I am looking for confirmation so that I can be sure I understand what is being asked here. I need to show that the following function $f(x,y)$ is not differentiable at $(0,0)$ but that $g(x,y)=yf(x,y)$ is:
$$ f(x,y) = \left \{ \begin{array}{ll} {\frac {x^2 y} {x^2 + y^2} } & \mbox{ if $x,y\neq 0$ } \\ 0 & \mbox{if $x=y=0$} \end{array} \right. $$
If the differential exists at $(x,y)$, then there is a linear mapping $f'(x,y):\mathbb{R}^2 \rightarrow \mathbb{R}$ such that
$$f(x+tu,y+tv) - f(x,y) = f'(x,y)(tu,tv) + r(tu,tv)$$
where $r(tu,tv)/t \rightarrow 0$ as $t \rightarrow 0$. At $(x,y)=(0,0)$, this implies that
$$ \frac{u^2 v}{u^2 + v^2} = f(tu,tv) = f'(0,0)(tu,tv) + r(tu,tv) $$
since $f$ is nonlinear, $f'(0,0)$ cannot exist.
However, following the same line of reasoning for $g(x,y)$ gives:
$$ \frac{u^2 v^2 t}{u^2 + v^2} = g'(0,0)(tu,tv) + r(tu,tv) $$
Thus, as $t \rightarrow 0$, we have that $g'(0,0)(tu,tv) \rightarrow 0$, which means that $g'(0,0)$ is simply the linear operator defined by $g'(0,0)(x,y)=0$.