Math 3220-1 Midterm 2, November 18, 2015 Solutions Problem 1 (20 points). Let f : R −→ R be a differentiable function on R. Define a function F : R2 −→ R by F (x, y) = f (x + y). Show that ∂F ∂F = . ∂x ∂y Solution: By the chain rule have ∂F ∂F = f 0 (x + y) and = f 0 (x + y) ∂x ∂y for any x, y ∈ R2 . This implies that ∂F ∂F = f 0 (x + y) = . ∂x ∂y Problem 2 (20 points). Prove that if f is a real-valued function defined on an open interval of R containing a and if S is an affine function such that f (a) = S(a) and f (a + h) − S(a + h) lim = 0, h→0 h then S(a + h) = f (a) + f 0 (a)h. Solution: The affine function S must have the form S(a + h) = S(a) + ah = f (a) + Ah for some number A ∈ R. We then have f (a + h) − S(a + h) f (a + h) − f (a) − Ah = lim h→0 h→0 h h f (a + h) − f (a) − A. = lim h→0 h This implies that f (a + h) − f (a) lim = A, h→0 h i.e., A = f 0 (a). 0 = lim Problem 3 (20 points). Find all points of local maximum, local minimum and all saddle points of the function f (x, y) = x3 + x2 + y 2 + 2xy − 3x + 1. 1 2 Solution: The partial derivatives of f are ∂f = 3x2 + 2x + 2y − 3 and ∂x ∂f = 2y + 2x. ∂y Hence, (x, y) is a stationary point of f if 3x2 + 2x + 2y − 3 = 0 and 2y + 2x = 0. From the second equation we see that y = −x. Substituting this in the first equation we get 0 = 3x2 + 2x − 2x − 3 = 3x2 − 3. Hence x2 = 1. It follows that x = ±1, and (1, −1) and (−1, 1) are stationary points. The matrix of second derivatives " 2 # ∂ f ∂2f 6x + 2 2 ∂x2 ∂x∂y = . ∂2f ∂f 2 2 2 ∂x∂y ∂y Therefore, in the first stationary 8 2 point (1, −1) it is equal to 2 . 2 The determinant is 16 − 4 = 12. Hence, the point (1, −1) is a local minimum. In the second stationary point (−1, 1) it is equal to −4 2 . 2 2 The determinant is −8 − 4 = −12. Hence, the point (−1, 1) is a saddle point. Problem 4 (20 points). Let F, G : R2 −→ R2 be the functions given by F (x, y) = (x2 + y 2 , xy) and G(x, y) = (x + y, x − y). Using the chain rule find the differential dH of the composition H = F ◦ G. Check your result by direct calculation! Solution: The differential dF of F (x, y) = (F1 (x, y), F2 (x, y)) is given by the matrix " # ∂F1 ∂F1 2x 2y ∂x ∂y dF (x, y) = ∂F = . ∂F2 2 y x ∂x ∂y 3 The differential dG of G = (G1 (x, y), G2 (x, y)) is given by the matrix " # ∂G1 ∂G1 1 1 ∂x ∂y dG(x, y) = ∂G2 ∂G2 = . 1 −1 ∂x ∂y Hence, we have dH(x, y) = dF (G(x, y))dG(x, y) 2(x + y) 2(x − y) 1 1 4x 4y = = . x−y x+y 1 −1 2x −2y On the other hand, we have H(x, y) = F (G(x, y)) = F (x + y, x − y) = ((x + y)2 + (x − y)2 , (x + y)(x − y)) = (2x2 + 2y 2 , x2 − y 2 ). Hence, by direct calculation, we have that the differential dH of H(x, y) = (H1 (x, y), H2 (x, y)) is given by " # ∂H1 ∂H1 4x 4y ∂x ∂y dH(x, y) = ∂H2 ∂H2 = . 2x −2y ∂x ∂y Problem 5 (20 points). Let F (x, y) = (x − y, x2 + y 2 ) be a function from R2 into R2 . Prove that it has a local inverse F −1 near the point (0, 1). Find the differential dF −1 (−1, 1)! Solution: Put F (x, y) = (F1 (x, y), F2 (x, y)) with F1 (x, y) = x−y and F2 (x, y) = x2 + y 2 . The differential dF of F is given by the matrix " # ∂F1 ∂F1 1 −1 ∂x ∂y = . ∂F2 ∂F2 2x 2y ∂x ∂y Hence, we have 1 −1 dF (0, 1) = . 0 2 This matrix is invertible and F has a local inverse at (0, 1). Since F (0, 1) = (−1, 1), the differential of F −1 is the inverse of that matrix, i.e., 1 2 1 −1 dF (−1, 1) = . 2 0 1