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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
limh→0|Δf−Ah||h|=0
Proof: We shall use the condition—equivalent to (2)—of there existing a linear transformation
A:ℝ2→ℝ and an error term
r:ℝ2→ℝ such that
Δf=Ah+r(h)
limh→0|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)/ΔxΔx≠00Δx=0,Δy≠00Δx,Δy=0 ε2={0Δx≠0r(h)/ΔyΔx=0,Δy≠00Δx,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)Δy→0 we see
ε1,ε2→0 as
Δx,Δy→0.
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