Math 20C Multivariable Calculus

Lecture 11

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Limits and Continuity

Slide 1

Review of Limit.
Side limits and squeeze theorem.
Continuous functions of 2,3 variables.

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Review: Limits

Slide 2

Definition 1 Given a function f (x, y) : D IR2 IR and a point

(x0 , y0 ) IR2 , we write
lim

(x,y)(x0 ,y0 )

f (x, y) = L,

if and only if for all (x, y) D close enough in distance to (x0 , y0 )

the values of f (x, y) approaches L.

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Math 20C Multivariable Calculus

Lecture 11

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A tool to show that a limit does not exist is the following:

Theorem 1 (Side limits) If f (x, y) L1 along a path C1 as

(x, y) (x0 , y0 ), and f (x, y) L2 along a path C2 as
(x, y) (x0 , y0 ), with L1 6= L2 , then
lim

(x,y)(x0 ,y0 )

f (x, y)

does not exist.

A tool to prove that a limit exists is the following:

Slide 3

Theorem 2 (Squeeze) Assume f (x, y) g(x, y) h(x, y) for all

(x, y) near (x0 , y0 );
Assume
lim

(x,y)(x0 ,y0 )

f (x, y) = L =

lim

(x,y)(x0 ,y0 )

h(x, y),

Then
lim

&

(x,y)(x0 ,y0 )

g(x, y) = L.
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Example: How to use the side limit theorem.

Does the following limit exist?
3x2
.
(x,y)(0,0) x2 + 2y 2
lim

(1)

So, the function is f (x, y) = (3x2 )/(x2 + 2y 2 ). Let pick the curve C1 as the x-axis,
that is, y = 0. Then,
3x2
f (x, 0) = 2 = 3,
x
then
lim
f (x, 0) = 3.
(x,0)(0,0)

Let us now pick up the curve C2 as the y-axis, that is, x = 0. Then,
f (0, y) = 0,
then
lim

(x,0)(0,0)

f (x, 0) = 0.

Therefore, the limit in (1) does not exist.

Notice that in the above example one could compute the limit for arbitrary lines, that is,
Cm given by y = mx, with m a constant. Then
f (x, mx) =

x2

3x2
3
=
,
+ 2m2 x2
1 + 2m2

Math 20C Multivariable Calculus

Lecture 11

so one has that

lim

(x,mx)(0,0)

f (x, mx) =

3
1 + 2m2

is different for each value of m.

Example: How to use the squeeze theorem.
Does the following limit exist?
lim

x2 y
.
+ y2

(2)

(x,y)(0,0) x2

Let us first try the side limit theorem, to try to prove that the limit does not exist.
Consider the curves Cm given by y = mx, with m a constant. Then
f (x, mx) =

x2

mx
x2 mx
=
,
2
2
+m x
1 + m2

so one has that

lim

(x,mx)(0,0)

f (x, mx) = 0,

m IR.

Therefore, one cannot conclude that the limit does not exist. However, this argument does not prove that the limit actually exists.This can be done with the squeeze
theorem.
First notice that
x2
1,
x2 + y 2

(x, y) IR2 , (x, y) 6= (0, 0).

(proof: 0 y 2 , then x2 (x2 + y 2 ).) Therefore, one has the inequality

|y|

x2 y
|y|,
x2 + y 2

(x, y) IR2 , (x, y) 6= (0, 0).

Then, one knows that limy0 |y| = 0, therefore the squeeze theorem says that
x2 y
= 0.
(x,y)(0,0) x2 + y 2
lim

Math 20C Multivariable Calculus

Lecture 12

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Limits and Continuity

Limit laws for functions of a single variable also holds for functions
of two variables.

Slide 4

If the limits limxx0 f and limxx0 g exist, then


 

lim (f g) = lim f lim g ,
xx0

xx0

lim (f g) =

xx0

xx0

lim f

xx0



lim g .

xx0

Definition 2 (Continuity) A function f (x, y) is continuous at

(x0 , y0 ) if
lim

(x,y)(x0 ,y0 )

f (x, y) = f (x0 , y0 ).

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Continuity

Examples of continuous functions:

Polynomial functions are continuous in IR2 , for example
P2 (x, y) = a0 + b1 x + b2 y + c1 x2 + c2 xy + c3 y 2 .

Slide 5

Rational functions are continuous on their domain,

f (x, y) =

Pn (x, y)
,
Qm (x, y)

for example,
f (x, y) =

x2 + 3y x2 y 2 + y 4
,
x2 y 2

x 6= y.

Composition of continuous functions are continuous, example

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f (x, y) = cos(x2 + y 2 ).

Math 20C Multivariable Calculus

Lecture 12

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Partial derivatives
Slide 6

Definition of Partial derivatives.

Higher derivatives.
Examples of differential equations.

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Partial derivatives
Definition 3 (Partial derivative) Consider a function
f : D IR2 R IR.
Slide 7

The partial derivative of f (x, y) with respect to x at (a, b) D is

denoted as fx (a, b) and is given by
1
[f (a + h, b) f (a, b)] .
h0 h

fx (a, b) = lim

The partial derivative of f (x, y) with respect to y at (a, b) D is

denoted as fy (a, b) and is given by
fy (a, b) = lim

h0

&

1
[f (a, b + h) f (a, b)] .
h
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Math 20C Multivariable Calculus

Lecture 12

So, to compute the partial derivative of f (x, y) with respect to x at (a, b), one can do the
following: First, evaluate the function at y = b, that is compute f (x, b); second, compute
the usual derivative of single variable functions; evaluate the result at x = a, and the result
is fx (a, b).
Example:
Find the partial derivative of f (x, y) = x2 + y 2 /4 with respect to x at (1, 3).
1. f (x, 3) = x2 + 9/4;
2. fx (x, 3) = 2x;
3. fx (1, 3) = 2.
To compute the partial derivative of f (x, y) with respect to y at (a, b), one follows the
same idea: First, evaluate the function at x = a, that is compute f (a, y); second, compute
the usual derivative of single variable functions; evaluate the result at y = b,, and the result
is fy (a, b).
Example:
Find the partial derivative of f (x, y) = x2 + y 2 /4 with respect to y at (1, 3).
1. f (1, y) = 1 + y 2 /4;
2. fy (1, y) = y/2;
3. fy (1, 3) = 3/2.
Discuss the geometrical meaning of the partial derivative using the graph of the function.
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Partial derivatives
The partial derivatives of f computed at any point (x, y) D define
the functions fx (x, y) and fy (x, y), the partial derivatives of f .
More precisely:
Slide 8

Definition 4 Consider a function f : D IR2 R IR. The

functions partial derivatives of f (x, y) are denoted by fx (x, y) and
fy (x, y), and are given by the expressions
fx (x, y) =
fy (x, y) =
&

1
[f (x + h, y) f (x, y)] ,
h0 h
1
lim [f (x, y + h) f (x, y)] .
h0 h
lim

Math 20C Multivariable Calculus

Lecture 12

Examples:

f (x, y) = ax2 + by 2 + xy.

fx (x, y) = 2ax + 0 + y,
fy (x, y)

= 2ax + y.
= 0 + 2by + x,
= 2by + x.

f (x, y) = x2 ln(y),
fx (x, y) = 2x ln(y),
x2
.
fy (x, y) =
y

f (x, y) = x2 +
fx (x, y)
fy (x, y)

y2
,
4

= 2x,
y
=
.
2

f (x, y) =
fx (x, y) =
=
=
fy (x, y) =
=

2x y
,
x + 2y
2(x + 2y) (2x y)
,
(x + 2y)2
2x + 4y 2x + y
,
(x + 2y)2
5y
.
(x + 2y)2
(x + 2y) (2x y)2
,
(x + 2y)2
5x
.
(x + 2y)2

f (x, y) = x3 e2y + 3y,

fx (x, y)
fy (x, y)

= 3x2 e2y ,
= 2x3 e2y + 3,

fyy (x, y)
fyyy (x, y)

= 4x3 e2y ,
= 8x3 e2y ,

fxy
fyx

= 6x2 e2y ,
= 6x2 e2y .

Math 20C Multivariable Calculus

Lecture 12

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Higher derivatives
Higher derivatives of a function f (x, y) are partial derivatives of its
partial derivatives. For example, the second partial derivatives of
f (x, y) are the following:
1
[fx (x + h, y) fx (x, y)] ,
h
1
fyy (x, y) = lim [fy (x, y + h) fy (x, y)] ,
h0 h

fxx (x, y) = lim

Slide 9

h0

1
[fx (x + h, y) fx (x, y)] ,
h
1
fyx (x, y) = lim [fy (x, y + h) fy (x, y)] .
h0 h

fxy (x, y) = lim

h0

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Math 20C Multivariable Calculus

Lecture 12

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Higher derivatives
Slide 10

Theorem 3 (Partial derivatives commute) Consider a

function f (x, y) in a domain D. Assume that fxy and fyx exists
and are continuous in D. Then,
fxy = fyx .

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Examples of differential equations

Differential equations are equations where the unknown is a

function, and where derivatives of the function enter into the
equation. Examples:
Laplace equation: Find (x, y, z) : D IR3 IR solution of
xx + yy + zz = 0.

Slide 11

Heat equation: Find a function T (t, x, y, z) : D IR4 IR

solution of
Tt = Txx + Tyy + Tzz .
Wave equation: Find a function f (t, x, y, z) : D IR 4 IR
solution of
&

ftt = fxx + fyy + fzz .

Math 20C Multivariable Calculus

Lecture 12

10

Exercises:
Verify that the function T (t, x) = et sin(x) satisfies the one-space dimensional heat
equation Tt = Txx .
Verify that the function f (t, x) = (t x)3 satisfies the one-space dimensional wave
equation Ttt = Txx .
Verify that the function below satisfies Laplace Equation,
(x, y, z) = p

1
x2

+ y2 + z 2