR
2
! IR
2
, ( ) ( )
z x z x
ye xe y x f
+ +
= , , . Let us
calculate the derivative of f in (0,0) w.r.t. a versor v=(v
1
,v
2
) which
forms an angle of 30 with the axis Ox.
Then
2
3
30 cos
1
= = v and
2
1
30 sin
2
= = v .
Therefore
|
|
.
|

\
|
=
2
1
,
2
3
v . Moreover:
( ) ( ) ( )
y x y x
x
ye e x y x f
+ +
+ = ' , 1 , , ( ) ( ) ( )
y x y x
y
e y xe y x f
+ +
+ = ' 1 , ,
and, according to theorem 3:
( ) ( ) ( ) ( ) ( ) v v
y
f
v
x
f
v
f
= + =
c
c
+
c
c
=
c
c
1 , 0
2
1
0 , 1
2
3
0 , 0 0 , 0 0 , 0
2 1
.

Remark. The derivability of a function in a point w.r.t. any
non-zero vector implies the continuity of it along any line which
passes through the respective point. Nevertheless it does not imply
the continuity for 1 > p .

Example 8. Let f : IR
2
! IR,
( )

=
0
,
2
y
x
y x f
0 ,
0 ,
=
=
y
y
.
The function f is not continue in (0,0) because ( )
m
mx x f
x
1
, lim
2
0
=

for
e m IR
*
, so it does not even have limit (w.r.t. the set of variables) in
the origin. However it is derivable w.r.t. any vector (u,v)eIR
2

\{(0,0)},
because for 0 = v :
( ) ( ) ( ) ( ) | | ( )
v
u
tv tu f
t
f v u t f
t
t t
2
0 0
,
1
lim 0 , 0 , 0 , 0
1
lim = = +

,
and for 0 = v :
( ) ( ) | | 0 0 , 0 0 ,
1
lim
0
=

f tu f
t
t
.


318

Proposition 2. Let f, g : Ac IR
p
IR
q
and A h : IR
derivable in ae w.r.t. ve IR
p

\{0}. Then the functions g f , * + and
hf are derivable in a w.r.t. v and
( )
( ) ( ) ( ) a
v
g
a
v
f
a
v
g f
c
c
+
c
c
=
c
+ c
, *
, *
,
( )
( ) ( ) ( ) ( ) ( ) a h a
v
f
a f a
v
h
a
v
hf
c
c
+
c
c
=
c
c
.
Proof. Passing to limit when 0 t in the equalities:
( )( ) ( )( ) | | ( ) ( ) | | ( ) ( ) | | a g tv a g
t
a f tv a f
t
a g f tv a g f
t
+ + + = + + +
1 1 1
, * , * , *

and
( )( ) ( )( ) | | ( ) ( ) | | ( ) ( ) ( ) | | ( ) a h a f tv a f
t
tv a f a h tv a h
t
a hf tv a hf
t
+ + + + = +
1 1 1


as ( ) ( ) a f tv a f
t
= +
0
lim , according to the previous Remark, we obtain
the conclusions from the text.

Remark. The set of functions f : A c IR
p
IR
q
derivable in
ae w.r.t. v with the function addition operation and with the
multiplication with scalars from the field IR is, according to
proposition 2, a linear space over IR.

Definition 7. Let f : A c IR
p
IR
q
,
"
A a e and two vectors
u,ve IR
p
\{0}. If there exist a sphere ( ) A r a S c , , the directional
derivative ) (x
v
f
c
c
for all xeS(a,r), and the function
v
f
c
c
is derivable
w.r.t. the vector u at the point a, we denote this derivative:
( ) a
u v
f
c c
c
2
, or ( ) a
v
f
2
2
c
c
if v u =
and we name it derivative of order two of the function f in (at) the
point a w.r.t. the vectors v, u, and we say that f is two times
derivable in the point a w.r.t. v and u.
Of course, if
i
e v = and
j
e u = , then ( ) ( ) a
x x
f
a
e e
f
j i j i
c c
c
=
c c
c
2 2
.

319

In the same way are defined the higher order derivatives along to
the non-zero vectors from IR
p
.

Remark 1. If 1 = = u v then p i u v
i i i i
, 1 , cos , cos = = = , * are
the director cosines of the versors v and u i.e.:
p p
e e v * * cos ... cos
1 1
+ + = and
p p
e e u , , cos ... cos
1 1
+ + = ,
and, from theorem 3:
( ) ( ) ( )

=
e
c
c
=
c
c
p
i
i
i
r a S x x
x
f
x
v
f
1
, , cos* and
( ) ( )

= =
c c
c
=
c c
c
p
j
p
i
j i
j i
a
x x
f
a
u v
f
1 1
2 2
cos cos , * .

Remark 2. If A = and ( ) A C f
2
e , then, conform to theorem
3, ( ) A C
v
f
1
e
c
c
, for any ( )e =
p
v v v ,...,
1
IR
p
\{0}, and
v
f
c
c
is a derivable
function w.r.t. any non-zero vector ( )e =
p
u u u ,...,
1
IR
p

and, according
to Schwarz theorem:

= =
c c
c
=
c c
c
=
c c
c
p
i
p
j
j i
j i
v u
f
u v
x x
f
u v
f
1
2
1
2 2
.
Example 9. Let us show that ( ) 0 1 , 1
2
2
=
c
c
v
f
, where
( )
2 2
, y x y x f + = and ( ) 1 , 1 = v .
According to the previous formula:
( ) ( ) ( ) ( ) 1 , 1 1 , 1 2 1 , 1 1 , 1
2 2
2
2
y
xy
x
f f f
v
f
' ' + ' ' + ' ' =
c
c
;
but:
( )
2 2
,
y x
x
y x
x
f
+
=
c
c
, ( )
( )
2
3
2 2
2
2
2
,
y x
y
y x
x
f
+
=
c
c
,
( )
2
3
2 2
2
y x
xy
y x
f
+
=
c c
c
,
hence:
( ) 0
2 2
1
2 2
2
2 2
1
1 , 1
2
2
= + =
c
c
v
f
.

320

3. DIFFERENTIABILITY
We will now extend the notion of differentiability studied on
functions with a single variable. We remind that the function
c A f : IR! IR

is differentiable in ae if it exists a linear application d
a
f the
differential of the function f in a so that:

( ) ( ) ( ) ( ) ( ) 0 ), ( = + + = a x a x a x f d a f x f
a
) )
where A : ) IR is a continuous function in a. Moreover, f is
differentiable in a if and only if f is derivable in a, and
( ) ( )h a f h f d
a
' = , or using the notations from definition 6,
( ) ( ) . , h a f h f d
a
V =

Definition 8. Let f : Ac IR
p
IR
q

and ae. A linear
application : f d
a
IR
p
! IR
q
is called the differential of the function f
in (at) the point a (in Frchet's sense) if:
( ) ( ) ( ) | | e =

0
1
lim a x f d a f x f
a x
a
a x
IR
q
,
or, equivalent (denoting h a x = )
( ) ( ) ( ) | | 0
1
lim
0
= +

h f d a f h a f
h
a
h
.
In this case we say that f is differentiable in (at) a. If f is
differentiable in any, A a e the function f is called differentiable
function (on A).

Remark. As in the case of 1 = = q p , we can rewrite this
definition: the application L f d
a
e ( IR
p
, IR
q
) is the differential of the
function f in a if it exists a function A : ) IR
q

continuous in a with
( ) 0 = a ) and
( ) ( ) ( ) ( ) x a x a x f d a f x f
a
) + + =
or equivalent, it exists a neighbourhood VeV
0
and a function
V :
0
) IR
q
, continuous in 0e IR
q
so that:
( ) ( ) ( ) ( ) ) ( ,
0
V h h h h f d a f h a f
a
e + + = + ) and ( ) 0 0 =
o
) .

321

The use of the expression the differential of the function f in
a imposes proving the next Proposition.

Proposition 3. If the function c A f : IR
p
! IR
q
is
differentiable in ae then its differential in this point is unique.
Proof. Let us suppose that f d
a
and L f d
a
e ' ( IR
p
, IR
q
) are
differentials of the function f in a. Then:
( ) ( ) | | =

h f d h f d
h
a a
h
'
1
lim
0

( ) ( ) ( ) ( ) ( ) ( ) ( ) | | 0 '
1
lim
0
= + + =

h f d a f h a f h f d a f h a f
h
a a
h
(1)
Choosing in (1) , 0 , > = t te h
k
where { }
p
e e e ,..., ,
2 1
is the canonical basis
in IR
p
we have:
( ) ( ) | | ( ) ( )
k a k a k a k a
o t
e f d e f d te f d te f d
t
= =

' '
1
lim 0 ,
meaning
( ) ( ) . , 1 , ' p k e f d e f d
k a k a
= =
So the two linear applications are identical: . ' f d f d
a a
=

Example 10. Let f : IR
p
IR
q
be a linear application and
ae IR
p
. Then
( ) ( ) ( ) | | 0
1
lim
0
= +

h f a f h a f
h
h
,
so f is differentiable and f f d
a
= , for any ae IR
p
. It follows that any
linear application is differentiable and its differential is the linear
application itself.
In particular, if g : A c IR
p
IR
q
is differentiable in ae and
because L g d
a
e ( IR
p
, IR
q
) it follows that: ( ) e = b g d g d d
a a b
, IR
p
.

We now try to find a formula for f d
a
. We saw that if , 1 = = q p
and f is derivable in a, then ( ) ( ) v a f v f d
a
, V = . Is this formula valid
for 1 > p (of course 1 = q ) in the case that Vf(a) exists? Is the
existence of the partial derivatives in a (which assure the existence
of grad f(a) ) sufficient so that f is differentiable in a? To answer these

322

questions we will start by presenting some necessary conditions of
differentiability of a function in a point and also the formula for the
differential in a point.

Theorem 4. If f : A c IR
p
IR
q
is differentiable in ae then:
(a) f is continuous in a,
(b) f is derivable along any veIR
p
\{0} and
( ) ( ). v f d a
v
f
a
=
c
c

(c) ( ) ( )

=
c
c
=
p
k
k
k
a
h a
x
f
h f d
1
, for any ( )e =
p
h h h ,....,
1
IR
p
.

Proof. Let L f d
a
e ( IR
p
, IR
q
) be the differential of the function
f in the point a.
(a) Because f d
a
is the differential of f in a it follows that it
exists A : ) IR
q
, continuous in a, with ( ) 0 = a ) and
( ) ( ) ( ) ( ) A x x a x a x f d a f x f
a
e + + = , ) .
But d
a
f is a uniform continuous function (see exercise 24 chap.5),
and ( ) 0 0 = f d
a
so, computing the limit when a x in this equality
we obtain ( ) ( ) a f x f
a x
=

lim ; it follows that f is continuous in a.

(b) Let v e IR
p

\{0}. From theorems hypothesis it follows that:
( ) ( ) ( ) | | 0
1
lim
0
= +

h f d a f h a f
h
a
h
. (1)
Choosing tv h = , with te IR
*
, because e 0 h IR
p
it follows that
0 t , and from (1) we obtain:
( ) ( ) ( ) | | , 0
1
lim
0
= +

tv f d a f tv a f
v t
a
t

or, equivalent:

( ) ( ) ( ) | | ( ) ( ) | | ( )
)
`

= + =

v f d a f tv a f
t t
t
v f td a f tv a f
t
a
t
a
t
1
lim
1
lim 0
0 0
,
from where:
( ) ( ) | | ( ) 0
1
lim
0
= +

v f d a f tv a f
t
a
t
. (2)
But the norm function is continuous; then from (2) we obtain:

323

( ) ( ) | | ( ),
1
lim v f d a f tv a f
t
a
a t
= +

or ( ) ( ) v f d a
v
f
a
=
c
c
.
(c) Let e + + =
p p
e h e h h ...
1 1
IR
p
. From the linearity of the
function f d
a
and from (b) we obtain:
( ) ( ) ( ) ( )

= = =
c
c
=
c
c
= =
p
k
p
k
k
k
p
k
k
k k a k a
a
x
f
h a
e
f
h e f d h h f d
1 1 1
.

Example 11. Let f : IR
2
! IR, ( ) y x y x f + =
2
, and
( )e = 0 , 0 a IR
2
. Because

eC f (IR
2
), the necessary conditions from
the theorem are respected; if f is differentiable in a then the linear
function
( ) ( ) ( ) ( )e = + = k h k k f h f k h L
y x
, , 0 , 0 ' 0 , 0 ' , IR
2
.
must be the differential of the function f in (0,0). Let us study the
differentiability of f in a with the definition 8:

( ) ( )
( ) ( ) ( ) ( ) | |
| | = +
+
=
= +
+

k k h
k h
k h L f k h f
k h
k h
k h
2
2 2 0 ,
2 2 0 , 0 ,
1
lim
, 0 , 0 ] , 0 , 0 [
1
lim


, 0 lim
2 2
2
0 ,
=
+
=

k h
h
k h
because: 0 0
2
2 2
2
= s
+
s h
h
h
k h
h
.
It results that ( ) ( ) . , ,
) 0 , 0 (
k k h L k h f d = =

Remark. The condition (a) (and also the condition (b)) from
the theorem 4 is just a necessary condition for the differentiability,
but not sufficient, as shown in the examples that follow:

Example 12. The function
( )

+ =
0
,
2 2
y x
xy
y x f
( ) ( )
( ) ( ) 0 , 0 y , x ,
0 , 0 y , x ,
=
=

is continuous in (0,0) because, if we use the polar coordinates
$ ' $ ' sin , cos = = y x , we have 0 0 , ' y x and:
( ) , 0 cos sin , 0 s s s ' $ $ ' y x f so

324

( ) ( ). 0 , 0 0 , lim
0 ,
f y x f
y x
= =

Also f is partial derivable in (0,0) and:
( )
( ) ( )
( ). 0 , 0 0
0 , 0 0 ,
lim 0 , 0
0
y
x
x
f
x
f x f
f ' = =

= '


If f would be differentiable in the origin, using the theorem 4, then the
linear function:
( ) ( ) ( ) 0 0 , 0 0 , 0 , =
c
c
+
c
c
= y
y
f
x
x
f
y x L
must be the differential of the function f in (0,0). But f is not
differentiable in (0,0) because the function
( )
( )
( ) ( ) ( ) | | ( )
2 2
2 2
,
1
, 0 , 0 ,
,
1
,
y x
xy
y x f
y x
y x L f y x f
y x
y x
+
=
+
= = ) ,
( ) ( ), 0 , 0 , = y x does not have a limit in (0,0).
Prove using another method that f is not differentiable in the origin!

Example 13. The function
( )

=
=
=
0 y , 0
0 y
y
x
y x, f
2
,

is derivable along any vector (not null), but it is not differentiable in
(0,0).

Truly, if w =(u,v) e IR
2

\{(0,0)}
( ) ( ) ( ) | | , 0 , 0 ,
1
lim 0 , 0
2
0
v
u
f tv tu f
t w
f
t
= =
c
c

for 0 = v and for 0 = v :
( ) ( ) | | . 0 0 , 0 0 ,
1
lim ) 0 , 0 (
0
= =
c
c

f tu f
t w
f
t

On the other hand,
( )
2 2
0
, lim m x mx f
x
=

so f is not continuous in (0,0); by following the point (a) from theorem
4, the function f is not differentiable in (0,0).
Prove using another method that f is not differentiable in the origin.


325

Remark. If A= and f is differentiable on A then ( ) A C f
0
e .

We now give sufficient conditions of differentiability.

Theorem 5. Let f : A c IR
p
IR
q

and ae. If it exists e V V
a
so
that f admits partial derivatives on V continuous in a, then f is
differentiable in a.

Proof. We will show, using theorem 4 (c), that
( ) ( )

=
c
c
=
p
k
k
k
a
h a
x
f
h f d
1
,
which means that, in conformity with definition 8, we should prove
that ( ) 0 lim
0
=

h
h
) , where
( ) ( ) ( ) ( )
(

c
c
+ =

=
p
k
k
k
h a
x
f
a f h a f
h
h
1
1
) .
The technique we use is similar to the one used in the
demonstration of theorem 3 replacing tv with h. More precise, from
the existence of partial derivatives on the interval | | V h a a c + , ,
applying Lagrange's theorem, it follows the existence of the
elements:
( ) p k h a a h c
k k k k k
, 1 , , ) ( = + e
so that
( ) ( ) ( ) ( )
( ) ( )
p p p p
p
p
p p
h c h a h a
x
f
h
h a h a h c
x
f
h a f h a f
, ,...,
... ,..., ,
1 1 1 1
2 2 1 1
1
1

+ +
c
c
+
+ + + +
c
c
= +


Let us observe, if e 0 h IR
p
, then 0
k
h , ( ) p k a h c
k k k
, 1 , = , and
also:
( ) ( ) ( ) ( ) s
(

c
c
+ + + +
c
c
=

=
+ +
p
k
p
k
p p k k k k k k
k
k
a a
x
f
h a h a h c h a h a
x
f
h
h
h
1
1 1 1 1 1 1 1
,..., ,..., , , ,..., )


326

( ) ( ) ( ) 0 ,..., ,..., , , ,...,
1
1 1 1 1 1 1 1

c
c
+ + + +
c
c
s

=
+ +
p
k
p
k
p p k k k k k k
k
a a
x
f
h a h a h c h a h a
x
f
when 0 h , because
k
x
f
c
c
is continuous in a, p k , 1 = . It follows that
( ) 0 lim
0
=

h
h
) , f is differentiable in a and ( ) ( )

=
=
p
k
k x a
h a f h f d
k
1
' , for any
( )e =
p
h h h ,...,
1
IR
p
.

Corollary. If ( ) A C f
1
e then f is differentiable on A.

Example 14. Let us compute
( )
( ) 1 , 1
0 , 0
f d for the function
f : IR
2

IR
2
, ( ) ( )
y x
e y x y x f
+
+ = , ,
2
.
Because
( ) ( ) ( ) ( )
y x
y
y x
x
e y x f e x y x f
+ +
= ' = ' , 1 , , , 2 , ,
( ) ( ) 1 , 0 0 , 0 = '
x
f , ( ) ( ) 1 , 1 0 , 0 = '
y
f , and
1
C f e ( IR
2
),
it follows that f is differentiable on IR
2
so also in (0,0) and:
( )
( ) ( ) ( ) ( ) ( ) ( ), , , , 0 0 , 0 0 , 0 ,
0 , 0
v u v v v u v
y
f
u
x
f
v u f d + = + =
c
c
+
c
c
=
and
( )
( ) ( ) 2 , 1 1 , 1
0 , 0
= f d .

Remark. The sufficient conditions of differentiability given at
theorem 5 are not also necessary, as shown by the following
example.

Example 15. The function
( )

+
+
=
0
1
sin ) (
,
2 2
2 2
y x
y x
y x f
0 ,
0 ,
2 2
2 2
= +
> +
y x
y x

is differentiable in ( ). 0 , 0 Truly, because:
( )
( ) ( )
( ), 0 , 0 0
1
sin lim
0 , 0 0 ,
lim 0 , 0
0 0
y
x x
x
f
x
x
x
f x f
f ' = = =

= '


if it exists,
( )
. 0
0 , 0
= f d But:

327

( ) ( ) , 0
1
sin ,
1
,
2 2
2 2
2 2

+
+ =
+
=
y x
y x y x f
y x
y x )
when 0 , y x , so f is differentiable in (0,0).
On the other hand
0
C f e ( IR
2
), admits partial derivatives on
IR
2
but they are not continuous in (0,0). Indeed
( ) ,
1
cos
2 1
sin 2 ,
2 2 2 2 2 2
y x y x
x
y x
x y x f
x
+ +

+
= ' for ( ) ( ) 0 , 0 , = y x
and for the sequence
|
|
.
|

\
|
|
|
.
|

\
|
t t n 2
1
,
n 2
1
which tends to (0,0) (when
n ), = |
.
|

\
|
' -
- -
n
n n
f
x
2
2
1
,
2
1
, so, according to Heine's
theorem,
x
f ' is not continuous in (0,0).

Remark 1. We are now able to synthesize some connexions
between the notions that we discussed. For an interior point of the
domain A of the function f the following implications take place:








and none of these implications are, in general, equivalences.

Remark 2. In computing differentials we use for the
projections :
k
pr IR
p
! IR
the
notation p k dx
k
, 1 , = . We remind that
( )e = =
p k p k
h h h h h h dx ,..., , ) ,..., (
1 1
IR
p
.
In the case 1 = = q p dx pr =
1
and: ( ) L dx a
dx
df
f d
a
e = ( IR, IR).
In the case 2 = p and 1 = q , dx pr =
1
and dy pr =
2
and, according to
theorem 4(c):
Differentiability
Continuity Relative continuity with
respect to the
sets {a+tv|teIR}
Partial continuity
Derivability along any
not null vector v
Partial derivability

328

( )
( ) ( ) L dy b a
y
f
dx b a
x
f
f d
b a
e
c
c
+
c
c
= , ,
,
( IR
2
, IR),
formula, which represents the differential as a linear application. If
( )e y x, IR
2

then
d
(a,b)
f(x,y) = (a,b) y
y
f
(a,b) x
x
f
e
c
c
+
c
c
IR,
formula which represents the differential of the function f in (a,b)
computed in (x,y). If f is differentiable in A = c IR
2
we will use the
total differential of f:
df = dy
y
f
dx
x
f
c
c
+
c
c

and the differential operator:
d = dy
y

dx
x

c
c
+
c
c
,
operator that associates to a differentiable function its total
differential df. The previous notations and formulas can be extended
for any p, q e IN
*
:

- the differential of f in the point a:
d
a
f = L (a) dx
x
f
k
p
k
k
e
c
c

=1
( IR
p
, IR
q
)
- the differential of f in the point a calculated in x=(x
1
, ,

x
p
):
d
a
f (x) = ( ) e

=
k
p
k
x
x a f
k
1
'
IR
q

- the total differential of f on an open set:
d f =
k
p
k
k
dx
x
f

=
c
c
1


- differential operator:
d =
k
p
k
k
dx
x

=
c
c
1
.

Let us now consider that f = ( )
q
f f ,...,
1
: A c IR
p
IR
q
is
differentiable in ae. According tot the theorem 4 (c):

329

d
a
f (x) =

i
p
i
i
(a) x
x
f

=
c
c
1
= (

i
p
i
(a) x
x
f

=
c
c
1
1
1
, ... ,

i
p
i
i
q
(a) x
x
f

=
c
c
1
),
therefore the matrix of linear application d
a
f e L ( IR
p
, IR
q
) in the pair
of canonical bases from IR
p
, and IR
q
is:
( ) a J
f
= ( )
q j
i
i
j
a
x
f
, 1 =
=
|
|
.
|

\
|
c
c
p 1,

which is called the Jacobi matrix (or Jacobian matrix) of function f in
the point a. Then:
|
|
|
.
|

\
|
q a
a
f d
f d
...
1
= ( )
|
|
|
.
|

\
|
p
f
dx
dx
a J ...
1
.
If p=q, we denote the determinant of the Jacobian matrix of the
function f in a:
( ) a
f
J det =
( )
( )
p
p
x x D
f f D
,...,
,...,
1
1
( ) a
and we call it the Jacobian of function f in the point a or the
functional determinant of the functions
p
f f ,...,
1
in a.

The differential formula shows us that some of the properties
of the operators
k
x c
c
, k = p , 1 are transmitted tot the differential
operator.

Proposition 4. Let f,g : A = c IR
p
IR, f,g ( ) A C
1
e . Then:
(a) d (fg) = g df + f dg
(b) d (of + |g) = odf + |dg, o,|e IR
(c) d
|
|
.
|

\
|
g
f
=
2
1
g
(gdf - fdg), if g(x) =0, xeA.
Proof. (a) d
a
(fg) =
k
p
k
k
(a) dx
x
fg

=
c
c
1
=
= ( ) ( ) ( ) ( )
k x
p
k
x
dx a g a f a g a f
k k
) (
1
' + '

=
= g(a) ( )
k
p
k
x
dx a f
k

=
'
1
+f(a) ( )
k
p
k
x
dx a g
k

=
'
1
=

330

= ( ) ( ) g d a f f d a g
a a
+ ,
for any aeA, hence ( ) fg d = gdf fdg + .
(b) d
a
(of+|g)= ( ) ( )
k x
p
k
x
dx a g a f
k k
) (
1
' + '

=
, * =
=o ( )
k
p
k
x
dx a f
k

=
'
1
+| ( )
k
p
k
x
dx a g
k

=
'
1
= g d f d
a a
, * + ,
for any aeA, therefore ( ) g f d , * + = dg df , * + .
(c)
|
|
.
|

\
|
g
f
d
a
=
( )
| ( ) ( ) ( ) ( ) |
k x
p
k
x
dx a g a f a g a f
a g
k k
' '

=1
2
1
=
=
( ) a g
2
1
|
g(a) ( )
k
p
k
x
dx a f
k

=
'
1
-f(a) ( )
k
p
k
x
dx a g
k

=
'
1
|
=
=
( )
| ( ) ( ) | g d a f f d a g
a g
a a

2
1
,
for any aeA, therefore
|
|
.
|

\
|
g
f
d = ( ) fdg gdf
g

2
1
.

Geometrical Interpretations

1. We observed that the function f : A c IR! IR is
differentiable in ae if and only if f is derivable in a, therefore the
curve of equation y= ( ) x f , xeA (which is the graph of the function f)
admits a tangent in the point ( ) ( ) a f a M , of equation
y-f(a) = ( )( ) a x a f ' ,
or, equivalent
y= ( ) ( ) a x f d a f
a
+ .

2. If f : A= c IR
2
IR, f ( ) A C
1
e and ( ) A b a e , then the
equation:
C : f(x,y) f(a,b) = 0
is represented geometrically as a curve which goes through the
point P(a,b). Let us suppose that this equation can be explicitly
given with respect to x, this means there is a function g : Bc IR IR
such that
f(x,y) f(a,b) = y g(x), xeB.

331

Then:
( ) ( ) x g - x,y f
x
' = ' , and ( ) 1 = ' y x f
y
, ;
the equation
( )
( ) 0 = b y a x f d
b a
,
,

is equivalent with
( )( ) ( )( ) ( )( ) g - 0 , , = + ' = ' + ' b y a x a b y b a f a x b a f
y x
,
or
( )( ) a x a b y ' = g














Therefore the equation
0 ) , (
) , (
= b y a x f d
b a

is the equation tangent to the curve C in the point P with the slope
m= ( ) a g' = -
( )
( ) b a f
b a f
y
x
,
,
'
'
, and grad ( ) b a f , = - ( ) j i a g + '
is a perpendicular vector to this line.

3. If f : Ac IR
3

IR, f ( ) A C
1
e and ( ) A c b a e , , then the
equation:
S: ( ) ( ) a,b,c f x,y,z f =
is represented graphically by a plane which goes through P(a,b,c)
and the equation:
( ) 0 ,
) , (
= b y a x f d
b a
x
O
y=g(x)
P
) b , a ( f V
y

332

( )
( ) 0 , ,
, ,
= c z b y a x f d
c b a

or equivalent:
-: ( )( ) ( )( ) ( )( ) c z c b a f b y c b a f a x c b a f
z y x
' + ' + ' , , , , , , =0
is represented graphically by a plane which goes through P, is
tangent to S and its norm is the vector:
grad f(a,b,c) = ( ) ( ) ( )k c b a f j c b a f i c b a f
z y x
, , , , , , ' + ' + ' .















4. Let us now consider f : Ac IR
2
IR, f ( ) A C
1
e . Then the
graphic of the function f is a surface of equation
S : z = f(x,y), (x,y) eA,
surface that admits a tangent plane in ( ) ( ) b a f b a P , , ,
0
( ) ( ) A b a e , of
equation:
t: z-f(a,b) = ( )( ) +
c
c
a x b a
x
f
, ( )( ) b y b a
y
f

c
c
, =
( )
( ) b y a x f d
b a
,
,

Let there P ( ) ( ) S y x f y x e , , , and PP the line which goes
through P, parallel to Oz. Then Q(x, y, f(a,b) +
( )
) , (
,
b y a x f d
b a
)
ePP, and the distance from P to Q is:
d(P,Q)= |(f ( ) y x, - ( ) b a f , -
( )
( ) b y a x f d
b a
,
,
|.
Therefore the approximate relation:

f ( ) y x, ~ ( ) b a f , +
( )
( ) b y a x f d
b a
,
,

0
x
z
S
s
) P ( f V
y
t

333

is equivalent to d(P,Q)~0; therefore, if P is ''close enough to'' P0 ,
then the point PeS is ''close'' to the point Q e t and the value of
f(x,y) is approximately equal with the value in (x-a, y-b) of the 1
st

grade polynomial f(a,b) + d
(a,b)
f.









Example 16. Let f : IR
2
IR, f(x,y) =
4 2
2 2
y

x
+ . The
equation f(x,y) = f(1, 2 ), or the equivalent:
4 2
2 2
y

x
+ = 1 is
represented graphically by an ellipse with the semi axes 2 and 2,
and the equation:

) 2 , 1 (
d f(x-1, y- 2 ) = 0,
is equivalent to 2 (x 1) + 2 (y - 2 )= 0, or to the equation
x + y = 2 + 1
and is represented graphically by a line with the slope m = -1
tangent to the ellipse in P(1, 2 ); the vector
O
x
Q
P
0
P
S
z
t
P(x,y,0)
y

334

grad f(1, 2 ) = 2 ( ) ( j i +
is perpendicular to this line.










Example 17. The equation f(x, y, z) = f (
3 ,
3
2
,
3
1
), where
f (x, y, z) = x
2
+
9 4
2 2
z

y
+ is represented graphically by an ellipsoid
of the equation x
2
+
9 4
2 2
z

y
+ =1 (of semi axes 1, 2 and 3), and
the equation:
0 3 ,
3
2
,
3
1
3 ,
3
2
,
3
1
= |
.
|

\
|

|
.
|

\
|
z y x d f , or
( ) 0 3
3 3
2
3
2
3
1
3
1
3
2
= + |
.
|

\
|
+ |
.
|

\
|
z y x ,
x
( ) 2 , 1 f V
y

335

represents a plane tangent to the ellipsoid in P
|
|
.
|

\
|
3 ,
3
2
,
3
1
;
grad f(
k
3 3
2
j
3
1
i
3
2
3 ,
3
2
,
3
1
+ + =
|
|
.
|

\
|

is a vector perpendicular to this plane.

Example 18. If
( ) ( ) ( ) { } ( ) ( ) x,y , , f , f = 0 0 2 , 0 , 0 : - R I R I - ,
' = x where cos. and y= . ' sin , are the functions which make the
transition to the polar coordinates, then:
( )
|
|
.
|

\
|
=
. ' .
. ' .
. '
cos sin
sin - cos
,
f
J , and
( )
( )
'
. '
=
,
,
D
y x D
.
Of course f is invertible and ( ) ( ) . ', =

y x f ,
1
, where
2
y + = x ' and
x
y
tan Arc = . Then:
( )
|
|
|
|
|
.
|

\
|
+ +

+ +
=

2 2 2 2
2 2 2 2
1
y x
x

y x
y
y x
y

y x
x
x,y J
f
,
and
( )
( )
( )

y x
y x
x,y D
, D 1
3
2 2
2 2
=
+
+
= .
4. THE DIFFERENTIALS AND DERIVATIVES OF
COMPOSITE FUNCTIONS
Carrying on, we will show that, in the case of differentiability,
the differential of composite functions is the composition of the
differentials of those functions.


336

Theorem 6. If the function f : Ac IR
p
!Bc IR
q

is
differentiable in ae, and g : B IR
r
is differentiable in b=f(a)!
"
B ,
then g" f : A IR
r
is differentiable in a and:
( ) f g d
a
" = f d g d
a a f

) (
" .
Proof. Because f is differentiable in ae there exists * : A!
IR
q

such that:
( ) 0 lim =

x
a x
* and f ( ) ( ) ( ) ( ) x a x a x f d a f x
a
+ + = (1)
Because g is differentiable in b=f (a)!
"
B

there exists , : B# IR
r
such
that:
( ) 0 lim =

x
b x
, and g( ) ( ) ( ) ( ) y b y b y g d g y
b
, + + = b (2)
By putting y=f(x) in (2), from (1) it follows that:
g" f (x)= g" f(a)+ g d
b
( ) ( ) | | x a x a x f d
a
* + +
+ ( ) ( ) x a x a x f d
a
* + ( ) y , = g" f (a)+
+d ( ) ( ) x a x a x f d g
a b
/ + " , where for x a = :
( ) x 0 =
a x
1
( ) ( ) ( ) ( ) ( ) | | y x a x a x f d x g d a x
a b
, * * + + . (3)
We must also prove that
a x
lim

( ) x 0 =0. Using the triangle inequality in

(3) we obtain:
( ) x 0 s g d
b
( ( )) ( x * +
a x
1
) y ( | ( ) | | ) (x a x a x f d
a
* + . (4)
But d
a
f ! L (IR
p
,IR
q
) and d
b
g ! L ( IR
q
,IR
r
); using the inequality form
exercise 14, chapter 5, it follows that:
( ) ( ) a x a J a x f d
f a
s and ( ) ( ) ( ) x b J x g d
g b
* * s ) ( . (5)

337

Then from (4) and (5) it follows that:
0s ( ) x 0 s )) ( ( ) ( )) ( ( ) ( ) ( ) ( x f a J x f x x b J
f g
, , * * + + 0 ,
for x0a (because ( ) ( ) ( ) ( ) ( ) 0 , 0 ) = = b x f a x , , * * .
Therefore ( ) 0 x lim
a x
= 0

, g" f is differentiable in a and

d ( ) f g
a
" =
( )
f d g d
a a f
" .
Consequence 1. J
gof
(a) = J
g
(f(a)) 1 J
f
(a), because the matrix
of the linear application d
a
(g o f) is J
gof
(a), and the matrix of the linear
application d
f(a)
g o d
a
f is the product J
g
(f(a)) 1 J
f
(a).
Consequence 2. If p = q = r, f = (f
1
,,f
p
), g = (g
1
,...,g
p
), and
g o f = (h
1
,,h
p
), then:
( )
( )
( )
( )
( ) ( )
( )
( )
= ) (
,...,
,...,
,...,
,...,
) ,..., (
,...,
1
1
1
1
1
1
a
x x D
f f D
a f
y y D
g g D
a
x x D
h h D
p
p
p
p
p
p

Consequence 3. If the function f : A 0 B is invertible,
f = (f
1
,,f
p
) and f
1
= =(g
1
,...,g
p
), because d
a p
R I
1 =
p
R I
1 , it follows that:
d
f(a)
f
1
o d
a
f =
p
R I
1

and d
a
f o d
f(a)
f
1
=
p
R I
1

and the linear application d
a
f ! L (IR
p
, IR
p
) is invertible; so the
matrix J
f
(a), is also invertible and:
(d
a
f)
1
=d
f(a)
f
1
, J
f
1
(f(a)) = (J
f
(a))
1
, and


( )
( )
( ) ( )
( )
( )
( ) a
x x D
f f D
a f
y y D
g g D
p
p
p
p
,...,
,...,
1
,...,
,...,
1
1
1
1
= .

The formulae obtained indicate the method of partial
derivation of composite functions.

Example 19. Let h(t) = f(x
1
(t),....., x
p
(t)), where
x
1
,...,x
p
! C
1
(IR) and f ! C
1
(
p
).
Then by denoting g(t) = (x
1
(t),...,x
p
(t)) e
p
, t e it follows that
h = f o g, and from consequence 1, J
h
=

J
f
J
g
or:

338

) ,..., , (
2 1 p
x x x
f f f h ' ' ' = '
|
|
|
|
|
.
|

\
|
'
'
'
p
x
x
x
#
2
1
, so
p
x p
x
f x f x h ' ' + + ' ' = ' ...
1 1


Example 20. If p=2, q=2 and r=1 and w(x,y)=g(u(x,y),v(x,y)),
where u, v and g are differentiable, then by denoting
f(x,y)=(u(x,y),v(x,y)) it follows that w=g" f and from consequence 1:
J .
f g u
J J = So:
( ) ( )
|
|
.
|

\
|
=
y x
y x
v u y x
v' v'
u' u'
g' g' w' w' .
It follows that:


Particularly, if ( ) ( ) ( ), e y x , y x g x,y w
y x+
+ + =
2 2
let us compute
( )
( ) 0 , 1
0 , 0
w d . Because :
( )
( ) ( ) ( ) ( ) ( ) ( ) 0 , 0 ' 0 , 1 0 , 0 ' 0 , 1 0 , 0 ' 0 , 1
0 , 0 x y x
w dy w dx w w d = + = ,
and
( ) ( ) ( )
) ) ( , ( ' ) 1 (
, ' 2 , '
2 2
2 2
y x
v
y x
y x
u x
e y x y x g y x e
e y x y x xg y x w
+ +
+
+ + + + +
+ + + =

It follows that
( )
( ) ( ) 0 , 0 0 , 1
'
0 , 0 v
g w d = .

v x u x x
g' v' g' u' w' + =
and
v y u y y
g' v' g' u' w' + =

339

Example 21. If p=2, q=3, r=1 and
h(x,y)=g(u(x,y),v(x,y),w(x,y)),
u, v, w and g differentiable, then by denoting
f(x,y)=(u(x,y),v(x,y),w(x,y))e IR
3
it follows that f g h " = is a
differentiable function and:
f g h
J J J = , namely:
( )
y x
h h ' ' =( )
w v u
g g g ' ' '
|
|
|
|
.
|

\
|
y x
y x
y x
w' w'
v' v'
u' u'
.
It follows that:





Let, particularly, ( ) ( ) y y,x ,x y x g x,y h + + =
2 2
and
g
1
C e (IR
3
). Let us compute
( )
h d
1 , 0
; because
( )
h d
1 , 0
= ( ) ( )dy h dx h
y x
1 , 0 ' 1 , 0 ' + ,
and
( ) y x h
x
, ' = ( ) ( ) w v u g w v u xg
v u
, , ' , , ' 2 + + ( ) w v u g
w
, , '
and
( ) y x h
y
, ' = ( ) ( ) w v u g w v u yg
v u
, , ' , , ' 2 + + ( ) w v u g
w
, , ' ,
where
2 2
x y u + = , v=x-y, w=x+y, then:
( )
h d
1 , 0
=
( ) ( ) | | ( ) ( ) ( ) | |dy , , g' , , g' , , g' dx , , g' , , g'
w v u w v
1 1 1 1 1 1 1 1 1 2 1 1 1 1 1 1 + + + .

In the point (1,1) this linear application has the value:

( )
( ) ( ) ( ) | | 1 1 1 1 1 1 2 1 1
1 0
, , g' , , g' , h d
v u ,
+ = .


and
w
g
x
w
v
g
x
v
u
g
x
u
x
h
c
c
c
c
+
c
c
c
c
+
c
c
c
c
=
c
c
w
g
y
w
v
g
y
v
u
g
y
u
y
h
c
c
c
c
+
c
c
c
c
+
c
c
c
c
=
c
c

340

Example 22. Let ( ) ( ) ( ) ( ), , , , , y x v y x u g y x f =
where u,v,g
2
C e ( IR
2
).
Let us compute
y x
f
c c
c
2
. Applying formulas from example 20 it
follows that:
v x u x x
g v g u f ' ' ' ' ' + = . Because
u
g' and
v
g' are functions
of x and y by using the functions u and v, their partial derivatives are
computed using the same formulas. It follows that:
( ) ( )
y
v
y vu x v xy y uv y
u
x u xy xy
v g u g v g v v g u g u g u f ' ' ' + ' ' ' ' + ' ' ' + ' ' ' + ' ' ' ' + ' ' ' = ' '
2 2
,
or by taking Schwarzs theorem into account:
( )
2 2
v
y x uv x y y x
u
y x v xy u xy xy
g v v g v u v u g u u g v g u f ' ' ' ' + ' ' ' ' + ' ' + ' ' ' ' + ' ' ' + ' ' ' = ' ' .
5. HOMOGENEOUS FUNCTIONS
We will present here an application of the derivation formulas
of composite functions materialized in Eulers identity.

Definition 9. The function f : Ac IR
p

IR is called a
homogeneous function (in Eulers sense) on A if there is an meIR
so that for any x!A and t>0 for which txeA:
f(tx) =
m
t f(x).
The real number m is called the homogeneity degree of the function
f. We also say that f is homogeneous of degree m.

Example 23. Consider f : IR
3
IR,
f(x, y, z) =
5
3 2 3
3 y y x x + . Of course, for any t > 0,
t(x, y, z) = (tx,ty,tz)e IR
3
and f(tx, ty
,
tz) = t
3/5
f(x,y,z), for all (x,y,z)eIR
3
.
Therefore the function f is homogeneous on IR
3
having the
homogeneity degree m=
5
3
.

Example 24. Consider f : A c IR
2
IR,
A ={(x,y)e IR
2

|x $ y > 0} and f(x,y) = ln
y
x
. Because for any t > 0 and
(x, y) e A, ( ) A ty tx e , and f(tx,ty)=f(x,y), results that f is homogeneous
with the homogeneity degree m = 0. Let us calculate the expression

341

E = xf
x
+ yf
y
. Because f
x
(x,y) =
x
1
and f
y
(x, y) = -
y
1
results that E
= 0.

Proposition 5. Consider f ! C
1
(A), A c IR
p
,
a homogeneous
function with the homogeneity degree m. Then
k
x
f ' is a
homogeneous function with the homogeneity degree m-1, for any
ke{ } p ,....., 1 .

Proof. Consider t > 0 for which ( )
p
tx tx tx ,.....,
1
= e A. Then
( )
p
tx tx f ,.....,
1
= ( )
p
m
x x f t ,....,
1
.
Applying the partial derivative operand
k
x c
c
, we obtain:
( ) ( )
p x
m
p x
x x f t tx tx f t
k k
,...., ,....,
1 1
' = ' ,
so f2
k
, is a homogeneous function with the homogeneity degree m-1.

Consequence. If the function f ! C
n
(A) is homogeneous with
the degree m, then any partial derivative of order n is a
homogeneous function with the degree m-n.

Proposition 6. Consider f : A c IR
p
IR of class C
1
. The
necessary and sufficient condition for f to be homogeneous with the
degree m is:
( ) ( ) x mf x
x
f
x
p
k
k
k
=
c
c

=1
,
for any x=( ) . ,...,
1
A x x
p
e

Proof. Necessity. We assume that f is homogeneous of
degree m. Consider ( ) A x x x
p
e = ,...,
1
a fixed point and the
functions defined by:
( ) , , 1 k , p tx t y
k k
= = ( ) ( ) ( ) ( ) t y t t F
p
,..., y f
1
= .
Because f is homogeneous of degree m results that:
( ) ( ) x f t t F
m
= . (1)

342

Of course F ( ) D C

e , where { } A tx t D e > = | 0 . From (1), through

derivation, we obtain:
( ) ( ) ( ) ( ) ( ) ( ) x f mt t y t y f t y t F
m
p k
p
k
k
1
1
1
,...,

=
= ' ' = '

,
which is:
( ) ( ) x f mt ,...,tx tx f x
m
p x
p
k
k
k
1
1
1

=
= '

(2)
But
k
x
f ' is, according to proposition 5, a homogeneous function of
degree m-1, so
( ) ( ) x f t tx tx f
k k
x
m
p x
' = '
1
1
,..., ;
then from (2) follows that ( ) ( ) x mf x f x
k
x
p
k
k
= '

=1
.
Sufficiency. We now assume that the function has the
property:
( ) ( ) x mf x f x
k
x
p
k
k
= '

=1
, ( ) A x x x
p
e = ,..,
1
(3)
Consider x!A a fixed point, { } A tx t D e > = | 0 and:
$:D IR , $(t)= ( ) tx f t
m
.
Of course $ is derivable on D and
$2(t)=
( )
k
p
k
x
m m
x tx f
t
tx f
t
m
k
' +

=
+
1
1
) (
1
. (4)
From (3) and (4) we obtain:
( ) ( ) ( ) ( ) 0
1 1
) (
1 1
1
1 1
= + = ' + = '
+ +
=
+ +

tx mf
t
tx f
t
m
tx f tx
t
tx f
t
m
t
m m
x
p
k
k
m m
k
$ .
So there is a Ce IR so that (t) = C, for any t ! D.
Then C=$(1)= f(x)= t
-m
f(tx), which means: f(tx) = t
m
f(x); consequently
f is homogeneous of degree m.

Notations. Noting:
( ) 1
1 1
or ,
|
|
.
|

\
|
c
c
c
c

= = k
p
k
k
k
p
k
k
x
x
x
x
the power 1 formal operator that attaches to any function f of class
C
1
on A c IR
p

the function:

343

k
p
k
k
x
f
x
c
c

=1
.
We mark:
( )
j i
p
i
p
j
j i
k
p
k
k
x x
x x
x
x
c c
c
=
|
|
.
|

\
|
c
c

= = =
2
1 1
2
1

the power 2 formal operator which attaches to any function f ! C
2
(A)
the function:
j i
p
i
p
j
j i
x x
f
x x
c c
c

= =
2
1 1
,
and generally with:
( ) n
k
p
k
k
x
x
|
|
.
|

\
|
c
c

=1
, n e IN
*

the power n formal operator, which attaches to a function f!C
n
(A)
the function:

= = =
c c c
c
p
i
p
i
i i i
n p
i
i i i
n
n
n
x x x
f
x x x
1 1 1
1 2
2 1
2 1
...
... ... .
We observe that if f ! C
1
(A) is homogeneous of degree m, then,
according to proposition 6:
( )
mf f
x
x
k
p
k
k
=
|
|
.
|

\
|
c
c

=
1
1
.
This formula admits a generalization for functions of class
n
C on A,
for any neIN
*
.

Theorem 7 (Eulers identity). If f!
n
C (A) (ne IN
*
) is
homogeneous of degree me IR then:
( )
( )... 1
1
=
|
|
.
|

\
|
c
c

=
m m f
x
x
n
k
p
k
k
( ) f n m 1 + (*)
Proof. We will show the identity (*) through mathematical
induction. For n=1 the formula is true, according to proposition 6.
We accept that (*) is true for n-1, so:
g=
( )
( )... 1
1
1
=
|
|
.
|

\
|
c
c

=

m m f
x
x
n
k
p
k
k
( ) f n m 2 + (1)

344

But:

( )
=
|
|
.
|

\
|
c
c

=
f
x
x
n
k
p
k
k
1
( )
g
x
x
k
p
k
k
1
1
|
|
.
|

\
|
c
c

=
(2)
From the consequence of proposition 5 results that g, which is a
linear combination of the partial derivates of degree n-1 of the
function f, is a homogeneous function of degree m-n+1; applying
proposition 6 again, from (2) results that:
( )
f
x
x
n
k
p
k
k
|
|
.
|

\
|
c
c

=1
= (m-n+1) g,
and from (1) results (*).

Example 25. Consider ( ) z y x z y x f + +
+
=
z
y x
ln , , and
2 2 2
2 2
z y x
z y x
f z f y f x f z f y f x g ' ' + ' ' + ' ' ' ' + ' + ' + ' = +
+ ( )
zx yz xy
f zx f yz f xy ' ' + ' ' + ' ' 2 .
Let us calculate g(1,1,1). Because
( ) ( ) ( ) ( ) e , 0 , 0 , 0
2
C f and f(tx,ty,tz)=t
2
1
f(x,y,z),
for any t>0 results that f is a homogeneous function of degree
m=
2
1
. From the precedent theorem results that:
f f z f y f x
z y x
2
1
= ' + ' + ' and
( )
f f
z
z
y
y
x
x
|
.
|

\
|
=
|
|
.
|

\
|
c
c
+
c
c
+
c
c
1
2
1
2
1
2
, so:
( ) f f zx f yz f xy f z f y f x
zx yz xy
z y x
4
1
2
2 2 2
2 2 2
= ' ' + ' ' + ' ' + ' ' + ' ' + ' ' .
Therefore:
( ) ( ) ( ) 2 2 ln
4
1
1 , 1 , 1
4
1
1 , 1 , 1 + = = f g .

345

6. DIFFERENTIALS OF HIGHER ORDER
We consider f : A c IR
p
IR
q
a differentiable function in
ae. The differential of the function f in the point a is called the first
order differential of the function f in the point a. We propose to
introduce here, like in the partial derivatives case, or those after
vectors, higher order differentials for the function f in the point a. We
have noticed that we can obtain derivatives of higher order, by
derivation those that have a smaller order. For example, if the partial
derivative
i
x
f ' is derivable regarding the variable
j
x , then:
( ) ( ) a
x
f
x
a
x x
f
i j j i
|
|
.
|

\
|
c
c
c
c
=
c c
c
2
.

If f is differentiable in the point a then f d
a
is a linear function
and ( ) f d d
a b
= f d
a
(see example 10) for any e b IR
p
. So, in this
context, using the collocation the derivative of the first order
derivative is the second order derivative is true but if we say that
the differential of the first order differential is the second order
differential does not make any sense.
On the other side if f is differentiable on A we can consider
the function:
d f : A x IR
p
! IR
q
( ) ( ) h f d
x
h x, , ,
hence the function that associates to the couple (x,h) eA x IR
p
the
differential of the function f at x!A calculated in he IR
p

(a function
with 2p variables); by fixing he IR
p
we obtain the restriction of this
function:
( ) A h df : IR
q
, x0d
x
(h),
restriction that allows us to introduce the second order differential of
the function f in a.

Definition 10. We consider c A f : IR
p
! IR
q
a
differentiable function in the point a!A. If the function
df(h): A! IR
q
( ) h f d
x
x , (*)
is differentiable in the point a, for any he IR
p
we say that f is
differentiable two times in a, and the differential of this function

346

calculated in he IR
p
, ( ) ( )( ) h h df d
a
, will be noted with ( ) h f d
a
2
; the
function
:
2
f d
a
IR
p
! IR
q
, h ( ) h f d
a
2

is called the second order differential (the second differential) of the
function f in the point a.

Theorem 8. The differentiable function c A f : IR
p
! IR
q
is
two times differentiable in the point a!A if and only if the first order
partial derivatives of the function f are differentiable in the point a. In
this case:
( )
j i
j i
p
j
p
i
a
dx dx a
x x
f
f d
c c
c
=

= =
2
1 1
2
.

Proof .1. If the function f is two times differentiable in the
point a, the application (*) it would be also differentiable for
i
e h = ,
i= p , 1 , that is the application
( ) ( ) x e f d x
i x
i
x
f
c
c
=
(which is exactly the function
i
x
f ' ) is differentiable in the point a
according to the definition 10. Moreover: for any ( )
p
h h h ,...,
1
= ,
( )e =
p
k k k ,...,
1
IR
p

( ) ( )( ) k h df d
a
= ( ) k h f d
i
p
i
x a
i |
|
.
|

\
|
'

=1
= ( )
j i
p
i
x x
j
k h a f
j i |
|
.
|

\
|
' '

= = 1
p
1
,
so:
( ) ( )( ) ( )
j i
j i
p
j
p
i
a
k h a
x x
f
k h df d
c c
c
=

= =
2
1 1
. (1)
By saying that h=k we obtain the second differential of the
function f in the point a, calculated in h:
( ) ( )
j i
j i
p
j
p
i
a
h h a
x x
f
h f d
c c
c
=

= =
2
1 1
2
(2)

347

or using the projection functions p i dx
i
, 1 , = , and because
( ) ( ) ( ) ,p ,i,j h h h dx h dx h dx dx
j i j i j i
1 = = = , from the relation (2) we obtain
the second differential of the function f in the point a:
( )
j i
j i
p
j
p
i
a
dx dx a
x x
f
f d
c c
c
=

= =
2
1 1
2
. (3)

2. If the first order partial derivatives are differentiable in the
point a, then for h=( )e
p
h h ,....,
1
IR
p
,
arbitrary but fixed, the linear
combination:


( )
p
p
h
x
f
h
x
f
h df
c
c
+ +
c
c
= .....
1
1

is also differentiable in the point a, i.e. the function (*) from definition
10 is differentiable in the point a, for any h e IR
p
; accordingly, the
function f is two times differentiable in the point a.


Remarks. 1. In the case where q = 1, formula (1) defines a
bilinear form whose matrix is:
( ) ( )
, 1 ,
2
p j i
j i
f
a
x x
f
a H
=
|
|
.
|

\
|
c c
c
= ,
named the Hessian of the function f in the point a. If f ! C
2
(A),
according to the Schwarz theorem, the Hessian of the function f in
the current point x e A, H
f
(x), is a symmetrical matrix and, according
to the theorems 8 and 5, the function f is two times differentiable for
any x ! A; in this case formula (2) leads to the fact that f d
a
2
is a
quadratic form for any a e A (in Euler sense is an homogenous
polynomial, with the homogenous degree m=2). We could say that
from formula (3) the expression f d
a
2
is a quadratic form in the
projections dx
1
,,dx
p
.

2. We note by:

p
p
k
p
k k
dx
x
dx
x
dx
x
dx
x
d
c
c
+ +
c
c
+
c
c
=
c
c
=

=
...
2
2
1
1 1

the differentiation operator that associates the total differential to a
differentiable function f:

348


p
p
dx
x
f
dx
x
f
dx
x
f
df
c
c
+ +
c
c
+
c
c
= ...
2
2
1
1
.
This operator allows us to give a formal rule, for computing
the higher order differentials.
The second order differential operator:

( )
j i
p
i
p
j j i
p
p
dx dx
x x
dx
x
dx
x
d

= =
c c
c
=
|
|
.
|

\
|
c
c
+ +
c
c
=
1 1
2
2
1
1
2
...
represents the formal square of the operator d, and associates to a
function f ! C
2
(A) its second order differential in the current point
x ! A:

j i
p
i
p
j j i
dx dx
x x
f
f d

= =
c c
c
=
1 1
2
2
.
Generally, the n order differential operator, where n e IN
*
:

( )
n
n n
i i
p
i
p
i i i
n
n
p
p
n
dx dx
x x
dx
x
dx
x
d ...
...
... ...
1
1 1
1 1
1
1

= =
c c
c
=
|
|
.
|

\
|
c
c
+ +
c
c
= ,
is the operator d rises to the formal power n, and associates to a
function f e C
n
(A) the n order differential of the function f in the
current point x!A, i.e.

n
n
n
i i
p
i
p
i
i i
n
n
dx dx
x x
f
f d ...
...
....
1
1
1
1 1

= =
c c
c
= .
We know that the projections dx
1
,...,dx
n
are linear functions,
hence:
( )( )
n n
i i
n
i i
h h t th dx dx ... ....
1 1
= and ( ) ( ) h f d t th f d
n
a
n
n
a
= ,
for any h e R
p

and any t > 0; so for q = 1 the n order differential of
the function f in the point a ! A is a homogenous polynomial in
Eulers sense in the projections
p
dx dx ,...,
1
, with homogenous degree
m= n, or n form .

3. For the higher order differentials calculus it is
recommended to use a formal calculus rule that is implied by the
definition 10 and theorem 8. For example if f ! C
2
(A), we can obtain
the differential of second order in current point like this:
- we calculate the total differential df;

349

- we consider in df the projections constant
(so d(dx
i
) = 0, p i , 1 = ) and we differentiate df:
( ) ( ) f d dx dx
x x
f
dx f d dx f d df d
j i
p
i
p
j j i
i
p
i
x
p
i
i x
i i
2
1 1
2
1 1
=
c c
c
= ' =
|
|
.
|

\
|
' =

= = = =
.

If f ! C
3
(A) , for the third order differential calculus we act in the
same way: we consider the constant projections and we
differentiate in f d
2
:

) (
1 1
2
j i
p
i
p
j j i
dx dx
x x
f
d

= =
c c
c
= ( )
j i
p
i
p
j
x x
dx dx f d
j i

= =
' '
1 1
=
f d dx dx dx
x x x
f
k j i
p
i
p
j k j i
p
k
3
1 1
3
1
=
c c c
c

= = =

We will proceed the same for the differentials calculus when n>3.
(n=the order of the differential).

Example 26. Let calculate ( ) f d 0 , 0
2
for the function
( )
x y
e y e x y x f
2 2
, + = .
We know that

( )
2
2
2 2
2
2
2
2
2
2 dy
y
f
dxdy
y x
f
dx
x
f
f dy
y
dx
x
f d
c
c
+
c c
c
+
c
c
=
|
|
.
|

\
|
c
c
+
c
c
= ;
but:
( )
x y
x
e y xe y x f
2
2 , + = ' , ( ) , 2 ,
2
2
x y
x
e y e y x f + = ' ' ( ) , 2 2 ,
x y
xy
ye xe y x f + = ' '
( ) , 2 ,
2 x y
y
ye e x y x f + = ' ( ) , 2 ,
2
2
x y
y
e e x y x f + = ' '
and then the second differential in the current point is:
( ) ( ) ( )
2 2 2 2 2
2 4 2 dy e e x dxdy ye xe dx e y e f d
x y x y x y
+ + + + + =
and
( ) ( )
2 2
0 , 0
2
2 dy dx f d + = .
Finally we remark that ( ) f d 0 , 0
2
is a positive defined quadratic form.

Exercise 27. Calculate ( ) ( ) y x f d
n
, 1 , 1 for any neIN*, using
the formal procedure described before for the function defined
through ( ) 1 2 ,
2 2 3
+ + = y xy x y x f .

350

Solution. In the total differential :
dy y dy xy dx y dx x df 2 4 2 3
2 2
+ + =
we consider x,y variables and dx, dy constants and then we
differentiate; we obtain:
( )
2 2
2 2 2 2
2 4 8 6
2 4 4 4 6
dy x ydxdy xdx
dy dy x dy dx y dy dx y xdx f d
+ + =
= + + + =
.
By using the same method :

2 3 2 2 3 3
12 6 4 8 6 dxdy dx dxdy dxdy dx f d + = + + = ,
and
0 = f d
n
, for n > 4.
Knowing that
dx(x, y) = x and dy(x,y)=y
we obtain the differentials:
( )
( ) y x y y y x y x f d 2 5 2 4 2 3 ,
1 , 1
+ = + + = ,
( ) ( )
2 2
1 , 1
2
2 8 6 , y xy x y x f d + + = ,
( ) ( )
2 3
1 , 1
3
12 6 , xy x y x f d + = and ( ) ( ) 0 , 1 , 1 = y x f d
n
for n > 4.

Example 28. We shall determine the Hessian of the function
f(x, y) = =ln(x + y) in the current point (x, y) e IR
*
+
x IR
*
+
by using
the second differential formal calculated. Knowing that
2
2
2
2
2
2 dy f dxdy f dx f f d
y
xy
x
' ' + ' ' + ' ' = ,
in order to determine ( ) y x H
f
, we need the coefficients of the
functions
2 2
and , , dy dxdy dx .
Because
df
y x
dy dx
+
+
= and
( )
( )
2
2
2

y x
dy dx
f d
+
+
=
we obtain that:
( )
( )
|
|
.
|

\
|
+
=
1 1
1 1
1
,
2
y x
y x H
f
.

351

7. ELEMENTS OF CALCULUS IN THEORY OF
FIELDS
Let the Euclidian vectorial space IR
3
reported to the
orthogonal axe system Oxyz with the versors i , j , k (or IR
2

reported to the orthogonal axe system Oxy, with the versors i , j ).
We must remind that a function
f : A c IR
3
IR is called a scalar field (case p=3, q=1),
and a vectorial function of scalar components P, Q, R (case p=3,
q=3) written
k R j Q V + + = i P , (P, Q, R : A IR),
is called a vectorial field (see definition 14, chapter 5); we shall write
sometimes
f(x, y, z)=f(M)=f( r ), and V (x, y, z) = V (r ) = V (M)
where r = xi + y j + z k is the position vector of the current point
M(x, y, z), (x, y, z)!A; r shall designate the norm of the vector r ,
meaning
2 2 2
z y x r + + = ; by abuse of language and notation we
identify the set of the vectors from IR
3
with IR
3
; we shall also write
sometimes M(x, y, z) !A instead of (x, y, z)!A. If f ! C
1
(A) is a scalar
field then gradient of f:
grad f = k
z
f
j
y
f
i
x
f
f
c
c
+
c
c
+
c
c
= V
is a vectorial field associated to the scalar field f. More than that, we
denote
d r = dxi + dy j + dz k
the differential of the position vector r
; then

r d f dz
z
f
dy
y
f
dx
x
f
df V =
c
c
+
c
c
+
c
c
= ,
meaning the total differential of the field f is equal with the Euclidian
scalar product between the gradient of the field f and the differential
of the position vector. In the following, we shall introduce other
scalar and vectorial fields associated to certain fields and we shall
analyse some of their properties.



352

Scalar Fields

Let f : A c IR
3
IR be a scalar field. Such a field is also
named a stationary field (like, for example, the potential of an
electric field, the pressure on the points of a plaque, or the field of
the temperatures in a body). In some practical problems there are
considered scalar fields of four variables x,y,z,t, the fourth indicating
the time in point M(x,y,z); such fields are called non- stationary
fields. In the following we shall analyse only stationary fields.

Definition 11. Let ( ) A c b a e , , . The locus of the points
M(x,y,z)!A which verify the equation:

S: f(x,z,y)=f(a,b,c)

is called level surface (or, for p=2, C: f(x,y)=f(a,b) level curve) that
passes through ( ) c b a M , ,
0
(or ( ) b a M ,
0
)eAc IR
2
).

If
1 0
M M s = is a versor, where ( )
1 1 1 1
, , c b a M eIR
3
, and M(x,y,z)
is a current point from A situated on the segment ( | M M ,
0
, then the
limit:
| (
( ) ( )
( )
0
0
1 0
0 ,
lim
M M d
M f M f
M M M
M M

=
e

l ,

if exists, is called the variation speed in
0
M of the field f after the
directions .












353





















We shall remark that if the versor s has the cosiness cos*,
cos,, cos3, then M(x,y,z)!( | M M ,
0
, if and only if:
x=a+t cos*, y=b+t cos,, z=c+t cos3, d( | M M ,
0
=t and
0
M M t!0. Then:

| f
t
l
t
1
lim
0
= (a+t cos*, b+t cos,, c+t cos3)-f(a,b,c)]= ( ) c b a
s
f
, ,
c
c
,
So the variation speed of the field f in
0
M after the direction s
coincides with the derivative of the function f in (a,b,c) after the
vector s ; we shall use the notations:
( ) c b a
s
f
, ,
c
c
=(
x
f
c
c
cos*+
y
f
c
c
cos,+
z
f
c
c
cos3)(
0
M )=
= gradf(
0
M )1 s =4f1 s (
0
M ).
Because in IR
3
the scalar product between two vectors
coincides with the product of the norm of one of the vectors with the
norm of the projection of the other vector, we can write:
|
o
( )
c , b , a
s
f
c
c

x
z
s
V f(
0
M )
0
M

354

( ) c b a
s
f
, ,
c
c
= ( ) $ cos , , c b a f grad ,
where $ is the angle between the ( ) c b a f grad , , and s . If
Vf ( ) c b a , , =0 then the direction s after which the derivative
( ) c b a
s
f
, ,
c
c
has the maximum value is obtained for $ =0:
s
max ( ) c b a
s
f
, ,
c
c
= ( ) c b a f grad , , ;
hence s has the direction of the gradient of f in (a,b,c); in other
words the variation speed of the field f in
0
M is maximum after the
direction of the gradient in that certain point.
We shall remark that if f is differentiable in (a,b,c)! then the
equation:
( )
( ) c z b y a x f d
c b a
, ,
, ,
=Vf ( ) c b a , , 1d r ( ) c z b y a x , , =0
is the equation of the tangent plane in
0
M ( ) c b a , , to the level
surface which goes through
0
M , and the gradient of the field f in
0
M , if Vf ( ) c b a , , =0, is a normal vector of this plane.

Vectorial Fields

Let k ,z) y , R(x j ,z) y , Q(x i z) , y , P(x z) , y , (x v + + =

be a
vectorial field c A : v IR
3
IR
3
. Such a field (like a magnetic field,
electric field) is also called a stationary vectorial field.

Definition 12: We call field line of the field v a curve from A
in the point of which the vector v is tangent to this certain curve.

Example 29: If v represents an electric field of the punctual
charge, the field lines of this are represented by the rays that start
from the source point; in case the magnetic field is generated by a
magnet, the field lines are curves which start from a pole to another;
the field lines of a stationary field of the speeds of a fluid flowing
represents the movement trajectory of the fluids particles (the
current lines).



355

Remark 1: Let
k R j Q i P v + + = : A c IR
3
IR
3

be a vectorial field and
5 : x = x(t) , y = y(t) , z = z(t), t ! I,
a curve situated in A parametrically represented. According to
definition 12, the curve 5 is a field line if the functions x, y, z are
derivable and k z'(t) j y'(t) i x'(t) T + + = is tangent in the point M(x(t),
y(t), z(t)) to 5, t ! I, meaning :

0 r d v = (the vectorial equation of the field lines) or

R
z d
Q
y d
P
x d
= = (the differential equations of the field lines).

Remark 2. Let s a versor and M
0
(a, b, c) ! A. Then the
derivative of the field v in the point M
0
after the direction s is:
k
s
j i
s s
v
) (M
P
) (M
s
P
) (M
P
) (M
0 0 0 0
c
c
+
c
c
+
c
c
=
c
c

and, in the current point of the domain A, when (A) C v
1
e :
k
s
P
j
s
P
i
s
P
s
v
c
c
+
c
c
+
c
c
=
c
c

or, using the operator nabla: k
z
j
y
i
x c
c
+
c
c
+
c
c
= V ,
( )v s
s
v
V =
c
c
.

Definition 13. Let ) (
1
A C v e and M
0
!A. The scalar:
( ) ( ) ( ) ( )
0 0 0 0
M
z
R
M
y
Q
M
x
P
M v div
c
c
+
c
c
+
c
c
=
or, with Hamiltons operator,

( )
0
M v V ,
is called the divergence of the field k R j Q i P v + + = in M
0
! A, and
the scalar field defined in the current point in A through:
z
R
y
Q
x
P
v
c
c
+
c
c
+
c
c
= V = v div
is called the divergence of the field v on A. The vector

356

k M
y
P
x
Q
j M
x
R
z
P
i M
z
Q
y
R
M v rot ) ( ) ( ) ( ) (
0 0 0 0
|
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
c
c

c
c
=

is called the rotational (curl) of the field v in M
0
, and the vectorial
field defined in the current point in A through

k
y
P
x
Q
j
x
R
z
P
i
z
Q
y
R
v curl v rot
|
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
c
c

c
c
+
|
|
.
|

\
|
c
c

c
c
= = : :
_

is named the rotational (curl) of the field v on A. Using, once again,
the operator nabla and the definition of the vectorial product we
can symbolically write:










The vectorial field v is called solenoidal if 0 = v div on A; if
0 = v rot on A we say that v is an irrotational (non-vortical) field. If
there exist two scalar fields 6 ! C
1
(A) (6 not constant) and F ! C
2
(A)
so F grad v 6 = we say that v is a biscalar field. We shall mention,
without proof, the following theorems:
Theorem 9. The field ) (
1
A C v e is not solenoidal if and only if
there exists ) (
2
A C we so w rot v = . The field w is named vectorial
potential of the solenoidal field v .

Theorem 10. The field v is irrotational if and only if there
exists a scalar field $ ! C
2
(A) so that $ grad v = . The field $ is
called scalar potential of the irrotational field

v .

R Q P
z y x
k j i
v v rot
c
c
c
c
c
c
= V =

357

Remark. To determine the field $ is equivalent with solving
the system R Q P
z y x
= = =
' ' '
, , $ $ $ ; from $ $ d r d grad r d v = = , it
can be show that if (a,b,c) !A then:
( ) ( ) ( ) ( )
} } }
+ + + =
x
a
y
b
z
c
K dz z b a R dy z y a Q dx z y x P z y x , , , , , , , , $ ,
where K is an arbitrary constant.

Definition 14. A surface generated by the field lines of a
vectorial field is called field surface.

Theorem 11. Let ) (
1
A C v e . Then:
(a)
v

is biscalar if and only if 0 = v rot v
.

(b) If v

is biscalar and F grad v 6 = then the surfaces of
equation F = k are orthogonal on the field lines.
(c) If there exists a family of surfaces S
k
(k e IR) orthogonal
on the field lines of the field

v , then v is irrotational or is biscalar.

Example 30. The position vector r is irrotational and
3 = r div . Indeed:
__
__ __ _
__ __
0 =
c
c
c
c
c
c
= V =
z y x
z y x
k j i
r r rot

and . 3
__ __
=
c
c
+
c
c
+
c
c
= V =
z
z
y
y
x
x
r r div


Remark. If f, g ! C
1
(A) are two scalar fields and
) ( ,
1
A C w v e are two vectorial fields, the derivation rules studied
are handed to the operator ! thus:


358

(a)
( ) ( )
g grad f grad g f
g f g f grad
+ = V + V =
= + V = +


(b)
( ) ( )
w div v div w v
w v w v div
, * , *
, * , *
+ = V + V =
= + V = +


(c)
( ) ( )
( ) ( ) w rot v rot w v
w v w v rot
, * , *
, * , *
+ = V + V =
= + V = +


(d)
( ) ( )( )
( ) ( )
s
g
s
f
g s f s
g f s g f
s
c
c
+
c
c
= V + V =
= + V = +
c
c
, * , *
, * , *


(e)
( ) ( )( )
( ) ( )
s
w
s
v
w s v s
w v s w v
s
c
c
+
c
c
= V + V =
= + V = +
c
c
, * , *
, * , *
__

(f) ( ) f grad f U f f U f U f U grad ) ( ' ) ( ' ) ( ) ( = V = V =

(g) ( ) ( ) f grad g g grad f f g g f g f g f grad + = V + V = V =

(h) ( ),
1
2
g f f g
g g
f
g
f
grad V V =
|
|
.
|

\
|
V =
|
|
.
|

\
|
if g(x,y,z)%0 on A.
(i) ( ) ( ) ( ) ( ) v div f v f grad v f v f v f v f div + = V + V = V =
(j) ( ) ( ) v rot f v f grad v f v f v f v f rot + = V + V = V =

for any *, , e IR, any vector 0 = s and any function U : B = f(A) c
IRIR , U!C
1
(B).


359


The Rule Of Arrow (the operator ! applied to a
product).

We have seen that if f, g ! C
1
(A) then:
( ) g f f g g f V + V = V .
We remark the fact that, due to the application of the
operator ! to the product of the scalar fields we shall obtain a sum
with the following terms:
f g V , or ( ) g f V , where g is considered constant and
g f V , or ( ) g f V , where f is considered constant,
or, if we mark with an arrow the field considered variable:
( )
|
.
|

\
|
V +
|
.
|

\
|
V = V
+ +
g f g f g f .
Practically, this remark is applicable to any product (correctly
defined!) of fields and is called the arrow rule; it allows us to
calculate, without memorising, the gradient, the divergence or the
rotational of products, taking into account the double character of
the operator
k
z
j
y
i
x c
c
+
c
c
+
c
c
= V :
the vectorial and the differential.

Example 31. If v f , are fields of class C
1
, then:
( ) ( ) v f v f v f v f v f V + V =
|
.
|

\
|
V +
|
.
|

\
|
V = V
+ +
,
so
( ) ( ) v div f v f grad v f div + =

and
( ) v f v f v f v f v f V + V = V + V = V
+ +
,
hence:
( ) v rot f v f grad v f rot + = .


360

Example 32. Let us calculate the divergence and the
rotational of the field w v where ) ( ,
1
A C w v e . We remind that the
mixed product has the properties:
( ) ( ) ( ) ( ) c a b b a c c b a c b a , , , , , , = = = .
Then:
( )
=
|
.
|

\
|
V
|
.
|

\
|
V =
|
.
|

\
|
V +
|
.
|

\
|
V =
=
|
.
|

\
|
V +
|
.
|

\
|
V = V
+ + + +
+ +
w v v w w v w v
w v w v w v
, , , , , , , ,

( ) ( ) w v v w V V = ,
so
( ) w rot v v rot w w v div = .
To calculate the rotational we shall remind that the vectorial
product is anti-commutative, and the double vectorial product
verifies Gibbs` rule: ( ) ( ) ( ) c b a b c a c b a = . Then:
( )
( ) ( ) ( ) ( ) v w w v w v v w
v w w v w v
V + V V V =
=
|
.
|

\
|
V
|
.
|

\
|
V = V
+ +

,
so
( ) ( ) ( )v w div
v
w
w v div
w
v
w v rot +
c
c

c
c
= .

Example 33. If ) ( ,
1
A C w v e then:
( )
w
v
v rot w
v
w
w rot v w v grad
c
c
+ +
c
c
+ = (*)

Indeed, using arrow rule we shall obtain:
( )
|
.
|

\
|
V +
|
.
|

\
|
V = V
+ +
w v w v w v ;
using Gibbs` rule: ( ) ( ) ( )c b a c b a b c a + =
,
it results that:
( ) ( )w v w v w v V + V =
|
.
|

\
|
V
+
and

361

( ) ( )v w v w w v V + V =
|
.
|

\
|
V
+
,
and the formula (*) is proved.

Example 34. Let us calculate div(grad f), where f ! C
2
(A).
Because
__
'
__
'
_
'
k f j f i f f f grad
z y x
+ + = V =

we obtain:
2
2
2
2
2
2
) ( ) (
z
f
y
f
x
f
f f grad div
c
c
+
c
c
+
c
c
= V V = , or f f A = V
2
,
where
2
2
2
2
2
2
z y x c
c
+
c
c
+
c
c
= A is Laplace`s operator.
The field f is called harmonic if "f = 0. For example, the
electrostatic field
r
a
r f = ) ( , where
7 - 4
q
a = , is harmonic. Truthfully,
having
r
r
r r grad = V = and 3 = r div , we have:
3 2 2
r
r
a
r
r
r
a
r
r
a
f = = V = V and
0
1
3
3 1 1
3 4 3 3
=
|
.
|

\
|
+ =
(
(
(

|
.
|

\
|
V +
|
|
|
.
|

\
|
V = A
+
+
r
r
r
r
r
a r
r
r
r
a f .

Example 35. Let us prove that
3
r
r
b R = , where
7 - 4
q
b =
(the electric field) is a solenoidal , irrotational and harmonic field.
Because
0
3 3 1 1
3 4 3 3
=
|
.
|

\
|
+ =
(
(
(

|
.
|

\
|
V +
|
|
|
.
|

\
|
V =
+
+
r
r
r
r
r
b r
r
r
r
b R div ,
the field R is solenoidal;

362

0
3 1
4 3 3 3
= = V = V + V =
+
+
r
r
r
r
b r
r
b r
r
b
r
r
b
R rot ,
thus the field R is irrotational. Hence,
0 = = A H rot rot H div grad R ,
thus the field R is harmonic.
8.SOLVED PROBLEMS
Exercise 35. At what value of the constant a IR makes the
function z(x,y)=x
3
+axy
2
satisfy the equation:
0 = Az , where
2 2
" "
y x
z z z + = A .
Solution. We calculate:
x y x z ay x y x z
x
x
6 ) , ( " ; 3 ) , ( '
2
2 2
= + = ,
ax y x z axy y x z
y
y
2 ) , ( " ; 2 ) , ( '
2
= = .
Hence, 0 = Az if and only if 3 = a .

Exercise 36. Let
z x
e
xy z y x f f
+
=
2 3
) , , ( , : IR IR .
a) Find
z
f
y
f
x
f
c
c
c
c
c
c
, , .
b) Calculate ) , , ( , ) , , (
2
) 0 , 0 , 0 ( ) 0 , 0 , 0 (
z y x f d z y x f d .
c) Calculate ) 1 , 1 , 1 (
a
f
c
c
, where k j i a + + = .
d) Calculate
n
n
x
f
c
c
and
m n
m n
z x
f
c c
c
+
, for all
*
, IN e m n .
Solution: a) We have
f f xye z y x f x e y z y x f
z
z x
y
z x
x
= = + =
+ + ' ' 2 '
; 2 ) , , ( , ) 1 ( ) , , ( .
b) From a) we obtain:
IR z y x z f y f x f z y x f d
z y x
e = + + = , , , 0 ) 0 , 0 , 0 ( ) 0 , 0 , 0 ( ) 0 , 0 , 0 ( ) , , (
' ' '
) 0 , 0 , 0 (


363

( )
| | = + + +
+ + + =
=
c
c
+
c
c
+
c
c
=
zx zx yz xy
z y x
z y x dzdx f dydz f dxdy f
z y x dz f z y x dy f z y x dx f
f dz
z
dy
y
dx
x
z y x f d
) , , ( ) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' ' 2
) , , ( ) 0 , 0 , 0 ( ' ' ) , , ( ) 0 , 0 , 0 ( ' ' ) , , ( ) 0 , 0 , 0 ( ' '
) 0 , 0 , 0 ( ) , , (
2 2 2
) 2 (
) 0 , 0 , 0 (
2
2 2 2
| | . ) , , ( , 0 ) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' ' 2
) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' ' ) 0 , 0 , 0 ( ' '
2 2 2
2 2 2
3
IR e = + + +
+ + + =
z y x zx f yz f xy f
z f y f x f
zx yz xy
z y x

c) The directional derivative is:
. 5 ) 1 2 2 (
) 1 , 1 , 1 ( ' ) 1 , 1 , 1 ( ' ) 1 , 1 , 1 ( ' ) 1 , 1 , 1 ( ) 1 , 1 , 1 (
2 2
e e
f f f f
z y x a
f
z y x
= + + =
= + + =
|
|
.
|

\
|
c
c
+
c
c
+
c
c
=
c
c

d) Using Leibniz's formula we obtain for all positive n:

=
+ + +
+ = + = =

n
k
z x n
n
n
n
z x k
x
z x k n
x
k
n
n
x
e y n x C x C e y e x C y z y x f
k k n n
0
2 1 2 ) ( ) ( 2 ) (
, ) ( ) 1 ( ) ( ) ( ) , , (
whence
* ) ( ) ( ) (
) ( IN e =
c
c
=
+
m f f
z
f
n
x
n
x m
m
m n
z x
n n m n
.

Exercise 37. Let
2 2
IR IR : f ,

=
=
+
=
0 , 0
0 ,
1
) , (
2
2
2
2
1
x
x
e y
ye
y x f
x
x

a) Show that f has partial derivatives at ) 0 , 0 ( .
b) Calculate ) 0 , 0 (
a
f
c
c
, where . 2 2 j i a =
c) Prove that f is not differentiable at ) 0 , 0 ( .
Solution. a) Using the definition of partial derivatives, we
have:
0
0 0
lim
) 0 , 0 ( ) 0 , (
lim ) 0 , 0 (
0 0
=

=
c
c

x x
f x f
x
f
x x

0
0 0
lim
) 0 , 0 ( ) , 0 (
lim ) 0 , 0 (
0 0
=

=
c
c

y y
f y f
y
f
y y


364

b) The directional derivative is:
| | | |
. 0
1
lim
1
1
lim
1
1
lim
) , (
1
lim ) 0 , 0 ( ) ) 1 , 1 ( ) 0 , 0 ( (
1
lim ) 0 , 0 (
2 1
2
2
1
0
0 0
2
2
2
=
+

=
+

= = + =
c
c

=
u
e
e
e
u
e
e t
te
t
t t f
t
f t f
t a
f
u
u
u
u
u
u
u
t
t
t
t
t t



c) It is known that if f is differentiable at (0,0) then f is
continuous at (0,0). But the sequence 1 ), ,
1
(
2
>

n e
n
n
converges at
) 0 , 0 ( and
). 0 , 0 ( 0
2
1
) ,
1
( lim
2
f e
n
f
n
n
= = =

Therefore, by Heine's theorem, f is not continuous hence even
differentiable at (0,0).

Exercise 38. Let
IR IR
2
: f ,
2 2
2 2
) , (
y x
y x
xy y x f
+

= , If 0
2 2
= + y x and 0 ) 0 , 0 ( = f .
a) Compute ) 0 , 0 ( ' '
xy
f and ) 0 , 0 ( ' '
yx
f .
b) ) (
2 2
IR C f e ?
c) Compute ), 2 , 1 ( 2
0

=

c c
c
=
n
k
k k n
n
k
n
k
n
y x
f
C a where
*
IN e n .

Solution. It is easy to compute
2 2 2
5 3 2 4
) (
4
) , ( '
y x
y y x y x
y x f
x
+
+
= , for 0
2 2
= + y x ,
0
) 0 , 0 ( ) 0 , (
lim ) 0 , 0 ( '
0
=

=

x
f x f
f
x
x
,
0 ,
) (
4
) , ( '
2 2
2 2 2
4 2 3 5
= +
+

= y x
y x
xy y x x
y x f
y
, and 0 ) 0 , 0 ( ' =
y
f .
Then:

365

, 1
0
lim
) 0 , 0 ( ' ) , 0 ( '
lim ) 0 , 0 ( ' '
0 0
=

=

=

y
y
y
f y f
f
y
x x
y
xy
and
1
0
lim
) 0 , 0 ( ' ) 0 , ( '
lim ) 0 , 0 ( ' '
0 0
=

=

x
x
x
f x f
f
x
y y
x
yx
.
b) The partial derivatives
yx xy
f f ' ' , ' ' are continuous on
)} 0 , 0 {(
2
IR (in fact )}) 0 , 0 {( \ (
2
IR

eC f , but are discontinuous at

(0,0) (otherwise, by Schwarz' theorem, ) 0 , 0 ( ' ' ) 0 , 0 ( ' '
yx xy
f f = ). Or
directly,
0 , ) , ( ' '
) (
9 9
) , ( ' '
2 2
3 2 2
6 4 2 2 4 6
= + =
+
+
= y x if y x f
y x
y y x y x x
y x f
yx xy

and ). 0 , 0 ( ' ' 1
125
171
) , 2 ( ' ' lim
0
xy xy
x
f y x f = = =

c) We remark that the expression can be formally written:

). 2 , 1 (
) (
f
y
y
x
x a
n
n
|
|
.
|

\
|
c
c
+
c
c
=
But f is a homogenous function of degree 2, since

), , ( ) , (
2
y x f t ty tx f =
for all t>0, and for all )} , {( ) , (
2
o o IR y x e , and
)}) 0 , 0 {( \ (
2
IR

eC f . Therefore, by Eulers formula:

), 1 , 2 ( ) 1 2 )...( 1 2 ( 2 f n a
n
+ =
hence
2 1
5
12
) 1 , 2 ( 2 a f a = = = , and 0 =
n
a for 3 > n .

Exercise 39. Let IR IR
2
: f ,
f(x,y)=
|
|
.
|

\
| +
=
2
2 2
2
ln ) , (
x
y x
x y x f , if
*
IR e x and f(0,y)=0, for all
IR e f . Verify the assertion:
Schwarz theorem implies that ) 0 , 0 ( ' ' ) 0 , 0 ( ' '
xy yx
f f = .



366

Solution. We have
, 0 ) 0 , 0 ( ' , 0 ) 1 ln( lim
) , ( ) , (
lim
) , 0 ( ' , 0 ,
2
) 1 ln( 2 ) , ( '
2
0 0
2 2
2
2
2
= = + =

= =
+
+ =

x
x x
x x
f
y
x
x
x
y o f y x f
y f x
y x
xy
x
y
x y x f


hence

( )

e =
e =
+

|
|
.
|

\
|
+
= '
IR
IR
y x
y x
y x
xy
x
y
x
y x f
x


, 0 0
, 0 ,
2
1 ln 2
,
2 2
2
2
2


( )

e =
e =
+ = '
IR
IR
y x
y x
y x
y x
y x f
y


, 0 0
, 0 ,
2
,
2 2
2



( )
( )
IR, e =
+
= ' ' y x
y x
xy
y x f
xy
, 0 ,
4
,
2
2 2
3




0 , 0
) (
2
lim
) , 0 ( ' ) , ( '
lim ) , 0 (
2 2
2
0 0
= =
+
=

+ ' '

y
x y x
y x
x
y f y x f
y f
y
y y
x
yx

and
0
) 0 , 0 ( ' ) 0 , ( '
lim ) 0 , 0 ( ' '
0
=

=

x
f x f
f
y y
x
yx
.
Therefore:

e =
e =
+ =
IR
IR
y x
y x
y x
xy
y x f
yx
, 0 , 0
, 0 ,
) (
4
) , ( ' '
2 2 2
3

But:

367

) 0 , 0 ( ' ' 1 ) , ( ' ' lim
0
yx yx
x
f x x f = =

,
hence the mixed derivative
yx
f ' ' is discontinuous at (0,0) and the
hypothesis of Schwarz theorem is not verified. However,
) 0 , 0 ( ' ' 0
) 0 , 0 ( ' ) , 0 ( '
lim ) 0 , 0 ( ' '
0
yx
x x
y
xy
f
y
f y f
f = =

=

.
Consequently, the assertion is false.

Exercise 40. Let IR IR
3
: f , ) (
3 2
IR C g e such that
z x w xyz v y x u z y x w z y x v z y x u g z y x f cos sin ; , ), ) , , ( ), , , ( ), , , ( ( ) , , (
2 2 2
= = = =
Find:
a) . ; ;
) 1 , 1 , 1 ( ) 0 , 0 , 0 ( ) 0 , 0 , 0 (
f d f d df
b) . ; ;
) 1 , 1 , 1 ( ) 0 , 0 , 0 (
) 0 , 0 (
2 2
f d f d f d .
Solution. The total differential is dw g dv g du g df
w v u
+ + = ' ' '
whence
. ' ) ' ' ' ' ' ' (
' ) ' ' ' ' ' ' (
' ) ' ' ' ' ' ' (
2
2
2 2
2
2
2
w d g dw dw g dv g du g
v d g dv dw g dv g du g
u d g du dw g dv g du g f d
w
w
wv wu
v vw
v
vu
u uw uv
u
+ + + +
+ + + + +
+ + + + =

But
dz xy dy zx dx yz dy dy y dx x du + + = = , 2 2
and
dx z x dx z x dw sin sin cos cos = .
Therefore:
a)
dz z x dx z x w v u g
dz xy dy zx dx yz w v u g dy y dx x w v u g d
w
v u f
sin sin cos )(cos , , ( '
) )( , , ( ' ) 2 2 )( , , ( ' '
+
+ + + + =

dx g dx g g g f d
w w v u
) 0 , 0 , 0 ( ' ) 0 , 0 , 0 ( ' 0 ) 0 , 0 , 0 ( ' 0 ) 0 , 0 , 0 ( '
) 0 , 0 , 0 (
= + + =
and
). 0 , 0 , 0 ( '
) 1 , 1 , 1 ( ) 0 , 0 , 0 ( w
g f d =
b) We have:
dz xdy ydx dy xdz zdx dx dz y dy z dv dy dx u d ) ( ) ( ) ( , 2 2
2 2 2 2
+ + + + + = = ,
and
dz dz z x dx z x dx dz z x dx z x w d ) cos sin sin (cos ) sin cos cos sin (
2
+ =
Whence:

368

| )
|
| |
), cos sin sin cos 2 cos sin ( '
2 ' ) ( 2 '
( 2 ) ( "
) )( ( 2 " 2
) sin sin cos (cos "
) ( " ) ( " 4
2 2
2 2
2
2 2 2
2
2 2
dz z x dz dx z x dx z x g
dz dy dx dz y dy dx z g dy dx g
dy y dx x dz xy dy zx dx yz g
dz xy dy zx dx yz dy y dx x g
dz z x dx z x g
dz xz dy zx dx yz g ydy dx x g f d
w
v u
vw
uv
w
v u
+
+ + + + +
+ + + +
+ + + +
+ +
+ + + + =



) )( 0 , 0 , 0 ( ' 2 ) 0 , 0 , 0 ( "
2 2 2
) 0 , 0 , 0 (
2
2
dy dx g dx g f d
u
w
+ =
and ) 0 , 0 , 0 ( " ) 1 , 1 , 1 (
2
) 0 , 0 , 0 (
2
w
g f d = .

Exercise 41. Let ) ln( ) , ( :
y x
e e y x f f + = IR, IR
2
. Make
sure that:
1 =
c
c
+
c
c
y
f
x
f
and
2
2
2
2
2
2
|
|
.
|

\
|
c c
c
=
c
c

c
c
y x
f
y
f
x
f

Solution. We compute the partial derivatives:
( ) ( )
y x
y
y x
x
e e
e
z y x
y
f
e e
e
z y x
x
f
+
=
c
c
+
=
c
c
, , , , , ,
hence 1 ' ' = +
y x
f f on IR
2
. The partial derivatives of the second order
are:
2 2
2
2
2
2
2
) (
) , , ( ;
) ( ) (
) (
) , , (
y x
y x
z y x
y x
y x
x y x x
e e
e
z y x
y
f
e e
e
e e
e e e e
z y x
x
f
+
=
c
c
+
=
+
+
=
c
c
+ +
,
and
z y x
y x
e e
e e
z y x
y x
f
) (
) , , (
2
+
=
c c
c

therefore
2
2
4
) ( 2 2
) , , (
) (
) , , ( ) , , (
|
|
.
|

\
|
c c
c
=
+
=
c
c
c
c
+
z y x
y x
f
e e
e
z y x
y
f
z y x
x
f
y x
y x
.

Exercise 42. Let
) ( ) ( ) , ( y x y y x x y x f + + + = ) $ ,
where $ and are twice differentiable functions. Show that:

369

0 2
2
2 2
2
2
=
c
c
+
c c
c

c
c
y
f
y x
f
x
f
.
Solution. The partial derivatives of the first order are:
' ' ' ) $ $ y x f
x
+ + = , and ' ' ' ) ) $ y x f
y
+ + = ,
whence:
. 0 ) " ' 2 " (
) ' ' ' " ' ( 2 ) " " ' 2 ( ' ' ' ' 2 ' '
2
= + + +
+ + + + + + = +
) ) $
) ) $ $ ) $ $
y x
y x y x f f f
xy
x


Exercise 43. Let
), ) , ( ), , ( ), , ( ( ) , , ( , : y x g x z g z y g z y x f f =
3 3
IR IR
where ) , ( ) , ( , ) (
2009 2 2009
v u g t tv tu g C g = e IR , for all 0 > t and for all
2
) , ( IR e v u . Suppose that: 1 ) 1 , 1 ( ' ) 1 , 1 ( ' ) 1 , 1 ( ' = = =
v u u
g g g . Calculate:
a) ). 13 , 13 , 13 (
f
J
b) ) , , (
) 13 , 13 , 13 (
z y x f d .
c)

=

c c
c
=
2009
0
2009
2009
2009
) 1 , 1 (
k
k k
k
v u
g
C E .
d) 0 ), , , ( ) (
) 2008 (
1
>
c
c
+
c
c
+
c
c
= x x x x f
z
z
y
y
x
x E .
Solution. a) The function ) , , (
3 2 1
f f f f = has the scalar
components:
) , ( ) , , ( ), , ( ) , , ( , ) , ( ) , , (
3 2 1
y x g z y x f x z g z y x f z y g z y x f = = =
hence the Jacobian matrix at (x,y,z) is
|
|
|
.
|

\
|
=
0 ) , ( ' ) , ( '
) , ( ' 0 , ( '
) , ( ' ) , ( ' 0
) , , (
y x g y x g
x z g x z g
z y g z y g
z y x J
v u
u v
v u
f

But g is a homogeneous function (in Euler sense) of degree
2009; hence the partial derivatives are homogeneous functions of
degree 2008. Therefore
) 13 , 13 ( ' 13 ) 1 , 1 ( ' 13 ) 13 , 13 ( '
2008 2008
v u u
g g g = = = and
|
|
|
.
|

\
|
=
0 1 1
1 0 1
1 1 0
13 ) 13 , 13 , 13 (
2008
f
J .

370

b) We have
|
|
|
.
|

\
|
=
dz
dy
dx
J f d
f
) 13 , 13 , 13 (
) 13 , 13 , 13 (
,
hence
) 13 13 , 13 13 , 13 13 ( ) 13 , 13 , 13 ( ) , , (
2008 2008 2008 2008 2008 2008
) 13 , 13 , 13 (
y x z x z y
z
y
x
J z y x f d
f
+ + + =
|
|
|
.
|

\
|
=

Consequently
( )
( ) ( ) y x x z z y z y x f d + + + = , , 13 , ,
2008
13 , 13 , 13
.
c) We remark that
) 1 , 1 ( ) (
) 2009 (
g
v
v
u
u E
c
c
+
c
c
= ,
and, by Euler's identity we obtain:
( ) ) 1 , 1 ( ! 2009 ) 1 , 1 ( 1 2008 2009 ... ) 1 2009 ( 2009 g g E = + = .

d) Analogously,
) , , ( ) , , (
2009
z y x f t tz ty tx f = , hence
). ) 1 , 1 ( ! 2009 , ) 1 , 1 ( ! 2009 , ) 1 , 1 ( ! 2009 (
) 1 , 1 , 1 ( ) , ( ! 2009 ) , , ( ) 1 2008 2009 ( ... ) 1 2009 ( 2009
2009 2009 2009
1
g x g x g x
x x g x x x f E
=
= = + =


Exercise 44. Let be differentiable vector fields in IR
3
.
Show that the divergence of is equal to
w curl v v curl w w v v w = V V ) ( ) ( .
Solution. We use the rule of arrows and the features of
mixed product:
( )
( ) ( ) . , , , ,
, , , ,
w curl v v curl w w v v w w v v w
w v w v w v w v w v
= V V =
|
.
|

\
|
V
|
.
|

\
|
V =
=
|
.
|

\
|
V +
|
.
|

\
|
V =
|
.
|

\
|
V +
|
.
|

\
|
V = V
+ +
+ + + +


Exercise 45 If v is a
2
C -vector, show that
( ) ( ) . 0 = = V V v curl div v

371

Find v curl if .
2
k xyz j yz i z x v + + = Find w div , if
.
2
k z x j yz i xyz w + + =
Solution. Let
_ _ _
k h j g i f v + + = . Since

v is a vector field of
class
2
C it follows that the scalar components f,g,h
2
C e , and,
consequently, Schwarz theorem says that mixed derivatives are
equals:
zy yz yx xy
f f f f " " , " " = = . Therefore:
( ) | |= + =
c
c
c
c
c
c
= V V ) ' ' ( ) ' ' ( ) ' ' (
y x z x z y
f g k f h j g h i div
h g f
z y x
k j i
div v

= + + =
z y x y x z x z y
f g h f g h )' ' ' ( )' ' ' ( )' ' ' (
0 ) " " ( ) " " ( ) " " ( = + + =
yz xz xy zy zx yx
f g h f g h
If k xy j yz i z x v + + =
2
, then
curl ( ) ) 0 0 ( ) ( ) (
2
2
+ =
c
c
c
c
c
c
= V = k x zy j y xz i
xyz yz z x
z y x
k j i
v v
hence
curl . ) ( ) (
2
j yz x i y xz v + = .
Finally:
div . ) (
2 2
x z yz k z x j yz i xyz k
z
j
y
i
x
w + + = + +
|
|
.
|

\
|
c
c
+
c
c
+
c
c
=

Exercise 46. Find the directional derivative for
) ln( ) , (
2 2 2 2
y x y x y x f + =
in the direction j i a 3 2 + = . If f(0,0)=0 does ) 0 , 0 ( f V exist?





372

Solution. We have
= + =
|
|
.
|

\
|
c
c
+
c
c
= V =
c
c
) , ( ' 3 ) , ( ' 2 ) , ( 3 2 ) , ( ) ( ) , ( y x f y x f y x f
y x
y x f a y x
a
f
y x

.
6 4
) ln( ) 6 4 (
2
) ln( 2 3
2
) ln( 2 2
2 2
3 2 2 3
2 2 2 2
2 2
2 2 2 2
2 2
2 2 2 2
y x
y x y x
y x y x xy
y x
y
y y x y x
y x
x
x y x x y
+
+
+ + + =
=
(

+
+ + +
(

+
+ + =

If f(0,0)=0, since
j f i f f
y x
) 0 , 0 ( ' ) 0 , 0 ( ' ) 0 , 0 ( + = V ,
and
0 ) 0 , 0 ( ' , 0
0 0
lim
) 0 , 0 ( ) 0 , (
lim ) 0 , 0 ( '
0 0
= =

=

y
x x
x
f
x x
f x f
f it
follows that 0 ) 0 , 0 ( = Vf .

Exercise 47. Suppose e = ) , , (
3 2 1
x x x x IR
3
and for 3 , 2 , 1 = i ,
f
i
:IRIR is a
2
C mapping. Let g : IR
3
IR be defined by
) ( ) ( ) ( ) (
3 3 2 2 1 1
x f x f x f x g = .
Show that when 0 = g
) (
) ( "
) (
) ( "
) (
) ( "
) (
) (
3 3
3 3
2 2
2 2
1 1
1 1
2
x f
x f
x f
x f
x f
x f
x g
x g
+ + =
V
,
where A = V V = V :
2
is the Laplacian operator, the divergence of
the gradient.

Solution. The gradient of g is:
+ = + + = V = i x f x f x f k x g j x g i x g x g x g grad
x x x
) ( ) ( ) ( ' ) ( ) ( ' ) ( ' ) ( ) (
3 3 2 2 1 1
3 2 1
k x f x f x f j x f x f x f ) ( ' ) ( ) ( ) ( ) ( ' ) (
3 3 2 2 1 1 3 3 2 2 1 1
+ +
and the Laplacian is:
=
|
|
.
|

\
|
c
c
+
c
c
+
c
c
= A ) ( ) ( x f grad k
z
j
y
i
x
x g
) ( " ) ( ) ( ) ( ) ( " ) ( ) ( ) ( ) ( "
3 3 2 2 1 1 3 3 2 2 1 1 3 3 2 2 1 1
x f x f x f x f x f x f x f x f x f + + = .

373

Whence
) (
) ( "
) (
) ( "
) (
) ( "
) (
) (
3 3
3 3
2 2
2 2
1 1
1 1
x f
x f
x f
x f
x f
x f
x g
x g
+ + =
A
.

Exercise 48. Show that, if g is a real function,
2
C g e (IR
3
)
then
2
2
2
2
2
2
2
z
g
y
g
x
g
g g
c
c
+
c
c
+
c
c
= V = A .
If we define the operator
2
V on a real vector field (a vector- valued
function)
), , ... , ( : , ,..., 1 , ), , ... , (
2
1
2 2 2
1 p k p
f f f by p k C f f f f V V = V = e =
show that if f is a vector field in IR
3
, then:

. ) ( ) ( , ) ( ) (
2 2
f f f or f f div grad curlf curl V V V = V V V =

Solution. The first formula follows by the fact that

|
|
.
|

\
|
c
c
+
c
c
+
c
c
= A k
z
j
y
i
x
|
|
.
|

\
|
c
c
+
c
c
+
c
c
k
z
j
y
i
x
2
2
2
2
2
2
z y x c
c
+
c
c
+
c
c
=
Using the definitions we have:

.
)
) (
2
2
2
3
2
2
3
2
1
2
1
2
2
2
2
2
2
2
3
2
3
2
2
1
2
2
1
2
2
2
1 2 3 1 2 3
3 2 1
|
|
.
|

\
|
c c
c
+
c
c

c
c

c c
c
+
+
|
|
.
|

\
|
c c
c
+
c
c

c
c

c c
c
+
|
|
.
|

\
|
c c
c
+
c
c

c
c

c c
c
=
=
c
c

c
c
c
c

c
c
c
c

c
c
c
c
c
c
c
c
=
c
c
c
c
c
c
V =
x z
f
y
f
x
f
x z
f
k
x y
f
x
f
z
f
z y
f
j
z x
f
z
f
y
f
y x
f
i
y
f
x
f
x
f
z
f
z
f
y
f
z y x
k j i
f f f
z y x
k j i
f curl Curl



374

Using again the definitions, by Schwarz theorem we can
write:
( )
) (
) (
2
3
2
2
3
2
2
3
2
2
2
2
2
2
2
2
2
2
2
1
2
2
1
2
2
1
2
2
3
2
2
2
1
2
3
2
2
2
2
1
2
3
2
2
2
2
1
2
3 2 1
3 2 1 2
f curl curl
z
f
y
f
x
f
j
z
f
y
f
x
f
i
z
f
y
f
x
f
k
z
f
z y
f
z x
f
j
y z
f
y
f
y x
f
i
x z
f
x y
f
x
f
k f j f i f
z
f
y
f
x
f
grad f f div grad
=
|
|
.
|

\
|
c
c
+
c
c
+
c
c

|
|
.
|

\
|
c
c
+
c
c
+
c
c

|
|
.
|

\
|
c
c
+
c
c
+
c
c

|
|
.
|

\
|
c
c
+
c c
c
+
c c
c
+
+
|
|
.
|

\
|
c c
c
+
c
c
+
c c
c
+
|
|
.
|

\
|
c c
c
+
c c
c
+
c
c
=
= A + A + A
|
|
.
|

\
|
c
c
+
c
c
+
c
c
= V


Exercise 49. For the scalar field f, respectively the vector
field
k y x f j z x f i z y f z y x v yz x z y x f ) 1 , , ( ) , 1 , ( ) , , 1 ( ) , , ( , ) , , (
2
+ + = =
find
a) f d f f grad
2
, , A .
b) ) ( , , v curl curl v curl v div .

Solution. a) Since
y x z y x f z x z y x f xyz z y x f
z y x
2 2
) , , ( ' , ) , , ( ' , 2 ) , , ( ' = = = ,
we obtain:
grad k y x j z x i xyz f
2 2
2 + + = ,

yz f 2 = A ,
and
). 2 2 ( 2 2
) , , (
2 2
) 2 (
2
dx dz xy dz dy x dy yzdx dx yz
z y x f dz
z
dy
y
dx
x
f d
+ + + =
=
|
|
.
|

\
|
c
c
+
c
c
+
c
c
=

b) Since k y x j z x i yz z y x v
2 2
) , , ( + + = we have:
0 = v div , hence is a solenoidal field,

375

. 2 2
2 2 0
) (
, ) 2 ( ) 2 ( ) (
2 2
2 2
k y j z
z xz xy y
z y x
k j i
v curl curl
z xz k xy y j x x i
y x z x yz
z y x
k j i
v curl
=

c
c
c
c
c
c
=
+ + =
c
c
c
c
c
c
=


9. EXERCISES

Exercise 1. Prove that if A, B c IR
p
then:
(a)
" "
B A B A c c
(b) ( ) B A B A c int
" "

(c) ( ) B A int B A =
" "

(d)
" "
A A int = .


Exercise 2. Determinate the interior of the sets:

(a) | ) c b a, IR, where a < b
(b) {(x,y) e IR
2
| x
2
+ y
2
! 1 }%{ (x,y) e IR
2
| x
2
+ y
2
" 2x }
(c) {(x,y,z) e IR
3
, 1
9 4
2 2
2
s + +
z y
x }
(d) { (x,y,z) e IR
3
|x
2
+y
2
+z
2
= 1}.


Answers. (a) (a, b); ( b) { (x,y) e IR
2
|1 < x
2
+y
2
< 2x };
(c) {(x,y,z) e IR
3
, 1
9 4
2 2
2
< + +
z y
x }; (d) 8.


376

Exercise 3. Prove that the function f : IR
3
IR, is partially
derivable but not continuous:

= = =
= + +
+ +
=
0 , 0
0 ,
) , , (
2 2 2
2 2 2
z y x
z y x
z y x
xy
z y x f .
Show that ( ) dz dy dx f d 2
9
1
) 1 , 1 , 1 (
+ = , and
3
1
) 3 , 2 , 1 (
) 1 , 1 , 1 (
= f d . Can be
defined the linear function f d
) 0 , 0 , 0 (
?

Exercise 4. Prove that if
f : A = (0, ) (0, 2t) IR IR
3
, f(', $, z)= (x, y, z), where
x = a'cos$ , y = b'sin$ is the function that realizes the transition to
generalized cylindrical coordinates (a, b e IR
*
), then:
f ! C
1
(A) and '
$ '
b a
z D
z y x D
=
) , , (
) , , (
.

Exercise 5. Prove that if
f : A = (0, ) (0, 2t) (0, t) IR
3
, f(r, $, () = (x, y, z), where
x = a r cos$ sin( , y = b r sin$ sin( , z = c r cos( (a, b, c e IR
*
) ,
is the function that realizes the transition to the generalized
spherical coordinates, then:
) (
1
A C f e and (
( $
sin
) , , (
) , , (
2
r c b a
r D
z y x D
= .
Exercise 6. Prove that ( )
z y x
e z x
z y x
f
+ +
=
c c c
c
1
4 4 5
13
, where
( )
z y x
e z x z y x f
+ +
= ) , , ( .

Exercise 7. Show that, if we have the function
|
|
.
|

\
|
+ =
y
x
tg y x y x f , ) , (
2 2
, and j i v + = , then ( ) ( ) 0 , 2 1 , 1
__
=
c
c
v
f
.

Exercise 8. Prove that

377

( ) ( ) k j i f grad + + =
5
1
1 , 1 , 1 ,
where ( ) ( )
2 2 2
arctan , , z y x z y x f + + = .

Exercise 9. Show that:
( ) ( ) 6 1 , 1 , 1 , 2 1 , 1 , 1
__
=
c
c
=
v
f
v f grad , ( ) 6 , ,
__
2
2
=
c
c
z y x
v
f

and
( ) 0 , ,
__
=
c
c
z y x
v
f
n
n
, for n>2,
where
2 2 2
) , , ( z y x z y x f + + = and k j i v + + = .

Exercise 10. Prove that the function:

= +
= +
+
=
0 , 0
0 ,
) , , (
2 2
2 2
2 2
y x
y x
y x
z
z y x f ,
is not differentiable in (0, 0, 0) and that
( ) dz dy dx f d 2
4
2
) 1 , 1 , 1 (
+ = .


Exercise 11. Show that if f e C
1
(IR), and
( ) ( )
2 2
y x f y , x z + = , then
y x
z x z y ' = ' .


Exercise 12. Prove that if f, g ! C
2
(IR) and
|
|
.
|

\
|
+ =
y
x
g xy f y x h ) ( ) , ( , y=0, then: ' f y x
y
h y
x
h x = ' + ' , and
( ) "
1
" ) 3 ( ' 2 2
2
3
2
2 2
g x y
y
f x y y f x h y h x h
y
xy
x
+ + + = ' ' + ' ' + ' ' .


378

Exercise 13. Show that
( ) ) 0 , 0 ( ) 0 , 0 ( 1 , 1
' '
) 0 , 0 ( v u
g g f d + = and ( ) ) 0 , 0 ( 9 2 , 1
" 2
) 0 , 0 (
2
v
g f d = ,
where f(x, y) = g(u, v) , u(x, y) = 2x y , v(x, y) = 2 y x
and g e C
2
(IR
2
) .

Exercise 14. We consider the function f defined at the
exercise 10. Show that in the point (1,-1,1), the function
z y x
f f f ' + ' + ' take the value
2
2
, and
( )
zx yz xy
z y x
f f f f f f ' ' ' ' + ' ' ' ' + ' ' + ' ' 2
2 2 2
is zero.

Exercise 15. Prove that
| | ) 0 , 0 , 0 ( 2 ) 0 , 0 , 0 ( ) 0 , 0 , 0 ( 2 ) 0 , 1 (
" ' ' 2
) 0 , 0 (
2
w
v u
g g g f d + + = ,
where g ! C
2
(IR
3
), f(x,y) = g(u,v,w), u(x, y) = x
2
+y
2
, v(x,y) = x
2
2y
and w(x,y) = =y
2
2x .

Exercise 16. We consider z = f(u, v) , f ! C
2
(IR
2
), where
y
x
y x u = ) , ( and v(x, y) = xy. Demonstrate that:
( ) ( ) 1 , 1 4 1 , 1 2 ) 1 , 1 (
" ' 2
) 1 , 1 (
2
v
v
f f z d + = .

Exercise 17. We consider g ! C
2
(IR
3
) a homogeneous
function in Euler`s sense with the degree
2
1
= m and
( )
4
8 8 4 4 2 2
, , ) , ( y x y x y x g y x f + + + = . Prove that f yf xf
y x
= +
' '

and 0 2
" 2 " " 2
2 2
= + +
y
xy
x
f y xyf f x .

Exercise 18. We consider f(x, y, z) = x
2
+ y
2
+ z
2
, M(1, 1, 1)
and k j i v + + = . Show that:
(a) the level surface that crosses through M, admits as
tangents the plane of equation x + y + z = 3;
(b) grad f(M) = v 2 ;

379

(c) 6 ) (
__
=
c
c
M
v
f
;
(d) 3 2 ) (
__
s
c
c
M
s
f
, for any versor
k j i s 3 , * cos cos cos + + = ;
(e) 6 = Af ;
(f ) rot (grad f) = 0 .

Exercise 19. Through a linear conductor passes a current I
that determines around him a magnetic field with the intensity
r I
d
H =
2
__
2
, where h I I = is the currents vector, r is the position
vector of the point M(x, y, z), and d is the distance from the
conductor to M. Show that H is an irrotational field.

Exercise 20. We consider the scalar field:
) , (
2
1
) (
6
1
12
1
) , , (
2 3 4
x z x y g yz x z y x x z y x f + + + = ,
where g ! C
2
(IR
2
), k j i a + + = and ) ( f grad a grad v = and the
point P(1, 1, 1);
(a) determine g so that k xy j zx i yz v + + = ;
(b) calculate ) (P
a
v
c
c
;
(c) write the fields line equations for the field v ;
(d) show that v is solenoidal, irrotational and harmonic;
(e) determine the scalar potential of the field v .
Answer. (a) g ! C
2
(IR
2
) ; (b) a 2 ; (c)
xy
dz
zx
dy
yz
dx
= = ;
(e) K xyz z y x + = ) , , ( $ , K e IR .

Exercise 21. We consider ) (
2
A C v e . Show that:
(a) v rot rot v div grad
z
v
y
v
x
v
v
2
2
2
2
2
=
c
c
+
c
c
+
c
c
= A ;
(b) 0 = v rot div .

380


Exercise 22. Find a e IR so that r r v
a
= is a harmonic field.
Answer. a e {3, 0}.


Exercise 23. Show that the following fields are biscalar:
(a) ( ) k xy j xz i x yz v =
2

(b) k y j z i y v + =
2

(c) k xy j x z x i yz v ) 1 ( ) ( ) 1 ( + + + =
(d) k z j y i xz xy x v 2 2 ) 1 2 2 2 (
2 2 2
+ + + + + =
(e) k e x j xze i e z v
y y y
) 1 ( ) 1 ( + + =
(f) ) ( 2 ) , , (
2
b a r r r b a v =
where b a , are constant vectors.


Exercise 24. Prove that the derivative of the function

=
=
=
0 x if , 0
0 x if ,
) , (
2
x
y
y x f
in any point of the ellipse of equation 2x
2
+ y
2
= 1, w.r.t. the normal
direction to the ellipse in that point is zero.


Exercise 25. Show that
( ) k z y x xy j z y x zx i z y x yz v ) 2 ( ) 2 ( 2 + + + + + + + + =
is a irrotational field and determine the scalar potential of this field.
Answer. ( ) ( ) K z y x xyz z y x + + + = , , $ .


Exercise 26. Determine the scalar potential $ of the
gravitational field r
r
m
v
3
= created by the mass m situated in the
origin of the coordinate axes and show that $ is a harmonic field.
Answer. (r) =
r
m
.