Sunday, 10 July 2016

real analysis - Example where partial derivatives commute but are not continuous.



I am looking for an example of a function f:R2R such that there is a point xR2 with the following properties:



1) All partial derivatives of second order exist in a neighborhood of x.



2) At least one of those partial derivatives is not continuous in x.



3) The Hessian matrix of f in x is symmetric.




I think it should be possible to find such a function but I wasn't very successful in finding one. If we drop the first property it is easy, with it however, I didn't find any example yet. Any help appreciated.


Answer



f(x,y)={0if x=y=0(2xyx2+y2)2otherwise



This is obviously smooth in R2{(0,0)}, and both first-order partial derivatives are 0 everywhere on the axes. So the Hessian at the origin is zero.



Since f(t,t)=1 but f(0,t)=0 for all t0, fx must grow unboundedly large close to (0,0), and is therefore not continuous there.




(Note that for nonzero x and y we have f(x,y)=sin2(2arctan(y/x)).)


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