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Calculo en variedades solucionario de ejercicios propuestos

Ecuaciones diferenciales (Universidad Tecnológica de la Mixteca)

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Calculus on Manifolds

A Solution Manual for Spivak (1965)

Jianfei Shen

School of Economics, The University of New South Wales

Sydney, Australia 2010

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Contents

1 Functions on Euclidean Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Norm and Inner Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Subsets of Euclidean Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Functions and Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2 Differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2 Basic Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.4 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.5 Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.6 Implicit Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

3 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.2 Measure Zero and Content Zero . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.3 Fubini’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51

4 Integration on Chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.1 Algebraic Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

iii

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1
FUNCTIONS ON EUCLIDEAN SPACE

1.1 Norm and Inner Product

Pn ˇˇ i ˇˇ
I Exercise 1 (1-1 ). Prove that kxk 6 iD1 ˇx ˇ.

Proof. Let x D x 1 ; : : : ; x n . Then

0 12
n ˇ ˇ n   n  
X X 2 Xˇˇ ˇ X 2
@ ˇˇx i ˇˇA D xi C ˇx i x j ˇ > x i D kxk2 :
ˇ
iD1 i D1 i¤j i D1

Taking the square root of both sides gives the result. t

u
 
I Exercise 2 (1-2). When does equality hold in Theorem 1-1 (3) kx C y k 6 kxk C ky k ?

Proof. We reprove that ˇhx; yiˇ 6 kxk
ky k for every x; y 2 Rn . Obviously, if

ˇ ˇ

x D 0 or y D 0, then hx; yi D kxk
ky k D 0. So we assume that x ¤ 0 and y ¤ 0.

We first find some w 2 Rn and ˛ 2 R such that hw; ˛yi D 0. Write w D x ˛y .
Then
0 D hw; ˛yi D hx ˛y; ˛yi D ˛ hx; yi ˛ 2 ky k2
implies that
˛ D hx; yi ky k2 :
ı

Then  2
hx; yi
kxk2 D kwk2 C k˛y k2 > k˛y k2 D :
ky k
ˇ ˇ
Hence, ˇhx; yiˇ 6 kxk
ky k. Particularly, the above display holds with equality if
and only if kwk D 0, if and only if w D 0, if and only if x ˛y D 0, if and only
if x D ˛y .
Since

kx C y k2 D hx C y; x C yi D kxk2 C ky k2 C 2 hx; yi 6 kxk2 C ky k2 C 2 kxk
ky k

2
D kxk C ky k ;

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2 CHAPTER 1 FUNCTIONS ON EUCLIDEAN SPACE

equality holds precisely when hx; yi D kxk
jjyjj, i.e., when one is a nonnegative
multiple of the other. t
u

I Exercise 3 (1-3). Prove that kx y k 6 kxk C ky k. When does equality hold?

Proof. By Theorem 1-1 (3) we have kx y k D kx C . y/k 6 kxk C k y k D

kxk C ky k. The equality holds precisely when one vector is a non-positive mul-
tiple of the other. t
u
ˇ ˇ
I Exercise 4 (1-4). Prove that ˇ kxk ky kˇ 6 kx y k.
Pn
2
Proof. We have kx y k2 D yi D kxk2 C ky k2 2 niD1 xi yi >
P
iD1 xi

2
kxk2 C ky k2 2 kxk ky k D kxk ky k . Taking the square root of both sides
gives the result. t
u

I Exercise 5 (1-5). The quantity ky x k is called the distance between x and y .

Prove and interpret geometrically the “triangle inequality”: kz xk 6 kz y k C
ky x k.

Proof. The inequality follows from Theorem 1-1 (3):

kz xk D k.z y/ C .y x/k 6 kz y k C ky xk :

Geometrically, if x , y , and z are the vertices of a triangle, then the inequality

says that the length of a side is no larger than the sum of the lengths of the
other two sides. t
u

I Exercise 6 (1-6). If f and g be integrable on Œa; b.

ˇR ˇ R  12 R  12
ˇ b b b
a. Prove that ˇ f
gˇ 6 a f 2
a g2 .
ˇ
a

b. If equality holds, must f D g for some  2 R? What if f and g are continu-

ous?

c. Show that Theorem 1-1 (2) is a special case of (a).

Proof.

a. Theorem 1-1 (2) implies the inequality of Riemann sums:

ˇ ˇ 0 11=2 0 11=2
ˇX ˇ X X
f .xi /2 xi A @ g .xi /2 xi A :
ˇ ˇ
ˇ
ˇ f .xi / g .xi / xi ˇˇ 6 @
ˇ i ˇ i i

Taking the limit as the mesh approaches 0, one gets the desired inequality.

b. No. We could, for example, vary f at discrete points without changing

the values of the integrals. If f and g are continuous, then the assertion
is true. In fact, suppose that for each  2 R, there is an x 2 Œa; b with

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SECTION 1.1 NORM AND INNER PRODUCT 3

 2
g .x/ > 0. Then the inequality holds true in an open neighbor-
f .x/
Rb
2
hood of x since f and g are continuous. So a f g > 0 since the in-
tegrand is always non-negative and is positive on some subinterval of Œa; b.
Rb Rb Rb
Expanding out gives a f 2 2 a f
g C 2 a g 2 > 0 for all . Since the
quadratic has no solutions, it must be that its discriminant is negative.

c. Let a D 0, b D n, f .x/ D xi and g .x/ D yi for all x 2 Œi 1; i/ for i D 1; : : : ; n.

Then part (a) gives the inequality of Theorem 1-1 (2). Note, however, that
the equality condition does not follow from (a). t
u

I Exercise 7 (1-7). A linear transformation M W Rn ! Rn is called norm pre-

serving if kM x k D kxk, and inner product preserving if hM x; M yi D hx; yi.

a. Prove that M is norm preserving if and only if M is inner product preserving.

1
b. Prove that such a linear transformation M is 1-1 and M is of the same sort.

Proof.

(a) If M is norm preserving, then the polarization identity together with the
linearity of M give:

kM x C M yk2 kM x M yk2
hM x; M yi D
4
2
kM .x C y/k kM .x y/k2
D
4
kx C y k2 kx y k2
D
4
D hx; yi :

If M is inner product preserving, then one has by Theorem 1-1 (4):

p p
kM x k D hM x; M xi D hx; xi D kxk :

(b) Take any M x; M y 2 Rn with M x D M y . Then M x M y D 0 and so

0 D hM x M y; M x M yi D hx y; x yi I

but the above equality forces x D y ; that is, M is 1-1.

Since M 2 L.Rn / and M is injective, it is invertible; see Axler (1997, Theorem
3.21). Hence, M 1 2 L.Rn / exists. For every x; y 2 Rn , we have
 
1 1
kM x k D M M x D kxk ;

and D E     
1 1 1 1
M x; M y D M M x ;M M y D hx; yi :

1
Therefore, M is also norm preserving and inner product preserving. t
u

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4 CHAPTER 1 FUNCTIONS ON EUCLIDEAN SPACE

I Exercise 8 (1-8). If x; y 2 Rn are  non-zero, the angle

 between x and y ,
ı
y
denoted † .x; y/, is defined as arccos hx; yi kxk
k k , which makes sense by
Theorem 1-1 (2). The linear transformation T is angle preserving if T is 1-1, and
for x; y ¤ 0 we have † .Tx; Ty/ D † .x; y/.

a. Prove that if T is norm preserving, then T is angle preserving.

b. If there is a basis .x1 ; : : : ; xn / of Rn and numbers 1 ; : : : ; n such that Txi D

i xi , prove that T is angle preserving if and only if all ji j are equal.

c. What are all angle preserving T W Rn ! Rn ?

Proof.

(a) If T is norm preserving, then T is inner product preserving by the previous

exercise. Hence, for x; y ¤ 0,

hTx; Tyi
  
hx; yi
† .Tx; Ty/ D arccos D arccos D † .x; y/ :
kTx k
kTyk kxk
ky k

(b) We first suppose that T is angle preserving. Since .x1 ; : : : ; xn / is a basis of

Rn , all xi ’s are nonzero. Since
˝ ˛ ! ˝ ˛ !

Txi ; Txj i xi ; j xj
† Txi ; Txj D arccos D arccos
kTxi k
Txj ki xi k
j xj
˝ ˛ !
i j xi ; xj
D arccos ˇ ˇ
ji j
ˇj ˇ
kxi k
kxj k


D † xi ; xj ;

it must be the case that

ˇ ˇ
i j D ji j
ˇj ˇ :
Then i and j have the same signs. t
u

I Exercise 9 (1-9). If 0 6  <  , let T W R2 ! R2 have the matrix

!
cos  sin 
AD :
sin  cos 

Show that T is angle preserving and if x ¤ 0, then † .x; Tx/ D  .

Proof. For every x; y 2 R2 , we have

! ! !

cos  sin  x x cos  C y sin 
T x; y D D :
sin  cos  y x sin  C y cos 

Therefore,
2 2
D x2 C y2 D



T x; y x; y I

that is, T is norm preserving. Then it is angle preserving by Exercise 8 (a).

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SECTION 1.1 NORM AND INNER PRODUCT 5

Let x D .a; b/ ¤ 0. We first have

 
hx; Txi D a .a cos  C b sin / C b . a sin  C b cos  / D a2 C b 2 cos :

Hence,
!
a2 C b 2 cos 


hx; Txi

† .x; Tx/ D arccos D arccos D : t
u
kxk
kTx k a2 C b 2

I Exercise 10 (1-10 ). If M W Rm ! Rn is a linear transformation, show that

there is a number M such that kM hk 6 M khk for h 2 Rm .

Proof. Let M’s matrix be

 ˘  ˘
a11


a1m a1
:: :: :: ::
AD : : : ´ : :
an1


anm an

Then ˝ ˘
a1 ; h
˛
::
M h D Ah D : ;
n
ha ; hi
and so
0 1
n D n
E2 X n
2
X X
kM hk2 D ai ; h 6 kai k2 A
khk2 ;


kai k
khk D @
i D1 i D1 iD1

that is, 0 1
p n
X
kM hk 6 @ kai kA
khk :
B C
i D1

p n
X
Let M D kai k and we get the result. t
u
iD1

I Exercise 11 (1-11). If x; yq2 Rn and z; w 2 Rm , show that h.x; z/ ; .y; w/i D

hx; yi C hz; wi and k.x; z/k D kxk2 C kzk2 .

Proof. We have .x; z/ ; .y; w/ 2 RnCm . Then

n
X m
X
h.x; z/ ; .y; w/i D x i yi C zj wj D hx; yi C hz; wi ;
iD1 j D1

and
k.x; z/k2 D h.x; z/ ; .x; z/i D hx; xi C hz; zi D kxk2 C kzk2 : t
u

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6 CHAPTER 1 FUNCTIONS ON EUCLIDEAN SPACE

I Exercise 12 (1-12 ). Let .Rn / denote the dual space of the vector space Rn . If
x 2 Rn , define 'x 2 .Rn / by 'x .y/ D hx; yi. Define M W Rn ! .Rn / by M x D 'x .
Show that M is a 1-1 linear transformation and conclude that every ' 2 .Rn / is
'x for a unique x 2 Rn .

Proof. We first show M is linear. Take any x; y 2 Rn and a; b 2 R. Then

M .ax C by/ D 'axCby D a'x C b'y D a M x C b M y;

where the second equality holds since for every z 2 Rn ,

'axCby .z/ D hax C by; zi D a hx; zi C b hy; zi D a'x .z/ C b'y .z/ :

To see M is 1-1, we need only to show that ıM D f0g, where ıM is the null set
of M. But this is clear and so M is 1-1. Since dim .Rn / D dim Rn , M is also onto.
This proves the last claim. t
u

I Exercise 13 (1-13 ). If x; y 2 Rn , then x and y are called perpendicular (or

orthogonal) if hx; yi D 0. If x and y are perpendicular, prove that kx C y k2 D
kxk2 C ky k2 .

Proof. If hx; yi D 0, we have

kx C y k2 D hx C y; x C yi D kxk2 C 2 hx; yi C ky k2 D kxk2 C ky k2 : t

u

1.2 Subsets of Euclidean Space

I Exercise 14 (1-14 ). Simple. Omitted.

I Exercise 15 (1-15). Prove that x 2 Rn W kx

˚
ak < r is open.

Proof. For any y 2 x 2 Rn W kx ak < r µ B.aI r/, let " D r

˚
ka; y k. We show
that B.yI "/  B.aI r/. Take any z 2 B.yI "/. Then

ka; zk 6 ka; y k C ky; zk < ka; y k C " D r: t

u

I Exercise 16 (1-16). Simple. Omitted.

I Exercise 17 (1-17). Omitted.

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SECTION 1.2 SUBSETS OF EUCLIDEAN SPACE 7

I Exercise 18 (1-18). If A  Œ0; 1 is the union of open intervals .ai ; bi / such

that each rational number in .0; 1/ is contained in some .ai ; bi /, show that @A D
Œ0; 1 X A.
S
Proof. Let X ´ Œ0; 1. Obviously, A is open since A D i .ai ; bi /. Then X X A
is closed in X and so X X A D X X A. Since @A D Ax \ X X A D Ax \ .X X A/, it
suffices to show that
x
X X A  A: (1.1)

But (1.1) holds if and only if Ax D X . Now take any x 2 X and any open nhood
U of x in X . Since Q is dense, there exists y 2 U . Since there exists some i such
that y 2 .ai ; bi /, we know that U \ .ai ; bi / ¤ ¿, which means that U \ A ¤ ¿,
which means that x 2 Ax. Hence, X D Ax, i.e., A is dense in X . t
u

I Exercise 19 (1-19 ). If A is a closed set that contains every rational number

r 2 Œ0; 1, show that Œ0; 1  A.

Proof. Take any r 2 .0; 1/ and any open interval r 2 I  .0; 1/. Then there
exists q 2 Q \ .0; 1/ such that q 2 I . Since q 2 A, we know that r 2 Ax D A. Since
0; 1 2 A, the claim holds. t
u

I Exercise 20 (1-20). Prove the converse of Corollary 1-7: A compact subset of

Rn is closed and bounded.

Proof. To show A is closed, we prove that Ac is open. Assume that x … A,

and let Gm D y 2 Rn W kx y k > 1=m , m D 1; 2; : : :. If y 2 A, then x ¤ y ;
˚

hence, kx y k > 1=m for some m; therefore y 2 Gm (see Figure 1.1). Thus,
A 1
S
mD1 Gm , and by compactness we have a finite subcovering. Now observe
that the Gm for an increasing sequence of sets: G1  G2 


; therefore, a
finite union of some of the Gm is equal to the set with the highest index. Thus,
K  Gs for some s , and it follows that B.xI 1=s/  Ac . Therefore, Ac is open.

1=m
A x

Figure 1.1. A compact set is closed

Let A be compact. We first show that A is bounded. Let

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8 CHAPTER 1 FUNCTIONS ON EUCLIDEAN SPACE

O D . i; i/n W i 2 N
˚

be an open cover of A. Then there is a finite subcover . i1 ; i1 /n ; : : : ; . im ; im /n

˚

of A. Let i 0 D max fi1 ; : : : ; im g. Hence, A  i 0 ; i 0 ; that is, A is bounded.

t
u

I Exercise 21 (1-21 ).

a. If A is closed and x … A, prove that there is a number d > 0 such that

ky x k > d for all y 2 A.

b. If A is closed, B is compact, and A \ B D ¿, prove that there is d > 0 such

that ky x k > d for all y 2 A and x 2 B .

c. Give a counterexample in R2 if A and B are closed but neither is compact.

Proof.

(a) A is closed implies that Ac is open. Since x 2 Ac , there exists an open ball
B.xI d / with d > 0 such that x 2 B.xI d /  Ac . Then ky x k > d for all y 2 A.
(b) For every x 2 B , there exists dx > 0 such that x 2 B.xI dx =2/  Ac and
ky x k > dx for all y 2 A. Then the family fB.xI dx =2/ W x 2 Bg is an open
cover of B . Since B is compact, there is a finite set fx1 ; : : : ; xn g such that
˚
B.x1 I dx1 =2/; : : : ; B.xn I dxn =2/ covers B as well. Now let
˚ .
d D min dx1 =2; : : : ; dxn =2 2:

Then for any x 2 B , there is an open ball B.xi I xi =2/ containing x and ky xi k >
di . Hence,

ky x k > ky xi k kxi x k > di di =2 D di =2 > d:

(c) See Figure 1.2.

Figure 1.2.
t
u

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SECTION 1.3 FUNCTIONS AND CONTINUITY 9

I Exercise 22 (1-22 ). If U is open and C  U is compact, show that there is a

compact set D such that C  D B and D  U .

Proof. t
u

1.3 Functions and Continuity

I Exercise 23 (1-23). If f W A ! Rm and a 2 A, show that limx!a f .x/ D b if

and only if limx!a f i .x/ D b i for i D 1; : : : ; m.

Proof. Let f W A ! Rm and a 2 A.

p
If: Assume that limx!a f i .x/ D b i for i D 1; : : : ; m. Then for every "= m > 0,
p
there is a number ıi > 0 such that f i .x/ b i < "= m for all x 2 A which
satisfy 0 < kx ak < ıi , for every i D 1; : : : ; m. Put

ı D min fı1 ; : : : ; ım g :

Then for all x 2 A satisfying 0 < kx ak < ı ,

"
f i .x/ bi < p ; i D 1; : : : ; m:
m

Therefore, for every x 2 A which satisfy 0 < kx ak < ı ,

p m  2
p m  
X X
kf .x/ bk D f i .x/ bi < "2 =m D "I
iD1 iD1

that is, limx!a f .x/ D b .

Only if: Now suppose that limx!a f .x/ D b . Then for every number " > 0
there is a number ı > 0 such that kf .x/ bk < " for all x 2 A which satisfy
0 < kx ak < ı . But then for every i D 1; : : : ; m,

f i .x/ b i 6 kf .x/ bk < ";

i.e. limx!a f i .x/ D b i . t

u

I Exercise 24 (1-24). Prove that f W A ! Rm is continuous at a if and only if

each f i is.

Proof. By definition, f is continuous at a if and only if limx!a f .x/ D

f .a/; it follows from Exercise 23 that limx!a f .x/ D f .a/ if and only if
limx!a f i .x/ D f i .a/ for every i D 1; : : : ; m; that is, if and only if f i is contin-
uous at a for each i D 1; : : : ; m. t
u

I Exercise 25 (1-25). Prove that a linear transformation T W Rn ! Rm is con-

tinuous.

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10 CHAPTER 1 FUNCTIONS ON EUCLIDEAN SPACE

Proof. Take any a 2 Rn . Then, by Exercise 10 (1-10), there exists M > 0 such
that
Tx Ta D T .x a/ 6 M kx ak :

Hence, for every " > 0, let ı D "=M . Then Tx Ta < " when x 2 Rn and
0 < kx ak < ı D "=M ; that is, limx!a Tx D Ta, and so T is continuous. t
u
n o
x; y 2 R2 W x > 0 and 0 < y < x 2 .


I Exercise 26 (1-26). Let A D

a. Show that every straight line through .0; 0/ contains an interval around .0; 0/
which is in R2 X A.

b. Define f W R2 ! R by f .x/ D 0 if x … A and f .x/ D 1 if x 2 A. For h 2 R2

define gh W R ! R by gh .t / D f .th/. Show that each gh is continuous at 0, but
f is not continuous at .0; 0/.

Proof.

(a) Let the line through .0; 0/ be y D ax . If a 6 0, then the whole line is in
R2 X A. If a > 0, then ax intersects x 2 at a; a2 and .0; 0/ and nowhere else; see

Figure 1.3.

y
yD 2
x

ax
yD

0 x

Figure 1.3.

(b) We first show that f is not continuous at 0. Clearly, f .0/ D 0 since 0 … A.

For every ı > 0, there exists x 2 A satisfying 0 < kxk < ı , but jf .x/ f .0/j D 1.
We next show gh .t/ D f .th/ is continuous at 0 for every h 2 R2 . If h D 0,
then g0 .t / D f .0/ D 0 and so is continuous. So we now assume that h ¤ 0. It
is clear that
gh .0/ D f .0/ D 0:
The result is now from (a) immediately. t
u

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SECTION 1.3 FUNCTIONS AND CONTINUITY 11

I Exercise 27 (1-27). Prove that x 2 Rn W kx

˚
ak < r is open by considering
the function f W Rn ! R with f .x/ D kx ak.

Proof. We first show that f is continuous. Take a point b 2 Rn . For any " > 0,
let ı D ". Then for every x satisfying kx bk < ı , we have
ˇ ˇ
jf .x/ f .b/j D ˇ kx ak kb akˇ 6 kx ak kb a k 6 kx bk < ı D ":

Hence, x 2 Rn W kx 1
. 1; r/ is open in Rn .
˚
ak < r D f t
u

I Exercise 28 (1-28). If A  Rn is not closed, show that there is a continuous

function f W A ! R which is unbounded.

Proof. Take any x 2 @A. Let f .y/ D 1= ky x k for all y 2 A. t

u

I Exercise 29 (1-29). Simple. Omitted.

I Exercise 30 (1-30). Let f W Œa; b ! R be an increasing function. If x1 ; : : : ; xn 2

Œa; b are distinct, show that niD1 o f; xi < f .b/ f .a/.
P

Proof. t
u

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2
DIFFERENTIATION

2.1 Basic Definitions

I Exercise 31 (2-1 ). Prove that if f W Rn ! Rm is differentiable at a 2 Rn , then

it is continuous at a.

Proof. Let f be differentiable at a 2 Rn ; then there exists a linear map  W Rn !

Rm such that
kf .a C h/ f .a/ .h/k
lim D 0;
h!0 khk
or equivalently,
f .a C h/ f .a/ D .h/ C r.h/; (2.1)

where the remainder r.h/ satisfies

ı
lim kr.h/k khk D 0: (2.2)
h!0

Let h ! 0 in (2.1). The error term r.h/ ! 0 by (2.2); the linear term .h/ aslo
Pn
tends to 0 because if h D i D1 hi ei , where .e1 ; : : : ; en / is the standard basis of
Rn , then by linearity we have .h/ D niD1 hi .ei /, and each term on the right
P

tends to 0 as h ! 0. Hence,
 
lim f .a C h/ f .a/ D 0I
h!0

that is, limh!0 f .a C h/ D f .a/. Thus, f is continuous at a. t

u

I Exercise 32 (2-2). A function f W R2 ! R is independent of the second vari-

able if for each x 2 R we have f .x; y1 / D f .x; y2 / for all y1 ; y2 2 R. Show that f
is independent of the second variable if and only if there is a function g W R ! R
such that f .x; y/ D g.x/. What is f 0 .a; b/ in terms of g 0 ?

Proof. The first assertion is trivial: if f is independent of the second variable,

we can let g be defined by g.x/ D f .x; 0/. Conversely, if f .x; y/ D g.x/, then
f .x; y1 / D g.x/ D f .x; y2 /.
If f is independent of the second variable, then

13

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14 CHAPTER 2 DIFFERENTIATION

g 0 .a/hˇ g.a/ g 0 .a/hˇ

ˇ ˇ ˇ ˇ
ˇf .a C h; b C k/ f .a; b/ ˇg.a C h/
lim D lim
.h;k/!0 k.h; k/k .h;k/!0 k.h; k/k
g.a/ g 0 .a/hˇ
ˇ ˇ
ˇg.a C h/
6 lim
h!0 jhj
D 0I

hence, f 0 .a; b/ D .g 0 .a/; 0/. t

u

I Exercise 33 (2-3). Define when a function f W R2 ! R is independent of the

first variable and find f 0 .a; b/ for such f . Which functions are independent of
the first variable and also of the second variable?

Proof. We have f 0 .a; b/ D .0; g 0 .b// with a similar argument as in Exercise 32.
If f is independent of the first and second variable, then for any .x1 ; y1 /,
.x2 ; y2 / 2 R2 , we have f .x1 ; y1 / D f .x2 ; y1 / D f .x2 ; y2 /; that is, f is con-
stant. t
u

I Exercise 34 (2-4). Let g be a continuous real-valued function on the unit

circle x 2 R2 W kxk D 1 such that g.0; 1/ D g.1; 0/ D 0 and g. x/ D g.x/.
˚

Define f W R2 ! R by
˚  ı 
kxk
g x kxk if x ¤ 0;
f .x/ D
0 if x D 0:

a. If x 2 R2 and h W R ! R is defined by h.t/ D f .t x/, show that h is differen-

tiable.

b. Show that f is not differentiable at .0; 0/ unless g D 0.

Proof. (a) If x D 0 or t D 0, then h.t/ D f .0/ D 0; if x ¤ 0 and t > 0,

 
tx h
i
h.t/ D f .t x/ D t kxk
g D kxk
g x= kxk
t D f .x/t I
t kxk

finally, if x ¤ 0 and t < 0,

 
tx

h.t/ D f .t x/ D t kxk
g D t kxk
g
x= kxk
t kxk
h
i
D kxk
g x= kxk
t
D f .x/t:

Therefore, h.t/ D f .x/t for every given x 2 R2 , and so is differentiable: Dh D h.

(b) Since g.1; 0/ D 0 and g. x/ D g.x/, we have g. 1; 0/ D g. .1; 0// D
g.1; 0/ D 0. If f is differentiable at .0; 0/, there exists a matrix .a; b/ such that
Df .0; 0/.h; k/ D ah C bk . First consider any sequence .h; 0/ ! .0; 0/. Then

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SECTION 2.1 BASIC DEFINITIONS 15

ˇ
ˇ
ˇ jhj
g h=jhj ; 0 ahˇ
ˇ ˇ
jf .h; 0/ f .0; 0/ ahj
0 D lim D lim
h!0 jhj h!0 jhj
ˇ ˇ
ˇ jhj
g .˙1; 0/ ahˇ
D lim
h!0 jhj
D jaj

implies that a D 0. Next let us consider .0; k/ ! .0; 0/. Then

ˇ
ˇ
ˇ jkj
g 0; k=jkj bk ˇ
ˇ ˇ
jf .0; k/ f .0; 0/ bkj
0 D lim D lim D jbj
k!0 jkj k!0 jkj

forces that b D 0. Therefore, f 0 .0; 0/ D .0; 0/ and Df .0; 0/.x; y/ D 0. If g.x/ ¤ 0,

then
ˇ
ˇˇ
ˇ kxk
g x= kxk ˇ
ˇ
jf .x/ f .0/ 0j ˇ
ˇˇ
lim D lim D lim ˇg x= kxk ˇ ¤ 0;
ˇ
x!0 kxk x!0 kxk x!0

and so f is not differentiable.

Of course, if g.x/ D 0, then f .x/ D 0 and is differentiable. t
u

I Exercise 35 (2-5). Let f W R2 ! R be defined by

q €
x jyj x 2 C y 2 if .x; y/ ¤ 0;
f .x; y/ D
0 if .x; y/ D 0:

Show that f is a function of the kind considered in Exercise 34, so that f is not
differentiable at .0; 0/.

Proof. If .x; y/ ¤ 0, we can rewrite f .x; y/ as

 
x
jyj x
jyj x jyj
f .x; y/ D q D D k.x; y/k

: (2.3)
k.x; y/k k.x; y/k k.x; y/k
x2 C y2

If we let g W x 2 R2 W kxk D 1 ! R be defined as g.x; y/ D x
jyj, then (2.3) can

˚

be rewritten as
f .x; y/ D k.x; y/k
g..x; y/= k.x; y/k/:
It is easy to see that

g.0; 1/ D g.1; 0/ D 0; and g. x; y/ D xj yj D xjyj D f .x; y/I

that is, g satisfies all of the properties listed in Exercise 34. Since g.x/ ¤ 0
unless x D 0 or y D 0, we know that f is not differentiable at 0. A direct proof
can be found in Berkovitz (2002, Section 1.11). t
u
p
I Exercise 36 (2-6). Let f W R2 ! R be defined by f .x; y/ D jxyj. Show that
f is not differentiable at .0; 0/.

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16 CHAPTER 2 DIFFERENTIATION

Proof. It is clear that

jf .h; 0/j jf .0; k/j
lim D 0 D lim I
h!0 jhj k!0 jkj

hence, if f is differentiable at .0; 0/, it must be that Df .0; 0/.x; y/ D 0 since

derivative is unique if it exists. However, if we let h D k > 0, and take a
sequence f.h; h/g ! .0; 0/, we have
p
jf .h; h/ f .0; 0/ 0j h2 1
lim D lim D p ¤ 0:
.h;h/!.0;0/ k.h; h/k .h;h/!.0;0/ k.h; h/k 2
Therefore, f is not differentiable. t
u

I Exercise 37 (2-7). Let f W R2 ! R be a function such that jf .x/j 6 kxk2 . Show

that f is differentiable at 0.

Proof. jf .0/j 6 k0k2 D 0 implies that f .0/ D 0. Since

jf .x/ f .0/j jf .x/j

lim D lim 6 lim kxk D 0;
x!0 kxk x!0 kxk x!0

Df .0/.x; y/ D 0. t
u

I Exercise 38 (2-8). Let f W R ! R2 . Prove that f is differentiable at a 2 R if

and only if f 1 and f 2 are, and that in this case
!
1 0
.f / .a/
f 0 .a/ D :
.f 2 /0 .a/
!
0 c1
Proof. Suppose that f is differentiable at a with f .a/ D . Then for i D
c2
1; 2,
ˇ ˇ
ˇ i
ˇf .a C h/ f i .a/ c i
hˇ
ˇ
kf .a C h/ f .a/ Df .a/.h/k
0 6 lim 6 lim D0
h!0 jhj h!0 jhj

implies that f i is differentiable at a with .f i /0 .a/ D c i .

Now suppose that both f 1 and f 2 are differentiable at a, then by Exercise 1,
ˇ ˇ
2 ˇˇf i .a C h/ f i .a/ .f i /0 .a/
hˇ
ˇ
kf .a C h/ f .a/ Df .a/.h/k X
06 6
jhj jhj
iD1
!
.f 1 /0 .a/ 0
implies that f is differentiable at a with f .a/ D . t
u
.f 2 /0 .a/

I Exercise 39 (2-9). Two functions f; g W R ! R are equal up to n-th order at a

if

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SECTION 2.1 BASIC DEFINITIONS 17

f .a C h/ g.a C h/
lim D 0:
h!0 hn
a. Show that f is differentiable at a if and only if there is a function g of the
form g.x/ D a0 C a1 .x a/ such that f and g are equal up to first order at a.

b. If f 0 .a/; : : : ; f .n/ .a/ exist, show that f and the function g defined by
n
X f .i/ .a/
g.x/ D .x a/i
iŠ
i D0

are equal up to n-th order at a.

Proof. (a) If f is differentiable at a, then by definition,

f .a/ C f 0 .a/
h
 
f .a C h/
lim D 0;
h!0 h
so we can let g.x/ D f .a/ C f 0 .a/
.x a/.
On the other hand, if there exists a function g.x/ D a0 C a1 .x a/ such that

f .a C h/ g.a C h/ f .a C h/ a0 a1 h
lim D lim D 0;
h!0 h h!0 h
then a0 D f .a/, and so f is differentiable at a with f 0 .a/ D a1 .
(b) By Taylor’s Theorem1 we rewrite f as
n 1
X f .i/ .a/ f .n/ .y/
f .x/ D .x a/i C .x a/n ;
iŠ nŠ
iD0

where y is between a and x . Thus,

f .n/ .y/ .n/

f .x/ g.x/ nŠ
.x a/n f nŠ.a/ .x a/n
lim D lim
x!a .x a/n x!a .x a/n
f .n/ .y/ f .n/ .x/
D lim
x!a nŠ
D 0: t
u
1
(Rudin, 1976, Theorem 5.15) Suppose f is a real function on Œa; b, n is a positive integer,
f .n 1/ is continuous on Œa; b, f .n/ exists for every t 2 .a; b/. Let ˛ , ˇ be distinct points of
Œa; b, and define
n
X1 f .k/ .˛/
P .t / D .t ˛/k :
kŠ
kD0

Then there exists a point x between ˛ and ˇ such that

f .n/ .x/
f .ˇ / D P .ˇ / C .ˇ ˛/n :
nŠ

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18 CHAPTER 2 DIFFERENTIATION

2.2 Basic Theorems

I Exercise 40 (2-10). Use the theorems of this section to find f 0 for the follow-
ing:

a. f .x; y; z/ D x y .

b. f .x; y; z/ D .x y ; z/.

c. f .x; y/ D sin.x sin y/.

d. f .x; y; z/ D sin x sin.y sin z/ .
z
e. f .x; y; z/ D x y .

f. f .x; y; z/ D x yCz .

g. f .x; y; z/ D .x C y/z .

h. f .x; y/ D sin.xy/.
 cos 3
i. f .x; y/ D sin.xy/ .
 
j. f .x; y/ D sin.xy/; sin x sin y ; x y .

Solution. Compare this with Exercise 47.

y
(a) We have f .x; y; z/ D x y D e ln x D e y ln x D exp B. 2
ln  1 /.x; y; z/. It
follows from the Chain Rule that
h i  0
f 0 .a; b; c/ D exp0 . 2 ln  1 /.a; b; c/
 2 ln  1 .a; b; c/
h i
D exp.b ln a/
.ln  1 /. 2 /0 C  2 .ln  1 /0 .a; b; c/
h
i
D ab
0; ln a; 0 C b=a; 0; 0


 
D ab 1 b ab ln a 0 :

(b) By (a) and Theorem 2-3(3), we have

!
ab 1
b ab ln a 0
f 0 .a; b; c/ D :
0 0 1

(c) We have f .x; y/ D sin B. 1 sin. 2 //. Then, by the chain rule,
h i h i0
f 0 .a; b/ D sin0 . 1 sin. 2 //.a; b/
 1 sin. 2 / .a; b/
h i
D cos .a sin b/
.sin  2 /. 1 /0 C  1 .sin  2 /0 .a; b/
 
D cos .a sin b/
sin b .1; 0/ C a .0; cos b/
 
D cos .a sin b/
sin b a
cos .a sin b/
cos b :

(d) Let g.y; z/ D sin.y sin z/. Then

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SECTION 2.2 BASIC THEOREMS 19

f .x; y; z/ D sin x
g.y; z/ D sin. 1
g. 2 ;  3 //:

Hence,

f 0 .a; b; c/ D sin0 ag .b; c/
. 1 g. 2 ;  3 //0 .a; b; c/

h i
D cos ag .b; c/
g .b; c/ . 1 /0 C ag 0 . 2 ;  3 / .a; b; c/

h i
D cos ag .b; c/
g .b; c/ ; 0; 0 C ag 0 . 2 ;  3 /.a; b; c/ :

It follows from (c) that

 
g 0 . 2 ;  3 /.a; b; c/ D 0 cos .b sin c/
sin c b
cos .b sin c/
cos c :

Therefore,

f 0 .a; b; c/

 
D cos a sin .b sin c/ sin .b sin c/ a cos .b sin c/ sin c ab cos .b sin c/ cos c :

(e) Let g.x; y/ D x y . Then

 
f .x; y; z/ D x g.y;z/ D g x; g.y; z/ D g  1 ; g. 2 ;  3 / :

Then

h i
Df .a; b; c/ D Dg a; g .b; c/ B D 1 ; Dg. 2 ;  3 / .a; b; c/:

By (a),
0 1
  x
Dg a; g .b; c/ .x; y; z/ D ag.b;c/ g .b; c/ =a ag.b;c/ ln a


0 @y A
B C
z
c
ab b c  c 
D x C ab ln a y;
a
D 1 .a; b; c/.x; y; z/ D x;
and
 
Dg. 2 ;  3 /.a; b; c/.x; y; z/ D Dg .b; c/ B D 2 ; D 3 .a; b; c/.x; y; z/
bc c
y C b c ln b z:


D
b
Hence,
c
ab b c   bc c
 c 
b c


Df .a; b; c/.x; y; z/ D x C a ln a y C b ln b z ;
a b

and

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20 CHAPTER 2 DIFFERENTIATION

 
c
f 0 .a; b; c/ D ab c b c a c
ab b c ln a ln b :
ı ı
ab b c c ln a b
(f) Let g.x; y/ D x y . Then f .x; y; z/ D x yCz D g x; y C z D g  1 ;  2 C  3 .

Hence,
 
Df .a; b; c/.x; y; z/ D Dg .a; b C c/ B D 1 ; D 2 C D 3 .a; b; c/.x; y; z/


D Dg .a; b C c/ B x; y C z
abCc .b C c/  
x C abCc ln a y C z ;


D
a
and  
f 0 .a; b; c/ D abCc .bCc/
a
abCc ln a abCc ln a :
(g) Let g.x; y/ D x y . Then
 
f .x; y; z/ D .x C y/z D g x C y; z D g  1 C  2 ;  3 :

Hence,
h i
Df .a; b; c/.x; y; z/ D Dg .a C b; c/ B D 1 C D 2 ; D 3 .a; b; c/.x; y; z/


D Dg .a C b; c/ B x C y; z
.a C b/c c
.x C y/ C .a C b/c ln .a C b/ z;


D
.a C b/

and
.aCb/c c .aCb/c c
 
f 0 .a; b; c/ D .aCb/
.a C b/c ln .a C b/ :
.aCb/

(h) We have f .x; y/ D sin.xy/ D sin B  1  2 . Hence,

h i
f 0 .a; b/ D .sin/0 .ab/
b. 1 /0 .a; b/ C a. 2 /0 .a; b/
 
D cos .ab/
b .1; 0/ C a.0; 1/
D cos .ab/
.b; a/
 
D b
cos .ab/ a
cos .ab/ :

(i) Straightforward.
(j) By Theorem 2-3 (3), we have
0  0 1
sin.xy/ .a; b; c/
Bh
i0
f 0 .a; b; c/ D B
C
@ sin x sin y .a; b; c/A
C
Œx y 0 .a; b; c/
0 1
b
cos .ab/ a
cos .ab/
D @cos .a sin b/
sin b a
cos .a sin b/
cos b A : t
u
B C
ab 1 b ab ln a

I Exercise 41 (2-11). Find f 0 for the following (where g W R ! R is continuous):

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SECTION 2.2 BASIC THEOREMS 21

R xCy
a. f .x; y/ D a g.
R xy
b. f .x; y/ D a g.
 
R sin x sin.y sin z /
c. f .x; y; z/ D xy g.
Rt  
Solution. (a) Let h.t/ D g . Then f .x; y/ D h B .1 C 2 / .x; y/, and so
a
h i
f 0 .a; b/ D h0 .a C b/
. 1 C  2 /0 .a; b/
D g .a C b/
.1; 1/
 
D g .a C b/ g .a C b/ :

Rt R xy h
i
(b) Let h.t/ D a g . Then f .x; y/ D a g D h.xy/ D h B  1
 2 .x; y/.
Hence,
h i
f 0 .a; b/ D h0 .ab/
b
. 1 /0 .a; b/ C a
. 2 /0 .a; b/
D g .ab/
.b; a/
 
D b
g .ab/ a
g .ab/ :

(c) We can rewrite f .x; y; z/ as

Z a Z sin.x sin.y sin z// Z sin.x sin.y sin z// Z xy
f .x; y; z/ D gC gD g g:
xy a a a

R .x;y;z/ R xy
Let .x; y; z/ D sin x sin.y sin z/ , k.x; y; z/ D a g , and h.x; y; z/ D a g.
Then f .x; y; z/ D k.x; y; z/ h.x; y; z/, and so

f 0 .a; b; c/ D k 0 .a; b; c/ h0 .a; b; c/:

It follows from Exercise 40 (d) that

k 0 .a; b; c/ D k 0 0


.a; b; c/
.a; b; c/:

The other parts are easy. t

u

I Exercise 42 (2-12). A function f W Rn  Rm ! Rp is bilinear if for x; x1 ; x2 2

Rn , y; y1 ; y2 2 Rm , and a 2 R we have

f .ax; y/ D af .x; y/ D f .x; ay/ ;

f .x1 C x2 ; y/ D f .x1 ; y/ C f .x2 ; y/ ;
f .x; y1 C y2 / D f .x; y1 / C f .x; y2 / :

a. Prove that if f is bilinear, then

kf .h; k/k
lim D 0:
.h;k/!0 k.h; k/k

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22 CHAPTER 2 DIFFERENTIATION

b. Prove that Df .a; b/.x; y/ D f .a; y/ C f .x; b/.

c. Show that the formula for Dp.a; b/ in Theorem 2-3 is a special case of (b).

Proof. (a) Let e1n ; : : : ; enn and e1m ; : : : ; em

m
be the stand bases for Rn and Rm ,

respectively. Then for any x 2 Rn and y 2 Rm , we have

n
X m
X
xD x i eni ; and y D y j em
j
:
iD1 j D1

Therefore,
0 1 0 1
Xn m
X n
X m
X
f .x; y/ D f @ x i eni ; y j em
jA
D f @x i eni ; y j em
jA

i D1 j D1 i D1 j D1

X m
n X  
D f x i eni ; y j em
j

i D1 j D1

X m
n X  
D x i y j f eni ; em
j
:
i D1 j D1

 
f eni ; em
j
P
Then, by letting M D i;j , we have

X  
x i y j f eni ; em
j Xˇˇ ˇ  
kf .x; y/k D 6 ˇx i y j ˇ f eni ; em
j
ˇ
i;j
i;j
"
ˇ ˇ ˇ ˇ#
6 M max ˇx ˇ max ˇy j ˇ
ˇ iˇ ˇ ˇ
i j

6 M kxk ky k :

Hence,

kf .h; k/k M khk kkk

lim 6 lim
.h;k/!0 k.h; k/k .h;k/!0 k.h; k/k
M khk kkk
D lim p
.h;k/!0 X  2  2 

hi C k j
i;j

M khk kkk
D lim q :
.h;k/!0
khk2 C kkk2

Now ˚
khk2 if kkk 6 khk
khk kkk 6
kkk2 if khk 6 kkk :

Hence khk kkk 6 khk2 C kkk2 , and so

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SECTION 2.2 BASIC THEOREMS 23

M khk kkk
q
lim q 6 lim M khk2 C kkk2 D 0:
.h;k/!0 2 2 .h;k/!0
khk C kkk

(b) We have

kf .a C h; b C k/ f .a; b/ f .a; k/ f .h; b/k

lim
.h;k/!0 k.h; k/k
kf .a; b/ C f .a; k/ C f .h; b/ C f .h; k/ f .a; b/ f .a; k/ f .h; b/k
D lim
.h;k/!0 k.h; k/k
kf .h; k/k
D lim
.h;k/!0 k.h; k/k

D0

by (a); hence, Df .a; b/.x; y/ D f .a; y/ C f .x; b/.

(c) It is easy to check that p W R2 ! R defined by p.x; y/ D xy is bilinear.
Hence, by (b), we have


Dp.a; b/.x; y/ D p a; y C p .x; b/ D ay C xb: t
u

I Exercise 43 (2-13). Define IP W Rn  Rn ! R by IP.x; y/ D hx; yi.

a. Find D .IP/ .a; b/ and .IP/0 .a; b/.

b. If f; g W R ! Rn are differentiable and h W R ! R is defined by h.t/ D

hf .t/; g.t/i, show that
D E D E
h0 .a/ D f 0 .a/T ; g.a/ C f .a/; g 0 .a/T :

D E
c. If f W R ! Rn is differentiable and kf .t/k D 1 for all t , show that f 0 .t/T ; f .t/ D
0.

d. Exhibit a differentiable function f W R ! R such that the function jf j defined

by jf j .t/ D jf .t/j is not differentiable.

Proof. (a) It is evident that IP is bilinear; hence, by Exercise 42 (b), we have

D .IP/ .a; b/.x; y/ D IP .a; y/ C IP .x; b/

D ha; yi C hx; bi
D hb; xi C ha; yi ;

and so .IP/0 .a; b/ D .b; a/.

(b) Since h.t/ D IP B f; g .t/, by the chain rule, we have



Dh.a/ .x/ D D .IP/ f .a/; g.a/ B Df .a/ .x/ ; Dg.a/ .x/
D hg.a/; Df .a/ .x/i C hf .a/; Dg.a/ .x/i
D g.a/; f 0 .a/ x C f .a/; g 0 .a/ x:
˝ ˛ ˝ ˛

(c) Let h.t/ D hf .t/; f .t/i with kf .t/k D 1 for all t 2 R. Then

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24 CHAPTER 2 DIFFERENTIATION

h.t/ D kf .t/k2 D 1

is constant, and so h0 .a/ D 0; that is,

D E D E D E
0 D f 0 .a/T ; f .a/ C f .a/; f 0 .a/T D 2 f 0 .a/T ; f .a/ ;
D E
and so f 0 .a/T ; f .a/ D 0.
(d) Let f .t/ D t . Then f is linear and so is differentiable: Df D t . However,

jtj jtj
lim D 1; lim D 1I
t !0C t t!0 t

that is, jf j is not differentiable at 0. t

u

I Exercise 44 (2-14). Let Ei , i D 1; : : : ; k be Euclidean spaces of various

dimensions. A function f W E1 


 Ek ! Rp is called multilinear if for
each choice of xj 2 Ej , j ¤ i the function g W Ei ! Rp defined by g.x/ D
f .x1 ; : : : ; xi 1 ; x; xi C1 ; : : : ; xk / is a linear transformation.

a. If f is multilinear and i ¤ j , show that for h D .h1 ; : : : ; hk /, with h` 2 E` , we

have

f a1 ; : : : ; hi ; : : : ; hj ; : : : ; ak
lim D 0:
h!0 khk

b. Prove that
k
X
Df .a1 ; : : : ; ak / .x1 ; : : : ; xk / D f .a1 ; : : : ; ai 1 ; xi ; aiC1 ; : : : ; ak / :
i D1

Proof.

(a) To light notation, define

a i j ´ a1 ; : : : ; ai 1 ; ai C1 ; : : : ; aj 1 ; aj C1 ; : : : ; ak :

Let g W Ei Ej ! Rp be defined as g xi ; xj D f a

i j ; xi ; xj . Then g is bilinear
and so



g a i j ; hi ; hj g a i j ; hi ; hj
lim 6 lim D0
h!0 khk h!0
hi ; hj

by Exercise 42 (a).

(b) It follows from Exercise 42 (b) immediately. t

u

I Exercise 45 (2-15). Regard an n  n matrix as a point in the n-fold product

Rn 


 Rn by considering each row as a member of Rn .

a. Prove that det W Rn 


 Rn ! R is differentiable and

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SECTION 2.2 BASIC THEOREMS 25

1 0
a1
B :: C
B C
n B:C

X B C
D det .a1 ; : : : ; an / .x1 ; : : : ; xn / D det B
B xi C :
C
i D1 :
B :: C
B C
@ A
an

b. If aij W R ! R are differentiable and f .t/ D det aij .t/ , show that
0 1
a .t/


a1n .t/
B 11: :: C
B : ::
:
C
n B : : C
X
0 0
aj0 n .t/ C
B C
f .t/ D det B aj1 .t/



B
C:
j D1 B : :: :: C
B :: : : C
@ A
an1 .t/


ann .t/

c. If det aij .t/ ¤ 0 for all t and b1 ; : : : ; bn W R ! R are differentiable, let
s1 ; : : : ; sn W R ! R be the functions such that s1 .t/; : : : ; sn .t/ are the solutions
of the equations
X n
aj i .t/sj .t/ D bi .t/; i D 1; : : : ; n:
j D1

Show that si is differentiable and find si0 .t/.

Proof.

(a) It is easy to see that det W Rn 


 Rn ! R is multilinear; hence, the con-

clusion follows from Exercise 44.

(b) By (a) and the chain rule,

0
f 0 .t/ D det aij .t/ B a10 .t/; : : : ; an0 .t/

 
0 1
a11 .t/


a1n .t/
B : :: C
B : ::
:
C
X n B : : C
B 0 0
C
D det B
B aj1 .t/


aj n .t/ C :
C
j D1 B ::: :: :: C
B
@ : : C A
an1 .t/


ann .t/

(c) Let
0 1 1 0 0 1
a11 .t/


an1 .t/ s1 .t/ b1 .t/
B : :: :: C B : C B : C
ADB : : A; sDB : C and b D B : C
@ : : @ : A; @ : A:
C
a1n .t/


ann .t/ sn .t/ bn .t/

Then
As D b;

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26 CHAPTER 2 DIFFERENTIATION

and so
det .Bi /
si .t/ D ;
det .A/
where Bi is obtained from A by replacing the i -th column with the b. It follows
from (b) that si .t/ is differentiable. Define f .t/ D det .A/ and gi .t/ D det .Bi /.
Then 0 1
a .t/


an1 .t/
B 11: :: C
B : ::
:
C
X n B : : C
0 0 0
B C
f .t/ D det B a1j .t/



B anj C;
.t/ C
j D1 B : :: :: C
B :: : : C
@ A
a1n .t/


ann .t/

and
0 1
a .t/


ai 1;1 .t/b1 .t/ aiC1;1 .t/


an1 .t/
B 11: :: :: :: :: C
B : :: ::
: :
C
X n B : : : : : C
gi0 .t/ D B a0 .t/


ai0 1;j .t/ bj0 .t/ 0 0
B C
B 1j aiC1;j .t/


anj C:
.t/ C
B :::
j D1 B ::
:
::
:
::
:
::
:
::
:
:: C
: C
@ A
a1n .t/


ai 1;n .t/ bn .t/ ai C1;n .t/


ann .t/

Therefore,
f 0 .t/gi0 .t/ f .t/gi0 .t/
si0 .t/ D : t
u
f 2 .t/
I Exercise 46 (2-16). Suppose f W Rn ! Rn is differentiable and has a differen-

0 h
i 1
tiable inverse f 1 W Rn ! Rn . Show that f 1 .a/ D f 0 f 1 .a/ .

Proof. We have f B f 1 .x/ D x . On the one hand D f B f 1

.a/ .x/ D x since
f B f 1 is linear; on the other hand,
     
1 1 1
D f Bf .a/ .x/ D Df f .a/ B Df .a/ .x/:

h
i 1
1 1
Therefore, Df .a/ D Df f .a/ . t
u

2.3 Partial Derivatives

I Exercise 47 (2-17). Find the partial derivatives of the following functions:

a. f .x; y; z/ D x y .

b. f .x; y; z/ D z .

c. f .x; y/ D sin.x sin y/.

d. f .x; y; z/ D sin x sin.y sin z/ .

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SECTION 2.3 PARTIAL DERIVATIVES 27

z
e. f .x; y; z/ D x y .

f. f .x; y; z/ D x yCz .

g. f .x; y; z/ D .x C y/z .

h. f .x; y/ D sin.xy/.
 cos 3
i. f .x; y/ D sin.xy/ .

Solution. Compare this with Exercise 40.

(a) D1 f .x; y; z/ D yx y 1
, D2 f .x; y; z/ D x y ln x , and D3 f .x; y; z/ D 0.

(b) D1 f .x; y; z/ D D2 f .x; y; z/ D 0, and D3 f .x; y; z/ D 1.

(c) D1 f .x; y/ D sin y cos x sin y , and D2 f .x; y/ D x cos y cos x sin y .


(d) D1 f .x; y; z/ D sin.y sin z/ cos x sin.y sin z/ ,


D2 f .x; y; z/ D cos x sin.y sin z/ x cos.y sin z/ sin z , and


D3 f .x; y; z/ D cos x sin.y sin z/ x cos.y sin z/y cos z .
z z
(e) D1 f.x; y; z/ D y z x y 1
, D2 f .x; y; z/ D x y zy z 1
ln x , and D3 f .x; y; z/ D
z
y z ln y x y ln x .

(f) D1 f .x; y; z/ D y C z x yCz 1

, and D2 f .x; y; z/D3 f .x; y; z/ D x yCz ln x .

(g) D1 f .x; y; z/ D D2 f .x; y; z/ D z.x C y/z 1

, and
D3 f .x; y; z/ D .x C y/z ln.x C y/.
(h) D1 f .x; y/ D y cos.xy/, and D2 f .x; y/ D x cos.xy/.
 cos 3 1
(i) D1 f .x; y/ D cos 3 sin.xy/ y cos.xy/, and
 cos 3 1
D2 f .x; y/ D cos 3 sin.xy/ x cos.xy/. t
u

I Exercise 48 (2-18). Find the partial derivatives of the following functions

(where g W R ! R is continuous):
R xCy
a. f .x; y/ D a g.
Rx
b. f .x; y/ D y g .
R xy
c. f .x; y/ D a g .
R .R y g /
d. f .x; y/ D a
b
g.

Solution.

(a) D1 f .x; y/ D D2 f .x; y/ D g.x C y/.

(b) D1 f .x; y/ D g.x/, and D2 f .x; y/ D g y .
(c) D1 f .x; y/ D yg.xy/, and D2 f .x; y/ D xg.xy/.

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28 CHAPTER 2 DIFFERENTIATION
R 

y
(d) D1 f .x; y/ D 0, and D2 f .x; y/ D g y
g b g . t
u

I Exercise 49 (2-19). If
y
xx
f .x; y/ D x x
0 !1
  



C ln x @arctan arctan arctan sin cos xy ln.x C y/ A

find D2 f 1; y .



Solution. Putting x D 1 into f .x; y/, we get f 1; y D 1. Then D2 f 1; y D
0. t
u

I Exercise 50 (2-20). Find the partial derivatives of f in terms of the deriva-

tives of g and h if


a. f .x; y/ D g.x/h y .

b. f .x; y/ D g.x/h.y / .

c. f .x; y/ D g.x/.


d. f .x; y/ D g y .

e. f .x; y/ D g.x C y/.

Solution.

(a) D1 f .x; y/ D g 0 .x/ h y , and D2 f .x; y/ D g.x/h0 y .

(b) D1 f .x; y/ D h y g.x/h.y / 1 0

g .x/, and D2 f .x; y/ D h0 y g.x/h.y / ln g.x/.

(c) D1 f .x; y/ D g 0 .x/, and D2 f .x; y/ D 0.

(d) D1 f .x; y/ D 0, and D2 f .x; y/ D g 0 y .

(e) D1 f .x; y/ D D2 f .x; y/ D g 0 .x C y/. t

u

I Exercise 51 (2-21 ). Let g1 ; g2 W R2 ! R be continuous. Define f W R2 ! R by

Z x Z y
f .x; y/ D g1 .t; 0/ dt C g2 .x; t/ dt:
0 0

a. Show that D2 f .x; y/ D g2 .x; y/.

b. How should f be defined so that D1 f .x; y/ D g1 .x; y/?

c. Find a function f W R2 ! R such that D1 f .x; y/ D x and D2 f .x; y/ D y . Find

one such that D1 f .x; y/ D y and D2 f .x; y/ D x .

Proof.

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SECTION 2.3 PARTIAL DERIVATIVES 29

(a) D2 f .x; y/ D 0 C g2 .x; y/ D g2 .x; y/.

(b) We should let

Z x

Z y
f .x; y/ D g1 t; y dt C g2 .a; t/ dt;
0 0

where t 2 R is a constant.

(c) Let

 f .x; y/ D x 2 C y 2 =2.

 f .x; y/ D xy . t
u

I Exercise 52 (2-22 ). If f W R2 ! R and D2 f D 0, show that f is independent

of the second variable. If D1 f D D2 f D 0, show that f is constant.

Proof. Fix any x 2 R. By the mean-value theorem, for any y1 ; y2 2 R, there

exists a point y  2 y1 ; y2 such that

f x; y1 D D2 f x; y  y2





f x; y2 y1 D 0:



Hence, f x; y1 D f x; y2 ; that is, f is independent of y .
Similarly, if D1 f D 0, then f is independent of x . The second claim is then
proved immediately. t
u

I Exercise 53 (2-23 ). Let A D .x; y/ 2 R2 W x < 0, or x > 0 and y ¤ 0 .

˚

a. If f W A ! R and D1 f D D2 f D 0, show that f is constant.

b. Find a function f W A ! R such that D2 f D 0 but f is not independent of the

second variable.

Proof.

(a) As in Figure 2.1, for any .a; b/; .c; d / 2 R2 , we have

f .a; b/ D f . 1; b/ D f . 1; d / D f .c; d / :

(b) For example, we can let

˚
0 if x < 0 or y < 0
f .x; y/ D t
u
x otherwise.

I Exercise 54 (2-24). Define f W R2 ! R by

˚ 2 2
xy xx2 Cyy 2 .x; y/ ¤ 0;
f .x; y/ D
0 .x; y/ D 0:


a. Show that D2 f .x; 0/ D x for all x and D1 f 0; y D y for all y .

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30 CHAPTER 2 DIFFERENTIATION

.a; b/ . 1; b/

. 1; d / .c; d /

Figure 2.1. f is constant

b. Show that D1;2 f .0; 0/ ¤ D2;1 f .0; 0/.

Proof.

(a) We have € x .x 4 y 4 4x 2 y 2 /
2 .x; y/ ¤ 0;
D2 f .x; y/ D .x 2 Cy 2 /
0 .x; y/ D 0;

and € y .y 4 x 4 4x 2 y 2 /
2 .x; y/ ¤ 0;
D1 f .x; y/ D .x 2 Cy 2 /
0 .x; y/ D 0:


Hence, D2 f .x; 0/ D x and D1 f 0; y D y.


(b) By (a), we have D1;2 f .0; 0/ D D2 D1 f 0; y .0/ D 1; but D2;1 f .0; 0/ D


D1 D2 .x; 0/ .0/ D 1. t
u

I Exercise 55 (2-25 ). Define f W R ! R by

˚ x 2
e x¤0
f .x/ D
0 x D 0:

Show that f is a C 1 function, and f .i/ .0/ D 0 for all i .

Proof. Figure 2.2 depicts f .x/. We first show that f 2 C 1 .

Let pn y be a polynomial with degree n with respect to y . For x ¤ 0 and
2
k 2 N, we show that f .k/ .x/ D p3k x 1 x


e . We do this by induction.
2
Step 1 Clearly, f 0 .x/ D 2x 3
e x
.
2
Suppose that f .k/ .x/ D p3k x 1 x


Step 2 e .

Step 3 Then by the chain rule,

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SECTION 2.3 PARTIAL DERIVATIVES 31

−2 −1 0 1 2 x

Figure 2.2.

h i0
f .kC1/ .x/ D f .k/ .x/
    2
  2
0
D p3k x 1
x 2
e x C p3k x 1
2x 3

e x

       
0 2
D p3k x 1
x 2 C p3k x 1
2x 3
e x

     2
D q3kC1 x 1 C q3kC3 x 1
e x
  2
D p3.kC1/ x 1
e x ;

where q3kC1 and q3kC3 are polynomials.

Therefore, f .x/ 2 C 1 for all x ¤ 0. It remains to show that f .k/ .x/ is

defined and continuous at x D 0 for all k .

Step 1 Obviously,

x 2
f .x/ f .0/ e 2
f 0 .0/ D lim D lim D lim 2x 3
e x
D0
x!0 x x!0 x x!0

by L’Hôpital’s rule.

Step 2 Suppose that f .k/ .0/ D 0.

Step 3 Then,

f .k/ .x/ f .k/ .0/

f .kC1/ .0/ D lim
 x 
x!0
2
D lim p3kC1 x 1 e x
x!0
p3kC1 x 1


D lim :
x!0 ex 2
Hence, if we use L’Hôpital’s rule 3k C 1 times, we get f .kC1/ .0/ D 0.

A similar computation shows that f .k/ .x/ is continuous at x D 0. t

u

I Exercise 56 (2-26 ). Let

˚ .x 1/ 2
.xC1/ 2
e
e x 2 . 1; 1/ ;
f .x/ D
0 x … . 1; 1/ :

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32 CHAPTER 2 DIFFERENTIATION

a. Show that f W R ! R is a C 1 function which is positive on . 1; 1/ and 0

elsewhere.

b. Show that there is a C 1 function g W R ! Œ0; 1 such that g.x/ D 0 for x 6 0

and g.x/ D 1 for x > ".

c. If a 2 Rn , define g W Rn ! R by
!
x1 a1 xn an
 
g.x/ D f


f :
" "

Show that g is a C 1 function which is positive on

 
a1 "; a1 C " 


 an "; an C "

and zero elsewhere.

d. If A  Rn is open and C  A is compact, show that there is a non-negative

C 1 function f W A ! R such that f .x/ > 0 for x 2 C and f D 0 outside of
some closed set contained in A.

e. Show that we can choose such an f so that f W A ! Œ0; 1 and f .x/ D 1 for
x 2 C.

Proof.

(a) If x 2 . 1; 1/, then x 1 ¤ 0 and x C 1 ¤ 0. It follows from Exercise 55 that

2 2
e .x 1/ 2 C 1 and e .xC1/ 2 C 1 . Then it is straightforward to check that
f 2 C 1 . See Figure 2.3

−1 0 1 x

Figure 2.3.

(b) By letting z D x C 1, we derive a new function j W R ! R from f as follows:

˚ .z 2/ 2
z 2
e
e z 2 .0; 2/ ;
j .z/ D
0 z … .0; 2/ :

By letting w D "z=2, we derive a function k W R ! R from j as follows:

˚ 2 2
e .2w=" 2/
e .2w="/ w 2 .0; "/ ;
k .w/ D
0 w … .0; "/ :

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SECTION 2.3 PARTIAL DERIVATIVES 33

y y
j k

0 1 2 x 0 x

Figure 2.4.

It is easy to see that k 2 C 1 , which is positive on .0; "/ and 0 elsewhere. Now
let  ,Z
Z x " 
g.x/ D k .x/ k .x/ :
0 0

1
Then g 2 C ; it is 0 for x 6 0, increasing on .0; "/, and 1 for x > ".

(c) It follows from (a) immediately.

(d) For every x 2 C , let Rx ´ . "; "/n be a rectangle containing x , and Rx is

contained in A (we can pick such a rectangle since A is open and C  A).
Then fRx W x 2 C g is an open cover of C . Since C is compact, there exists
˚
fx1 ; : : : ; xm g  C such that Rx1 ; : : : ; Rxm covers C . For every xi , i D 1; : : : ; n,
we define a function gi W Rxi ! R as
!
xi1 ai1 xin ain
 
gi .x/ D f


f ;
" "

where ai1 ; : : : ; ain 2 Rn is the middle point of Rxi .

Finally, we define g W Rx1 [


[ Rxm ! R as follows:

m
X
g.x/ D gi .x/ :
i D1

Then g 2 C 1 ; it is positive on C , and 0 outside Rx1 [


[ Rxm .

(e) Follows the hints. t

u

I Exercise 57 (2-27). Define g; h W x 2 R2 W kxk 6 1 ! R3 by

˚

 q 
2 2
g.x; y/ D x; y; 1 x y ;
 q 
2 2
h.x; y/ D x; y; 1 x y :

Show that the maximum of f on x 2 R3 W kxk D 1 is either the maximum of

˚

f B g or the maximum of f B h on x 2 R2 W kxk 6 1 .

˚

x 2 R2 W kxk 6 1 and B ´ x 2 R3 W kxk D 1 . Then B D

˚ ˚
Proof. Let A ´
g .A/ [ h .A/. t
u

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34 CHAPTER 2 DIFFERENTIATION

2.4 Derivatives

I Exercise 58 (2-28). Find expressions for the partial derivatives of the follow-
ing functions:



a. F .x; y/ D f g.x/k y ; g.x/ C h y .


b. F .x; y; z/ D f g.x C y/; h y C z .

c. F .x; y; z/ D f x y ; y z ; z x .

d. F .x; y/ D f x; g.x/; h.x; y/ .

Proof.



(a) Letting a ´ g.x/k y ; g.x/ C h y , we have

D1 F .x; y/ D D1 f .a/
g 0 .x/
k y C D2 f .a/
g 0 .x/ ;

D2 F .x; y/ D D1 f .a/
g.x/
k 0 y C D1 f .a/
h0 y :

(b) Letting a ´ g.x C y/; h y C z , we have

D1 F .x; y; z/ D D1 f .a/
g 0 .x C y/;

D2 F .x; y; z/ D D1 f .a/
g 0 .x C y/ C D2 f .a/
h0 y C z ;

D3 F .x; y; z/ D D2 f .a/
h0 y C z :

(c) Letting a ´ x y ; y z ; z x , we have

D1 F .x; y; z/ D D1 f .a/
yx y 1
C D3 f .a/
z x ln z;
D2 F .x; y; z/ D D1 f .a/
x y ln x C D2 f .a/
zy z 1
;
z x 1
D3 F .x; y; z/ D D2 f .a/
y ln y C D3 f .a/
xz :

(d) Letting a ´ x; g.x/; h.x; y/, we have

D1 F .x; y/ D D1 f .a/ C D2 f .a/
g 0 .x/ C D3 f .a/
D1 h.x; y/

D2 F .x; y/ D D3 f .a/
D2 h.x; y/: t
u

I Exercise 59 (2-29). Let f W Rn ! R. For x 2 Rn , the limit

f .a C tx/ f .a/
lim ;
t !0 t
if it exists, is denoted Dx f .a/, and called the directional derivative of f at a, in
the direction x .

a. Show that Dei f .a/ D Di f .a/.

b. Show that D tx f .a/ D t Dx f .a/.

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SECTION 2.4 DERIVATIVES 35

c. If f is differentiable at a, show that Dx f .a/ D Df .a/.x/ and therefore

DxCy f .a/ D Dx f .˛/ C Dy f .a/.

Proof.

(a) For ei D .0; : : : ; 0; 1; 0; : : : ; 0/, we have

f .a C t ei / f .a/
Dei f .a/ D lim
t !0 t
f .a1 ; : : : ; ai 1 ; ai C t; ai C1 ; : : : ; an / f .a/
D lim
t !0 t
D Di f .a/

by definition.

(b) We have

f .a C stx/ f .a/ f .a C st x/ f .a/

D tx f .a/ D lim D lim t D tDx f .a/:
s!0 s st !0 st
(c) If f is differentiable at a, then for any x ¤ 0 we have

jf .a C t x/ f .a/ Df .a/.t x/j

0 D lim
t !0 ktxk
jf .a C tx/ f .a/ t
Df .a/.x/j 1
D lim

t !0 jtj kxk
ˇ ˇ
ˇ f .a C tx/ f .a/ ˇ 1
D lim ˇˇ Df .a/.x/ˇˇ
;
t !0 t kxk

and so
f .a C tx/ f .a/
Dx f .a/ D lim D Df .a/.x/:
t!0 t
The case of x D 0 is trivial. Therefore,

DxCy f .a/ D Df .a/ .x C y/

D Df .a/.x/ C Df .a/ .y/
D Dx f .a/ C Dy f .a/: t
u

I Exercise 60 (2-30). Let f be defined as in Exercise 34. Show that Dx f .0; 0/

exists for all x , but if g ¤ 0, then DxCy f .0; 0/ ¤ Dx f .0; 0/ C Dy f .0; 0/ for all
x; y .

Proof. Take any x 2 R2 .

 . 


jtj
kxk
g tx jt j
kxk
f .tx/ f .0; 0/
lim D lim :
t!0 t t!0 t
Therefore, Dx f .0; 0/ exists for any x .
Now let g ¤ 0; then, D.0;1/ f .0; 0/ D D.1;0/ f .0; 0/ D 0, but D.1;0/C.0;1/ f .0; 0/ D
D.1;1/ f .0; 0/ ¤ 0. t
u

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36 CHAPTER 2 DIFFERENTIATION

I Exercise 61 (2-31). Let f W R2 ! R be defined as in Exercise 26. Show that

Dx f .0; 0/ exists for all x , although f is not even continuous at .0; 0/.

Proof. For any x 2 R2 , we have

f .t x/ f .0/ f .t x/
lim D lim D0
t !0 t t !0 t
by Exercise 26 (a). t
u

I Exercise 62 (2-32).
a. Let f W R ! R be defined by
˚
x 2 sin x1 x¤0
f .x/ D
0 x D 0:

Show that f is differentiable at 0 but f 0 is not continuous at 0.

b. Let f W R2 ! R be defined by
‚ 1
x 2 C y 2 sin q


.x; y/ ¤ 0
f .x; y/ D x C y2
2

0 .x; y/ D 0:

Show that f is differentiable at .0; 0/ but Di f is not continuous at .0; 0/.

Proof.

(a) We have

f .x/ f .0/ x 2 sin x1 1

lim D lim D lim x sin D 0:
x!0 x x!0 x x!0 x
Hence, f 0 .0/ D 0. Further, for any x ¤ 0, we have

1 1
f 0 .x/ D 2x sin cos :
x x
It is clear that limx!0 f 0 .x/ does not exist. Therefore, f 0 is not continuous at
0.
(b) Since
1
x 2 C y 2 sin q

x C y2
2 q
1
lim q D lim x 2 C y 2 sin q D 0;
.x;y/!.0;0/ .x;y/!.0;0/
x2 C y2 x2 C y2

we know that f 0 .0; 0/ D .0; 0/. Now take any .x; y/ ¤ .0; 0/. Then

1 1
D1 f .x; y/ D 2x sin q 2x cos q :
2 2 2 2
x Cy x Cy

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SECTION 2.4 DERIVATIVES 37

Figure 2.5.

As in (a), limx!0 D1 f .x; 0/ does not exist. Similarly for D2 f . t

u

I Exercise 63 (2-33). Show that the continuity of D1 f j at a may be eliminated

from the hypothesis of Theorem 2-8.

Proof. It suffices to see that for the first term in the sum, we have, by letting
a2 ; : : : ; an µ a 1 ,

ˇ ˇ
ˇf a1 C h1 ; a D1 f .a/
h1 ˇ


f .a/
ˇ ˇ
1
lim
h!0 khk
ˇ ˇ
ˇf a1 C h1 ; a D1 f .a/
h1 ˇ


f .a/
ˇ ˇ
1
6 lim ˇ ˇ D 0:
h1 !0 ˇh1 ˇ

See aslo Apostol (1974, Theorem 12.11). t

u

I Exercise 64 (2-34). A function f W Rn ! R is homogeneous of degree m if

f .t x/ D t m f .x/ for all x . If f is also differentiable, show that
n
X
x i Di f .x/ D mf .x/:
i D1

Proof. Let g.t/ D f .tx/. Then, by Theorem 2-9,

n
X
g 0 .t/ D Di f .tx/
x i : (2.4)
i D1

On the other hand, g.t/ D f .t x/ D t m f .x/; then

g 0 .t/ D mt m 1
f .x/: (2.5)

Combining (2.4) and (2.5), and letting t D 1, we then get the result. t
u

I Exercise 65 (2-35). If f W Rn ! R is differentiable and f .0/ D 0, prove that

there exist gi W Rn ! R such that

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38 CHAPTER 2 DIFFERENTIATION

n
X
f .x/ D x i gi .x/:
iD1

Proof. Let hx .t/ D f .t x/. Then

Z 1
h0x .t/ dt D hx .1/ hx .0/ D f .x/ f .0/ D f .x/:
0

Hence,
2 3
Z 1 Z 1 Z 1 Xn
f .x/ D h0x .t/ dt D f 0 .tx/ dt D 4 xi Di f .t x/5 dt
0 0 0 iD1
n
X Z 1
D xi Di f .t x/ dt
iD1 0

Xn
D x i gi .x/;
i D1

R1
where gi .x/ D 0 Di f .t x/ dt . t
u

2.5 Inverse Functions

For this section, Rudin (1976, Section 9.3 and 9.4) is a good reference.

I Exercise 66 (2-36 ). Let A  Rn be an open set and f W A ! Rn a continuously

differentiable 1-1 function such that det f 0 .x/ ¤ 0 for all x . Show that f .A/ is

an open set and f 1 W f .A/ ! A is differentiable. Show also that f .B/ is open
for any open set B  A.

Proof. For every y 2 f .A/, there exists x 2 A such that f .x/ D y . Since f 2
C 0 .A/ and det f 0 .x/ ¤ 0, it follows from the Inverse Function Theorem that

there is an open set V  A containing x and an open set W  Rn containing y

such that W D f .V /. This proves that f .A/ is open.
Since f W V ! W has a continuous inverse f 1 W W ! V which is differen-
tiable, it follows that f 1 is differentiable at y ; since y is chosen arbitrary, it
follows that f 1 W f .A/ ! A is differentiable.  

0
Take any open set B  A. Since f  B 2 C 0 .B/ and det f B .x/ ¤ 0 for
all x 2 B  A, it follows that f .B/ is open. t
u

I Exercise 67 (2-37).

a. Let f W R2 ! R be a continuously differentiable function. Show that f is not

1-1.

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SECTION 2.5 INVERSE FUNCTIONS 39

b. Generalize this result to the case of a continuously differentiable function

f W Rn ! Rm with m < n.

Proof.

(a) Let f 2 C 0 . Then both D1 f and D2 f are continuous. Assume that f is 1-1;
then both D1 f and D2 f cannot not be constant and equal to 0. So suppose that
there is x0 ; y0 2 R2 such that D1 f x0 ; f0 ¤ 0. The continuity of D1 f implies

that there is an open set A  R2 containing x0 ; y0 such that D1 f .x/ ¤ 0 for

all x 2 A.
Define a function g W A ! R2 with


g.x; y/ D f .x; y/; y :

Then for all .x; y/ 2 A,

!
0 D1 f .x; y/ D2 f .x; y/
g .x; y/ D ;
0 1

and so det g 0 .x; y/ D D1 f .x; y/ ¤ 0; furthermore, g 2 C 0 .A/ and g is 1-1. Then

by Exercise 66, we know that g .A/ is open. We now show that g .A/ cannot be
open actually. 


Take a point f x0 ; y0 ; yz 2 g .A/ with y ¤ y0 . Then for any .x; y/ 2 A, we
must have




g.x; y/ D f .x; y/; y D f x0 ; y0 ; yz H) .x; y/ D x0 ; y0 I


that is, there is no .x; y/ 2 A such that g.x; y/ D f x0 ; y0 ; yz . This proves
that f cannot be 1-1.

(b) We can write f W Rn ! Rm as f D f 1 ; : : : ; f m , where f i W Rn ! R for every

i D 1; : : : ; m. As in (a), there is a mapping, say, f 1 , a point a 2 Rn , and an open

set A containing a such that D1 f 1 .x/ ¤ 0 for all x 2 A. Define g W A ! Rm as
   
g x1; x 1
D f .x/; x 1
;

1
´ x 2 ; : : : ; x n . Then as in (a), it follows that f cannot be 1-1.


where x t
u

I Exercise 68 (2-38).

a. If f W R ! R satisfies f 0 .a/ ¤ 0 for all a 2 R, show that f is 1-1 (on all of R).

b. Define f W R2 ! R2 by f .x; y/ D e x cos y; e x sin y . Show that det f 0 .x; y/ ¤

0 for all .x; y/ but f is not 1-1.

Proof.

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40 CHAPTER 2 DIFFERENTIATION

(a) Suppose that f is not 1-1. Then there exist a; b 2 R with a < b such that
f .a/ D f .b/. It follows from the mean-value theorem that there exists c 2 .a; b/
such that
0 D f .b/ f .a/ D f 0 .c/ .b a/ ;
which implies that f 0 .c/ D 0. A contradiction.

(b) We have
!
0 Dx e x cos y Dy e x cos y
f .x; y/ D
Dx e x sin y Dy e x sin y
!
e x cos y e x sin y
D :
e x sin y e x cos y

Then  
det f 0 .x; y/ D e 2x cos2 y C sin2 y D e 2x ¤ 0:

However, f .x; y/ is not 1-1 since f .x; y/ D f x; y C 2k for all .x; y/ 2 R2 and

k 2 N.
This exercise shows that the non-singularity of Df on A implies that f is
locally 1-1 at each point of A, but it does not imply that f is 1-1 on all of A.
See Munkres (1991, p. 69). t
u

I Exercise 69 (2-39). Use the function f W R ! R defined by

˚ x
2
C x 2 sin x1 x¤0
f .x/ D
0 xD0

to show that continuity of the derivative cannot be eliminated from the hypoth-
esis of Theorem 2-11.

Proof. If x ¤ 0, then

1 1 1
f 0 .x/ D C 2x sin cos I
2 x x
if x D 0, then
h=2 C h2 sin 1= h


0 1
f .0/ D lim D :
h!0 h 2
Hence, f 0 .x/ is not continuous at 0. It is easy to see that f is not injective for
any neighborhood of 0 (see Figure 2.6).

2.6 Implicit Functions

I Exercise 70 (2-40). Use the implicit function theorem to re-do Exercise 45 (c).

Proof. Define f W R  Rn ! Rn by

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SECTION 2.6 IMPLICIT FUNCTIONS 41

Figure 2.6.
t
u

n
X
f i .t; s/ D aj i .t/s j bi .t/;
j D1

for i D 1; : : : ; n. Then
0 1 0 1
D2 f 1 .t; s/


D1Cn f 1 .t; s/ a11 .t/


an1 .t/
B :: :: :: C B :
CDB : :: :: C
M´B
@ : : : A @ : : : A;
C
n n
D2 f .t; s/


D1Cn f .t; s/ a1n .t/


ann .t/

and so det .M/ ¤ 0.

It follows from the Implicit Function Theorem that for each t 2 R, there is a
unique s.t/ 2 Rn such that f t; s.t/ D 0, and s is differentiable.


u
t

I Exercise 71 (2-41). Let f W R  R ! R be differentiable. For each x 2 R define

gx W R ! R by gx y D f .x; y/. Suppose that for each x there is a unique y with
gx0 y D 0; let c .x/ be this y .

a. If D2;2 f .x; y/ ¤ 0 for all .x; y/, show that c is differentiable and


0 D2;1 f x; c .x/
c .x/ D
:
D2;2 f x; c .x/

b. Show that if c 0 .x/ D 0, then for some y we have

D2;1 f .x; y/ D 0;
D2 f .x; y/ D 0:


c. Let f .x; y/ D x y log y y y log x . Find

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42 CHAPTER 2 DIFFERENTIATION

" #
max min f .x; y/ :
1=26x62 1=36y61

Proof.

(a) For every x , we have gx0 y D D2 f .x; y/. Since for every x there is a unique




y D c .x/ such that D2 f x; c .x/ D 0, the solution c .x/ is the same as ob-
tained from the Implicit Function Theorem; hence, c .x/ is differentiable, and


by differentiating D2 f x; c .x/ D 0 with respect to x , we have

D2;1 f x; c .x/ C D2;2 f x; c .x/
c 0 .x/ D 0I

that is,

0 D2;1 f x; c .x/
c .x/ D
:
D2;2 f x; c .x/
(b) It follows from (a) that if c 0 .x/ D 0, then D2;1 f x; c .x/ D 0. Hence, there

exists some y D c .x/ such that D2;1 f .x; y/ D 0. Furthermore, by definition,

D2 x; c .x/ D D2 f .x; y/ D 0.
(c) We have
D2 f .x; y/ D x ln y ln x:

Let D2 f .x; y/ D 0 we have y D c .x/ D x 1=x . Also, D2;2 f .x; y/ D x=y > 0 since
 
x; y > 0. Hence, for every fixed x 2 1=2; 2 ,


min f .x; y/ D f x; c .x/ :
y

y
1.5 c .x /

0.5

x
0 0.5 1 1.5 2

Figure 2.7.

It is easy to see that c 0 .x/ > 0 on 1=2; 2 , c .1/ D 1, and c.a/ D 1=3 for some
 

a > 1=2 (see Figure 2.7). Therefore,

min f x; y D f x; y  .x/ ;



1=36y61

where (see Figure 2.8)

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SECTION 2.6 IMPLICIT FUNCTIONS 43

„
1=3 if 1=2 6 x 6 a
 1=x
y .x/ D c .x/ D x if a < x 6 1
1 if 1 < x 6 2:

y
1.5

y  .x/
1

0.5

x
0 0.5 1 1.5 2

Figure 2.8.

1=2 6 x 6 a In this case, our problem is


1 C ln 3


1
max f x; 1=3 D x ln x:
1=26x6a 3 3

It is easy to see that x  D 1=2, and so f x  ; 1=3 D ln 4=3e =6.

a<x61 In this case, our problem is

 
max f x; x 1=x D x 1C1=x :
a<x61

It is easy to see that the maximum of f occurs at x  D a and y  x  D 1=3.

1<x62 In this case, our problem is

max f .x; 1/ D x ln x:
1<x62

The maximum of f occurs at x  D 1.

Now, as depicted in Figure 2.9, we have x  D 1=2, y  D 1=3, and f x  ; y  D

ln 4=3e =6. t
u

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44 CHAPTER 2 DIFFERENTIATION

f x; y  .x/


x
0 0.5 1 1.5 2

−0.5

−1

−1.5

−2

−2.5

Figure 2.9.

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3
INTEGRATION

3.1 Basic Definitions

I Exercise 72 (3-1). Let f W Œ0; 1  Œ0; 1 ! R be defined by

˚

0 if 0 6 x < 1=2
f x; y D
1 if 1=2 6 x 6 1:
R
Show that f is integrable and Œ0;1Œ0;1 f D 1=2.


Proof. Consider a partition P D .P1 ; P2 / with P1 D P2 D 0; 1=2; 1 . Then



L f; P D U f; P D 1=2. It follows from Theorem 3-3 (the Riemann condition)
R
that f is integrable and Œ0;1Œ0;1 f D 1=2. t
u

I Exercise 73 (3-2). Let f W A ! R be integrable and let g D f except at finitely

R R
many points. Show that g is integrable and A f D A g .

Proof. Fix an " > 0. It follows from the Riemann condition that there is a
partition P of A such that


"
U f; P L f; P < :
2
Let P 0 be a refinement of P such that:

 for every x 2 A with g .x/ ¤ f .x/, it belongs to 2n subrectangles of P 0 , i.e.,

x is a corner of each subrectangle.

 for every subrectangle S of P 0 ,

"
v .S / < ;
2nC1 d .u `/

where

45

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46 CHAPTER 3 INTEGRATION
ˇ˚ ˇ
d D ˇ x W f .x/ ¤ g .x/ ˇ ;
ˇ ˇ

u D sup fg .x/g inf ff .x/g ;

x2A x2A

` D inf fg .x/g sup ff .x/g :

x2A x2A

Figure 3.1.

With such a choice of partition of A, we have

2 n 3
d 2 h
0

0

X X

i

U g; P U f; P D 4 MSij g MSij f v Sij 5
iD1 j D1

6 d 2n uv;

where v ´ supS 2P 0 fv .S/g is the least upper bound of the volumes of the
subrectangles of P 0 . Similarly,
2 n 3
d 2 h
0

0

X X

i

L g; P L f; P D 4 mSij g mSij f v Sij 5
iD1 j D1

> d 2n `v:

Therefore,

h i h i
U g; P 0 L g; P 0 6 U f; P 0 C d 2n uv L f; P 0 C d 2n `v

"
6 C d 2n .u `/ v
2
" "
D C d 2n .u `/
2 2nC1 d .u `/
D "I
R R
that is, g is integrable. It is easy to see now that A gD A f. t
u

I Exercise 74 (3-3). Let f; g W A ! R be integrable.

a. For any partition P of A and subrectangle S , show that mS f C mS g 6






mS f C g and MS f C g 6 MS f C MS g and therefore L f; P C






L g; P 6 L f C g; P and U f C g; P 6 U f; P C U g; P .

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SECTION 3.1 BASIC DEFINITIONS 47

R
R R
b. Show that f C g is integrable and f C g D A f C A g.
A
R R
c. For any constant c , show that A cf D c A f .

Proof.


n
o
(a) We show that mS f C mS g is a lower bound of f C g .x/ W x 2 S . It



is clear that mS f 6 f .x/ and mS g 6 g .x/ for any x 2 S . Then for every
x 2 S we have




mS f C mS g 6 f .x/ C g .x/ D f C g .x/ :




Hence, mS f C mS g 6 mS f C g .



Similarly, for every x 2 S we have MS f > f .x/ and MS g > g .x/;





hence, f C g .x/ D f .x/ C g .x/ 6 MS f C MS g and so MS f C g 6



MS f C MS g .
Now for any partition P of A we have


X
X

L f; P C L g; P D mS f v .S/ C mS g
S2P S 2P
Xh

i
D mS f C mS g v .S /
S 2P (3.1)
X

6 mS f C g v .S /
S 2P


D L f C g; P ;

and


X
X

U f; P C U g; P D MS f v .S / C MS g v .S /
S 2P S 2P
Xh

i
D MS f C MS g v .S /
S 2P (3.2)
X

> MS f C g v .S/
S 2P


D U f C g; P :

(b) It follows from (3.1) and (3.2) that for any partition P ,


h

i h

i
U f C g; P L f C g; P 6 U f; P C U g; P L f; P C L g; P
h

i h

i
D U f; P L f; P C U g; P L g; P :

Since f and g are integrable, there exist P 0 and P 00 such that for any " > 0,
we have U f; P 0 L f; P 0 < "=2 and U g; P 00 L g; P 00 < "=2. Let Px refine

both P 0 and P 00 . Then

    "     "
U f; Px L f; Px < and U g; Px L g; Px < :
2 2
Hence,

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48 CHAPTER 3 INTEGRATION
   
U f C g; Px L f C g; Px < ";

and so f C g is integrable.
Now, by definition, for any " > 0, there exists a partition P (by using a
R

common refinement partition if necessary) such that A f < L f; P C "=2,
R

R
R
A g < L g; P C"=2, U f; P < A f C"=2, and U g; P < A g C"=2. Therefore,
Z Z Z





f C g " < L f; P C L g; P 6 L f C g; P 6 f Cg
A A A


6 U f C g; P



6 U f; P C U g; P
Z Z
< f C g C ":
A A
R
R R
Hence, A f Cg D A f C A g.
(c) First, suppose that c > 0. Then for any partition P and any subrectangle






S , we have mS cf D cmS f and MS cf D cMS f . But then L cf; P D




cL f; P and U cf; P D cU f; P . Since f is integrable, for any " > 0 there



exists a partition P such that U f; P L f; P < "=c . Therefore,


h

i
U cf; P L cf; P D c U f; P L f; P < "I

that is, cf is integrable. Further,

"
Z Z





c f < cL f; P D L cf; P 6 cf 6 U cf; P D cU f; P
A c A
"
Z
<c f C ;
A c
R R
i.e., A cf D c A f .



Now let c < 0. Then for any partition P of A, we have mS cf D cMS f







and MS cf D cmS f . Hence L cf; P D cU f; P and U cf; P D cL f; P .



Since f is integrable, for every " > 0, choose P such that U f; P L f; P <
"=c . Then


h

i
U cf; P L cf; P D c U f; P L f; P < "I

that is, cf is integrable. Furthermore,

"
Z Z





c f C < cL f; P D U cf; P 6 cf 6 L cf; P D cL f; P
A c A
"
Z
< c f ;
A c
R R
i.e., A cf D c A f. t
u

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SECTION 3.1 BASIC DEFINITIONS 49

I Exercise 75 (3-4). Let f W A ! R and let P be a partition of A. Show that f is

integrable if and only if for each subrectangle S the function f S is integrable,
R P R
and that in this case A f D S S f S .

Proof. Let P be a partition of A, and S be a subrectangle with respect to P .

Only if: Suppose that f is integrable. Then there exists a partition P1 of A

such that U f; P1 L f; P1 < " for any given " > 0. Let P2 be a common
refinement of P and P1 . Then





U f; P2 L f; P2 6 U f; P1 L f; P1 < ";

and there are rectangles S21 ; : : : ; S2n µ 2 .S/ with respect to P2 , such that
˚

S D niD1 S2i . Therefore,

S

Xh

i
U f; P2 L f; P2 D MS2 f mS2 f v .S2 /
S2
X h

i
> MS2 f mS2 f v .S2 /
S2 22 .S /



D U f S; P2 L f S; P2 I

that is, f S is integrable.

c
x
a b
0

Figure 3.2.

If: Now suppose that f  S is integrable for each S . For each partition P 0 , let
ˇ 0ˇ
ˇP ˇ be the number of subrectangles induced by P 0 . Let PS be a partition such
that


"
U f S; PS L f S; PS < :
2jP j
Let P 0 be the partition of A obtained by taking the union of all the sub-
sequences defining the partitions of the PS ; see Figure 3.2. Then there are

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50 CHAPTER 3 INTEGRATION

refinements PS0 of PS whose rectangles are the set of all subrectangles of P 0

which are contained in S . Hence,
XZ X
X
L f S; PS0 D L f; P 0



f S "< L f S; PS 6
S S S S

6 U f; P 0


X
U f S; PS0


D
S
X

6 U f S; PS
S
XZ
< f S C ":
S S

R P R
Therefore, f is integrable, and A f D S S f S . t
u

I Exercise 76 (3-5). Let f; g W A ! R be integrable and suppose f 6 g . Show

R R
that A f 6 A g .

Proof. Since f is integrable, the function f is integrable by Exercise 74 (c);

R

then g f is integrable by Exercise 74 (b). It is easy to see A g f > 0
R
R 

since g > f . It follows from Exercise 74 that A g f D A gC f D
R R
R R R R
AgC A f D Ag A f ; hence, Af 6 A g. t
u

I Exercise 77 (3-6). If f W A ! R is integrable, show that jf j is integrable and

ˇR ˇ R
ˇ f ˇ 6 jf j.
A A

Proof. Let f C D max ff; 0g and f D max f f; 0g. Then

f DfC f and jf j D f C C f :

It is evident that for any partition P of A, both U f C ; P L f C; P 6

U f; P L f; P and U f ; P L f ; P 6 U f; P L f; P ; hence, both
f C and f are integrable if f is. Further,
ˇZ ˇ ˇZ  ˇˇ ˇˇZ Z ˇ
fC C
ˇ ˇ ˇ ˇ
ˇ f ˇ Dˇ f ˇ Dˇ f
ˇ ˇ f ˇˇ
ˇ ˇ ˇ
A A
ZA ZA
6 fCC f
A A
Z  
C
D f Cf
ZA
D jf j : t
u
A

I Exercise 78 (3-7). Let f W Œ0; 1  Œ0; 1 ! R be defined by

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SECTION 3.3 FUBINI’S THEOREM 51

„
0 x irrational


f x; y D 0 x rational, y irrational
1=q x rational, y D p=q is lowest terms.
R
Show that f is integrable and Œ0;1Œ0;1 f D 0.

Proof. t
u

3.2 Measure Zero and Content Zero

I Exercise 79 (3-8). Prove that Œa1 ; b1  


 Œan ; bn  does not have content 0 if
ai < bi for each i .

Proof. Similar to the Œa; b case. t

u

I Exercise 80 (3-9).

a. Show that an unbounded set cannot have content 0.

b. Give an example of a closed set of measure 0 which does not have content 0.

Proof.

(a) Finite union of bounded sets is bounded.

(b) Z or N. t
u

I Exercise 81 (3-10).

a. If C is a set of content 0, show that the boundary of C has content 0.

b. Give an example of a bounded set C of measure 0 such that the boundary of

C does not have measure 0.

Proof. t
u

3.3 Fubini’s Theorem

I Exercise 82 (3-27). If f W Œa; b  Œa; b ! R is continuous, show that

Z b Z y

Z b Z b

f x; y dx dy D f x; y dy dx:
a a a x

Proof. As illustrated in Figure 3.3,

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52 CHAPTER 3 INTEGRATION
n o
x; y 2 Œa; b2 W a 6 x 6 y and a 6 y 6 b


C D
n o
D x; y 2 Œa; b2 W a 6 x 6 b and x 6 y 6 b :

y
y first

x
D
y
b

C
x first

a
x
a b
0

Figure 3.3. Fubini’s Theorem

t
u

I Exercise 83 (3-30). Let C be the set in Exercise 17. Show that

Z Z ! Z Z !



1C x; y dx dy D 1C x; y dy dx D 0:
Œ0;1 Œ0;1 Œ0;1 Œ0;1

Proof. There must be typos. t

u

I Exercise 84 (3-31). If A D Œa1 ; b1  


 Œan ; bn  and f W A ! R is continuous,

define F W A ! R by Z
F .x/ D f:
Œa1 ;x 1 


Œan ;x n 
What is Di F .x/, for x 2 int.A/?

Solution. Let c 2 int.A/. Then

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SECTION 3.3 FUBINI’S THEOREM 53

 
F c i ; ci C h F .c/
Di F .c/ D lim
h!0 h
R
Œa1 ;c 1 


Œai ;c i Ch


Œan ;c n  f F .c/
D lim
h!0 h
R c i Ch R 
ai Œa1 ;c 


Œai 1 ;x Œai C1 ;c 


Œan ;c 
1 i 1 iC1 n f dxi F .c/
D lim
h!0 h
R c i Ch R 
ci Œ 1 
a ;c 1 


 Πi 1
a ;c i 1  Œ iC1
 a ;c iC1  


Œan ;c n  f dxi
D lim
h!0 h
Z  
D f x i ; ci : t
u
Œa1 ;c 1 


Œai 1 ;c i 1 ŒaiC1 ;c iC1 


Œan ;c n 

I Exercise 85 (3-32 ). Let f W Œa; b  Œc; d  ! R be continuous and suppose

Rb
D2 f is continuous. Define F y D a f x; y dx . Prove Leibnitz’s rule: F 0 y D



Rb

a D2 f x; y dx .

Proof. We have



0 F yCh

F y
F y D lim
h!0 h
Rb
Rb

a f x; y C h dx a f x; y dx
D lim
h!0 h
Z b


f x; y C h f x; y
D lim dx:
h!0 a h

By DCT, we have
"
#
b


f x; y C h f x; y
Z
0


F y D lim dx
a h!0 h
Z b

D D2 f x; y dx: t
u
a

I Exercise 86 (3-33). If f W Œa; b  Œc; d  ! R is continuous and D2 f is contin-

Rx

uous, define F x; y D a f t; y dt .

a. Find D1 F and D2 F .
R g.x/
b. If G .x/ D a f .t; x/ dt , find G 0 .x/.

Solution.


Rx

(a) D1 F x; y D f x; y , and D2 F D a D2 f t; y dt .


(b) It follows that G .x/ D F g .x/ ; x . Then

G 0 .x/ D g 0 .x/ D1 F g .x/ ; x C D2 F g .x/ ; x

Z g.x/
D g 0 .x/ f g .x/ ; x C


D2 f .t; x/ dt: t
u
a

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4
INTEGRATION ON CHAINS

4.1 Algebraic Preliminaries

I Exercise 87 (4-1 ). Let e1 ; : : : ; en be the usual basis of Rn and let '1 ; : : : ; 'n
be the dual basis.

a. Show that 'i1 ^


^ 'ik .ei1 ; : : : ; eik / D 1. What would the right side be if the
factor .k C `/Š=kŠ`Š did not appear in the definition of ^?

b. Show that 'i1 ^


^ 'ik .v1 ; : : : ; vk / is the determinant of the k  k minor of

 ˘
v1
::
: obtained by selecting columns i1 ; : : : ; ik .
vk

Proof.

(a) Since 'ij 2 T .Rn /, for every j D 1; : : : ; k , we have

kŠ

'i1 ^


^ 'ik .ei1 ; : : : ; eik / D Alt 'i1 ˝


˝ 'ik .ei1 ; : : : ; eik /
1Š
X


1Š
D .sgn. //'i1 .e .i1 / /


'ik .e .ik / /
 2Sk

D 1:

If the factor .k C `/Š=kŠ`Š did not appear in the definition of ^, then the
solution would be 1=kŠ.

(b) t
u

I Exercise 88 (4-9 ). Deduce the following properties of the cross product in

R3 .
e1  e1 D 0 e2  e1 D e3 e3  e1 D e2
a. e1  e2 D e3 e2  e2 D 0 e3  e2 D e1
e1  e3 D e2 e2  e3 D e1 e3  e3 D 0

Proof.

55

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56 CHAPTER 4 INTEGRATION ON CHAINS

(a) We just do the first line.

e1
hw; zi D e1 D 0 H) z D e1  e1 D 0;
w
e2
hw; zi D e1 D w3 H) e2  e1 D e3 ;
w
e3
hw; zi D e1 D w2 H) e3  e1 D e2 :
w

t
u

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References

[1] Apostol, Tom M. (1974) Mathematical Analysis: Pearson Education, 2nd

edition. [37]

[2] Axler, Sheldon (1997) Linear Algebra Done Right, Undergraduate Texts
in Mathematics, New York: Springer-Verlag, 2nd edition. []

[3] Berkovitz, Leonard D. (2002) Convexity and Optimization in Rn , Pure

and Applied Mathematics: A Wiley-Interscience Series of Texts, Mono-
graphs and Tracts, New York: Wiley-Interscience. [15]

[4] Munkres, James R. (1991) Analysis on Manifolds, Boulder, Colorado:

Westview Press. [40]

[5] Rudin, Walter (1976) Principles of Mathematical Analysis, New York:

McGraw-Hill Companies, Inc. 3rd edition. [17, 38]

[6] Spivak, Michael (1965) Calculus on Manifolds: A Modern Approach to

Classical Theorems of Advanced Calculus, Boulder, Colorado: Westview
Press. [i]

57

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Index

Directional derivative, 24

59

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