1

Derivable Functions

In what follows, we shall work only with real Banach spaces.

Definition 1.1 Let E and F be Banach spaces, 6= U E, U open, a U . Also, let f : U F .
0
The function f is said to be derivable or Frechet differentiable at the point a if there exists f (a)
L(E, F ) such that
0
kf (x) f (a) f (a) (x a)k
(1.1)
lim
= 0.
kx ak
xa
x 6= a
0

f (a) is called the derivative of the function f at the point a.

If we put

f (x) f (a) f (a) (x a)

f,a (x) =

kx ak

0F ,

x U \ {a},

x = a,

then the condition (1.1) becomes

lim f,a (x) = 0F .

xa

So, f is derivable at the point a if there exist f (a) L(E, F ) and f,a : U F such that
(1.2)
and
(1.3)

f (x) = f (a) + f (a) (x a) + kx akf,a (x),

x U

lim f,a (x) = 0F .

xa

It is not difficult to prove the following result:

Theorem 1.2 (Uniqueness of the Derivative) If f : U E F is derivable at the point a U ,
0
then there exists only one linear mapping f (a) L(E, F ) such that (1.1) holds true.
0

Notice that due to the uniqueness of the derivative f (a) L(E, F ), we can define a map
0

f : U L(E, F ).
0

Also, notice that the domain of the linear mapping f (a) is the entire space E, despite the fact that
the function f is defined only locally about the point a.
Proposition 1.3 If the function f : U E F is derivable at the point a U , then f is continuous
at the point a.
Proof. Let us suppose that f is derivable at the point a. Therefore, from (1.2) and the continuity
0
of f (a), we obtain
0

kf (x) f (a)k (kf (a)k + kf,a (x)k)kx ak, x U.

From (1.3), it follows that there exists a neighbourhood U1 U and there exists M > 0 such that
kf,a (x)k M, x U1 .
1

Hence,

kf (x) f (a)k (kf (a)k + M )kx ak, x U1 ,

which means that
lim f (x) = f (a),

xa

i.e. f is continuous at the point a.

Remark 1.4 The function f is said to be derivable on U if f is derivable at any point a U .
0

Proposition 1.5 If f : U E F is constant on U , then f is derivable on U and f (a) = 0, a

U.
Proof. Obviously, we have f (x) = f (a) + 0 (x a), x U . Therefore, f is derivable at the point
0
a and f (a) = 0.
0

Proposition 1.6 If f L(E, F ), then f is derivable at any point a E and f (a) = f, a E.

Proof. Since f is linear, then
0
f (x) f (a) f (x a)
=
= 0, x E \ {a}.
kx ak
kx ak
0

So, f is derivable at any point a E and f (a) = f, a E.

Exactly like in the one-variable calculus, it is not difficult to prove the following result:
Proposition 1.7 (Linearity of the Derivative) Let E and F be Banach spaces, U E, U open,
a U . Also, let f, g : U F . If f and g are differentiable at the point a, then the sum f + g is
differentiable at the point a and
0

(f + g) (a) = f (a) + g (a).

Moreover, if R, then f is differentiable at the point a and
0

(f ) (a) = f (a).
Very often we need to deal with elaborate functions, obtained by composing simpler ones. The
next theorem will give us, exactly like in the one-variable calculus, the rule for differentiating composite functions.
Theorem 1.8 (Chain Rule) Let E, F, G be Banach spaces, 6= U E, 6= V F , U, V open. If
f : U V is derivable at the point a U and g : V G is derivable at the point f (a) , then g f
is derivable at the point a and
0

(g f ) (a) = g (f (a)) f (a).

Proof. The proof is left as an exercise.
0

Remark 1.9 If f is continuous on U , we shall say that f is continuously differentiable on U .

We shall use the following notation:
C 1 (U, F ) = {f : U F | f is continuously differentiable on U }.
2

Definition 1.10 Let E, F be Banach spaces, 6= U E, U open, f : U F, a U . The function

f is said to be twice (two-times) differentiable at the point a if:
1) V V(a), V open, such that f is derivable on V ;
0

2) f : V L(E, F ) is derivable at the point a.

0

00

The derivative of f at the point a is denoted by f (a) and it is called the second derivative of f at
the point a.
Remark 1.11 If the function f is two-times differentiable on U and the map
f

00

: U L(E, L(E, F ))

is continuous on U , then we shall say that f is twice continuously differentiable on U and we shall
use the notation:
C 2 (U, F ) = {f : U F | f is twice continuously differentiable on U }.
00

Remark 1.12 f (a) L(E, L(E, F )) ' L2 (E, E; F ).

By usual induction, we can define
C n (U, F ) = {f : U F | f is n-times continuously differentiable on U }.
Putting
C 0 (U, F ) = {f : U F | f is continuous on U },
we can define

C (U, F ) =

C n (U, F ).

nN

A function f

C (U, F )

is said to be infinitely (indefinitely) derivable on U .

Particular Case.
Let us briefly consider now the important particular case of one-variable calculus, i.e. the case
in which E = F = R. We shall start by recalling the well-known definition of derivability in the
one-dimensional case.
Definition 1.13 Let 6= U R be an open set and a U . The function f : U R is called
derivable at the point a if
f (x) f (a)
0
lim
= f (a) R.
xa
xa
0

f (a) is called the derivative of the function f at the point a.

Equivalently, we can work with the following definition:
Definition 1.14 Let 6= U R be an open set and a U . The function f : U R is called
derivable at the point a if there exists wf,a : U R such that:
1) wf,a is continuous at the point a;
2) f (x) = f (a) + wf,a (x) (x a),

x U .

Indeed, the above definitions are equivalent. It is enough to notice that if f satisfies Definition 1.13,
then the limit
f (x) f (a)
lim
xa
xa
exists. Let
f (x) f (a)
= lim
R
xa
xa
and let

f (x) f (a)

, x U \ {a},

xa
w (x) =
f,a

x = a.

Then, wf,a is continuous at the point a and condition 2) in Definition 1.14 is satisfied.
Conversely, if f satisfies Definition 1.14, then the limit
f (x) f (a)
xa
xa
lim

exists and belongs to R. Hence, the above definitions are equivalent. Notice that
0

wf,a (a) = f (a).

Let us see now why in the one-variable calculus the derivative of a given function at a given point
0
was a real number. From Definition 1.1, the map f (a) should be in L(R, R). But L(R, R) ' R, and,
0
hence, f (a) R.
Proposition 1.15 Let 6= U R be an open set and a U . If the function f : U R is derivable
at the point a, then f is continuous at the point a.
Proof. Since f is derivable at the point a, then there exists wf,a : U R such that wf,a is
continuous at the point a and
f (x) = f (a) + wf,a (x) (x a),

x U.

Hence, f being composed only by continuous functions, it is continuous.

We shall recall now, without proofs, some well-known properties of derivable functions.
Properties.
1) Let 6= U Rn be an open set and a U . If the functions f, g : U R are derivable at the
point a, then f g, f, R, f g, f /g, g 6= 0, are derivable at the point a.
0

2) Moreover, if f is injective and continuous on U and f (a) 6= 0, then the inverse function f 1
is derivable at the point b = f (a) and
0

(f 1 ) (f (a)) =

1
.
f (a)
0

Proposition 1.16 (Chain Rule) Let U, V R be open nonempty sets and let f : U R and
g : V R such that f (U ) V . If f is derivable at the point a U and g is derivable at the point
b = f (a) V , then g f is derivable at the point a and
0

(g f ) (a) = g (f (a))f (a).

4

Also, let us recall the following well-known results from the one-variable calculus:
Definition 1.17 Let f : U R R, U open and nonempty, a U .
a) The function f attains a local minimum at the point a if there exists V V(a) such that
f (x) f (a), for any x V U .
b) The function f attains a local maximum at the point a if there exists V V(a) such that
f (x) f (a), for any x V U .
The point a is called a local extremum (a minimum or a maximum) for the function f . We shall
use the terms global or absolute maximum and global or absolute minimum to refer to the overall
maximum and minimum values of the function on the range under consideration.
Theorem 1.18 (Fermat) Let f : U R R, U open and nonempty, a U . If f is derivable at
0
the point a and a is a local extremum for f , then f (a) = 0.
0

The points a at which f (a) = 0 are called stationary points. If a function f has a local extremum
0
0
at a point a, then either f (a) = 0 or f (a) does not exist. Such points are called critical points.
Theorem 1.19 (Rolle) Let f : [a, b] R. If f is continuous on [a, b], derivable on (a, b) and
0
f (a) = f (b), then there exists c (a, b) such that f (c) = 0.
Theorem 1.20 (Lagranges Mean-Value Theorem) Let f : [a, b] R. If f is continuous on [a, b],
derivable on (a, b), then there exists c (a, b) such that
f (b) f (a)
0
= f (c).
ba
The formula
(1.4)

f (b) f (a) = (b a)f (c)

is called Lagranges formula of finite increments.

Theorem 1.21 (Cauchys Mean-Value Theorem) Let f, g : [a, b] R. If f, g are continuous on
0
[a, b], derivable on (a, b) and g (x) 6= 0, x (a, b), then g(a) 6= g(b) and c (a, b) such that
0

f (b) f (a)
f (c)
= 0 .
g(b) g(a)
g (c)
Exercises.
1) Let f : R R,

x sin ,

f (x) =

0,

x 6= 0,

x = 0.

Prove that f is derivable on R, but f is not a C 1 function on R.

2) Prove that
2 arctan x + arcsin

2x
= sgn x,
1 + x2

| x | 1.

Let us consider now briefly another important case, i.e. the case in which E = Rn and F = Rm .
So, let 6= U Rn be an open set, f : U Rm and a U . If
f = (f1 , . . . , fm ),
then f is derivable at the point a if and only if each component fi , with i = 1, m, is derivable at the
point a ( the componentwise nature of differentiability).
Example. The function f : R2 R3 defined by
f (x, y) = (x2 + y 2 , xy, x3 + y 3 )
is obviously differentiable on R2 , since its three components are composed of elementary functions.

Partial Derivatives

Definition 2.1 Let E1 , E2 , . . . , En be Banach spaces and

E=

n
Y

Ei .

i=1

Let us define
pi : E Ei , pi (x) = xi , x = (x1 , . . . , xn ) E
and
ui : Ei E, ui (xi ) = (0E1 , . . . , 0Ei1 , xi , 0Ei+1 , . . . , 0En ), x = (x1 , . . . , xn ) E.
pi are called the canonical projections and ui the canonical injections.
Properties.
1) It is easy to see that pi and ui are linear.
2) pi and ui are continuous. Indeed,
n
X

kpi (x)k = kxi k

kxk k = kxk1 .

k=1

Hence, kpi k 1, which implies that

kpi (x)k kxk1 ,
i.e. pi is continuous.
On the other hand,
kui (xi )k = k(0, . . . , xi , . . . , 0)k =

n
X
k=1

So, kui k = 1, which means that

kui (xi )k = kxi k
and, hence, ui is continuous.
6

kxk k = kxi k.

Also, we can prove that

pi ui = 1Ei
and

n
X

ui pi = 1E .

i=1

Indeed,
(pi ui )(xi ) = pi (0, . . . , xi , . . . , 0) = xi = 1Ei (xi ).
and

n
X

n
X

i=1

i=1

(ui pi )(x) =

ui (xi ) = (x1 , 0, . . . , 0) + + (0, . . . , 0, xn ) = x = 1E (x).

Remark 2.2 Since pi and ui are linear and continuous, it follows immediately that pi and ui are
derivable.
Definition 2.3 Let =
6 U E, U open and let a U . For any 1 i n, let us define
a,i : Ei E as being:
a,i (xi ) = a + ui (xi ai ), xi Ei ,
i.e.
a,i (xi ) = (a1 , . . . , ai1 , xi , ai+1 , . . . , an ).
The role played by this map is to fix the variable xi in a.
Let us notice that a,i is continuous and 1
a,i (U ) is open in Ei .
Definition 2.4 Let E1 , E2 , . . . , En , F be Banach spaces and E =

n
Q
i=1

Ei . Also, let 6= U E, U

open and f : U F . The function f is called derivable with respect to xi at the point a U (or
partial derivable with respect to xi at the point a) if the map f a,i : 1
a,i (U ) F is derivable
at ai 1
(U
).
In
this
case,
the
derivative
of
the
function
f

at
the
point
ai will be called the
a,i
a,i
f
(a).
partial derivative of f with respect to xi at the point a and we shall denote this derivative by
xi
So,
f
0
(a) = (f a,i ) (ai ).
xi
Theorem 2.5 Let f : U E F , U open and nonempty. If f is derivable at the point a U ,
then f is (partial) derivable with respect to each variable xi , 1 i n, at the point a and

f
0

(a) = f (a) ui ,

xi

n f

P
0

f (a) =
(a) pi .
i=1

xi

Proof. Since
a,i (xi ) = a + ui (xi ai ),

xi Ei ,
0

it follows that a,i is derivable at any point t Ei and (a,i ) (t) = ui . Then, f a,i is derivable and
f
0
0
0
0
(a) = (f a,i ) (ai ) = f (a,i (ai )) (a,i ) (ai ) = f (a) ui .
xi
7

On the other hand,

0

n
X

f (a) = f (a) 1E = f (a) (

ui pi ) =

i=1

Remark 2.6 Let us notice that

n
X

f (a) ui pi =

i=1

n
X
f
i=1

xi

(a) pi .

f
: U L(Ei , F )
xi

and

f
(a) L(Ei , F ).
xi

Remark 2.7 Let E1 , E2 , . . . , En , F1 , . . . , Fm be Banach spaces and E =

n
Q
i=1

Ei , F =

m
Q
j=1

Fj . Also,

let U E, U open and nonempty and f : U F be derivable at the point a. Then, the derivative
0
f (a) is determined by the matrix

.............................

fm
fm

f1
f1
x (a) x (a)

1
n

x1

(a)

xn

(a)

In particular, for E = Rn and F = Rm , it is not difficult to see that we have the following result:
Proposition 2.8 Let 6= U Rn , U open, f : U Rm derivable at the point a U . The matrix
0
associated to the linear map f (a) : Rn Rm in the canonical bases of Rn and Rm , called the Jacobi
matrix, is

f1
f1
x (a) x (a)

1
n

Mf (a) = ..............................

fm
fm

x1

(a)

xn

(a)

If m = n, the determinant
Jf (a) = det Mf (a)
is called the Jacobian of the function f at the point a.
If f : U Rn Rn , U open and nonempty and if f = (f1 , . . . , fn ), we shall denote the Jacobian
of the vector valued function f at the point a by
Jf (a) =

(f1 , ..., fn )
(a).
(x1 , . . . , xn )

So, if a function is differentiable at a point, its derivative is given by the Jacobian matrix.
Example. If we consider the function f : R2 R2 defined by
f (x, y) = (x2 + y 2 , 2xy),
8

then its Jacobi matrix at the point (1, 1) is

Mf (1, 1) =

and its Jacobian is Jf (1, 1) = 0.

Theorem 2.9 Let E1 , E2 , . . . , En , F be Banach spaces and E =

n
Q
i=1

Ei . Also, let 6= U E,

open and f : U F . The following statements are equivalent:

(i) f C 1 (U, F );
f
: U L(Ei , F ),
(ii) f is derivable with respect to each variable xi and
xi
continuous.

1 i n, are

Let us consider now some important particular cases.

We shall take Ei = F = R. Therefore, E = Rn . Let
f : U Rn R.
For x = (x1 , . . . , xn ) Rn , we have:
pi : Rn R, pi (x) = xi
and
ui : R Rn , ui (xi ) = (0, . . . , 0, xi , 0, . . . , 0).
Usually, we denote the canonical projections pi by
pi = d xi
and we call dxi the differential of xi .
In this particular case,

f (a) L(Rn , R)
and

f
(a) L(R, R) ' R.
xi

Therefore,
we get

f
(a) is a real number and, hence, in Theorem 2.5, becomes the usual product. So,
xi
0

(2.1)

f (a) =

n
X
f
i=1

xi

(a) dxi ,

where
f (a1 , . . . , ai1 , xi , ai+1 , . . . , an ) f (a1 , . . . , ai1 , ai , ai+1 , . . . , an )
f
(a) = lim
.
xi ai
xi
xi ai
In fact, {p1 , . . . , pn } is the canonical basis for L(Rn , R) and, so, (2.1) is just the unique representation
f
0
of the linear map f (a) in this basis. The partial derivatives
(a) are exactly the coefficients of
xi
0
f (a) in the canonical basis.
0

Since f (a) L(Rn , R) ' Rn , the derivative f (a) can be also regarded as being the vector
0

f (a) ' (

f
f
(a), . . . ,
(a)).
x1
xn
9

Remark 2.10 Let 6= U Rn , U open, f : U R derivable at the point a U . Then, there

exists a unique vector y Rn such that
0

f (a)(x) = hx, yi.

This vector is denoted by grada f and it is called the gradient of the function f at the point a.
Let us consider now the case in which n = 2. Let (a, b) U R2 . Also, let f : U R, f = f (x, y).
In this case,
0
f (a, b) L(R2 , R)
and
0

f (a, b) =

f
f
(a, b)dx +
(a, b)dy,
x
y

where the partial derivatives are given by:

f
f (x, b) f (a, b)
(a, b) = lim
xa
x
xa
and

f
f (a, y) f (a, b)
(a, b) = lim
.
yb
y
yb
0

Sometimes, the partial derivatives can be denoted by fx (a, b) and, respectively, fy (a, b). In fact,
the partial derivative of the function f with respect to x at the point (a, b) is the usual derivative
at the point a of the one-dimensional function t f (t, b). Of course, the partial derivative of
the function f with respect to y at the point (a, b) is the usual derivative at the point b of the
one-dimensional function t f (a, t).
Let us see now which are the interpretations for partial derivatives.
0
On one hand, it is not difficult to see that fx represents the rate of change of the function f as
0
we change x, holding y fixed, while fy represents the rate of change of f as we change y, holding x
fixed.
0
On the other hand, we know from one-variable calculus that f (a) represents the slope of the
0
tangent line to y = f (x) at x = a. The partial derivatives fx (a, b) and fy (a, b) also represent the
slopes of some tangent lines. More precisely, the partial derivative fx (a, b) is the slope of the trace
0
of f (x, y) for the plane y = b at the point (a, b). Also, the partial derivative fy (a, b) is the slope of
the trace of f for the plane x = a at the point (a, b).
Partial derivatives are very easy to compute: first, we have to fix all but one of the variables and
then we have to take the one-variable derivative with respect to the variable that remains.
Examples.
1) For the function f : R3 R defined by
f (x, y, z) = x2 ey + z,
we get

f
d 2 b
(a, b, c) =
(x e + c) |x=a = 2aeb ,
x
dx
f
d 2 y
(a, b, c) =
(a e + c) |y=b = a2 eb
y
dy

10

and

f
d 2 b
(a, b, c) =
(a e + z) |z=c = 1.
z
dz

2) Let f : R2 R be defined by
q

f (x, y) =

x2 + y 2 .

Prove that f is not differentiable at the point (0, 0).

Proof. If f would be differentiable at the point (0, 0), then its partial derivatives at the point
(0, 0) would exist. In this case,
f
f (x, 0) f (0, 0)
|x|
(0, 0) = lim
= lim
x0
x0 x
x
x0
and

f
f (0, y) f (0, 0)
|y|
(0, 0) = lim
= lim
.
y0
y0 y
y
y0

But these limits dont exist and, hence, f is not differentiable at the point (0, 0).
3) Define f : R2 R as follows:

xy

x2 + y 2 ,
f (x, y) =

0,

(x, y) 6= (0, 0),

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

Test it for differentiability at the point (0, 0).

Proof. If f would be differentiable at the point (0, 0), then f would be continuous at the point
(0, 0), i.e.
lim f (x, y) = f (0, 0). But
lim f (x, y) doesnt even exist and, hence, f is not
(x,y)(0,0)

(x,y)(0,0)

f
f
differentiable at the point (0, 0). Still, the partial derivatives
(0, 0) and
(0, 0) exist and are
x
x
equal to zero.
4) Test the following function for differentiability:

f (x, y) =

x2 y
,
x2 + y 2

0,

(x, y) 6= (0, 0),

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

Obviously, f is differentiable on R2 \ {(0, 0)} and

0

f (a, b) = (

f
f
2ab3
a2 (a2 b2 )
(a, b),
(a, b)) = ( 2
,
),
x
y
(a + b2 )2 (a2 + b2 )2

for any (a, b) 6= (0, 0).

Let us see now what happens at the origin. It is easy to see that f is continuous at the point
(0, 0) and its first partial derivatives exist. Indeed,
f
f (x, 0) f (0, 0)
0
(0, 0) = lim
= lim = 0
x0
x0 x
x
x0
11

f
(0, 0) = 0. Therefore, if the function f would be differentiable at the
y
point (0, 0), then the derivative of f at this point should be the zero map and
and, in a similar manner,

f (x, y) f (0, 0) f (0, 0) (x 0, y 0)

lim
= 0,
k(x 0, y 0)k
(x, y) (0, 0)
i.e.

x2 y
x2 + y 2
p
lim
= 0.
x2 + y 2
(x, y) (0, 0)

But this limit doesnt exist and, hence, f is not differentiable at the origin.
5) Define f : R2 R as follows:
f (x, y) =

x = y 6= 0,

otherwise.

f
f
Show that f is not continuous at the point (0, 0), but both partial derivatives
(0, 0) and
(0, 0)
x
x
exist.
It is easy to see that if we let (x, y) to approach the origin along the line x = y, then
1 6= f (0, 0) and this implies the fact that f is not continuous at the origin.
However, both partial derivatives exist at the origin. Indeed,
f
f (x, 0) f (0, 0)
0
(0, 0) = lim
= lim = 0
x0
x0 x
x
x0
and, in a similar manner,

f
(0, 0) = 0.
y

Exercises.
1) Let f : R2 R be defined by
f (x, y) = ln(1 + 2x2 + 3y 2 ).
0

Compute f (1, 2).

2) Test the following function for differentiability:

xy

px2 + y 2 ,
f (x, y) =

0,

(x, y) 6= (0, 0),

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

3) Test the following function, defined on R2 , for differentiability:

f (x, y) =

1
2
2

,
(x + y ) sin 2
x + y2

0,

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

12

(x, y) 6= (0, 0),

lim

(x,y)(0,0)

f (x, y) =

4) Test the following function for differentiability:

f (x, y) =

x2 y 3
,
x2 + y 2

0,

(x, y) 6= (0, 0),

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

Higher Order Partial Derivatives

Definition 3.1 Let E1 , E2 , . . . , En and F be Banach spaces and E =

n
Q
i=1

Ei . Also, let 6= U E,

U open and f : U F . The function f is said to be two-times partial derivable at the point a U
with respect to the argument xi and then with respect to the argument xj if there exists U0 open
such that:
1) a U0 U ;
2) f is derivable with respect to xi on U0 ;
f
: U0 L(Ei , F ) is derivable with respect to xj at the point a.
3) the map
xi
f
2f
The partial derivative of the map
with respect to xj at the point a is denoted by
(a).
xi
xj xi
Let us notice that

2f
(a) L(Ej , L(Ei , F )) ' L2 (Ej , Ei ; F ).
xj xi

Remark 3.2 Let E1 , E2 , . . . , En and F be Banach spaces and E =

n
Q
i=1

Ei . Also, let 6= U E, U

open and f : U F . If f is two-times differentiable at the point a U , then f is two-times partial

derivable at a U with respect to xi and xj , for any 1 i, j n.
Theorem 3.3 Let E and F be Banach spaces, 6= U E, U open, a U and f : U F . If f is
two-times differentiable at the point a, then
00

00

(f (a)x)y = (f (a)y)x,

x, y E.

Let us remember that the map

00

f (a) L(E, L(E, F ))

was called the second derivative of f at the point a.
The function f is two-times differentiable at the point a if there exists an open neighbourhood
0
V of a such that f is derivable on V and the map f : V L(E, F ) is derivable at the point a. In
this case,
0
0
00
kf (x) f (a) f (a) (x a)k

lim
= 0.
kx ak
xa
x 6= a
Particular Case.
Let Ei = F = R. Therefore, E = Rn . Let f : U Rn R. In this particular case,
00

f (a) L2 (Rn , Rn ; R).

13

Theorem 3.4 (Schwarz) Let f : U Rn R, 6= U open. If f is two-times derivable at the point

a U , then

2f
2f

(a)
=
(a), i, j = 1, n,

xj xi

xi xj
(3.1)
n

2f
00

f
(a)
=
(a) pi pj .

xi xj
i,j=1
In (3.1),

f
f
(a1 , . . . , xi , . . . , an )
(a1 , . . . , ai , . . . , an )
2f
xj
xj
(a) = lim
xi ai
xi xj
xi ai

and pi pj is the tensor product of the linear maps pi and pj , defined by

pi pj : Rn Rn R, (pi pj )(x, y) = pi (x)pj (y) = xi yj .
In fact, {pi pj }1i,jn is the canonical basis of L2 (Rn , Rn ; R). So, (3.1) is the unique representation
2f
00
(a) are the coefficients
of the bilinear map f (a) in this basis. The mixed partial derivatives
xi xj
00
of f (a) in the canonical basis.
Just as the Jacobi matrix was defined for representing (in the canonical bases) the first derivative
0
f (a) of a function f : U Rn Rm which is derivable at the point a U , in the case of the second
derivative, for a function f taking values in R, we have the following analogue representation of the
second derivative:
6 U Rn be an open set and f : U R be a twice differentiable function
Theorem 3.5 Let =
on U . Then, the second derivative of f at the point a is determined, in the canonical basis, by the
Hessian matrix:
2

2f
f
(a)
(a)

x2

x1 xn

Hf (a) = .................................

2f
2f

xn x1

(a)

x2n

(a)

Example. Let f : R3 R be given by

f (x, y, z) = xy 2 z 3 .
Then,

Hf (x, y, x) = 2yz 3

3y 2 z 2

2yz 3

3y 2 z 2

2xz 3
6xyz 2

6xyz 2
6xy 2 z

Remark 3.6 If f C 2 (U ), then

2f
2f
(a) =
(a),
xi xj
xj xi
14

i, j = 1, n.

Remark 3.7 The existence of the mixed partial derivatives of the second order for a given function
doesnt imply their symmetry.
As a counterexample, it is not difficult to see that for the function f : R2 R, defined by:

x2 y 2

, (x, y) 6= (0, 0),

xy 2
x + y2
f (x, y) =

0, (x, y) = (0, 0),

one has

Indeed, let us compute

2f
2f
(0, 0) 6=
(0, 0).
xy
yx
2f
(0, 0). We get:
xy
f
f
(x, 0)
(0, 0)
2f
y
y
(0, 0) = lim
.
x0
xy
x0

But

and

So,

On the other hand, computing

f (x, y) f (x, 0)
f
(x, 0) = lim
=x
y0
y
y0
f
f (0, y) f (0, 0)
(0, 0) = lim
= 0.
y0
y
y0
2f
x0
(0, 0) = lim
= 1.
x0 x 0
xy
2f
(0, 0), we obtain:
yx
f
f
(0, y)
(0, 0)
2f
x
x
(0, 0) = lim
.
y0
yx
y0

But

and

So,

Hence,

f
f (x, y) f (0, y)
(0, y) = lim
= y
x0
x
x0
f
f (x, 0) f (0, 0)
(0, 0) = lim
= 0.
x0
x
x0
2f
y 0
(0, 0) = lim
= 1.
y0 y 0
yx
2f
2f
(0, 0) 6=
(0, 0).
xy
yx

As already mentioned, for simplicity, we shall use the notation:

pi = dxi .
15

Also, we shall usually omit to write explicitly the symbol . So, we have:
00

f (a) =

n
X

2f
(a) dxi dxj .
xi xj
i,j=1

For the particular case n = 2, we get

00

f (a, b) =

2f
2f
2f
2f
2
(a,
b)
dx
+
(a,
b)
dx
dy
+
(a,
b)
dy
dx
+
(a, b) dy 2 .
x2
xy
yx
y 2

Remark 3.8 For m 2, by induction, we get

mf
mf
(a) =
(a),
x1 xm
x(1) x(m)
for any permutation : {1, . . . , m} {1, . . . , m}, and
f (m) (a) =

n
X
i1 ,...,im

mf
(a) pi1 pim .
xi1 xim
=1

Examples.
1) Verify that the function f : R2 R, defined by f (x, y) = ex cos y is a solution of Laplaces
equation, i.e.
2f
2f
+
= 0.
x2
y 2
Indeed, it is easy to see that f C 2 (R2 ). It follows immediately that
2f
= ex cos y
x2
and

2f
= ex cos y.
y 2

Therefore, their sum is zero.

2) Compute the second derivative at the point (1, 1) of the function f : R2 R, defined by:
2 +y 2

f (x, y) = ex

Obviously, f C 2 (R2 ) and it is not difficult to compute its second order partial derivatives at the
point (1, 1). As a result, we get
00

f (1, 1) = 6 e2 dx2 + 4 e2 dx dy + 4 e2 dy dx + 6 e2 dy 2 .
Exercises.
x2

1) Compute the first and the second differential for the function f : R2 R,
+ y 2 + ln (1 + x2 + y 2 ) at the point (1, 1).
16

f (x, y) =

2) Compute the second derivative at the point (2, 2) of the function f : R2 R2 , defined by
f (x, y) = (x2 + y, x + y 2 ).
3) For the function f : R2 R, defined by:

f (x, y) =

prove that

x2 y 2

,
xy sin 2
2

x +y

0,

(x, y) 6= (0, 0),

(x, y) = (0, 0),

2f
2f
(0, 0) 6=
(0, 0).
xy
yx

4) Compute the first and the second differential at the point (1, 1) for the function f : R2 R,
defined by
f (x, y) = sin (x2 + y 2 ).

Directional Derivatives

We have already seen one possible interpretation for partial derivatives. Indeed, we saw in the
0
previous section that fx represents the rate of change of the function as we change x, holding y fixed,
0
while fy represents the rate of change of f as we change y, holding x fixed. Still, sometimes, we are
interested in finding the rate of change of a given function f in a particular direction, given by a
vector u. This rate will be expressed by the so-called directional derivative of f .
6 U E, U open, a U . Also, let f : U F
Definition 4.1 Let E and F be Banach spaces, =
and u E, u 6= 0. If there exists
f (a, u) = lim

t0

f (a + tu) f (a)
F,
t

then f (a, u) is called the derivative of the function f , at the point a, in the direction u.
Sometimes, we shall use similar notation, i.e.
f (a, u) =
or

f
(a)
u
0

f (a, u) = fu (a).
Usually, a direction in Rn is specified by a unit vector, i.e. a vector u Rn with kuk = 1. So,
often, we shall consider that the vectors u are taken to be normalized, although the definition above
works for arbitrary (even zero) vectors.
Example. If f : R2 R is defined by
f (x, y) = 4 2x2 y 2
17

and

1
u = (1, 1),
2

then

f
(1, 1) = 3 2.
u

Properties.
1) If f is derivable at the point a in the direction u, then f is derivable at a in the direction u
and
f
f
(a) = (a).
(u)
u
More generally, if f is derivable at the point a in the direction u, then f is derivable at a in the
direction u, K and
f
f
(a) = (a).
(u)
u
2) If f is derivable at the point a in the direction u, then f is continuous at a in the direction u.
Theorem 4.2 Let E and F be Banach spaces, 6= U E, U open, a U . Also, let f : U F
and u E, u 6= 0. If f is derivable at the point a, then f is derivable at the point a in any direction
u 6= 0 and
0
f (a, u) = f (a)(u), u 6= 0.
0

Proof. Since f is derivable at the point a, it follows that there exists f (a) L(E, F ) such that
0

(4.1)

lim
xa
x 6= a

f (x) f (a) f (a) (x a)

= 0.
kx ak

If we take x = a + tu, with t 0, we obtain

0

f (a + tu) f (a) f (a) (tu)

= 0.
lim
t0
ktuk
Thus, it follows that

f (a + hu) f (a)
0
= f (a)(u),
h
for any u 6= 0, which ends the proof of the theorem.
The converse implication in Theorem 4.2 is not true. As a counterexample, let us consider the
function f : R2 R, defined by:
lim

h0

f (x, y) =

x2 y
,
x2 + y 2

0,

(x, y) 6= (0, 0),

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

It is not difficult to see that this function is not differentiable at the point (0, 0), despite the fact
that it possesses directional derivatives at this point with respect to any direction u 6= 0.

18


We have previously used in some contexts the notation
u for denoting a vector from Rn , instead
of the usual notation u. This was done only to explicitly mark the fact that we are dealing with a

directional limit, along the direction of

u.
Let us restrict ourselves now to the particular case in which U is an open nonempty set in Rn and
f : U Rn R. If a U , the function f is called G
ateaux differentiable (R. Gateaux, 1889-1914) at
the point a if it is derivable at a in any direction u Rn . The number f (a, u) is called the G
ateaux
differential of f at the point a in the direction u and the map df (a) : Rn R, defined by
df (a)(u) = f (a, u)
is the G
ateaux derivative of the function f at the point a.
Let us notice that we cannot establish a connection between the continuity of a given function
and its directional derivability. For instance, on one hand, the function f : R2 R, defined by
q

x2 + y 2

f (x, y) =

is continuous at the point (0, 0), but it is not Gateaux differentiable at this point. On the other
hand, if we consider the function f : R2 R, defined by

x2

f (x, y) =

0,

y 6= 0,
y = 0,

it is not difficult to see that f is Gateaux differentiable at the point (0, 0), but it is not continuous
at this point.
Properties.
1) If U 6= , U open and fi : U Rn R, i = 1, n, are derivable at the point a U in the
direction u, then

n
X

ci fi , where ci R, is derivable at the point a in the direction u and

i=1
n
n
X
X
fi
( ci fi )(a) =
ci
(a).
u i=1
u
i=1

2) If U 6= , U open and f, g : U Rn R are derivable at the point a U in the direction u,

then f g is derivable at the point a in the direction u and

f
g
(f g)(a) =
(a)g(a) + f (a) (a).
u
u
u
3) If U 6= , U open and f : U Rn Rm , f = (f1 , . . . , fm ), then f is derivable at the point
a U in the direction u if and only if f1 , . . . , fm are derivable at the point a in the direction u.
Let us take now f : U Rn R, U 6= , U open, a = (a1 , . . . , an ) U . We shall see in
what follows another possible way for defining the partial derivatives of f , in terms of directional
derivatives. We know that
f
f (a1 , . . . , xj , ..., an ) f (a1 , ..., aj , . . . , an )
(a) = lim
.
xj aj
xj
xj aj
19

If we take
t = xj aj ,
then

f (a + tej ) f (a)
f
f
(a) = lim
=
(a),
t0
ej
t
xj

where
ej = (0, . . . , 1, . . . , 0).
Hence, partial derivatives can be seen as particular directional derivatives along the standard basis
vector directions.
Let us suppose that f : Rn R is derivable at a given point a. Then,
0

f (a, u) = f (a)(u) = f (a) u,

u 6= 0.

So, the slopes in all directions are known from slopes in n directions (given by the partial derivatives).
Exercises.
1) Compute the directional derivative of the function f : R2 R2 , defined by
f (x, y) = (x2 + y, x + y 2 )
at the point a = (2, 3), in the direction of the vector u = (1, 1).
3) Let f : R2 R, defined by:

f (x, y) =

a)
b)
c)
u with
d)

xy 2
,
+ y2

x2

0,

(x, y) 6= (0, 0),

(x, y) = (0, 0),

Prove that f is continuous at the point (0, 0).

Compute the partial derivatives of f at (0, 0).
Compute the directional derivatives of the function f at the point (0, 0) along any direction
kuk = 1.
Prove that f is not differentiable at the point (0, 0).

Composite Functions

Let us remember now the following results:

Proposition 5.1 Let =
6 U Rn , U open, f : U Rm derivable at the point a U . The matrix
0
associated to the linear map f (a) : Rn Rm in the canonical bases of Rn and Rm is

f1
f1
x (a) x (a)

1
n

Mf (a) = ................................ M(m, n; R).

fm
fm

x1

(a)

xn
20

(a)

If m = n, the determinant
Jf (a) = det Mf (a)
was called the Jacobian of the function f at the point a and it was also denoted by
Jf (a) =

(f1 , . . . , fn )
(a).
(x1 , . . . , xn )

Theorem 5.2 (Chain Rule) Let E, F, G be Banach spaces, U E, V F , U, V nonempty open

sets. If f : U V is derivable at the point a U and g : V G is derivable at the point f (a) ,
then g f is derivable at the point a and
0

(g f ) (a) = g (f (a)) f (a).

For E = Rn , F = Rm and G = Rk , we obtain the following results:
Proposition 5.3 Let f : U Rn Rm , g : V Rm Rk , U, V nonempty open sets. If f is
derivable at a U and g is derivable at b = f (a) V , then
(5.1)

Mgf (a) = Mg (b) Mf (a).

Corollary 5.4 Let U, V be nonempty open subsets of Rn , f : U Rn , f = (f1 , . . . , fn ) derivable at

the point a U , g : V Rn , g = (g1 , . . . , gn ) derivable at the point b = f (a) V . Then, the map
h = g f : U Rn , h = (h1 , . . . , hn ), is derivable at the point a and
(h1 , . . . , hn )
(g1 , . . . , gn )
(f1 , . . . , fn )
(a) =
(b)
(a).
(x1 , . . . , xn )
(f1 , . . . , fn )
(x1 , . . . , xn )
Particular Cases.
1) Let U R2 and V R be nonempty open sets and let u : U V and g : V R be C 1
functions. If
F (x, y) = g(u(x, y)),
then F is of class C 1 and

dg u
F
0 u

=
=g
,

x
du x
x

F
dg u
0 u

=
=g
.

du y

Example. Let g : R R be an arbitrary C 1 function and let

F (x, y) = g(x2 + y 2 ).
If we denote by u(x, y) = x2 + y 2 , then

dg u
dg
F
0

=
=
2x = g 2x,

x
du x
du

dg u
dg
F
0

=
=
2y = g 2y.

C1

du y

du

2) Let U and V be nonempty open sets in R2 and let f = (u, v), f : U V and g : V R be
functions. If
F (x, y) = g(u(x, y), v(x, y)),
21

then F is of class C 1 on U and

F
g u g v

=
+
,

x
u x v x

F
g u g v

=
+
.

u y

v y

Example. Let
F (x, y) = xy + g(x + y, x3 + y 3 ),
where g : R2 R is an arbitrary given function of class C 1 . If we denote by
u(x, y) = x + y
and by
v(x, y) = x3 + y 3 ,
then

F
g u g v
=y+
+
,
x
u x v x

i.e.

F
g
g
=y+
+ 3x2 .
x
u
v

In a similar manner, we get

F
g
g
=x+
+ 3y 2 .
y
u
v

3) Let U and V be nonempty open sets in R3 and let f = (u, v, w), f : U V and g : V R
be C 1 functions. If
F (x, y, z) = g(u(x, y, z), v(x, y, z), w(x, y, z)),
then F is of class C 1 on U and

g u g v
g w
F

=
+
+
,

x
u x v x w x

F
g u g v
g w
=
+
+
,

y
u y v y w y

F
g u g v
g w

=
+
+
.

u z

v z

w z

Example. Let
F (x, y, z) = xyz + g(x + y + z, x2 + y 2 + z 2 , xyz),
where g : R3 R is an arbitrary given function of class C 1 . If we denote
u(x, y, z) = x + y + z,
v(x, y, z) = x2 + y 2 + z 2
and
w(x, y, z) = xyz,
then

F
g u g v
g w
= yz +
+
+
,
x
u x v x w x
22

i.e.

F
g
g
g
= yz +
+ 2x
+ yz
.
x
u
v
w

In a similar manner, we get

and

F
g
g
g
= xz +
+ 2y
+ xz
.
y
u
v
w
F
g
g
g
= xy +
+ 2z
+ xy
.
z
u
v
w

4) Obviously, if f = (f1 , . . . , fm ) : Rn Rm , g = (g1 , . . . , gp ) : Rm Rp , h = g f : Rn Rp ,

then
m
X
hk
gk fl
=
.
xj
fl xj
l=1
In fact, we can consider the partial differential operator:
m
X

fl
() =
()
.
xj
fl xj
l=1

For second order partial derivatives, if assume the needed regularity, we get:
m X
m
m
X
hk
2 gk fr fl X
gk 2 fl
(
)=
+
.
xi xj
f
f
x
x
f
x
x
r
i
j
i
j
l
l
r=1
l=1
l=1

Example. Let
F (x, y) = xy + g(x2 + y 2 , xy),
where g : R2 R is an arbitrary given function of class C 2 . If we denote by
u(x, y) = x2 + y 2
and by
v(x, y) = xy,
then

and

2
2
2F
2g
g
2 g
2 g
=
4x
+
4xy
+
y
+2 ,
2
2
2
x
u
uv
v
u
2
2
2
F
g
g
g
g
= 1 + 4xy 2 + (2x2 + 2y 2 )
+ xy 2 +
xy
u
uv
v
u
2
2
2g
g
2F
2 g
2 g
=
4y
+
4xy
+
x
+2 .
2
2
2
y
u
uv
v
u

Exercises.
1) Compute the first and the second differential for the function
F (x, y) = (x2 + y 2 )u(x + y),
where u : R R is an arbitrary function of class C 2 .
2) Let
F (x, y) = xyu(x + y, xy),
23

where u : R2 R is a given function of class C 2 . Compute the first and the second differential of F .
3) Let F (x, y, z) = (x2 + y 2 + z 2 )u(x + y + z, xyz), where u C 2 . Compute the first and the
second differential of F .
4) Let F (x, y) = u(x + y, xy, x2 + y 2 ), where u C 2 . Compute
F =

2F
2F
+
.
x2
y 2

5) Prove that the function

z(x, y) = f (x + (y)),
where f, C 2 (R), satisfies the equation:
z 2 z
z 2 z
.
=
x xy
y x2
6) Prove that the function
g(x, t) = (x at) + (x + at),
where , are given functions of class C 2 and a > 0, satisfies the equation:
2
2g
2 g
=
a
,
t2
x2

called the equation of the vibrating string.

Differential Operators

Let us recall the following result:

Remark 6.1 Let 6= U Rn , U open, f : U R derivable at the point a U . Then, there exists
a unique element y Rn such that
0
f (a)(x) = hx, yi.
The element y, denoted by grada f , is called the gradient of the function f at the point a.
So, the gradient of the scalar field f at the point a is a vector from Rn , defined by
grada f = (

f
f
(a), . . . ,
(a)).
x1
xn

Usually, it is convenient to work with scalar fields of class C 1 . So, we obtain the following definition:
Definition 6.2 Let 6= U Rn , U open. Also, let f : U Rn R be a scalar field, f C 1 (U )
and a U . The gradient of the function f at the point a is defined as being
grad f : U Rn , (grad f )(a) = grada f.
24

Thus, the gradient of f at the point a can be written as

(grad f )(a) = (

f
f
(a), . . . ,
(a)).
x1
xn

If we introduce the nabla symbol , we have

f (a) = (

f
f
(a), ,
(a))
x1
xn

or
f (a) =

n
X
f
i=1

The differential operator

=(

xi

(a)ei .

,,
)
x1
xn

is called the Hamiltonian operator. So, in the n-dimensional Euclidian space Rn , this operator can
be written as
n
X

=
ei
xi
i=1
or, using the Einstein summation notation, as
=

ei
xi

The name of the symbol comes from the Greek word for a Hebrew harp, which has a similar
shape. The symbol was used for the first time in 1837 by William Rowan Hamilton (1805-1865).
Another name for this symbol is atled (delta spelled backwards), because this symbol nabla looks
like an inverted delta. Also, the word del is used for the Hamiltonian operator.
Let us see now which is the connection between the gradient and the directional derivative. Let

f : U Rn R be differentiable at the point a U and let

u Rn be a unit vector. Then, f is

derivable at the point a in the direction u and

f

(a) = hf (a),
u i = |f (a)| cos ,

where is the angle between the vectors f (a) and

u . Therefore, the rate of change of the function f

in the direction
u depends on
u and varies from |f (a)| (when = , i.e.
u points in a direction

opposite to f (a)) to |f (a)| (when = 0, i.e. u points in then same direction as f (a)). The
vector f (a) points in the direction of the greatest rate of increase of the function f at the point a
and the greatest rate of change is exactly the magnitude of this vector, i.e. |f (a)|.
For instance, let us consider a room in which, at each point (x1 , x2 , x3 ), the temperature is given
by the scalar field T = T (x1 , x2 , x3 ). If we assume that the temperature does not change in time,
then, at each point in the room, the gradient at that point will show the direction in which the
temperature rises most quickly. The magnitude of the gradient will tell us how fast the temperature
rises in that direction.
A generalization of the gradient, for functions which have vectorial values, is the Jacobian matrix.
The gradient f is orthogonal to the level surface f (x) = C. Indeed, since

f d
r = df

25

and f (x) = C, it is not difficult to see that

f d
r = 0.
Examples. 1) The gradient of the scalar field f : R3 R, defined by
f (x, y, z) = 2x + y 2 cos z,
is the vector:
f = (2, 2y, sin z).

2) Let r be the length of the position vector

r =
6 0 of a point (x, y, z) in R3 , i.e.

r = k
r k 6= 0.
1
Computing grad ( ), we get
r

r
1
grad ( ) = 3 .
r
r

More general, it is easy to see that

gradf (r) =

f 0 (r)

r,
r

for any f C 1 (U ), U R+ .
We shall define now the so-called Laplace operator (Pierre-Simon Laplace, 1749-1827) or the
Laplacian, denoted by or by 2 . This operator is a second order linear differential operator,
arising in the modeling of various physical phenomena, such as wave propagation and heat flow
in homogeneous bodies. Also, this operator appears in electrostatics, in dispersion theory, in the
so-called Laplaces and Poissons equations, in quantum mechanics, etc.
Definition 6.3 Let 6= U Rn , U open and f : U Rn R be a scalar field such that f C 2 (U ).
The Laplacian of the function f is defined as being:
f =

2f
2f
.
+

+
x2n
x21

So, the Laplace operator is a second order differential operator defined as the sum of all the unmixed
second partial derivatives:
n
X
2
=
.
x2i
i=1
Remark 6.4 A function f is said to be harmonic if f = 0.
Example. Let f : R2 \ {(0, 0)} R be defined by
f (x, y) = ln(x2 + y 2 ).
Then, f satisfies Laplaces equation, i.e.
f = 0.
Indeed, it is not difficult to see that

2(y 2 x2 )
2f
=
.
x2
(x2 + y 2 )2
26

In a similar manner,

2f
2(x2 y 2 )
=
.
y 2
(x2 + y 2 )2

Hence,

2f
2f
+
= 0.
x2
y 2

f =
This proves that our function f is harmonic.

Let us define now the divergence operator, acting on vector fields, and measuring the magnitude
of a given vector fields source or sink at a given point. In other words, the divergence of a vector
at a point a will be a signed scalar which measures the spreading of the given vector field at that
point, i.e. the extent to which the vector field flow behaves like a source or a sink at the point a.

Definition 6.5 Let 6= U Rn , U open and

v : U Rn Rn be a vector field such that
1

v C (U ). The divergence of the vector v is defined as being

div
v =

v1
vn
+ +
.
x1
xn

The divergence of
v can be interpreted as the symbolic scalar product of the Hamiltonian

operator and the vector field

v:

div
v =
v.
Notice that the divergence of a vector field is a scalar field.

Remark 6.6 A vector field

v is called solenoidal (or, sometimes, incompressible) if div
v = 0 (no
sources or sinks).
The velocity field of an incompressible fluid is an example of such a solenoidal field, assuming that
there are no sources or sinks, i.e. there are no points at which the fluid is introduced or removed from
the system. As a matter of fact, the term solenoidal comes from a Greek word meaning pipe-shaped.
So, in this context, solenoidal means constrained in a pipe (tube), so with a fixed volume.
Examples.

1) Let
r = (x, y, z) R3 ,
r =
6 0 and

r = k
r k,
i.e.

r=

x2 + y 2 + z 2 .

Prove that the divergence of the electrostatic field

q
E = 3
r

is zero. Hence, E is a solenoidal field.

Let E = (Ex , Ey , Ez ), where

qx
qy
qz
Ex = 3 , Ey = 3 , Ez = 3 .
r
r
r
Since, by the chain rule,
r3
= 3xr,
x
27

it is easy to see that

In a similar manner,

and

Therefore,

2) It is very easy to see that

Ex
r3 3x2 r
=q
.
x
r6
Ey
r3 3y 2 r
=q
y
r6
Ez
r3 3z 2 r
=q
.
z
r6

div E = 0.

div
r = 3.

Let us define now the so-called curl operator, acting on vector fields in the Euclidian space R3 .
The curl of a vector field at a point will measure the amount of swirling or spinning. So, the curl
will be the measure of the rotational strength at a point.

6 U R3 , U open and
v : U R3 be a vector field,
v C 1 (U ). The
Definition 6.7 Let =
differential operator
v3
v2 v1
v3 v2
v1

rot
v =(

)
x2 x3 x3 x1 x1 x2

is called the curl or the rotation of the vector

v.

We shall also denote by curl

v the rotation of the vector field
v.

The curl of
v can be interpreted as the symbolic vector product of the Hamiltonian operator

by the vector field

v:

curl
v =
v,
i.e.

curl v =

e1

e2

e3

x1 x2 x3

v1
v2
v3

Notice that the curl of a vector field is also a vector field.

Remark 6.8 A vector field

v is called irrotational if curl
v = 0 (irrotational, nonturbulent flow).

The most important physical examples of irrotational vectors are the gravitational and, respectively, the electrostatic forces.
Exercises.
1 Prove that

curl
r =0

28

and

curl (f (r)
r ) = 0,

for any f C 1 (U ), U R+ .

2) Let V = V0 +

r be the velocity field in a rigid solid. It is not difficult to prove that

curl V = 2
.
and

div V = 0.

Remark 6.9 If
v is an irrotational field in a simply connected neighborhood U of a point x, then

in this neighborhood,
v is a potential field, i.e.
v is given in terms of the gradient of a scalar field
:

v = .
We shall list now some properties of the above introduced differential operators and some relationships between them. The proof of these properties is very simple and it is left as an exercise to
the reader.
Properties.
Let U R3 be a nonempty open set. Prove that:
1) grad (cf ) = c grad f,

c R, f : U R, f C 1 (U ).

2) grad (f + g) = grad f + grad g,

f, g : U R, f, g C 1 (U ).

3) grad (f g) = ggrad f + f grad g,

f, g : U R, f, g C 1 (U ).

4) grad (f /g) =

ggrad f f grad g
,
g2

f, g : U R, f, g C 1 (U ),

g(x) 6= 0, x U .
0

5) grad F () = F () grad ,

F, C 1 .

6) div (
u +
v ) = div
u + div
v,

7) div (
v ) = div
v + (grad )
v,

, R,
u,
v C 1.

,
v C 1.

8) div (
u
v)=
v rot
u
u rot
v ,
u,
v C 1 . As a consequence, if

u and
v are irrotatational vector fields, then
u
v is solenoidal.
9) div (grad ) = 4 ,
10) rot (grad ) = 0,

C 2 .
C 2 .

11) rot (
u +
v ) = rot
u + rot
v,

, R,
u,
v C 1.

12) rot (
v ) = rot
v
v grad ,

,
v C 1.

13) rot (rot

u ) = grad (div
u ) 4
u,

u C 2.

14) div (rot

v ) = 0,
15) grad

v C 2.

1
r
r

= 3 , grad ln r = 2 ,
r = (x, y, z) R3 , r =|
r |6= 0.
r
r
r
29