Problem: Let $p = \left( 1, \frac{1}{2}, \frac{1}{3}, \frac{1}{4} \right) \in \mathbb{R} ^4$ and $f: \mathbb{R} ^4 \to \mathbb{R} $ be a differentiable function such that
\[
f(p) = 6 \text{ and } f(\lambda \mathbf{x} ) = \lambda ^3 f(\mathbf{x} ),\quad \lambda \in (0,\infty ), \text{ and } \mathbf{x} \in \mathbb{R} ^4.
\]
The value of
\[
12\frac{\partial f}{\partial x_1} (p) + 6\frac{\partial f}{\partial x_2} (p) + 4 \frac{\partial f}{\partial x_3} + 3 \frac{\partial f}{\partial x_4}
\]
is equal to ______________.
Solution: We write $\mathbf{x} = (x_1, x_2, x_3, x_4)$. Let $\mu_i = \lambda x_i $. Differentiating the expression $f(\lambda \mathbf{x} ) = \lambda ^3 f(\mathbf{x} )$ with respect to $\lambda $ we get
\begin{equation}\label{eq:27May2024-1}
\sum_{i=1}^{4} \frac{\partial f}{\partial \mu_i} x_i = 3\lambda ^2 f(\mathbf{x} )
\end{equation}
Similarly, differentiating with respect to $x_i$'s, we get
\begin{align*}
\lambda \frac{\partial f}{\partial \mu_i} = \lambda ^3 \frac{\partial f}{\partial x_i}, \quad i = 1,2,3,4. \\
\implies \frac{\partial f}{\partial \mu_i} = \lambda ^2 \frac{\partial f}{\partial x_i} ,\quad i = 1,2,3,4.
\end{align*}
Substituting the value of $\frac{\partial f}{\partial \mu_i} $ in \eqref{eq:27May2024-1}, we obtain
\begin{align*}
\sum_{i=1}^{4} \left( \lambda ^2 \frac{\partial f}{\partial x_i} \right) x_i = 3\lambda ^2 f(\mathbf{x} ) \implies \sum_{i=1}^{4} x_i \frac{\partial f}{\partial x_i}(\mathbf{x} ) = 3f(\mathbf{x} ).
\end{align*}
Take $\mathbf{x} = \left( 1, \frac{1}{2}, \frac{1}{3}, \frac{1}{4} \right)$, we get
\begin{align*}
& \frac{\partial f}{\partial x_1} (p) + \frac{1}{2} \frac{\partial f}{\partial x_2} (p) + \frac{1}{3}\frac{\partial f}{\partial x_3}(p) + \frac{1}{4}\frac{\partial f}{\partial x_4} (p) = 3f(p) \\
\implies & 12\frac{\partial f}{\partial x_1} (p) + 6 \frac{\partial f}{\partial x_2} (p) + 4\frac{\partial f}{\partial x_3}(p) + 3\frac{\partial f}{\partial x_4} (p) = 36 f(p) = 216.
\end{align*}
Thus,
\[
12\frac{\partial f}{\partial x_1} (p) + 6\frac{\partial f}{\partial x_2} (p) + 4 \frac{\partial f}{\partial x_3} + 3 \frac{\partial f}{\partial x_4} = 216.
\]