Indian Institute of Technology Kanpur

Department of Mathematics and Statistics

Lecture 4: Notes on several variables calculus
Semester: 2024-2025 (II)
By
Dr. Bidyut Sanki

Contents

1. Functions 2
1.1. Graphs of functions 2
1.2. Component functions 2
1.3. Projection map 2
2. Continuity of functions 3
3. Characterization of continuous functions 4
4. Action of continuous functions on compact sets 5
5. Differentiation 5
6. Uniqueness theorem 7

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1. Functions

Let us begin with the definition of functions.

Definition 1. A function from Rn to Rm is a rule that associates to each point in

Rn some point in Rm . More precisely:

f : Rn → Rm ,

associate each point x ∈ Rn to some point f (x) ∈ Rm .

Equivalently, a function f : X → Rm means f (x) ∈ Rm is defined for each x ∈ X:

i.e., for x, y ∈ X, we have x = y =⇒ f (x) = f (y).

Definition 2 (Inverse image). Let f : X → Rm be a function and C ⊂ Rm . Then

the inverse image of C with respect to the function f is defined by following:

f −1 (C) = {x ∈ X | f (x) ∈ C}.

Example 1. Let π1 : R2 → R be a function defined by π1 (x, y) = x. Then

π1−1 (1) = {(1, y) | y ∈ R}.

1.1. Graphs of functions. Let f : R2 → R be a function. Then the graph of f is

defined by following:

Graph(f ) = {(x, y, f (x, y)) | (x, y) ∈ R2 } ⊂ R3 .

This gives a figure in R3 .

We have an analogous definition for the graph of a function f : Rn → R for any
n ≥ 1.

1.2. Component functions. Let f : X → Rm be a function. If fi : X → R, for

i = 1, . . . , m, are functions such that

f (x) = (f1 (x), . . . , fm (x)), for all x ∈ X,

then for each 1 ≤ i ≤ m, fi is called the ith component function of f .

1.3. Projection map. For 1 ≤ i ≤ m, the function πi : Rm → R defined by

πi (x1 , . . . , xm ) = xi , for (x1 , . . . , xm ) ∈ Rm ,

is called the ith projection map of Rm .

Exercise 1. Show that the ith component function of f : X → Rm is fi = πi ◦ f.

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2. Continuity of functions

Let f : X ⊂ R → R be a function. Then the notation lim f (x) = b means we can

x→a
get f (x) as close to b as desired by choosing x ∈ X sufficiently close to a but not
equal to a. More precisely: for given  > 0, there exists a δ > 0 such that
|f (x) − b| <  for all x ∈ X such that 0 < |x − a| < δ.
Furthermore, f is continuous at a point a ∈ X, if lim f (x) = f (a).
x→a
We generalize this in the following:
Definition 3. For a function f : X ⊂ Rn → Rm , the notation lim f (x) = b means
x→a
following: For given  > 0, there exists a δ > 0 such that
kf (x) − bk <  for all x ∈ X such that 0 < kx − ak < δ.
Remark 2.1. We note that in the definition of limits, the point a is a limit point
of X and the function f need not be defined at the point a.

Exercise 2. Calculate the limits if they exist.

exy − 1
(1) lim
(x,y)→(0,0) xy
2
y (1 − cos 2x)
(2) lim
(x,y)→(0,0) x4 + y 2
y 2 + (1 − cos 2x)2
(3) lim
(x,y)→(0,0) x4 + y 2

Definition 4. Let X ⊂ Rn . A function f : X → Rm is continuous at a ∈ X if

lim f (x) = f (a).
x→a
The function f is called continuous on X if it is continuous at every a ∈ X.
Example 2. (1) A constant function f : X → Rm , defined by f (x) = b (where
b ∈ Rm is a fixed element) is continuous function.
(2) Identity function Id : Rn → Rn , defined by Id(x) = x is continuous.
(3) If f : Rn → Rm and g : Rm → Rl are continuous, then the composite
function g ◦ f : Rn → Rl is continuous.
(4) If f, g : Rn → Rm , then f ± g : Rn → Rm defined by (f ± g)(x) = f (x) ±
g(x), ∀x ∈ Rn , is continuous.
(5) If f, g : Rn → R are continuous and g(x) 6= 0, ∀x ∈ Rn , then fg : Rn → R,
f f (x)
defined by g (x) = g(x) is also continuous.
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Exercise 3. Let T : Rn → Rn be a linear function. Show that T is continuous on

its domain.

Exercise 4. (1) Let Ω ⊂ R2 open. Let f : Ω → R be a function such that

lim f (x, y) = l. If σ(x) : R → R is a continuous function such that
(x,y)→(a,b)
σ(a) = b, the show that lim f (x, σ(x)) = l
x→a
(2) Let f : Ω → R be a continuous on an open subset Ω ⊂ Rn . If f (x0 ) 6= 0,
prove that there is an ball Br (x0 ) in which f has the same sign as of f (x0 ).

3. Characterization of continuous functions

Theorem 1. Let X ⊂ Rn . A function f : X → Rm is continuous on X if and

only if for every open set U ⊂ Rm there exists some open set V ⊂ Rn such that
f −1 (U ) = V ∩ X.

Proof. Suppose f is continuous and U ⊂ Rm is open subset of Rm . To show that

there exists some open set V ⊂ Rn such that f −1 (U ) = V ∩ X.
Let a ∈ f −1 (U ). Then f (a) ∈ U . Now U is open in Rm implies that there exists an
a > 0 such that B(f (a), a ) ⊂ U . Note that:
B(f (a), a ) = {y ∈ Rm | kf (a) − yk < a }.
Now, continuity of the function f at the point a implies that for such a > 0, there
exists δa > 0 such that for x ∈ B(a, δa ) ∩ X, we have f (x) ∈ B(f (a), a ) ⊂ U.
We define [
V = B(a, δa ).
a∈f −1 (U )
By the construction, we conclude that
f −1 (U ) = V ∩ X.
Conversely, let a ∈ X and  > 0 be given. Now, consider U = B(f (a), ).
By the hypothesis f −1 (U ) = V ∩ X, for some open set V in Rn . As f (a) ∈ U , so
a ∈ V . Therefore, there exists δ > 0 such that B(a, δ) ⊂ V . Thus for x ∈ B(a, δ)∩X,
we have f (x) ∈ U .
Now, we summerize that, for given  > 0, there exists a δ such that kf (a)−f (x)k < ,
for all x ∈ X, with kx − ak < δ. Now, it follows from definition that f is continuous.


Exercise 5. Prove that f = (f1 , . . . , fm ) : Rn → Rm is continuous if and only if

fi : Rn → R are continuous for all i.
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4. Action of continuous functions on compact sets

Theorem 2. If f : Rn → Rm is continuous and A ⊂ Rn is compact, then f (A) is

compact subset of Rm .

Proof. Let O = {Uα | α ∈ Λ} be an open cover of f (A). We show that: O admits a

finite sub-cover O0 covering f (A).
We define
B = {f −1 (Uα ) | α ∈ Λ}.
Then B is an open covering of A. Remember that it is given that A is compact.
Therefore, B admits a finite sub-cover, say {f −1 (Uαi ) | i = 1, . . . , k} covering A.
Then we have
k
[
A⊂ f −1 (Uαi )
i=1
k
[
=⇒ f (A) ⊂ U αi .
i=1

Thus O0 = {Uαi | i = 1, . . . , k} is a required finite sub-cover of O covering A. 

Exercise 6. Show that the converse of Theorem 2 is not true. Counter:constant function

Exercise 7. (1) Let f : A → R be a continuous function and A be a compact

n
set in R . Show that f (A) is compact in R and f attains its maximum and
minimum.
(2) Let A ⊂ Rn be a subset such that every continuous function f : A → R
attains its maximum. Prove that A is compact.

5. Differentiation

5.0.1. Differentiation of functions of single variable. A function f : R → R is differ-

entiable at a point a if

f (a + h) − f (a)
lim exists.
h→0 h
When the limit exists, we denote the value of the limit by f 0 (a). Therefore, in
such a case, we have
f (a + h) − f (a)
(1) f 0 (a) = lim
h→0 h
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We call f 0 (a) as the derivative of f at a.

Remark 5.1. Equation (1) does not make sense for a function f : Rn → Rm .

Let us take a function f : R → R, which is differentiable at a point a, and

assume that f 0 (a) is the derivative of f at a. Now, consider a linear transformation
T : R → R defined by T (h) = f 0 (a)h. Then equation (1) is equivalent to the
following:
f (a + h) − f (a) − T (h) f (a + h) − (f (a)T (h))
(2) lim = lim = 0.
h→0 h h→0 h

Equation (2) may be interpreted as T + f (a) is a good linear approximation of f

at a.
Summery. A function f : R → R is differentiable at a point a ∈ R if there is a
linear function T : R → R such that
f (a + h) − f (a) − T (h)
lim = 0.
h→0 h
Equivalently, we call T as the derivative of the function f at the point a.

5.1.1. Generalization. A function f : Rn → Rm is differentiable at a point a ∈ Rm

if there exists a liner function T : Rm → Rn such that
kf (a + h) − f (a) − T (h)k
(3) lim = 0,
h→0 khk
and the linear function T is called the derivative of f at a. We denote it by Df (a)
or by dfa .

Exercise 8. Show that differentiable functions are continuous.

Exercise 9. Use definition to check differentiability of the function f : R2 → R
defined by f (x, y) = x(y + 1) at the point (1, 0).

Remark 5.2. The matrix of the linear transformation dfa : Rn → Rm , with respect
to the standard ordered bases of the Euclidean spaces Rn and Rm , is called the
Jacobian matrix. It is denoted by f 0 (a).

Exercise 10. Let g be a continuous function on the unit circle {x ∈ R2 | kxk = 1}

such that g(1, 0) = g(0, 1) and g(−x) = −g(x). Define f : R2 → R by
  
kxkg x if x 6= 0
kxk
f (x) =
0 if x = 0.
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(1) If x ∈ R2 and h : R → R is defined by h(t) = f (tx), show that h is differen-

tiable.
(2) Show that f is NOT differentiable at (0, 0) unless g = 0.
(3) Show that f : R2 → R defined by

 √ x|y| if (x, y) 6= 0
f (x, y) = x2 +y 2
0 if (x, y) = (0, 0).

is not differentiable at (0, 0).

6. Uniqueness theorem

Theorem 3 (Uniqueness of derivative). If f : Rn → Rm is differentiable at a, then

there exists a unique linear function T : Rn → Rm such that
kf (a + h) − f (a) − T (h)k
lim = 0.
h→0 khk

Proof. Suppose there exists another liner function Te : Rn → Rm such that

kf (a + h) − f (a) − Te(h)k
lim = 0.
h→0 khk
Then we have
kT (h) − Te(h)k
lim
h→0 khk
kT (h) − f (a + h) + f (a) + f (a + h) − f (a) − Te(h)k
= lim
h→0 khk
kT (h) − f (a + h) + f (a)k kf (a + h) − f (a) − Te(h)k
≤ lim + lim
h→0 khk h→0 khk
=0.

Now, if x ∈ Rn , then
kT (tx) − Te(tx)k
0 = lim
t→0 ktxk
kT (x) − Te(x)k
=
kxk
=⇒ kT (x) − Te(x)k =0
=⇒ T (x) =Te(x).


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Example 3. Consider f : R2 → R defined by f (x, y) = sin x, then df(a,b) : R2 → R

is defined by df(a,b) (h, k) = (cos a)h. The justification is left for the reader.

Remark 6.1. One can define the derivative of a function f at a point a when
the domain of the function f is an open subset a ∈ A of Rn . We say that f is
differentiable on A if it is differentiable at every point of A.

Exercise 11. Let f : Rn → R be a function such that |f (x)| ≤ kxk2 . Show that f
is differentiable at 0.
p
Exercise 12. Show that f : R2 → R, defined by f (x, y) = |xy| is not differentiable.