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Multivariable Differentiability Implies Continuity

The document summarizes a presentation by Kevin Cai, Josh Michel, and Dan Warner from March 9, 2015. It provides the proof of Theorem 3.10, which states that if the partial derivatives of a function f from a subset of Rn to Rm exist and are continuous in a neighborhood of a point a, then f is differentiable at a. The proof first shows this for functions from R2 to R, then extends it to functions from Rn to R, and finally to functions from Rn to Rm. It uses the mean value theorem and properties of continuity of the partial derivatives to show that the difference between f(x) and its best linear approximation goes to 0 as x approaches a.

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502 views

Multivariable Differentiability Implies Continuity

The document summarizes a presentation by Kevin Cai, Josh Michel, and Dan Warner from March 9, 2015. It provides the proof of Theorem 3.10, which states that if the partial derivatives of a function f from a subset of Rn to Rm exist and are continuous in a neighborhood of a point a, then f is differentiable at a. The proof first shows this for functions from R2 to R, then extends it to functions from Rn to R, and finally to functions from Rn to Rm. It uses the mean value theorem and properties of continuity of the partial derivatives to show that the difference between f(x) and its best linear approximation goes to 0 as x approaches a.

Uploaded by

hck555
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Team Presentation

Kevin Cai, Josh Michel, Dan Warner


March 9, 2015

Theorem 3.10

If a function f : X Rn Rm is such that, for i = 1, ..., m and j = 1, ..., n, all


in a neighborhood of a in X, then f is differentiable at a.

1.1

fi
xj

exist and are continuous

Proof

We start by proving the theorem for f : X R2 R, then extending that proof to functions f : X Rn
R, which finally allows us to prove it for any f : X Rn Rm .
Proof for f : X R2 R
In order to prove that continuity of each partial derivative at a point implies differentiability at that
point, we must prove, given that fx1 and fx2 are continuous at a point a X, that




f (x1 , x2 ) h(x1 , x2 )
lim
=0
xa
kx ak

where h(x1 , x2 ) is the best linear approximation of f at a.


We begin the proof with the expression
f (x1 , x2 ) f (a1 , a2 ) = [f (x1 , x2 ) f (a1 , x2 )] + [f (a1 , x2 ) f (a1 , a2 )].
Note that we can now apply the Mean Value Theorem to the bracketed expressions on the right by keeping
all but one variable constant:
f (x1 , x2 ) f (a1 , x2 ) = fx1 (c1 , x2 )(x1 a1 ), for some c1 between a1 and x1
f (a1 , x2 ) f (a1 , a2 ) = fx2 (a1 , c2 )(x2 a2 ), for some c2 between a2 and x2

Therefore the original expression becomes


f (x1 , x2 ) f (a1 , a2 ) = fx1 (c1 , x2 )(x1 a1 ) + fx2 (a1 , c2 )(x2 a2 ).

(1)

Recall that we defined the best linear approximation of a scalar-valued function of two variables at
a = (a1 , a2 ) to be
h(x1 , x2 ) = f (a1 , a2 ) + fx1 (a1 , a2 )(x1 a1 ) + fx2 (a1 , a2 )(x2 a2 )

Therefore we have, by a little rearrangement and careful use of Triangle Inequality,








f (x1 , x2 ) h(x1 , x2 ) = f (x1 , x2 ) f (a1 , a2 ) fx1 (a1 , a2 )(x1 a1 ) fx2 (a1 , a2 )(x2 a2 )




= fx1 (c1 , x2 )(x1 a1 ) + fx2 (a1 , c2 )(x2 a2 ) fx1 (a1 , a2 )(x1 a1 ) fx2 (a1 , a2 )(x2 a2 )






fx1 (c1 , x2 )(x1 a1 ) fx1 (a1 , a2 )(x1 a1 ) + fx2 (a1 , c2 )(x2 a2 ) fx2 (a1 , a2 )(x2 a2 )








= fx1 (c1 , x2 ) fx1 (a1 , a2 ) x1 a1 + fx2 (a1 , c2 ) fx2 (a1 , a2 ) x2 a2

Note that, for i = 1, 2,




1
kx ak = [(x1 a1 )2 + (x2 a2 )2 ] 2 xi ai

Therefore,










f (x1 , x2 ) h(x1 , x2 ) fx1 (c1 , x2 ) fx1 (a1 , a2 ) x1 a1 + fx2 (a1 , c2 ) fx2 (a1 , a2 ) x2 a2






fx1 (c1 , x2 ) fx1 (a1 , a2 ) + fx2 (a1 , c2 ) fx2 (a1 , a2 ) kx ak

From this, we get






f (x1 , x2 ) h(x1 , x2 )
kx ak







fx1 (c1 , x2 ) fx1 (a1 , a2 ) + fx2 (a1 , c2 ) fx2 (a1 , a2 )

(2)

Since ci is between ai and xi for i = 1, 2, then as x approaches a, ci gets squeezed towards ai , i.e.
f
x a ci ai . Since we are given that all partial derivatives x
are continuous at a, we have for the
i
right side of (2), by the definition of continuity:










lim fx1 (c1 , x2 ) fx1 (a1 , a2 ) + fx2 (a1 , c2 ) fx2 (a1 , a2 ) = fx1 (a1 , a2 ) fx1 (a1 , a2 ) + fx2 (a1 , a2 ) fx2 (a1 , a2 )
xa

=0

By taking the limit of the left side of (2) as well, we then arrive at the conclusion that f (x1 , x2 ) is differentiable
at a (note that since it must be nonnegative because of the absolute value signs, the limit of the left side is
precisely equal to the limit of the right side as x a, i.e. 0):




f (x1 , x2 ) h(x1 , x2 )
=0 
lim
xa
kx ak
We can now extend this result to scalar-valued functions in general.

Proof for f : X Rn R
We follow the logic of the proof for f : X R2 R. In order to prove that continuity of each partial
derivative at a point implies differentiability at that point, we must prove, given that fxi is continuous at a
point a X for i = 1, ..., n, that




f (x) h(x)
=0
lim
xa
kx ak
where h(x) is the best linear approximation of f at a.
We begin the proof with the expression
f (x1 , x2 , ..., xn ) f (a1 , a2 , ..., an ) = [f (x1 , x2 , ..., xn ) f (a1 , x2 , ..., xn )]
+ [f (a1 , x2 , ..., xn ) f (a1 , a2 , ..., xn )] + ...
+ [f (a1 , a2 , ..., ai1 , xi , xi+1 ..., xn ) f (a1 , a2 , ..., ai1 , ai , xi+1 ..., xn )]
+ ... + [f (a1 , a2 , ..., an1 , xn ) f (a1 , a2 , ..., an1 , an )].

Note that we can now apply the Mean Value Theorem to the bracketed expressions on the right by keeping
all but one variable constant:
f (a1 , a2 , ..., ai1 , xi , xi+1 , ..., xn ) f (a1 , a2 , ..., ai1 , ai , xi+1 ..., xn ) = fxi (a1 , a2 , ..., ci , xi+1 , ..., xn )(xi ai ),
for some ci between ai and xi , for i = 1, ..., n

Therefore the original expression becomes


f (x1 , x2 , ..., xn ) f (a1 , a2 , ..., an ) =

n
X

fxi (a1 , a2 , ..., ci , xi+1 , ..., xn )(xi ai ).

i=1

Since, for a scalar-valued function of n variables, the best linear approximation at a = (a1 , ..., an ) is
h(x) = f (a) + f (x a) = f (a) +

n
X

fxi (a)(xi ai ),

i=1

we get that, by a little rearrangement and careful use of Triangle Inequality,


n



X



fxi (a)(xi ai )
f (x) h(x) = |f (x) f (a)
i=1
n
n
X

X


=
fxi (a1 , a2 , ..., ci , xi+1 , ..., xn )(xi ai )
fxi (a)(xi ai )
i=1

i=1

n

X

fxi (a1 , a2 , ..., ci , xi+1 , ..., xn )(xi ai ) fxi (a)(xi ai )


i=1
n

X



=
fxi (a1 , a2 , ..., ci , xi+1 , ..., xn ) fxi (a) xi ai
i=1

Since, for i = 1, ..., n,


kx ak =

X
n

(xi ai )2

i=1

 21


xi a i |

(3)

we get
n

X





fxi (a1 , a2 , ..., ci , xi+1 , ..., xn ) fxi (a) kx ak
f (x) h(x)
i=1

from which it follows that






f (x) h(x)
kx ak

n

X

fxi (a1 , a2 , ..., ci , xi+1 , ..., xn ) fxi (a)

(4)

i=1

Since ci is between ai and xi for i = 1, ..., n, then as x approaches a, ci gets squeezed towards ai , i.e.
f
x a ci ai . Since we are given that all partial derivatives x
are continuous at a, we have for the
i
right side of (4), by the definition of continuity:
lim

xa

n
n

X
X




fxi (a) fxi (a)
fxi (a1 , a2 , ..., ci , xi+1 , ..., xn ) fxi (a) =
i=1

i=1

=0
Therefore, for the limit of the left side of (4):




f (x) h(x)
=0
lim
xa
kx ak

Proof for f : X Rn Rm
Now that we have proved Theorem 3.10 for scalar-valued functions, the proof for vector-valued functions
fi
becomes quite simple. What we need to prove is, given that, for i = 1, ..., m and j = 1, ..., n, all x
exist
j
and are continuous in a neighborhood of a, that
lim

xa

kf (x) f (a) Df (a)(x a)k


=0
kx ak

We start by expressing the numerator in terms of its component functions:


f (x) f (a) Df (a)(x a) = (H1 , H2 , ..., Hm ), where Hi = fi (x) fi (a) fi (a)(x a)
Note that in each Hi , we have already established that fi is differentiable at a by the previous proof for
scalar-valued functions. We also note that
(|H1 | + ... + |Hm |)2 = |H1 |2 + ... + |Hm |2 + 2|H1 ||H2 | + 2|H1 ||H3 | + ... + 2|Hm1 ||Hm |
|H1 |2 + ... + |Hm |2
p
|H1 | + ... + |Hm | |H1 |2 + ... + |Hm |2
We can now express the function in the limit as
kf (x) f (a) Df (a)(x a)k
k(H1 , H2 , ..., Hm )k
=
kx ak
kx ak
1

2 2
)
(H12 + H22 + ... + Hm
kx ak
|H1 | + |H2 | + ... + |Hm |

kx ak
|H2 |
|Hm |
|H1 |
=
+
+ ... +
kx ak kx ak
kx ak

From the proof of 3.10 for scalar-valued functions, we know that


lim

xa

|Hi |
|fi (x) fi (a) fi (a)(x a)|
= lim
=0
kx ak xa
kx ak

because all partial derivatives exist and are continuous at a. Therefore,


lim

xa

kf (x) f (a) Df (a)(x a)k


=0
kx ak

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