Midterm SOS 237 Package Calculus

MATH237: EXAM-AID SOS
NIALL W. MACGILLIVRAY (EDITOR); VINCENT CHAN (WRITER)

October 30th, 2010
1. Scalar Functions (1.1-1.2)
DEFINITION 1.1. Suppose A and B are sets. A function f is a rule that determines
how a subset of A is associated with a subset of B, such that each element in A for which
f is dened is sent to exactly one element in B. This subset of A for which f is dened is
called the domain of f and denoted by D(f), while the subset of B which is attained by f
is called the range of f and denoted by R(f). We typically denote f by f : A B.
DEFINITION 1.2. f : R R is a scalar function, i.e. when the domain is a subset of R
and the range is a subset of R.
EXAMPLE 1. Dene f : R
2
R by f(x, y) = x
2
+ 2y
2
2x. Find the domain and
range of f.
SOLUTION. Clearly D(f) =R
2
. For the range, notice x
2
+y
2
2x x
2
2x, which has a
minimum at x = 1 (using what we know from 1-dimension). Then f(x, y) f(1, 0) = 1.
For any value z [0, [, we can take x = 1 +
1 +z and y = 0. Indeed, this is a possible

value for x we can solve for using z = x
2
2x and the quadratic equation. Thus, R(f) =
[1, [.
EXAMPLE 2. Dene f : R
2
R by f(x, y) =
|x|+|y|
|x||y|
. Find the domain and range of f.
SOLUTION. We only need |x| = |y| for f to be dened. The domain is then R
2
\
{(x, y) : |x| = |y|}. As for the range, notice we can obtain 1 and -1 by setting y = 0 and
x = 0 respectively. Now, suppose for z R, we have f(x, y) = z. Then |x|+|y| = z|x|z|y|,
so that:
(1 z)|x| = (1 +z)|y|
We have already dealt with the case z = 1. Otherwise, |y| =
1z
1+z
|x|. Since |x|, |y| 0,
we have
1z
1+z
0. Then either both 1 z and 1 z are positive, or both are negative.
That is, we have z < 1 or z > 1.
1
WATERLOO SOS EXAM-AID: MATH237
In either case, we can set r = 1 and j =
1:
1+:
r to obtain ., so the range is (including the case . = 1)
1()) = (, 1] [1, ).
EXERCISE 1. Find the domain and range of the following functions.
(a) )(r, j) = ln(1 rj).
(b) p(r, j) =
cos i
sin
.
(c) (r, j) =
1 r
2
j
2
It is difcult to sketch scalar functions from their denition alone. To help us, we look at level curves
and cross-sections.
DEFINITION 1.3. For ) :
2
, we dene the level curves of ) to be the curves given by
/ = )(r, j),
where / is a constant (in the range of )).
Sketching level curves is an exercise in solving for equations in two variables. The course notes cover
three excellent examples, which are fairly standard.
EXAMPLE 3. Dene a function ) by )(r, j) = r
2
+ 2j
2
2r. Sketch the level curves and use them to sketch
the surface . = )(r, j).
SOLUTION. From example 1, 1()) =
2
and 1()) = [1, ). For values of / 1, we examine r
2
+ 2j
2
2r = /. Recall that the equation

(r )
2
o
2
+
(j /)
2
/
2
= 1
determines an ellipse with major axis length 2o, minor axis length 2/, shifted units right and / units up.
This formula is a more general form of what we have: since there are no j terms, we will have / = 0 and
since there is a 2r term, we will want = 1 (to get (r 1)
2
= r
2
2r + 1). Then if / = 1,
r
2
+ 2j
2
2r = /
r
2
2r + 1 + 2j
2
= / + 1
(r 1)
2
/ + 1
+
2j
2
/ + 1
= 1
(r 1)
2
/ + 1
2
+
j
2
|+1
2
2
= 1.
Thus, r
2
+ 2j
2
2r = / describes an ellipse with major axis length 2
/ + 1, minor axis length 2
|+1
2
=
2(/ + 1), shifted 1 unit right. If / = 1, we get just the single point (1, 0), and this is the exceptional
level curve. We can thus generate the image of ), and we get a surface called an elliptical paraboloid.
2
EXERCISE 2. Sketch the level curves and use them to sketch the surface )(r, j) = (r j)
2
.
2
, we dene the cross-sections of ) to be the curves given by
. = )(c, j) or . = )(r, d)
where c, d are constants. They correspond to the intersection of the surface with the vertical planes r = c,
j = d respectively.
EXAMPLE 4. Dene a function ) by )(r, j) = r
2
+ 2j
2
2r. Sketch the cross-sections.
SOLUTION. The cross-sections r = c yield . = c
2
+ 2j
2
2c while the cross-sections j = d yield . =
r
2
+ 2d
2
2r. Sketching these for c, d = 0, 1, . . . , 6,
EXERCISE 3. Sketch the cross-sections for )(r, j) = (r j)
2
.
3
2 Limit Theorems (2.1-2.2)
Notation: We will use underline to denote a vector, for example r = (r
1
, r
2
, . . . , r
n
)
n
.
Notation: We will use to denote Euclidean distance in
n
. That is, for r = (r
1
, r
2
, . . . , r
n
), o =
(o
1
, o
2
, . . . , o
n
)
n
, we have
r o :=
.=1
(r
.
o
.
)
2
.
In particular, for n = 2 we have for r = (r, j), o = (o, /)
2
r o :=
(r o)
2
+ (j /)
2
.
Fortunately, our limit theorems from single variable functions are preserved when we move up into
higher dimensions. In particular, we have the following:
THEOREM 2.1. Let ), p :
n
. If lim
io
)(r) and lim
io
p(r) both exist, then
(a) lim
io
[)(r) + p(r)] = lim
io
)(r) + lim
io
p(r).
(b) lim
io
[)(r)p(r)] =
[
lim
io
)(r)
] [
lim
io
p(r)
]
.
(c) lim
io
)(r)
p(r)
=
lim
io
)(r)
lim
io
p(r)
, if lim
io
p(r) = 0.
COROLLARY 2.2. If lim
io
)(r) exists, then the limit is unique.
It can be difcult to use the formal denition of a limit to nd one or prove it exists. The following
theorem can be used quite frequently to help us in that regard.
THEOREM 2.3 [SQUEEZE THEOREM]. Let ) :
n
. If there exists a function 1(r) such that )(r)1 1(r)
for all r = (o) in some neighborhood of o and lim
io
1(r) = 0, then lim
io
)(r) = 1.
3 Proving a Limit Does (Not) Exist (2.3-2.4)
You may notice that the Squeeze Theorem relies on the fact that we begin with a candidate for the limit,
1. If this is not given, we can test the limiting behaviour of )(r, j) as we approach along straight lines
of different slopes. If the limiting value is always 1, this is a possible candidate, and we can try to apply
Squeeze Theorem. Note that it is possible for a function to have a limit 1 along every straight line, yet still
not have a limit in the formal sense, so it is important to prove the limit exists. Remember when testing for
a limit, use curves that do indeed pass through the point. If we wanted the limit (r, j) (0, 1), it would
not help to use lines like j = :r. Another trick for rational functions is to examine the degrees of the
numerator and denominator. For limits going to 0, with potential limit 0, if the degree (maximum sum of
the exponents of each factor in a term) is greater in the numerator, the limit will probably exist. If it is less
in the numerator, the limit will probably not exist. If they are the same, nothing can be said in general.
4
EXAMPLE 5. Determine whether lim
(i,)(0,0)
r
2
j
r
2
+ j
2
exists, and if so nd its value.
SOLUTION. Taking lines j = :r we get
lim
(i,)(0,0)
r
2
:r
r
2
+ (:r)
2
= lim
(i,)(0,0)
:r
1 + :
= 0.
We then guess the limit is 1 = 0. Since r
2
, j
2
0, r
2
r
2
+ j
2
. Then
r
2
j
r
2
+ j
2
0
r
2
+ j
2
j
r
2
+ j
2
= j.
Since lim
(i,)(0,0)
j = 0 we get lim
(i,)(0,0)
r
2
j
r
2
+ j
2
= 0 by the Squeeze Theorem.
EXAMPLE 6. Determine whether lim
(i,)(0,0)
rj
r + j
2
exists, and if so nd its value.
SOLUTION. Taking lines j = :r we get
lim
(i,)(0,0)
r:r
r + (:r)
2
= lim
(i,)(0,0)
:
r
1 + :
2
r
= 0.
This covers every non-vertical line. Finally for r = 0,
lim
(i,)(0,0)
0j
0 + j
2
= lim
(i,)(0,0)
0 = 0.
This seems to indicate the limit should be 0. However, notice the degree (sum of the degrees of r and j) on
the numerator is
3
2
while it is 2 on the denominator. This suggests the denominator goes to zero faster, so
that the limit does not exist. Indeed, along the curve r = j
2
, we have
lim
(i,)(0,0)
j
2
j
j
2
+ j
2
=
{
1
2
for j 0
+
,
1
2
for j 0
,
so the limit does not exist.
EXERCISE 4. Determine whether lim
(i,)(0,0)
)(r, j) exists for the following functions, and if so nd its value.
(a) )(r, j) =
i
2
+i+
2
i
2
+
2
.
(b) )(r, j) =
i
2
+i+
2
i
2
+
2
.
(c) )(r, j) =
i
4
i
4
+
4
, for o 0.
5
4 Continuity Theorems (3.1-3.2)
The denition of continuity for multi-variable functions is very similar to that of single-variable functions.
DEFINITION 4.1. A function ) :
n
is continuous at o if and only if lim
io
)(r) = )(o). If ) is continuous
at every point in a set
n
, we say that ) is coninuous on .
Note that by stating the equality, we are implicitly requiring the limit to exit, the value to be dened at
o, and for the equality itself to hold.
EXAMPLE 7. Let ) :
2
be dened by )(r, j) =
i
2
i
2
+
2
. Determine whether ) is continuous at (0, 0).
SOLUTION. Notice )(r, j) is not even dened at (0, 0), so it will not be continuous.
EXAMPLE 8. Let ) :
2
be dened by
)(r, j) =
{
i
2
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
Determine whether ) is continuous at (0, 0).
SOLUTION. By example 5, lim
(i,)(0,0)
r
2
j
r
2
+ j
2
= (0, 0) = )(0, 0), so ) is continuous at (0, 0).
EXERCISE 5. Let ) :
2
{
i sin
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
Determine whether ) is continuous at (0, 0).
Some functions can be shown to be continuous by relying on information about how it is formed using
simpler functions. To do this, we rst dene some operations on functions.
DEFINITION 4.2. Let ), p :
n
and r 1()) 1(p). We dene
(a) the sum ) + p :
n
by
() + p)(r) = )(r) + p(r),
(b) the product )p :
n
by
()p)(r) = )(r)p(r),
(c) the quotient
}
:
n
by
(
)
p
)
(r) =
)(r)
p(r)
, if p(r) = 0.
6
For : , we also dene the composition ) :
n
by
( ))(r) = ()(r)),
for all r such that )(r) 1().
As with the limit theorems, our continuity theorems from single variable functions are preserved when
we move up into higher dimensions. In particular, we have the following:
THEOREM 4.3. Suppose ), p :
n
are continuous at o, and : is continuous at )(o). Then ) + p, )p,
),p (if p(o) = 0), and ) are continuous at o.
The following functions are known (i.e. can be easily proven, left as exercise) to be continuous on their
domains:
(a) the constant functions )(r) = /
(b) the coordinate functions )(r
1
, r
2
, . . . , r
n
) = r
1
, )(r
1
, r
2
, . . . , r
n
) = r
2
, . . . , )(r
1
, r
2
, . . . , r
n
) =
r
n
(c) the logarithm function ln(r)
(d) the exponential function c
i
(e) the trigonometric functions sin(r), cos(r)
(f) the inverse trigonometric functions arcsin(r), arccos(r)
(g) the absolute value function r
EXAMPLE 9. On what set is )(r, j) = cos(
i
2
i
2
+
2
) continuous?
SOLUTION. Applying our continuity theorems to the coordinate functions, r
2
j and r
2
+ j
2
are continuous,
and hence their quotient
i
2
i
2
+
2
is continuous except at (0, 0), where r
2
+ j
2
= 0. Then by composing with
cosine which is continuous, )(r, j) is continuous on
2
(0, 0).
We can use these in conjunction with our work on limits to decide if functions are continuous, and on
what set.
EXAMPLE 10. Dene ) :
2
by
)(r, j) =
{
i
2
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
On what set is )(r, j) continuous?
SOLUTION. Recall we showed )(r, j) is continuous at (0, 0) in example 8. By work done in example 9,
)(r, j) is also continuous except at (0, 0). Hence, )(r, j) is continuous on all of
2
.
7
EXERCISE 6. Dene ) :
2
by )(r, j) =
i
2
+i
i
2
+
2
for (r, j) = (0, 0). Can ) be dened at (0, 0) so that ) is
continuous?
5 Limits Revisited (3.3)
Using our knowledge of continuity and its denition, certain limits become easier by simply evaluating the
function at the point.
EXAMPLE 11. Evaluate lim
(i,)(0,1)
)(r, j) where )(r, j) = cos(
i
2
i
2
+
2
).
SOLUTION. By continuity theorems (see example 9), )(r, j) is continuous except at (0, 0), hence it is contin-
uous at (0, 1). By the denition of continuity,
lim
(i,)(0,1)
)(r, j) = )(0, 1) = cos
(
0
1
)
= 1.
REMARK 5.1. Notice we may have implicitly assumed continuity and utilized the above method of calcu-
lating limits in the previous section. For example, we use facts like lim
(i,)(0,0)
j = 0 (recall example 5). This
is true, and we might be tempted to argue that since j is continuous, our continuity theorem ensures that
j is continuous and thus by the denition of continuous, we have lim
(i,)(0,0)
j = 0. However, we need
to prove j is continuous rst, which is equivalent to proving lim
(i,)(0,0)
j = 0! In fact, we never used
continuity results in the previous section. We implicitly used the formal denition of limits in the - c
sense. Indeed, for any - 0, take c = -. Then if (r, j) (0, 0) < c, we have
j 0 =
j
2
r
2
+ j
2
= (r, j) (0, 0) < c = -,
so lim
(i,)(0,0)
j = 0. To use the squeeze theorem, you should bound the function by a function 1(r) which
is a basic continuous function.
6 Partial Derivatives (4.1-4.2)
DEFINITION 6.1. Let ) :
n
. The partial derivatives of ) at o are dened by
)
r
.
(o) = lim
0
)(o
1
, o
2
, . . . , o
.
+ , . . . , o
n
) )(o
1
, . . . , o
n
)
,
provided the limit exists. For example, if ) :
2
, then the partials at (o, /) are:
)
r
(o, /) = lim
0
)(o + , /) )(o, /)
,
)
j
(o, /) = lim
0
)(o, / + ) )(o, /)
,
8
provided the limits exist.
Notice the denition of a partial derivative is the same as usual differentiation in one variable, where we
x all other variables. In two variables, geometrically
}
i
is the slope of the tangent of the curve formed by
the cross section holding the other variable xed at the point, and physically, it is a measure of the change
in a function in one coordinate direction. Usually, we will try to calculate the partial derivatives by using
the standard differentiation rules in one variable.
EXAMPLE 12. Let ) :
2
be dened by )(r, j) = r
2
j
2
2 cos(r)j. Calculate
}
i
and
}
at an arbitrary
point.
SOLUTION. By differentiation rules for single variable,
)
r
= 2rj
2
+ 2 sin(r)j,
)
j
= 2r
2
j 2 cos(r).
Sometimes, we cannot apply the rules of differentiation, and must instead use the denition of the
partial derivatives.
EXAMPLE 13. Let ) :
2
be dened by
)(r, j) =
{
i
2
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
Determine if
}
i
(0, 0) and
}
(0, 0) exist, and if so nd their values.

SOLUTION. In this case, we cannot substitute (0, 0) into the equation, so we use the denition of partial
derivatives:
)
r
(0, 0) = lim
0
)(0 + , 0) )(0, 0)
= lim
0
0
= lim
0
0 = 0,
)
j
(0, 0) = lim
0
)(0, 0 + ) )(0, 0)
= lim
0
0
= lim
0
0 = 0.
EXERCISE 7. Calculate
}
i
and
}
at (0, 0) (if they exist) for the following functions.

(a) )(r, j) = ln(1 + r + j).
(b) p(r, j) =
{
i
3
i
4
+
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
9
Consider ) :
2
. There are two rst partial derivatives, )
i
and )
. Each of these are functions of

r, j again, so we may take their partial derivatives, to obtain the second partial derivatives of ). Thus, we
get four possible second derivatives of ):
2
)
r
2
=

r
(
)
r
)
,

2
)
jr
=

j
(
)
r
)
,
2
)
rj
=

r
(
)
j
)
,

2
)
j
2
=

j
(
)
j
)
.
We have subscript and operator notation in this case as well, for ease of notation:
2
)
r
2
= )
ii
= 1
2
1
),

2
)
jr
= )rj = 1
2
1
1
),
2
)
rj
= )
i
= 1
1
1
2
),

2
)
j
2
= )
= 1
2
2
).
Remember to not get the order of the variables confused in the various notations. Subscript notation
reads left to right (differentiate with respect to the left variable rst, then the right), while operator and
standard notation read right to left (differentiate with respect to the right variable rst, then the left).
We can write out all of the second partial derivatives of a scalar function on
2
in a 2 2 matrix.
2
. The Hessian matrix of ), denoted by H()), is dened as
H)(r, j) =
[
)
ii
)
i
)
i
)
]
.
EXAMPLE 14. Let ) :
2
be dened by )(r, j) = r
2
j
2
2 cos(r)j. Find all the second partial derivatives
of ).
SOLUTION. By differentiation rules for single variable (recall example 12), we have
)
r
= 2rj
2
+ 2 sin(r)j,
)
j
= 2r
2
j 2 cos(r).
Then applying differentiation rules a second time yields
2
)
r
2
=

r
[
2rj
2
+ 2 sin(r)j
]
= 2j
2
+ 2 cos(r)j,
2
)
jr
=

j
[
2rj
2
+ 2 sin(r)j
]
= 4rj + 2 sin(r),
2
)
rj
=

r
[
2r
2
j 2 cos(r)
]
= 4rj + 2 sin(r),
2
)
j
2
=

j
[
2r
2
j 2 cos(r)
]
= 2r
2
.
You may have noticed that in the previous example, )
i
= )
i
. A natural question is to ask if this always
holds; in fact this is not always true, but we can get a weaker condition.
10
THEOREM 6.3. Let ) :
2
. If )
i
and )
i
are dened in some neighborhood of (o, /) and are continuous at
(o, /), then )
i
(o, /) = )
i
(o, /).
We can generalize these ideas to higher-order partial derivatives. For example, ) :
2
has eight
third partial derivatives,
)
iii
, )
ii
, )
ii
, )
i
, )
ii
, )
i
, )
i
, )
.
It turns out that continuous partial derivatives is a very nice property. We introduce some notation in
this case.
n
. If the :-th partial derivatives of ) are continuous, then we write ) C
n
and say ) is in class C
n
. For example, if ) :
2
and ) C
2
, then ) has continuous second partial
derivatives. Notice by Theorem 6.3 this implies )
i
= )
i
.
7 Linear Approximations (4.3-4.4)
Having discussed partial derivatives, we are well on our way to dening differentiability in multiple vari-
ables. Recall that in 1-dimension, the tangent line can be used to approximate the graph of a function
near the point of tangency. The equation of the tangent line to j = )(r) at the point (o, )(o)) is given by
j = )(o) + )
(o)(r o).
This equation denes a function 1
o
: via 1
o
(r) = )(o)+)
(o)(ro), called the linear approximation

of ) at r = o, since it is a linear equation that approximates ) at r = o. We write this approximation by
)(r) 1
o
(r) for r sufciently close to o.
DEFINITION 7.1. Analogously, for ) :
2
we dene the linear approximation 1
(o,b)
(r, j) of ) at (o, /) by
1
(o,b)
(r, j) = )(o, /) +
)
r
(o, /)(r o) +
)
j
(o, /)(j /).
This plane approximates )(r, j) near (o, /). We write this as )(r, j) 1
(o,b)
(r, j) for (r, j) sufciently close
to (o, /). This is also known as the tangent plane to . = )(r, j) and the point (o, /, )(o, /)). You may notice
we are implicitly assuming the partial derivatives exist; we will develop a more rigorous denition of the
tangent plane in a later section.
EXAMPLE 15. Dene )(r, j) = tan r cos j. Find the tangent plane (linear approximation) at the point
(
3t
4
,
t
2
).
SOLUTION. By standard differentiation rules,
)
i
= sec
2
r (or 1 + tan
2
r),
)
= sin j.
Then the tangent plane is given by
. = )(
3t
4
,
t
2
) + )
i
(
3t
4
,
t
2
)(r
3t
4
) + )
(
3t
4
,
t
2
)(j
t
2
)
= tan(
3t
4
) cos(
t
2
) + sec
2
(
3t
4
)(r
3t
4
) + sin(
t
2
)(j
t
2
) = 1 + 2(r
3t
4
) + (j
t
2
).
Note: it is helpful to brush up on your trigonometric functions.
11
EXERCISE 8. Verify each approximation (remember, dont immediately try to expand the terms):
(a)
i
2
i
2
+
2

2
5
+
16
25
(r 1)
3
25
(j 2), for (r, j) sufciently close to (1, 2).
(b) ln(r + j + 1) r + j, for (r, j) sufciently close to (0, 0).
(c) exp(r
2
j
2
) 1 + 4(r 2) 4(j 2), for (r, j) sufciently close to (2, 2).
EXAMPLE 16. Calculate tan(
19
8
) cos(
3
2
) approximately (Use 3.14). Compare with the calculator value.
SOLUTION. Notice
19
8
=
9.5
4

3t
4
and
3
2

t
2
.
REMARK 7.2. This may seem arbitrary at rst, but our strategy is to try to nd points at which we know the
value of tan and cos without a calculator. For example, we should know or be able to work out tan 0 = 0,
tan(
t
6
) =
1
3
, tan(
t
4
) = 1, tan(
t
3
) =
3, and so on. We know how to handle odd multiples of

t
4
(it is
1), and we are given
19
8
, whose denominator happens to be a multiple of 4. Writing
19
8
=
9.5
4
, we look
for an odd multiple of that will be approximately 9.5. Even making the estimate that = 3.14, we have
3 9.42 9.5.
Dene )(r, j) = tan r cos j. Recall we showed in example 15 the linear approximation at (
3t
4
,
t
2
) is
given by
)(r, j) 1 + 2(r
3t
4
) + (j
t
2
),
)(
19
8
,
3
2
) 1 + 2(
19
8

33.14
4
) + (
3
2

3.14
2
)
= 1 + 2(
19
8

18.86
8
) + (
3
2

3.14
2
)
= 1 +
0.16
4
+
0.14
2
= 1 + 0.04 0.07 = 1.03.
The calculator gives us a value of about 1.034, for an error of about 0.004.
EXERCISE 9. Calculate the following approximately (compare with the calculator value):
(a)

120 +
3
65.
(b) c
i
2
cos r + sin j at (r, j) = (0.01, 3.10).

Notation: For ) :
2
and a point (o, /), dene
r = r o, j = j /, ) = )(r, j) )(o, /).
By rearranging )(o, /) in the linear approximation formula,
)(r, j) )(o, /)
)
r
(r o) +
)
j
(j /),
12
which in our new notation becomes
)
)
r
r +
)
j
j.
That is, we have a formula for the approximate change in ) due to a change (r, j). We call this the
increment form of the linear approximation formula.
EXERCISE 10. Suppose a triangle has two sides (say o and /) of length 1 m, and the angle between them is
t
6
. If o is increased by 1 cm and / decreases by 1 cm, estimate the change in area.
The linear approximation formula becomes unwieldy when generalizing to higher dimensions. To help
us out, we introduce a new denition.
n
. The gradient of ) at o is dened by
)(o) = ()
i1
(o), )
i2
(o), . . . , )
i
(o)).
n
we dene the linear approximation 1
o
(r) of ) at o by
1
o
(r) = )(o) +)(o) (r o).
We write )(r) )(o) +)(o) (r o) for r sufciently close to o. In the increment form, we have
) )(o) r,
for r sufciently close to zero. () = )(r) )(o), and r = (r
1
, r
2
, . . . , r
n
) = (r
1
o
1
, r
2

o
2
, . . . , r
n
o
n
).)
3
by )(r, j, .) = sin(rj) + j.
2
+
j + r.. Find the gradient of ) and the

linear approximation for ) at (1, 2, 3).
EXERCISE 12. Use linear approximation to estimate
99 +
3
28 +
4
624. Compare with the calculator value.

8 Differentiability (5.1)
In the last section, we dened the linear approximation of ) and had )(r) 1
o
(r) for r sufciently close
to o, where
1
o
(r) = )(o) +)(o) (r o).
It is a natural question to ask: how good is the approximation?
DEFINITION 8.1. The error in the linear approximation is dened by
1
1,o
= )(r) 1
o
(r).
13
We will consider how large 1
1,o
is compared to the displacement r o. In one variable, we see the
error is relatively small.
THEOREM 8.2. If ) : and )
(o) exists, then lim

io
11,(i)
io
= 0.
We use this idea to dene an analogous notion of differentiability in higher dimensions.
DEFINITION 8.3. A function ) :
2
is differentiable at o = (o, /) if and only if there is a linear function
1(r) = )(o, /) + c(r o) + d(j /) such that
lim
io
1
1,o
(r)
r o
= 0,
where
1
1,o
(r) = )(r) 1(r).
Fortunately, all our work with linear approximation has not been in vain.
THEOREM 8.4. If ) :
2
is differentiable at o = (o, /) with linear function 1(r) = )(o, /)+c(ro)+d(j/),
then 1(r) is the linear approximation of ) at o, i.e. c = )
i
(o, /) and d = )
(o, /).
REMARK 8.5. (a) Thus to prove ) :
2
is differentiable, we simply need to prove
lim
io
1
1,o
(r)
r o
= 0,
where
1
1,o
(r) = )(r) 1
o
(r).
(b) To prove it is not differentiable, either this limit is not 0, or the partial derivatives of ) dont
even exist (and so the linear approximation does not exist).
(c) This theorem also tells us that the linear approximation for ) is a good approximation if ) is
differentiable, that is, the error goes to 0 faster than the magnitude of the displacement.
EXAMPLE 17. Let ) :
2
be dened by
)(r, j) =
{
i
2
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
Determine whether ) is differentiable at (0, 0).
SOLUTION. We rst check if 1
(0,0)
(r, j) exists, that is, if the partial derivatives at (0, 0) exist. Recall from
example 13 that they do (or work it out again), and
)
i
(0, 0) = 0 = )
(0, 0).
14
Since )(0, 0) = 0, the linear approximation is 1
(0,0)
(r, j) = 0, and the error is
1
1,(0,0)
(r, j) = )(r, j) 1
(0,0)
(r, j) =
{
i
2
i
2
+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0),
and the magnitude of displacement is
(r, j) (0, 0) =
r
2
+ j
2
.
Now along the line j = r, we have
1
1,(0,0)
(r, r)
(r, r) (0, 0)
=
i
2
i
i
2
+i
2
r
2
+ r
2
=
1
2
r
2r
=
1
2
2
= 0,
so by denition, ) is not differentiable at (0, 0).
EXERCISE 13. Dene )(r, j) = rj. Prove that ) is differentiable at (r, j) = (0, 0), yet not at (r, j) = (1, 0).
Contrast this to the case in single variable, when p(r) = r is differentiable at r = 1 yet not at r = 0.
Now that we have the denition of differentiability, we can give a formal denition of the tangent plane.
DEFINITION 8.6. Suppose ) :
2
is differentiable at (o, /). The tangent plane of . = )(r, j) at the point
(o, /, )(o, /)) is the plane given by
. = )(o, /) + )
i
(o, /)(r o) + )
(o, /)(j /).

Notice this is the graph of the linear approximation.
EXERCISE 14. Suppose ) :
2
is differentiable at (o, /). Is it possible to nd a plane 1 (o, /) such that
the error in approximating the surface using 1 is strictly less than the error in approximating the surface
using the tangent plane?
9 Partial Derivatives, Continuous Functions, and Differentiable Func-
tions (5.2-5.3)
We now look at the various connections between partial derivatives, continuous functions, and differen-
tiable functions. Recall in one variable: )(r) differentiable at o implies )(r) is continuous at o. In two
dimensions, we will have the analogous result that if )(r, j) is differentiable at (o, /), then )(r, j) is contin-
uous at (o, /).
2
. If ) is differentiable at (o, /), then ) is continuous at (o, /).
15
EXERCISE 15. Show the converse to Theorem 9.1 is not true, i.e. nd a function which is continuous at (o, /),
but is not differentiable at (o, /). Hint: Look at a previous exercise.
What about the partial derivatives that we have developed? Is their existence sufcient for continuity?
2
by
)(r, j) =
{
i
i+
2
if (r, j) = (0, 0),
0 if (r, j) = (0, 0).
Prove )
i
(0, 0) = 0 = )
(0, 0), yet ) is not continuous at (0, 0).

SOLUTION. Using the denition of partial derivatives,
)
i
(0, 0) = lim
0
)(, 0) )(0, 0)
= lim
0
0
= 0,
)
(0, 0) = lim
0
)(0, ) )(0, 0)
= lim
0
0
= 0.
Thus, both partial derivatives exist. However, recall we showed in example 6 that the limit as (r, j) (0, 0)
does not exist. Indeed, for r = 0 we get
lim
(i,)(0,0)
0j
0 + j
2
= lim
(i,)(0,0)
0 = 0,
while for r = j
2
, we get
lim
(i,)(0,0)
j
2
j
j
2
+ j
2
=
{
1
2
for j 0
+
,
1
2
for j 0
.
Thus, ) is not continuous at (0, 0).
It can be tedious to always go back to the denition of differentiability to prove a function is differen-
tiable. Fortunately, we have a shortcut.
2
. If )
i
and )
are continuous at (o, /), then ) is differentiable at (o, /). (This theorem
generalizes to n dimensions in the natural way.)
REMARK 9.3. It is important to distinguish between
(a) )
i
, which is a function (o, /) )
i
(o, /), and
(b) )
i
(o, /), which is the partial derivative of ) with respect to r, evaluated at (o, /).
For example, when proving the partial derivative with respect to r is continuous at (o, /), you must prove
the function )
i
is continuous at (o, /), i.e.
lim
(i,)(o,b)
)
i
(r, j) = )
i
(o, /).
16
EXAMPLE 19. Let ) :
2
r
2
+ j
2
. Determine where ) is differentiable.
SOLUTION. By differentiation,
)
i
=
r
r
2
+ j
2
,
for (r, j) = (0, 0). By the continuity theorems, )
i
is continuous for (r, j) = (0, 0). By symmetry, )
is
continuous for (r, j) = (0, 0). Then by Theorem 9.1, ) is differentiable for all (r, j) = (0, 0).
However, we have not nished the question - we have not determined differentiability at (0, 0). In cases
like this, we will have to go back to the denition of differentiability. I leave the nal step of proving ) is
not differentiable at (0, 0) as an exercise.
EXERCISE 16 [CHALLENGE]. Show the converse to Theorem 9.2 is not true, i.e. nd a function which is
differentiable at (o, /), yet the partial derivatives are not continuous at (o, /). Hint: Try thinking about a
function which oscillates rapidly as you approach the origin.
EXERCISE 17. Find a function whose directional derivative exists in every direction at a point o, yet is not
differentiable at o. Hint: Find such a function that is not even continuous at o. If youre interested, you can
also nd such a function which is continuous, but not differentiable.
10 Linear Approximation Revisited (5.4)
Recall by denition of differentiability, the linear approximation for ) is a good approximation if ) is differ-
entiable. Now that we can apply Theorem 9.2, we can usually verify the validity of approximations much
easier.
EXAMPLE 20. Discuss the validity of the approximation
tan r cos j 1 + 2(r
3t
4
) + (j
t
2
).
SOLUTION. Write )(r, j) = tan r cos j. Recall in example 15, by standard differentiation rules we get
)(r, j) = (sec
2
r, sin j),
and at (
3t
4
,
t
2
),
)(
3t
4
,
t
2
) = (2, 1),
so the linear approximation is
1
(
3t
4
,
t
2
)
(r, j) = 1 + 2(r
3t
4
) + (j
t
2
).
By the continuity theorems, )
i
and )
are continuous at (
3t
4
,
t
2
), so that ) is differentiable at (
3t
4
,
t
2
). Thus,
tan r cos j 1 + 2(r
3t
4
) + (j
t
2
).
gives a good approximation for (r, j) sufciently close to (
3t
4
,
t
2
).
17
EXERCISE 18. Discuss the validity of the approximation
ln(r
2
+ j
2
) 2r(r 1).
11 Basic Chain Rule (6.1)
THEOREM 11.1. Suppose ) :
2
, r : , and j : . Let G(t) = )(r(t), j(t)), and let o = r(t
0
)
and / = j(t
0
). If ) is differentiable at (o, /) and r
(t
0
) and j
(t
0
) exist, then G
(t
0
) exists. Moreover, we have the
equation
G
(t
0
) = )
i
(o, /)r
(t
0
) + )
(o, /)j
(t
0
).
To get an intuition of this theorem, it helps to think of a physical model (a similar example is in your
course notes). Consider a metal plate which is heated and cooled non-uniformly. The temperature )(r, j)
is a function of r and j, the position on the plate. The increment form of the linear approximation formula
gives the change in ) corresponding to changes in r and j:
)
)
r
r +
)
j
j,
for r, j sufciently small. Suppose we are making measurements at various positions over time; we
have r = r(t), j = j(t). Dividing by t and taking the limit forces the error to disappear and we get the
rate of change of the temperature as we measure to be
d)
dt
=
)
r
dr
dt
+
)
j
dj
dt
.
It is important to note that this is not a proof; it is merely a tool for understanding the chain rule. As with
other theorems, refer to your course notes for the proof.
EXERCISE 19. Show the converse to Theorem 11.1 is not true, i.e. nd functions r(t), j(t), )(r, j), and G(t) =
)(r(t), j(t)) such that r(t), j(t), and G(t) are differentiable at t
0
with
G
(t
0
) = )
i
(r(t
0
), j(t
0
))r
(t
0
) + )
(r(t
0
), j(t
0
))j
(t
0
),
yet ) is not differentiable at (r(t
0
), j(t
0
)). Hint: Look at a previous exercise.
EXAMPLE 21. Suppose )(r, j) = rsin j + rcos j, r(t) =
t
4
c
|
and j(t) = t
2
+ 3t. Find
J}
J|
at t = 0.
SOLUTION. At t = 0, we have (r(0), j(0)) = (
t
4
, 0) We have
)
i
= sin j + cos j, )
= rcos j rsin j.
These are continuous at (
t
4
, 0), so ) is differentiable at (
t
4
, 0). We also have r, j differentiable at t = 0, with
r
(t) =
t
4
c
|
, j
(t) = 2t + 3.
18
Then by the chain rule,
d)
dt
(0) = )
i
(
t
4
, 0)r
(0) + )
(
t
4
, 0)j
(0)
= (sin(0) + cos(0))(
t
4
c
0
) + (
t
4
cos(0)
t
4
sin(0))(2(0) + 3)
=
t
4
+
t
4
3 = .
EXERCISE 20. Dene )(r, j) = cos(r
2
+j
2
), r =
1
|
, j = sin t. Verify the chain rule theorem by calculating
J}
J|
at t =
t
3
in two ways.
2
is differentiable, and dene G(t) = )(r, j). Let r(t) = c
|
2
, j(t) =
ln(1 + t
2
). Write out the chain rule for p
(t). If )(1, 0) = (,
2), calculate p
(0).
Notation: Recall for a function ) :
2
dened by )(r, j), and r = r(t), j = j(t), the chain rule gives
d)
dt
=
)
r
dr
dt
+
)
j
dj
dt
.
In vector notation, this reads
d)
dt
= )
dr
dt
,
or, to be clear about the action of ),
d
dt
)(r(t)) = )(r(t))
dr
dt
,
with r(t) = (r(t), j(t)). This notation allows us to easily generalize the chain rule to n dimensions. For
) :
n
dened by )(r
1
(t), r
2
(t), . . . , r
n
(t)) = )(r), we have
d
dt
)(r(t)) = )(r(t))
dr
dt
.
3
is differentiable, and dene G(t) = )(r, j, .). Let r(t) = sin(t), j(t) =
cos(t), .(t) = c
|
+ 1. Write out the chain rule for p
(t). If )(0, 1, 2) = (1, 2, 3), calculate p
(0).
12 Extensions of the Chain Rule (6.2)
EXAMPLE 22. We have shown the chain rule in a very specic setting, when a function ) :
n
depends
on n intermediate variables, each of which are dependent on an independent variable t. Now suppose there
are two independent variables, say
n = )(r, j), r = r(:, t), j = j(:, t),
where ), r, j are differentiable. What is the chain rule for n?
19
SOLUTION. Since n is a function of two variables : and t, we write a chain rule for each of
u
s
and
u
|
.
n
:
=
n
r
r
:
+
n
j
j
:
,
n
t
=
n
r
r
t
+
n
j
j
t
.
It may help to draw a diagram of the chain of dependence. In the previous case of only one independent
variable,
n
r
t
j
t
This diagram represents how n is dependent on r and j, each of which are dependent on the independent
variable t. Now with two independent variables, we get
n
r
:
t
j
:
t
We can use these dependence diagrams to obtain a chain rule via the following algorithm:
(1) Consider all possible paths from the differentiated variable to the differentiating variable.
(2) For each link in a given path, differentiate the upper variable with respect to the lower variable.
(3) Multiply all derivatives found in step 2.
(4) Add all products from step 3, summing over the possible paths.
REMARK 12.1. (a) Remember to hold the correct variables xed when taking the partial deriva-
tives. For example,
u
i
means regard n as a function of r, j, differentiate with respect to r while
holding j xed.
(b) As before, we need all partial derivatives we take to exist in to guarantee the validity of the
chain rule.
EXAMPLE 23. Let ) :
2
be differentiable and let n = )(r, j), where r =
1
:

1
s
and j =
1
s
1
|
. Compute
:
2 u
:
+ :
2 u
s
+ t
2 u
|
.
SOLUTION. The dependence diagram is:
20
n
r
: :
t
j
: :
t
We can then use our algorithm to nd the partial derivatives. To nd
u
:
, there are two paths: along the r
path and along the j path. We can make a similar argument for the partial derivatives with respect to : and
t, and we get:
n
:
=
n
r
r
:
+
n
j
j
:
= ()
i
)
(
1
:
2
)
+ ()
)(0),
n
:
=
n
r
r
:
+
n
j
j
:
= ()
i
)
(
1
:
2
)
+ ()
)
(
1
:
2
)
,
n
t
=
n
r
r
t
+
n
j
j
t
= ()
i
)(0) + ()
)
(
1
t
2
)
.
Then
:
2
n
:
+ :
2
n
:
+ t
2
n
t
= )
i
+ )
i
)
+ )
= 0.
EXAMPLE 24. We can also have a function that depends directly on the independent variable, say
n(t) = )(r, j, t), r = r(t), j = j(t),
where ), r, j are differentiable, and the partial derivative of n with respect to t exists. What is the chain rule
for n?
SOLUTION. The dependence diagram is
n
r
t
j
t
t
Then by our algorithm,
dn
dt
=
n
r
dr
dt
+
n
j
dj
dt
+
n
t
.
Notice
Ju
J|
is the ordinary derivative of n as a composite function of t, while
u
|
is the partial derivative of n
as a function of r, j, t, with r, j xed. To avoid confusion, we recall n = )(r, j, t) and we might write
dn
dt
= )
i
(r(t), j(t), t)r
(t) + )
(r(t), j(t), t)j
(t) + )
|
(r(t), j(t), t)
n
(t) = )
i
r
(t) + )
(t) + )
|
.
21
EXAMPLE 25. What happens if we have a function that depends directly on two independent variables? For
example, suppose
n(:, t) = )(r, j, :, t), r = r(:, t), j = j(:, t),
where all functions are differentiable. What is the chain rule for n?
SOLUTION. The dependence diagram is
n
r
:
t
j
:
t
: t
n
t
=
n
r
r
t
+
n
j
j
t
+
n
t
.
In paticular, notice we have the symbol
u
|
appearing on both sides of the equation - do not get confused
by this! On the left hand side, we are considering n as the composite function of t, and taking the partial
derivative with respect to t. On the right hand side, we are considering n as a function of r, j, :, t, and
holding r, j, : xed. To avoid confusion, we recall n = )(r, j, :, t) and we might write
n
t
= )
i
(r(:, t), j(:, t), :, t)r
|
(:, t) + )
(r(:, t), j(:, t), :, t)j

|
(:, t) + )
|
(r(:, t), j(:, t), :, t)
n
|
(:, t) = )
i
r
|
(:, t) + )
j
|
(:, t) + )
|
.
2
, with. Let n = r)(
i
:
,

:
). Calculate rn
i
+ jn
+ .n
:
. What assumptions
on ) must be made?
EXAMPLE 26. Thus far we have only dealt with chain rule for the rst (partial) derivative. Suppose n =
)(r, j), with r =
:
2
+ t
2
, j = c
s|
, and ) is twice differentiable. Find the chain rule for n
s|
.
SOLUTION. To nd the chain rule for the second derivative, we follow the same type of algorithm. To begin,
we must calculate the rst (partial) derivative using the chain rule. The dependence diagram is
n
r
:
t
j
:
t
n
s
(:, t) = )
i
(r, j)r
s
(:, t) + )
(r, j)j
s
(:, t)
= )
i
(r, j)
s
s
2
+|
2
+ )
(r, j)tc
s|
.
Then n
s
is dependent on r, j, :, t, where r, j are each dependent on :, t. We get the dependence diagram
22
n
s
r
:
t
j
:
t
: t
n
s|
=
n
s
r
r
t
+
n
s
j
j
t
+
n
s
t
.
We then calculate
u
i
in the usual way. Since t is xed,
n
s
r
=
)
i
s
s
2
+|
2
+ )
tc
s|
r
=
)
i
r
:
:
2
+ t
2
+
)
r
tc
s|
= )
ii
s
s
2
+|
2
+ )
i
tc
s|
.
Similarly,
n
s
j
= )
i
s
s
2
+|
2
+ )
tc
s|
.
Finally, holding r, j, : xed gives
n
s
t
= )
i
(
s|
s
2
+|
2
3
)
+ )
(c
s|
+ :tc
s|
).
Then
n
s|
=
(
)
ii
s
s
2
+|
2
+ )
i
tc
s|
)
|
s
2
+|
2
+
(
)
i
s
s
2
+|
2
+ )
tc
s|
)
:c
s|
+ )
i
(
s|
s
2
+|
2
3
)
+ )
(c
s|
+ :tc
s|
).
2
is twice differentiable. Dene n(:, t) = )(o: + /t, c: + dt) for constants
o, /, c, d. Find n
s
, n
|
, n
ss
, n
s|
, n
||
.
13 Directional Derivatives (7.1)
In this section, we generalize our notion of partial derivative. Recall )
i
was the rate of change in ) along
the r-direction, while )
was the rate of change in ) along the j-direction. To get more information about
the behaviour of ), we would like to consider how it changes along arbitrary lines.
DEFINITION 13.1. The directional derivative of ) :
n
at a point o in the direction of a unit vector n is
dened by
1
u
)(o) = lim
s0
)(o + : n) )(o)
:
,
provided this limit exists. Notice if )(o + : n) is differentiable at : = 0, this becomes
1
u
)(o) =
d
d:
)(o + : n)
s=0
.
23
For 2 dimensions consider the intersection of the vertical plane parallel to the vector n at o, with the
surface . = )(r). Geometrically, the directional derivative is the slope of the tangent of this intersection at
the point (o, )(o)).
REMARK 13.2. (a) If we choose n = (1, 0) or n = (0, 1), then the directional derivative is the
partial derivatives )
i
and )
respectively.
(b) Remember that to apply the denition, we require n to be a unit vector.
2
by )(r, j) = r
3
+r
2
j +j
2
. Find the directional derivative of ) at the point
(2, 1) in the direction (5, 12).
SOLUTION. Since (5, 12) is not a unit vector, we must rst normalize:
n =
(5, 12)
(5, 12)
=
(
5
13
,
12
13
)
.
Then since ) is differentiable,
1
u
)(2, 1) =
d
d:
)
(
(2, 1) + :
(
5
13
,
12
13
))
s=0
=
d
d:
)
(
2 +
5
13
:, 1 +
12
13
:
)
s=0
=
d
d:
(
(
2 +
5
13
:
)
3
+
(
2 +
5
13
:
)
2
(
1 +
12
13
:
)
+
(
1 +
12
13
:
)
2
)
s=0
= 3
5
13
(
2 +
5
13
:
)
2
+ 2
5
13
(
2 +
5
13
:
)(
1 +
12
13
:
)
+
(
2 +
5
13
:
)
2
(
12
13
)
+ 2
12
13
(
1 +
12
13
:
)
s=0
=
15
13
4 +
10
13
2 1 + 4
12
13
+
24
13
=
152
13
.
There is an easier way to calculate directional derivatives, if ) is differentiable. If it is not, you must go
back to the limit denition, be careful of this (Recall the partial derivatives can exist and the function not be
differentiable).
THEOREM 13.3. If ) :
n
is differentiable at o, then
1
u
)(o) = )(o) n.
2
by )(r, j) = r
3
+r
2
j +j
2
. Find the directional derivative of ) at the point
(2, 1) in the direction (5, 12) using Theorem 13.3.
SOLUTION. Since ) is differentiable at (2, 1), Theorem 13.3 applies. Again, we must rst normalize:
n =
(5, 12)
(5, 12)
=
(
5
13
,
12
13
)
.
24
We have
) = (3r
2
+ 2rj, r
2
+ 2j),
so that
1
u
)((2, 1)) = )(2, 1) n
= (3(2)
2
+ 2(2)(1), (2)
2
+ 2(1))
(
5
13
,
12
13
)
= (16, 6)
(
5
13
,
12
13
)
=
80
13
+
72
13
=
152
13
.
2
by )(r, j) =

rj. Find the directional derivative of ) at the point (1, 0) in
the direction (1, 1).
3
by )(r, j, .) = cos r + sin j + tan .. Find the directional derivative of ) at
the point (
t
3
,
t
4
,
t
6
) in the direction (1, 2, 2).
14 Gradient Vector Revisited (7.2-7.3)
Since there are innitely many possible directions n from a point o, there are in general innitely many
values for the directional derivative 1
u
)(o). We may want to nd some special information about particular
directional derivatives; in particular, we would like to know in which direction is the directional derivative
maximized. The following theorem allows us to answer this in certain cases.
n
is differentiable at o and )(o) = 0, then the largest value of 1
u
)(o) is )(o),
and occurs when n is the direction of )(o).
More generally, with the hypothesis of Theorem 14.1 we have
)(o) n = )(o) cos 0,
so we can potentially determine directions in which the directional derivative is any proportion of the
maximum value (between 0 and 1).
2
by )(r, j) = r
3
+r
2
j +j
2
. Find the largest rate of change of ) at the point
(2, 1), and the direction in which it occurs.
SOLUTION. Recall example 28. Notice ) is differentiable at (2, 1) and
)(2, 1) = (3r
2
+ 2rj, r
2
+ 2j)
(i,)=(2,1)
= (16, 6) = (0, 0).
Then Theorem 14.1 applies: the largest rate of change of ) is
(16, 6) =
256 + 36 =
292 = 2
73,
and the direction in which it occurs is )(2, 1) = (16, 6).
25
3
by )(r, j, .) = r
2
+rj +j.. Find the largest rate of change of ) at the point
(2, 3, 4), and the direction in which it occurs.
2
by )(r, j) = r
2
+j
2
. Find the largest rate of change of ) at the point (
3
2
, 2),
and the direction in which it occurs. Then determine the direction in which the directional derivative is half
its maximum value.
The gradient vector will help with our graph sketching as well, by giving us information about the level
curves.
n
is differentiable at o and )(o) = 0, then )(o) is orthogonal to the level surface
)(r) = / through o.
EXERCISE 29. Suppose we dene
)(r, j) = or
2
+ /j
2
, p(r, j) = r
t
j
J
,
((r, j) = (0, 0) if undened there) for integers o, /, c, d. What is the relationship between o, /, c, d required
such that the level curves of ) and p intersect orthogonally everywhere except possibly (0, 0)?
Recall we dened the tangent plane to a surface . = )(r, j) at the point (o, /, )(o, /)) to be the plane
given by
. = )(o, /) + )
i
(o, /)(r o) + )
(o, /)(j /).

However, many interesting surfaces are not immediately in the form . = )(r, j). For example, we can look
at the sphere r
2
+ j
2
+ .
2
= 1. Rather than attempt to break up this function into multiple parts, Theorem
14.2 gives us a tool to nd the tangent plane very easily, as long as the conditions are satised.
Suppose we have a surface in
3
dened by )(r, j, .) = /. For any r in the tangent plane to the surface
at o, r o lies in the tangent plane so by Theorem 14.2 is orthogonal to )(o). This gives
0 = )(o) (r o) = )
i
(o)(r o) + )
(o)(j /) + )
:
(o)(. c),
where o = (o, /, c). Notice this reduces to our original formula when . = )(r, j).
EXERCISE 30. Find the equation of the tangent plane to the hyperboloid 4r
2
+ 9j
2
.
2
= 1 at the point
(2, 1, 3).
15 Taylor Polynomials (8.1)
DEFINITION 15.1. The second degree Taylor polynomial 1
2,o
of ) :
2
at o = (o, /) is given by
1
2,o
(r, j) =)(o) + )
i
(o)(r o) + )
(o)(j /)
+
1
2
[)
ii
(o)(r o)
2
+ 2)
i
(o)(r o)(j /) + )
(o)(j /)
2
].
26
Generally speaking, 1
2,o
approximates )(r, j) for (r, j) sufciently close to (o, /), with better accuracy
than the linear approximation.
EXAMPLE 30. Calculate tan(
19
8
) cos(
3
2
) approximately (Use 3.14) using the second degree Taylor
polynomial. Compare with the calculator value.
SOLUTION. Compare with example 16. Let )(r, j) = tan r cos j and (o, /) = (
3t
4
,
t
2
). Differentiating )
gives us
)
(
3
4
,

2
)
= (2, 1), H)
(
3
4
,

2
)
=
[
4 0
0 0
]
.
Then
1
2,o
(r, j) = 1 + 2
(
r
3
4
)
+
(
j

2
)
+
1
2
[
4
(
r
3
4
)
2
]
.
We get the approximation
tan
(
19
8
)
cos
(
3
2
)
1
2,o
(
19
8
,
3
2
)
1.031.
The calculator gives us a value of about 1.034, for an error of about 0.003 (when we used linear ap-
proximation, the error was about 0.004).
EXERCISE 31. Calculate the following approximately (compare with the calculator value) using the second
degree Taylor polynomial. Compare your results with those of exercise 9.
(a)

120 +
4
65.
(b) c
i
2
cos r + sin j at (r, j) = (0.01, 3.10).

16 Taylors Theorem (8.2)
We have seen an example in which the error in approximating using the second degree Taylor polynomial
is smaller than that of using the linear approximation. A nautral question to ask is, how small is the error?
THEOREM 16.1 [TAYLORS FORMULA]. Suppose ) :
2
is such that ) C
2
in some neighborhood of o, say
(o). Then for all r (o), there exists a point c on the line segment joining o and r such that
)(r) = )(o) + )
i
(o)(r o) + )
(o)(j /) + 1
1,o
(r),
where
1
1,o
(r, j) =
1
2
[)
ii
(c)(r o)
2
+ 2)
i
(c)(r o)(j /) + )
(c)(j /)
2
].
Recall the linear approximation to ) at o is given by
)(o) + )
i
(o)(r o) + )
(o)(j /).
Then this theorem is saying that there exists a c such that )(r) differs from the linear approximation by
1
1,o
. This gives us a useful tool in bounding the error on the linear approximation.
27
EXAMPLE 31. If r, j 0, show that
r
2
+ j
2
+ 1 3 +
2
3
(r 2) +
2
3
(j 2),
with
error
3
2
((r 2)
2
+ (j 2)
2
).
SOLUTION. Let )(r, j) =
r
2
+ j
2
+ 1. Differentiating,
)
i
=
r
r
2
+ j
2
+ 1
, )
=
j
r
2
+ j
2
+ 1
.
Then
1
(2,2)
(r, j) = )(2, 2) + )
i
(2, 2)(r 2) + )
(2, 2)(j 2)
= 3 +
2
3
(r 2) +
2
3
(j 2).
Calculating the second partial derivatives,
)
ii
=
1
r
2
+ j
2
+ 1
r
2
(r
2
+ j
2
+ 1)
32
,
)
i
=
rj
(r
2
+ j
2
+ 1)
32
,
)
=
1
r
2
+ j
2
+ 1
j
2
(r
2
+ j
2
+ 1)
32
.
For r, j 0, ) has continuous second partial derivatives, so we can apply Taylors theorem to get that there
exists a point c on the line segment joining (2, 2) and r such that
)(r, j) = 1
(2,2)
(r, j) + 1
1,(2,2)
(r, j),
where
1
1,(2,2)
(r, j) =
1
2
[)
ii
(c)(r 2)
2
+ 2)
i
(c)(r 2)(j 2) + )
(c)(j 2)
2
]
.
Since the theorem does not give us the value of c, we will simply nd an upper bound for this error. Since
r
2
+ j
2
+ 1 1, triangle inequality gives
)
ii
(r, j)
r
2
+ j
2
+ 1
r
2
(r
2
+ j
2
+ 1)
32
1 +
r
2
+ j
2
+ 1
(r
2
+ j
2
+ 1)
32
= 1 +
1
(r
2
+ j
2
+ 1)
12
1 + 1 = 2,
so that
)
ii
(c) 2.
By symmetry,
)
(c) 2,
28
Finally,
)
i
(r, j) =
r
2
j
2
(r
2
+ j
2
+ 1)
32
r
2
+ j
2
+ 1
r
2
+ j
2
+ 1
(r
2
+ j
2
+ 1)
32
1
(r
2
+ j
2
+ 1)
12
1,
so that
)
i
(c) 1.
Then by triangle inequality,
1
1,(2,2)
(r, j)
1
2
[)
ii
(c)(r 2)
2
+ 2)
i
(c)(r 2)(j 2) +)
(c)(j 2)
2
]
1
2
[2(r 2)
2
+ 2(r 2)(j 2) + 2(j 2)
2
] since 2o/ o
2
+ /
2
,
1
2
[2(r 2)
2
+ (r 2)
2
+ (j 2)
2
+ 2(j 2)
2
]
=
3
2
((r 2)
2
+ (j 2)
2
)
as required.
COROLLARY 16.2. Suppose ) :
2
is such that ) C
2
in some closed neighborhood of o, say
o
(o) = {r
2
: r o c}.
Then there exists a positive constant ` such that for all r
o
(o), we have
1
1,o
(r) `r o
2
.
EXERCISE 32. If r and j , show that the error in the linear approximation 1
(0,0)
(r, j) is
at most 2(r
2
+ j
2
).
29
MATH 237 PRACTICE MIDTERM 1
1. Consider the function f, where f(x, y) = ln (2xy y
2
).
(a) Write down the domain and range of f.
[2marks]
(b) Sketch the level curve of f on the x-y plane.
[3marks]
(d) Write down the equation of the tangent plane at (2,1).
[2marks]
2. Let F(x, y, z) = f(
yz
x
,
zx
y
,
xy
z
). Show that x
F
x
+ y
F
y
+ z
F
z
= 0
[4marks]
3. Suppose g : R R and f(x, y) = g(
x
y
). What are the mixed ordered partials of f?
[4marks]
4. Consider the following questions on directional derivatives.
(a) Suppose that Susan knows that the directional derivative is dened by
D
u
f(x, y) =
d
ds
f(a + su) where a is a position vector and u is a direction
vector and s approaches 0. Prove to Susan that for dierentiable f at a,
D
u
f(a, b) = f(a, b) u.
[4marks]
(b) Calculate the directional derivative of f(x, y, z) = sin(xyz) at (1, 1,

4
) in the
direction v = 1,
2, 1.
[2marks]
(c) Suppose f in part (b) is the path a car follows. Determine in what direction
the car must travel to experience no rate of change if we already know the car
does not travel in the z-direction.
[4marks]
5. Let f : R
2
R where
f(x, y) =
1e
|xy|
x
2
+y
2
: (x, y) = (0, 0)
0 : (x, y) = (0, 0)
Prove f is continuous (x, y) R
2
[6marks]
1
2 MATH 237 PRACTICE MIDTERM 1
6. Consider f(x, y) = |x|
1
2
|y|
2
3
(a) Determine whether f is dierentiable at (0,0).
[7marks]
(b) On the basis of part (a), can we draw a conclusion about the continuity of f?
[1mark]
(c) On the basis of part (a), can we draw a conclusion about the continuity of the
partials of f?
[1mark]
7. Consider the approximation ln(x + 2y) = (x 3) + 2(y + 1) for (x, y) suciently close
to (3, -1). Prove that if x 3 y 1, the error of the approximation is satised by:
|R
1,(3,1)
(x, y)|
7
2
((x 3)
2
+ (y + 1)
2
)
[7marks]
MAXIMUM MARKS: 47

Midterm SOS 237 Package Calculus

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Midterm SOS 237 Package Calculus

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MATH237: EXAM-AID SOS

NIALL W. MACGILLIVRAY (EDITOR); VINCENT CHAN (WRITER)

1 +z and y = 0. Indeed, this is a possible

2r = /. Recall that the equation

/ + 1, minor axis length 2

(0, 0) exist, and if so nd their values.

at (0, 0) (if they exist) for the following functions.

. Each of these are functions of

(o)(ro), called the linear approximation

3, and so on. We know how to handle odd multiples of

cos r + sin j at (r, j) = (0.01, 3.10).

j + r.. Find the gradient of ) and the

624. Compare with the calculator value.

(o) exists, then lim

(o, /)(j /).

(0, 0), yet ) is not continuous at (0, 0).

(t). If )(0, 1, 2) = (1, 2, 3), calculate p

(r(t), j(t), t)j

(r(:, t), j(:, t), :, t)j

(o, /)(j /).

cos r + sin j at (r, j) = (0.01, 3.10).

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