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Chapter 12
Chapter 12
FUNCTIONS OF SEVERAL
REAL VARIABLES
In this chapter we give a short introduction to some basic properties of real-valued functions of several (but finitely many)
real variables. More precisely, we shall study continuity, partial derivatives, Chain Rule and Taylor’s Theorem for functions
of several real variables. While considering functions of several variables, we will mostly deal with functions of two or three
variables only.
In Section 12.1, we will give a small introduction to the structure of the space ℝn, the set of all n-tuple elements of the
form (x1, … , xn) where xi ∈ ℝ. In Section 12.2, we study the concepts of limit and continuity of real-valued functions of more
than one variable. Finally in Sections 12.3 and 12.4 we introduce the concepts of a partial derivative of such functions with
respect to a given independent variable, differentiability and give analogue of Chain Rule and Taylor’s Theorem for functions
of more than one independent variables.
12.1 STRUCTURE OF ℝn
We denote the elements of ℝn by boldface symbols like x, y. If x = (x1, x2, … , xn) and y = (y1, y2, … , yn), then we define their
sum as
x + y := (x1 + y1, … , xn + yn) ∈ ℝn,
and for α ∈ ℝ we define the product
α x := (α x1, … , α xn) ∈ ℝn.
It is easy to see that for x, y, z ∈ ℝn, we have x + y = y + x and that x + (y + z) = (x + y) + z.
The set ℝn has a number of structures. In this section we are mainly concerned with the metric structure of ℝn. In
Chapter 11, we have already seen that we can define distance between any two points of ℝ2 [Examples 11.4.2(b), (c), (d)].
In a similar manner, we can define distance between any two points of ℝn.
Define ρ : ℝn × ℝn → [0, ∞) by
1/ 2
n
( x, y) : ( xi yi )2
i 1
Then ρ defines a metric on ℝn (Problem 3, Exercise 12.1).
2 Chapter 12 | Functions of Several Real Variables
12.1.1 EXAMPLES
(a) The function d1 : ℝn × ℝn → [0, ∞) defined by d1(x, y) := ∑ i =1 xi − yi for x, y ∈ ℝn is a metric on ℝn. (Problem 1,
n
Exercise 12.1).
(b) The function d∞ : ℝn × ℝn → [0, ∞) defined by d∞(x, y) := max{|xi − yi | : 1 ≤ i ≤ n} for x, y ∈ ℝn is a metric on ℝn.
(Problem 2, Exercise 12.1).
12.1.2 DEFINITION A nonempty subset D of ℝn is said to be open in (ℝn, ρ) if for each x ∈ D, there exists ε > 0 such
that ρ(x, y) < ε implies that y ∈ D.
12.1.3 DEFINITION Let x and y be points of ℝn. Then line segment joining these two points is defined to be the subset
{tx + (1 − t)y : 0 ≤ t ≤ 1} of ℝn.
12.1.4 DEFINITION A nonempty subset D of ℝn is called domain if D is open and any two points in D can be joined by
a path consisting of finitely many line segments (joined end-to-end) contained in D.
12.1.5 EXAMPLE Show that for ε > 0, the set Aε = {x ∈ ℝ2 : ρ (x, 0) < ε} is a domain, where 0 = (0, 0) ∈ ℝ2.
Note that Aε is open follows from the fact that every open ball in a metric space is an open set. So consider two points
x, y ∈ Aε and t ∈ (0, 1). So ρ(x, 0) < ε and ρ(y, 0) < ε. Then
ρ(tx + (1 − t)y, 0) ≤ ρ(tx + (1 − t)y, (1 − t)y) + ρ((1 − t)y, 0)
= tρ(x, 0) + (1 − t)ρ(y, 0) < tε + (1 − t)ε = ε.
Hence tx + (1 − t)y ∈ Aε for 0 ≤ t ≤ 1. Thus, the line segment joining x, y ∈ Aε lies inside Aε. It follows that any two points in
Aε can be joined by a path consisting of single line segment contained in Aε.
EXERCISES 12.1
1. Show that the function d1 defined in Example 12.1.1(a) 5. Let (xn, yn) be a sequence in ℝ2. Show that (xn, yn) →
is a metric on ℝn. (x, y) with respect to the metric ρ on ℝ2 if and only if
2. Show that the function d∞ defined in Example 12.1.1(b) xn → x and yn → y in ℝ.
is a metric on ℝn. 6. For the metrices ρ, d1, and d∞ on ℝn, show that for any
3. For any x = (x1, … , xn) ∈ ℝn, define the norm of x as x, y ∈ ℝn the following relation is true:
x := x12 + … + xn2 . Then show that
|| x || d∞(x, y) ≤ d1(x, y) ≤ ρ(x, y).
(a) ||x || = 0 if and only if x = 0. 7. Show that for any x, y ∈ ℝn, we have ρ ( x, y) ≤ n d∞ ( x, y).
n ρ ( x, y) ≤ n d∞ ( x, y).
(b) For x, y ∈ ℝ , if x ⋅ y := x1y1 + ⋅⋅⋅ + xn yn, then show
that x . y ≤ x y . 8. Let D be a subset of ℝn. Then show that D is open in
(c) For x, y ∈ ℝ , show that x + y ≤ x + y .
n (ℝn, ρ) if and only if D is open in (ℝn, d∞).
(d) ρ(x, y) = ||x − y|| for all x, y ∈ ℝn. 9. Let D be a subset of ℝn. Then show that D is open in
(ℝn, ρ) if and only if D is open in (ℝn, d1).
(e) Show that ρ is a metric on ℝn.
4. Determine the shape of the following sets in ℝ2 where 10. Show that the following conditions are equivalent for a
sequence (x , y ) in ℝ2
:
0 = (0, 0) ∈ ℝ . 2 n n
12.2.1 DEFINITION Let D ⊆ ℝn and let f : D → ℝ be a function. Then we say f has limit l at point a = (a1, … , an ) ∈ ℝn
if for each ε > 0, there exists a δ > 0 such that whenever x = (x1, … , xn ) ∈ D and 0 ( x1 a1 )2 ( xn an )2 , we
have |f(x1, … , xn) − l| < ε.
Mathematically, we write it as
lim f ( x1 , … , xn ) = l.
( x1, … xn )→( a1, …, an )
In terms of metric, the definition of limit can be written as follows: f has limit l at point a = (a1, … , an ) ∈ ℝn if for each
ε > 0, there exists a δ > 0 such that whenever x = (x1, … , xn) ∈ D and 0 < ρ (x, a) < δ, then we have | f(x) − l| < ε.
If f : D → ℝ is a function of one real variable, then in the definition of limit of f(x) at a point c ∈ ℝ, a point x ∈ D
can approach c along two possible directions. More precisely, x ∈ D can approach c either from the left or from
the right. The limit of f(x) when x aprroches c from the left (right) is called the left-hand (right-hand) limit of f
REMARK
at c. In this case, we say the limit of f at c exists if limits from the right and left are same. However, in case of
functions of several variable this situation changes as in this case we have infinitely many directions (paths) along
which a point x can approach any given point a. The limit lim f ( x1, …, xn ) exists if it is independent
( x1, … xn )→ ( a1, …, an )
of the path that the point (x1, … , xn) may take to approach the point (a1, … , an).
12.2.2 EXAMPLES
x2 y
(a) Let f ( x, y) 2 for (x, y) ≠ (0, 0). Then lim f ( x, y) 0. Since
x y2 ( x , y ) ( 0 , 0 )
x2 y x2 y
f ( x, y) 0 0
x 2 y2 x 2 y2
x2
y
x y2
2
y x 2 y2 .
x 2 xy
(b) Let f ( x, y) for x ≠ y, x ≥ 0, y ≥ 0. Then lim f ( x, y) 0.
x y ( x , y ) ( 0 , 0 )
Note that
x 2 xy x( x y)( x y )
x( x y ). (Why?)
x y xy
So for ε > 0,
3/ 2
f ( x, y) 0 x( x y ) x x y
lim f ( x, y) does not exist, because if we approach (0, 0) along straight lines y = mx, we see that
( x , y ) →( 0 , 0 )
x(mx) m
f ( x, y) .
x m x
2 2 2
1 m2
m
So along y = mx, lim f ( x, y) , which depends upon m.
( x , y ) ( 0 , 0 ) 1 m2
12.2.3 DEFINITION Let D ⊆ ℝn and let f : D → ℝ be a function. Then f is continuous at a point a = (a1, … , an) ∈ D if
for each ε > 0, there exists a δ > 0 such that whenever x = (x1, … , xn) ∈ D and ( x1 a1 )2 ( xn an )2 , we have
| f(x1, … , xn) − f(a1, … , an)| < ε.
In other words, f is continuous at a point a = (a1, … , an) ∈ D if for each ε > 0, there exists a δ > 0 such that whenever
x = (x1, … , xn) ∈ D and ρ(x, a) < δ, then we have |f(x) − f(a)| < ε.
If f is continuous at every point of D, then we just say f is continuous or f is continuous on D.
The proof of the following theorem is similar to the proof of Theorem 5.2.2.
12.2.4 THEOREM Let f, g be two real-valued functions defined on a subset D of ℝn. If f and g are continuous at a point
a ∈ D, then
(a) f + g is continuous at a.
(b) α f is continuous at a for any α ∈ ℝ.
(c) fg is continuous at a.
12.2.5 EXAMPLES
x2 y
for ( x, y) (0, 0),
(a) Let f ( x, y) x 2 y2 .
0 ( x, y) (0, 0).
We observed in Example 12.2.2(a) that
x2 y
lim 0 f ((0, 0)).
( x , y ) ( 0 , 0 ) x y 2
2
12.2 Continuous Real-Valued Functions of Several Variables 5
we have (since x x 2 y2 , y x 2 y2 )
f ( x, y) 0 2 x 2 y2 2 .
2
EXERCISES 12.2
1. Establish the following limits: 5. Show that the norm function F : ℝn → [0, ∞) given by
x 3y
2 3 F(x) := |x1| + ⋯ +|xn| for any x = (x1, … , xn) ∈ ℝn is
(a) lim 0, continuous.
( x , y ) ( 0 , 0 ) x 2 y2
6. Show that the ith projection map πi : ℝn → ℝ defined as
(b) lim x 2 sin(1/xy) 0, πi(x1, … , xn) := xi is continuous for 1 ≤ i ≤ n.
( x , y ) ( 0 , 0 )
(c) lim x cos(1/y) 0, 7. Prove the assertions given in Theorem 12.2.4.
( x , y ) ( 0 , 0 )
8. Let D ⊆ ℝ2 and let f : D → ℝ be a function. Show that
(d) lim x y 0.
( x , y ) ( 0 , 0 ) f is continuous at a point (x0, y0) ∈ D if and only if for
2. Find the following limits, if they exist: every sequence ((xn, yn)) of points of D that converges to
x x 2 y2 (x0, y0) we have f(xn, yn) → f(x0, y0) in ℝ.
(a) lim , (b) lim ,
( x , y ) ( 0 , 0 ) x 2 y 2 ( x , y ) ( 1, 2 ) x y 9. Suppose D ⊆ ℝ2 and f : D → ℝ is continuous. If f(D) ⊆
E ⊆ ℝ and g : E → ℝ is continuous, then the composi-
x2 x2 tion g ○ f is continuous.
(c) lim , (d) lim .
( x , y ) ( 0 , 0 ) x 2 2 y 2 ( x , y ) ( 0 , 0 ) x 2 y 4
10. Suppose D ⊆ ℝn and f : D → ℝ is a continuous func-
3. Discuss the continuity of the following functions: tion. If at some point x ∈ D, f(x) ≠ 0, then show that
x 2 y2 there exists a δ > 0 such that for every y ∈ D satisfying
( x, y) (1, 1), ρ(x, y) < δ, we have f(y) ≠ 0.
(a) f ( x, y) x y
0 ( x, y) (1, 1). 11. Suppose D ⊆ ℝn and f : D → ℝ is a continuous func-
tion. If at some point x ∈ D, f(x) > 0, then show that
( x y)cos(1 / ( x y)) x y 0, there exists a δ > 0 such that for every y ∈ D satisfying
(b) f ( x, y)
0 x y 0. ρ(x, y) < δ, we have f( y) > 0.
12. Suppose D ⊆ ℝn and f : D → ℝ is continuous at some
4. Show that the norm function . : n → [0, ∞) given by
x := x12 + + xn2 for any x = (x1, … , xn ) ∈ ℝn is point x ∈ D for which f(x) ≠ 0, then show that there
1
continuous. exists a δ > 0 such that the function : Aδ ∩ D →
1 1 f
defined by ( y) := is continuous at x.
f f ( y)
6 Chapter 12 | Functions of Several Real Variables
12.3.1 DEFINITION Let D ⊆ ℝn be open and let f : D → ℝ be a function. The partial derivative of f with respect to the
∂f
independent variable xi is denoted as or fxi and defined as
∂xi
f f ( x1 , , xi 1 , xi xi , xi 1 , , xn ) f ( x1, , xi , , xn )
fxi ( x1 , , xn ) lim
xi xi 0 xi
provided the limit on the right exists.
f
In particular, for a = (a1, … , an) ∈ D, (a1 , , an ) fxi (a1 , , an ) denotes the partial derivative of f with respect to xi
at the point (a1, … , an). xi
Similarly, we define second-order partial derivative with respect to xi by
2 f f
xi2
xi xi
provided it exists.
∂k f
In general, for any k ∈ ℕ, the kth-order partial derivative of f is given by
∂xik
k f k 1 f
.
xik xi xik 1
k m f k m f
The partial derivatives of f of the form : k m for k, m ∈ ℕ are called mixed partial derivatives.
xi x j
k m
xi x j
12.3.2 EXAMPLES
f f
(a) Let f(x, y) = exy for all (x, y) ∈ ℝ2. Then fx ( x, y) ye xy and xe xy .
x y
f f
(b) If f(x, y) = x3y2 + 3x2y2 − xy + 3x + y + 1, then 3 x 2 y2 6 xy2 y 3, and 2 x 3 y 6 x 2 y x 1.
x y
x3 y
, ( x, y) (0, 0)
(c) Let f ( x, y) x 6 y2 . Then
0, ( x , y) ( 0, 0)
f (0 x, 0) f (0, 0)
fx (0, 0) lim
x 0 x
f (x, 0) f (0, 0)
lim
x 0 x
12.3 Partial Derivatives and Differential 7
00
lim 0
x 0 x
Similarly,
f (0, y) f (0, 0)
f y (0, 0) lim
y 0 y
00
lim 0.
y 0 y
x 2 y2
, ( x, y) (0, 0)
(d) Let f ( x, y) x 2 y2 . Then
0, ( x, y) (0, 0)
f (0 + ∆x, 0) − f (0, 0)
fx (0, 0) = lim
∆x → 0 ∆x
1
= lim does not exist.
∆x → 0 ∆x
12.3.3 EXAMPLE
xy( x 2 y2 )
( x, y) (0, 0) f (x, 0) f (0, 0)
Consider f ( x, y) x 2 y2 , then fx (0, 0) lim 0.
x 0 x
0 ( x, y) (0, 0)
Similarly, fy (0, 0) = 0. Now
f (x, b) f (0, 0) b((x 2 ) b2 )
fx (0, b) lim lim b.
x 0 x x 0 ( x)2 b2
Similarly, fy (a, 0) = a. So
2 f f
fxy (0, 0) (0, 0) (0, 0)
yx y x
f (0, y) fx (0, 0) y
lim x lim 1.
y 0 y y 0 y
f f y (x, 0) f y (0, 0)
f yx (0, 0) (0, 0) x
lim 1.
x y x 0 x
12.3.4 MIXED DERIVATIVE THEOREM Let D ⊂ ℝ2 be open. Suppose f : D → ℝ is a function such that partial
∂f ∂f ∂2 f ∂2 f
derivatives and both exist on D. If exists on D and is continuous, then also exists on D and at every
∂x1 ∂x2 ∂x1∂x2 ∂x2 ∂x1
point of D we have
2 f 2 f
.
x1x2 x2 x1
In order to define the (total) differentiability of a function z = f(x1, … , xn) defined on some open subset D of ℝn, let us
first recall that Theorem 7.1.5 implies that a function f defined on some open interval in ℝ is differentiable at a point c in that
open interval if and only if there exists a function φ, continuous at c, that satisfies
f(x) = f(c) + (x − c) φ (x).
Moreover, if above conditions are met, then φ (c) = f ′(c). We use this idea to define the differentiability of functions of several
variables.
12.3.5 DEFINITION Let D ⊆ ℝn be open and let f : D → ℝ be a function. The function f is said to be differentiable
at a point a = (a1, … , an) ∈ D if there exist functions ψ1, ψ2, … , ψn defined on D which are continuous at a = (a1, … , an)
and satisfy
f(x1, … , xn) = f(a1, … , an) + (x1 − a1)ψ1(x1, … , xn) + ⋅⋅⋅ + (xn − an) ψn(x1, … , xn)
for all (x1, … , xn) in some neighborhood of (a1, … , an).
( fx1 (a1 , … , an ), … , fxn (a1 , … , an )) is said to be the (total) derivative of f at (a1, … , an).
PROOF. Suppose f is differentiable at (a1, … , an) ∈ D. So by Definition 12.3.5, there exist functions ψ1, ψ2, … , ψn defined
on D which are continuous at a = (a1, … , an) and satisfy
(1) f(x1, … , xn) = f(a1, … , an) + (x1 − a1) ψ1 (x1, … , xn) + ⋅⋅⋅ + (xn − an) ψn (x1, … , xn)
for all (x1, … , xn) in some neighborhood of (a1, … , an). Suppose the point (x1, … , xn) ∈ D approaches the point (a1, … , an),
where xj = aj for i ≠ j. Then by equation (1), we get
f (a1 , a2 , … , ai −1 , xi , ai +1 , …, an ) − f (a1 , …, an )
lim = lim ψi.
xi → ai xi − ai ( a1, a2, …, ai −1, xi , ai +1 ,…, an )→( a1, …, an )
Since ψi is continuous at (a1, … , an), the limit on the right is equal to ψi(a1, … , an). So the limit on the left exists and is equal
to ψi(a1, … , an). But limit on the left-hand side denotes the partial derivative of f with respect to xi at the point (a1, … , an).
Hence ψ i (a1 , … , an ) = fxi (a1 , … , an ). Q.E.D.
From Theorem 12.3.6, it follows that if D ⊆ ℝn is open and f : D → ℝ is differentiable at a point a = (a1, … , an) ∈ D, then
there exist functions ε1, ε2, …, εn defined on D which are continuous at a = (a1, … , an) and satisfy
for all (x1, … , xn) in D and εi(a1, … , an) = 0 for each 1 ≤ i ≤ n. (How?)
In particular, if z = f(x1, … , xn) is differentiable at a point (x1, … , xn) of an open set D of ℝn, then for any point (x1 + ∆x1,
… , xn + ∆xn) in some neighborhood of (x1, … , xn), we have
(2) ∆z = ( z + ∆z) − z = f ( x1 + ∆x1 , … , xn + ∆xn ) − f ( x1 , … , xn )
= ∆x1 fx1 ( x1 , … , xn ) + + ∆xn fxn ( x1 , …, xn ) + ∆x1ε 1 + + ∆xnε n ,
12.3 Partial Derivatives and Differential 9
12.3.7 EXAMPLE
( x 2 y2 )sin(1/( x 2 y2 )) ( x, y) (0, 0)
The function f ( x, y) is differentiable at (0, 0).
0 ( x, y) (0, 0)
Similarly, f y(0, 0) = 0. So, to show the given function is differentiable at (0, 0), we need to find functions ψ1 and ψ2 continu-
ous at (0, 0) such that
f(x, y) − f(0, 0) = xψ1(x, y) + yψ2(x, y).
So we want ψ1 and ψ2 such that
(3) (x2 + y2)sin(1/ (x2 + y2)) = xψ1(x, y) + yψ2(x, y)
If we define
x sin(1/( x 2 y2 )) ( x, y) (0, 0)
1 ( x, y)
0 ( x, y) (0, 0)
and
y sin(1/( x 2 y2 )) ( x, y) (0, 0)
2 ( x, y) ,
0 ( x, y) (0, 0)
then lim 1 ( x, y) 0 1 (0, 0) and lim 2 ( x, y) 0 2 (0, 0). So ψ1 and ψ2 are continuous at (0, 0). Also note
( x , y ) ( 0 , 0 ) ( x , y ) ( 0 , 0 )
that ψ1 and ψ2 satisfy equation (3). Hence f is differentiable at (0, 0).
12.3.8 EXAMPLE Find the approximate value of f(2.1, 2.99), where z = f(x, y) = x2 + y2.
By definition of (total) differential, we have
f f
dz df dx dy 2 x x 2 y y
x y
So dz ( 2, 3) 4 x 6 y
x 2.1 2 0.1
y 2.99 3 0.01
f (2, 3) 13
Hence dz ( 2, 3) f (2.1, 2.99) f (2, 3)
f (2.1, 2.99) 4(0.1) 6(0.01) 13
0.4 0.06 13 13.34.
10 Chapter 12 | Functions of Several Real Variables
EXERCISES 12.3
1. Give an example of a function which is continuous at 6. Check the differentiability of the following functions at
(0, 0) but the partial derivatives fx(0, 0) and fy(0, 0) do (0, 0):
not exist. (a) f ( x, y) x 2 y2 for (x, y) ∈ ℝ2,
2. Give an example of a function which is continuous at (0, 0) (b) f(x, y) = x2 + y2 for (x, y) ∈ ℝ2,
but only the partial derivatives fx(0, 0) or fy(0, 0) exist.
x2 y
3. Give an example of a function such that both fx(0, 0) and ( x, y) (0, 0),
(c) f ( x, y) x 4 y2
fy(0, 0) exist but f is not continuous at (0, 0).
0 ( x, y) (0, 0).
4. Find first- and second-order partial derivatives of the
following functions using the usual rules of ordinary 7. Let D ⊆ ℝ be open. Then show that if f is differentiable
2
( x, y) (0, 0)
(c) f ( x, y) x 2 y2
.
0 ( x, y) (0, 0)
12.4.1 CHAIN RULE-I Let f : D → ℝ be a function such that f is differentiable at an interior point a = (a1, … , an) of
D ⊆ ℝn. Suppose I is a subset of ℝ and t0 an interior point of I. Let for 1 ≤ i ≤ n, xi : I → ℝ be a function differentiable at
t0 such that for each t ∈ I, ( x1 (t ), … , xn (t )) ∈ D and ( x1 (t 0 ), … , xn (t 0 )) = (a1 , … , an ). Then the composition function
z(t ) = f ( x1 (t ), … , xn (t )) is differentiable at t0 and we have
dz ∂f dx ∂f dx
(t 0 ) = (a1 , … , an ) 1 (t 0 ) + … + (a1 , … , an ) n (t 0 ).
dt ∂ x1 dt ∂ xn dt
12.4 Chain Rule and Taylor’s Theorem 11
PROOF. Since f is differentiable at a = (a1, … , an), there exist functions ψ1, ψ2, … , ψn defined on some neighborhood of
a = (a1, … , an) which are continuous at a = (a1, … , an) and satisfy
(1) f(x1, … , xn) = f(a1, … , an) + (x1 − a1) ψ1 (x1, … , xn) + ⋅⋅⋅ + (xn − an) ψn (x1, … , xn),
for all (x1, … , xn) in that neighborhood and ψ i (a1 ,…, an ) = fxi (a1 ,…, an ) for each 1 ≤ i ≤ n. Also each xi is differentiable at
t0, so for each i we can find a function φi continuous at t0 such that
(2) xi (t ) = xi (t 0 ) + (t − t 0 )ϕi (t )
for each t in some open interval around t0 contained in I and φi (t0) = xi′(t0). So using equation (1) and the fact that
( x1 (t ), , xn (t )) D for all t ∈ I, we get for each t in some open interval around t0 contained in I
Substituting the value of xi(t) from equation (2) in the above equation, we get
For simplicity and better understanding, we are giving the following theorem for a function of two variables only.
12.4.2 CHAIN RULE-II Let f : D → ℝ be a function which is differentiable at an interior point a = (a1, a2) of D ⊆ ℝ2.
Suppose I is a subset of ℝ2 and (t0, s0) is an interior point of I. Let for 1 ≤ i ≤ 2, xi : I → ℝ be a function differentiable at
(t0, s0) such that for each (t, s) ∈ I, ( x1 (t, s), x2 (t, s)) ∈ D and ( x1 (t0 , s0 ), x2 (t0 , s0 )) = (a1 , a2 ) . Then the composition function
z(t, s) = f ( x1 (t, s), x2 (t, s)) is differentiable at (t0, s0) and we have
z f x f x
(t0 , s0 ) (a1 , a2 ) 1 (t0 , s0 ) (a1 , a2 ) 2 (t0 , s0 )
t x1 t x2 t
z f x f x
and (t0 , s0 ) (a1 , a2 ) 1 (t0 , s0 ) (a1 , a2 ) 2 (t0 , s0 ) .
s x1 s x2 s
PROOF. Since f is differentiable at (a1, a2) and x1, x2 are differentiable at (t0, s0), the partial derivatives
∂f ∂f ∂x ∂x ∂x ∂x
(a1 , a2 ), (a1 , a2 ), 1 (t0 , s0 ), 1 (t0 , s0 ), 2 (tt0 , s0 ), 2 (t0 , s0 ) all exist.
∂x1 ∂x2 ∂t ∂s ∂t ∂s
Also by the definition of partial derivative, we know that the partial derivative of xi at (t0, s0) with respect to t is equal to the
usual derivative of the function xi (t, s0) with respect to t at t0, that is,
xi d( xi (t, s0 ))
(t0 , s0 ) (t 0 ) .
t dt
Similarly,
xi d( xi (t0 , s))
(t0 , s0 ) ( s0 ) for each 1 ≤ i ≤ 2.
s ds
12 Chapter 12 | Functions of Several Real Variables
Also note that t0 will be the interior point of the set I 1 {t : (t, s0 ) I } and s0 will be the interior point of the set
I 2 {s : (t0 , s) I } and ( x1 (t, s0 ), x2 (t, s0 )) ∈ D for all t ∈ I1 so by Chain Rule-I, the function Z1 : I1 → ℝ defined by
Z1 (t ) := f ( x1 (t , s0 ), x2 (t , s0 )) for all t ∈ I1 is also differentiable at t0 and
Similarly, the function Z2 : I2 → ℝ defined by Z2 ( s) := f ( x1 (t 0 , s), x2 (t 0 , s)) for all s ∈ I2 is also differentiable at s0 and
dZ1 f dZ2 f
Since (t0 ) (t0 , s0 ) and ( s0 ) (t0 , s0 ) , we have the desired result. Q.E.D.
dt t dt s
12.4.3 JACOBIAN If D ⊆ ℝ2 is open and x1 = x1 (t, s) and x2 = x2 (t, s) are two functions having continu-
ous partial derivatives on D, then the Jacobian of x1 and x2 with respect to t and s is defined by the determinant of the
x1 x1
t s
2 × 2 matrix .
x2 x2
t s
∂( x1 , x2 )
The Jacobian of x1, x2 with respect to t, s is denoted by . So
∂ (t , s)
Similarly, we can define the Jacobian of n functions x1, … , xn defined on an open subset D of ℝn with respect to t1, … , tn
∂x
as a determinant of the n × n matrix whose ijth entry is given by i .
∂t j
Chain Rule-II can be used to compute the Jacobian of composite functions. More precisely, suppose x1, x2 are two dif-
ferentiable functions defined on an open subset D of ℝ2 such that x1 = x1 (t1 , t2 ) and x2 = x2 (t1 , t2 ) for all (t1 , t2 ) ∈ D .
If I ⊆ ℝ2 is open and functions ti : I → ℝ given by ti = ti (u1 , u2 ) for all (u1 , u2 ) ∈ I , i = 1, 2 are differentiable on I such that
(t1 (u1 , u2 ), t2 (u1 , u2 )) ∈ D for all (u1 , u2 ) ∈ I , then the Jacobian of x1, x2 with respect to u1, u2 is given by the Chain Rule as
( x1 , x2 ) ( x1 , x2 ) (t1 , t2 )
.
(u1 , u2 ) (t1 , t2 ) (u1 , u2 )
12.4.4 EXAMPLES
(a) Let f ( x, y) x sin y e cos y, and let x(t ) t 1, y(t ) t 2 2t. Then by Chain Rule-I, we have
x
df ∂f dx ∂f dy
= ⋅ + ⋅
dt ∂x dt ∂y dt
(sin y e x cos y) 1 ( x cos y e x sin y)(2t 2)
f f x x y y
ex , 1; 1 ; and 1, 1
x y t s t s
12.4.5 EXAMPLE
Let x r cos , y r sin . Then
x x
( x, y) r cos r sin
r.
(r, ) y y sin r cos
r
PROOF. Since all partial derivatives are continuous on the set Aδ, every partial derivative upto order n + 1 is differentiable
at each point of Aδ and the Mixed Derivative Theorem applies. Note that for any 0 ≤ t ≤ 1, the point (a1 th, a2 tk ) A .
So if F : [0, 1] → is defined by
F (t ) := f (a1 + th, a2 + tk ) for t ∈[0, 1],
then by Chain Rule-I, the derivatives F (1) (t ), F (2) (t ), … , F ( n+1) (t ) of F exist at every point t ∈[0, 1]. So by Taylor’s Theorem
7.4.1, for every t ∈[0, 1], we can find 0 1 such that
t 2 (2) tn t n+1
F (t ) = F (0) + tF (1) (0) + F (0) + … + F ( n) (0) + F ( n+1) (θ t ) .
2! n! ( n + 1)!
In particular, we have
1 (2) 1 1
(3) F (1) = F (0) + F (1) (0) + F (0) + … + F ( n) (0) + F ( n+1) (θ )
2! n! ( n + 1)!
for some θ between 0 and 1.
14 Chapter 12 | Functions of Several Real Variables
Similarly,
d (1)
F ( 2 ) (t ) (F (t )) h k h k f (a1 th, a2 tk )
dt x1 x2 x1 x2
2
h k f (a1 th, a2 tk ).
x1 x2
Taylor’s Theorem can also be stated as follows: Suppose D ⊆ ℝ2 is open and a = (a1 , a2 ) ∈ D. Suppose f : D → ℝ
is a function such that for some δ > 0, every order partial derivative of f upto order n + 1 is continuous on the set
Aδ = { x = ( x1 , x2 ) ∈ D : ρ ( x, a) < δ } . Then at any point ( x, y) A , we can find a point (c, d) on the line segment joining
(x, y) and (a1, a2) such that
i n1
n
1 1
f ( x, y) f (a1 , a2 ) ( x a1 ) ( y a2 ) f (a1 , a2 ) ( x a1 ) ( y a2 ) f (c, d).
i 1 i ! x1 x2 (n 1)! x1 x2
The nth degree polynomial
i
n
1
f (a1 , a2 ) ( x a1 ) ( y a2 ) f (a1 , a2 )
i 1 i ! x1 x2
in x, y is called the nth Taylor’s polynomial of f about the point (a1, a2). These polynomials can be used to calculate the
approximate value of f(x, y).
12.4.7 EXAMPLE
Obtain Taylor’s expansion of the function f(x, y) = Arctan (y/x) about the point (1, 1) up to second degree and use it to esti-
mate f(1.1, 0.9).
By Taylor’s Theorem at the point (1, 1) upto second degree, we have
1
f ( x, y) f (1, 1) ( x 1) fx (1, 1) ( y 1) f y (1, 1) (( x 1)2 fxx (1, 1) 2( x 1)( y 1) fxy (1, 1) ( y 1)2 f yy (1, 1))
2
12.4 Chain Rule and Taylor’s Theorem 15
1 y y 1
fx ( x, y) 2
2 2 fx (1, 1)
y x x y 2
2
1 2
x
x 1
f y ( x, y) 2 f y (1, 1)
x y 2
2
2 xy 1
fxx ( x, y) fxx (1, 1)
( x 2 y 2 )2 2
2 xy 1
f yy ( x, y) f yy (1, 1)
(x y )
2 2 2
2
y2 x 2
fxy ( x, y) 2 fxy (1, 1) 0
( x y 2 )2
1 1 1 1 1
f ( x, y)
( x 1) ( y 1) ( x 1)2 ( y 1)2
4 2 2
2 2 2
yx 1
(( x 1)2 ( y 1)2 )
4 2 4
f (1.1, 0.9) 0.7862
EXERCISES 12.4
x y
1. Let f ( x, y) e for ( x, y) ∈ , and=
2
=
let x(t ) sin ) cos t x = r sin θ cos ϕ, y = r sin θ sin ϕ and z = r cos θ.
t, y(t 7. Let
= =
x(t ) sin t, y(t ) cos t for all t∈ ℝ. Then show that z(t ) = f ( x(t ), y(t )) ( x, y, z)
y(t)) is differentiable for all ℝ. Evaluate dz/dt. Show that r 2 sin .
(r , , )
2. Let z = f(x, y), x = r cos θ, y = r sin θ. Evaluate 8. Let x(u, v) = uv and y(u, v) = u2 + v2. If u(t, s) = sin t +
dz dz ∂( x, y)
and .
cos s, v(t, s) = t + s, then find .
dr dθ ∂ (t , s)
3. If z = f(r, θ), r2 = x2 + y2, θ = Arctan(y/x), then find 9. If f ( x, y) = Arctan( xy), then find an approximate
∂z ∂z value of f(1.1, 0.9) using Taylor’s polynomial (i) with
and .
∂x ∂y degree 1 (called linear approximation) and (ii) with
4. Show by an example that the hypothesis that f is differ- degree 2 (called quadratic approximation).
entiable at point (a1, a2, … , an) in Chain Rule-I cannot 10. Expand f ( x, y) x 3 3 x 2 y 3 x 2 6 y2 x 3 in
be dropped. Taylor series of maximum order about (1, 1).
u u u
5. Let u = f(x – y, y – z, z – x). Find . 11. Expand f ( x, y) e ax by about (0, 0) upto a second-
x y z
6. Let z = f(x + y, x − y), u = x + y, v = x − y. Show that degree polynomial.
z
2
z z
2 2 12. Show that every Taylor’s polynomial of the function
2 2. 1
2 2
xy u v f ( x, y) e x y about (0, 0) is identically 0.
16 Chapter 12 | Functions of Several Real Variables
x2 f f
( x, y) (0, 0), (a) e y and ey 1
2. Let f ( x, y) x 2 y2 Then choose x y
0 ( x , y) ( 0, 0 ).
2 f f
correct statement from the following: (b) e y and xe y 1
x 2
y
(a) f is continuous at (0, 0). 2 f 2 f
∂f ∂f (c) 0 and ey
(b) and exist at (0, 0). x 2
xy
∂x ∂y (d) none of these
∂f ∂f 8. Which of the following statements is not correct for
(c) and are continuous at (0, 0).
∂x ∂y function f : ℝ2 → ℝ?
(d) f is differentiable at (0, 0). (a) If f is differentiable at (0, 0), then f is continuous at
cos x 1 (0, 0).
3. lim is equal to
x sin y
( x , y) 0, / 2
(b) If f is differentiable at (0, 0), then fx(0, 0) and
(a) 2 (b) −2 fy(0, 0) both-exist.
(c) 0 (d) none of these (c) If fxy is continuous on ℝ2 then fxy = fyx on ℝ2.
xy (d) All above statements are incorrect.
4. The value of lim is 9. The second-degree polynomial approximation using
x y
( x , y ) ( 0 , 0 )
Taylor’s expansion of f(x, y) = exy about (0, 0) is
(a) 0 (b) 1
(a) 0 (b) 1
(c) −1 (d) does not exist
(c) 1 + xy (d) 1 + x + y + 2xy
( x y)sin(1 / ( x y)) x y 0,
5. Let f ( x, y) Then 10. Let x = r cos θ, y = r sin θ, z = z. Then the value of
0 x y 0.
( x, y, z)
which of the following is correct? is
(r, , z)
(a) fx(0, 0) exists but fy(0, 0) does not. (a) rz
(b) fy(0, 0) exists but fx(0, 0) does not. (b) r
(c) Both fx(0, 0) and fy(0, 0) exist. (c) rz2
(d) None of fx(0, 0) and fy(0, 0) exists. (d) none of these
ANSWER KEY
1. (d) 3. (c) 5. (d) 7. (c) 9. (c)
2. (b) 4. (d) 6. (a) 8. (d) 10. (b)