MATH 38

INTRODUCTION
Analysis is the process or result of modeling and analyzing a phenomenon. In mathematics, it
depends upon the concepts of limits and convergence.
Continuity
Analysis

Differentiability

over FUNCTIONS on the set of Real

Numbers or Complex Numbers

Integration
Mathematical analysis has its beginnings in the rigorous formulation of calculus.

Infinite Series
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Multivariable
Functions

Limits and Continuity

Differentiation
Multiple Integration

UNIT I. DIFFERENTIAL CALCULUS OF FUNCTIONS OF MORE THAN ONE VARIABLE

Objectives: Upon the end of the unit, a student must be able to
1. determine limits and continuity of a function at a point and over a set;
2. find partial derivatives (explicit, implicit, chain rule, higher-order)
Review: Quadric Surfaces, Limits, Continuity, Differentiability
Outline:
Functions of More than One Variable
Limits and Continuity
Partial Derivatives
Differentiability and Total Differential
Chain Rule
Higher-order Partial Derivatives
Reference: 12.1 to 12.5, TC7
1.1 Functions of More than One Variable
What we know (or should've known since MATH 17): Functions of a single variable
y f x : y is unique for each x

If f : R R , then y f x represents a curve on the plane containing the points

x , f x .

R : the Real Number Line

R2

x,y

x,y R

: Plane

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R3

x,y,z

x, y,z R

: Space

x1 , x2 , . . . , xn x1 , x2 , . . . , xn R
number space where x1 , x2 , . . . , xn is a point on Rn .
In general, Rn

or the

n dimensional

Distance in Rn : Given points A x1 , x2 , . . . , xn and B y1 ,y2 , . . . ,yn ,

d AB

x1 y1 2 x2 y2 2

Sometimes, d AB is also written as

A B

. . . xn yn 2

In R3 , sets of ordered triples (points) may represent surfaces.

Examples
1. Sphere: x,y,z

x2 y2 z2 25

x,y,z 2 x y z 4
Cylinder: x, y, z y sinx

2. Plane:
3.

Definition (of Functions of More than Variable)

A function of n variables is a set of ordered pairs P ,w , where P R n , such that no
two ordered pairs have the same first component. In other words, w is unique for each P .
w f P :

is a function of

Examples
1. f x, y x2 y2
2.

g x, y
g x, y, z

3.

D f : set of all admissible

x2 y 2 4

R f : set of all resulting

f x, y, z x y 2z

4.
5.

x2 y 2 z2 1

h x, y secx cscy

6.

h x, y, z ln x

y
z

n variable, then the graph of f is the set of all points

x1 , x2 , . . . , xn ,w Rn1 for which x1 , x2 , . . . , xn D f and w f x1 , x2 , . . . , xn

If f is a function of

A function of 2 variables, say z f x,y , represents a surface in R3 . A graph of a function of

more than 2 variables cannot be holistically represented.
Definition (of Level Curves/Surfaces)
The level curve of z f x,y at
f x,y c .

z c is the set of all points x,y

The level curve of w f x,y,z at

f x,y,z c .

such that

w c is the set of all points x,y,z

such that

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A contour map of a function f is a set of level curves (or level surfaces) by considering
different values of c .
Examples
1. f x, y x2 y2
2.

g x, y

3.

h x, y x2 y 2

x2 y 2

4.

f x, y, z x y 2z

5.

g x, y, z x2 y 2 z2

6.

h x, y, z x2 y 2 z2

__________________________

1.2 Limits and Continuity

What we know (or should've known since MATH 36): Definition of Limit of a Function
Let f be defined on some open interval containing
lim f x L

Then x a

a except possibly at a , itself.

if for each 0 , however small, there exists 0 such that

f x L .

if 0 x a , then

lim f P

What we need: P A

Since

where f is a function of

P R n ,

P A

n variables.

represents points within the neighborhood of

A
P A

In general, instead of having an open interval,

represents an open

ball.

Open Ball: B A ;r P Rn

Closed Ball: B A ;r P R n

P A r

P A r

Definition.
Let f be a function of

A , itself. Then

n variables defined on some open ball

lim f P L

P A

, if for each 0 , however small, there exists 0 such

that
if 0 P A , then
For

f P L

f : R2 R :

Let f be a function of two variables defined on some open disk

B A ;r except possibly at

lim

possibly at x0 ,y0 , itself. Then x,y x ,y

0 0
there exists 0 such that if 0

f x,y L

x x0 2 y y0 2

B x0 ,y0 ;r

except

if for each 0 , however small,

, then

f x,y L .

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To determine the limit using the definition,

solve for (dependent on

) such that if

P A

, then

f P L .

Examples. Use the definition to establish the following.

lim
3 x 4y 1 Establish that .
1. x,y 3 ,2
7
2.

lim

x,y 2 ,1

x2 y2 3

Establish that

min 1 ,
.
8

What we know (or should've known since MATH 36):

lim f x

x a

lim f x

exists if and only if x a

lim f x

x a

The problem in Rn : There are infinitely many ways to approach

A.

lim f x

The next procedures are used to establish non-existence of x a

Do not attempt to use these to conclude existence.

Definition (of Accumulation Point)

A point P0 is an accumulation point of a set S in Rn if every open ball B P0 ,r , for

any r 0 contains infinitely many points of S.
Definition (of Limit through a Specific Set)

Let f be a function defined on a set of points S in R2 , and let x 0 ,y 0 be an

lim
f x,y L

x
,
y

x
,
y

0
0
S
accumulation point of
. Then the
if for each 0 , however
P in S
small, there exists 0 such that if 0

f x,y L

where

x x0 2 y y0 2

, then

x ,y is in S.

Theorems.
1. Suppose that the function f is defined for all points on open disk having its center at

f x,y L
x0 ,y 0 , except possibly at x0 ,y 0 itself, and x,y lim
. Then
x0 ,y0

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if S is any set of points in R2 having x 0 ,y 0 as an accumulation point, then

lim
f x,y
x,y x0 ,y0
exists and is also equal to L .
P in S

2. If the function f has different limits as

distinct set of points having

lim

x,y x0 ,y0

f x,y L

2.

x0 ,y 0 through two

x0 ,y 0 as an accumulation point, then

does not exist.

Examples.
1.

x ,y approaches

Exercises. Show that the following do not exist

lim

x2 y2

1.

x,y 0 ,0 x2 y2
2 x 3y
x,y 0 ,0 x 2y
lim

3. Show that

lim

2.
x2 y2

exists.

x,y 0 ,0 x2 y2

3.

Definition (of Continuity)

Let f be a function of n variables and
following conditions are satisfied:

ii.
iii.

XP

lim f X

Note that X x1 , x2 , . . . , xn

x,y 0 ,0 x y2
2

xy y3

lim

x,y 0 ,0 x2 y2
x2 y

lim

x,y 0 ,0 2 x4 3y2

P R n .

f P is defined
lim f X
exists
XP

i.

x y

lim

Then f is continuous at

P if the

f P

and P a1 ,a2 , . . . ,an .

Theorems
1. Polynomial functions are continuous everywhere.
2. Rational functions are continuous over their respective domains.

lim
g x,y b
3. If g is a function of two variables and x,y x ,y
, and f is a functions
0 0
lim

of a single variable continuous at b , then x,y x ,y

0 0

f g x,y f b .

Examples. Evaluate the following.

lim

1.

x,y 2 ,1

2.

lim

x2 2x 3y
x2 y2

x,y 1,2 x2 xy

3.

4.

lim

x,y,z 2 ,3 ,5
lim

x,y,z 2 ,1,0

2x2 3 y z

ln x2 3xy z

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Types of Discontinuity
lim f X

1. Essential : if X P

does not exist

lim f X

2. Removable : if X P

lim f X f P
exists but f P is undefined or X P

Examples. Determine whether the following are continuous or

discontinuous at the given point. Also, if discontinuous, identify
the type of discontinuity.
1.

x4 y 4

f x,y

0,0

x y

2.

at

x2 y2

f x,y

x2 y2

if x,y 0 ,0
if x,y 0 ,0

at

0 ,0

Exercises. At what points are the following discontinuous?

Then, identify the type of discontinuities.
1.

f x, y xln xy

2.

g x,y Arctan

3.

h x,y ,z

xyz
x y z

Theorem
If f and g are functions on

n variables that are continuous at

following are also continuous at

___________________

P:

f g , f g , f g and

P Rn ,

then the

f
, provided g P 0 .
g

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1.3 Partial Derivatives

Definitions
Let f be a function of two variables

and y .

The derivative of f with respect to x , denoted by f x , is given by

f x h,y f x,y
f x x,y lim
.
h
h0
The derivative of f with respect to y , denoted by f y , is given by
f x,y h f x,y
f y x,y lim
.
h
h0
Example.
Consider f x,y x2 x 2y . Derive fx and fy using the
definition.
In general, if f is a function of

n variables,

x1 , x2 , . . . , xn ,

f x1 , x2 , . . . , xk h, . . . , xn f x1 , x2 , . . . , xn
.
h
h 0

f xk x1 , x2 , . . . , xn lim

Other Notations

for f x :

f1 , Dx f ,

f
x

for f y :

f 2 , Dy f ,

f
y

for f xk :

f k , Dx f ,

f
xk

Exercises. Use the definition to solve for the partial derivatives.

1.

g x,y

x y2

2.

h x,y

x y
;
x y

g
g
,
y
x
h
h
,
y
x

Another technique to solve for the partial derivatives with respect to a certain variable is to treat other
variables as constants. Then, use differentiation techniques from previous math courses.
f
Examples. Solve for the partial derivatives:
,
x
f
.
y

1.

f x,y x3 y3 2 xy 3 x4 2y 10

2.

f x,y sin xy y ln x
x y

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f
f
f
,
,
.

y
x
z

Exercises. Solve for the partial derivatives:

1.

f x,y,z sin2 x y cos2 y z

3.

f x,y,z exyz 2 x y y lnz

2.

x2 yz

f x,y,z

4. f x,y,z Arctanx2 3zy

x y z

Geometric Interpretation of Partial Derivatives

What we know (or should've known from MATH 36):
Consider y f x continuous at some real number x 0 .

dy
f ' x 0 : slope of tangent line to the graph of y f x at
dx

Consider z f x,y continuous at some point

a,b

P x0 , f x0

f
fx a,.b : slope of the line tangent to the curve of intersection of the surface
x
z f x,y and the plane y b at P a,b, f a,b .
f
fy a,.b : slope of the line tangent to the curve of intersection of the surface
y

z f x,y and the plane

x a at P a,b, f a,b

Example.
Determine the slope of the tangent line to the curve of intersection of the
surface z x2 2y2 4 with the given plane at the point 1,2 ,3 .
1. the plane y 2
2. the plane x 1

Exercise.
Determine the slope of the tangent line to the curve of intersection of the
surface z 3 xy 6 x y2 with the given plane at the point 2 ,1,5
.
a. the plane x 2
b. the plane y 1

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___________________________

1.4 Differentiability and the Total Differential

Definition (of increment of a function).
If f is a function of two variables x and y , the increment of f at a point x,y by
f x,y,x,y f x x,y y f x,y .
x and y is given by

Example.
Consider f x,y x2 2y 1 . Evaluate
f 1 ,2 ,0.01 , 0.02 .

Definition (of differentiability).

If f is a function of two variables

and y such that

f x0 ,y0 ,x,y fx x0 ,y0 x fy x0 ,y0 y 1 x 2 y .

where

x,y

1 ,2

are functions of x and y such that 1 ,2 0 as

0,0 ,

then f is differentiable at x0 ,y0 .

Alternatively, to conclude differentiability, use the next theorem.
Theorem.
Let f be a function of

and y such that fx and fy exist on an open disk B P0 ;r ,

for some r 0 . If fx and fy are continuous at P0 , then f is differentiable at P0 .

The contrapositive of the following theorem is use to conclude non-differentiability.
DO NOT attempt to use this theorem to conclude differentiability.
Theorem.
If f is a function of two variables
that point.

and y differentiable at a point, then it is continuous at

Remark (the contrapositive): If f is discontinuous at a point, then it is not differentiable at that point.

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10

Example.
Show that the following are differentiable on their respective domains.
f x,y

1.

2. g x,y y ln x

x2 y2

x
y

Exercise.

x2 y2

Given f x,y x4 y 4

f is not differentiable at

if x,y 0 ,0
if x,y 0 ,0

. Show that fx 0,0 and fy 0 ,0 exist but

0,0 .

Hint: Use the following definitions of partial derivatives.

f x,y0 f x0 ,y0
x x0
x x0

fx x0 ,y0 lim

f x0 ,y f x0 ,y0
y y0
y y0

fy x0 ,y0 lim

Definition (of total differential)

Let f be a function of two variables x and y . The total differential at x,y by x
d f x,y,x,y fx x,y x fy x,y y .
and y is given by

Remarks:

1. d f x,y,x,y f x,y,x,y
(approximate)
(actual)
2. If z f x,y , then dz fx dx fy dy or dz

z
z
dx
dy.
x
y

3. In general, if w f x1 , x2 , . . . , xn ,
then dw

w
w
w
dx1
dx2 . . .
dxn .
x1
x2
xn

f x x ,y y f x,y df x,y ,x,y

4.
Examples.
1. Approximate

3 1.99 2 2.001 2

1
1
1
2. The formula R r r
1
2

using total differential.

determines the combined resistance

R when resistors

r1 and r 2 are connected in parallel. Use total differential to determine the effect of a
decreasing r1 to the combined resistance R . (Assume that r 2 is fixed.)

Exercises.

1. An open box is to have an inside dimension of 10 in, 5 in and 4 in and thickness of 0.5 in.
Approximate using total differential the volume of the material to be used in constructing the
box.
2. The period

T of a pendulum of length L is given by

acceleration due to gravity (a constant). Show that

T 2

dT
1

T
2

L
g

where g is the

dL
dg

.
L
g

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11

1.5 Chain Rule for Functions of More Than One Variable

Theorem.
If

u is a differentiable function of x

and y , u f x,y , where x F r ,s and

x
x
y
y
,
,
and
exist, then
r
s
r
s

y G r ,s and

u is a function of r

and

and
u
u x
u y

s
x s
y s

u
u x
u y

r
x r
y r

xi

In general, if u f x1 ,x2 , . . . ,xn is differentiable and xi F y1 ,y2 , . . . ,ym and y

j
exists for each i 1,2 ,... ,n and j 1,2 ,... ,m, then
u
u x1
u x2
u xn

...
y j
x1 y j
x2 y j
xn y j

If u f x1 ,x2 , . . . ,xn is differentiable and xi F t and

i 1,2 ,... ,n , then

xi
exists for each
t

u
u x1
u x2
u xn

...
t
x1 t
x2 t
xn t
Examples.
1. Let

u 3 x 4y2

where x 5rs and

Express these in terms of

y 3 r 2 2 s.

Solve for

s.

and

u
u
and
.
r
s

2.
The height of a right circular cylinder is decreasing at a rate of 10 cm/min and the radius
Exercises.
is increasing at a rate of 4 cm/min. Find the rate of change of the volume when the
and
2 where
radiusxis16
1. height
Let w is
50
x2 cm
y2
zthe
r 2cm.
sin cos , y 2r sin sin and

z r cos sin . Solve for

w
w
w
,
and
. Express these in terms of
r

r , and .
2. Let z

f x,y , where x r cos and y r sin . Show that

z
x

z
y

z
r

1
r2

3. The temperature if a metal plate at x,y is e x3 y degrees. A bug is walking

dy
dx
8 units per minute (that is,

2 ). From the bug's

northeast at a rate of
dt
dt

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12

The following are used for implicit differentiation of functions of several variables.
Theorems.
1.

If f is a differentiable function of a single variable x such that y f x and f is defined

implicitly by the equation F x,y 0 , then if F is differentiable and Fy x,y 0 ,

dy
F x,y
x
dx
Fy x,y

2.

If z is a differentiable function of a single variable x and y such that z f x,y and f is

defined implicitly by the equation F x,y,z 0 , then if F is differentiable and

Fz x,y,z 0 ,

Fy x,y,z
z
F x,y,z
z
x

and
x
Fz x,y,z
y
Fz x,y,z

Example.

Exercises.

If x2 cosz y 2 sinz 0 , solve for

Be careful of the form of the previous

theorems that you should use.

dy
.
dx

1. If

x3 2 x2 y y3 0 ,

solve for

dy
.
dx

____________________________
1.6 Higher-order Partial Derivatives
If z f x,y such that fx and fy exist, the second-order partial derivatives are given by

f1 x x,y f1 x,y
x
x0

fxx x,y lim

f1 x,y y f1 x,y
y
y0

fxy x,y lim

f2 x x,y f2 x,y
x
x0

fyx x,y lim

f2 x,y y f2 x,y
y
y0

fyy x,y lim

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13

Exercise.
Consider f x,y x2 y3 3 x4 y 4 2 x y2 5 . Use the
definitions to solve for the following: f xx, f xy , f yx and f yy
.
Other notations

D1 D1 f

For fxx,

Dx Dx f

2 f

For fxy,

Dy Dx f

2 f
yx

D2 D1 f

f12

For fyx ,

Dx Dy f

2 f
xy

D1 D2 f

f21

Dy Dy f

For fyy ,

x2

2 f
y2

f11

D2 D2 f

f22

Illustration.
If w f x,y,z ,

f112 fxxy Dy D x D x f

f231 fyzx D x Dz Dy f

3 f
yyx
3 f
xzy

Example.

Exercise.

Consider

Consider g x,y,z xez y2 zy3 ln x

f x,y,z x2 cosz y2 sinz .

for the following:

and

3 f
x z x

3 f
z3

Solve

. Solve for the following:

3 f
x y z

3 f
x z y

and

3 f
y3

4 f
.
x z x z

Theorem
Suppose that if f is a function of

and y defined on an open disk

B x0 ,y0 ;r

and

fx , fy , fxy and fyx are all defined within B such that fxy and fyx are continuous on
fxy x0 ,y0 fyx x0 ,y0
B . Then,