Cal3 Ch1 G1 (5 Nov)

CHAPTER I
FUNCTION OF SEVERAL VARIABLES
Institute of Technology of Cambodia

Department of Foundation Year
LIN Mongkolsery
sery@itc.edu.kh
2021-2022
Calculus 3 ITC 0 / 47
Contents
1 Introduction to Functions of Several Variables

2 Limits and Continuity
3 Partial Derivatives
4 Differentials
5 Chain Rules for Functions of Several Variables
6 Directional Derivatives and Gradients
7 Tangent Planes and Normal Lines
8 Extrema of Functions of Several Variables
9 Lagrange Multipliers
Introduction to Functions of Several Variables
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Definition 1
Let D be a nonempty set and that for each element x in D there
corresponds a unique value y = f (x) in R, then f is called a function of
x. The set D is the domain of f , and R is the range of f . We write
f : D −→ R
x 7−→ f (x)
In this case x is called independent variable and y is called dependent

variable.
If R = R, then f is called a real-valued function.
If R = Rn , n ≥ 2, then f is called a vector-valued function.
If D ⊂ Rn and R = R, then one can write

f : D ⊂ Rn −→ R
x = (x1 , x2 , . . . , xn ) 7−→ y = f (x1 , x2 , . . . , xn )
Some Operations in Rn
Let x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ) ∈ Rn and α ∈ R. We define

Addition: x + y = (x1 + y1 , x2 + y2 , . . . , xn + yn )
Scalar multiplication: αx = (αx1 , αx2 , . . . , αxn )
Inner product: x · y = hx, y i = xy = x1 y1 + x2 y2 + · · · + xn yn .
n
!1/2 q
X
Euclidean Norm: kxk = xi2 = x12 + x22 + · · · + xn2
i=1
" n
#1/2
X
Distance between x and y : kx − y k = (xi − yi )2
i=1
Basic Topology in Rn
Let x0 ∈ Rn and let > 0. A neighbourhood or -neighbourhood
about x0 is denoted and defined by
N (x0 ) = {x ∈ Rn : kx − x0 k < }.
A point x0 in R is called an interior point of R if there exists an
-neighbourhood about x0 that lies entirely in R. That is,
x0 ∈ N (x0 ) ⊂ R.
◦
The interior of R, denoted by R or int(R), is the set of all interior
points of R.
A point x0 is a boundary point of R if every neighbourhood about x0
contains points inside R and points outside R.
∀ > 0 : N (x0 ) ∩ R 6= ∅ and N (x0 ) ∩ R c 6= ∅
The boundary of R, denoted by ∂R or b(R), is the set of all
boundary points of R.
Figure: Interior point

Figure: Boundary point
◦
A region R is open if R ⊂ R.
A region R is closed if ∂R ⊂ R.
◦
The closure of R is denoted by R and defined by R = R ∪ ∂R.
Level curve, level surface and level hypersurfce
Definition 2 (Level curve, level surface and level hypersurfce)

The set of points (x1 , x2 , . . . , xn ) in Rn where a function of n independent
variables has a constant value f (x1 , x2 , . . . , xn ) = c is called a level
hypersurface of f .
In particular,
the set of points in the plane where a function f (x, y ) has a constant
value f (x, y ) = c is called a level curve of f .
the set of points in the space where a function f (x, y , z) has a
constant value f (x, y , z) = c is called a level surface of f .
Note that if n ≥ 4, the set of points satisfying the equation
f (x1 , x2 , . . . , xn ) = c is called level hypersurface.
Example of level curves
Figure: Level curves show the lines of Figure: Level curves show the lines of
equal pressure (isobars) measured in equal temperature (isotherms) measured
millibars in degree Fahrenheit.
Limits and Continuity

Limit of a Function of Several Variables
Definition 3
Let f : D ⊂ Rn → Rm and a ∈ D. Then we say that the limit of f (x)
equals L as x approaches a, written as
lim f (x) = L,
x→a
if given any ε > 0, there exists a δ > 0 such that
kf (x) − LkRm < ε whenever kx − akRn < δ.
Theorem 1
If a limit exists, it is unique.
Theorem 2
Suppose that lim f (x) and lim g (x) both exist and that k is a scalar.
x→a x→a
Then
lim [f (x) ± g (x)] = [ lim f (x)] ± [ lim g (x)]
x→a x→a x→a
lim [kf (x)] = k[ lim f (x)]
x→a x→a
lim [f (x)g (x)] = [ lim f (x)][ lim g (x)]
x→a x→a x→a
lim [f (x)/g (x)] = [ lim f (x)]/[ lim g (x)] provided lim g (x) 6= 0 and
x→a x→a x→a x→a
both f and g are real-valued functions.
If f (x) ≤ g (x) for all x, then lim f (x) ≤ lim g (x), where f and g are
x→a x→a
real-valued functions.
If kf (x) − Lk ≤ g (x) for all x and if lim g (x) = 0, then lim f (x) = L.
x→a x→a
Note
To show that the limit does not exist, we need to show that the function
approaches different values as x approaches a along different paths in Rn .
Theorem 3
Let f : D ⊂ Rn → Rm be a vector-valued functions,f = (f1 , f2 , . . . , fm ) and
L = (L1 , L2 , . . . , Lm ). Then,
lim f (x) = L ⇐⇒ lim fi (x) = Li

x→a x→a
for i = 1, 2, . . . , m.
Continuity
Definition 4
Let f : D ⊂ Rn 7−→ Rm . We say that the function f is continuous at a
point a in D if
lim f (x) = f (a).
x→a
We say that f is a continuous function on D if it is continuous at every

point in its domain D.
Theorem 4 (Algebraic properties)

Let f , g : D ⊂ Rn → Rm be continuous vector-valued function and let
α ∈ R be a scalar. Then
f + αg and fg are continuous.
If both f and g are real-valued functions and if g (x) 6= 0, then f /g is
continuous.
Partial Derivatives

Partial derivatives of a function of several variables
Definition 5
Let f : D ⊂ Rn 7−→ R. If y = f (x) = f (x1 , x2 , . . . , xn ), then the first
partial derivative of f with respect to xi , i ∈ {1, 2, . . . , n}, is denoted
∂f
fxi (x) or (x) and it is defined by
∂xi
∂ f (x1 , . . . , xi + ∆xi , . . . , xn ) − f (x1 , . . . , xn )

fxi (x) = f (x) = lim
∂xi ∆xi →0 ∆xi
provided the limit exists.

∂f
Note that if the function has a partial derivative with respect to xj , we
∂xi
denote the partial derivative by
∂2f

∂ ∂f
= = fxi xj .
∂xj ∂xi ∂xj ∂xi
Partial Derivatives
Partial Derivatives
Theorem 5
Let f , g be two scalar-valued functions of n variables and let
x = (x1 , . . . , xn ). If fxi (x) and gxi (x) exist, then
∂(f + λg )
(x) = fxi (x) + λgxi (x) where λ is some constant
∂xi
∂(fg )
(x) = fxi (x)g (x) + f (x)gxi (x)
∂xi
∂(f /g ) fx (x)g (x) − f (x)gxi (x)
(x) = i if g (x) 6= 0.
∂xi g 2 (x)
Partial Derivatives

Partial Derivatives
Definition 6
A function f : D ⊂ Rn → R is said to be of class C k if all its partial
derivatives of order ≤ k are continuous.
A function f : D ⊂ Rn → R is said to be of class C ∞ if f has
continuous partial derivatives of all orders.
A function f : D ⊂ Rn → Rm is said to be of class C k if each of
component functions is of class C k .
A function f : D ⊂ Rn → Rm is said to be of class C ∞ if each of
component functions is of class C ∞ .
Partial Derivatives
Partial Derivatives
The function obtained by differentiating f successively with respect to

x1 , x2 , . . . , xn ; r1 , r2 , . . . , rn times, respectively is denoted by
∂k f
, r1 + r2 + · · · + rn = k
∂x1r1 ∂x2r2. . . ∂xnrn
It is called a kth-order partial derivative of f .

Theorem 6
Let f : D ⊂ Rn → R be a C k function. Then
fxi1 xi2 ...xir (x) = fxj1 xj2 ...xjr (x)
where j1 j2 . . . jr is a permutation of i1 i2 . . . ir .
Differentials
Differentials
Definition 7
Let D ⊂ Rn be open and f : D → R. The function f is said to be
differentiable at a if there is a mapping La : Rn → R (called differential
of f at a denoted by dfa = La or df = L for short, that is df (h) = L(h)),
such that
1 f (a + h) = f (a) + La (h) + o(khk).
2 La (αx + y ) = αLa (x) + La (y ) for all x, y ∈ Rn and α ∈ R.
A function f is said to be differentiable on D if it is differentiable for all
elements in D.
Theorem 7
Let D ⊂ Rn be open and f : D → R be a function. If the function f is
differentiable at a ∈ D then there is only one mapping La defined in
Definition 7, and f is continuous at a.
Differentials
Theorem 8
Let D ⊂ Rn be open and f : D → R. If the function f is differentiable at a
then all partial derivatives of function f exist at a and the differential of f
at a is
∂f ∂f ∂f
df = L(h) = (a)h1 + (a)h2 + · · · + (a)hn
∂x1 ∂x2 ∂xn
where h = (h1 , h2 , . . . , hn ).
Note that if we denote the increments
hi = ∆xi = dxi , i = 1, 2, . . . , n
(called the differential of the independent variable xi , i = 1, 2, . . . , n,

respectively), then
∂f ∂f ∂f
df = (a)dx1 + (a)dx2 + · · · + (a)dxn
∂x1 ∂x2 ∂xn
Differentials
Differentials
and the increment ∆f = f (a + ∆x) − f (a) of dependent variable f is
∂f ∂f
∆f = (a)∆x1 + · · · + (a)∆xn + o (k∆xk) .
∂x1 ∂xn
If ∆xi = dxi , i = 1, 2, . . . , n are small enough tending to zero, then ∆f can
be approximated by df .
Theorem 9
Let D ⊂ Rn be open and f : D → R. If all first-order partial derivatives of
function f exist and are continuous at a, then the function f is
differentiable at a.
Theorem 10
If a function is differentiable at a, then it is continuous at a.
Chain Rules for Functions of Several Variables
Chain rules for functions of several variables
Theorem 11 (Chain rules for function of several variables)

Let y = f (x1 , x2 , . . . , xn ), where f is differentiable function of
xi , i = 1, 2, . . . , n. If each xi , i = 1, 2, . . . , n is a differentiable function of m
variables t1 , t2 , . . . , tm , then y is a differentiable function of t1 , t2 , . . . , tm
and
n
∂y X ∂y ∂xi
= .
∂tj ∂xi ∂tj
i=1
for j = 1, 2, . . . , m.
In particular, if xi , i = 1, 2, . . . , n is a function of a single variable t, then
we have
n
dy X ∂y dxi
= .
dt ∂xi dt
i=1
Chain Rules for Functions of Several Variables
Chain rules for functions of several variables
Theorem 12 (Chain rule: Implicit Differentiation)

If the equation F (x1 , x2 , . . . , xn , y ) = 0 defines y implicitly as a
differentiable function of xi , i = 1, 2, . . . , n, then
∂y Fx (x1 , x2 , . . . , xn , y )
=− i , Fy (x1 , x2 , . . . , xn , y ) 6= 0
∂xi Fy (x1 , x2 , . . . , xn , y )
for i = 1, 2, . . . , n.
Directional Derivatives and Gradients
Directional Derivatives
Definition 8
Let f : D ⊂ Rn → R, a ∈ Rn and u ∈ Rn be any unit vector. The
directional derivative of f at a in the direction of u is defined by
f (a + tu) − f (a)
Du f (a) = lim , t ∈ R,
t→0 t
provided that the limit exists.
Theorem 13
Let f : D → R and a ∈ D ⊂ Rn . Let u = (u1 , u2 , . . . , un ) be a unit vector.
Suppose that the first partial derivatives of f exist and continue at a. Then
n
X ∂f
Du f (a) = ui (a).
∂xi
i=1
Gradient
Definition 9
For a real-valued function f (x1 , x2 , . . . , xn ), the gradient of f at a point
a, denoted by ∇f (a), is the vector

∂f ∂f ∂f
∇f (a) = (a), (a), . . . , (a) .
∂x1 ∂x2 ∂xn
Theorem 14
Let D ⊂ Rn be open, and suppose f : D → R is differentiable at a ∈ D.
Then the directional derivative of f at a exists for all directions (unit
vectors) u and, moreover, we have
Du f (a) = ∇f (a) · u
Gradient
Theorem 15
Let f be a continuously differentiable
real-valued function, with ∇f 6= 0.
Then:
The value of f (x) increases the
fastest in the direction of ∇f .
The maximum value of Du f is
k∇f k.
The value of f (x) decreases the
fastest in the direction of −∇f .
The minimum value of Du f is
−k∇f k. Figure: The maximum increase of f in
the direction of ∇f (x, y ) in the xy -plane
Gradient
Theorem 16
Let D ⊂ Rn be open, and f : D → R be a function of class C 1 . If a is a
point on the level hypersurface S = {x ∈ D : f (x) = c}, then the vector
∇f (a) is perpendicular to S.
Differential fo Vector-Valued Functions
Definition 10
Let D ⊂ Rn be open and f : D → Rm be a vector-valued function of n
variables. Then f is said to be differentiable at a if there is a mapping
La : Rn → Rm (called the differential of f at a denoted by dfa = La or
df = L for short, that is df (h) = L(h)) such that
1 f (a + h) = f (a) + La (h) + o (khk).
2 La (αx + y ) = αLa (x) + La (y ) for all x, y ∈ Rn and α ∈ R.
A function f is said to be differentiable on D if it is differentiable for all
elements in D.
Theorem 17
If the function f : D ⊂ Rn → Rm is differentiable at a then there is only
one mapping La defined in Definition 10 and f is continuous at a.
Definition 11
Let f : D ⊂ Rn → Rm be a vector-valued function of n variables. Let
x = (x1 , . . . , xn ) denote a point of Rn and f = (f1 , . . . , fm ). We define the
matrix of partial derivatives of f , denoted Df , to be the m × n matrix
∂fi ∂fi
whose (i, j) entry is . That is, Df = .
∂xj ∂xj m×n
The matrix
∂fi
Df (a) = (a)
∂xj m×n
is also called Jacobian matrix of f at a.
Theorem 18
Let D ⊂ Rn be open and f : D → Rm be a vector-valued function of
x = (x1 , . . . , xn ). If f = (f1 , . . . , fm ) is differentiable at a then the
first-order partial derivatives of f exist at a and the differential of f at a is
∂f1 ∂f1
 
(a) · · · (a) 
dx1

 ∂x1 ∂xn 
df (dx) = Df (a)(dx) = 
 .. .. ..  . 
  .. 
 . . . 
 ∂fm ∂fm  dx
(a) · · · (a) n
∂x1 ∂xn
For short,
∂f1 ∂f1
 
(a) · · · (a) 
dx1

 ∂x1 ∂xn 

df =  .. .. ..  . 
  ..  .
 . . . 
 ∂fm ∂fm  dx
n
(a) · · · (a)
∂x1 ∂xn
Theorem 19
If f , g : D → Rm are differentiable at a then
d(f + αg )(a) = df (a) + αdg (a)
where α is a constant.
Theorem 20
Let D ⊂ Rn be open and f : D → Rm be a function. If all first-order
partial derivatives of f exist at a and are continuous at a, then the
function f is differentiable at a.
Theorem 21 (Chain rule)

Let D1 ⊂ Rn and D2 ⊂ Rm be open. If f : D1 → Rm is differentiable at a
and g : D2 → Rp is differentiable at f (a) ∈ D2 , then k = g ◦ f is
differentiable at a and
d(g ◦ f )(a) = dg (f (a)) df (a).
If Mg ◦f (a) is the Jacobian matrix of g ◦ f at a, Mg (f (a)) the Jacobian

matrix of g at f (a), and Mf (a) is the Jacobian matrix of f at a, then
Mg ◦f (a) = Mg (f (a)) Mf (a).
Hessian Matrix
Definition 12 (Principal Minor)
Let A = (aij )n×n be a square matrix. The determinant

Ak = det (aij )k×k , 1 ≤ k ≤ n, is called the kth principal minor of
matrix A.
Definition 13 (The Hessian of a Function)

Let D ⊂ Rn and f : D → R be a function of class C 2 . The Hessian of f
at a, denoted by Hf (a), is the matrix whose (i, j) entry is fxi xj (a). . That is,
∂2f

Hf (a) = (a) .
∂xj ∂xi n×n
∂2f

We denote Hk = det the kth principal minor of Hf for
∂xj ∂xi k×k
k = 1, 2, . . . , n.
Higher Order Differential
Definition 14 (Higher Order Differential)

Let D ⊂ Rn and f : D → R be a function. Suppose that the partial
derivatives of f order k − 1 exist on D, and each (k − 1)th order partial
derivative of f is differentiable at a ∈ D. We call the kth differential of f
at a is the expression
n n
X X ∂k f
d (k) fa (h) = ··· (a)hi1 . . . hik .
∂xi1 . . . ∂xik
i1 =1 ik =1
where h = (h1 , . . . , hn ).
Theorem 22 (Taylor’s formula)

Let f : D ⊂ Rn → R be in class C k−1 and a, x ∈ D. If each (k − 1)th
order partial derivative of f is differentiable on D and the line segment
L(a, x) = {(1 − t)a + tx, 0 ≤ t ≤ 1} ⊂ D, then there is a point c ∈ L(a, x)
such that
k−1
X 1 (j) 1
f (x) = f (a) + d fa (h) + d (k) fc (h)
j! k!
j=1
1
where d (1) fa (h) = dfa (h); d (2) fa (h) = ht Hf (a)h
2
n n jf
X X ∂
d (j) fa (h) = ··· (a)hi1 . . . hij ,
∂xi1 . . . ∂xij
i1 =1 ij =1
n n
X X ∂j f
d (k) fc (h) = ··· (c)hi1 . . . hik and
∂xi1 . . . ∂xik
i1 =1 ik =1
h = (h1 , . . . , hn ) = x − a.
Tangent Planes and Normal Lines
So far, you have represented surfaces in space primarily by equations of the

form
z = f (x, y )
In the development to follow, however, it is convenient to use the more
general representation F (x, y , z) = 0. For a surface S given by
z = f (x, y ), you can convert to the general form by defining F as
F (x, y , z) = f (x, y ) − z.
Because f (x, y ) − z = 0, you can consider S to be the level surface of F

given by
F (x, y , z) = 0.
Let S be a surface given by

F (x, y , z) = 0 and let P(x0 , y0 , z0 ) be
a point on S. Let C be a curve S
on through P that is defined by the
vector-valued function
r(t) = x(t)i + y (t)j + z(t)k
Then, for all t
F (x(t), y (t), z(t)) = 0.
If F is differentiable and x 0 (t), y 0 (t)

and z 0 (t) all exist, then we have
F 0 (t) = Fx (x, y , z)x 0 (t)+Fy (x, y , z)y 0 (t)+Fz (x, y , z)z 0 (t) = 0

At point P(x0 , y0 , z0 ), the equivalent vector form is
∇F (x0 , y0 , z0 ).r0 (t0 ) = 0.
Meaning that the gradient at P is orthogonal to the tangent vector of

every curve on S through P. So, all tangent lines on S lie in a plane that
is normal to ∇F (x0 , y0 , z0 ) and contains P, as shown in the Figure.
Definition 15
Let F be differentiable at the point P(x0 , y0 , z0 ) on the surface given by
F (x, y , z) = 0 such that ∇F (x0 , y0 , z0 ) 6= 0.
The plane through P that is normal to ∇F (x0 , y0 , z0 ) is called the
tangent plane to S at P.
The line through P having the direction of ∇F (x0 , y0 , z0 ) is called the
normal line to S at P.
Theorem 23 (Equation of Tangent plane)

If F is differentiable at (x0 , y0 , z0 ) then an equation of the tangent plane
to the surface given by F (x, y , z) = 0 at (x0 , y0 , z0 ) is
Fx (x0 , y0 , z0 )(x − x0 ) + Fy (x0 , y0 , z0 )(y − y0 ) + Fz (x0 , y0 , z0 )(z − z0 ) = 0
Theorem 24
If the surface given by equation z = f (x, y ), then an equation of tangent
line to the the surface at the point (x0 , y0 , z0 ) is
fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ) − (z − z0 ) = 0.
Extrema of Functions of Several Variables

Definition 16
Let D ⊂ Rn , f : D → R be a function and a ∈ D.
f (a) is called a local minimum of f if there is an r > 0 such that
f (a) ≤ f (x) for all x ∈ Br (a) ∩ D.
f (a) is called a local maximum of f if there is an r > 0 such that
f (a) ≥ f (x) for all x ∈ Br (a) ∩ D.
f (a) is called a local extremum of f if there f (a) is a local minimum
or a local maximum of f .
f (a) is called a global minimum of f on D if f (a) ≤ f (x) for all
x ∈ D.
f (a) is called a global maximum of f on D if f (a) ≥ f (x) for all
x ∈ D.
f (a) is called a global extremum of f on D if f (a) is a global
minimum or a global maximum of f .
Theorem 25
If D ⊂ Rn is closed and bounded and f : D → R is a continuous function,
then f must have both a global maximum and a global minimum
somewhere on D.
Theorem 26
Let D ⊂ Rn be open and f : D → R be a function. If the first-order partial
derivatives of f exist at a ∈ D and f (a) is a local extremum of f , then
∇f (a) = 0.
Definition 17
Let f be defined on an open region D containing a. The point a is a
critical point of f if one of the following is true.
1 fxi (a) = 0, for all i = 1, 2, . . . , n.
2 fxi (a) does not exist for some i ∈ {1, 2, . . . , n}.
Definition 18
Let D ⊂ Rn be open and f : D → R be differentiable at a ∈ D. Then a is
called a saddle point of f if ∇f (a) = 0 and there is an r0 > 0 such that
given any 0 < ρ < r0 there are points x, y ∈ Bρ (a) which satisfy
f (x) < f (a) < f (y ).
Theorem 27 (A necessary condition for extremum)

If f has a local extremum at a on an open region D, then a is a critical
point of f .
Definition 19 (Quadratic form)

Let bij ∈ R such that bij = bji and h = (h1 , . . . , hn ) ∈ Rn . A quadratic
form in h1 , . . . , hn is a function defined by
n X
X n
Q(h1 , . . . , hn ) = bij hi hj .
i=1 j=1
This quadratic form can be written in term of matrices as

  
b11 . . . b1n h1
Q(h) = (h1 . . . hn )  ... .. ..   ..  = ht Bh

. .  . 
bn1 . . . bnn hn
where ht = ( h1 . . . hn ) and B = (bij )n×n is a symmetric matrix.
Definition 20
The quadratic form Q(h) = ht Bh (equivalentelly a symmetric matrix B) is
said to be positive definite if Q(h) > 0 for all h 6= 0 and negative
definite if Q(h) < 0 for all h 6= 0.
Theorem 28
Let A = (aij )n×n be a symmetric matrix.
A is positive definite if and only if all kth principal minors Ak > 0
for all k = 1, 2, . . . , n.
A is negative definite if and only if all kth principal minors
(−1)k Ak > 0 for all k = 1, 2, . . . , n.
Theorem 29 (The Second Derivative Test)

Let D ⊂ Rn be open containing a and f : D → R satisfy ∇f (a) = 0.
Suppose further that all second-order partial derivatives of f exist on D
and continuous at a.
If the quadratic form Hf (a) is positive definite, then f (a) is a local
minimum of f .
If the quadratic form Hf (a) is negative definite, then f (a) is a local
maximum of f .
If |Hf (a)| =
6 0, but Hf (a) is neither positive nor negative definite, then
a is a saddle point of f .
If |Hf (a)| = 0, then the test is fail to conclud and we must use
another method to determine the nature of a
Definition 21
Let D ⊂ Rn and f : D → R be a function.
The set D is said to be convex if every two points x, y ∈ D, the line
segment L(x, y ) ⊂ D.
The function f is said to be convex on a convex set D if for any
x, y ∈ D and for any
t ∈ [0, 1], f ((1 − t)x + ty ) ≤ (1 − t)f (x) + tf (y ).
The function f is said to be concave on a convex set D if for any
x, y ∈ D and for any
t ∈ [0, 1], f ((1 − t)x + ty ) ≥ (1 − t)f (x) + tf (y ).
Theorem 30
Let D ⊂ Rn be a convex set and f : D → R be a C 2 function. The
function f is a convex function on D if and only if for any x ∈ D, for any
k = 1, 2, . . . , n, the kth principal minor of the Hessian Hk (x) ≥ 0.
Theorem 31
If f : D → R is a convex function on a convex set D and f (a) is a local
minimum then f (a) is the global minimum on D.
If f : D → R is a concave function on a convex set D and f (a) is a local
maximum then f (a) is the global maximum on D.
Lagrange Multipliers
Theorem 32
Let f , g1 , . . . , gk : D → R be C 1 functions where D ⊂ Rn is open and
k < n. Suppose there is an a ∈ D such that
∂g1 ∂g1
 
(a) . . . (a)
 ∂x1 ∂xk 

det  .
. . . .
.

 6= 0. (1)
 . . . 
 ∂gk ∂gk 
(a) . . . (a)
∂x1 ∂xk
If f (a) is local extremum of f subject to the constraints gi (x) = ci for

i = 1, 2, . . . , k, then there exist scalars λ1 , . . . , λk (called Lagrange
Multipliers) such that
k
X
∇f (a) − λi ∇gi (a) = 0.
i=1
Theorem 33 (Second derivative test for constrained local extremum)

Let f , g1 , . . . , gk : D → R be C 2 functions where D ⊂ Rn is open and
k < n. Denote
k
X
L(λ; x) = f (x) − λi (gi (x) − ci )
i=1
and so-called Lagrange function. Suppose there is an a ∈ D and satisfy

(1). We denote matrix HL (λ; a) by

O −Dg (a)
HL (λ; a) =
−(Dg (a))t H
k
∂2f X ∂ 2 gm
where O = (0)k ; H = (hij )n×n ; hij = (a) − λm (a).
∂xj ∂xi ∂xj ∂xi
m=1
Let dj be jth principal minor of HL (λ; a). We calculate the sequence of

n − k numbers
(s) : (−1)k d2k+1 , (−1)k d2k+2 , . . . , (−1)k dk+n
Assume that det(HL (λ, a)) 6= 0.

1 If the sequence in (s) consists entirely of positive numbers, then f (a)
is a local minimum subject to the constraints gi (x) = ci for all
i = 1, 2, . . . , k.
2 If the sequence in (s) begin with a negative number and thereafter
alternates in sign, then f (a) is a local maximum subject to the
constraints gi (x) = ci for all i = 1, 2, . . . , k.
3 If neither case 1 nor case 2 holds, then f has a constrained saddle
point at a.
If det(HL (λ, a)) = 0, then the test is fail.

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CHAPTER I

FUNCTION OF SEVERAL VARIABLES

Institute of Technology of Cambodia

1 Introduction to Functions of Several Variables

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In this case x is called independent variable and y is called dependent

If D ⊂ Rn and R = R, then one can write

Let x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ) ∈ Rn and α ∈ R. We define

Introduction to Functions of Several Variables

Figure: Interior point

Level curve, level surface and level hypersurfce

Definition 2 (Level curve, level surface and level hypersurfce)

Example of level curves

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if given any ε > 0, there exists a δ > 0 such that

kf (x) − LkRm < ε whenever kx − akRn < δ.

Limit of a Function of Several Variables

Limit of a Function of Several Variables

lim f (x) = L ⇐⇒ lim fi (x) = Li

We say that f is a continuous function on D if it is continuous at every

Theorem 4 (Algebraic properties)

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∂ f (x1 , . . . , xi + ∆xi , . . . , xn ) − f (x1 , . . . , xn )

provided the limit exists.

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The function obtained by differentiating f successively with respect to

It is called a kth-order partial derivative of f .

fxi1 xi2 ...xir (x) = fxj1 xj2 ...xjr (x)

Note that if we denote the increments

(called the differential of the independent variable xi , i = 1, 2, . . . , n,

and the increment ∆f = f (a + ∆x) − f (a) of dependent variable f is

Chain rules for functions of several variables

Theorem 11 (Chain rules for function of several variables)

Chain rules for functions of several variables

Theorem 12 (Chain rule: Implicit Differentiation)

Differential fo Vector-Valued Functions

Differential fo Vector-Valued Functions

Differential fo Vector-Valued Functions

d(f + αg )(a) = df (a) + αdg (a)

Differential fo Vector-Valued Functions

Theorem 21 (Chain rule)

d(g ◦ f )(a) = dg (f (a)) df (a).

If Mg ◦f (a) is the Jacobian matrix of g ◦ f at a, Mg (f (a)) the Jacobian

Mg ◦f (a) = Mg (f (a)) Mf (a).

Definition 13 (The Hessian of a Function)

Higher Order Differential

Definition 14 (Higher Order Differential)

Theorem 22 (Taylor’s formula)

Tangent Planes and Normal Lines

So far, you have represented surfaces in space primarily by equations of the

Because f (x, y ) − z = 0, you can consider S to be the level surface of F

Tangent Planes and Normal Lines

Let S be a surface given by

r(t) = x(t)i + y (t)j + z(t)k

Then, for all t

F (x(t), y (t), z(t)) = 0.

If F is differentiable and x 0 (t), y 0 (t)

Tangent Planes and Normal Lines

∇F (x0 , y0 , z0 ).r0 (t0 ) = 0.

Meaning that the gradient at P is orthogonal to the tangent vector of

Tangent Planes and Normal Lines

Theorem 23 (Equation of Tangent plane)

Fx (x0 , y0 , z0 )(x − x0 ) + Fy (x0 , y0 , z0 )(y − y0 ) + Fz (x0 , y0 , z0 )(z − z0 ) = 0