CALCULUS II - AY2023-24

Chapter 1. Functions of Several Variables

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Outline

1 Introduction to xy -plane & xyz-space

2 Limits

3 Continuity

4 Partial derivatives

5 The Chain Rules

6 Approximations

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Outline

1 Introduction to xy -plane & xyz-space

2 Limits

3 Continuity

4 Partial derivatives

5 The Chain Rules

6 Approximations

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1. Introduction to xy -plane & xyz-space

We extend the basic ideas of single-variable calculus to functions

of several variables.

We discuss limit at a point and continuity.

As there are more than one variables, the derivatives involved are
more interesting. Applications of derivatives are also discussed.

Similarly, we also discuss integrals involving several variables.

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• The set Rn

Definition (1.)
The set Rn consists of all n-tuples (x1 , x2 , . . . , xn ) with real entries.

The addition and scalar multiplication operations are coordinate-wise,

i.e.
1 (x1 , x2 , . . . , xn ) + (y1 , y2 , . . . , yn ) = (x1 + y1 , x2 + y2 , . . . , xn + yn )
2 c(x1 , x2 , . . . , xn ) = (cx1 , cx2 , . . . , cxn ), c ∈ R.

When n = 1, we have R1 = R, the usual real line.

When n = 2, R2 is the 2-dimensional plane (we usually write (x, y )
instead of (x1 , x2 ) for points in R2 ).
When n = 3, R3 is 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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• The xy -plane R2

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 zero.

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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CALCULUS II - AY2023-24 7 / 125
Lines, circles & ellipses in R2
Equation of a line:

ax + by = c, (a2 + b2 6= 0).

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 , α > 0, β > 0, r > 0.

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• The xyz-space R3

The xyz-space is the space consisting of three mutually

perpendicular axes, 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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Note. Use the right-hand rule to determine the positive z-axis.

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Planes in R3
Equation of a plane in R3 :

ax + by + cz = d, (a2 + b2 + c 2 6= 0).

(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 , α > 0, β > 0, γ > 0, r > 0.

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• Function of 2 variables

Definition (2.)
A function f of two variables, with a domain D ⊂ R2 , 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, and z is dependent.

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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Many functions depend on more than one independent variables.

Example (3.)
1 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 this function as P(R, I) = RI 2 .

2 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 (4.)
p
x2 − y
Find and sketch the domain of f (x, y ) = and evaluate f (2, 1).
3−x

Solution. Note that f (x, y ) is defined whenever x 2 − y ≥ 0 and

3 − x 6= 0. Then the domain of f is
n o
D = (x, y ) : y ≤ x 2 & x 6= 3

and √
4−1 √
f (2, 1) = = 3.
3−2

• Sketch the domain D of f (!)

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• Graph of f (x, y )

Definition (5.)
The graph of a function z = f (x, y ) is a 3-dimensional set
n o
3
(x, y , z) ∈ R : z = f (x, y ), (x, y ) ∈ D .

It is a challenge to sketch it on paper.

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• Level curves of f (x, y )

Definition (6.)
The set of points (x, y ) ∈ 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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The key point is that a level curve f (x, y ) = k can be thought of as a
horizontal slice of the graph at height z = k .

This slice is the intersection of the graph with the plane z = k .

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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 (7.)
Find the level curve of f (x, y ) = 100 − x 2 − y 2 , which
1 corresponds to f (x, y ) = 75.
2 passes through (10, 0).

Note. Our aim is to 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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Solution.
1 To find the level curve corresponds to f (x, y ) = 75, we find (x, y )
satisfying

100 − x 2 − y 2 = 75 ⇐⇒ x 2 + y 2 = 25.

This is a circle centered at (0, 0) of a radius 5.

2 The level curve which passes through (10, 0) is the level curve
containing all points (x, y ) corresponds to same value of f
evaluated at (10, 0), i.e., f (10, 0).

Since f (10, 0) = 0, the required level curve is described by

f (x, y ) = 0 ⇐⇒ x 2 + y 2 = 102 .

This is a circle centered at (0, 0) of a radius 10.

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The graph & level curves of f (x, y ) = 100 − x 2 − y 2 :

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• Function of 3 variables

Definition (8.)
A function f of three variables, with a domain D ⊂ R3 , 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, and w is dependent.

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• Level surfaces of f (x, y , z)
Definition (9.)
For a function f of three variables, the set of points (x, y , z) ∈ 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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More precisely, for a function of three variables f (x, y , z), we would
need four dimensions to draw its graph.

The graph is the set of points (x, y , z, f (x, y , z)).

However, you may have a hard time visualizing what this graph in four
dimensions would look like.

Instead, for a function of three variables, we can look at the level

surface in three-dimensional space.

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Example (10.)
Consider the function f (x, y , z) = (x − 1)2 + y 2 + z 2 .
1 Find the level surface which corresponds to f (x, y , z) = 9.
2 Find the level surface which passes through the point (1, −2, 3).

Solution.
1 The level surface of f which corresponds to f (x, y , z) = 9, is

(x − 1)2 + y 2 + z 2 = 9.

This is the sphere centered at (1, 0, 0) of radius 3.

2 Since f (1, −2, 3) = 02 + (−2)2 + 32 = 13, the level surface of f
that passes through (1, −2, 3) is the set

{(x, y , z) ∈ R3 : (x − 1)2 + y 2 + z 2 = 13}.

√
This is the sphere centered at (1, 0, 0) of radius 13.
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• Functions of several variables

We can define functions of several variables and their level sets.

Definition (11.)
A function f of n variables with a domain D ⊂ Rn , is a rule that
assigns to each point (x1 , x2 , . . . , xn ) ∈ D a unique real number
denoted by f (x1 , x2 , . . . , xn ).
For a function f of n variables, the set of points
(x1 , x2 , . . . , xn ) ∈ Rn where f (x1 , x2 , . . . , xn ) has a constant value
f (x1 , x2 , . . . , xn ) = k is called a level set of f .

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

the point (x1 , x2 , . . . , xn ). The variables x1 , x2 , . . . , xn are independent
variables, and the variable w is a dependent variable.

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Outline

1 Introduction to xy -plane & xyz-space

2 Limits

3 Continuity

4 Partial derivatives

5 The Chain Rules

6 Approximations

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2. Limits

Recall: Intuitive concept.

For a function f (x) of one variable x, intuitively, we say the limit of a

function f when x tends to a point a is L, if f (x) gets very near to L
when x gets very near to a.
Here,
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: Formal definition.

Let f be a function of one variable defined on a domain D ⊂ R, a ∈ R (a

not necessary in D). We say that the limit of f (x) as x tends to a is L if

for any ε > 0 there exists a corresponding δ > 0 such that

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

and we write
lim f (x) = L.
x→a

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• Limits in several variables: Intuitive concept

Now for function f (x, y ) of two variables x and y , intuitively, we say the
limit of a function f when (x, y ) tends to a point (a, b) is L, if f (x, y )
gets very near to L when (x, y ) gets very near to (a, b) (in any possible
way).

Remark.
(x, y ) gets very near to (a, b) means that the distance between points
(x, y ) and (a, b) gets very small. This distance above is defined by
q
k(x, y ) − (a, b)k := (x − a)2 + (y − b)2 .

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• Limits

Definition (1.)
Let f be a function of two variables defined on a domain D ⊂ R2 and
(a, b) ∈ R2 ((a, b) is not necessary in D).

We say that the limit of f (x, y ) as (x, y ) tends to (a, b) exists, if there is
a number L such that
for any ε > 0 there exists a corresponding δ > 0 such that

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

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

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From the formal definition of limits, we can get several consequences.
(Uniqueness:) If lim f (x, y ) exists, then it is unique.
(x,y )→(a,b)

(Algebra of limits:) Limit laws or properties are established by

using the formal definition.

Proposition (2.)
For every integer n ≥ 0, we have

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

For example,

(a) lim x 7 = (−1)7 = −1, (b) lim y 3 = 23 = 8.

(x,y )→(−1,3) (x,y )→(−1,2)

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Theorem (3. Algebra of limits)
If lim f (x, y ) and lim g(x, y ) exist, then
(x,y )→(a,b) (x,y )→(a,b)
1 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.

2 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)

lim f (x, y )
f (x, y ) (x,y )→(a,b)
3 lim = (if lim g(x, y ) 6= 0).
(x,y )→(a,b) g(x, y ) lim g(x, y ) (x,y )→(a,b)
(x,y )→(a,b)

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For example,
1

     
lim x2 + y3 = lim x2 + lim y 3 = a2 + b 3 .
(x,y )→(a,b) (x,y )→(a,b) (x,y )→(a,b)

     
lim x2 · y3 = lim x2 · lim y 3 = a2 b 3 .
(x,y )→(a,b) (x,y )→(a,b) (x,y )→(a,b)

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• Limit along a path

Suppose C is a path passing through (a, b).

Considering values f (x, y ) as (x, y ) → (a, b) along the path C, we

express by
lim f (x, y )
(x,y )→(a,b)
C

the limit of f (x, y ) along the path C as (x, y ) tends to (a, b).

Example (4.)
x2 − y2 x2
lim = lim = 1.
(x,y )→(0,0) x 2 + y 2 x→0 x 2
y =0

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From the uniqueness of limit, it follows that if f (x, y ) has different limits
as (x, y ) tends to (a, b) along different paths, then the lim f (x, y )
(x,y )→(a,b)
does not exist.

This is recorded in the following result.

Corollary (5. Limit does not exist)

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

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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Example (6.)
2x 2 − y 2
Does the limit lim exit?
(x,y )→(0,0) x 2 + y 2

Solution. Consider two different paths: y = 0 and x = y .

Along y = 0: For any (x, y ) 6= (0, 0) along this path, we have

2x 2 − y 2 2x 2 − 02 2x 2 2x 2 − y 2
= = = 2 =⇒ lim = 2.
x 2 + y 2 |{z} x 2 + 02 x2 (x,y )→(0,0) x2 + y2
put y =0 y =0

Along x = y : For any (x, y ) 6= (0, 0) along this path, we have

2x 2 − y 2 2x 2 − x 2 x2 1 2x 2 − y 2 1
2 2
= 2 2
= 2
= =⇒ lim 2 2
= .
x +y |{z} x +x 2x 2 (x,y )→(0,0) x +y 2
put y=x x=y

2x 2 − y 2
So the limit lim does not exist.
(x,y )→(0,0) x 2 + y 2
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Question. What happen if

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

(x,y )→(a,b) (x,y )→(a,b)
C1 C2

can we conclude that lim f (x, y ) exist?

(x,y )→(a,b)

The answer is NO, of course. Please provide a “counterexample” (!).

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