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Lectures 26-27: Functions of Several Variables (Continuity, Differentiability, Increment Theorem and Chain Rule)

∆x ∆t , ∆y ∆t are bounded. This proves the result. ¤ 1) The document covers key concepts in multivariable calculus including convergence of sequences in Rn, limits and continuity of functions of several variables, partial derivatives, differentiability, and the chain rule. 2) It defines convergence of a sequence in Rn as the limit of the distance between the terms and a point going to zero. Continuity and limits of functions are similarly generalized from R to Rn. 3) Differentiability is defined using a limit involving the error term divided by the norm of h, rather

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Saurabh Tomar
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75 views4 pages

Lectures 26-27: Functions of Several Variables (Continuity, Differentiability, Increment Theorem and Chain Rule)

∆x ∆t , ∆y ∆t are bounded. This proves the result. ¤ 1) The document covers key concepts in multivariable calculus including convergence of sequences in Rn, limits and continuity of functions of several variables, partial derivatives, differentiability, and the chain rule. 2) It defines convergence of a sequence in Rn as the limit of the distance between the terms and a point going to zero. Continuity and limits of functions are similarly generalized from R to Rn. 3) Differentiability is defined using a limit involving the error term divided by the norm of h, rather

Uploaded by

Saurabh Tomar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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1

Lectures 26-27: Functions of Several Variables


(Continuity, Differentiability, Increment Theorem and Chain Rule)
The rest of the course is devoted to calculus of several variables in which we study continuity,
differentiability and integration of functions from Rn to R, and their applications.
In calculus of single variable, we had seen that the concept of convergence of sequence played
an important role, especially, in defining limit and continuity of a function, and deriving some
properties of R and properties of continuous functions. This motivates us to start with the notion
of convergence of a sequence in Rn . For simplicity, we consider only R2 or R3 . General case is
entirely analogous.
Convergence of a sequence : Let Xn = (x1,n , x2,n , x3,n ) R3 . We say that the sequence (Xn )
is convergent if there exists X0 R3 such that kXn X0 k 0 as n . In this case we say that
Xn converges to X0 and we write Xn X0 .
Note that corresponding to a sequence (Xn ), Xn = (x1,n , x2,n , x3,n ), there are three sequences
(x1,n )(x2,n ) and (x3,n ) in R, and vice-versa. Thus the properties of (Xn ) can be completely understood in terms of the properties of the corresponding sequences (x1,n )(x2,n ) and (x3,n ) in R. For
example,
(i) Xn X0 in R3 the coordinates xi,n xi,0 for every i = 1, 2, 3 in R.
(ii) (Xn ) is bounded (i.e., M such that kXn k M n) each sequence (xi,n ), i = 1, 2, 3, is
bounded.
Using the previous idea, we can prove the following results.
Problem 1: Every convergent sequence R3 is bounded.
Problem 2 (Bolzano-Weierstrass Theorem): Every bounded sequence in R3 has a convergent
subsequence.
In case of a sequence in R, to define the notion of convergence or boundedness, we use | | in
place of k k, hence it is clear how we generalized the concept of convergence or boundedness of
a sequence in R1 to R3 . Moreover, it is also now clear how to define the concepts of limit and
continuity of a function f : R3 R at some point X0 R3 .
Limit and Continuity : (i) We say that L is the limit of a function f : R3 R at X0 R3 (and
we write limXX0 f (X) = L) if f (Xn ) L whenever a sequence (Xn ) in R3 , Xn 6= X0 , converges
to X0 .
(ii) A function f : R3 R is continuous at X0 R3 if limXX0 f (X) = f (X0 ).
2

(xy)
Examples 1: (i) Consider the function f : R2 R, where f (x, y) = sin|x|+|y|
when (x, y) 6= (0, 0)
and f (0, 0) = 0. We will show that this function is continuous at (0,0). Note that

| f (x, y) f (0, 0) |

| x y |2
| x | + | y | (or | x y | )
|x|+|y|

Therefore, whenever a sequence (xn , yn ) (0, 0), i.e, xn 0 and yn 0, we have f (xn , yn )
f (0, 0). Hence f is continuous at (0, 0). In fact, this function is continuous on the entire R2 .
(ii) Consider the function f : R2 R, where f (x, y) = xy
2
This function is continuous at (0, 0), because, | xy
2

x +y 2

when (x, y) 6= (0, 0) and f (0, 0) = 0.


p
= x2 + y 2 0, as (x, y) 0.

x +y 2
|x2 +y 2 |

x2 +y 2

2
(iii) Let f (x, y) = x22xy
, (x, y) 6= (0, 0). We will show that this function does not have a limit at
+y 2
2m
(0, 0). Note that f (x, mx) 1+m
2 as x 0 for any m. This shows that the function does not
have a limit at (0, 0).
2

(iv) Let f (x, y) = x4x+yy 2 when (x, y) 6= (0, 0) and f (0, 0) = 0. Note that f (x, mx) 0 as x 0.
But the function is not continuous at (0, 0) because f (x, x2 ) 12 as x 0. Similarly we can show
4
2
that the function f (x, y) defined by f (x, y) = xx4 y
when (x, y) 6= (0, 0) and f (0, 0) = 0 is not
+y 2
2
continuous at (0, 0) by taking y = mx and allowing x 0.
Partial derivatives : The partial derivative of f with respect to the first variable at X0 =
(x0 , y0 , z0 ) is defined by
f
f (x0 + h, y0 , z0 ) f (x0 , y0 , z0 )
|X0 = lim
h0
x
h
provided the limit exists. Similarly we define

f
y |X0

and

f
z |X0

Example 2: The function f defined by f (x, y) = x22xy


at (x, y) 6= (0, 0) and f (0, 0) = 0 is not
+y 2
continuous at (0, 0), however, the partial derivatives exist at (0, 0).
Problem 3: Let f (x, y) be defined in S = {(x, y) R2 : a < x < b, c < y < d}. Suppose that the
partial derivatives of f exist and are bounded in S. Then show that f is continuous in S.
Solution : Let |fx (x, y)| M and |fy (x, y)| M for all (x, y) S. Then
f (x + h, y + k) f (x, y) = f (x + h, y + k) f (x + h, y) + f (x + h, y) f (x, y)
= kfy (x + h, y + 1 k) + hfx (x + 2 h, y), (for some 1 , 2 R, by the MVT).

Hence, |f (x + h, y + k) f (x, y) | M (|h| + |k|) 2M h2 + k 2 .


Hence, for > 0, choose =
continuous.

2M

or use the sequential argument to show that the function is

It is clear from the previous example that the concept of differentiability of a function of several
variables should be stronger than mere existence of partial derivatives of the function.
Differentiability : When f : R R, x R we define
0

f (x + h) f (x)
h0
h

f (x) = lim

()

provided the limit exists. In case f : R3 R and X = (x1 , x2 , x3 ) R3 the above definition of
the differentiability of functions of one variable (*) cannot be generalized as we cannot divide by
an element of R3 . So, in order to define the concept of differentiability, what we do is that we
rearrange the above definition (*) to a form which can be generalized.
Let f : R R. Then f is differentiable at x if and only if there exists R such that
| f (x + h) f (x) h |
0 as h 0.
|h|
0

When f is differentiable at x, has to be f (x). We generalize this definition to the functions of


several variables.

3
Definition : Let f : R3 R and X = (x1 , x2 , x3 ). We say that f is differentiable at X if there
exists = (1 , 2 , 3 ) R3 such that the error function
(H) =

f (X + H) f (X) H
kHk

tends to 0 as H 0.
In the above definition H is the scalar product. Note that the derivative f 0 (X) = (1 , 2 , 3 ).
Theorem 26.1: Let f : R3 R, X R3 . If f is differentiable at X then f is continuous at X.
Proof : Suppose f is differentiable at X. Then there exists = (1 , 2 , 3 ) R3 such that
| f (X + H) f (X) H | = k H k (H) and (H) 0 as H 0.
Hence

3
X
| f (X + H) f (X) | k H k (
| i |)+ k H k (H)
i=1

and (H) 0 as H 0. Therefore f (X + H) f (X) as H 0. This proves that f is continuous


at X.

How do we verify that a given function is differentiable at a point in R3 ? The following result
helps us to answer this question.
Theorem 26.2: Suppose f is differentiable at X. Then the partial derivatives
f
z |X

f
f
x |X , y |X

and

exist and the derivative


0

f (X) = (1 , 2 , 3 ) = (

f
f
f
| ,
| ,
| ).
x X y X z X

Proof : Suppose f is differentiable at X and f 0 (X) = (1 , 2 , 3 ). Then by taking H = (t, 0, 0),


we have
(H) =

f (X + H) f (X) 1 t
f (X + H) f (X) 1 t
0 as t 0, i.e.,
0
|t|
t

This implies that 1 =

f
x |X .

Similarly we can show that 2 =

Example 3 : Let
f (x, y) = xy

f
y |X

and 3 =

f
x |X .

x2 y 2
at (x, y) 6= (0, 0)
x2 + y 2

= 0 at (0, 0)
f
To verify that f is differentiable at (0, 0), let us choose = ( f
x , y ) |

(0,0)

and verify that (H) 0

as H = (h, k) 0. In this case = (0, 0) and


| (H) | = |

p
hk
f (0 + H) f (0) (0, 0) H
||
h2 + k 2 0 as H 0.
|
kHk
h2 + k 2

Hence f is differentiable at (0, 0).

Example 2 illustrates that the partial derivatives of a function at a point may exist but the
function need not be differentiable at that point. The previous theorem says that if the function is

4
differentiable at X then the derivative f 0 (X) can be expressed in terms of the partial derivatives
of f at X. Since finding partial derivatives is easy because they are based on one variable and
it is related to the derivative, one naturally asks the following question: Under what additional
assumptions on the partial derivatives the function becomes differentiable. The following criterion
answer this question.
Theorem 26.3: If f : R3 R is such that all its partial derivatives exist in a neighborhood of X0
and continuous at X0 then f is differentiable at X0 .
We omit the proof of this result. We will see in a tutorial class that the converse of the previous
result is not true.
Chain Rule: We have seen that the chain rule which deals with derivative of a function of a
function is very useful in one variable calculus. In order to derive a similar rule for functions of
several variables we need the following theorem called Increment Theorem. For simplicity we
will state this theorem only for two variables.
We will employ the notation fx =

f
x

and fy =

f
x .

Theorem 26.4: Let f (x, y) be differentiable at (x0 , y0 ). Then we have


f (x0 + x, y0 + y) f (x0 , y0 ) = fx (x0 , y0 )x + fy (x0 , y0 )y + 1 x + 2 y
where 1 (x, y), 2 (x, y) 0 as x 0 and y 0.
Proof (*): Let H = (x, y). Since the function is differentiable at (x0 , y0 ), we have
f (x0 + x, y0 + y) f (x0 , y0 ) = fx (x0 , y0 )x + fy (x0 , y0 )y+ k H k (H), (H) 0 as H 0.
We have to show that k H k (H) = 1 x + 2 y for some functions 1 and 2 . Note that
(H) k H k =

(H)
(H)
(H)
(x2 + y 2 ) = (x
)x + (y
)y.
kHk
kHk
kHk

(H)
Define 1 (H) = x (H)
kHk and 2 (H) = y kHk . Note that

| 1 (H) | = | x

(H)
| | (H) | 0 as H 0.
kHk

Similarly we can show that 2 (H) 0 as H 0. This proves the result.

In the next result we present the chain rule.


Theorem 26.5: Let f (x, y) be differentiable (or f has continuous partial derivatives) and if x =
x(t), y = y(t) are differentiable functions on t, then the function w = f (x(t), y(t)) is differentiable
at t and
df
df
f dx f dy
= fx (x(t), y(t))x0 (t) + fy (x(t), y(t))y 0 (t), i.e.,
=
+
.
dt
dt
x dt
y dt
Proof : By increment theorem we have
f = fx (x0 , y0 )x + fy (x0 , y0 )y + 1 x + 2 y,

1 , 2 0 as x, y 0

This implies that

x
y
x
y
f
= fx
+ fy
+ 1
+ 2
.
t
t
t
t
t
Allow t 0, which implies that 1 , 2 0 because x, y 0. Therefore, we get
f dx
f dy
x dt + y dt .

df
dt

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