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Nova School of Business and Economics

Calculus II 2021 – 2022 S2


Áurea Quintino Inês Legatheaux Paulo Rocha
Carolina Nogueira Luís Sampaio Pedro Chaves
Helena Almeida João Fanha Rodrigo Duarte

Midterm
• Date: April 9, 2022
• Duration: 2 hours
• Instruções: 1: The test has four questions. 2: Write your number and absolutely nothing else on
this test paper, and hand it in at the end. 3: Write your answers on the answer booklet, using the
front and back of each sheet, stating the question you are answering, never answering more than
one question on the same sheet, and not unstapling any sheets. 4: If you want to use any sheet
of the answer booklet as space for drafts, state it clearly on the space for the question number.
5: Show all your work. 6: No written support or calculators are allowed. 7: If, in question 4, you
answer all parts, only the first four you answer will be graded. 8: No individual questions about
the test will be answered. 9: When time runs out and you are asked to, take pictures of your
answers and upload them to Moodle. 10: Break a leg (not literally)!

Nº:

1. (6.5 pts) Consider a function 𝑔: ℝ2 → ℝ, such that


• 𝑔 is 𝐶 2 • 𝑔(1,6) = 0
• 𝑔 is homogeneous of degree 1 • ∇𝑔 (1,6) ≠ (0,0)
1
Also consider the equation 𝔼: 𝑔 ( , 𝑦𝑧) = 0.
𝑥

a. (2 pts) Show that 𝔼 implicitly defines a function 𝑓 which turns each (𝑥, 𝑧) in a neighborhood
of (1,2) into a 𝑦 in a neighborhood of 3.
Observation: To answer this part and the following ones, you do not need to know the two entries of ∇𝑔 (1,6),
but only the relation between them.

b. (4.5 pts) Consider 𝑓, the function whose existence you proved in a.


3
(i) (1.25 pts) Show that ∇𝑓 (1,2) = (−3, − ).
2

(ii) (0.75 pts) Using Euler’s identity, show that, if 𝑓 is homogeneous of degree 𝛼, then 𝛼 =
−2.
′′ (1,2) 3
(iii) (1.5 pts) Show that 𝑓𝑧𝑥 = 𝑓𝑧𝑧′′ (1,2) = . 2

(iv) (1 pt) Consider the function ℎ: 𝐷 ⊂ ℝ2 → ℝ2 , defined by ℎ(𝑥, 𝑧) = (𝑓(𝑥, 𝑧), 𝑓𝑧′ (𝑥, 𝑧)).
Show that ℎ is locally invertible at (1,2) and, defining ℎ−1 as the local inverse of ℎ
3
associated to this point, compute 𝐽ℎ−1 (3, − 2).

1
Calculus II 2021 – 2022 S2
Midterm

2. (6 pts) Consider a function 𝑓: ℝ → ℝ, such that:


• 𝑓 is 𝐶 ∞ • 𝑓′(1) = 2
• 𝑓(0) = 1 • ∀𝑥 ∈ [0,2], 0 < 𝑓 ′ (𝑥) < 4
• 𝑓(1) = 3
a. (1 pt) Show that 𝑓 is invertible in ]0,2[.
b. (1.5 pts) Consider 𝑓 −1 , the function whose existence you proved in a. Using the Taylor
polynomial of degree 1 which approximates 𝑓 −1 in a neighborhood of 3, obtain an estimate
of 𝑓 −1 (2.5).
c. (1.5 pts) Using the mean value theorem, show that 3 < 𝑓(2) < 9.
d. (2 pts) Consider the function 𝑔 = 𝑓|[0,2] .
Observation: 𝑓|[0,2] is the restriction of 𝑓 to [0,2], in the domain.

(i) (0.5 pts) Show that 𝑔 has no stationary points.


(ii) (0.5 pts) Show that 𝑔 has a global minimizer and a global maximizer, and identify
them.
(iii) (1 pt) How do you explain the existence of extremum points of 𝑔 which are not
stationary points of this function?

3. (3.5 pts) Consider the function 𝑓: ℝ2 → ℝ, defined by:


𝑓(𝑥, 𝑦) = 𝑥 4 + 𝑦 4 − 2(𝑥 + 𝑦)2
a. (1 pt) Show that the stationary points of 𝑓 are (0,0), (−√2, −√2) and (√2, √2).
b. (2.5 pts) Using differentials of an order greater than or equal to 2, find the local extremum
points and extrema of 𝑓, and classify them as minimizers, maximizers, minima or maxima.

4. (4 pts) State and justify the truth value of four of the following five propositions:
a. (1 pt) If 𝑓: ℝ𝑛 → ℝ and 𝑔: ℝ𝑛 → ℝ are two homogeneous functions, then 𝑓 + 𝑔 is also
homogeneous.
b. (1 pt) If 𝑓: ℝ → ℝ is a non-injective 𝐶 2 function such that 𝑓′′ is positive, then 𝑓 has a strict
global minimum.
c. (1 pt) If 𝑘 ∈ ℕ, 𝑎 ∈ ℝ𝑛 , 𝑓: ℝ𝑛 → ℝ is a 𝐶 𝑘+1 function and 𝑅: ℝ𝑛 → ℝ is the remainder of
the Taylor polynomial of degree 𝑘 which approximates 𝑓 in a neighborhood of 𝑎, then all
partial derivatives of 𝑅 up to order 𝑘 are null at 𝑎.
d. (1 pt) If (𝑎, 𝑏) ∈ ℝ2 and 𝐹: ℝ2 → ℝ is a function such that, in a neighborhood of (𝑎, 𝑏), the
equation 𝐹(𝑥, 𝑦) = 0 implicitly defines a function 𝑓 such that 𝑦 = 𝑓(𝑥), then 𝑓′(𝑎) =
𝐹′ (𝑎,𝑏)
− 𝐹𝑥′ (𝑎,𝑏).
𝑦

e. (1 pt) If 𝑓: ℝ𝑛 → ℝ, 𝑔: ℝ𝑛 → ℝ and ℎ: ℝ𝑛 → ℝ are three functions such that


∀𝑥 ∈ ℝ𝑛 , 𝑓(𝑥) ≤ 𝑔(𝑥) ≤ ℎ(𝑥), and 𝑓 and ℎ have a global maximum, then 𝑔 has a global
maximum.

2
Calculus II 2021 – 2022 S2
Midterm

Solution Topics
1.
a.
1
• State that, if 𝐹: ℝ3 → ℝ is the function defined by 𝐹(𝑥, 𝑦, 𝑧) = 𝑔 (𝑥 , 𝑦𝑧), then 𝔼 ⇔ 𝐹(𝑥, 𝑦, 𝑧) =
0
• Explain why 𝐹 is 𝐶 2
• Show that 𝐹(1,3,2) = 0
• Show that 𝐹𝑦′ (1,3,2) = 2𝑔𝑏′ (1,6)
• Explain why Euler’s Identity applies to 𝑔 at (1,6) and show that its application allows one to
conclude that 𝑔𝑎′ (1,6) = −6𝑔𝑏′ (1,6)
• Conclude, from ∇𝑔 (1,6) ≠ (0,0), that 𝑔𝑏′ (1,6) ≠ 0
• Conclude that 𝐹𝑦′ (1,3,2) ≠ 0
• Refer that the conclusion follows, according to the Implicit Function Theorem
b.
−𝐹𝑥′ (1,3,2) −𝐹𝑧′ (1,3,2) 𝑔𝑎′ (1,6) −3𝑔′ (1,6) 3
(i) Show that ∇𝑓 (1,2) = ( , )=( , 𝑏
) = (−3, − 2)
𝐹𝑦′ (1,3,2) 𝐹𝑦′ (1,3,2) 2𝑔𝑏′ (1,6) 2𝑔𝑏′ (1,6)

(ii) Explain why, if 𝑓 is homogeneous of degree 𝛼, Euler’s Identity applies to 𝑓 at (1,2)


and show that, in that case, its application allows one to conclude that 𝛼 = −2
(iii)
1 ′
−𝑦𝑔𝑏′ ( ,𝑦𝑧) −𝑓(𝑥,𝑧) ′ 1
• Show that ′′ (𝑥,
𝑓𝑧𝑥 𝑧) =( 1
𝑥
) =( ) = − 𝑧 𝑓𝑥′ (𝑥, 𝑧)
𝑧𝑔𝑏′ ( ,𝑦𝑧) 𝑧 𝑥
𝑥 𝑥
−𝑓(𝑥,𝑧) ′ 1 1
• Show that 𝑓𝑧𝑧′′ (𝑥, 𝑧) = ( ) = − 𝑧 𝑓𝑧′ (𝑥, 𝑧) + 𝑧 2 𝑓(𝑥, 𝑧)
𝑧 𝑧
3
• ′′ (1,2)
Conclude, by application to the point (𝑥, 𝑦, 𝑧) = (1,3,2), that 𝑓𝑧𝑥 = 2 = 𝑓𝑧𝑧′′ (1,2)

(iv)
• Explain why ℎ is 𝐶 1
−3 −3/2 9
• Show that 𝐽ℎ (1,2) = [ ] and that |𝐽ℎ (1,2)| = − 4 ≠ 0
3/2 3/2
• Conclude that ℎ is locally invertible at (1,2), according to the Inverse Function Theorem
3 −2/3 −2/3
• Show that 𝐽ℎ−1 (3, − 2) = 𝐽ℎ−1 (ℎ(1,2)) = (𝐽ℎ (1,2))−1 = [ ]
2/3 4/3

3
Calculus II 2021 – 2022 S2
Midterm

2.
a.
Option 1:
• State that 𝑓 is one-to-one (injective) in ]0,2[ (the first order derivative is always positive in this
interval, forcing 𝑓 to be strictly increasing)
• State that 𝑓 is surjective in ]0,2[ (it can be assumed that the codomain of 𝑓 in this interval is the set
of the images of 𝑓)
• Conclude that 𝑓 is invertible in ]0,2[
Option 2:
• State that 𝑓 is 𝐶 ∞ in 𝐷𝑓 , so 𝑓 is 𝐶 ∞ in ]0,2[
• State that 0 < 𝑓 ′ (𝑥) < 4, forcing 𝑓 ′ (𝑥) ≠ 0, ∀𝑥 ∈ ]0,2[
• Conclude, by the inverse function theorem, that 𝑓 is invertible in ]0,2[
b.
• Use the inverse function theorem to state that if 𝑓 is 𝐶 ∞ , then 𝑓 −1 is 𝐶 ∞
1 1 1 1
• Compute 𝑃31 (𝑦) = 𝑓 −1 (3) + (𝑓 −1 )′(3)(𝑦 − 3) = 1 + 𝑓′ (1) (𝑦 − 3) = 1 + 2 (𝑦 − 3) = 2 𝑦 − 2
1 1
• Compute 𝑓 −1 (2.5) ≈ 𝑃31 (2.5) = 2 × 2.5 − 2 = 0.75

c.
• State that if 𝑓 is 𝐶 ∞ , then it is continuous in [0,2] and differentiable in ]0,2[; Therefore, it is possible
to apply the Lagrange Intermediate Value Theorem to 𝑓 in [0,2]
𝑓(2)−𝑓(0)
• Using this theorem, we can say that ∃𝑐 ∈]0,2[: = 𝑓 ′ (𝑐)
2−0
𝑓(2)−𝑓(0)
• State that, if 0 < 𝑓 ′ (𝑥) < 4, ∀𝑥 ∈ [0,2], then 0 < 𝑓 ′ (𝑐) < 4; Therefore, 0 < < 4 and
2
0 < 𝑓(2) < 9
• If 𝑓(1) = 3 and 𝑓 is strictly increasing [0,2], then 𝑓(2) > 3; Therefore, 3 < 𝑓(2) < 9
d.
(i) State that 𝑔 does not have any stationary point, since 𝑓 ′ (𝑥) ≠ 0, ∀𝑥 ∈ [0,2]
(ii) State that 𝑔 is striclty increasing in [0,2], therefore the strict global minimizer will be 0
and strict global minimizer will be 2
(iii) Conclude that there is no contradiction between the answers to questions (i) and (ii) and
ii); In fact, [0,2] is a closed set; If it was an open set, we would conclude, together with
the differentiability of 𝑔, that all the local extrema of 𝑔 would have to be stationary
points of 𝑔; But it is not the case

4
Calculus II 2021 – 2022 S2
Midterm
3.
a.
• Show that ∇𝑓 (𝑥, 𝑦) = (4𝑥 3 − 4(𝑥 + 𝑦),4𝑦 3 − 4(𝑥 + 𝑦))
• Show that the stationary points of 𝑓 are (0,0), (√2, √2) e (−√2, −√2)
b.
• Explain why 𝑓 is 𝐶 2
20 −4
• Show that 𝐻𝑓 (√2, √2) = [ ] is positive definite, so that (√2, √2) and −8 are,
−4 20
respectively, a local minimizer and a local minimum of 𝑓
20 −4
• Show that 𝐻𝑓 (−√2, −√2) = [ ] is positive definite, so that (−√2, −√2) and −8 are,
−4 20
respectively, a local minimizer and a local minimum of 𝑓
−4 −4
• Show that 𝐻𝑓 (0,0) = [ ] is negative semi – definite, so that, if (0,0) is an extremum point
−4 −4
of 𝑓, then it is a maximizer
• Show that the set of singular directions of 𝑓 at (0,0) is {(𝑢, −𝑢) ∈ ℝ2 : 𝑢 ∈ ℝ ∖ {0}}
• 3
Show that ∀𝑢 ∈ ℝ ∖ {0}, 𝑑(𝑢,−𝑢) 𝑓(0,0) = 0
• 4
Show that ∀𝑢 ∈ ℝ ∖ {0}, 𝑑(𝑢,−𝑢) 𝑓(0,0) = 48𝑢4 > 0
• Explain why (0,0) is a saddle point of 𝑓

5
Calculus II 2021 – 2022 S2
Midterm

4.
a. State that the proposition is false because, for example, if 𝑓 is defined by 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2
and 𝑔 is defined by 𝑔(𝑥, 𝑦) = 𝑥 3 , then 𝑓 and 𝑔 are homogeneous of degree, respectively, 2
and 3, but 𝑓 + 𝑔 is not homogeneous.
b. State that the proposition is true because, not being injective, 𝑓 has at least two inputs with the
same output which, according to the mean value theorem, means that 𝑓 has at least one
stationary point between them, which, as 𝑓 is strictly convex (because it is 𝐶 2 and has a positive
second derivative in all its domain), is a strict global minimizer of 𝑓.
c. State that the proposition is true because, as 𝑓 is 𝐶 𝑘+1 , all partial derivatives, until order 𝑘, of
𝑓 and of the Taylor polynomial of degree 𝑘 which approximates it in a neighborhood of 𝑎
are the same in 𝑎, which means their difference is null.
d. State that the proposition is false because, for example, if (𝑎, 𝑏) = (0,0) and 𝐹 is defined by
𝐹′ (0,0)
𝐹(𝑥, 𝑦) = 𝑦 3 − 𝑥 3 , then 𝑓 ′ (0) = 1, but − 𝐹𝑥′ (0,0) ∉ ℝ.
𝑦

e. State that the proposition is false because, for example, if 𝑓, 𝑔 and ℎ are defined, for
example, by 𝑓(𝑥) = −2, 𝑔(𝑥) = −𝑒 −|𝑥| and ℎ(𝑥) = 1, then the global maxima of 𝑓 and ℎ
are, respectively, −2 and 1, but 𝑔 does not have a global maximum.

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