Page 42 - Vector Analysis
P. 42

38 CHAPTER 2. Differentiation of Functions of Several Variables

Remark 2.18. Adopting the standard basis of Rn and Rm, a linear transformation L :
Rn Ñ Rm has a matrix representation [L]mˆn such that L(x) = [L]mˆn[x]n for all x P Rn. In
the following, we will always use the standard basis for Rn and Rm and use L and L(x) to
denote [L]mˆm and [L]mˆn[x]n, respectively, if L is a linear transformation from Rn to Rm
and x P Rn.

Proposition 2.19. Let U Ď Rn be an open set, and f : U Ñ Rm be differentiable at x0 P U .
Then (Df )(x0), the derivative of f at x0, is uniquely determined by f .

Proof. Suppose L1, L2 P B(Rn, Rm) are derivatives of f at x0. Let ε ą 0 be given and
e P Rn be a unit vector; that is, }e}Rn = 1. Since U is open, there exists r ą 0 such that
B(x0, r) Ď U. By Definition 2.15, there exists 0 ă δ ă r such that

           }f (x) ´ f (x0) ´ L1(x ´ x0)}Rm ă ε and }f (x) ´ f (x0) ´ L2(x ´ x0)}Rm ă ε
                           }x ´ x0}Rn                   2                           }x ´ x0}Rn                       2

if 0 ă }x ´ x0}Rn ă δ. Letting x = x0 + λe with 0 ă |λ| ă δ, we have

}L1e    ´  L2e}Rm          =  1           ´  x0)  ´  L2(x  ´  x0)}Rm
                              |λ| }L1(x

                           ď  1 (››f (x)  ´  f (x0)  ´  L1(x    ´   x0)››Rm  +  ››f (x)  ´  f (x0)  ´  L2(x  ´       x2)››Rm )
                              |λ|

                           = ››f (x) ´ f (x0) ´ L1(x ´ x0)››Rm + ››f (x) ´ f (x0) ´ L2(x ´ x0)››Rm
                                          }x ´ x0}Rn                                     }x ´ x0}Rn

                              εε
                           ă + = ε.
                              22

Since ε ą    0 is       arbitrary, we conclude that           L1e = L2e(        for all unit vectors e           P)  Rn which
guarantees   that       L1 = L2 (since if x ‰ 0, L1x          = }x}RnL1              )                 (             = L2x). ˝
                                                                                x        =  }x}Rn  L2       x
                                                                              }x}Rn                       }x}Rn

Example 2.20. (Df )(x0) may not be unique if the domain of f is not open. For example,

let  A  =  ␣(x,  y)  ˇ  0  ď  x  ď  1, y  =  0(  be  a  subset  of  R2,  and  f  :  A  Ñ    R  be  given  by     f (x, y)  =    0.
                     ˇ

Fix x0 = (a, 0) P A, then both of the linear maps

                              L1(x, y) = 0 and L2(x, y) = ay @ (x, y) P R2

satisfy Definition 2.15 since

   lim       ˇˇf (x, 0) ´ f (a, 0) ´ L1(x ´ a, 0)ˇˇ        =     lim       ˇˇf (x, 0) ´ f (a, 0) ´ L2(x ´ a, 0)ˇˇ       =  0.
                      ››(x, 0) ´ (a, 0)››R2                                         ››(x, 0) ´ (a, 0)››R2
(x,0)Ñ(a,0)                                                   (x,0)Ñ(a,0)
   37   38   39   40   41   42   43   44   45   46   47