Math 1540

Spring 2011
Notes #3
More on dierentiability
1 A new norm on 1
:
.
This was discussed in class, but not the notes. However we need it below, so I will
now discuss it here.
Recall that the usual norm in 1
n
up to now has been dened by
[[r[[ =
_

n
i=1
r
2
i
.
This is called the Euclidean norm, or sometimes the L
2
norm. In this section
we will denote it by [[ [[
2
. Now we dene a new norm, sometimes called the sup
norm, or the L
1
norm, namely
[[r[[
1
= max [r
1
[ . .... [r
n
[ .
It is not hard to show that this quantity obeys the rules of a norm, such as [[cr[[ =
[c[ [[r[[ and the triangle inequality. (Do you recall the other rules for a norm?)
Further, [[ [[
1
and [[ [[
2
are equivalent norms in the following sense: If r
j
is a
sequence of points in 1
n
. then lim
j!1
[[r
j
[[
2
= 0 if and only if lim
j!1
[[r
j
[[
1
= 0.
This is pretty obvious: if max
1in

r
j
i

0 as , . then
_

n
i=1
_
r
j
i
_
2
0 as
, and vice-versa. This means that exactly the same sequences are convergent,
no matter which norm you use. It is also easy to show that the same sets are open
using one norm to dene openness as using the other. We will use [[ [[
1
in the next
proof.
2 Sucient condition for dierentiability
Despite the time spent on functions which might be dierentiable, because they have
partial derivatives, but arent, the most important thing to know is a way to tell if
a function is dierentiable:
Theorem 1 (Theorem 6.4.1, pg. 340) If , : 1
n
1
m
, and all the partial deriva-
tives
@f
i
@x
j
are continuous in a neighborhood of some point r
0
. then , is dierentiable
at r
0
.
1
Proof. The proof is a little complicated, so worth going over in a simplied setting.
I will assume that : = : = 2. We wish to prove that for the matrix
1, (r
0
) =
_
@f
1
@x
1
(r
0
)
@f
1
@x
2
(r
0
)
@f
2
@x
1
(r
0
)
@f
2
@x
2
(r
0
)
_
.
lim
x!x
0
[[, (r) , (r
0
) 1, (r
0
) (r r
0
)[[
[[r r
0
[[
= 0.
We can use either norm, and I will choose the sup norm, [[ [[
1
.
Suppose that 0. We wish to nd a o 0 such that if 0 < [[r r
0
[[ < o. then
[[, (r) , (r
0
) 1, (r
0
) (r r
0
)[[
1
[[r r
0
[[
1
< .
(Since : = : = 2. each of these norms is just the maximum of two absolute values.)
This is true if and only if
[[, (r) , (r
0
) 1, (r
0
) (r r
0
)[[
1
< [[r r
0
[[
1
.
To write this out in more detail, we will use (r. ) instead of (r
1
. r
2
) and (r
0
.
0
)
instead of ((r
0
1
. r
0
2
)) . Also, we will let , = (q. /). Then on the left above we have
(using column vectors):
_
_
_
_
_
_
q (r. ) q (r
0
.
0
)
/(r. ) /(r
0
.
0
)
_

_
@g
@x
(r
0
.
0
) (r r
0
) +
@g
@y
(r
0
.
0
) (
0
)
@h
@x
(r
0
.
0
) (r r
0
) +
@h
@y
(r
0
.
0
) (
0
)
__
_
_
_
_
1
.
If we can nd a o such that if max [r r
0
[ . [
0
[ < o then the absolute value of
each component is less than max [r r
0
[ . [
0
[ then we will be done. We will
concentrate on the rst component.
We want to show that if

_
r r
0

0
_

1
< o. then

q (r. ) q (r
0
.
0
)
Jq
Jr
(r
0
.
0
) (r r
0
)
Jq
J
(r
0
.
0
) (
0
)

<

_
r r
0

0
_

1
.
We write:
q (r. ) q (r
0
.
0
) = (q (r. ) q (r
0
. )) + (q (r
0
. ) q (r
0
.
0
)) . (1)
2
and rst we consider
q (r. ) q (r
0
. )
Jq
Jr
(r
0
.
0
) (r r
0
) .
We want to nd o such that if max [r r
0
[ . [
0
[ < o. then

q (r. ) q (r
0
. )
Jq
Jr
(r
0
.
0
) (r r
0
)

<

2

_
r r
0

0
_

1
.
But now we are discussing only a function of one variable, r. since is xed. We
can use the one variable theorems proved in chapter 4. Specically, we can use the
mean value theorem. Because
@g
@x
is continuous in a neighborhood of (r
0
.
0
) . if we
choose (r
0
. ) in that neighborhood and [r r
0
[ is small enough, then there is an
r

(r
0
. r) such that q (r. ) q (r
0
. ) =
@g
@x
(r

. ) (r r
0
) . Therefore,

q (r. ) q (r
0
. )
Jq
Jr
(r
0
.
0
) (r r
0
)

_
Jq
Jr
(r

. )
Jq
Jr
(r
0
.
0
)
_
(r r
0
)

.
But
@g
@x
is continuous in a neighborhood, say . of (r
0
.
0
) . Choose o so small that
_
(r. ) [

_
r r
0

0
_

1
< o
_
.
Note that
[[(r

. ) (r
0
.
0
)[[
1
= max [r

r
0
[ . [
0
[ _ max [r r
0
[ .
0
=

_
r r
0

0
_

1
.
since r

is between r and r
0
. Then we can choose o 0 even smaller, if necessary,
so that if

_
r r
0

0
_

1
< o. then

Jq
Jr
(r

. )
Jq
Jr
(r
0
.
0
)

<

2
.
Since [r r
0
[ _ max [r r
0
[ . [
0
[ = |(r. ) (r
0
.
0
)|
1
. we see that if [[(r. ) (r
0
.
0
)[[
1
<
o. then

_
Jq
Jr
(r

. )
Jq
Jr
(r
0
.
0
)
_
(r r
0
)

_

2
[r r
0
[ _

2
[[(r. ) (r
0
.
0
)[[
1
.
We can deal with the second term in (1) in the same way, and adding them up, and
doing the same steps with the terms involving /. completes the proof.
3
3 Chain Rule (Section 6.5)
Many of the generalizations of calculus formulas to higher dimensions seem compli-
cated when written out component-wise, but are not so bad once you see the pattern.
And in the case of the chain rule, at least, once you use matrix notation, it becomes
simple. Recall that for , : 1 1 and q : 1 1. if , and q are dierentiable
everywhere, and /(r) = q (, (r)) , then
/
0
(r) = q
0
(, (r)) ,
0
(r) .
Now suppose that , : 1
n
1
m
and q : 1
m
1
k
. Suppose that , (r
0
) =
0
. If , is
dierentiable at r
0
and is dierentiable at
0
. and / = q ,. then / is dierentiable
at r
0
. and
1/(r
0
) = 1q (
0
) 1, (r
0
) .
On the right side of this equation we mean the composition of the linear transfor-
mations 1q (
0
) . which maps 1
m
into 1
k
. and 1, (r
0
) . which maps 1
n
into 1
m
. If
we choose standard bases for all three spaces, then the matrix of the composition is
the product of the matrices for each transformation:
_
J/
i
Jr
j
_
=
_
Jq
i
J
q
__
J,
q
Jr
j
_
.
Here,
_
@h
i
@x
j
_
is / :.
_
@g
i
@yq
_
is / :, and
_
@fq
@x
j
_
is ::. In other words, 1 _ i _ /.
1 _ , _ :. and 1 _ _ :. Examples will be assigned for homework.
3.1 change of coordinates
One important place where the chain rule is needed is when we change coordinates,
for example from rectangular to polar in 1
2
. or to spherical coordinates in 1
3
. As
pointed out in the text, suppose that , : 1
2
1. Dene q : 1
2
1
2
by q (:. o) =
(: cos o. : sin o) . This is dened for all (:. o) . However, when considering polar co-
ordinates, we often just consider q on the region = (:. o) [ : _ 0. 0 _ o < 2: .
Let / = , q. Let (r. ) = q (:. o). We have
1q (:. o) =
_
cos o : sin o
sin o : cos o
_
.
4
Also, 1, (r. ) =
_
@f
@x
(r. ) .
@f
@y
(r. )
_
. Then
1/(:. o) =
_
J,
Jr
(: cos o. : sin o) .
J,
J
(: cos o. : sin o)
__
cos o : sin o
sin o : cos o
_
=
_
cos o
J,
Jr
+ sin o
J,
J
. : sin o
J,
Jr
+ : cos o
J,
J
_
where the partial derivatives of , are evaluated at (: cos o. : sin o).
You could also work this out directly, from
/(:. o) = , (: cos o. : sin o) .
4 Product rule, gradient (6.6)
There is not a lot to say about the product rule. Note that a product rule applies
for functions , : 1
n
1
m
and q : 1
n
1. Hence, the product
(,q) (r) = q (r) , (r)
is the scalar multiple of , (r) 1
m
by q (r) 1
1
. In this case, under fairly obvious
conditions,
1(,q) (r) = , (r) 1q (r) + q (r) 1, (r) .
This is an equation involving the linear transformations 1q (r) : 1
n
1. 1, (r) :
1
n
1
m
. and 1(,q) (r) : 1
n
1
m
.
Why wouldnt a product rule makes sense if , : 1
n
1
m
and q : 1
n
1
m
and
: 1?
5 Mean Value Theorem and convex sets (6.7)
The mean value theorem is also very limited in its applicability in higher dimensions.
Recall that if , : 1 1 is continuous on a compact interval [c. /] and dierentiable
on (c. /) . then there is a c (c. /) such that
, (/) , (c)
/ c
= ,
0
(c) . or
, (/) , (c) = ,
0
(c) (/ c) .
5
The point c is between the points c and / on the real line. To generalize this to
higher dimensions in any way, we rst have to discuss what it means to say that a
point c 1
n
is between two other points in 1
n
. which now the text denotes by r
and .
Denition 2 The line segment between r and is the set of points
c = (1 `) r + ` (2)
where ` [0. 1] 1. As an example, consider r = (1. 2) and = (2. 3), both in
1
2
. First recall the parametric form of the line which contains r and . We rst nd
the vector between r and : =
_
1
5
_
. Then the points
c (t) = r + t
all lie on the line containing r and . For example, c (0) = r and c (1) =
_
2
3
_
=
. If 0 _ t _ 1. then c (t) is on the line segment connecting r and . Now we write
c (t) = r + t ( r) = (1 t) r + t.
and we have the same expression as in equation (2), using t instead of `.
If we are going to have a mean value theorem involving a dierentiable function
, : 1
2
1
m
. then the point c in the statement has to lie on the line segment
connecting r and . This motivates the next denition:
Denition 3 A subset of 1
n
is called convex if, for any r and in . the line
segment between r and is also contained in . Easy pictures in the text and in
class will illustrate this.
Regarding the mean value theorem, we would like a formula of the form
, (r) , () = 1, (c) (r ) (3)
where c is on the line segment between r and . The text gives an example where
this is clearly impossible. The main theorem that can be proved is when : = 1. In
this case, under reasonable conditions, for any r and such that the line segment
between r and is entirely in the domain of , there is a c on the line segment
connecting r and such that equation (3) holds. If the domain of , is convex,
then this will be true for any r. in . See the text for details.
6
6 Homework, due January 26 at the beginning of
class
1. pg. 349, #4. Write the answers as a matrix product, and then write out only
the (1. 1) term of the this product.
2. pg. 352, # 4. Just nd the direction at (r. ) = (1. 1) .
3. pg. 386, # 16. Hint: One way is to consider , 1, (0) and apply some version
of the mean value theorem.
4. pg. 386, #13, b. You dont have to look for the general formula.
5. pg. 344, # 5. There is an easy answer, based in a simple way on the hint in
the back of the book. Be sure to check dierentiability, not just the partial
derivatives.
7