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Introduction To Xy - Plane & Xyz-Space: Continuity

The document outlines key concepts in calculus II, including continuity and partial derivatives. It defines continuity for functions of two variables, noting that three conditions must hold for continuity at a point: 1) the function must be defined at that point, 2) the limit as the variables approach the point must exist, and 3) the limit must equal the function value at that point. It also defines partial derivatives for functions of two and more variables with respect to each variable, treating the other variables as constants. The partial derivative represents the rate of change of the function along one variable direction at a point.
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0% found this document useful (0 votes)
106 views32 pages

Introduction To Xy - Plane & Xyz-Space: Continuity

The document outlines key concepts in calculus II, including continuity and partial derivatives. It defines continuity for functions of two variables, noting that three conditions must hold for continuity at a point: 1) the function must be defined at that point, 2) the limit as the variables approach the point must exist, and 3) the limit must equal the function value at that point. It also defines partial derivatives for functions of two and more variables with respect to each variable, treating the other variables as constants. The partial derivative represents the rate of change of the function along one variable direction at a point.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Outline

1 Introduction to xy -plane & xyz-space

2 Limits

3 Continuity

4 Partial derivatives

5 The Chain Rules

6 Approximations

CALCULUS II - AY2022-23 39 / 123


3. Continuity

Definition (1.)
Let f (x, y ) be a function defined in a domain D ⊂ R2 and (a, b) ∈ D.
The function f is said to be continuous at (a, b) if

lim f (x, y ) = f (a, b).


(x,y )→(a,b)

Remark. For a continuity of f (x, y ) at (a, b), 3 conditions must hold:


1 f is defined at (a, b), i.e. (a, b) ∈ D,
2 there exists a limit lim f (x, y ) = L,
(x,y )→(a,b)
3 L = f (a, b).

We say that f is continuous on D if it is continuous at each (a, b) ∈ D.

CALCULUS II - AY2022-23 40 / 123


• Polynomials & Rational Functions.

Definition (2.)
A polynomial of two variables is a function of the form

p(x, y ) = c0 + c1 x + c2 y + c3 xy + c4 x 2 + c5 y 2 + · · · + ck x n y m .

For example, p(x, y ) = π − 282x 2 + y 3 − 2023xy 9 .

A rational function of two variables is a ratio of two polynomials


p(x, y )
, with q(x, y ) 6= 0.
q(x, y )
x 2 + xy + y 2
For example, f (x, y ) = , where y − x 2 6= 0.
x2 − y

CALCULUS II - AY2022-23 41 / 123


From the properties of limits, it follows that for non-negative integers m
and n, we have
lim x m y n = am b n .
(x,y )→(a,b)

Thus f (x, y ) = x m y n is continuous at every point (a, b) ∈ R2 .

This gives the following important facts:


Polynomials are continuous on R2 .
Rational functions are continuous on their domains of definition.

For example, p(x, y ) = π − 282x 2 + y 3 − 2023xy 9 is continuous


x 2 + xy + y 2
everywhere on R2 , while f (x, y ) = is continuous at any
x2 − y
point (x, y ) ∈ R2 satisfying y 6= x 2 .

CALCULUS II - AY2022-23 42 / 123


Example (3.)
Is the function
 2 2
 2x − y

if (x, y ) 6= (0, 0),
g(x, y ) = x2 + y2

0 if (x, y ) = (0, 0),

continuous at (0, 0)?

Solution. Note that g(x, y ) is defined at (0, 0) and g(0, 0) = 0, and


hence we have to check whether lim g(x, y ) = 0.
(x,y )→(0,0)
2x 2 − y 2
But we already proved that lim g(x, y ) = lim
(x,y )→(0,0) (x,y )→(0,0) x 2 + y 2
does not exist, and so g is not continuous at (0, 0).

CALCULUS II - AY2022-23 43 / 123


Outline

1 Introduction to xy -plane & xyz-space

2 Limits

3 Continuity

4 Partial derivatives

5 The Chain Rules

6 Approximations

CALCULUS II - AY2022-23 44 / 123


4. Partial derivatives

Definition (1. Partial derivative of f (x, y ) w.r.t. x)


For a function of two variables f (x, y ), partial derivative of f w.r.t. x is
the function fx defined as follows:
f (t, y ) − f (x, y )
fx (x, y ) = lim ,
t→x t −x
(keeping y as a constant).

Note that the subscript x indicates that the values of t tends to x.


∂f
Another notation: .
∂x

CALCULUS II - AY2022-23 45 / 123


The symbol fx (a, b) is the partial derivative fx (x, y ) at a point (a, b)
(i.e., x = a, keeping y = b unchanged):

f (t, b) − f (a, b)
fx (a, b) = lim .
t→a t −a

CALCULUS II - AY2022-23 46 / 123


This is the gradient of the curve z = f (x, b) at x = a.

CALCULUS II - AY2022-23 47 / 123


Therefore, we have
The partial derivative fx (a, b) is the slope of the tangent to the
curve z = f (x, b) at x = a.

It gives the rate of change of f (x, b) at (a, b) along the positive


x-direction.

Other notations:

∂f
fx (a, b) = fx (x, y ) = .
x=a,y =b ∂x x=a,y =b

CALCULUS II - AY2022-23 48 / 123


Example (2.)
Let f (x, y ) = x 2 y 3 . Use the definition of partial derivative to compute
fx (x, y ).

Solution. We have
f (t, y ) − f (x, y ) t 2y 3 − x 2y 3
fx (x, y ) = lim = lim
t→x t −x t→x t −x
t 2 − x2
= y 3 lim = y 3 lim (t + x) = 2xy 3 .
t→x t − x t→x

∂f
We also write: = 2xy 3 .
∂x

CALCULUS II - AY2022-23 49 / 123


Example (3.)
Consider 
 x sin(x + y )

if x + y 6= 0,
f (x, y ) = x +y
0

if x + y = 0.

Determine whether fx (0, 0) exists. If it does, what is its value?

Solution. We use the definition,


f (t, 0) − f (0, 0)
fx (0, 0) = lim .
t→0 t −0
t sin(t + 0) t sin(t)
Since f (0, 0) = 0 and f (t, 0) = = = sin t (as t 6= 0),
t +0 t
we have
f (t, 0) − f (0, 0) sin t
fx (0, 0) = lim = lim = 1.
t→0 t −0 t→0 t

CALCULUS II - AY2022-23 50 / 123


• Partial derivative of f (x, y ) w.r.t. y

Similarly, we have partial derivative fy .

Definition (4.)
For a function of two variables f (x, y ), partial derivative of f w.r.t. y is
the function fy defined as follows:

f (x, t) − f (x, y )
fy (x, y ) = lim ,
t→y t −y

(keeping x as a constant).

The subscript y indicates that the values of t tends to y .


∂f
Another notation: .
∂y

CALCULUS II - AY2022-23 51 / 123


The symbol fy (a, b) is the partial derivative fy (x, y ) at a point (a, b)
(i.e., y = b, keeping x = a unchanged):

f (a, t) − f (a, b)
fy (a, b) = lim .
t→b t −b

We also have
The partial derivative fy (a, b) is the slope of the tangent to the
curve z = f (a, y ) at y = b.

It gives the rate of change of f (a, y ) at (a, b) along the positive


y -direction.

Other notations:

∂f
fy (a, b) = fy (x, y ) = .
x=a,y =b ∂y x=a,y =b

CALCULUS II - AY2022-23 52 / 123


This is the gradient of the curve z = f (a, y ) at y = b.

CALCULUS II - AY2022-23 53 / 123


• Partial derivatives: in terms of h → 0

We can also define the partial derivatives as follows:


1 Letting t = x + h and noticing that t → x is equivalent to h → 0,
we have
f (x + h, y ) − f (x, y )
fx (x, y ) = lim .
h→0 h

2 Similarly, with t = y + h, we have

f (x, y + h) − f (x, y )
fy (x, y ) = lim .
h→0 h

CALCULUS II - AY2022-23 54 / 123


• Partial derivatives for 3-variable functions

Definition (5.)
For a function f (x, y , z) of three variables, its partial derivative w.r.t. x
is defined as
f (x + h, y , z) − f (x, y , z)
fx (x, y , z) = lim
h→0 h
and it is obtained by regarding y and z as constants and differentiating
f with respect to x.

Other partial derivatives: fy and fz .

CALCULUS II - AY2022-23 55 / 123


• Partial derivatives of functions of n variables

More generally, we have the following definition.

Definition (6.)
For a function f (x1 , x2 , . . . , xn ) of n variables, the partial derivative w.r.t.
to the variable xi is defined by

fxi (x1 , x2 , . . . , xn )
f (x1 , . . . , xi + h, . . . , xn ) − f (x1 , . . . , xi , . . . , xn )
= lim .
h→0 h

∂f
Other notations: , or simply, fi (x1 , x2 , . . . , xn ).
∂xi

CALCULUS II - AY2022-23 56 / 123


• Evaluating partial derivatives

• For a fixed value of y , the definition

f (t, y ) − f (x, y )
fx (x, y ) = lim
t→x t −x
tells us that it is the usual derivative of the function f (x, y ) w.r.t. x.

Therefore, to evaluate fx , we regard y as a constant and differentiate


the function f (x, y ) with respect to x.

Hence, we may apply rules of single-variable differentiation whenever


they are applicable.

• Similarly, to evaluate fy , we regard x as a constant and differentiate


f (x, y ) with respect to y .

CALCULUS II - AY2022-23 57 / 123


Example (7.)
Find fx (2, 1) and fy (2, 1), if f (x, y ) = x 3 + x 2 y 3 − 2y 2 .

Solution. We have
∂  3 
fx (x, y ) = x + x 2 y 3 − 2y 2 = 3x 2 + 2xy 3 ,
∂x
∂  3 
fy (x, y ) = x + x 2 y 3 − 2y 2 = 3x 2 y 2 − 4y .
∂y
Then

fx (2, 1) = 12 + 4 = 16 and fy (2, 1) = 12 − 4 = 8.

CALCULUS II - AY2022-23 58 / 123


Example (8.)
x ∂f ∂f
If f (x, y ) = sin , calculate and .
1+y ∂x ∂y

Solution. Using the Chain Rule for functions of one variable, we have
(keep y as a constant)
 
∂f x ∂ x 1 x
= cos = cos ,
∂x 1 + y ∂x 1 + y y +1 y +1

and (keep x as a constant)


 
∂f x ∂ x −x x
= cos = 2
cos .
∂y 1 + y ∂y 1+y (y + 1) y + 1

CALCULUS II - AY2022-23 59 / 123


• Similarly, we have partial derivatives for 3-variable functions.

Example (9.)
p
For f (x, y , z) = x sin y + e3x y 2 + 9z, compute fx , fy , and fz .

Solution. We have
p
fx (x, y , z) = sin y + 3e3x y 2 + 9z,

e3x y
fy (x, y , z) = x cos y + p ,
y 2 + 9z

9e3x
fz (x, y , z) = p .
2 y 2 + 9z

CALCULUS II - AY2022-23 60 / 123


Example (10.)
Find fx , fy , and fz , if f (x, y , z) = exy ln z.

Solution. We have
∂ xy
fx (x, y , z) = (e ln z) = yexy ln z,
∂x
∂ xy
fy (x, y , z) = (e ln z) = xexy ln z,
∂y
∂ xy exy
fz (x, y , z) = (e ln z) = .
∂z z

CALCULUS II - AY2022-23 61 / 123


• Second partial derivatives

• If f is a function of two variables, then its partial derivatives fx and fy


are also functions of two variables.

Then we can consider their partial derivatives: (fx )x , (fx )y , (fy )x , and
(fy )y , which are called second partial derivatives of f .

∂2f
We use the notation fxy , or to indicate that we first differentiate f
∂y ∂x
with respect to x followed by differentiating with respect to y :

∂2f
 
∂ ∂f
fxy = (fx )y and = .
∂y ∂x ∂y ∂x

CALCULUS II - AY2022-23 62 / 123


• For a 2-variable function f (x, y ) there are FOUR second-order partial
derivatives:

∂2f
 
∂ ∂f
(fx )x = fxx = , =
∂x ∂x∂x 2
∂2f
 
∂ ∂f
(fx )y = fxy = = ,
∂y ∂x ∂y ∂x
∂2f
 
∂ ∂f
(fy )x = fyx = = ,
∂x ∂y ∂x∂y
∂2f
 
∂ ∂f
(fy )y = fyy = = .
∂y ∂y ∂y 2

• Similarly, for a 3-variable function, there are NINE second-order


partial derivatives.

CALCULUS II - AY2022-23 63 / 123


Example (11. Back to Example 7)
Find all second-order derivatives of

f (x, y ) = x 3 + x 2 y 3 − 2y 2 .

Solution. We fist find the first-order derivatives

fx = 3x 2 + 2xy 3 , fy = 3x 2 y 2 − 4y .

Now we have

fxx = (fx )x = 6x + 2y 3 , fxy = (fx )y = 6xy 2 ,


fyx = (fy )x = 6xy 2 , fyy = (fy )y = 6x 2 y − 4.

Note that fxy (a, b) = fyx (a, b).

CALCULUS II - AY2022-23 64 / 123


• Is it true that fxy = fyx ?

In general, fxy 6= fyx .

However, under some conditions, these partial derivatives are equal.

Theorem (12. Equality of mixed derivatives)


If f (x, y ) and its partial derivatives fx , fy , fxy , and fyx are defined
throughout an open region containing a point (a, b) and all are
continuous at (a, b), then

fxy (a, b) = fyx (a, b).

The above theorem is also known as Clairaut’s Theorem, named after


the French mathematician Alexis Clairaut who proved it in 1740.

CALCULUS II - AY2022-23 65 / 123


Example (13. Back to Example 10)
∂2f
For f (x, y , z) = exy ln z, find and fzxy .
∂z∂y

Solution. First, we have

∂2f xexy
 
∂ ∂f ∂
= = (xexy ln z) = .
∂z∂y ∂z ∂y ∂z z

Next, to compute fzxy = (fz )x y
, we evaluate

exy yexy
fz = =⇒ (fz )x = .
z z

Hence,
 exy + y (xexy ) exy (1 + xy )
fzxy = (fz )x y
= = .
z z
CALCULUS II - AY2022-23 66 / 123
• Gradient Vector

We introduce a useful term, known as the gradient vector, denoted by


∇f . It is a vector formed by partial derivatives of f .

Definition (14.)
1 For a function f of two variables x and y , the gradient of f is the
vector ∇f defined by
 ∂f ∂f
∇f (x, y ) = fx , fy = i+ j.
∂x ∂y
2 For a function f of three variables x, y , and z, the gradient of f is
the vector ∇f defined by
 ∂f ∂f ∂f
∇f (x, y , z) = fx , fy , fz = i+ j+ k.
∂x ∂y ∂z

CALCULUS II - AY2022-23 67 / 123


Example (15.)
For f (x, y ) = x(x − 3) − y , find
∇f (x, y )
∇f (P0 ), where P0 = (1, −1).

Solution. Since f (x, y ) = x(x − 3) − y = x 2 − 3x − y , we have

fx (x, y ) = 2x − 3, fy (x, y ) = −1.

Hence,

∇f (x, y ) = fx (x, y ), fy (x, y ) = (2x − 3, −1),
 
∇f (P0 ) = (2x − 3) , −1 = (2 · 1, −1) =

x=1,y =−1 x=1,y =−1
(−1, −1).

CALCULUS II - AY2022-23 68 / 123


Example (16.)
x2 z2
For F (x, y , z) = + y 2 + , find the gradient vector ∇F (x, y , z).
4 9

Solution. We have
x 2z
Fx (x, y , z) = , Fy (x, y , z) = 2y , and Fz (x, y , z) = .
2 9

Hence,  
x 2z
∇F (x, y , z) = , 2y , .
2 9

CALCULUS II - AY2022-23 69 / 123


More generally, for a function of n variables, we have the following
definition.

Definition (17.)
If f is a function of n variables x1 , x2 , . . . , xn , then the gradient vector (or
simply, gradient) of f is the vector ∇f defined by
 
∂f ∂f ∂f
∇f (x1 , x2 , . . . , xn ) = , ,..., .
∂x1 ∂x2 ∂xn

CALCULUS II - AY2022-23 70 / 123

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