Solutions of Eighth Homework Solution of 9.2 Ex. 4: Consider the matrix of partial derivatives for G(x, y) = (y ln x, xey , sin(xy)) for x ∈ R+ and y ∈ R: y ln x x ey xey . y cos(xy) x cos(xy) Since all coefficients of that matrix are continuous, the function G is differentiable at any point of R+ × R. Moreover, y ln x x xey . dG(x, y) = ey y cos(xy) x cos(xy) Hence the differential at the point (1, π) π dG(1, π) = eπ −π is equal to 0 eπ . −1 Therefore the best affine approximation of G at (1, π) is given by π 0 0 π(x − 1) x − 1 π π T (x, y) = eπ eπ + e = e (x − 1) + eπ (y − π) + eπ y−π −π −1 0 −π(x − 1) − (y − π) πx − π = eπ x + eπ y − πeπ . −πx − y + 2π Hence, we have T (x, y) = (πx − π, eπ x + eπ y − πeπ , −πx − y + 2π). Solution of 9.2 Ex. 8: Differentiability at 0 for a function F : U −→ Rq means that there exists a linear map L : Rp −→ Rq such that F (x) − F (0) − Lx lim = 0. x→0 kxk If F (0) = 0, we have F (x) − Lx lim = 0. x→0 kxk 1 2 Therefore, if F is differentiable at 0 this condition holds. If dF (0) = 0, L = 0 and we have F (x) lim =0 x→0 kxk and kF (x)k lim = 0. x→0 kxk If we have kF (x)k lim = 0, x→0 kxk the above formula holds for L = 0. Hence F is differentiable at 0 and dF (0) = L = 0. Solution of 9.3 Ex. 2: Let G(t) = (tx, ty). Then g(t) = f (G(t)) for t ∈ R. By the chain rule we have x ∂f ∂f 0 g (t) = df (tx, ty) ◦ dG(t) = ∂x (tx, ty) ∂y (tx, ty) y ∂f ∂f = x (tx, ty) + y (tx, ty). ∂x ∂y Solution of 9.3 Ex. 3: The number n is a positive integer. Using the above exercise we see that the derivative of the function t 7−→ f (tx, ty) in t is x ∂f ∂f (tx, ty) + y (tx, ty). ∂x ∂y On the other hand, the derivative of the function t 7−→ tn f (x, y) is ntn−1 f (x, y). The derivative of an n-homogeneous function f satisfies x ∂f ∂f (tx, ty) + y (tx, ty) = ntn−1 f (x, y). ∂x ∂y By putting t = 1 we get x ∂f ∂f (x, y) + y (x, y) = nf (x, y) ∂x ∂y for any (x, y) ∈ R2 . Therefore, n-homogeneous function f satisfies the partial differential equation. Assume now that f satisfies the above partial differential equation. 3 Consider the function F (t) = t−n f (tx, ty) for t 6= 0. By the chain rule we have ∂f ∂f 0 −n−1 −n x (tx, ty) + y (tx, ty) F (t) = −nt f (tx, ty) + t ∂x ∂y ∂f ∂f −n−1 −nf (tx, ty) + tx x (tx, ty) + ty (tx, ty) =t =0 ∂x ∂y for all t 6= 0. Therefore, F is constant on positive numbers. This implies that for t > 0, we have t−n f (tx, ty) = F (t) = F (1) = f (x, y) and f (tx, ty) = tn f (x, y) for all (x, y) ∈ R2 . Solution of 9.3 Ex. 5: By the chain rule we have ∂h (x, y) = f 0 (x − y) + g 0 (x + y) ∂x and ∂h (x, y) = −f 0 (x − y) + g 0 (x + y). ∂y Therefore, we have ∂ 2h (x, y) = f 00 (x − y) + g 00 (x + y) ∂x2 and ∂ 2h (x, y) = f 00 (x − y) + g 00 (x + y). ∂y 2 Hence, we have ∂ 2h ∂ 2h (x, y) − (x, y) = 0. ∂x2 ∂y 2