MH1811 Mathematics 2

Functions of Several Variables.

Main instructor — Dr Duzhin Fedor, slides mostly developed

by Dr Tan Geok Choo

Division of Mathematical Sciences

School of Physical and Mathematical Sciences
Nanyang Technological University

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Introduction

We shall extend the basic ideas of single-variable calculus

to functions of several variables.

We shall discuss limit at a point and continuity.

As there are more than one variables, the derivatives

involved are more interesting and more varied. Applications
of derivatives will also be discussed.

Similarly, we will also discuss integrals involving several

variables.

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 The Set Rn
The set Rn is the set of n-tuples of real numbers
(x1 , x2 , x3 , . . . , xn ).

When n = 1, we have R1 = R represented by the real

number line.
When n = 2, we have R2 which is represented by the
infinite (x, y )-plane. We usually write (x, y ) instead of
(x1 , x2 ) for points in R2 .
When n = 3, we have R3 which is represented by the
3-dimensional space we live in. We usually write (x, y , z)
instead of (x1 , x2 , x3 ) for points in R3 .

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 R: Real Line

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 R2: xy -plane
The xy -plane is the plane with two perpendicular axes, the
x-axis and y -axis, such that each of them represents a real line
and they intersect at the zeros.
This intersection point, denoted by 0, is called the origin.
Every point on the xy -plane is represented by a pair of real
numbers (a, b) such that a is the real number on the x-axis
projected vertically and b is the real number on the y -axis
projected horizontally.
We always name the xy -plane as R2 .

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 R2: xy -plane

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 Lines, Circles and ellipse in R2
Equation of a line:
ax + by = c.
Equation of a circle:

(x − a)2 + (y − b)2 = r 2 , r > 0.

Equation of an ellipse:

α(x − a)2 + β(y − b)2 = r 2 , where α > 0, β > 0, r > 0.

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 R3: xyz-space
The xyz-space is the space consisting of three mutually
perpendicular axes, they are the x-axis, y -axis and z-axis. The
intersection of these three axes is called the origin, denoted by
0.

Every point on the space is represented by (a, b, c) where a, b, c

are the real numbers projected to the x-axis, y -axis and z-axis,
respectively.

We always name the xyz-space as R3 .

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 R3: xyz-space
NOTE: Use Right-hand rule to determine the positive z-axis.

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 Planes in R3
Equation of a plane:

ax + by + cz = d

(Coefficients give a normal vector n = (a, b, c) to the plane.)

Vector form:

(r − r0 ) · n = 0

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 Spheres in R3
Equation of a sphere: Center (a, b, c), radius r
(x − a)2 + (y − b)2 + (z − c)2 = r 2 , r > 0.

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 Ellipsoids in R3
Equation of an ellipsoid:

α(x − a)2 + β(y − b)2 + γ(z − c)2 = r 2 ,

where α > 0, β > 0, γ > 0, r > 0.

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 Quiz
https://forms.gle/w7nEsXYw8uC1YoBR8

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Functions of 2 Variables.
For a function f of two variables, the domain D is a subset of R2 .
The function f is a rule that assigns to each point (x, y ) ∈ D a
unique real number which is denoted by f (x, y ).

We often write z = f (x, y ) to make explicit the value taken

on by f at the point (x, y ).

The variables x and y are independent variables and z is a

dependent variable.
NOTE When the domain of f is not specified, we take the largest
subset of R2 on which f (x, y ) is a real number, to be the domain
of f .
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 Example: Function of 2 Variables.
Many functions depend on more than one independent
variables.
Example
The power P (watts) of an electric circuit is related to the circuit’s
resistance R (ohms) and current I (amperes) by the equation

P = RI 2 .

This means that P is a function of two variables R and I.

We may express the function as

P(R, I) = RI 2 .

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 Example: Distance function

Example
The distance of a point P(x, y ) from a point Q(a, b) is given by
q
d(x, y ) = (x − a)2 + (y − b)2 .

The domain of d(x, y ) is R2 since d(x, y ) is defined for every

point in R2 .

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 Example.

Example
p
y − x2
Find and sketch the domain of f (x, y ) = and evaluate
x −2
f (1, 2).
p
y − x2
[SOLUTION] Note that f (x, y ) = is defined whenever
x −2
y − x 2 ≥ 0 and x − 2 6= 0. Therefore the domain of f is

D = (x, y ) : y ≥ x 2 & x 6= 2


√
2−1
and f (1, 2) = = −1.
1−2

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 Example. Sketch of Domain of f .

D = (x, y ) : y ≥ x 2 & x 6= 2

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 Example.

Example
Find and sketch the domain of g (x, y ) = x ln (2x − y − 2) and
evaluate g (1, −2).

[SOLUTION] Note that g (x, y ) = x ln (2x − y − 2) is defined

when 2x − y − 2 > 0, i.e., y < 2x − 2.
Therefore the domain of g is

D = {(x, y ) : y < 2x − 2}

and g (1, −2) = 1 · ln (2(1) − (−2) − 2) = ln 2.

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 Example. Sketch of Domain of g.
D = {(x, y ) : y < 2x − 2}

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 Graph of f (x, y ): z = f (x, y ).
The graph of the function 2-variable function f (x, y ) is a
3-dimensional graph z = f (x, y ). It is a challenge to sketch it on
paper.
(x, y , z) ∈ R3 : z = f (x, y ) , (x, y ) ∈ D


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 Level Curves of f (x, y ).
The set of points (x, y ) in R2 where f (x, y ) has the same
(constant) value f (x, y ) = k is called a level curve of f .

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 Level curves and Contour Map
If f (x, y ) is the altitude function of a region in R2 , then the level
curves give rise to the contour map.

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 Example: Level Sets of Distance function

Example
Consider the distance function of a point P(x, y ) from the point
Q(−1, 2) given by
q
d(x, y ) = (x + 1)2 + (y − 2)2 .

Determine each of the following level sets:

(a) d(x, y ) = −2
(b) d(x, y ) = 0
(c) d(x, y ) = 3

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 p
Level Sets of d(x, y ) = (x + 1)2 + (y − 2)2

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 Example.

Example
Find the level curve of f (x, y ) = 100 − x 2 − y 2
(i) corresponds to f (x, y ) = 75.
(ii) passes through (10, 0).

Note Our aim is determine all points (x, y ) lying on each of the
above level curves (by describing (x, y ) via equations and
sketching them, if possible.)

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 Example. (i)
To find the level curve corresponding to f (x, y ) = 75, we find
(x, y ) such that f (x, y ) = 75, which is,
100 − x 2 − y 2 = 75, i.e., x 2 + y 2 = 25.
This is a circle, with radius 5 and center (0, 0).

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 Example. (ii)
The level curve which passes through (10, 0) is the level curve
containing all points (x, y ) corresponds to same same value of f
evaluated at (10, 0), i.e., f (x, y ) = f (10, 0).
Since f (10, 0) = 0, the required level curve is described by

f (x, y ) = 0, i.e., x 2 + y 2 = 102 .

It is a circle, with radius 10 and center (0, 0).

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 Example: Graph & Level Curves of
f (x, y ) = 100 − x 2 − y 2.

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 Quiz
https://forms.gle/AiqmsJkE28LZmMeh7

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Function of 3 Variables.
For a function f of three variables, the domain D is a subset of
R3 . The function f is a rule that assigns to each point
(x, y , z) ∈ D a unique real number which is denoted by
f (x, y , z).
We often write w = f (x, y , z) to make explicit the value
taken on by f at the point (x, y , z).
The variables x, y and z are independent variables and w is
a dependent variable.
For a function f of three variables, the set of points (x, y , z)
in R3 where f (x, y , z) has a constant value f (x, y , z) = k is
called a level surface of f .

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 Function of 3 Variables & Level Surfaces.

Example
The function F (x, y , z) = max{x − y , 3y − z, |x − 2z|} provides
the maximum value among values x − y , 3y − z and |x − 2z|.
Evaluate the value of F (10, 5, 9).

[Solution]

F (10, 5, 9) = max{10 − 5, 3(5) − 9, |10 − 2(9)|}

= max{5, 6, 8} = 8.

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 Example: Level Surfaces.
Level Surfaces of F (x, y , z) = x 2 + y 2 + z 2 .

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 Example.

Example
Consider the function f (x, y , z) = (x − 1)2 + y 2 + z 2 .
(a) Find the level surface corresponding to f (x, y , z) = 9.
(b) Find the level surface which passes through the point
(1, −2, 3).

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 Example. Solution.

f (x, y , z) = (x − 1)2 + y 2 + z 2

(a) The level surface corresponds to f (x, y , z) = 9, i.e.,

(x − 1)2 + y 2 + z 2 = 9, is the sphere of radius 3 and center
at (1, 0, 0) .

(b) Since f (1, −2, 3) = 02 + (−2)2 + 32 = 13, the level surface

that passes through (1, −2, 3) is the set

(x, y , z) ∈ R3 | (x − 1)2 + y 2 + z 2 = 13 .


√
It is a sphere, with radius 13 and center at (1, 0, 0).
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 Functions of Several Variables.

Definition
Let D ⊂ Rn . A function f of n variables is a rule that assigns to
each point (x1 , x2 , ..., xn ) ∈ D a unique real number denoted by
f (x1 , x2 , ..., xn ). The set D is called the domain of f and the
range is the set of values f takes on.

The real number w = f (x1 , x2 , ..., xn ) is called the image of f

evaluated at the point (x1 , x2 , ..., xn ).
The variables x1 , x2 , x3 , . . . , xn are known as independent
variables. The variable w is known as a dependent variable.
The set of points (x1 , x2 , . . . , xn ) in Rn where f (x1 , x2 , . . . , xn ) has
a constant value f (x1 , x2 , . . . , xn ) = k is called a level set of f .
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 Example: Functions of Several Variables

Example
If a company uses n different ingredients in making a food
product, ci is the cost per unit of the i-th ingredient, then the
total cost T if xi units of i th ingredient (i = 1, 2, ..., n) is used is a
function of x1 , x2 , . . . , xn , where
n
X
T (x1 , x2 , ..., xn ) = xi ci .
i=1

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 Quiz
https://forms.gle/b7ucLA8WzfQoepTR8

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Recall: Limit - Intuitive Concept.
Recall that for a function f (x) of one variable x, intuitively, we say
the limit of a function f at a point a is L, where L is a finite real
number, if f (x) gets very near to L when x gets very near to a.
The notation used:

lim f (x) = L or f (x) → L as x → a

x→a

x gets very near to a means that the distance |x − a|

becomes very small.
f (x) gets very near to L means that the distance |f (x) − L|
becomes very small.

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 Recall: Limit – Formal Definition.

Definition
Let f be a function of one variable defined on a domain D ⊂ R.
Let a ∈ R, we say that the limit of f (x) as x approaches a is L if
for every positive number ε > 0, there exists a corresponding
δ > 0 such that

|f (x) − L| < ε whenever 0 < |x − a| < δ

and we write
lim f (x) = L.
x→a

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 Limits - Intuitive Concept.
Consider a function f (x, y ) of two variables x and y . Intuitively,
we say the limit of a function f at a point (a, b) is L, where L is a
finite real number, if f (x, y ) gets very near to L when (x, y ) gets
very near to (a, b) (in any possible way).
We denote this behaviour by writing

lim f (x, y ) = L
(x,y )→(a,b)

Other notation:

f (x, y ) → L as (x, y ) → (a, b)

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 Limits - Graphical Concept.

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 Remark
q
||(x, y ) − (a, b)|| = (x − a)2 + (y − b)2 is the distance
between points (x, y ) and (a, b).

(x, y ) gets very near to (a, b) mathematically is

k (x, y ) − (a, b) k gets very small.
This is described by k (x, y ) − (a, b) k < δ in the following
formal definition.

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 Limits – Formal Definition.

Definition
Suppose f is a function of two variables defined on a domain D
in R2 and (a, b) ∈ R2 . We say that the limit of f (x, y ) as (x, y )
approaches (a, b) exists if there is a number L if for every real
number ε > 0, there is a corresponding real number δ > 0 such
that

|f (x, y ) − L| < ε whenever 0 < k (x, y ) − (a, b) k < δ

and we write
lim f (x, y ) = L.
(x,y )→(a,b)

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 Consequences of Formal Definition.

(Uniqueness) lim f (x, y ) is unique if it exists.

(x,y )→(a,b)

Limit laws or properties are established using the formal

definition.

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 Limit Law

Proposition
For every integer n, where n ≥ 0, we have

lim (x n ) = an , lim (y n ) = bn .
(x,y )→(a,b) (x,y )→(a,b)

Example
(a) lim x 2 = a2 and lim y 3 = b3
(x,y )→(a,b) (x,y )→(a,b)

(b) lim x 7 = (−1)7 = −1 and lim y 3 = 23 = 8

(x,y )→(−1,3) (x,y )→(−1,2)

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 Limits Laws

Theorem
If lim f (x, y ) and lim g (x, y ) exist, then
(x,y )→(a,b) (x,y )→(a,b)

(a) lim (αf (x, y ) + βg (x, y ))

(x,y )→(a,b)

=α lim f (x, y ) + β lim g (x, y )

(x,y )→(a,b) (x,y )→(a,b)

where α and β are constants.

(b) lim (f (x, y ) · g (x, y ))
(x,y )→(a,b)

= lim f (x, y ) · lim g (x, y )

(x,y )→(a,b) (x,y )→(a,b)

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 Limits Laws

Theorem
(c)
lim f (x, y )
f (x, y ) (x,y )→(a,b)
lim =
(x,y )→(a,b) g (x, y ) lim g (x, y )
(x,y )→(a,b)

provided lim g (x, y ) 6= 0.

(x,y )→(a,b)

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 Example. Using Limits Laws.
1

   
2 3 2 3
= a2 +b3


lim x +y = lim x + lim y
(x,y )→(a,b) (x,y )→(a,b) (x,y )→(a,b)

  
2 3 2 3
= a2 b 3


lim x y = lim x lim y
(x,y )→(a,b) (x,y )→(a,b) (x,y )→(a,b)

lim x 2y 3
x 2y 3 32 (1)3
 
(x,y )→(3,1) 9
lim = = =
(x,y )→(3,1) x2 + y3 lim x2 + y3 32 + (1)3 10
(x,y )→(3,1)

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 Quiz
https://forms.gle/4NCxk7kvFtoqrRrt8

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Continuity

Definition
Let f be a function of two variables defined in a domain D ⊂ R2 .
Then f is said to be continuous at (a, b) if

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

(x,y )→(a,b)

We say that f is continuous on D if it is continuous at each

(a, b) ∈ D.

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 Polynomials & Rational Functions.

(a) 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 +c6 x 2 y +...+ck x n y m .

Example: p(x, y ) = π − 179x 2 + y 3 − 2016xy 7

p (x, y )
(b) A rational function is a ratio of two polynomials p
q (x, y )
and q where q (x, y ) 6= 0.

x 2 + xy − 9y 2
Example: f (x, y ) = 2
, where y − x 2 6= 0.
x −y

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 Polynomials & Rational Functions

Proposition
Polynomials and rational functions are continuous on their
respective domains.

From the properties of limits that for non-negative integers m

and n, we have
lim x m y n = am bn .
(x,y )→(a,b)
m n
Thus, f (x, y ) = x y is continuous at every point (a, b).
By limit laws, all polynomials and rational functions are
continuous on their respective domains.

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 Examples: Continuity and Substitution

(a) The polynomial p(x, y ) = π − 179x 2 + y 3 − 2016xy 7 is

continuous on R2 . Thus, we have

π − 179x 2 + y 3 − 2016xy 7 = π − 179

lim
(x,y )→(−1,0)

x2 − y2
(b) The rational function f (x, y ) = is continuous
(x − 1)2 + y 2
whenever (x − 1)2 + y 2 =
6 0, i.e., (x, y ) 6= (1, 0). Thus, we
have
lim f (x, y ) = f (−1, 2)
(x,y )→(−1,2)

(−1)2 − 22 −3
= 2 2
=
(−2) + 2 8
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 Quiz
https://forms.gle/198E2kC3ymYzuR838

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 Outline

1 xy -plane, xyz-space

2 Functions of 2 Variables.

3 Functions of 3 or more Variables

4 Limits

5 Continuity

6 Limit along path C passing through (a, b)

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 Limit along path C passing through (a, b).
Suppose C is a path passes through (a, b).
We express the limit of f (x, y ) along the path C as (x, y )
approaches (a, b) as lim f (x, y )
(x,y )→(a,b)
C

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 Example 1: Paths Passing through (a, b)

Example
x2 − x − y2
(a) lim – Not a valid path.
(x,y )→(1,0) (x − 1) + y 2
x=0
(b)
x2 − x − y2 x2 − x
lim = lim = lim x = 1
(x,y )→(1,0) (x − 1) + y 2 x→1 (x − 1) x→1
y =0

(c)

x2 − x − y2 −y 2
lim = lim = lim (−1) = −1
(x,y )→(1,0) (x − 1) + y 2 y →0 y2 y →0
x=1

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 Path Limits
Path limits are used to verify the limit does not exist.

Corollary
Suppose C1 and C2 are paths passing through (a, b). If

lim f (x, y ) does not exist, OR

(x,y )→(a,b)
C1

lim f (x, y ) 6= lim f (x, y ),

(x,y )→(a,b) (x,y )→(a,b)
C1 C2

then lim f (x, y ) does not exist.

(x,y )→(a,b)

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 Different Limits along Different Paths.
The preceding result follows from the uniqueness of limit that if
f (x, y ) has different limits as (x, y ) approaches (a, b) along
different paths, then the limit lim f (x, y ) does not exist.
(x,y )→(a,b)

Question Can we conclude lim f (x, y ) exists if

(x,y )→(a,b)

lim f (x, y ) = lim f (x, y )?

(x,y )→(a,b) (x,y )→(a,b)
C1 C2

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 Example 2: Different Path Limits

Example
x2 − x − y2
Does lim exist?
(x,y )→(1,0) (x − 1) + y 2

[Solution] From Example 1, we have

x2 − x − y2 x2 − x − y2
lim 6= lim .
(x,y )→(1,0) (x − 1) + y 2 (x,y )→(1,0) (x − 1) + y 2
y =0 x=1

x2 − x − y2
We conclude that the limit lim does not exist.
(x,y )→(1,0) (x − 1) + y 2

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 Example 3.

Example
Consider
2 2
 2x − y

if (x, y ) 6= (0, 0)
g (x, y ) = x2 + y2
0 if (x, y ) = (0, 0)


(a) Does the limit lim g(x, y ) exist?

(x,y )→(0,0)

(b) Is g continuous at (0, 0)?

In the solution, we demonstrate two ways of presenting the

evaluation of limits.

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 Example 3(a). [Solution]
Consider the path limits along two different paths: y = 0 and
x = y.

Along y = 0 and (x, y ) 6= (0, 0) , we have

2x 2 − y 2 2x 2 − 02 2x 2
g(x, y ) = = = =2
x2 + y2 x 2 + 02
| {z } x 2

put y =0

−→ 2 as (x, y ) −→ (0, 0)
Thus, we have
lim g(x, y ) = 2.
(x,y )→(0,0)
y =0

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 Example 3(a). [Solution]
Along x = y and (x, y ) 6= (0, 0), we have

2x 2 − y 2 2x 2 − x 2 x2 1
lim g(x, y ) = lim 2 2
= lim 2 2
= lim 2
=
(x,y )→(0,0) x + y x→0 x + x
(x,y )→(0,0)
x=y x=y
| {z } x→0 2x 2
replace y =x

Since
lim g(x, y ) 6= lim g(x, y ),
(x,y )→(0,0) (x,y )→(0,0)
x=y y =0

we conclude that the limit lim g(x, y ) does not exist.

(x,y )→(0,0)

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 Example 3(b). Is g continuous at (0, 0) ?

2 2
 2x − y

if (x, y ) 6= (0, 0)
g (x, y ) = x2 + y2
0 if (x, y ) = (0, 0)


We have to check whether

lim g (x, y ) = g(0, 0).

(x,y )→(0,0)

Note that g(0, 0) = 0 but the limit lim g (x, y ) does not exist.
(x,y )→(0,0)
We conclude that g is not continuous at (0, 0).

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 Quiz
https://forms.gle/8CRpNG7neMuE3z6y9

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/ 72