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Functions of Several Variables

Real-valued functions of several independent real variables are de…ned analo-


gously to functions in the single-variable case. Points in the domain are ordered
pairs (triples, quadruples, n-tuples) of real numbers, and values in the range are
real numbers as we have worked with all along.
De…nition: Suppose D is a set of points (x; y) 2 R2 . x 2 R; y 2 R: A
real-valued function f on D is a rule that assigns a unique (single) real number

z = f (x; y)
to each element in D. The set D is the function’s domain. The set of z-values
taken on by f is the function’s range. The symbol z is the dependent variable
of f , and f is said to be a function of the two independent variables x and y.
In like manner we can de…ne a function of n-variables.
Examples:
1) z = xy + 1 is a function of two variables. This function translates the
point (1,2) into 3. That is the poins of the plane (x; y) translated into some
subset of real numbers.
p
2) w = xy + z is a function of three variables x; y; z. (Here x; y; z are
independent variables)
3) z = xy
Domain and range of the functions of two variables can be de…ned like to
one (single) variable functions.
For the functions of two variables the domain (natural domain) is consists
of the pairs (x; y) such that the value f (x; y) makes a sense.
Example 1. The domain of the function
p
f (x; y) = x + 2y
is the set of all pairs (x; y) such that x 0;and y is an arbitrary. That is
D = f(x; y) : x 0g :
Or the domain of z = x2 + yx 5 is the set of all plane R2 :
Finding the domain p of more complex functions of two variables:
Example 2. Let z = y + 2x 1 . In order that the right hand side would be
a normal (real) number the expression under square root must be non-negative:
y + 2x 0: What is the meaning of this inequality. We need to be able to solve
this inequality.

y + 2x 1 0
y 2x + 1

That is all points above the straight line y = 2x + 1 (inclusively) belong to


the domain. p
Example 3. Let z = y 2x2 . In order that the right hand side would be a
real number the expression under square root must be non-negative: y 2x2 0:

1
y 2x2
That is all points above the parabole y = 2x2 (inclusively) belong to the domain.
Example 4. Let z = xy : This expression can be easily calculated for all pairs
x; y, except the case x = 0. That is the domain is the whole plane except the
line x = 0 (that is except y-axis).
To graph the function of two we need to use the level-curves
Example 5. z = x2 + y 2

40

z 20
-4 -4
-2 0 -2
0 0
2 2
4
y x4

x2 y 2
Example 6. z = (x2 + y 2 )e

2
0.3

0.2
z
-4 0.1 -4
-2 -2
0.0
0 0

y2 2x
4 4

Problems.
Find the domain for the functions
p
1) z = px y
2) z = x2 y
3) z = p 12
x y
4) z = y + ln x
5) z = p
ln(x + y)
6) z = 4 x2 y2

Limits and Continuity


De…nitions are analogous to limits and continuity for single-variable func-
tions, but including more independent
variables leads to additional complexity and important di¤erences requiring
some new ideas.
We can easily realize the meaning of the expression: (x; y) ! (2; 3): That is
the distance between the points (x; y) and (2; 3) goes to 0. This is equivalent to
the statement that x ! 2 and y ! 3: Now we can understand the meaning of
the limit

lim (x + y 2 ) = 2 + 32 = 11:
(x;y)!(2;3)

We need just to replace x and y by the corresponding numbers...


This is true for all "normal" functions.
Example 1.

3
1 1
lim = = 1=3
(x;y)!(1;2) x+y 1+2
Example 2. !!!!!

x2 y 2 (x y)(x + y)
lim = lim = lim (x y) = 2
(x;y)!(1; 1) x + y (x;y)!(1; 1) x+y (x;y)!(1; 1)

That is all algebraic properties of the single variable functions limit applicable
for the two-variable functions.
Continuity also can be de…ned by asimilar way:
A function (x; y) is continuous at the point (a; b) if

lim f (x; y) = f (a; b):


(x;y)!(a;b)

Partial Derivatives
Since we have two independent variables, we shall have two derivatives: with
respect to x, and with respect to y. When we wish to realize the rate of change
of the function f (x; y) with respect to the variable x, we suppose that y is a
constant.

@f f (x0 + x; y0 ) f (x0 ; y0 )
= lim
@x x!0 x
we use the notation fx as well. Similarly

@f f (x0 ; y0 + y) f (x0 ; y0 )
= lim :
@y y!0 y
Example 3. Find the partiel derivatives of the function

f (x; y) = xy 2
fx = y2
fy = 2xy

Here to …nd fx we suppose y as a constant (say like 9) and to …nd fy we suppose


x as a constant.
Example 4.

f (x; y) = x + y2 x sin y
fx = 1 sin y
fy = 2y x cos y

4
Example 5.
p
f (x; y) = x + y2
1
fx = p
2 x + y2
1 y
fy = p 2y = p
2 x+y 2 x + y2
Example 6.
f (x; y) = ln(x + y 2 )
1
fx =
x + y2
1
fy = 2y
x + y2
Example 7.
f (x; y) = sin(xy 2 )
fx = cos(xy 2 )y 2
fy = cos(xy 2 )2yx
Example 8.
x
f (x; y) = Ratio
x2 y
x2 y
x(2x)
fx = =
(x2 y)2
0(x2 y) x( 1)
fy = = :::
(x2 y)2
Second order derivatives

fxx = (fx )x
That is second derivative with respect to x is the derivative of fx :
Example 9.

z = x3 y 2
zx = 3x2 y 2
In like manner

z = x3 y 2
zy = 2yx3
zyy = 2x3

5
and the second mixed derivative

zxy = (zx )y or =(zy )x


Example 10.

f (x; y) = xy + x4 sin y
fx = y + 4x3 sin y
now suppose that x is constant..
fxy = 1 + 4x3 cos y

Exercises. Find fx ; fy ; fxx ; fxy ; fyy for the function


p
1) f (x; y) = px y
2) f (x; y) = x 4y 1
3) f (x; y) = sin x + sin y
4) f (x; y) = xx+yy
5) f (x; y) = ex+y
2
6) f (x; y) = ex +y
7) f (x; y) = ln x xy

Extreme Values and Saddle Points


De…nitions Let f (x; y) be de…ned on a region D containing the point (a; b).
Then
1. f (a; b) is a local maximum value of f if f (a; b) f (x; y) for all domain
points (x; y) in an open disk centered at (a; b).
2. f (a; b) is a local minimum value of f if f (a; b) f (x; y) for all domain
points (x; y) in an open disk centered at (a; b).
An open disk centered at (a; b) is a set of points (x; y) for which
p
(x a)2 + (y b)2 < c
for some may be small enough c.
Test for the maximum, minimum.
If f (x; y) is di¤erentiable at the point (a; b), and the function f (x; y) has a
maximum or minium at the point (a; b) then the partial derivatives at this point
is 0.
A di¤erentiable function f (x; y) has a saddle point at a critical point (a; b)
if in every open disk centered at (a; b) there are domain points (x; y) where
f (x; y) > f (a; b) and domain points (x; y) where f (x; y) < f (a; b). The corre-
sponding point (a; b; f (a; b)) on the surface z = f (x; y) is called a saddle point
of the surface.
Theorem. Second Derivative Test for Local Extreme Values
Suppose that f (x; y) and its …rst and second partial derivatives are con-
tinuous throughout a disk centered at (a; b) and that fx (a; b) = fy (a; b) = 0.
Then

6
2
i) f has a local maximum at (a; b) if fxx < 0 and fxx fyy fxy > 0 at (a; b).
2
ii) f has a local minimum at (a; b) if fxx > 0 and fxx fyy fxy > 0 at (a; b).
2
iii) f has a saddle point at (a; b) if fxx fyy fxy < 0 at (a; b).
2
iv) the test is inconclusive at (a; b) if fxx fyy fxy = 0 at (a; b). In this case,
we must …nd some other way to determine the behavior of f at (a; b).
Example 1. f (x; y) = x2 + y 2 xy + 2x:

fx = 2x y+2
fy = 2y x

That is to …nd the candidate point for max, min and saddle points we need to
solve the system

2x y+2 = 0
2y x = 0

Solution is: x = 34 ; y = 23 . Thus the point ( 43 ; 32 ) is the candidate point.


Now we calculate the second derivatives at this point

fxx = 2
fyy = 2
fxy = 1
2
fxx fyy fxy = 2 2 ( 1)2 = 4 1 = 3 > 0
fxx > 0; that is the point ( 43 ; 23 ) is a point of minimum.
x2 + y 2 xy + 2x

7
80

60

z 40
-4 -4
20
-2 -2
0
0 0

y2 2x
4 4

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