MAT1011 Calculus for Engineers Module 3 Multivariable Calculus Syllabus Multivariable Calculus: Functions of two variables-limits and continuity-partial derivatives -total differential-Jacobian and it Properties.Functions of Several Variables DEFINITIONS — Suppose Dis a set of n-tuples of real numbers (; A real-valued function f on D is a rule that number Xn). jgns a unique (single) real w = fei, x2,-+.5%n) to each element in D. The set D is the function’s domain. The set of w-values taken on by f is the function’s range. The symbol w is the dependent variable of f, and f is said to be a function of the n independent variables x; to x). We also call the x's the function’s input variables and call w the function’s output variable.Illustrations: FIGURE An arrow diagram for the function z = As usual, we evaluate functions defined by formulas by substituting the values of the independent variables in the formula and calculating the corresponding value of the dependent variable. For example, the value of f(x, Vx? + y? + 2? at the point (3,0, 4) is 13,0,4) = VBP + OF + GP = V25 =5.Domains and Ranges In defining a function of more than one variable, we follow the usual practice of excluding inputs that lead to complex numbers or division by zero. If f(x,y) = Vy — x?, y cannot be less than x. If f(x,y) = 1/(xy), xy cannot be zero. The domain of a function is as- sumed to be the largest set for which the defining rule generates real numbers, unless the domain is otherwise specified explicitly. The range consists of the set of output values for the dependent variable.Examples: (a) These are functions of two variables. Note the restrictions that may apply to their dom: order to obtain a real value for the dependent variable z. Function Domain Range z=Vy- yer? [0, 00) xy 40 (—00, 0) U(0, co) z= sinxy Entire plane [-1, 1] (b) These are functions of three variables with restrictions on some of their domains. Function Domain Range 2 Entire space [0, 0) (x,y,z) (0,0, 0) (0, 00) we ypsyee w =xylnz Half-space z > 0 (—00, 00)Functions of Two Variables Interior Points and Boundary Points DEFINITIONS A point (xo, yo) ina region (set) in the xy-plane is an interior point of R if it is the center of a disk of positive radius that lies entirely in R. A point (xo, yo) is a boundary point of 2 if every disk centered at (xo, Yo) contains points that lie outside of R as well as points that lie in R. (The boundary point itself need not belong to R.) The interior points of a region, as a set, make up the interior of the region. The region’s boundary points make up its boundary. A region is open if it con- sists entirely of interior points. A region is closed if it contains all its boundary points.Illustrations: ey R Goya) (2) Interior point FIGURE Interior points and boundary points of a plane region R. An ily a point of R.A boundary point of R need not belong to R. interior point is nevessIllustrations: Open unit disk Every point an interior point FIGURE Boundary of unit disk. (The unit circle.) y y \ @ ( >x 0 0 0 ((,y) [e+ {x y) |x? + y? = 1) {@, y) [a2 + Closed unit disk Contains all boundary points. Interior points and boundary points of the unit disk in the plane.Bounded and Unbounded Regions DEFINITIONS A region in the plane is bounded if it lies inside a disk of fixed radius. A region is unbounded if it is not bounded. Examples: Examples of bounded sets in the plane include line segments, triangles, interiors of triangles, rectangles, circles, and disks. Examples of unbounded sets in the plane include lines, coordinate axes, the graphs of functions defined on infinite intervals, quadrants, half-planes, and the plane itself.Level Curves, Graph and Surface of the Function of Two variables DEFINITIONS _ The set of points in the plane where a function f(x, y) has a constant value f(x,y) = ¢ is called a level curve of f. The set of all points (x, », f(x, »)) in space, for (x, ») in the domain of f, is called the graph of f. The graph of f is also called the surface z = f(x,y).Examples: Graph f(x,y) = 100 — x? — y? and plot the level curves f(x,y) = 0, f(x,y) = 51, and f(x, y) = 75 in the domain of f in the plane. i The surface ” (Gy) S(x,y) = 75 fy) =51 (a typical ~ level curve in the function’s domain) FIGURE The graph and selected level curves of the function f(x, y)Contours of the Function of Two variables The curve in space in which the plane z = ¢ cuts a surface z = f(x,y) is made up of the points that represent the function value f(x,y) = c. It is called the contour curve f(x,y) = cto distinguish it from the level curve f(x, y) = cin the domain of fIllustrations: ‘The contour curve f(x,y) is the circle x? + y? x ‘The level curve fx, y) is the circle x? + FIGURE Aplane z = c parallel to the xy-plane intersecting a surface = = f(x,y) produces a contour curve.Limits and Continuity in Higher Dimensions Limits of the Function of Two Variables DEFINITION — We say tha approaches (xo, yo), and write a function f(x, y) approaches the limit L as (x, y) fy) =L lir (x,y) Go, yo) if, for every number € > 0, there exists a corresponding number 5 > 0 such that for all (x, y) in the domain of f, [f@.y) — L| Qo, vo) lim y=y (x, y)> Cro, vo)” = lm k=k (any number k). (x, y)>@o. yo) lim (x,y) = lim X = Xo. a ee (sy) Gy). :Properties of Limits of the Function of Two Variables (Continued) THEOREM —Properties of Limits of Functions of Two Variables The fol- lowing rules hold if L, M, and k are real numbers and i oie i eoh— a ee 1. Sum Rule: 4 pli ie y) + g(@,y))=L+M 2. Difference Rule. 4 sl (fey) — g(x,y) =L-M 3. Constant Multiple Rule: | tim kf) = kL (any number &) sb. 4. Product Rule: cep, yy (L052) 8659)) = LM 5. Quotient Rule: cen i, & - -4. Meo 6. Power Rule: slim, L7G 991" = L" 1 a positive integer (op tte 7. Root Rule. cen it, jy VID) = WE = Lin, na positive integer, and if 7 is even, we assume that L > 0.Two-Path Test for Nonexistence of a Limit Two-Path Test for Nonexistence of a Limit Ifa function f(x, y) has different limits along two different paths in the domain of f as (x, y) approaches (xo, vo), then lim¢, ») (xo, 4) [CX .v) does not exist. Having the same limit along all straight lines approaching (xo, Yo) does not imply a limit exists at (xo, yo).Examples: (0) fin, BS = PO #3 (01) x2y + yf (OY(1) + 5(0)(@) — (1)? (b) tim | Vx? + y? = VG) + (Hay? = V25 = 5 (xy) G, -4) = -3Example: Show that the function has no limit as (x, y) approaches (0, 0).Solution: : (b) FIGURE (a) The graph of f(x, y) = 2x?y/(x4 + y?). (b) Along each path y = kx? the value of f is constant, but varies with kSolution (Continued): The limit cannot be found by direct substitution, which gives the indeterminate form 0/0. We examine the values of f along curves that end at (0, 0). Along the curve y = kx?, x # 0, the function has the constant value ie eg fey) wo + (key Therefore, " = ek fom FO 00) [ros ul Le along y=kx? This limit varies with the path of approach. If (x, y) approaches (0, 0) along the parabola y = x?, for instance, & = | and the limit is 1. If (x, y) approaches (0, 0) along the x-axis, k = Oand the limit is 0. By the two-path test, f has no limit as (x, y) approaches (0, 0). ™Continuity of the Function of Two Variables DEFINITION A function f(x. y) is continuous at the point (xo, yo) if 1. fis defined at (xo, v0), 2 lim F059) exists, . i yl = f(xo. yo). A function is continuous if it is continuous at every point of its domain.Example: Show that 2xy f(x,y) = 4x72 + yp?’ 0, (x, ¥) — (0, 0) (x,y) # (0, 0) is continuous at every point except the origin.Solution: The function f is continuous at any point (x, y) # (0, 0) because its values are then given by a rational function of x and y and the limiting value is obtained by substitut- ing the values of x and y into the functional expression. @ FIGURE (2) The graph of fouyy={FayP HY) (0.0) °, (9) = (0.0). ‘The function is continuous at every point except the origin. (b) The values of f are different constants along each line y= mx,x #0Solution (Continued): At (0, 0), the value of f is defined, but f, we claim, has no limit as (x, y) > (0, 0). The reason is that different paths of approach to the origin can lead to different results, as we now see. For every value of m, the function f has a constant value on the “punctured” line y = mx,x # 0, because 2x(mx) 2mx?___2m x2 + (mx x? + mx? 1 +m f(x,y) yemx fess) = im (fos) ‘Therefore, f has this number as its limit as (x, y) approaches (0, 0) along the line: lim (x, 3100) (0,0) ] _ 2m yom. 1 +m” along y=mr This limit changes with each value of the slope m. There is therefore no single num- ber we may call the limit of f as (x, y) approaches the origin. The limit fails to exist, and the function is not continuous. .Continuity of Composites Continuity of Composites If f is continuous at (xp, yo) and g is a single-variable function continuous at f(xo. yo), then the composite function h = g ° f defined by h(x. y) = g(f(x,y)) is continuous at (xo, 9). Examples: For example, the composite functions = In(l +x °y) are continuous at every point (x, y).Partial Derivatives The calculus of several variables is similar to single-variable calculus applied to several variables one at a time. When we hold all but one of the independent variables of a function constant and differentiate with respect to that one variable, we get a “partial” derivative. This section shows how partial derivatives are defined and interpreted geometrically, and how to calculate them by applying the rules for differentiating functions of a single variable. The idea of differentiability for functions of several variables requires more than the exis- tence of the partial derivatives, but we will see that differentiable functions of several vari- ables behave in the same way as differentiable single-variable functions.Partial Derivatives of a Function of Two Variables If (xo, Yo) is a point in the domain of a function f(x, y), the vertical plane y the surface z = f(x,y) in the curve z = f(x. yo). This curve is the graph of the function z = f(x, yo) in the plane y = yp. The horizontal coordinate in this plane is x; the vertical coordinate is 2. The y-value is held constant at yo, so y is not a variable. We define the partial derivative of f with respect to x at the point (xo, yo) as the ordi- nary derivative of f(x, yo) with respect to x at the point x = x. To distinguish partial de- rivatives from ordinary derivatives we use the symbol d rather than the d previously used. In the definition, h represents a real number, positive or negative. yo will cutPartial Derivative with respect to 'x': DEFINITION The partial derivative of f(x, y) with respect to x at the point (x0, Vo) is af fant ew) — 1 7 = lim ho h 0) a (0. ¥0) provided the limit exists. An equivalent expression for the partial derivative is De aio) x=X0 We use several notations for the partial derivative:Partial Derivative with respect to 'x' (Continued): Vertical axis in [the plane y = yo Pop. Yo: F(X Yo) | L flay) in the plane y Tangent line (xp + he yo) Horizontal axis in the plane y = yo FIGURE The intersection of the plane y = yo with the surface z = f(x,y), viewed from above the first quadrant of the xy-plane.Partial Derivative with respect to 'y': DEFINITION The partial derivative of f(x, y) with respect to y at the point (xo; Yo) is of oe _ flo. ¥o +h) = fo, 0) Y lomm eerr| = fis h > provided the limit exists. The partial derivative with respect to y is denoted the same way as the partial deriva- tive with respect to x: a af Gy Go-¥0), foo). 5 fy ay ay?Partial Derivative with respect to 'y' (Continued): Vertical axis inthe plane = X=Xo Tangent line PC, Yo. Fl. Yo) z=fey) Horizontal axis inthe plane in the plane t = Xp r= FIGURE The intersection of the plane x = xo with the surface z = f(x,y), viewed from above the first quadrant of the xy-plane,Partial Derivative with respect to 'x' and 'y' Combined Illustrations: This tangent line Teale ln agy Peto 30 F Cr wl This tangent line has slope f(x, Yo). in the plane x in the plane y = yo z= flsy) Gayo) = %0 y FIGURE The tangent lines at the point (xo, yo, f(%o,.¥o)) determine a plane that, in this picture at least, appears to be tangent to the surface.Second Order Partial Derivatives for Function of Two Variables a Ge iG) af) Oe ~ @yax af dxdy _ wy * Ox? = fex mixed second order partial yx = fry] derivatives Note: If the two mixed second order partial derivatives are continuous then they will be equal. ar dyox _ af dxdy Fey = fyx So, the order of taking partial derivatives of a function f(x,y) can be interchangedExample: Find the values of f/x and af/ay at the point (4, —5) if fa.y) =x? + 3xy ty - 1 Solution: To find df/dx, we treat y as a constant and differentiate with respect to x: Gd : = ae ax = ax + 3xyty— 1) =2x+3-1l-y+0-0=2r + 3y. The value of @f/ax at (4, —5) is 2(4) + 3(—5) = —7. To find af/ay, we treat x as a constant and differentiate with respect to y: of 9 O62 yt y—1y= “xe -0= wwe tty -043-x-141-0- a+ The value of af/dy at(4, —5) is 3(4) + 1 = 13.Exercise: Find 4f/ay as a function if f(x,y) = ysin.xy. Exercise: Find f, and f, as functions ifTotal Differentiation of the Function of Two Variables Differentiability DEFINITION A function z = f(x, ») is differentiable at (xo, yo) if fa(xo, 0) and f,(xp, Yo) exist and Az satisfies an equation of the form Fxxo, Yo)AX + fy(to, Yo)Ay + €,Ax + Edy in which each of €), €7 > 0 as both Ax, Ay > 0. We call f differentiable if it is differentiable at every point in its domain, and say that its graph is a smooth surface. COROLLARY If the partial derivatives f, and fy of a function f(x, y) are continuous throughout an open region R, then f is differentiable at every point of R.Differentiability Implies Continuity for Function of Two Variables THEOREM — Differentiability Implies Continuity If a function f(x,y) is differentiable at (xo, yo), then f is continuous at (xo, yo).(Chain Rule for Function of Two Variables THEOREM — Chain Rule for Functions of One Independent Variable and Two Intermediate Variables If w = f(x, y) is differentiable and ifx = x(1), y = y(0) are differentiable functions of ¢, then the composite w = f(x(7), y(t) is a differentiable function of t and dw (x(t), v(t) -x"() + fp), pO) -¥'(0, dt or dw _ af dx , of dy dt oxdt | ay dt dw _ awdx , aw dy ge Orme Op ge"Total Differential DEFINITION If we move from (xo, yo) to a point (xo + dx, yo + dy) nearby, the resulting change df = fulxo.yo) de + fyl%o, yo) dy in the linearization of f is called the total differential of f.Example: du If u = x log xy, where x° + y° + 3xy = 1, find dx”Solution: By total differentiation, we know that aay, ee dy dx ~ Ox” ay dx we have u = x log xy y = logxy+1 Also, given that v4 y+ 3yy 1 Differentiating w.r.t. ‘x’, we di di ats ae +3y4 arft= 0 2 a ay +a+y 4 =0 = @+y+ery) ZF =0 ay __(*+y) or = ee) Using (i), (if) and (ie) in (), we get # a snem @ i) (iii) (i)Jacobian Definition v= u(x, pando » (a; ) where and y are independent, then the determinant au au ax ay a ae ax ay is known as the Jacobian of #, » with respect to 1, y and is denoted by aur) Bey) 1% Similarly, the Jacobian of three functions w= w (1, y, 2), 7= 7(1, y, 2), w= w (1, y, 2) is defined as ox oy oy . Alu2,00) _ | ae I (u, 0%, w) = 3(«5 a aJacobian - Properties 1. If u =u (x, y) and v = 2 (x, y), then Our) A(xy) a(xy) (u,v) = lorjf=1 O(u,2) 2 ¥) where, T= Fee I= aaa) 2. Chain rule: If u, v, are function of r, s and r, s are themselves functions of x, y ie. u=u(r,s),0=0(r,s) and r=r(x,y),s=s (x,y) a(ue) _ a(u,v) (rs) a(x,y) a(r,s) (x,y) thenExample: O(u,v) a(x,y)’ Solution: Find We have Thus, when u = 3x + 5y, v = 4x - 3y. u v ou ax O(u,v) a(x,y) 3x + 5y 4x — 3y ou , yy = ou Ou ox ay 3 av avl=|4 ax ayExample: Find the Jacobian for the polar coordinate transformation x = r cos 6, y=rsind Solution: For polar coordinates, we have r and @ in place of w and v. With x = rcos@ and y = rsin 6, the Jacobian is jax ax or 00 cosO —rsin® 15 Jr, 0) = = r(cos?@ + sin? @) = r. ay ay sind rcosO ar a0Example: (u,0,w) 9(%Y,2) w= x+2yt+z,0=x42y + 3z, w= 2x + 3y + 5z. Calculate the Jacobian of the following: Solution: We have wax+Qytz + 2y +32 w = 2x + 3y + 5z au au au, | mw, ox "oy ae TY ay =) ay = az aw aw aw oe 72 ay =3and > = au au Ou ax dy a 7 2 ee ee eee 9(x,Y,2) ax dy az 2 3°5 aw dw aw dx dy Oz =1(10-9)-2(6-6)+1(-4)=2.Exercise: Ifu=xyz,v=r+y¥+2,w=x+y+z find J (x, y, 2).