MULTIVARIATE CALCULUS

UNIT ONE

M. A. BOATENG, PhD., MIMA

July 4, 2022
DEFINITION

The set of ordered n-tuples of real numbers is called the

n-dimensional number space and is denoted by R n . Each ordered
n-tuple (x1 , x2 , ...) is called a point in the n-dimensional space.

A function of n-variables is a set of ordered pair of the form (P, w ) in

which no two distinct ordered pairs have the same first element. P is
a point in the n-dimensional number space and w is a real number.
Let f : R n → R and w = f (p), the set of all possible values P can
take is called the Domain of the function f and the set of all resulting
of w is called Range

The domain of functions of two variables z = f (x , y ) are regions from

two dimensional space and consist of all the coordinate pairs, (x , y ),
that we could plug into the function and get back a real number.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 2 / 26

EXAMPLES

Determine the domain of the following functions:

√
1. f (x , y ) = x + y
solution
x +y ≥0
√ √
2. f (x , y ) = x + y
solution
x ≥ 0 and y ≥ 0

3. f (x , y ) = ln|9 − x 2 − 9y 2 |
solution
2
9 − x 2 − 9y 2 or x9 + y 2 < 1

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 3 / 26

TRIALS

Find the domain of the following functions

1
W =√
x 2 +y 2 +z 2 −16
p
f (x , y ) = x2 + y2

W = sin−1 (x − y − z)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 4 / 26

DEFINITIONS

Distance between points in R n

If P(x1 , x2 , ..., xn ) and A(a1 , a2 , ..., an ) are two points in R n , then the
distance betweenqP P and A denoted by ∥P − A∥, is given by
n 2
∥P − A∥ = i=1 (xi − ai )

NB: The symbol ∥P − A∥ represents a non-negative number and is

read as "the distance between P and A."

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 5 / 26

 Open Ball in R n
If A is a point in R n and r is a positive number, then the open ball
B(A, r ) is the set of all points P in R n , such that ∥P − A∥ < r .

Closed Ball in R n
If A is a point in R n and r is a positive number, then the closed ball
B[A, r ] is the set of all points P in R n , such that ∥P − A∥ ≤ r .

Limits of a function of n variables

Let f be a function of n variables on some open ball B(A, r ), except
possibly at the point A itself. Then the limit of f(P) as P approaches
A is L, i.e lim f (P) = L for any ϵ > 0, however small there exists a
P→A
δ(ϵ) > 0 such that if 0 < ||P − A|| < δ then |f (P) − L| < ϵ.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 6 / 26

PROPERTIES OF LIMITS
Suppose lim f (x , y ) = L and lim g(x , y ) = M then:
(x ,y )→(a,b) (x ,y )→(a,b)
lim [f (x , y ) ± g(x , y )] = L ± M
(x ,y )→(a,b)

lim [f (x , y ) · g(x , y )] = L · M
(x ,y )→(a,b)

lim [ f (x ,y ) ] = L
M
(x ,y )→(a,b) g(x ,y )

lim cf (x , y ) = cL
(x ,y )→(a,b)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 7 / 26

Using the (ϵ − δ) definition, prove that lim (2x + 3y ) = 11
(x ,y )→(1,3)
Solution
(2x + 3y ) is defined at every point (x,y) of the open disk having its center
at (1,3).
q Suppose ϵ > 0 is given, then we have to find δ(ϵ) > 0 such that
if 0 < (x − 1)2 + (y − 3)2 < δ then |(2x + 3y ) − 11| < ϵ
|(2x + 3y ) − 11| = |2(x − 1) + 3(y − 3)|
≤ 2|x − 1| +q3|y − 3|
But |x − 1| < (x − 1)2 + (y − 3)2 < δ and
q
|y − 3| < (x − 1)2 + (y − 3)2 < δ
q
It follows that if 0 < (x − 1)2 + (y − 3)2 < δ then
2(x −q1) + 3(y − 3) < 2δ + 3δ Hence
0< (x − 1)2 + (y − 3)2 < δ =⇒ |(2x + 3y ) − 11| < 5δ = ϵ
ϵ
Thus, δ = .
5

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 8 / 26

EXAMPLES
3x 2 +1
1. lim
(x ,y )→(1,2) 2y
Solution
3x 2 +1 3(1)1 +1
lim = =1
(x ,y )→(1,2) 2y 2(2)

2. lim xycos(2y + x )
(x ,y )→(−4,2)
Solution
lim xycos(2y + x )
(x ,y )→(−4,2)

=−4(2)cos(2(2) − 4)

=−8

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 9 / 26

TRIALS

Solve the following limits

y 4 −x 4
1 lim 2 2
(x ,y )→(0,0) y −x

x −y
2 lim 2 2
(x ,y )→(1,1) y −x

x 2 −y 6
3 lim 2
(x ,y )→(1,2) xy

4 lim ln(xy − 1)
(x ,y )→(2,1)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 10 / 26

Limits of Function of more than variable

Accumulation Point: A point Po is an accumulation point of a set S

of points in R n if every open ball B(Po , r ) contains infinitely many
points of S.

Limit of a function of n variables through a specific set: Let f be

a function of n variables defined on set of points S in R n and let A be
an accumulation point of S, then the limit of f(P) as P approaches A
in S is L, i.e lim f (P) = L if and only if for any ϵ > 0 however small,
P→A
there exists a δ(ϵ) > 0 such that if 0 < ||P − A|| < δ then
|f (P) − L| < ϵ where P ∈ S.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 11 / 26

 Theorem 1:
Suppose that the function f is defined for all points on the disk
having center at A(a1 , a2 · · · , an ) except possibly at A(a1 , a2 · · · , an )
itself and lim f (P) = L. Then if S is any set of points in R n having
P→A
A(a1 , a2 · · · , an ) as an accumulation point lim f (P) exists and
P→A
always has the value L.

Theorem 2:
If the function f has different limits at P(a1 , a2 · · · , an ) approaches
A(a1 , a2 · · · , an ) through distinct sets of points having
A(a1 , a2 · · · , an ) as an accumulation point, then lim f (P) does not
P→A
exist.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 12 / 26

 x 2 −y 2
Given f (x , y ) = x 2 +y 2
, find lim f (x , y ) if it exists.
(x ,y )→(0,0)
Solution
2 −y 2
The function f (x , y ) = xx 2 +y 2 is defined on all points in R
n except (0,0).

Let S1 be the set of all points on the x-axis and points S2 be the set of all
points on the y-axis. Then (0,0) is an accumulation point for S1 and S2
and so
lim f (x , y ) = lim f (x , 0) lim f (x , y ) = lim f (0, y )
(x ,y )→(0,0) x →0 (x ,y )→(0,0) y →0
2
lim −y2
2
lim xx 2 y →0 y
x →0
lim 1 = 1 lim −1 = −1
x →0 y →0

Since lim f (x , 0) ̸= lim f (0, y ), we conclude that lim f (x , y ) does

x →0 y →0 (x ,y )→(0,0)
not exist.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 13 / 26

TRIAL

For each of the following, find the limits if they exist

1 lim (4xy 2 − x )
(x ,y )→(3,1)

x
2 lim 2 2
(x ,y )→(0,0) x +y

y
3 lim x +y −1
(x ,y )→(1,0)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 14 / 26

Continuity of a function of more than one variable

Definition: Suppose f is a function of n variables and A is a point in R n .

Then f is said to be continuous at the point A if and only if the following
three conditions are satisfied:
f (A) exists.
lim f (P) exists.
P→A
lim f (P) = f (A).
P→A

NB: If atleast one of the conditions fails to hold at the point A, then f is
said to be discontinuous at A.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 15 / 26

 Example:
Determine whether g is continuous at (0,0) if:

( cosysinx
x , (x , y ) ̸= (0, 0)
g(x , y ) =
cosy , (x , y ) = (0, 0)

Solution
Applying the definition of continuity,

a. g(0, 0) = cosy = cos(0) = 1

The first condition has been satisfied.

cosysinx
b. lim x
(x ,y )→(0,0)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 16 / 26

Applying the rules of limits, we have a multiplication of two limits.
sinx
lim cosy and lim x
(x ,y )→(0,0) (x ,y )→(0,0)
lim cosy = cos(0) = 1
(x ,y )→(0,0)
sinx
lim , we apply L’Hopital’s rule.
(x ,y )→(0,0) x
sinx
lim = cosx = 1, the combining the two solutions yields;
(x ,y )→(0,0) x
cosysinx
lim x = 1(1) = 1
(x ,y )→(0,0)
The second condition is also satisfied, hence g is continuous at the point
(0,0)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 17 / 26

TRIAL

Show whether the following are continuous or not.

sin(x 2 cosy ) at the point (0,0).


 xy (x , y ) ̸= (0, 0)
g(x , y ) = x 2 +y 2
2, (x , y ) = (0, 0)

 √ xy (x , y ) ̸= (0, 0)
g(x , y ) = x 2 +y 2
0, (x , y ) = (0, 0)

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 18 / 26

THEOREMS AND DEFINITIONS

Removable and essential discontinuity of a function of n variables:

If a function f of n variables is discontinuous at the point A(a1 , a2 , ..., an )
but lim f (P) exists, then f is said to have a removable discontinuity at
P→A
A(a1 , a2 , ..., an ), otherwise the discontinuity is said to be essential.i.e.
Let (
f (P), p ̸= A
w=
β, P = A,
If lim f (P) does not exist, the discontinuity is said to be essential else if
P→A
lim f (P) exists, the discontinuity is said to be removal and redefining the
P→A
function as:

f (P), p ̸= A
w=
 lim f (P), P = A,
P→A
makes it continuous.
M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 19 / 26
 THEOREM 1: If f and g are two continuous functions at the point
A(a1 , a2 , ..., an ), then

i. f ± g is continuous at A(a1 , a2 , ..., an )

ii. f · g is continuous at A(a1 , a2 , ..., an )

f
iii. g is continuous at A(a1 , a2 , ..., an ) provided that g(A) ̸= 0

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 20 / 26

 THEOREM 2: A polynomial of two variables is continuous at every
point in R 2 .

THEOREM 3: A rational function of two variables is continuous at

every point in the domain.

THEOREM 4 (Continuity on open ball): The function of n

variables is continuous on an open ball if it is continuous at every
point in the open ball.

THEOREM 5: Suppose f is a function of a single variable and g is

function of n variables such that g is continuous at A(a1 , a2 , ..., an )
and f continuous at g(A). Then the composite function f ◦ g is
continuous at A(a1 , a2 , ..., an ).

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 21 / 26

DIFFERENTIABILITY AND TOTAL
DIFFERENTIAL

DEFINITION:Partial derivative of a function of n variables

Let P(x1 , x2 , ..., xn ) be a point in R n , and let f be a function of n variables
x1 , x2 , ..., xn . Then the partial derivative of f with respect to xk is the
δf
function denoted by δx k
= Dk f such that its function value at any point P
in the domain of f is given by

δf
= fxk = Dk f (x1 , x2 , ..., xn )
δxk
f (x1 , x2 , ..., xk + △xk , ..., xn ) − f (x1 , x2 , ..., xn )
= lim
△x →0 △x
if this limit exists.

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 22 / 26

 Differentiable function of n variables:
If f is a function of n variables x1 , x2 , ..., xn , and then the increment
of f at the point P̄ can be written as:
n
X n
X
△f (P̄) = Di f (P̄) △ xi + ϵi △ xi
i=1 i=1

where ϵ1 → 0, ϵ2 → 0, ..., ϵn → 0 as
(△x1 , △x2 , ..., △xn ) → (0, 0, ..., 0) then △f is said to be differentiable
at P̄.
Total Differential of n variables: If f is a function of n variables
x1 , x2 , ..., xn , and f is differentiable at P̄, then the total differential of
f is the function df having function values given by:
n
X
df (P, △x1 , △x2 , . . . , △xn ) = Di f (P)△xi
i=1

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 23 / 26

Letting w = f (x1 , x2 , ..., xn ), defining dx1 ≈ △x , for i = 1, . . . , n and using
the notation δw
δxi instead of Di f (P), we can write the above equation as:
n
X δw
dw = dxi
i=0
δxi

Chain Rule:Suppose that u is a differentiable function of the n

variables x1 , x2 , ..., xn , and each of these variables is in turn a function
of the m variables y1 , y2 , ..., ym . Suppose further that each of the
partial derivatives δx δyi (i = 1, 2, ..., n; j = 1, 2, ..., m) exists. Then u is a
i

δu
= ni=1 δx δu xi
P
function of y1 , y2 , ..., ym and δy j j yj
for j = 1, ..., m
Theorem: If f is a differentiable function of the n variables
x1 , x2 , ..., xn such that w = f (x1 , x2 , ..., xn ) and is defined implicitly by
the equation F (x1 , x2 , ..., xn ) = 0 then if F is differential and
F (x1 , x2 , ..., xn , w ) ̸=
δw Fx (x1 , x2 , . . . xn , w )
=− k , (k = 1, 2, . . . n)
δxk Fw (x1 , x2 , . . . xn , w )
M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 24 / 26
EXAMPLE

Calculate dz
dt for each of the following functions
a. z = f (x , y ) = 4x 2 + 3y 2 , x = x (t) = sint, y = y (t) = cost
solution
dz dx
dx = 8x , dt = cost
dz dy
dy = 6y , dt = −sint
dz dz dx dz dy
dt = dx · dt + dy · dt
= 8x · cost + 6y · −sint
= 8sintcost − 6costsint = 2sintcost

b. z = f (x , y ) = x 2 − y 2 , x = x (t) = e 2t , y = y (t) = e −t
p

Solution
dz √ 2x , dx
dx = 2 2 dt
= 2e 2t
x −y
dz
dy = √−2y
2
, dy = −e −t
2 dt
x −y

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 25 / 26

dz dz dx dz dy
dt = dx · dt + dy · dt
2xe 2t −t
= √ +ye
x 2 +y 2
2e 4t +e −2t
= √
e 4t −e −2t

TRIAL
a. find dz
dt of the function;
z = f (x , y ) = 3x 2 + 2xy + y 2 , x = x (t) = 3t 2 , y = 4t

b. Calculate δw δw
δu and δv given the following functions.
x +2y −4z
w = f (x , y , z) = 2x −y +3z , x = x (u, v ) = e 2u cos3v , y = y (u, v ) =
e 2u sin3v , z = z(u, v ) = e 2u

M. A. BOATENG, PhD., MIMA MULTIVARIATE CALCULUS July 4, 2022 26 / 26