MT 261 Several Variables

MT261: SEVERAL VARIABLES CALCULUS
FOR
NON-MAJORS (UNITS: 3)
Instructor: Makungu James
Venue: Room 303, Mathematics Department-University of Dar es Salaam
NOVEMBER, 22, 2010-Monday
Functions of Several Variables

Vector Differential Calculus
Integral Calculus of Functions of Several Variables
Complex analysis
Laplace Transform
Outline:
1
Complex analysis
Laplace Transform
MT261: SEVERAL VARIABLES CALCULUS FOR NON-MAJOR

Complex analysis
Laplace Transform

Functions of several variables.
Functions of more than one variable are common in the
mathematics of physical problems. For example, a quantity
which depends on position in a plane may be represented by a
function of 2 variables, or if it depends on position in space, by
a function of 3 variables.
Definition 1:
A function of two or more (real) variables is a function whose
domain is a set of ordered pairs of real numbers. We can think
of the domain as a set of points in the real plane. Or a function
of n variables is a function whose domain is a set of ordered
n tuples of real numbers. We only consider real-valued
functions, that is a functions whose range is a subset of R

Complex analysis
Laplace Transform
Cont..
Examples
(1) f (x, y ) = 2x 3 x 2 y + y 2 7 is a function of two variables
(2) f (x, y , z) = z 2 xyz + y 2 is a function of three variables
(3) f (x1 , x2 , x3 , .....xn ) is a function of n variables

Complex analysis
Laplace Transform
Cont..
A function of two variables, f (x, y ) can be represented by a surface
in 3-Dimensions. We write z = f (x, y ).
z
Z_0
y0
x0
Figure: Two dimensional channel showing the domain and range.


Complex analysis
Laplace Transform
Cont..
Examples
(1) Find the value of a function at (2, 4), if f (x, y ) = xy + x 2 y ;
sol;
f (x, y ) = xy + x 2 y = f (2, 4) = 2 4 + 22 4 = 8, therefore
(2, 4) is the domain of the function f (x, y )
(2) State the domain of a function f if f (x, y )= 1 xy

sol;
The domain of a function f is (x, y ); xy 1

Complex analysis
Laplace Transform
Cont..
Convention
In indicating the domain of function as a region of xy plane, we
shall adopt the following convention;
(i) the domain of definition is shaded
(ii) dashed lines are excluded
(iii) thick lines are included
Limits
The limit of a function of one variable can be extended into the limit
of two or more variables. The function f (x, y ) with two variables
can be made arbitrary near L by taking (x, y ) near enough to (a, b)

Complex analysis
Laplace Transform
Cont..
Definition 2
f (x, y ) L as (x, y ) (a, b) means;
(i) Given > 0, there exists > 0 such that |x a| < and
|y b| < and (x, y ) 6= (a, b) |f (x, y ) L| < or
equivalently;
(ii) Givenp
> 0, there exists > 0 such that
D < (x a)2 + (y b)2 < |f (x, y ) L| < .
In a long run, we shall mainly use the first definition. As with
functions of one variable we also write
lim
f (x, y ) = L
(x,y )(a,b)

Complex analysis
Laplace Transform
Cont..
The extension of the definition to 3 or more variables is
straightforward, ie;
lim
(x1 ,x2 ,x3 ,...xn )(a1 ,a2 ,a3 ,...an )
f (x1 , x2 , x3 , ...xn ) = L
Theorem 1
If
lim
f (x, y ) = L and
(x,y )(a,b)
lim
g (x, y ) = M
(x,y )(a,b)
and if c R, then

Complex analysis
Laplace Transform
Cont..
Then;
(i)
lim
cf (x, y ) = cL
(x,y )(a,b)
(ii)
lim
(f + g )(x, y ) = L + M
(x,y )(a,b)
(iii)
lim
(f (x, y ) g (x, y )) = L M
(x,y )(a,b)
(iv)
f (x, y )
L
= , if M 6= 0
(x,y )(a,b) g (x, y )
M
lim

Complex analysis
Laplace Transform
Cont..
Corollary
If there are two curves P and Q through (a, b) with
lim
f (x, y ) 6=
lim
f (x, y )
(x,y )(a,b)
(x,y )(a,b)
then
lim
f (x, y )
(x,y )(a,b)
does not exist. But if

lim
f (x, y ) =
(x,y )(a,b)
lim
f (x, y )
(x,y )(a,b)
then the limit exist


Complex analysis
Laplace Transform
Example
Consider
f (x, y ) =
x2 y2
x2 + y2
if P is the path x = 0, then on P the function has constant value

1. If Q is the path y = 0, then on Q the function has constant
value 1. Hence,
lim f (x, y ) = 1
P
(x,y )(a,b)
and
lim
f (x, y ) = 1
(x,y )(a,b)
so
lim
f (x, y ) does not exist.
(x,y )(a,b)

Complex analysis
Laplace Transform
Cont..
Theorem 2
If f (x, y ) L as (x, y ) (a, b), then if either of the repeated limits
lim ( lim f (x, y ))
xa y b
and
lim ( lim f (x, y ))
y b xa
exist, they must be equal to L

Complex analysis
Laplace Transform
Cont...
Continuity
definition
A function f (x, y ) is said to be continuous at the point (a, b) if
1
f (x, y ) is defined at (a, b)
2
lim(x,y )(a,b) f (x, y ) must exist.
3
lim(x,y )(a,b) f (x, y ) = f (a, b)

Complex analysis
Laplace Transform
Example
Determine whether f (x, y ) is continuous at (0, 0) if
3x 2 y
if (x, y ) 6= (0, 0)
x 2 +y 2
f (x, y ) =
0
if (x, y ) = (0, 0)
(1)

Complex analysis
Laplace Transform
Cont..
soln
1
f (0, 0) = 0 is defined.
2
lim(x,y )(0,0) f (x, y ) = lim(x,y )(0,0)
3x 2 y
x 2 +y 2
= 0.
lim(x,y )(0,0) f (x, y ) = f (0, 0)

f is continuous at (0, 0)
3

Complex analysis
Laplace Transform
Cont...
Partial derivatives
The derivatives of functions of more than one variable is done as if
your taking the derivatives of a single variable. To compute fx (x, y )
all are need to do is treat all the ys as constants (or numbers) and
then differentiate the xs. Likewise to compute fy (x, y ).
Definitions
f (x + h, y ) f (x, y )
h0
h
f (x, y + h) f (x, y )
fy (x, y ) = lim
h0
h
fx (x, y ) = lim

Complex analysis
Laplace Transform
Cont...
Given the function z = f (x, y ), the following are all equivalent
notations
fx (x, y ) = fx =
z
f
=
(f (x, y )) = zx =
= Dx f
x
x
x
fy (x, y ) = fy =
z
=
(f (x, y )) = zy =
= Dy f
y
y
y

Complex analysis
Laplace Transform
Example
Find fx and fy if
z = x 2 y 10y 2 x 3 + 43x 7sin(x)
soln
Here is the partial derivatives with respect to x and y
z
= 2xy 30y 2 x 2 + 43
x
z
= x 2 20yx 3 7cos(x)
y

Complex analysis
Laplace Transform
Cont...
Differentials
If a function z = f (x, y ) is differentiable and if it possesses
continuous derivative of the first order at a certain point, then the
increment at that point may be written as follows;
z = f (x + x, y + y ) f (x, y )
(1)
furthermore, equation (1) can be written as

z = f (x +x, y +y )f (x, y +y )+f (x, y +y )f (x, y )
(2)

Complex analysis
Laplace Transform
Cont...
Also,
f (x + x, y + y ) f (x, y + y )
x
x
f (x, y + y ) f (x, y )
z2 =
y
y
z1 =
z = z1 + z2
It follows that
z =
f
f
x +
y + ....
x
y
(3)

Complex analysis
Laplace Transform
Cont...
equation (3) is called linear part of the differential of the function
and we can write
dz = df (x, y ) =
f
f
x +
y
x
y
Higher order partial derivatives

Now let us take a look on the higher order partial differential
derivatives. We have seen from a previous, the first derivative with
z
f
respect to x and y for a function z(x, y ) is written as x
or x

Complex analysis
Laplace Transform
Cont...
2
but for the second partial derivatives, we can write; 2 xz or 2 yz . The

notations for the higher order can be written as; fxx , fyy , fxy , fxxx...
Taylors Theorem
0
If f (x), f (x), ...f n (x) exist and are continuous on the closed domain
[a, x] and f n+1 (x) exists on an open domain (a, x) then there exists
a number , with 0 < < 1 such that
f (x) = f (a)+
x a 0
(x a)n n
(x a)n+1 n+1
f (a)+ +
f (a)+ +
f
(a)
1!
n!
(n + 1)!
(2)

Complex analysis
Laplace Transform
Cont...
When h = x a. Taylors theorem is in fact a natural extension of
the first mean value theorem. And sometimes referred to as the nth
mean value theorem.
Taylor and Maclaurin series
An alternative form of the Taylor (2) is obtained when we replace x
in the approximation by a + x. Then we obtain a Polynomial in x
rather that x a.
f (x +a) = f (a)+
Rn (x) =
(x) 0
(x)2 00
(x)n n
f (a)+
f (a)+ +
f (a)+Rn (x) (3)
1!
2!
n!
(x)n+1 (n+1)
f
(a + h),
(n + 1)!
with
0<<1
(4)

Complex analysis
Laplace Transform
Cont...
Eqn.(3) is called the Taylor Polynomial expansion of f (x) about
x = a. Equation (4) is the remainder and stands for the error
involved in approximating f (x) by a Polynomial.
f (a) +
(x)2 00
(x)n n
(x) 0
f (a) +
f (a) + +
f (a)
1!
2!
n!
If Rn (x) 0 and n in the x interval of convergence then we

may represent f (x) by the power series
f (x + a) = f (a) +
X xn
(x) 0
(x)2 00
f (a) +
f (a) + =
f n (a) (5)
1!
2!
n!
n=0

Complex analysis
Laplace Transform
Cont...
The power series (5) is called the Taylor series expansion of f (x)
about x = a. Now if we set a = 0 we get the following
X xn
(x) 0
(x)2 00
f (x) = f (0) +
f (0) +
f (0) + =
f n (0)
1!
2!
n!
n=0
(6)
Which is known as the Maclaurins series expansion of f (x)

Complex analysis
Laplace Transform
Cont...
Theorem 1: Taylors theorem for a function of two variables
First we consider a function of two variables. Suppose f (x, y ) is a
function of all of whose nth-order partial derivatives exists and are
continuous on some circular domain D with center (a, b) Then, if
(a + h, b + k) lies in D, we have

Complex analysis
Laplace Transform
Cont...
x
Q
(x+h,y+k)
k
P
(x,y)
R
(x+h,y)
y
Figure: Two dimensional figure with domain.

Complex analysis
Laplace Transform
Cont...
f (a+h, b+k) = f (a, b)+
(h +k )f (a, b)+ (h +k )2 f (a, b)

1! x
y
2! x
y
n1
+ + (n1)!
(h x
+ k y
) f (a, b) + +
h, b + k)
(h x
n!
n
+ k y
) f (a +
Where by 0 < < 1

Complex analysis
Laplace Transform
Cont...
r
We have introduced the notation (h x
+ k y
) f (a, b) to represent
the value of
expression
the

r
r
2f
r 2 2 r f
r r f
h x r + 2 h k x r 1 y + 1r hr 1 k x r 1f y + 2r hr 2 k 2 x n2
+
y 2

r
r f
r 1 r 1
h k x r 1 y r
n1
at the point (a, b)

Complex analysis
Laplace Transform
Cont...
This result is obtained by repeated use of chain rule. Setting
(a + ht) and (b + kt) for all 0 t 1, we obtain
g (t) = f (a + ht, b + kt) which is a function of one variable, so that
from (2) it has a Taylor expansion
2
n
t n1
g (t) = g (0) + 1!t g 0 (0) + t2! g 00 (0) + + (n1)!
g n1 (0) + tn! g n (t)
where 0 1. The derivatives of g are found by using the chain
rule.
= dx
. f + dy
. f = (h x
+ k y
)f
g 0 = dg
dt
dt t
dt t
2
g 00 = ddtg2 = dt
(h x
+ k y
)f
(h x
+ k y
).(h x
+ k y
)f
r
d g
r
r
and in general g = dt r = (h x
+ k y
)f

Complex analysis
Laplace Transform
Cont...
Putting t = 1 into the taylor expression of g gives the required
results. Consider a function of many variables f (X ), where by
X = (x1 , x2 , x3 , ......,Pxn ), we have
P
f (a + h) = f (a) + ni=1 hi x i f (a) + 2!1 ( ni=1 hi x i )2 f (a) + +
P
P
1
1
( ni=1 hi x i )m1 f (a) + m!
( ni=1 hi x i )m f (a + h)
(ii)
m1
Where 0 1

Complex analysis
Laplace Transform
Cont...
Provided that all the partial derivatives exist and are continuous, by
setting h = x a and k = y b in (ii) we have the following
expression;
f (x, y ) = f (a, b) + 1!1 ((x a) x

+ (y b) y
)f (a, b) + 2!1 ((x
n
a) x
+ (y k) y
) f (a, b) + + n!1 ((x a) x
+ (y b) y
) .f (a +
(x a), b + (y b))
Where 0 1, which is referred to as the Taylors expansion of
f (x, y ) about the point (a, b)

Complex analysis
Laplace Transform

Complex analysis
Laplace Transform

Complex analysis
Laplace Transform
Complex analysis

Complex analysis
Laplace Transform
Laplace Transform

MT 261 Several Variables

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MT 261 Several Variables

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MT261: SEVERAL VARIABLES CALCULUS

NOVEMBER, 22, 2010-Monday

Functions of Several Variables

Functions of Several Variables

Vector Differential Calculus

Integral Calculus of Functions of Several Variables

Instructor: Makungu James