Calculus of Several Variables (G5210) 2018-19 Lecture notes

Chapter 1

Functions of several variables

1.1 High-dimensional Euclidean spaces

Many physical quantities are defined through functions of several variables. For example,
u = T (x, y, z, t) is the temperature at a point M (x, y, z) at time t. This is an example of a
function of four variables.

Definition 1 Let n 2 N. We shall denote by R the space of real numbers. A set of all
possible ordered n-tuples (x1 , ..., xn ) consisting of n real numbers is called an n-dimensional
space of real numbers, and is denoted as

Rn := {(x1 , ..., xn ) : xk 2 R, k = 1, 2, ..., n}.

An element from Rn is called a point or a vector, and will be denoted as x = (x1 , ..., xn ). The
numbers x1 , ..., xn are called the coordinates of x, and a natural number n is called the dimen-
sion of the space.

We can introduce the distance between any two points x = (x1 , ..., xn ) and y = (y1 , ..., yn ) in
Rn as follows p
⇢(x, y) = (x1 y1 )2 + ... + (xn yn )2 . (1.1)

Definition 2 An n-dimensional space of real numbers with a distance between two points
defined by (1.1) is called an n-dimensional Euclidean space.

From now on, Rn will always denote an n-dimensional Euclidean space.

Examples
• R1 - a line of numbers;

Dr Yuliya Kyrychko 5 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

• R2 - a Euclidean plane;

• R3 - a three-dimensional Euclidean space.

The distance (1.1) has the following properties:
• ⇢(x, y) 0 8x, y 2 Rn ; ⇢(x, y) = 0 , x = y;

• ⇢(x, y) = ⇢(y, x) 8x, y 2 Rn ;

• a triangle inequality

⇢(x, z)  ⇢(x, y) + ⇢(y, z) 8x, y, z 2 Rn .

Let A 2 Rn and r > 0 be a number. A set {M : ⇢(M, A)  r} is called an n-dimensional ball,

which has a radius r and its centre is at A. A set {M : ⇢(M, A) = r} is called an n-dimensional
sphere, which has a radius r. A set {M : ⇢(M, A) < r} is called an n-dimensional open ball,
and an open ball defined as a set {M : ⇢(M, A) < "} is called an "-neighbourhood of a point
A.
Let A(a1 , ..., an ) 2 Rn and d1 , ..., dn be some positive numbers. A set

{M (x1 , ..., xm ) : |x1 a1 |  d1 , .., |xn an |  d n }

is called an n-dimensional parallelepiped.

Definition 3 Let {M } be some set from Rn . A point A is called an interior point of the
set M if there exists an "-neighbourhood of the point A, which lies completely inside the set
{M }. A point A is called a boundary point of the set {M } if any "-neighbourhood of point
A contains points from the set {M } as well as points outside of the set {M }.

Figure 1.1: M1 is an interior point of the set {M }, M2 is the boundary point of {M }.

A set {M } is called an open set if all of its points are interior, and a set {M } is called a closed
set if it contains all of its boundary points. A set of boundary points is called boundary of the
set {M }.

Dr Yuliya Kyrychko 6 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Example. A boundary of the ball {M : ⇢(M, A)  r} is a sphere {M : ⇢(M, A) = r}. The

same sphere is the boundary of the open set {M : ⇢(M, A) < r}.

Example. Let G 2 R3 be a set defined as

8 9
< M (x1 , x2 , x3 ) : 0  x1  1, 0  x2  1, 0  x3  1; =
G=
: ;
x1 , x2 , x3 are rational numbers

This set is a set of all points with rational coordinates, which lie inside a cube

Ḡ = {M (x1 , x2 , x3 ) : 0  xi  1, i = 1, 2, 3}.

The boundary of the cube Ḡ is its 6 faces.

The union of set {M } and its boundary points is called a closure of the set {M }.

Example. A closure of set G from an earlier example is a cube Ḡ.

Example. Space R2 is both an open set and a closed set. All of its points are interior, hence,
R2 is an open set. Moreover, R2 does not have boundary points, so its boundary is an empty
set. An empty set belongs to any set, therefore, R2 is a closed set.

Definition 4 A set {M } is called bounded if all its points lie inside a ball.

A set of points

L = {M (x1 , ..., xn ) : x1 = '1 (t), ..., xn = 'n (t), ↵  t  },

where '1 (t), ..., 'n (t) are continuous functions on the segment [↵, ] is called a continuous curve
in Rn . A set of points

L = {M (x1 , ..., xn ) : x1 = x01 + ↵1 t, ..., xn = x0n + ↵n t, ↵  t  },

where x01 , ..., x0n and ↵1 , ..., ↵n are constants is called a line in Rn . This line goes through a
point M0 (x01 , ..., x0n ).

1.2 Introduction to functions of several variables

Let {M (x1 , ..., xn )} be a set of points from Rn , and suppose for each point of the set M there
exists a corresponding number u. This means that on the set M we have defined a function of
n variables, which can be written as u = f (x1 , ..., xn ), or u = f (M ). The set {M } is called a
domain of the function, and points x1 , ..., xn are independent variables.

Dr Yuliya Kyrychko 7 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Figure 1.2: Graph of the function z = f (x, y).

In the case of two variables, we will use the following notation: u = f (x, y), or z = f (x, y).
The graph of a function of two variables z = f (x, y) is a surface of the form (x, y, f (x, y)) as
shown in Figure 1.2.
Let a function f be defined as f : X ! R, X 2 Rn . A set X is called a domain of function f ,
and the value of function f at a point x = (x1 , ..., xn ) 2 X is defined as f (x) = f (x1 , ..., xn ).
The graph of the function f is a set of points defined as

{(x, xn+1 ) := (x1 , ..., xn , xn+1 ) 2 Rn+1 : (x) 2 X, xn+1 = f (x)}.

Definition 5 A function f (x) is said to be

• defined at a point x if x 2 X;

• not defined at a point x if x 62 X;

• defined on the set E if E 2 X.

Definition 6 Let a function f be defined on set E, and let x0 be a limit point of E. We

say that f tends to A as x ! x0 (written as limx!x0 f (x) = A) if and only if for any " > 0
there exists > 0 such that
|f (x) A| < "
whenever for any x 2 E the following holds

|x x0 | < .

The Theorem below is called a ”Squeeze” or ”Sandwich” Theorem.

Dr Yuliya Kyrychko 8 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Theorem 1 Suppose functions g(x, y), f (x, y), h(x, y) are functions of two variables defined for
all (x, y) 6= (x0 , y0 ) in some open disk D centred at (x0 , y0 ). If g(x, y)  f (x, y)  h(x, y) for
all (x, y) 6= (x0 , y0 ), and that lim(x,y)!(x0 ,y0 ) g(x, y) = lim(x,y)!(x0 ,y0 ) h(x, y) = L, then

lim f (x, y) = L.
(x,y)!(x0 ,y0 )

Corollary. Suppose that |f (x, y) L|  g(x, y) for all (x, y) in the interior of some disk centred
at (x0 , y0 ), except possibly at (x0 , y0 ). If lim(x,y)!(x0 ,y0 ) g(x, y) = 0, then lim(x,y)!(x0 ,y0 ) f (x, y) =
L.
Example. Calculate
x2 1
lim .
(x,y)!(4,3) 3x + y

Solution. Direct substitution gives

x2 1 42 1 15
lim = = = 1.
(x,y)!(4,3) 3x + y 3⇥4+3 15

Example. Calculate
x+3
lim .
(x,y)!(2,2) xy 4
Solution. Direct substitution gives
x+3 2+3 5
lim .= = = undefined.
(x,y)!(2,2) xy 4 3⇥2 4 0

The limit does not exist.

Example. Calculate
2xy
lim .
(x,y)!(0,0) x2 + y2
Solution. We can covert to polar coordinates by taking

x = r cos ✓, y = r sin ✓,

which gives

2xy 2r2 cos ✓ sin ✓

lim = lim = lim 2 cos ✓ sin ✓.
(x,y)!(0,0) x2 + y 2 (x,y)!(0,0) (r cos ✓)2 + (r sin ✓)2 (x,y)!(0,0)

Now we need to find a way to replace (x, y) ! (0, 0) with something equivalent involving r and
✓. We can approach (0, 0) by making r ! 0 (as we make r smaller and smaller approaching
(0, 0), the angle ✓ does not change). Therefore, instead of (x, y) ! (0, 0), we have r ! 0, so

2xy 2r2 cos ✓ sin ✓

lim = lim = lim 2 cos ✓ sin ✓ = lim 2 cos ✓ sin ✓.
(x,y)!(0,0) x2+y 2 (x,y)!(0,0) (r cos ✓)2 + (r sin ✓)2 (x,y)!(0,0) r!0

Dr Yuliya Kyrychko 9 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Figure 1.3: Polar coordinates.

Since r does not appear in the function under the limit, we have
2xy
lim = 2 cos ✓ sin ✓.
(x,y)!(0,0) x2 + y 2
This means that approaching the limit from di↵erent angles gives di↵erent results, hence, the
limit does not exist.

Example. Show that the following limit does not exist

xy
lim = .
(x,y)!(0,0) x2 + y2
Solution. Direct substitution gives
xy 0
lim = = = indeterminate.
(x,y)!(0,0) x2 + y 2 0
For a limit to exist, the function has to approach the same value along the path leading into

Figure 1.4: Limit along the straight lines.

(0, 0). If we show that along two di↵erent paths the function approaches di↵erent values, this

Dr Yuliya Kyrychko 10 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

will mean that the limit does not exist. Since we are limiting into the point (0, 0), we can try
all straight line paths y = kx, k 2 R. This gives

xkx kx2 k
lim 2 2
= lim 2 2
= .
(x,kx)!(0,0) x + (kx) x!0 x (1 + k ) 1 + k2

Di↵erent values of k give di↵erent values of the limit! Hence the limit does not exist.
2
Example. Let f : D ✓ R2 ! R be the function f (x, y) = x4xy 2 +y 2 of two variables x and y

defined in the region D = {(x, y) 2 R : (x, y) 6= (0, 0)} = R /{(0, 0)}. Use the definition of
2 2

limits to show that

4xy 2
lim = 0.
(x,y)!(0,0) x2 + y 2

Solution. In general, following the definition of limits, given any real number " > 0, we must
find a corresponding real number > 0 such that f (x, y) satisfies the inequality |f (x, y) 0| < "
whenever
p (x, y) 2 D, and the distance between (x, y) and (0, 0) satisfies the inequality 0 <
x2 + y 2 < .

Suppose we have an arbitrary number " > 0, so we must find a corresponding real number
2
> 0 such that f (x, y) = x4xy
2 +y 2 satisfies the inequality

4xy 2
0 <"
x2 + y 2
p
whenever the distance (x, y) 2 D and (0, 0) satisfies the inequality 0 < x2 + y 2 < , or,
equivalently,
y2 p
4|x| 2 < " whenever 0 < x2 + y 2 < .
x + y2
Let us assume for a moment that we have found the corresponding real number , then since
2
we know that y 2  x2 + y 2 for all (x, y) 6= (0, 0) implies that x2y+y2  1 for all (x, y) 6= (0, 0) we
can write the following statement (this is where we actually choose the real number > 0!)

4xy 2 y2 p p
|f (x, y) 0| = 0 = 4|x| ·  4|x| · 1 = 4 x2  4 x2 + y 2  4 .
x2 + y 2 2
x +y 2

p
So, if (x, y) is in D and 0 < x2 + y 2 < , we see that we should choose the corresponding
real number to be equal "/4 (or smaller), and we obtain

4xy 2 p "
0 4 x2 + y 2 < 4 = 4 = ",
x2 + y 2 4

or, equivalently,
4xy 2
|f (x, y) 0| = 0 < 4 = ".
x2 + y 2

1.3 Continuity of functions of several variables

Dr Yuliya Kyrychko 11 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Definition 7 Let a function

f : X ! R, X 2 Rn
be defined on a set X 2 Rn (i.e. E 2 X) and x0 2 E. A function f is said to be continuous
at the point x0 if

8" > 0 9 = (") > 0 : |f (x) f (x0 )| < ", x 2 E, |x x0 | < ,

or, equivalently,

lim f (xm ) = f (x0 ) 8{xm } : xm 2 E, xm ! x0 as m ! 1.

m!1

If a function is not continuous at a point, then it is said to be discontinuous at that point.

Let us consider a function of two variables u = f (x, y). Suppose the value of y is fixed at a
constant value y = y0 , which means that we now have a function of one variable f (x, y0 ). If
this function is continuous at point x0 , so limx!x0 f (x, y0 ) = f (x0 , y0 ), then function f is said
to be continuous at a point (x0 , y0 ) in variable x. The same statement can be made formulated
for continuity of function f in y variable.

Figure 1.5: Continuity at a point.

Theorem 2 If a function u = f (x, y) is defined in the neighbourhood of a point M0 (x0 , y0 ) and

is continuous at a point M0 , then it is continuous at this point in each of its variables.
Proof: Since the function f is continuos at point (x0 , y0 ), this means that lim(x,y)!(x0 ,y0 ) f (x, y) =
f (x0 , y0 ). Therefore, limx!x0 f (x, y0 ) = f (x0 , y0 ), and hence, the function is continuous at point
(x0 , y0 ) in x variable. The same argument can be used to prove that it is continuous in y vari-
able. ⌅
Remark If a function f is continuos in each of its variables, this does not mean that it is
continuous.
Example: Consider a function f (x, y) given by
8 xy
> 2 2
< x2 + y 2 , x + y 6= 0,
f (x, y) =
>
:
0, x = y = 0.

Dr Yuliya Kyrychko 12 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

This function is continuous at the point (x0 , y0 ) = (0, 0) in each of its variables since f (x, 0) = 0,
which means that limx!0 f (x, 0) = 0, so the function f (x, y) is continuous in x variable. In the
same way we can prove that it is continuous in y variable. However, the limit lim(x,y)!(0,0) does
not exist, and, therefore, f (x, y) is discontinuous at the point (0, 0). ⌅

Theorem 3 The following statements hold for functions of several variables.

• The sum, di↵erence and product of continuous functions is a continuous function.

• The quotient of continuous functions is a continuous function provided denominator is

not 0.

• Polynomial functions are continuous.

• Rational functions are continuous in their domain.

• If f (x, y) is continuous and g(x) is continuous on the range of f , then g(f (x, y)) is also
continuous.

Example: Is function f (x, y) = x2 y + 3x3 y 4 x + 2y continuous at (0, 0)? Where is it

continuous?
Solution. Since f (x, y) is a polynomial function, it is continuous on R2 . In particular, it is
continuous at (0, 0). ⌅
1
Example: Where is f (x, y) = continuous?
x2 y
Solution. In this example, the function is a quotient of two continuous functions. Therefore,
it is continuous as long as its denominator is not 0. The denominator is 0 along the parabola
x2 = y. Therefore, f (x, y) is continuous on {(x, y) 2 R2 |y 6= x2 }. ⌅
✓ ◆
xy 2
Example: Find where tan 1 is continuous.
x+y
1
Solution. In this example, we have a composition of two✓functions. ◆ We know that tan is
2
xy
continuous on its domain, that is on R. Therefore, tan 1 will be continuous where
x+y
xy 2 xy 2
is continuous. Now, since is the quotient of two polynomial functions, therefore,
x+y x+y
it will✓be continuous
◆ as long as its denominator is not 0, i.e. as long as y 6= x. Hence,
2
xy
tan 1 is continuous on {(x, y) 2 R2 |y 6= x}. ⌅
x+y
Theorem 4 Consider the domain G 2 Rn , and let function f be continuous on G. If a, b 2 G,
f (a) < f (b), then
8C 2 (f (a), f (b)) 9c 2 G : f (c) = C.

Proof: Recall that domain is an open set, which means that for points a, b 2 G there exists a
curve defined as

= {x = '(t) : ↵  t  }, '(↵) = a, '( ) = b, 2 G.

Dr Yuliya Kyrychko 13 y.kyrychko@sussex.ac.uk

Calculus of Several Variables (G5210) 2018-19 Lecture notes

Let us consider an implicit function g(t) = f ('(t)). It is continuous on an interval [↵, ] as it

a composition of continuous functions. Furthermore, g(↵) = f (a) and g( ) = f (b). Recalling
the mean value theorem for a function continuous on an interval, we have

8⇠ 2 [↵, ] : g(⇠) = f ('(⇠)) = C.

Taking c = '(⇠) completes the proof. ⌅

Dr Yuliya Kyrychko 14 y.kyrychko@sussex.ac.uk