J.R.

INSTITUTE OF MATHEMATICS
189/35 BEHIND RAILWAY STATION, VAISH COLLEGE ROAD, ROHTAK PIN-124001 (HARYANA)
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9. Define f on [0, 1] by True false key

 x 2 if x is rational
f  x   3 . Then 1. T 2. F 3. F 4. F
 x if x is irrational
5. F 6. T 7. T 8. F
1. f is not Riemann integrable on [0, 1].
2. f is Riemann integrable and 9. F 10. T 11. F 12. F
1
1
0 f  x  dx  4 Assignment key
3. f is Riemann integrable and
1 SCQ
1
0 f  x  dx  3 1. 3 2. 1 3. 2 4. 3

1 1 1
1 5. 2 6. 3 7. 3 8. 3
4.   f  x  dx   f  x  dx  , where
4 0 0
3 9. 2 10. 3 11. 1 12. 4
1 1 13. 3
 f  x  dx and  f  x  dx are the lower
0 0

and upper Riemann integrals of f. MCQ

(CSIR-NET June 2016)
1. 2,4 2. 2,3,4 3. 1,3
10. Let  A ( x ) denote the function which is 1 if
4.1,2 5. 1,2,3,4 6. 1,3
x  A and 0 otherwise. Consider
200
1 7. 1,4 8. 2,3,4 9. 1,4
f ( x)   6   n  ( x ), x  [0,1]
n 1 n  0, 200 
10. 1,2,4 11. 1,4
 
Then f ( x ) is
1. Riemann integrable on [0, 1].
2. Lebesgue integrable on [0, 1].
3. is a continuous function on [0, 1].
4. is a monotone function on [0, 1].
(CSIR-NET Dec 2016)
11. Which of the following are true for the
1
function f ( x )  sin( x )sin   , x  (0,1) ?
 x
1. lim f ( x)  lim f ( x )
x0 x 0

2. lim f ( x)  lim f ( x)
x0 x 0
3. lim f ( x )  1
x 0
4. lim f ( x)  0
x 0
(CSIR-NET Dec 2016)
J.R. INSTITUTE OF MATHEMATICS
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Chapter - 10
Functions of several variables
10.1 Limit of real-valued functions of several variables
Def. Euclidean Space : The set of all ordered n-tuples x =  x1, x2 ,........, xn  of real numbers is

defined as Euclidean space and is denoted by  n i.e.  n = { x : x =  x1 , x2 ,........, xn  , xi   }

The n–tuples x =  x1 , x2 ,......, xn  are called vectors.

Def. Norm in  n : Let x =  x1 , x2 ,.........., xn  be a vector in  n . Then norm of x is defined as :

1
2 2 2  n 2 2
x = x1  x2  ..........  xn =   xi 
 i 1 

Def. Euclidean distance : Let x =  x1 , x2 ,.........., xn  and y =  y1 , y2 ,........., yn  be two vectors in

 n . The Euclidean distance between x and y is defined as :

1
 n 2 2
d ( x, y ) = x  y =   xi  yi 
 i 1 

Def. Open sphere : Let x0  n and r  0 be any real number. The open sphere with centre at x0 and

radius r, is denoted by S r  x0  and is defined as

S r  x0    x n : x  x0  r

Def. Closed sphere : Let x0  n and r  0 be any real number. The closed sphere with centre at x0

and radius r, is denoted by S r [ x0 ] and is defined as

S r  x0    x n : x  x0  r

Remarks : 1. Open spheres and closed spheres are also known as open balls and closed balls
respectively.
2. Other common notations used for the open sphere S r  x0  are S  x0 , r , Br  x0  and B x0 , r  .

Similarly the closed sphere S r  x0  is also denoted by S  x0 , r  , Br  x0  and B  x0 , r  .

3. A sphere (open or closed) is always non-empty since it contains its centre at least.
 2

Def. Neighbourhood of a point : A set A   n is said to be neighbourhood of a point x0   n if

there exists an open sphere S r ( x0 ) such that x0  S r ( x0 )  A .

(i) Rectangular Neighbourhood of a point in  2 : A rectangular neighbourhood of a point

(a , b)   2 is defined as a set

S  ( x , y )   2 : | x  a |  1 ,| y  b |   2  Y

where (a , b) is centre of the rectangle whose sides are

 (a, b) 22
parallel to the co-ordinate axes and 1  0,  2  0 are real
21
numbers.
O X
Note : For Square neighbourhood we take 1   2   .

(ii) Circular Neighbourhood of a point in  2 :

A circular neighbourhood of a point (a , b)   2 is defined as a set Y

S   ( x , y )   2 : | ( x , y )  (a , b) |    (a, b)


where (a, b) is the centre of the circle and  > 0 is radius of the X
O
circle in x  y plane.

Def. Open set : A set A   n is said to be an open set if it is neighbourhood of each of its points.

 
Def. Limit of a function of n variables : Let f : S   n   be a function where S is an open

subset of  n . Let c   c1, c2 ,....., cn   S be any point and L be any real number then we say that the

function f has the limit L at the point c   c1, c2 ,....., cn  , if for given   0 , there exists a   0 such

that f ( x )  L   whenever x  c  

or f ( x1, x2 ,..., xn )  L   whenever ( x1  c1) 2  ( x2  c2 ) 2  ....  ( xn  cn )2   .

We write this fact as lim f ( x )  L .

xc

Def. Limit of a function of two variables : A function f ( x , y ) is said to approach a limit L as the
point ( x , y ) approaches to point (a, b) if for a given positive real number  (however small), there

exists a real number  > 0, such that for all points (x, y) other than (a, b)
| f ( x , y )  L |   whenever | x  a |   and | y  b |  
(Based on square neighborhood of a point)
or | f ( x , y )  L |   whenever | ( x , y )  (a , b) |  
(Based on circular neighborhood of a point)
J.R. INSTITUTE OF MATHEMATICS
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Remark : On the real line, there are only two ways to approach towards a point but in  n there are
infinitely many ways to approach towards a point. If limit of a function exists at a point then value of
the limit remains same along every path to that point. If we can find two different paths along which
the limit is not same then the limit does not exist.
Result : If limit of a function of n variables exists at a point then it is unique.
2.2. Algebra of Limits :

 
Theorem : Let f , g : S   n   be any two functions where S is an open subset of  n . Let

c   c1, c2 ,....., cn   S be any point and L1, L2 be any real numbers such that lim f ( x )  L1 and
xc

lim g ( x )  L2 then
xc

(i) lim
x c
 f ( x)  g ( x)  L1  L2 (ii) lim
x c
 f ( x)  g ( x)   L1  L2
f ( x) L
(iii) lim  f ( x)  g ( x)  L1  L2 (iv) lim  1 , provided g  x   0, L2  0
x c x c g ( x) L2

 x3  y 3
 ( x, y )  (0,0)
Example 1 : Let f :  2   be defined by f ( x, y )   x 2  y 2 .
 0 ( x, y )  (0, 0)

Show that lim f ( x , y)  0 .
( x , y )  (0,0)

Solution : Let  > 0 be any given real number (however small)

Taken x  r cos  , y  r sin   x2  y 2  r 2

x3  y 3
Here f ( x, y )  0  0
x2  y 2

Put x = r cos  , y = r sin 

r 3  cos3   sin 3  
=  r cos3   sin 3   r (1  1)  2r
r 2  cos 2   sin 2  
 | cos |  1 and | sin  |  1


i.e., | f ( x , y )  0 |  2 x2  y 2   if x2  y 2 
2
2
if x2  y 2 
4
 4

2 2
if | x2 |  , | y2 | 
8 8
 
if |x| , | y|
8 8

if  
8

Thus, for a given  > 0 , there exists a real number    0 , so that
8
| f ( x, y )  0 |   whenever | ( x, y )  (0,0)|  
Hence lim f ( x , y)  0
( x , y )  (0,0)

 x y2
 , ( x, y )  (0,0)
Example 2 : Let f :  2   be defined by f ( x, y )   x 2  y 4 .
 0 , ( x, y )  (0, 0)

Show that lim f ( x , y ) does not exist.
( x , y )  (0,0)

Solution : Let ( x , y )  (0,0) along the curve y 2  mx

xy 2 x mx
Now lim f ( x , y)  lim 2 4
 lim 2 2 2
, putting y2 = mx
( x , y )  (0,0) ( x , y )  (0,0) x y x  0 x m x

mx 2 m
 lim =
x 0 x 2 1  m 2  1  m2

which will be different for different values of m. So lim f ( x, y ) does not exist.
( x , y )  (0,0)

 1
 y sin   , x 0
Example 3 : Let f :    be defined by f ( x, y )  
2
 x .
 0 , x0

Show that lim f ( x , y)  0 .
( x , y )  (0,0)

Solution : Let  > 0 be given real number (however small).

To find  > 0 such that whenever |x  0| <  and |y  0| < , we have | f ( x, y )  0 |  

1
or y sin 
x
1
or y sin 
x

 1 
or y   sin x  1
 
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So if we take  =  then f  x, y   0   whenever | x  0 |   and | y  0 |   .

So lim f ( x, y )  0
( x , y )  (0,0)

 x2  y 2
 , ( x, y )  (0,0)
Example 4 : Let f :  2   be defined by f ( x, y )   x 2  y 2 .
 0 , ( x, y )  (0,0)

Prove that lim f ( x, y ) does not exist.
( x , y )  (0,0)

Solution : Let ( x, y )  (0,0) along the line y = mx

x2  y2 x 2  m2 x 2
Now lim f ( x, y )  lim = lim , putting y = mx
( x , y )  (0,0) ( x , y )  (0,0) x2  y2 x  0 x 2  m2 x2

x 2 1  m 2  1  m2
= lim  , which depends on m.
x0 x 2 1  m 2  1  m2

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

( x , y )  (0,0)

Exercise 10.1
1
1. Let f :  2   be defined by f ( x , y )  x  y . Prove that lim f ( x, y ) 
 1
( x , y )   0,  2
 2

 1 1
 x sin  y sin , ( x, y )  (0,0)
2. Let f :    , defined by f ( x , y )  
2
y x .
 0 (x, y )  (0,0)

Prove that lim f ( x, y )  0 .
( x , y )  (0,0)

 xy
 , ( x, y )  (0,0)
3. Let f :    be defined by f ( x , y )   x 2  y 2
2
.
 0 , ( x, y )  (0,0)

Prove that lim f ( x, y ) does not exist.
( x , y )  (0,0)

4. Let f :  2   be defined by f ( x, y )  x 2  y 2 . Prove that lim f ( x, y )  0 .

( x , y )  (0,0)

 x y
 , ( x, y )  (0,0)
5. Let f :    be defined by f ( x, y )   x  y
2
.
 0 , ( x, y )  (0,0)

 6

Show that lim f ( x, y )  0 does not exist.

( x , y )  (0,0)

x2 y
6. Prove that lim does not exist.
( x , y )  (0,0) x4  y 2

x2 y
7. Prove that lim = 0.
( x , y )  (0,0) x2  y 2

xy 3
8. Prove that lim does not exist.
( x , y )  (0,0) x2  y 6
---------------------------------------------------------------------------------------------------------------------------

10.2 Continuity of real-valued functions of several variables

 
Def. Continuous function : Let f : S   n   be a function where S is an open subset of  n .

Let c   c1, c2 ,....., cn   S be any point then f is said to be continuous at the point c if limit of f at c

is equal to f (c) i.e., lim f ( x )  f (c) .

xc

or

 
Let f : S   n   be a function where S is an open subset of  n . Let c   c1, c2 ,....., cn   S be

any point then f is said to be continuous at the point c, if for given   0 , there exists a   0 such
that f ( x )  f (c)   whenever x  c  

or f ( x1, x2 ,..., xn )  f (c )   whenever ( x1  c1) 2  ( x2  c2 ) 2  ....  ( xn  cn )2   .

Def. A function f(x, y) is said to be continuous at the point (a, b)  R 2 if lim f ( x, y ) exists
( x , y )  ( a, b)

and equals to value of the function at the point (a, b). i.e., lim f ( x, y )  f (a, b)
( x , y )  ( a, b)

or
A function f(x, y) is said to be continuous at a point (a, b) if for given any real number
 > 0 (however small), there exists a real number  > 0 such that
| f ( x , y )  f (a , b ) |   for ( x, y ) whenever | ( x, y )  (a, b) |  
Theorem : Algebra of Continuous Functions : If f ( x, y ) and g ( x, y ) are continuous function on a
domain D, then
(i) f ( x, y )  g ( x, y ) is continuous on D
(ii) f ( x, y )  g ( x, y ) is continuous on D
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(iii) f ( x, y ) . g ( x, y ) is continuous on D
f ( x, y )
(iv) is continuous on D except for the point in D where g(x, y) = 0
g ( x, y )

 xy
 2 ;  x, y    0, 0 
Example 1 : Show that the function f :  2   defined by f  x, y    x  y
2

0
 ;  x, y    0,0 
is continuous at (0, 0).
Solution : Let  > 0 be a given real number (however small)
To find a real number  > 0 , so that

f  x, y   f  0,0    whenever ( x, y )  (0, 0) < 

xy
or 0  whenever x2  y 2  
2 2
x y

Putting x = r cos , y = r sin  ; we have.

r cos r sin 
  whenever r 2  cos2   sin 2   < 
r  cos   sin  
2 2 2

or r cos  sin    whenever |r| <

sin 2
or r  whenever |r| < 
2
r
or
2
 whenever r   sin 2  1

We take  = 2 
Therefore for a given  > 0, there exists   2  0 s.t.

f  x, y   f  0, 0    whenever  x, y    0, 0  <

 f  x, y  is continuous at point (0, 0).

 1
2  y sin ; x0
Example 2 : Prove that the function f :    defined by f  x, y    x
 0 ; x0

is continuous at origin.
 8

Solution : Let  > 0 (however small) be any given real number.

To find a real number  > 0 so that

f  x, y   f  0, 0    whenever  x, y    0, 0 <

1
or y sin 0  whenever x0  and | y  0 |  
x
1
or y sin  whenever x   and y
x

 1 
or y whenever x   and y  sin x  1
 
 We take =
Therefore for a given  > 0, there exists  =  > 0 s.t.

f  x, y   f  0, 0    whenever  x, y    0,0 <

 f  x, y  is continuous at (0, 0).

 x2 y2
 ,  x, y    0,0 
Example 3 : Show that the function f :  2   defined by f  x, y    x 4  y 4
 0 ,  x, y    0,0 

is discontinuous at (0, 0)
Solution : To show that f  x, y  is discontinuous at (0, 0), we show that lim f ( x, y )
( x , y )  (0,0)

does not exist.

x2 y 2
Now lim f ( x, y )  lim
( x , y )  (0,0) ( x , y )  (0,0) x 4  y 4

Let  x, y    0,0  along path y = mx

Putting y = mx , we have
x 2 m2 x 2 m2 x4 m2
lim 4  lim 4  which depends on m.
x 0 x  m 4 x 4

x 0 x 1  m 4
 1  m4
Hence lim f  x, y  does not exist.
 x , y  0,0

Therefore given f(x, y) is discontinuous at (0, 0),

2 if x0
Example 4 : Prove that the function f :  2   defined by f  x, y   
0 if x0
is not continuous at (a, b) if a = 0.
Solution : lim f  x, y   lim 2 2
 x , y  0,b  x 0
y b
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But f  0, b   0 [By given definition of f ]

Thus lim f  x, y   f  0, b 
 x , y  0,b 

 f  x, y  is discontinuous at (0, b) for all b.

Example 5 : Prove that the function f :  2   defined by f  x, y   | x y | is continuous at

origin.
Solution : Let  > 0 (however small) be given real number.
To find   0 , so that

f  x, y   f  0,0    whenever | x  0 |   and | y  0 | < 

or | x y|0   whenever | x |  and | y |  

or x y  2 whenever | x |  and | y |  

or x y  2

 we take  = 
 For a given  > 0 , there exists  =  > 0 such that

f  x, y   f  0,0    whenever | x |  and | y |  

Hence by definition of continuity , f  x, y  is continuous at origin.

Exercise 10.2
 xy  x 2  y 2 

1. Show that the function f :  2   defined by f  x, y    x 2  y 2
;  x, y    0,0 

 0 ;  x, y    0,0 
is continuous at the origin.
 1
2  x sin if y0
2. Prove that the function f :    defined by f  x, y    y
 0 if y0

is continuous at (0, 0).
1 if x is irrational
3. Prove that the function f :  2   defined by f  x, y   
0 if x is rational
 10
is continuous nowhere.

4. Prove that the function f :  2   defined by f  x, y   x  y is continuous at each point of  2 .

2 xy  3 ,  x, y   1, 2 
5. Show that the function f :  2   defined by f  x, y   
 6 ,  x, y   1, 2 
is discontinuous at point (1,2). Can we redefine the function to make it continuous at point (1, 2).

6. Let f :  2   be a continuous function. If we define a function g :  2   as

 f  x, y  ;  x, y    0, 0 
g  x, y    . Show that g is not continuous at (0,0).
 f  x, y   2 ;  x, y    0,0 
 x3  y 3
 2 ;  x, y    0,0 
7. Show that the function f :  2   defined by f  x, y    x  y
2

 0 ;  x, y    0,0 

is continuous at (0, 0).
 2x y
 2 ,  x, y    0, 0 
2 2
8. Show that the function f :    defined by f  x, y    x  y

 0 ,  x, y    0, 0 
is continuous at (0, 0).
 x3  y 3
 ; x y
9. Show that the function f :  2   defined by f  x, y    x  y
 0 ; x y

is discontinuous at (0, 0).
 x2 y
 ;  x, y    0, 0 
10. Show that the function f :  2   defined by f  x, y    x 4  y 2
 0 ;  x, y    0,0 

is discontinuous at (0, 0).

----------------------------------------------------------------------------------------------------------
10.3 Directional and partial derivatives of real-valued functions of several
variables

 
Def. Directional derivative : Let f : S   n   be a function where S is an open subset of  n .

Let c   c1, c2 ,....., cn   S be any point and u  (u1, u2 ,...., un )  S be any vector then the directional
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f (c  hu )  f (c )
derivative of f at the point c in the direction u is defined as Du f (c )  lim provided
h 0 h
the limit on the R.H.S. exists.

In the notation of n-tuple we can write the directional derivative as

f (c1  hu1, c2  hu2 ,...., cn  hun )  f (c1, c2 ,..., cn )
D(u1 , u2 ,....,un ) f (c1, c2 ,..., cn )  lim
h 0 h
Def. Partial derivative : Partial derivative is just the special case of directional derivative. If

directional derivative are taken along k th unit coordinate vector then it is known as k th partial

derivative. If u  uk , the k th unit coordinate vector then Duk f (c ) is called a partial derivative and is

f (c1  h, c2 ,...., cn )  f (c1, c2 ,..., cn )

denoted by Dk f (c ) e.g., D1 f (c )  D(1,0,....,0) f (c1, c2 ,..., cn )  lim
h 0 h

f (c1, c2  h,...., cn )  f (c1, c2 ,..., cn )

D2 f (c )  D(0,1,....,0) f (c1, c2 ,..., cn )  lim
h 0 h

In case of function of two variables f ( x, y ) the partial derivatives D1 f (c1, c2 ) and D2 f (c1, c2 ) are

also denoted by f x (c1, c2 ) and f y (c1, c2 ) respectively.

Remark : Existence of directional derivatives in all directions clearly implies the existence of partial
derivatives. However, the converse is not true i.e., existence of partial derivatives does not imply the
existence of directional derivatives in all directions.

 x  y if x  0 or y  0
Example 1 : Show that for the function f :  2   defined by f ( x, y )  
 1 otherwise.

both first order partial derivatives exist at (0, 0) but directional derivatives does not exist in all
directions at (0, 0) .

f (h,0)  f (0,0) h0

Solution : D1 f (0,0)  f x (0,0)  lim  lim 1
h 0 h h 0 h

f (0, h)  f (0, 0) h0

and D2 f (0,0)  f y (0, 0)  lim  lim 1
h 0 h h 0 h

But if we consider any other direction u  (u1 , u2 ), where u1  0 and u2  0 , then

f (hu1 , hu2 )  f (0, 0) 1

Du f (0,0)  lim  lim , which does not exist.
h0 h h0 h
 12

 xy 2
 if x  0
Example 2 : Show that for the function f :  2   defined by f ( x, y )   x 2  y 4

 0 if x  0

the directional derivatives exist for all directions at the point (0, 0) but the function is not continuous
at (0, 0) .

Solution : Let u  (u1, u2 ) be any vector in  2 . Then we have

f (0  hu1,0  hu2 )  f (0,0) f ( hu1, hu2 )

Du (0,0)  D u ,u  (0,0)  lim  lim
1 2 h 0 h h 0 h

 u22
hu1h 2u22 u1u22  if u1  0
 lim  lim 2   u1
h 0 h
 h2u12  h 4u24  2
h 0 u  h u
1
4
2 0
 if u1  0

Thus, directional derivatives exists for all directions at the point (0, 0) . On the other hand, the function
f is not continuous at (0, 0) because lim f ( x, y ) does not exist.
( x , y )(0,0)

m2
In fact, along the path y 2  mx , this limit comes out to be which depends upon m.
1  m4
xy
Example 3 : If f (0,0) = 0 and f ( x, y ) = otherwise, show that partial derivatives f x and f y
x  y2
2

exist at the origin but the function is not continuous there at.
or
Show by an example that existence of partial derivatives is such a weak property that it does not even
imply continuity.

xy
Solution : We have, f ( x, y ) = for ( x, y )  (0,0)
x  y2
2

f (h,0)  f (0,0)
 f x (0, 0) = lim = 0
h0 h

f (0, k )  f (0, 0)
and, f y (0, 0) = lim = 0
k 0 k

Thus both the partial derivatives f x and f y exist at the origin.

Now we show that f ( x, y ) is not continuous at the origin. Let ( x, y )  (0,0) along the path y  mx ,
then
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xy mx 2 m
lim f ( x, y ) = lim = lim =
( x , y )(0,0) ( x , y )(0,0) x2  y 2 x0 x 2  m 2 x 2 1  m2

and so limit depends on m and hence is not unique. Hence the function is not continuous at origin.

Def. Second order partial derivatives : Let f  f  x, y  be a function of two variables. Then second

order patial derivatives of f are defined as :

  f  f x ( x  h, y )  f x ( x, y )   f  f y ( x  h, y )  f y ( x, y )
fx x =   = lim
x  x  h0 h
, f xy =   = lim h
x  y  h 0

  f  f x ( x, y  k )  f x ( x, y )   f  f y ( x, y  k )  f y ( x, y )
fyx =   = lim
y  x  k
, f yy =   = lim k
k 0 y  y  k 0

provided that each of these limits exists.

Example 4 : Show by means of an example that a function may have second order partial derivatives
at a point without being continuous at that point.

 x3  y 3
 xy
Solution : Consider the function f ( x, y ) =  x  y
 0 xy


First we show that this function is discontinuous at the origin. Let us approach to (0,0) through three
different paths, namely, (i) y  x  x 2 (ii) y  x  x 3 (iii) y  x  x 4

x 3  ( x  x 2 )3 2 x3  O( x 4 )
(i) If y  x  x 2 , then lim f ( x, y ) = lim = lim = 0
( x , y )(0,0) x0 x  ( x  x2 ) x0 x2

x 3  ( x  x 3 )3 2 x3  O( x 4 )
(ii) If y  x  x 3 , then lim f ( x, y ) = lim = lim = 2
( x , y )(0,0) x0 x  ( x  x3 ) x0 x3

x 3  ( x  x 4 )3 2 x3  O( x 4 )
(iii) If y  x  x 4 , then lim f ( x, y ) = lim = lim = 
( x , y )(0,0) x0 x  ( x  x4 ) x0 x4

Thus the value of the limit is not unique and hence f is not continuous at the origin.

f (h,0)  f (0,0) h3 / h  0
Now, f x (0, 0) = lim = lim = 0
h0 h h0 h

x3
Also, f ( x,0) = = x2  f x ( x,0) = 2x  f x (h,0) = 2h
x
 14
(Note that we have first put y = 0 in f (x,y ) and then differentiated w.r.t. x. This is possible as y is
constant here)

f x (h,0)  f x (0,0) 2h  0
Now, f x x (0,0) = lim = lim = 2
h0 h h0 h
Similarly, we can get other second derivatives also.

Remark : Thus we see that even the existence of all directional derivatives at a point fails to imply
continuity at that point. For this reason, directional derivatives, like partial derivatives, are a somewhat
unsatisfactory extension of the one-dimensional concept of derivative. We turn now to a more suitable
generalization which implies continuity and, at the same time, extends the principal theorems of one-
dimensional derivative theory to functions of several variables. This is called the total derivative.

Exercise 10.3

1. Let f :  2   be a function defined by f ( x, y )  3 x  4 y  x 2 . Then find directional derivatives

of f
(i) at (0, 0) in the direction (1, 2) (ii) at (1, 2) in the direction (1, –3)
(iii) at (1, –1) in the direction (1, –1) (iv) at (1, –1) in the direction (1, 0)

(v) at (1, –1) in the direction (0, 1) (vi) at (c1, c2 ) in the direction (u1, u2 )

2. For the above function find partial derivatives (i) at (1, 1) (ii) at (1, –2) (iii) at (c1, c2 )

2
3. Find the directional derivative of the function f :  2   defined by f ( x )  x i.e.,

f ( x1, x2 )  x12  x22 in a general direction and at a general point.

4. Let f :  n   be a linear function defined by f ( x )    x where    n i.e.,

f ( x1, x2 ,...., xn )  1x1   2 x2  ....   n xn . Show that Du f ( x)  f (u ) i.e.,

D(u1 ,u2 ,....,un ) f ( x1, x2 ,...., xn )  1u1   2u2  ....   nun

----------------------------------------------------------------------------------------------------------
10.4 Differentiability of real-valued functions of several variables

Def 1 . Differentiable function of two variables : Let f : S (  2 )   be a real valued function of

two variables where S is an open set. The function f is said to be differentiable at a point (a, b)  S if
there exists constants  and  such that

f (a  h, b  k )  f (a, b)   h   k  h 2  k 2  (h, k ) where  (h, k )  0 as (h, k )  (0,0)

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Here  h   k is defined to be the derivative of f at (a, b) and is denoted by Df (a, b) .

Def 2 . Differentiable function of two variables : Let f : S (  2 )   be a real valued function of

two variables where S is an open set. The function f is said to be differentiable at a point (a, b)  S if
there exists constants  and  such that

f (a  h, b  k )  f (a, b)   h   k  h  1 (h, k )  k 2  h, k 

where  1(h, k )  0 and  2 (h, k )  0 as (h, k )  (0,0)

Def 3 . Differentiable function of two variables : Let f : S (  2 )   be a real valued function of

two variables where S is an open set. The function f is said to be differentiable at a point (a, b)  S if

there exists a linear transformation T :  2   such that

f ( a  h, b  k )  f ( a , b )  T ( h, k )
  (h, k ) where  (h, k )  0 as (h, k )  (0,0)
h2  k 2

The derivative of f at (a, b) is given by Df (a, b)  T .

Def 1. Differentiable function of n-variables : Let f : S (  n )   be a real valued function of

two variables where S is an open set. The function f is said to be differentiable at a point
( x1, x2 ,..., xn )  S if there exist constants A1, A2, …….., An such that

f  x1  h1 , x2  h2 ,..., xn  hn   f  x1 , x2 ,..., xn  = A1h1  A2h2  An hn   h12  h22  ...  hn2  (h1, h2 ,..., hn )

where  (h1, h2 ,..., hn )  0 as (h1, h2 ,..., hn )  (0,0,...,0)

Here A1h1  A2h2  An hn   is defined to be the derivative of f at ( x1, x2 ,..., xn ) and is denoted by

Df ( x1, x2 ,...., xn ) .

Def 2. Differentiable function of n-variables : Let f : S (  n )   be a real valued function of

two variables where S is an open set. The function f is said to be differentiable at a point

( x1, x2 ,..., xn )  S if there exists a linear transformation T :  n   such that

f  x1  h1 , x2  h2 ,..., xn  hn   f  x1 , x2 ,..., xn   T (h1 , h2 ,..., hn )

=  (h1, h2 ,..., hn )
h12  h22  ...  hn2

where  (h1, h2 ,..., hn )  0 as (h1, h2 ,..., hn )  (0,0,...,0)

 16

Here T is defined to be the derivative of f at ( x1, x2 ,..., xn ) and is denoted by Df ( x1, x2 ,...., xn ) .

Theorem 1 : Let f :  n   be a function. If f is differentiable at a point x =  x1 , x2 ,........, xn    n ,

then f  x1  h1 , x2  h2 ,....., xn  hn   f  x1 , x2 ,...., xn  =

f f f
h1  h2  hn   h12  h22  ...  hn2  (h1, h2 ,..., hn )
x1 x2 xn

where  (h1, h2 ,..., hn )  0 as (h1, h2 ,..., hn )  (0,0,...,0) , where all partial derivatives are calculated at

the point  x1 , x2 ,........, xn 

or
If a function is differentiable at a point, then the constants in the definition of differentiability are
nothing but the partial derivatives at that point.

Proof : Since f is differentiable at the point x =  x1 , x2 ,........., xn  , by definition of differentiability,

there exist constants A1, A2 ,..., An such that

f  x1  h1 , x2  h2 ,..., xn  hn   f  x1 , x2 ,..., xn  = A1h1  A2h2  An hn   h12  h22  ...  hn2  (h1, h2 ,..., hn )

where  (h1, h2 ,..., hn )  0 as (h1, h2 ,..., hn )  (0,0,...,0) ….(1)

Taking h j  0 for all j  i for some fixed i  {1, 2, …….., n }, we get :

f  x1 , x2 ,....., xi  hi ,....., xn   f  x1 , x2 ,...., xn  = Ai hi   hi2  (hi )

Thus we have,

f  x1 , x2 ,...., xi  hi ,...., xn   f  x1 , x2 ,...., xn 

= Ai    (hi )
hi

Taking limit hi  0 , we get:

f  x1 , x2 ,...., xi  hi ,...., xn   f  x1 , x2 ,...., xn 

lim  Ai , since  (hi )  0 as hi  0
hi 0 hi

f
  Ai [By def. of partial derivatives]
xi

f f f
This is true for every i = 1, 2, …….., n  = A1 , = A2 ,……….., = An
x1 x2 xn

Putting these values in (1) we get the required result.

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Remark : If the function f  x1 , x2 ,....., xn  is differentiable at the point  x1 , x2 ,....., xn  , then the partial

derivatives of f w.r.t. x1 , x2 ,.........., xn certainly exist and are finite at this point, because by the above
theorem, they are nothing but the constants in the definition of differentiability.

However, the converse of this is not true i.e. partial derivatives may exist at a point but
the function need not be differentiable at that point.
Working rule to check the differentiability of a function of two variables :

f f
Step (i) : Calculate  a, b  and  a, b  . If they don’t exist then f is not differentiable at (a, b) .
x y

Step (ii) : If both partial derivatives exist then express the quantity
f f
f (a  h, b  k )  f (a, b)  h  k in the form h 2  k 2  (h, k ) or in the form
x y

h  1 (h, k )  k 2 (h, k )

 lim 1 (h, k )  0
( h ,k )(0,0)
Step (iii) : f is differentiable at (a, b) iff lim  ( h, k )  0 or 
( h, k )(0,0)  lim  2 (h, k )  0
 ( h,k )(0,0)

Example 1 : Give an example to show that a function may have partial derivatives at a point without
being differentiable at that point.

Solution : Consider the function, f :  2   defined by,

 x3  y3
 ( x, y )  (0,0)
f ( x, y ) =  x 2  y 2
 0 ( x, y )  (0,0)


f (h,0)  f (0,0) h3 / h 2  0
Now, f x (0, 0) = lim = lim = 1
h0 h h0 h

f (0, k )  f (0, 0) k 3 / k 2  0
and, f y (0, 0) = lim = lim = –1
k 0 k k 0 k
Thus the partial derivatives exist at origin. Now, let if possible, this function is differentiable at the
origin. Then

h3  k 3
f (0  h, 0  k )  f (0,0)  f x (0,0) h  f y (0,0) k  0hk
h2  k 2
 18

hk (h  k ) hk (h  k )
 2 2
 h2  k 2  3/2
h k
 h2  k 2 
hk (h  k ) hk (h  k ) m(1  m)
Here  (h, k )  and lim  (h, k )  lim  along k  mh
2 3/2 2 3/2 (1  m)3/2
h 2
k  ( h, k )(0,0) ( h ,k )(0,0)
h 2
k 
This limit does not exist because it depends upon m. Therefore the given function is not differentiable
at (0, 0) .

Example 2 : Give an example to show that a function may have partial derivatives at a point without
being differentiable at that point.

 xy
 x2  y 2  0
Solution : Consider the function f ( x, y ) =  x 2  y 2
 0 x y0


f (h,0)  f (0,0) 00

Now, f x (0, 0) = lim = lim = 0
h0 h h 0 h

f (0, k )  f (0, 0) 00

and, f y (0, 0) = lim = lim = 0
k 0 k k 0 k
Thus the partial derivatives exist at origin. Now, let if possible, this function is differentiable at the
hk
origin. Then f (0  h, 0  k )  f (0,0)  f x (0,0) h  f y (0,0) k 
h  k2
2

hk
 h2  k 2  2 2
 h2  k 2  (h, k )
h k

hk
Here lim  (h, k )  lim 2
does not exist and therefore the given function is not
( h, k )(0,0) ( h,k )(0,0) h  k2
differentiable at (0, 0) .

Example 3 : Give an example to show that it is not necessary that f x y = f y x at any point.

 xy ( x 2  y 2 )
 ( x, y )  (0,0)
Solution : Consider the function f ( x, y ) =  x 2  y 2
 0 ( x, y )  (0, 0)


f y (h,0)  f y (0,0) h0

f x y (0,0) = lim = lim = 1 …...(1)
h0 h h0 h

f x (0, k )  f x (0,0) k  0
f y x (0,0) = lim = lim = –1 …...(2)
h0 k h 0 k
We now calculate requisite terms of (1) and (2),
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f (h,0)  f (0,0) 00

f x (0, 0) = lim = lim = 0
h0 h h 0 h

f (0, k )  f (0, 0) 00

f y (0, 0) = lim = lim = 0
k 0 k k 0 k

f (h, k )  f (0, k ) hk (h 2  k 2 )
f x (0, k) = lim = lim = –k
h0 h h0 h ( h 2  k 2 )

f (h, k )  f (h, 0) hk (h 2  k 2 )
f y ( h, 0 ) = lim = lim =h
k 0 k k 0 k (h 2  k 2 )

Using all these values in (1) and (2), we obtain

h0 k  0
f x y (0,0) = lim = 1 and f y x (0,0) = lim = –1
h0 h k 0 k

which shows that f x y (0,0)  f y x (0,0).

Note : We now give two theorems, which give the sufficient conditions for f xy (a, b)  f yx (a, b) .

Theorem 2 : Young’s theorem : Let f : S (  2 )   be a real valued function of two variables

where S is an open set. Let (a, b)  S be any point such that

(i) f x and f y exists in a neighbourhood of the point (a, b) and

(ii) f x and f y are differentiable at (a, b), then

f x y  a, b  = f y x  a, b 

Theorem 3 : Schwartz’s theorem : Let f : S (  2 )   be a real valued function of two variables

where S is an open set. Let (a, b)  S be any point such that

(i) f x , f y , f y x all exist in a neighbourhood of the point (a, b) and

(ii) f y x is continuous at (a, b),

then f x y also exists at (a, b) and f x y  a, b  = f y x  a, b 

Example 4 : By giving an example, show that the conditions of Young’s theorem and Schwarz’s
theorem are sufficient but not necessary
or
 20

 x2 y 2
 ( x, y )  (0,0)
Show that for the function f ( x, y ) =  x 2  y 2 , f x y (0,0) = f y x (0,0) , even
 0 ( x, y )  (0,0)

though the conditions of Schwartz’s theorem and Young’s theorem are not satisfied.

Solution : (i) First we prove that f xy  0,0   f yx  0,0  .

f (h,0)  f (0,0) 00

We have f x (0, 0) = lim = lim = 0
h0 h h 0 h

f (0, k )  f (0, 0) 00

and f y (0, 0) = lim = lim = 0
k 0 k k 0 k
Also for ( x, y )  (0,0)

( x 2  y 2 ) 2 xy 2  x 2 y 2  2 x 2 xy 4 2 x4 y
f x ( x, y ) = = and f y ( x, y ) =
( x2  y2 )2 ( x 2  y 2 )2 ( x 2  y 2 )2

f x (0, k )  f x (0,0) 00

Now f y x (0,0) = lim = lim = 0
k 0 k k 0 k

f y (h,0)  f y (0,0) 00

and f x y (0,0) = lim = lim = 0
h0 h h0 h

 f x y (0,0) = f y x (0,0) .

(v) Now we show that condition of Schwartz’s theorem are not satisfied.

For ( x, y )  (0,0), we have,

( x 2  y 2 )2 (8 xy 3 )  2 xy 4  2( x 2  y 2 )  2 y
f y x ( x, y ) =
( x 2  y 2 )4

8 x 5 y 3  8 xy 7  16 x 3 y 5  8 x3 y 5  8 xy 7 8 x5 y 3  8 x3 y 5 8 x3 y 3
= = =
( x 2  y 2 )4 ( x2  y 2 ) 4 ( x 2  y 2 )3

8 m3
Put y = mx to get, f y x ( x, y ) =  0, always
(1  m 2 )3

i.e. lim f y x ( x, y )  f y x (0,0)

( x , y )(0,0)

So, f y x is not continuous at (0,0) and hence the conditions of Schwartz’s theorem are not satisfied.

(iii) Let us now show that the conditions of Young’s theorem are not satisfied.

f x (h,0)  f x (0,0) 00

Now, f x x (0,0) = lim = lim = 0
h0 h h 0 h
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Let, if possible, If f x is differentiable at (0,0).

2 hk 4
Then f x (h, k )  f x (0,0)  h f x x (0,0)  k f y x (0,0) =
(h 2  k 2 )2

2 hk 4
 h2  k 2 2 2 5/2
 h2  k 2  (h, k )
(h  k )

Now lim  (h, k ) does not exist so f x is not differentiable at (0,0) and hence the conditions of
( h, k )(0,0)

Young’s theorem are also not satisfied.

Exercise 10.4
Which of the following functions are differentiable at (0, 0) .

 x2 y  xy
 if ( x, y )  (0,0)  2 if ( x, y )  (0,0)
1. f ( x, y )   x 2  y 2 2. f ( x, y )   x  y 2
 
 0 if ( x, y )  (0, 0)  0 if ( x, y )  (0,0)

 x3 y  x3
 if ( x, y )  (0,0)  if ( x, y )  (0,0)
3. f ( x, y )   x 6  y 2 4. f ( x, y )   x 2  y 2
 
 0 if ( x, y )  (0,0)  0 if ( x, y )  (0, 0)

 x2 y 2  x3  y 3
 if ( x, y )  (0,0)  if ( x, y )  (0,0)
5. f ( x, y )   x 4  y 2 6. f ( x, y )   x 2  y 2
 
 0 if ( x, y )  (0, 0)  0 if ( x, y )  (0, 0)

 x3  xy 2
 if ( x, y )  (0,0)
7. f ( x, y )   x 2  y 2 8. f ( x, y )  3 x 3  y 3

 0 if ( x, y )  (0,0)

9. f ( x, y )  xy 10. f ( x, y )  3 xy

  1 
 xy sin  2 if (x, y )  (0,0)  
 sin x 2 y 2 
11. f ( x, y )   2 12. f ( x, y )   x 2  y 2 if (x, y )  (0,0)
 x  y 
 
 0 if ( x, y )  (0,0)  0 if ( x, y )  (0,0)
 22

 2  1 
13. f ( x, y )  
 2

 x  y sin  2 2
x y 
if ( x, y )  (0,0)

 0 if ( x, y )  (0,0)

 2 1 2 1
 x sin  x   y sin  x  if x  0, y  0
    
 1
 x 2 sin   if x  0, y  0
14. f ( x, y )    x 15. f ( x, y )  xy
 1
 y 2 sin   if x  0, y  0
  y

 0 if x  0, y  0

---------------------------------------------------------------------------------------------------------------------------

10.5 Limit, continuity and differentiability of vector-valued functions of several

variables

Let S be an open subset of  n and f : S (  n )   m , n, m  2 be a vector valued function defined

by f ( x)  ( f1( x), f 2 ( x),..., f m ( x)), x   n , where each fi ( x ),1  i  m, known as coordinated function,

is a real-valued function of n variables. For this function f we have the following results :

xc

(i) lim f ( x )  lim f1( x ), lim f 2 ( x ),...., lim f m ( x )
x c x c x c

(ii) f is continuous at x  c iff each coordinate function fi is continuous at x  c

(iii) Directional derivative of f at x  c in the direction u is given by

Du f (c )   Du f1(c), Du f 2 (c),...., Du f m (c) 

(iv) The k th partial derivative of f at x  c is given by Dk f (c)   Dk f1(c), Dk f 2 (c ),...., Dk f m (c) 

(v) f is differentiable at x  c iff each coordinate function fi is differentiable at x  c

Def. Let S be an open subset of  n and f : S (  n )   m , n, m  2 be a vector valued function

defined by f ( x)  ( f1( x), f 2 ( x),..., f m ( x)), x   n , where each fi ( x ),1  i  m, is a real-valued function of

n variables. The function f is said to be differentiable at a point x  c   n if there exists a linear

f ( c  h )  f ( c )  T ( h)
transformation T :  n   m such that   (h) where  (h)  0 as h  0 .
h

The linear transformation T is said to be the derivative of the function f at the point c and is

written as Df (c )  T .
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Def. Jacobian matrix : Let S be an open subset of  n and f : S (  n )   m , n, m  2 be a vector

valued function defined by f ( x)  ( f1( x), f 2 ( x),..., f m ( x)), x   n , where each fi ( x), 1  i  m, known

as coordinated function, is a real-valued function of n variables. The Jacobian matrix of the function f

 D1 f1(c) D2 f1 (c)  Dn f1(c) 

 D f (c ) D f (c )  D f (c ) 
at x  c is denoted by J (c) and is given by J (c)   1 2 2 2 n 2 
     
 
 D1 f m (c ) D2 f m (c)  Dn f m (c) 

Result : The derivative of f is invertible at x  c if the determinant of Jacobian matrix at x  c is

non-zero.

Result : Let f :  n   m be a linear function then Df (c )  f for all c   n .

Result : Let f :  n   m be a differentiable function at x  c . If J (c) denotes the Jacobian matrix

of the function f at the point x  c then the derivative of f at x  c is a linear transformation from

 n to  m given by  Df (c )  ( x)   J (c)  ( x)

Result : Let f :  n   m be a function. If all partial derivatives of f exist at a point x  c such that

n  1 partial derivatives are continuous at x  c then f is differentiable at x  c .

Exercise 10.5
Which of the following vector-valued functions f of several variables are differentiable at (0, 0) and

for which of them Df (0,0) is invertible.

1. f :  2   2 defined by f ( x, y )   x  y , xy 

2. 
f :  2   2 defined by f ( x, y )  x  2 y  y 2  xy , 2 x  y  x 2  xy 
3. 
f :  2   2 defined by f ( x, y )  x 2 , y 2  sin x 
4. f :  2   2 defined by f ( x, y )   x  y , x  y 
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Assignment 4. A function f :  2   is defined by

----------------------- SCQ ---------------------- f ( x, y )  xy. Let v  (1, 2) and a  (a1, a2 )

1. For  x, y    2 with  x, y    0, 0  , let be two elements of  2 . The directional

derivative of f in the direction of v at a is :
    x, y  be the unique real number such
1. a1  2a2 2. a2  2a1
that      and  x, y    r cos  , r sin   ,
a2 a1
where r  x 2  y 2 . Then the resulting 3.  a1 4.  a2
2 2
function  :  2 \  0, 0    is (CSIR NET Dec 2016)

1. differentiable.
    sin  x  y  .
5. Let f  x, y   log cos 2 e x
2

2. continuous, but not differentiable.

 
Then f  x, y  is
3. bounded, but not continuous. y x
4. neither bounded, nor continuous.
(CSIR NET Dec 2015) 1.
   cos  x  y 
cos e x  1
2

1  sin  e 
2 x2

2. Consider the function

2. 0
x2
f ( x, y )  2 ,( x, y )  [1/ 2,3 / 2]  [1/ 2,3 / 2]
y 3.  sin  x  y 

The derivative of the function at (1, 1) 4. cos  x  y 

along the direction (1, 1) is :
(CSIR NET June 2018)
1. 0 2. 1 3. 2 4. 2
------------------------ MCQ -------------------
(CSIR NET June 2016)
1. Consider the map f :  2   2 defined by
3. Let f :  2   2 be given by
f  x, y    3x  2 y  x 2 , 4 x  5 y  y 2  .
f ( x, y )  ( x 2 , y 2  sin x). Then the
Then
derivative of f at ( x, y ) is the linear
1. f is discontinuous at (0, 0).
transformation given by
2. f is discontinuous at (0, 0) and all
 2x 0   2x 0 
1.   2.   directional derivatives exist at (0, 0).
 cos x 2 y   2 y cos x 
 2 y cos x   2x 2 y  3. f is differentiable at (0, 0) but the
3.  4. 
 2x 0  
 0 cos x  derivative Df  0,0  is not invertible.
(CSIR NET Dec 2016)
 2
4. f is differentiable at (0, 0) and the 4. f has an inverse

derivative Df  0,0  is invertible. (CSIR NET Dec 2011)

(CSIR NET June 2011) 5. Consider the map f :  2   2 defined by

2. Let f  r ,    r cos  , r sin   for f  x, y    7 x  x 4 ,3 x  4 y  y 4  . Then

 r ,    2 with r  0. Which of the 1. f is discontinuous at (0, 0).

following statements are correct ? 2. f is continuous at (0, 0) and all

(Here Df denotes the derivative of f ). directional derivatives exist at (0, 0).

1. the linear transformation Df  r ,  is 3. f is differentiable at (0, 0) but the

derivative Df  0,0  is not invertible.

not zero for any  r ,    2 with r  0
4. f is differentiable at (0, 0) and the
2. f is one one on  r ,    2 : r  0
derivative Df  0,0  is invertible.
2
3. for any  r ,  with r  0 , f is one
(CSIR NET June 2012)
one on a neighbourhood of  r , 
6. Let L :  n   be the function
4. Df  r ,    r 2 I for any  r ,    2 with L  x   x, y where , is some inner

r 0 (CSIR NET Dec 2011) product on  n and y is fixed vector in  n .

Further denote by DL, the derivative of L.
3. The map L :  2   2 given by
Which of the following are necessarily
L  x, y    x,  y  is
correct?
1. differentiable everywhere on  2
1. DL  u   DL  v  for all u , v   n .
2. differentiable only at (0, 0)
2. DL  0,0,...,0   L.
3. DL  0,0   L
2
3. DL  x   x for all x   n .
4. DL  x, y   L for all  x, y    2

(CSIR NET Dec 2011) 4. DL 1,1,...,1  0.

4. Let f :  n   n be the function defined (CSIR NET Dec 2012)

by f  x   x x
2
for x n . Which of the 7. Let f :  n   be the map

following statements are correct ? f  x1 ,..., xn   a1 x1  ...  an xn , where

1.  Df  0   0 a   a1 ,..., an  is a fixed non zero vector.

Let Df  0  denote the derivative of f at 0.

2.  Df  x   0 for all x   n
Which of the following are correct ?
3. f is one one
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1.  Df  0  is a linear map from  n to  4. If f is not a constant function, then

2 Df  x  is a one to one function for

2.  Df  0   a   a
some x   m .
3.  Df  0   a   0
(CSIR NET Dec 2013)
4.  Df  0   b   a1b1  ...  anbn for
10. Define f :  2   2 by

b   b1 ,..., bn  f  x, y    x  2 y  y 2  xy , 2 x  y  x 2  xy 

(CSIR NET June 2013) for  x, y    2 . Then

8. Let f :  2   2 be given by 1. f is discontinuous at (0, 0).

f  x, y    x  y , xy  . Then 2. f is continuous at (0, 0) but not

differentiable at (0, 0).
1. f is not differentiable at the point (0, 0).
3. f is differentiable at (0, 0).
2. The derivative of f is invertible except
4. f is differentiable at (0, 0) and the
on the set  x, y    2 | x  y .
derivative Df  0,0  is invertible.
3. The inverse image of each point in
(CSIR NET June 2014)
 under f has at most two elements.
2

11. Let A  { x, y    2 : x  y   1} . Define

4. f is surjective.
 x y 
(CSIR NET Dec 2013) f : A   2 by f  x, y    , .
 1 x  y 1  x  y 
9. Let f :  m   m be a differential function.
Then,
Let Df  x  be the derivative of f at
1. The Jacobian matrix of f does not vanish
x   . Which of the following is/are
m
on A.
correct ?
2. f is infinitely differentiable on A.
1. Df  0  u   0 for all u in  . m
3. f is injective on A.

2. Df  x  u   0 for all u in  m and 4. f  A    2 . (CSIR NET June 2014)

some x   m only if f is a constant. 12. Let f :  2   2 be given by the formula

3. Df  x  u   0 for all u   m and all f  x, y    3 x  2 y  y 2  xy , 2 x  3 y  x 2  xy 

Then,
x   m only if f is a constant.
1. f is discontinuous at (0, 0)