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46 CHAPTER 2. Differentiation of Functions of Several Variables

Example 2.37. Let f : R2 Ñ R be defined by

                   $ xy(x2 ´ y2)              if (x, y) ‰ (0, 0) ,
                   &
       f (x, y) = x2 + y2

                            %0                if (x, y) = (0, 0) .

Then               $ x4y + 4x2y3 ´ y5

                   &           (x2 + y2)2        if (x, y) ‰ (0, 0) ,
                                                 if (x, y) = (0, 0) ,
       fx(x, y) =

                   %0

and                $ x5 ´ 4x3y2 ´ xy4

                   &           (x2 + y2)2        if (x, y) ‰ (0, 0) ,

       fy(x, y) =

                   %0                            if (x, y) = (0, 0) ,

It is clear that fx and fy are continuous on R2; thus f is differentiable on R2. However,

                 fxy(0, 0)  =  lim  fx(0, k) ´ fx(0, 0)  =    ´1 ,
                                              k
                               kÑ0

while

                 fyx(0, 0)  =  lim  fy(h, 0)  ´  fy(0, 0)  =  1;
                                              h
                               hÑ0

thus the Hessian matrix of f at the origin is not symmetric.

Definition 2.38. Let U Ď Rn be open, and f : U Ñ Rm be a vector-valued function. The
function f is said to be of class C 2 if f P C 1(U ; Rm) and the second partial derivatives

  B 2fi exists and is continuous in U for all 1 ď i ď m and 1 ď j, k ď n. The collection of

B xjB xk

all C 2-functions f : U Ñ Rm is denoted by C 2(U ; Rm).
    In general, the function f is said to be of class C k if f P C k´1(U ; Rm) and the k-th order

partial derivatives B kf exists and is continuous in U for all 1 ď i ď m and

                           B xik B xik´1 ¨ ¨ ¨ B xi1

1 ď i1, ¨ ¨ ¨ , ik ď n. The collection of all C k-functions f : U Ñ Rm is denoted by C k(U ; Rm).

    A function is said to be smooth or of class C 8 if it is of class C k for all positive

integer k.

Corollary 2.39. Let U Ď Rn be open, and f P C 2(U ; R). Then

       B 2f (a) = B 2f (a)                  @ a P U and 1 ď i, j ď n .
       B xiB xj    B xjB xi
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