Paper 3, Section II, G

Analysis II
Part IB, 2015

Define what it means for a function f:RnRmf: \mathbb{R}^{n} \rightarrow \mathbb{R}^{m} to be differentiable at xRnx \in \mathbb{R}^{n} with derivative Df(x)D f(x).

State and prove the chain rule for the derivative of gfg \circ f, where g:RmRpg: \mathbb{R}^{m} \rightarrow \mathbb{R}^{p} is a differentiable function.

Now let f:R2Rf: \mathbb{R}^{2} \rightarrow \mathbb{R} be a differentiable function and let g(x)=f(x,cx)g(x)=f(x, c-x) where cc is a constant. Show that gg is differentiable and find its derivative in terms of the partial derivatives of ff. Show that if D1f(x,y)=D2f(x,y)D_{1} f(x, y)=D_{2} f(x, y) holds everywhere in R2\mathbb{R}^{2}, then f(x,y)=h(x+y)f(x, y)=h(x+y) for some differentiable function h.h .