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Friday, February 13, 2015

Equivalence of Differentiability of Real Functions of Several Variables with Lame MTH254 Definition

MathJax TeX Test Page (Necessary exercise) Let f:2, fix α2, and define Δf=f(α+(Δx,Δy))f(α) given Δx,Δy. Show that the condition (1) The partial derivatives fx=fx,fy=fy exist at α and there exists ε1,ε2:2 such that Δf=fx(α)Δx+fy(α)Δy+ε1Δx+ε2Δy ε1,ε20         as  Δx,Δy0 (implicitly εi=εi(Δx,Δy)) is equivalent to the condition (2) There exists a linear transformation A:2 such that when h=(Δx,Δy), we see limh0|ΔfAh||h|=0 Proof: We shall use the condition—equivalent to (2)—of there existing a linear transformation A:2 and an error term r:2 such that Δf=Ah+r(h) limh0|r(h)||h|0 in the proof that follows. (1)(2) Define A(Δx,Δy)=fx(α)Δx+fy(α)Δy, and r(Δx,Δy)=ε1Δx+ε2Δy. Then clearly Δf=Ah+r(h), and also |r(h)||h|=|ε1Δx|h|+ε2Δy|h|||ε1|+|ε2|0 (2)(1) Let α=(x0,y0). Observing the real functions x(x,y0) and y(x0,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)=fx(α)Δx+fy(α)Δy. Therefore define ε1={r(h)/ΔxΔx00Δx=0,Δy00Δx,Δy=0     ε2={0Δx0r(h)/ΔyΔx=0,Δy00Δx,Δy=0 then it is clear that Δf=fx(α)Δx+fy(α)Δy+ε1Δx+ε2Δy, and observing |r(h)Δx||r(h)Δx·Δx|h||=|r(h)||h|0 and similarly r(h)Δy0 we see ε1,ε20 as Δx,Δy0. 

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