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MATH115 Functions of Several Variables Paolo Lorenzo Bautista De La Salle University August 12, 2014 PLBautista (DLSU) MATH115 August 12, 2014 1 / 46

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  • MATH115Functions of Several Variables

    Paolo Lorenzo Bautista

    De La Salle University

    August 12, 2014

    PLBautista (DLSU) MATH115 August 12, 2014 1 / 46

  • Functions of Several Variables

    DefinitionThe set of all ordered n-tuples of real numbers is called then-dimensional number space, and is denoted by Rn. Each orderedn-tuple (x1, x2, . . . , xn) is called a point in the n-dimensional numberspace.

    PLBautista (DLSU) MATH115 August 12, 2014 2 / 46

  • Functions of Several Variables

    DefinitionA function of n variables is a set of ordered pairs of the form (P,w) inwhich no two distinct ordered pairs have the same first element. P is apoint in n-dimensional number space and w is a real number. The setof all admissible points P is called the domain of the function, and theset of all resulting values of w is called the range of the function.

    PLBautista (DLSU) MATH115 August 12, 2014 3 / 46

  • Functions of Several Variables

    ExampleDetermine the domain of the following functions:

    1. f (x, y) =1

    x2 + y2 − 12. f (x, y) =

    √1− x2 − y2

    3. f (x, y) =1√

    1− x2 − y2

    PLBautista (DLSU) MATH115 August 12, 2014 4 / 46

  • Functions of Several Variables

    DefinitionIf a function f of n variables is defined by

    w = f (x1, x2, . . . , xn)

    then the variables x1, x2, . . . , xn are called the independent variables,and w is called the dependent variable.

    PLBautista (DLSU) MATH115 August 12, 2014 5 / 46

  • Functions of Several Variables

    DefinitionIf f is a function of a single variable and g is a function of twovariables, then the composite function f ◦ g is the function of twovariables defined by

    (f ◦ g)(x, y) = f (g(x, y))

    and the domain of f ◦ g is the set of all points (x, y) in the domain of gsuch that g(x, y) is in the domain of f .

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  • Functions of Several Variables

    DefinitionIf f is a function of a single variable and g is a function of n variables,then the composite function f ◦ g is the function of n variables definedby

    (f ◦ g)(x1, x2, . . . , xn) = f (g(x1, x2, . . . , xn))

    and the domain of f ◦ g is the set of all points (x1, x2, . . . , xn) in thedomain of g such that g(x1, x2, . . . , xn) is in the domain of f .

    PLBautista (DLSU) MATH115 August 12, 2014 7 / 46

  • Functions of Several Variables

    Example

    Let f (t) = et and g(x, y) =√

    x2 + y2. Find (f ◦ g)(x, y).

    PLBautista (DLSU) MATH115 August 12, 2014 8 / 46

  • Functions of Several Variables

    DefinitionA polynomial function of two variables x and y is a function f suchthat f (x, y) is the sum of the terms of the form cxnym, where c is a realnumber, and n and m are nonnegative integers. The degree of thepolynomial function is determined by the largest sum of the exponentsof x and y appearing in any one term.

    PLBautista (DLSU) MATH115 August 12, 2014 9 / 46

  • Functions of Several Variables

    DefinitionIf f is a function of two variables, then the graph of f is the set of allpoints (x, y, z) in R3 for which (x, y) is a point in the domain of f andz = f (x, y).

    PLBautista (DLSU) MATH115 August 12, 2014 10 / 46

  • Functions of Several Variables

    DefinitionIf f is a function of n variables, then the graph of f is the set of allpoints (x1, x2, . . . , xn,w) in Rn+1 for which (x1, x2, . . . , xn) is a point inthe domain of f and w = f (x1, x2, . . . , xn).

    PLBautista (DLSU) MATH115 August 12, 2014 11 / 46

  • Limits and Continuity

    DefinitionIf P(x1, x2, . . . , xn) and A(a1, a2, . . . , an) are two points in Rn, then thedistance between P and A is given by

    ||P− A|| =√

    (x1 − a1)2 + (x2 − a2)2 + · · ·+ (xn − an)2.

    PLBautista (DLSU) MATH115 August 12, 2014 12 / 46

  • Limits and Continuity

    DefinitionIf A is a point in Rn and r is a positive number, then the open ballB(A; r) is the set of all points P in Rn such that ||P− A|| < r.

    DefinitionIf A is a point in Rn and r is a positive number, then the closed ballB[A; r] is the set of all points P in Rn such that ||P− A|| ≤ r.

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  • Limits and Continuity

    DefinitionIf A is a point in Rn and r is a positive number, then the open ballB(A; r) is the set of all points P in Rn such that ||P− A|| < r.

    DefinitionIf A is a point in Rn and r is a positive number, then the closed ballB[A; r] is the set of all points P in Rn such that ||P− A|| ≤ r.

    PLBautista (DLSU) MATH115 August 12, 2014 13 / 46

  • Limits and Continuity

    DefinitionLet f be a function of n variables defined on some open ball B(A; r),except possibly at the point A itself. Then the limit of f (P) as Papproaches A is L, written as

    limP→A

    f (P) = L

    if for any � > 0, however small, there exists a δ > 0 such that

    if 0 < ||P− A|| < δ then |f (P)− L| < �.

    PLBautista (DLSU) MATH115 August 12, 2014 14 / 46

  • Limits and Continuity

    DefinitionLet f be a function of two variables defined on some open diskB((x0, y0); r), except possibly at the point (x0, y0) itself. Then the limitof f (x, y) as (x, y) approaches (x0, y0) is L, written as

    limP→(x0,y0)

    f (x, y) = L

    if for any � > 0, however small, there exists a δ > 0 such that

    if 0 <√

    (x− x0)2 + (y− y0)2 < δ then |f (x, y)− L| < �.

    PLBautista (DLSU) MATH115 August 12, 2014 15 / 46

  • Limits and Continuity

    ExampleUse the definition of the limit to show that

    lim(x,y)→(2,1)

    3x + y = 7

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  • Limits and Continuity

    ExampleEvaluate the following limits:1. lim

    (x,y)→(2,3)3x2 + xy− 2y2

    2. lim(x,y)→(0,1)

    x4 − (y− 1)4

    x2 + (y− 1)2

    3. lim(x,y)→(−2,4)

    y 3√

    x3 + 2y

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  • Limits and Continuity

    TheoremIf g is a function of two variables and lim

    (x,y)→(x0,y0)g(x, y) = b, and f is a

    function of a single variable continuous at b, then

    lim(x,y)→(x0,y0)

    f (g(x, y)) = f(

    lim(x,y)→(x0,y0)

    g(x, y)).

    PLBautista (DLSU) MATH115 August 12, 2014 18 / 46

  • Limits and Continuity

    DefinitionA point P0 is an accumulation point of a set S of points in Rn if everyopen ball B(P0; r) contains infinitely many points of S.

    PLBautista (DLSU) MATH115 August 12, 2014 19 / 46

  • Limits and Continuity

    DefinitionLet f be a function of two variables defined on a set of points S in R2,and let (x0, y0) be an accumulation point of S. Then the limit of f (x, y)as (x, y) approaches (x0, y0) in S is L, written as

    limP→(x0,y0)

    f (x, y) = L

    if for any � > 0, however small, there exists a δ > 0 such that

    if 0 < ||(x, y)− (x0, y0)|| < δ then |f (x, y)− L| < �,

    where (x, y) is in S

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  • Limits and Continuity

    TheoremSuppose that the function f is defined for all points on an open diskhaving its center at (x0, y0), except possibly at (x0, y0) itself, and

    lim(x,y)→(x0,y0)

    f (x, y) = L.

    If S is any set of points in R2 having (x0, y0) as an accumulation point,then

    lim(x,y)→(x0,y0)

    f (x, y)

    exists and always has the value L.

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  • Limits and Continuity

    TheoremIf the function f has different limits as (x, y) approaches (x0, y0)through two distinct sets of points having (x0, y0) as an accumulationpoint, then lim

    (x,y)→(x0,y0)f (x, y) does not exist.

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  • Limits and Continuity

    ExampleShow that the following limits do not exist.

    1. lim(x,y)→(0,0)

    x2 − y2

    x2 + y2

    2. lim(x,y)→(0,0)

    xyx2 + y2

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  • Limits and Continuity

    DefinitionSuppose that f is a function of n variables and A is a point in Rn. Thenf is said to be continuous at the point A if and only if the followingthree conditions are satisfied:

    i) f (A) exists.ii) lim

    P→Af (P) exists.

    iii) limP→A

    f (P) = f (A).

    If one or more of these three conditions fails to hold at the point A,then f is said to be discontinuous at A.

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  • Limits and Continuity

    DefinitionThe function f of two variables x and y is said to be continuous at thepoint (x0, y0) if and only if the following three conditions are satisfied:

    i) f (x0, y0) exists.ii) lim

    (x,y)→(x0,y0)f (x, y) exists.

    iii) lim(x,y)→(x0,y0)

    f (x, y) = f (x0, y0).

    PLBautista (DLSU) MATH115 August 12, 2014 25 / 46

  • Limits and Continuity

    DefinitionIf a function f of two variables is discontinuous at the point (x0, y0) but

    lim(x,y)→(x0,y0)

    f (x, y) exists, then f is said to have a removable

    discontinuity. Otherwise, it is called an essential discontinuity.

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  • Limits and Continuity

    TheoremIf f and g are two functions continuous at the point (x0, y0), then

    i) f + g is continuous at (x0, y0).ii) f − g is continuous at (x0, y0).

    iii) fg is continuous at (x0, y0).iv) f/g is continuous at (x0, y0), provided that g(x0, y0) 6= 0.

    PLBautista (DLSU) MATH115 August 12, 2014 27 / 46

  • Limits and Continuity

    TheoremA polynomial function of two variables is continuous at every point inR2.

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  • Limits and Continuity

    TheoremA rational function of two variables is continuous at every point in itsdomain.

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  • Limits and Continuity

    DefinitionThe function f of n variables is continuous on an open ball if it iscontinuous at every point in the open ball.

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  • Limits and Continuity

    TheoremSuppose that f is a function of a single variable and g is a function oftwo variables such that g is continuous at (x0, y0) and f is continuous atg(x0, y0). Then the composite function f ◦ g is continuous at (x0, y0).

    PLBautista (DLSU) MATH115 August 12, 2014 31 / 46

  • Partial Derivatives

    DefinitionIf f is a function of two variables, its partial derivatives are thefunctions fx and fy defined by

    fx(x, y) = limh→0

    f (x + h, y)− f (x, y)h

    ,

    and

    fy(x, y) = limh→0

    f (x, y + h)− f (x, y)h

    ,

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  • Partial Derivatives

    Example1. Use the definition of the partial derivative to obtain fx(x, y) and

    fy(x, y) if f (x, y) = 3x2 − 2xy + y2.

    2. Find the slope of the tangent line to the curve of intersection of thesurface

    z =12

    √24− x2 − 2y2

    with the plane y = 2 at the point (2, 2,√

    3).3. Let f (x, y) = ex sin y + ln xy. Determine fxx, fxy, fxyy.

    PLBautista (DLSU) MATH115 August 12, 2014 33 / 46

  • Partial Derivatives

    Example1. Use the definition of the partial derivative to obtain fx(x, y) and

    fy(x, y) if f (x, y) = 3x2 − 2xy + y2.2. Find the slope of the tangent line to the curve of intersection of the

    surfacez =

    12

    √24− x2 − 2y2

    with the plane y = 2 at the point (2, 2,√

    3).

    3. Let f (x, y) = ex sin y + ln xy. Determine fxx, fxy, fxyy.

    PLBautista (DLSU) MATH115 August 12, 2014 33 / 46

  • Partial Derivatives

    Example1. Use the definition of the partial derivative to obtain fx(x, y) and

    fy(x, y) if f (x, y) = 3x2 − 2xy + y2.2. Find the slope of the tangent line to the curve of intersection of the

    surfacez =

    12

    √24− x2 − 2y2

    with the plane y = 2 at the point (2, 2,√

    3).3. Let f (x, y) = ex sin y + ln xy. Determine fxx, fxy, fxyy.

    PLBautista (DLSU) MATH115 August 12, 2014 33 / 46

  • Partial Derivatives

    Theorem (Clairaut’s Theorem)Suppose f is defined on a disk D that contains the point (x0, y0). If thefunctions fxy and fyx are both continuous on D, then

    fxy(x0, y0) = fyx(x0, y0).

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  • Differentiability and the Total Differential

    DefinitionIf f is a function of two variables x and y, then the increment of f at thepoint (x0, y0), denoted by ∆f (x0, y0), is given by

    ∆f (x0, y0) = f (x0 + ∆x, y0 + ∆y)− f (x0, y0).

    PLBautista (DLSU) MATH115 August 12, 2014 35 / 46

  • Differentiability and the Total Differential

    DefinitionIf f is a function of two variables x and y, and the increment of f at thepoint (x0, y0) can be written as

    ∆f (x0, y0) = D1f (x0, y0)∆x + D2f (x0, y0)∆y + �1∆x + �2∆y

    where �1 and �2 are functions of ∆x and ∆y such that �1 → 0 and�2 → 0 as (∆x,∆y)→ (0, 0), then f is differentiable at (x0, y0).

    PLBautista (DLSU) MATH115 August 12, 2014 36 / 46

  • Differentiability and the Total Differential

    TheoremIf a function f of two variables is differentiable a a point, it iscontinuous at that point.

    TheoremLet f be a function of x and y such that D1f and D2f exist on an opendisk B(P0; r), where P0 is the point (x0, y0). Then if D1f and D2f arecontinuous at P0, f is differentiable at P0.

    PLBautista (DLSU) MATH115 August 12, 2014 37 / 46

  • Differentiability and the Total Differential

    TheoremIf a function f of two variables is differentiable a a point, it iscontinuous at that point.

    TheoremLet f be a function of x and y such that D1f and D2f exist on an opendisk B(P0; r), where P0 is the point (x0, y0). Then if D1f and D2f arecontinuous at P0, f is differentiable at P0.

    PLBautista (DLSU) MATH115 August 12, 2014 37 / 46

  • Differentiability and the Total Differential

    ExampleShow that f (x, y) = xey − y ln x is differentiable at all points in itsdomain.

    PLBautista (DLSU) MATH115 August 12, 2014 38 / 46

  • Differentiability and the Total Differential

    DefinitionIf f is a function of two variables x and y, and f is differentiable at(x, y), then the total differential of f is the function df having functionvalues given by

    df (x, y,∆x,∆y) = D1f (x, y)∆x + D2f (x, y)∆y,

    or (if z = f (x, y))

    dz =∂z∂x

    dz +∂z∂y

    dy.

    Remark: The same concepts can be extended to functions of more thantwo variables.

    PLBautista (DLSU) MATH115 August 12, 2014 39 / 46

  • Differentiability and the Total Differential

    ExampleA closed metal container in the shape of a right-circular cylinder hasan inside height of 6in, an inside radius of 2in, and a thickness of 0.1in.Approximate the amount of metal used in the container.

    ExampleA closed container in the shape of a rectangular solid is to have aninside length of 8m, an inside width of 5m, an inside height of 4m, anda thickness of 4cm. Use differentials to approximate the amount ofmaterial needed to construct the container.

    PLBautista (DLSU) MATH115 August 12, 2014 40 / 46

  • Differentiability and the Total Differential

    ExampleA closed metal container in the shape of a right-circular cylinder hasan inside height of 6in, an inside radius of 2in, and a thickness of 0.1in.Approximate the amount of metal used in the container.

    ExampleA closed container in the shape of a rectangular solid is to have aninside length of 8m, an inside width of 5m, an inside height of 4m, anda thickness of 4cm. Use differentials to approximate the amount ofmaterial needed to construct the container.

    PLBautista (DLSU) MATH115 August 12, 2014 40 / 46

  • The Chain Rule and Implicit Differentiation

    DefinitionIf u is a differentiable function of x and y, defined by u = f (x, y), where

    x = F(r, s), y = G(r, s), and∂x∂r

    ,∂x∂s

    ,∂y∂r

    , and∂y∂s

    all exist, then u is afunction of r and s, and

    ∂u∂r

    =∂u∂x

    ∂x∂r

    +∂u∂y

    ∂y∂r

    ∂u∂s

    =∂u∂x

    ∂x∂s

    +∂u∂y

    ∂y∂s.

    PLBautista (DLSU) MATH115 August 12, 2014 41 / 46

  • The Chain Rule and Implicit Differentiation

    Example

    Apply the chain rule to obtain∂u∂r

    and∂u∂s

    , where u = x2 + y2, x = rex,

    and y = re−s.

    Remark: The chain rule can be extended to functions involving morethan two variables.

    PLBautista (DLSU) MATH115 August 12, 2014 42 / 46

  • The Chain Rule and Implicit Differentiation

    Example

    Apply the chain rule to obtain∂u∂r

    and∂u∂t

    , where u = x2 + yz,

    x = r sin t, y = r cos t, and z = r sin2 t.

    PLBautista (DLSU) MATH115 August 12, 2014 43 / 46

  • The Chain Rule and Implicit Differentiation

    TheoremIf f is a differentiable function of the single variable x such thaty = f (x), and f is defined implicitly by the equation F(x, y) = 0, then ifF is differentiable and Fy(x, y) 6= 0,

    dydx

    = −Fx(x, y)Fy(x, y)

    .

    PLBautista (DLSU) MATH115 August 12, 2014 44 / 46

  • The Chain Rule and Implicit Differentiation

    TheoremIf f is a differentiable function of x and y such that z = f (x, y), and f isdefined implicitly by the equation F(x, y, z) = 0, then if F isdifferentiable and Fz(x, y, z) 6= 0,

    ∂z∂x

    = −Fx(x, y, z)Fz(x, y, z)

    and∂z∂y

    = −Fy(x, y, z)Fz(x, y, z)

    PLBautista (DLSU) MATH115 August 12, 2014 45 / 46

  • The Chain Rule and Implicit Differentiation

    Example

    Obtain∂z∂x

    and∂z∂x

    if 4z3 + 3xz2 − xyz− 2xy2 + 7 = 0.

    PLBautista (DLSU) MATH115 August 12, 2014 46 / 46

    Functions of Several VariablesLimits and ContinuityPartial DerivativesDifferentiability and the Total DifferentialThe Chain Rule and Implicit Differentiation