Multivariat calculus

y FIN N E I EIR

Ny E IR

z FIN y D E IR

F D EIR IR

Fln y nosy nysinn

D R

fin y In y
D fin y EIR Y In

fin y Tty
D Lin y my O

IR my my EIR
IR Mi Na Un nie IR

z Flay
p TV
DV

Uy 2 NY Flury

É
mini
z flu y surface n
Recall

f ait n L
IR

L
fifth
Un flab Un C f n Nn c we have
flan L as n as

111 E o f f 0 sit Och Cle f ne aib there Ifin LIL E holds

Defa
Carb EIR Not an interval

r 0
Open Disk centred at aib with radius r o

Br Aib Imy EIR Jin a t ly bye ry

IR IR
al lb
open Int
a r e n a atr open Disk
in all r
Cn al Cy b e r
Remark
lab É if's
if F r o s t BrLaib CA
a c A EIR if F r 0 sit Nola CA

A is open if each andevery

pt is an interior pt

BrLaib LIMY EIR

y
closed Disk
In a t
ly ba e r y

Def
Dfpentset

la ble D I f is a real valued f defined on D exceptpossibly at arb

Then limit of fluty my aib is L

lim fluty L if t 0 t Je 0 St Imy EIR

Imy arb Os Ven aHey bl ad
IfCny Ll E
D
fun yn Cnnyn aib tn
Inn yn aib
We have flan yn L as n es

lim fin y L HE O tf St
May la b Oc f
In a t ly b c

Ifm y LIL G
Examples

1 D IR 410,0

in'T insanity I

2 D R2 10,09
O
in B cool

GIOOy
3
Flay Yny D R
n4y2
him no Fyi
Y n yr

Flay op y yyf t 2 Rhys c e

N4yzg
Elz f

Ifeny Ole t natya f

4 FIN y m3 D R 110.0
y
nay u
n rudo n rcoso
rsino y rsino
y 010221T

If Cny Ol If trio 01 1rad I s r o as r o

 N'y 2
NY Ceo n By Imy 10.07 My
iG y v 10 y imy n
Oy
lim lim 0
10y 10,071442

In y n Cn O my v no

lim u2y2 0 lim

Ino 10.01They
1m01 10,01
Ty
Cny Nin imy v Nin

Timon y t limit I
Hence the limit does not exist

In y v N Mn MEIR

dim
Mmm 10.0 Thys Mm
Hence the limit does not exist
3 him In'y
In y 10,0 nutty

In y n In mn
lim 0
chimnisia Mimut Coo Imma

my In mn
hummus 2m O M O
co Etty It ma

Recall
Fen is cont at n a
1 Fla exist
2 Limafin exist
3 Limafin flat

flu y is continuous at laib if

1 flab exists
2 lim fluty exists
my aib
3 lim fluty f aib
my aib

En
Checkthe continuity at 10,0

1 FIN y G
2 Fln g In Y 1001

4 Tyg In Y 10,0
I fin y FLOO I
Inyl I N y E feat here
nay

3 Flay NY 10,01
Yay
0 Imy 10,0
yen
F10.01 0
Hmy I
as the limit doesn't exist

4 fluty Ney 1007

134g

I
4
yi 0 Imy 10,0

yen

so f is not continuous at 10,0 as the limit doesn't exist

Leibnitz dy
du

z Flu y

Partial Derivatives

Def Let 2 Flury

Then the partial derivative of f wit u written as In or fu
is defined as
fu lab
En la
1 b
flab Provided limit exists
Ling f lathib
h

2 Partial derivative wit y Ey lor Fy

Ey Aib Fy la b
Limo fla btk flab
k

dayIf
fr ly

Delta notation
In
En calculate
En E
Fln y n Bny 242 Yu t 5y 12

fluth y flu y h Luth By Y

fluth y Flay 2nth By Y

2n 3y 4
tf
Partial derivatives may exist w o being continuous

f My 1001

f
1
YYya Imy
O IMY 10,01

JIM10,0 him f h o f10,07 0

h
1001 0
Hy
But f is not continuous

2 f IR IR
flu y meltlyl
1007 Ling
IF tht
does not exist
tf
10.07

I flay f10.0 I Ifm y Mlt ly E E Ven only 012

Continuity Existence of partial derivative Continuity at same pt on
the domain
Theorem sufficient condition for continuity
suppose of thepderivatives exists and the other
one p derivative
exists I is bounded in a neighbourhood of carb
Then flay is continuous at carb

proof exists at aib

Fy
fylaib Infoflaibty flab
error
Flaibt f la b
fyla b E
g
Fla bt k flab Kfy aib E K
E 0 as K O

Fu exists a bounded given in a neighbourhood of carb

MEIR St neighbourhood

Fu luv s M u y e ngegg

Hence for all Cath btk ENg we have

Flath btk fla b Flath bt k fla btk tf la btk flab

let
IfCath btk
f la btk
Flath
Fla Using Mut
I
Flath Fla hacatho
hfulatha btk i
Nfu lathe b.tk tkfylaibltkE
1h1m Ikllfy acb
118 as Chik o.o
lim flath btw flab
Chart 10,0

is flu is continuous at aib

F IR IR
film Ling finth flu her

I Ifinth flu Nhl O

DE IR 1h1
open set

f D IR is differentiable at a pt Lab of D
if t he hi halt fi fi Chik ta EaChik
sit Flath be k flat b hat khat h Eich k Keath k
El ta O as Chik10,0
expressed in this form then we can talk about
Enitarignatirbe

Theo suppose f is diff at a pt carb Then the partial derivatives

fu I fy exists A IN Nz fulacb Fy arb

Proof Since f is diff at la b of D FN E its St

f Cath bt k Fla b hhit khat he thts

Put K O
Flath b flab hat he

flath bl flab N
Ling
h
Fula b N
Fy aib A2
Flath btk flapb hfut Kfyt Eiht tsk
Gi ta 0 as th k O
Theo Let f R2 IR
cable R If F is diff at carb then f is continuous at carb

Proof Flath btk flab Chik IntfightEiht tsk

Chik 10,01 O

En Fluty n y my
Fn10,07 0 Fy10,0
Fluck Flo ol h't k thnk
D ht O K tht Ch k t K 2Chik

Ei Hk Ez K
So Erie O as Chik 0,0

21 flu y using ysinty my O

O my O
Natya yay
y
For continuity flu y floral Insint tysinty E Intyl I
2Ity c f
f
i finny is continuous at 10,0
E
Fn10,07 Fy 0,01 0 cheek

F E Chik r ta 1h k ft flhik f lo o ht t k 2
Chik 10,0 h k
flheh Flo O h titta
2hsinIn hlfitta

25in E Chih t taChih

o as h O
king sink not exist
Y
does
Recall

f No Ling froth f No
fino
h
t T
Flath fino F no ht Eth finoth

g
0
him ELI

IT goyo 4 ofmothyo h Fino yo

Flath yo Finoyo Fuht Eth

A
f no y.tk Fino yo Fyk t talk

he Dn Ke Dy

F NotDu yo f noYok Fu Dut E Dn

Fl no yotDy f no yo FyDy Ezlay

F Not Du Yo Dy Fino yo Fu Dnt FyDy t E Dn EzDy

IMY Fino yo Fulro Yo Dnt FyNoYo By

Flury a LIMY

FINY Limy o
lying
n no
N no t ly yo
1 AFlab Flath btk flab Total variation
2 Ifla b hfutkfy Total differential
ab
3 D h't k

Theo f is diff at lab a dflaib 0

sling Dflaible

Proof flable hfgKfyt heit Kfz ti ti o as Chik 10.03

Lathby
Af aib dflaib heat k 2

El
In 11
Aflaibly dflaib bye tf tr

e
tht It Chik Italhik I
t

It Chik Itachik

P O Chik 10.0

fino Aftab dflaib 0

converse
This is given
show f is diff

Df la b df la b FT from given
where ECP o as so

dffa b t Pf Chik
For Chik 10 0
es es ee th ES IKI
1111,1 th 1k 1h 1kt

her synth KEP sgnik

In Ik th IKI
E Isay Ez say

Clearly E 0 Ez o as Chik 1001

En F IR IR Flay My 1001
upYyz
O Ny 10,0
fu10,0 O cheek
Fy10,0
df hfutkfy o.o
O

Df10,0 fink flora

LEI YI
Df10,0 Af
If
Aflogo df
If
Now using Polar coordinates h Paso
K Psino
P'sincelose
83
sincelose I 0.0 514

i f is not differentiable at 10.0

Theo Suppose fu Imy I fylay exists in an open neighbourhood

containing laib and both fu fy are continuous at aib

Then f is diff at la b

Proof continuous at aib

Ey
exists in a Ns carb
ath btk la btk lath b E Ng

Flath btk flab flath btk flath b flath b flab

hfuthtichk
Olyl Flath y
Dirt in b btk en

btk 0lb e k O beko 0cal

fylath beko fylaib tain k IffyEntity

Ez O as hir 10,0

flash btk flaibl K fylaib ta th fate

Gi Ez O as Chik 10.0

This is a sufficient but not necessary condition

Eg fluty messin n't y3sin y my O

f
f is diff at
O
10.01
my D

but partial derivatives are not continuous

 Chain Rule
z F Nlt yet
z F u sit yest

z FINCH YH
Flt
fact yet fu Nlt y it n'lat Fyinit t
g yet y
IAssume fu Fy are continuous

Here for the chainrule we don't need fu Fy continuous always

2 2 FINISH YCS.tl Thisrep partialDer of us wrt s

lflnis.tl Ms
yes t fu NCSA Yest is.tt FylucsiH.YIs.HJYsIS.t

lflnls.tl yes.tl Fu Nt Is tht Fy Yt sat

I
Fs Fu Rst FyYs
Ft fu Nt t FyYt

Eg 2 log lust v2
U My enty
vinyl n'ty

z flu V
z Fl Ulu yl Vimy

Fu Yun E Mv
enty In
In
fu fully fr Un
 DF b s Aib GRADIENT of f at a pt aib
up Enlai Ey
z Flay
froth yo Finoyo
film yÉj Limy h

fytntijo lying fino yoth fluoryo

h
i 1.0
j CO 1

U
No yo c T

I
y
u carb

put hu ha hb

n no ha
Y yo
h u Motha y yo thb
F Motha Yothb F no yo
Df
I 2
20 h
h o
Direction of Derivative
of f at Ino yo in the direction of the unit vector u aib is

Duf no yo Ling finotha Yothb fluoryo if this limit exists

h
U I LO
I
Daf fu
Dif
u j 10.1 Partial derivatives about
my are special
I cases of directional derivatives
Duf
Dif Fy

prop If fluty is diff thenthe directional derivative in the

direction I at lab is
Dpfla b Oflaibl P
Proof D p it paj

Dp flab Ling flat hp bthpa flab

h
Lingo f nth ych F no ylol
h
nth athb
y th bt hp

nth Yeh
Igf no

Fula b day fylaib dy

fu carb P t fylabPa
Fnla b Fy aib s pi P2 flaibl.pt
 DEFla b Ff la bl p
Iff aib Loso

man case I

Dpf aib Ff Aib

Remark DEFla b Ff la bl p is true even when f is not diff

We don't need continuity of partial derivatives to apply chain rule

their existence is sufficient

F D E IR IR
fu Fy exists f is differentiable
r R D is differentiable
ret Nlt yet
Flat F Nlt y it

ret
Af Yttria dat tf dy
DFFla Fflaibl.pt
f IR IR

Flay Imy 1001

YyFy
O Imy 10,0

fu10,0 O
Fy10,07 0 f Ffl 0,0 5 0

DEF10,07 0 from def

 F is diff Df df 0
fin
If h'k A
Afp
hut R2 Fka
h race k rsino

Isinol lose 0
sin Italo
F is not diff at 10,0

Theo suppose f IR IR be a diff function

Let Xo Moyo f IR A X Moth yo K
Then FA notch yo R O c l s t
fluoth Yotk Fino yo hfn not ch Yotck kfy Notch yotCk
h Ffl notchYotch
1 variable froth flat hf notch

Proof O 0,17 IR
Oltl Flat th Yotth
Fluitt yet FIRED
Nlt not th yet yottR

By chainrule
fulrlt day t Fylritl
dog day

0111 010 O'le

Oc CLI By LMVT
f Noth Yotk Finoyo hfulule YIU t Kfy NCC yea
 fun Eu Ea
Fyy
Fy Ey
Fay
FIFI
Fy
Iff
Any Fyn not necessary

Eg Fi IR IR

fImy my n'y I 10,0

NY
N4yz
0 N y o

Cheek continuity

Fy10,01 0

Fyth o him h k Fl h o h
K

Fulo K K

fry10,0 Ling Fy h o Fy10.0 1

h
InFy

Fyn10.0 I

Ling Fulokl Fu10,0 I i fay t Fyn

Clairut Theorem
If Flay and Fy fry Fyn are defined in a neighbourhood of Aib And all

ane continous at Lab then lab

thy JI la b

Proof
Stay fluty flu b fab flails

90
Almy Flay Flay
Bay Flay FIND
Blay Flay flab
Shy Almy Almb

b
f
AMY AM b Neza ly b Ya Y Y Za
Jay by

Ey Mea Ifan e
MVT in m

Yal m a ly b Eat lain Mia

If 19A

Shy lega na
1
M ally b Iffy
Now Fry at aib
Hf Gary Jf Aib
Indy any

i him Stu y II carb A

Ny ab cu ally y Indy
 Sin y Bluey Blay
Blu Y Blay LEB y In a Epe Kal arm
If
Er b
JEE y
MVTin
Jf
y In a
19ps 2B In a ly b
If
say df EB 2B
G a Cy y lim Jyj
Myles laib

aib B
Iffy

aib Proved
Iffy gfp

of Cfn Fy
the surface 2
fay

fly c 7
Any yes
É
so flag c CAIR are called LEVEL CURVES

rit Nlt
yet
Flrit L
0
97
 fu n't Fy 0
y
i Of tilt O
Gradient vectoris t to the level curves
Gradient vector is Il to the surface

Ff in a y b 0
fu in 0 Eq of Tangent line
a Fyly b
Normal is n a y b If
n at tf
y bttfy y Egn of Normal line
Taylor's Theorem
f alt f O coal
flat h flat t hfilalt ng É aton

Taylor's Theorem for 2 variables

suppose
fluty its partial derivatives upto int11th are continuous
throughout an open rectangular region IR centred at labl Then
points in IR we have

flath btk flab t then t Kfy

I lhfyyi.ggkfnytk'fyy cab
carb

t hint kfy Chfntkfy

ay
tiny catch back

I f n fi fun
If
We use Clairut's theorem fu Fy fun fyy cont in neighbourhood

Any fyn funny Fynn Y for expansion of

powers
Exercise
Oct flatht bt Kt

Manima Minima
f D EIR IR D is an open set

aib is a localman if 78 0 St Flath btk flab EO

ima Fk S
aib is a local minima if t 8 Ost flathbyk flab 20 Tik c f

Local extremum if local mammalminima

Necessary condition suppose lab be a local extremum for f and f is

diff Then b 0 carb
Enlai Ey

Proof 41N Flub

Then clearly U has local extremum at la
Y In In a 0

Yuta
Similarly

If can

Higher order Derivative test

aib extremum point
Flay satisfies all the conditions of Taylor's theorem

flat Dn btdy flab IAN funlabl t 2fnyCarb Andy Dy fyy ab

I
I
DnfutDyfy I atombeady
A DP 3 At Ady
 Df Ilan funAib 2fny ab Andy t Dy fyyaib ACAPP
I
An DP WAO
Dy DeSind
A Fun Aib
B Fay lab
C fyy lack
Af DP ALM't 2Bnosing Sin'd 2ADP

Let A 0
Af IDP Alot Bsindl t BY sin lot 2190
I A lay
CASE I
AC B2 O As O
DF DP m 2NAp
I SO
i aib is Of LOCAL MAXIMA
pt
CASEI
AC B2 0 A O
Df DP M429,18
I
i la b is pt of LOCAL MINIMA
CASE III
AC B O A O
0 0
Df AP At 2NDP
I
tanDo AIB
Af DP SinOo 2NDP
I AEI O
carb is a saddle point
AC B O A D
B O
DF Ide 2BcostSindt sin'd 2KAP
I
AP Sind 2BcoatSind 2NDP
L

0aO
2BCMO Sino a 2B
Sind changes sign
aib is a saddle point

CASE IV
AC BE 0
Af
I CAPP lAWOyBSi 2ADP

Mfd At Btanot 21
de
LLAP
tano AIB
Af AP 2NDP
I
A App
i It is inconclusive
Example
Flny U3 3nyty3
Letmy be a extrema
Fu O Fy O y we can directly diff
n y o I n l y I

fun Gu fay 3 fyy by

AC B 10 o 1332 9 i saddle Point
go

AC B Ha 16716 1332 27 i Local Man Iffy

B
fuy
aso

find shortest distance from origin to the plane 2

244 5
Flay 2 No ly 07 t z 012

Subject to any 5 2 0

Lets use substitution hinny flay any 5

n't y't Canty 5

21 0 212nay 5 x2 0
By
Ly t 212mg 5 0
If
i n Extrema
31 y
check whether minima AC1330 A 0
lies in the plane
f f f
F 516 is the shortest distance
shortest distance from origin to n 22 1

flu y z n't y't z

subject to 22 241

him y n't y 2 42 1
an't y I

42 0 0
th thy 24
10,0 is extrema
But n o is not possible as it would cause E l ngtominain

Anofneltz
hlyz 224441

24 0 42 0
B
y 2 0 is extrema
n Il
AC B2 O A O

substitution method is not very reliable

Problem
f p IR be a diff function w continuous partial derivative Find the
local mammal minima of a function fluyiz on the surface
S E my z gluey z OY
g 1123 IR

condition
The Necessary
Let Po mo yo120 on the surface S Suppose Po is a local
extrema I Fg 0 at Po
Then we have Ff Po X Po Tg
Proof Let Clt Intl yet ziti be a curve onthe surface s
passes through Po
Po C Cto
get fleet

flea 0 at t to
g
FFIPol.gep.t1 0 t

t EfIPoI XFgcPo
gPo o

problem
Find man min of flu y z n'y 22 subject to
5 Cayz N't ya22 19

fly y z n'y't subj to gem y 2 n't y 122 1

Now using lagrange multiplier we have

Ff Afg
 any'z 2n'yz an Y 2 X 12N 22
Ly
any 22 7 2n
X
an'yz
X 22
Ly
22kg2
10 0,0

u2 42 22 D NY
Also o
gin y z
N
y z
It
E use lagrange multiplier to find global minimum a manimum
2
of fluty n't dy 2 Yy subject to n 9 y
of dig
12m
Yy 4 X 2n 24
y 2 MI5 n IE
0
n y 9 y 13

A Show that the following function is differentiable at each point in

its domain finny my
arty
Domain of fly is R2 10,0

In 4421312
II Ey 312

P.D are continuous in the domain of f

f is differentiable
I Can
you find a function f p's IR St En y d
Ey
n

an
Ifn If
By Clairuts theorem fug fyn fay fyn are continuous

I Can
you find a function f p's IR St d
In n
Ey y
satisfies
Flay ng yet c

I Findthe directional derivativeof the function finely 2 3my122

at the point 11 2.2 in the direction fromthe point towards
the origin
0.0.0 CL 2 2 E 7 21 2k

Dir Derivative of flay z along p it 21212

3

Dpf Tf I
By 3N 22 13,33 23

g 2 143 1 4 83
23