Lecture 11S
Lecture 11S
Lecture 08
Shilpak Banerjee1
1 Assistant Professor
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We already discussed
• Review of calculus of real valued functions of a single real variable.
◦ limits,
◦ continuity, and
◦ differentiation
• Partial derivatives: Functions of several variables.
◦ Terminologies from topology: Interior points, boundary points, open sets,
closed sets, bounded sets, unbounded sets.
◦ Level curves, level surfaces, contour maps,
◦ Limits.
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Partial derivatives:
Limits and continuity in
higher dimension
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Limits in 2D
We say that a function f (x, y) approaches the limit L as (x, y) approaches
(x0 , y0 ), and write
lim f (x, y) = L
(x,y)→(x0 ,y0 )
if, for every number ε > 0, there exists a corresponding number δ > 0 such
that for all (x, y) in the domain of f ,
p
|f (x, y) − L| < ε whenever 0 < (x − x0 )2 + (y − y0 )2 < δ
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0 0
of ƒ, although a boundary point need not lie within the domain. The points (x, y) that
approach (x0 , y0) are always taken to be in the domain of ƒ. See Figure 14.12.
Limits in 2D
y
f
(x, y)
D
d
(x 0 , y0 )
x z
0 0 L−P L L+P
Figure 14.12
FigureIn1:the
Source: Thomas’s
limit definition, d iscalculus
the radius of a disk
centered at (x0, y0). For all points (x, y) within this disk, the function
values ƒ(x, y) lie inside the corresponding interval (L - P, L + P).
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First examples
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lim ƒ(x, y) = lim x = x0 .
(x, y) S (x0, y0) (x, y) S (x0, y0)
As with single-variable functions, the limit of the sum of two functions is the sum of
their limits (when they both exist), with similar results for the limits of the differences,
Properties of limits
constant multiples, products, quotients, powers, and roots.
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Two-Path Test for Nonexistence of a Limit
If a function f (x, y) has different limits along two different paths in the
domain of f as (x, y) approaches (x0 , y0 ), then
lim f (x, y)
(x,y)→(x0 ,y0 )
Warning: Having the same limit along all straight lines approaching (x0 , y0 )
does not imply a limit exists at (x0 , y0 ).
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Example IV
Show that the function
2x2 y
f (x, y) =
x4 + y 2
has no limit as (x, y) approach (0, 0).
Note that direct substitution fails. We approach via a parabolic curve
y = kx2 , x ̸= 0. Then
2x2 y 2kx4 2k
f (x, y)|y=kx2 = 4 2
= 4 2 4
=
x +y x +k x 1 + k2
Thus
2k
lim = lim f (x, y)|y=kx2 =
(x,y)→(0,0) (x,y)→(0,0) 1 + k2
along y=kx2
So the two path test tells us that the limit does not exists. 10
Continuity in 2D
A function f (x, y) is continuous at the point (x0 , y0 ) if
1. f is defined at (x0 , y0 ).
2.
lim f (x, y) exists.
(x,y)→(x0 ,y0 )
3.
lim f (x, y) = f (x0 , y0 )
(x,y)→(x0 ,y0 )
For every point that is not the origin, the limit exists as the limit of rational
functions with non-vanishing denominators is given by substitution. So we
only need to check for continuity at the origin.
We use the two path test first and approach the origin along y = mx, m ̸= 0.
Then
2x(mx) 2m
f (x, y)|y=mx = 2 2
=
x + (mx) 1 + m2
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Example contd...
Thus
2m
lim = lim [f (x, y)|y=mx ] =
(x,y)→(0,0) (x,y)→(0,0) 1 + m2
along y=mx
So the two path test tells us that the limit does not exists. Hence it is not
continuous at the origin.
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An exercise
Define limits and continuity for a real valued function in three real variables.
Define limits and continuity for a real valued function in n real variables for
any n ∈ N.
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Continuity of Composites
If f is continuous at (x0 , y0 ) and g is a single-variable function continuous at
f (x0 , y0 ), then the composite function h = g ◦ f defined by
h(x, y) = g(f (x, y)) is continuous at (x0 , y0 ).
x2
x+y
e , cos ,
x2 + y 2
ex+y+z , ln(x2 + y 2 + z 4 ),
w2
sin
x2 + y 2 + z 2 + 1
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Extreme value theorem
Theorem 1
Suppose D ⊂ Rn is a non empty closed and bounded set and
f :D→R
is a continuous function.
Then there exists a point in D where f attains a maximum value, and, as well
as there is a point in D where f attains a minimum value.
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Partial derivatives:
Partial derivatives
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Partial derivatives in 2D
The partial derivative of f (x, y) with 14.3 Partial Derivatives 8
Vertical axis in
∂f d the plane y = y0
= f (x, y0 ) P(x0, y0, f(x0, y0))
∂x (x0 ,y0 ) dx
x=x0 z = f(x, y)
The curve z = f(x, y0)
f (x0 + h, y0 ) − f (x0 , y0 ) in the plane y = y0
= lim
h→0 h Tangent line
0
Alternate notation: fx (x0 , y0 ). x0
y0
x
[For calculations: We treat y as a (x0 + h, y0)
(x0, y0) y
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Partial derivatives in 2D
812 Chapter 14: Partial Derivatives
The partial derivative of f (x, y) with
respect to y at the point (x0 , y0 ) is Vertical axis The slope of t
in the plane z plane x = x0 (Figu
x = x0
tangent line to the c
∂f d
slope. The partial d
= f (x0 , y) x is held fixed at th
∂y (x0 ,y0 ) dx
y=y0 Tangent line The partial der
f (x0 , y0 + h) − f (x0 , y0 ) P(x0, y0, f(x0, y0))
tive with respect to
= lim
h→0 h z = f(x, y)
Notice that we
Alternate notation: fy (x0 , y0 ). 0
the point P(x0, y0, ƒ
x0 y0
face at P? We will
x section, and we wil
[For calculations: We treat x as a (x0, y0) y learn more about pa
constant and do single variable (x0, y0 + k)
) z
Horizontal axis
e
in the plane x = x0
0
This tangent line P(x0, y0, f(x0, y0))
The intersection of the has slope fy(x0, y0). This tangent line
he surface z = ƒ(x, y), has slope fx(x0, y0).
the first quadrant of The curve z = f(x0, y)
in the plane x = x0 The curve z = f(x, y0)
in the plane y = y0
z = f(x, y)
y = y0 (x0, y0) x = x0
y
Figure 14.18 Figures 14.16 and 14.17 combined. The tangent
Figure 6: Source: Thomas’s calculus
lines at the point (x0 , y0 , ƒ(x0 , y0)) determine a plane that, in this
picture at least, appears to be tangent to the surface.
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Example I
Find ∂f /∂x and ∂f /∂y at the point (1, 2) when
∂f ∂f
= 4x + 3y = 3x + 1
∂x ∂y
∂f
=⇒ = 10 ∂f
∂x =⇒ =4
(1,2) ∂1 (1,2)
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Example II
Find ∂z/∂x if the equation
yz − ln z = x + y
defines z as a function of two independent variables x and y and the partial
derivatives exists.
∂ ∂
(yz − ln z) = (x + y)
∂x ∂x
∂ ∂ ∂x ∂y
=⇒ (yz) − (ln z) = +
∂x ∂x ∂x ∂x
∂z 1 ∂z
=⇒ y − =1+0
∂x z ∂x
∂z z
=⇒ =
∂x yz − 1
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Partial derivatives in higher dimensions
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Thanks
[email protected]
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