Exercise Session 4, Solution, November 3th , 2006

Mathematics for Economics and Finance

Prof: Norman Schürho¤
TAs: Zhihua (Cissy) Chen, Natalia Guseva

Exercise 5 Let f : R2 ! R be
(
p xy if (x; y) 6= (0; 0);
f (x; y) = x2 +y 2
0 if (x; y) = (0; 0):

a) Is f a continuous function? Show.

b) Is f a di¤erentiable function? Show.
Solution (a) In all points but for (0; 0) function f is undoubtfully continu-
ous.
Let’s check at (0; 0) :

lim f (x; y) = lim p xy = lim q 1

1
= 0;
(x;y)!(0;0) (x;y)!(0;0) x +y 2
2
(x;y)!(0;0) y2
+ x12

hence f (0; 0) = lim f (x; y): So, function is continuous.

(x;y)!(0;0)

(b)
check whether partial derivatives exists:
3
x3
when (x; y) 6= (0; 0); fx0 (x; y) = 2 y 2 3 ; fy00 (x; y) = 3
(x +y ) 2 (x2 +y 2 ) 2

when (x; y) = (0; 0); fx0 (0; 0) = lim f (x;0) x f (0;0) = 0; fy0 (0; 0) = lim f (0;y) y f (0;0) =
x!0 y!0
0 =) all partial derivatives exist.

In all points but for (0; 0) function f is undoubtfully di¤erentiable.

If f is di¤erentiable in (0; 0), when the function has a derivative in the
direction of any unit vector and Df(x;y) (0; 0) = fx0 (0; 0)x + fy0 (0; 0)y where
p
x2 + y 2 = 1
kf (x;y) f (0;0)k
Take direction x = y, we have Dfx=y (0; 0) = lim k(x;y) (0;0)k =
(x;y)!(0;0)
p xx
0 2
x2 +x2
lim x = lim px2x2 = p1
2
x!0 x!0
fx0 (0; 0) = fy0 (0; 0) =
0 =) fx0 (0; 0)x + fy0 (0; 0)y = 0 hence p1 6= 0 and
2
function can not be di¤erentiable in (0; 0):