Multivariable calculus

Multivariable calculus (also known as multivariate a real-valued function with two real-valued parameters,
calculus) is the extension of calculus in one variable f (x, y) , continuity of f in x for fixed y and continuity
to calculus with functions of several variables: the of f in y for fixed x does not imply continuity of f .
differentiation and integration of functions involving mul-
tiple variables, rather than just one.[1]

1 Typical operations

1.1 Limits and continuity

A study of limits and continuity in multivariable calcu-
lus yields many counter-intuitive results not demonstrated
by single-variable functions.[1]:19–22 For example, there
are scalar functions of two variables with points in their
domain which give a particular limit when approached
along any arbitrary line, yet give a different limit when
approached along a parabola.

Consider

y

 − y if1 ≥ x > y ≥ 0
 xx
 − x if1 ≥ y > x ≥ 0
f (x, y) = y

 1 − x ifx = y > 0


0 else.

It is easy to verify that all real-valued functions (with one

real-valued argument) that are given by fy (x) := f (x, y)
are continuous in x (for any fixed y ). Similarly, all fx
are continuous as f is symmetric with regards to x and
y . However, f itself is not continuous
( ) as can be seen
by considering the sequence f n1 , n1 (for natural n )
which should converge to f ((0, 0) )= 0 if f was contin-
visualisation of the curve described above with projections on the uous. However, limn→∞ f n1 , n1 = 1. Thus, function
planes xz and xz (the blue lined projections are the closest to zero) is not continuous at (0, 0) .

Indeed, the function

1.2 Partial differentiation
x2 y Main article: Partial derivative
f (x, y) =
x4 + y2
approaches zero along any line through the origin. How- The partial derivative generalizes the notion of the
ever, when the origin is approached along a parabola derivative to higher dimensions. A partial derivative of a
y = x2 , it has a limit of 0.5. Since taking different multivariable function is a derivative with respect to one
paths toward the same point yields different values for variable with all other variables held constant.[1]:26ff
the limit, the limit does not exist. Partial derivatives may be combined in interesting ways
Continuity in each argument is not sufficient for multi- to create more complicated expressions of the derivative.
variate continuity:.[1]:17–19 For instance, in the case of In vector calculus, the del operator ( ∇ ) is used to define

1
2 5 EXTERNAL LINKS

the concepts of gradient, divergence, and curl in terms Multivariable calculus can be applied to analyze
of partial derivatives. A matrix of partial derivatives, the deterministic systems that have multiple degrees of
Jacobian matrix, may be used to represent the derivative freedom. Functions with independent variables corre-
of a function between two spaces of arbitrary dimension. sponding to each of the degrees of freedom are often
The derivative can thus be understood as a linear trans- used to model these systems, and multivariable calculus
formation which directly varies from point to point in the provides tools for characterizing the system dynamics.
domain of the function. Multivariate calculus is used in the optimal control of
Differential equations containing partial derivatives are continuous time dynamic systems. It is used in regression
called partial differential equations or PDEs. These analysis to derive formulas for estimating relationships
equations are generally more difficult to solve than among various sets of empirical data.
ordinary differential equations, which contain derivativesMultivariable calculus is used in many fields of natural
with respect to only one variable.[1]:654ff and social science and engineering to model and study
high-dimensional systems that exhibit deterministic be-
1.3 Multiple integration havior. In economics, for example, consumer choice over
a variety of goods, and producer choice over various in-
Main article: Multiple integral puts to use and outputs to produce, are modeled with mul-
tivariate calculus. Quantitative analysts in finance also of-
ten use multivariate calculus to predict future trends in the
The multiple integral expands the concept of the in- stock market.
tegral to functions of any number of variables. Double
and triple integrals may be used to calculate areas and Non-deterministic, or stochastic systems can be studied
volumes of regions in the plane and in space. Fubini’s using a different kind of mathematics, such as stochastic
theorem guarantees that a multiple integral may be eval- calculus.
uated as a repeated integral or iterated integral as long
as the integrand is continuous throughout the domain of
integration.[1]:367ff 3 See also
The surface integral and the line integral are used to inte-
grate over curved manifolds such as surfaces and curves. • List of multivariable calculus topics

• Multivariate statistics
1.4 Fundamental theorem of calculus in
multiple dimensions
4 References
In single-variable calculus, the fundamental theorem of
calculus establishes a link between the derivative and the [1] Richard Courant; Fritz John (14 December 1999). Intro-
integral. The link between the derivative and the inte- duction to Calculus and Analysis Volume II/2. Springer
gral in multivariable calculus is embodied by the integral Science & Business Media. ISBN 978-3-540-66570-0.
theorems of vector calculus:[1]:543ff

• Gradient theorem 5 External links

• Stokes’ theorem
• UC Berkeley video lectures on Multivariable Calcu-
• Divergence theorem lus, Fall 2009, Professor Edward Frenkel
• Green’s theorem. • MIT video lectures on Multivariable Calculus, Fall
2007
In a more advanced study of multivariable calculus, it is
seen that these four theorems are specific incarnations of • Multivariable Calculus: A free online textbook by
a more general theorem, the generalized Stokes’ theorem, George Cain and James Herod
which applies to the integration of differential forms over
manifolds. • Multivariable Calculus Online: A free online text-
book by Jeff Knisley
• Multivariable Calculus – A Very Quick Review, Prof
2 Applications and uses Blair Perot, University of Massachusetts Amherst

Techniques of multivariable calculus are used to study

many objects of interest in the material world. In par-
ticular,
 3

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