4.4.6Multivariable Calculus

Differentiability in multiple variables

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WHAT: The three layers

There is a strict hierarchy. Each implies the one below, never the reverse.

continuously diff. (C1)    differentiable    partials exist\text{continuously diff. } (C^1) \;\Rightarrow\; \text{differentiable} \;\Rightarrow\; \text{partials exist} differentiable    continuous\text{differentiable} \;\Rightarrow\; \text{continuous}


WHY the limit definition (derive it from scratch)

We want a tangent plane L(x)=f(a)+m(xa)L(\mathbf x)=f(\mathbf a)+\mathbf m\cdot(\mathbf x-\mathbf a) that approximates ff. Write the leftover error: E(h)=f(a+h)[f(a)+mh]plane.E(\mathbf h)=f(\mathbf a+\mathbf h)-\underbrace{\big[f(\mathbf a)+\mathbf m\cdot\mathbf h\big]}_{\text{plane}}.

For a tangent plane we don't just want E0E\to 0 (that's mere continuity). We want EE to be negligible compared to the step size h\|\mathbf h\| — a higher-order error: E(h)=o(h)E(h)h0.E(\mathbf h)=o(\|\mathbf h\|)\quad\Longleftrightarrow\quad \frac{E(\mathbf h)}{\|\mathbf h\|}\to 0.

Which m\mathbf m? Approach along the xx-axis, h=(h,0)\mathbf h=(h,0). Then h=h\|\mathbf h\|=|h| and the definition forces f(a+h,b)f(a,b)m1hh0    m1=fx(a,b).\frac{f(a+h,b)-f(a,b)-m_1 h}{|h|}\to 0 \;\Rightarrow\; m_1=f_x(a,b). Similarly m2=fy(a,b)m_2=f_y(a,b). So if ff is differentiable, the only possible linear map is f=(fx,fy)\nabla f=(f_x,f_y).

f(a+h)=f(a)+f(a)h+o(h)\boxed{\,f(\mathbf a+\mathbf h)=f(\mathbf a)+\nabla f(\mathbf a)\cdot\mathbf h+o(\|\mathbf h\|)\,}

Figure — Differentiability in multiple variables

HOW: Differentiable ⇒ continuous (proof)

Suppose ff differentiable at a\mathbf a. Then f(a+h)f(a)=f(a)h+E(h),E=o(h).f(\mathbf a+\mathbf h)-f(\mathbf a)=\nabla f(\mathbf a)\cdot\mathbf h+E(\mathbf h),\quad E=o(\|\mathbf h\|). As h0\mathbf h\to\mathbf 0: the dot product 0\to 0 (linear in h\mathbf h) and E0E\to 0 (since E/h0E/\|\mathbf h\|\to0 means E0E\to0 even faster). Hence f(a+h)f(a)f(\mathbf a+\mathbf h)\to f(\mathbf a). Continuous. \blacksquare


Worked examples



Recall Feynman: explain to a 12-year-old

Imagine a bumpy hill. Standing at a spot, you check the slope walking exactly East and exactly North — those are the "partial slopes." But that tells you nothing about a sudden cliff in the North-East direction! A hill is "smooth" (differentiable) only if, no matter which way you step, the ground rises like a flat tilted board you placed under your feet. If even one diagonal direction betrays you, the hill is secretly broken at that point — even though East and North looked perfectly fine.


Flashcards

Define differentiability of f:R2Rf:\mathbb R^2\to\mathbb R at a\mathbf a
limh0f(a+h)f(a)f(a)hh=0\lim_{\mathbf h\to 0}\frac{|f(\mathbf a+\mathbf h)-f(\mathbf a)-\nabla f(\mathbf a)\cdot\mathbf h|}{\|\mathbf h\|}=0.
Why isn't "partials exist" enough for differentiability?
Partials test only the axis directions; the function can be discontinuous/jagged along diagonals (e.g. xy/(x2+y2)xy/(x^2+y^2)).
What is the sufficient C1C^1 condition?
If fx,fyf_x,f_y exist and are continuous near a\mathbf a, then ff is differentiable at a\mathbf a.
Differentiable implies what weaker property?
Continuity (and existence of all directional derivatives).
What must the linear map equal if ff is differentiable?
The gradient f=(fx,fy)\nabla f=(f_x,f_y) — found by approaching along each axis.
Why divide the error by h\|\mathbf h\| in the definition?
To force the error to be higher-order (o(h)o(\|\mathbf h\|)), making it a genuine tangent plane not just any touching plane.
For f(x,y)=xyx2+y2f(x,y)=\frac{xy}{x^2+y^2}, what are fx(0,0),fy(0,0)f_x(0,0),f_y(0,0), and is ff differentiable?
Both =0=0, but ff is not even continuous (limit 12\tfrac12 along y=xy=x), so not differentiable.
Linearization formula for estimation
f(a+h)f(a)+f(a)hf(\mathbf a+\mathbf h)\approx f(\mathbf a)+\nabla f(\mathbf a)\cdot\mathbf h.

Connections

Concept Map

implies

implies

implies

means

formalised by

divide by norm h forces

forces m to be

derived from

does NOT give

reason

Partials exist

Differentiable

Continuously diff C1

Continuous

Tangent plane hugs graph

Limit definition: error over norm h to 0

Gradient nabla f = fx, fy

Higher-order error o of norm h

Trap: partials alone insufficient

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, single-variable calculus mein differentiable hone ka matlab tha ek tangent line ka hona. Multivariable mein yeh ban jata hai tangent plane. Ab sabse bada confusion yahi hai: students sochte hain ki agar partial derivatives fxf_x aur fyf_y exist kar rahe hain, toh function differentiable ho gaya. Galat! Partial derivatives sirf do directions — x-axis aur y-axis — ko check karte hain. Diagonal direction mein function phat sakta hai, aur partials ko pata bhi nahi chalega.

Asli definition yeh kehti hai: error term f(a+h)f(a)fhf(\mathbf a+\mathbf h)-f(\mathbf a)-\nabla f\cdot \mathbf h ko h\|\mathbf h\| se divide karo, aur woh ratio har direction se zero pe jana chahiye. Yeh h\|\mathbf h\| se divide karna important hai — isse error "higher-order" ban jata hai, matlab plane sach mein surface ko hug karta hai, sirf touch nahi karta. Classic example hai f=xy/(x2+y2)f=xy/(x^2+y^2): origin pe dono partials zero hain, par y=xy=x line pe value 1/21/2 ho jati hai, toh function continuous bhi nahi — differentiable hone ka toh sawaal hi nahi.

Practical trick (yeh 80/20 hai): raw limit har baar check karne ki zaroorat nahi. Agar fxf_x aur fyf_y exist karte hain aur continuous hain point ke aas-paas, toh function automatically differentiable hai — isko C1C^1 kehte hain. Polynomials, sin\sin, exp\exp, ratios (jahan denominator zero nahi) — sab C1C^1 hote hain. Bas yaad rakho hierarchy: C1C^1 \Rightarrow differentiable \Rightarrow continuous, aur ulta kabhi nahi.

Go deeper — visual, from zero

Test yourself — Multivariable Calculus

Connections