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(Necessary exercise) Let
f:ℝ2→ℝ, fix
α∈ℝ2, and define
Δf=f(α+(Δx,Δy))−f(α) given
Δx,Δy∈ℝ. Show that the condition (1) The partial derivatives
fx=∂f∂x,fy=∂f∂y exist at
α and there exists
ε1,ε2:ℝ2→ℝ such that
Δf=fx(α)Δx+fy(α)Δy+ε1Δx+ε2Δy
ε1,ε2→0 as Δx,Δy→0
(implicitly
εi=εi(Δx,Δy)) is equivalent to the condition (2) There exists a linear transformation
A:ℝ2→ℝ such that when
h=(Δx,Δy), we see
lim
Proof: We shall use the condition—equivalent to (2)—of there existing a linear transformation
A: ℝ^2→ℝ and an error term
r : ℝ^2→ℝ such that
Δf=Ah+r(h)
\lim_{h→0} \dfrac{|r(h)|}{|h|}→0
in the proof that follows. (1)
⇒(2) Define
A(Δx,Δy)=f_x(α)Δx+f_y(α)Δy, and
r(Δx,Δy)=ε_1Δx+ε_2Δy. Then clearly
Δf=Ah+r(h), and also
\dfrac{|r(h)|}{|h|}=|ε_1\dfrac{Δx}{|h|}+ε_2\dfrac{Δy}{|h|}|≤|ε_1|+|ε_2|→0
(2)
⇒(1) Let
α=(x_0,y_0). Observing the real functions
x↦(x,y_0) and
y↦(x_0,y), we see by application of (2) that the appropriate partial derivatives exist, and that such a linear transformation must in fact be
A(Δx,Δy)=f_x(α)Δx+f_y(α)Δy. Therefore define
ε_1 = \left\{ \begin{array} \{ r(h)/Δx & Δx≠0 \\ 0 & Δx=0,Δy≠0 \\ 0 & Δx,Δy=0 \end{array} \right.~~~~~ε_2 = \left\{ \begin{array} \{ 0 & Δx≠0 \\ r(h)/Δy & Δx=0,Δy≠0 \\ 0 & Δx,Δy=0 \end{array} \right.
then it is clear that
Δf=f_x(α)Δx+f_y(α)Δy+ε_1Δx+ε_2Δy, and observing
|\dfrac{r(h)}{Δx}|≤|\dfrac{r(h)}{Δx}·\dfrac{Δx}{|h|}|=\dfrac{|r(h)|}{|h|}→0
and similarly
\dfrac{r(h)}{Δy}→0 we see
ε_1,ε_2→0 as
Δx,Δy→0.
~\square
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