I am looking for an example of a function f:R2→R such that there is a point x∈R2 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 t≠0, ∂f∂x 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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