For the differentiability from continuous partial derivatives argument, choose a small box around zero inside the given open set. For in that box, telescope by changing one coordinate at a time. The one-dimensional mean value theorem on the th coordinate segment gives
where lies on that segment, and therefore . A zero-length segment contributes zero and needs no choice of intermediate point. Set . For every , continuity of the finitely many partial derivatives at zero gives when is sufficiently small. Then the Cauchy-Schwarz inequality gives
Thus is Fréchet differentiable at zero, with derivative . No continuity of the partial derivatives away from zero was used.
For the supplied one-dimensional function,
The derivative at zero follows from . For nonzero the derivative is continuous. At zero, the sequences and give derivative values and . Since , the partial derivative is continuous exactly where , irrespective of .
Nevertheless is differentiable at every point of the plane. The one-dimensional function is differentiable at every real number. At a fixed ,
Their sum has remainder , which proves Fréchet differentiability with derivative . In particular, at the origin , an immediate remainder bound. Continuity of all partial derivatives is sufficient, not necessary, for differentiability.
The function is Fréchet differentiable at when there is a linear map such that
If it exists, , as is seen by taking increments along each coordinate axis.
To prove differentiability from continuous partial derivatives, take a small rectangle in the given neighbourhood and split the increment along its sides. The one-variable mean value theorem gives
for some when the corresponding increment is nonzero. If an increment is zero, its term is simply omitted. The required one-variable continuity follows from existence of the corresponding partial derivative on the segment. Subtracting gives a remainder whose absolute value, by continuity of both partial derivatives at , is at most
for sufficiently small increments. Since is arbitrary, the normalized remainder tends to zero. Thus the function is differentiable at , with the displayed derivative.