Function of Two Variables
Function of Two Variables
Definitions:
a) A function of two variables is a rule g that assigns to each ordered pair ( x, y) in a
set R
that the domain is the largest set of points in the plane for which the formula is
defined and real-valued.
b) The graph of the function z g ( x, y ) , where ( x, y ) R 2 , is the set
S ( x, y, z )
| z g ( x, y ) and ( x, y ) R .
Example 1: Let T denote the temperature and D a metal plate in the xy -plane. The function
T ( x, y) then gives the temperature at a point ( x, y) D . If T varies not only on the plate but
also with time t , then T is a function of three independent variables x, y, t. Similarly, if the
metal plate lies in space, then T ( x, y, z, t ) is a function of four independent variables x, y, z, t.
Example 2: A polynomial function p( x, y) is a function of two independent variables x
and y. It is a sum of the functions of the form Cx m y n with nonnegative integers m , n and
( f g )( x, y ) f ( x, y ) g ( x, y ),
( f g )( x, y ) f ( x, y ) g ( x, y ),
( f g )( x, y ) f ( x, y ) g ( x, y ),
f
f ( x, y )
,
( x, y )
g
g
(
x
,
y
)
g ( x, y ) 0.
and a
c is outside the range of f , then the trace is empty and hence no level curve is
obtained. We usually think of trace as a slice of the surface at a particular location
(height) and the level curve is simply the projection of this slice on to the xy -plane.
Note that the level curves lie in the domain of f .
2. Similarly, we obtain the trace of the graph of f in the plane x d (respectively,
y e ) and the corresponding level curve onto the yz -plane (respectively, the level
curve onto the xz -plane) by taking the intersection of the surface z f ( x, y) in the
plane x d (respectively, y e ) and their projection onto yz -plane (respectively,
onto the xz -plane).
3. The level curves are used to draw a 2-dimensional profile of the surface
z f ( x, y), such as a mountain range. Such a profile, called topographical or contour
map, is obtained by sketching the family of level curves in the xy -plane and labeling
each curve to show the elevation to which it corresponds.
4. Note that the regions on a topographical map where the level curves are crowded
together correspond to steeper portions of the surface. Isotherms and isobars are the
level curves used to indicate the places of same temperature and pressure,
respectively, on the weather report in the news.
Example 1: Sketch the graph of the function f ( x, y) x 2 y 2 .
Solution: We find the traces of the surface z x 2 y 2 in planes parallel to coordinate planes.
First, consider its trace in the plane z k : it is x 2 y 2 k . If k 0 this equation has no real
solution, so there is no trace. If k 0 then the graph of x 2 y 2 k is a circle of radius
centered at the point (0,0, k ) on the z -axis (figure (a) below). Thus, for nonnegative values
of k the traces parallel to the xy -plane form a family of circles, centered on the z-axis, whose
radii start at zero and increase with k. This suggests that the surface has the form shown in
figure (b) below:
To obtain more detailed information about the shape of this surface, we can examine the
traces of z x 2 y 2 in planes parallel to yz -planes. Such planes have equations of the form
The level curve f ( x, y) 100 or equivalently x2 y 2 0 consists of the origin alone, i.e. it is
a point circle. The graph of the function and these few level curves of the surface
z 100 x 2 y 2 are shown in the figure below.
Traces of the surface z 100 x 2 y 2 in planes parallel to yz and zx planes are shown
below, and the corresponding level curves are parabolas opening downwards and with
vertices on z -axis.
The level curves have equations of the form y 2 x 2 k where k is a constant. For k 0
these curves are hyperbolas opening along lines parallel to y -axis; for k 0 these curves are
hyperbolas opening along lines parallel to x -axis, and for k 0 the level curves consists of
the intersecting lines y x 0 and y x 0 . See figure (b).
Example 4: Describe the level surfaces of the function f ( x, y, z ) x 2 y 2 z 2 .
Solution: The value of f is the distance from the origin to the point ( x, y, z ) . Each level
surface
level surface
for c 0. Thus, the level surfaces of the function are concentric spheres, as shown below.
Remarks:
The level surfaces of a function of three independent variables x, y, z , namely
Ellipsoids.
Hyperboloids of one sheet.
Hyperboloids of two sheets.
Elliptic cones.
Elliptic paraboloids.
Hyperbolic paraboloids
Their standard forms of equations, along with their graphs, are shown in the figures below.
Their traces in the planes parallel to the coordinate planes have also been indicated.
Special Cases:
a. If A B C D E F 0 , then f ( x, y, z) Gx Hy Iz J , whose level surface
represents a plane, with direction ratios of the normal to the plane as G, H , I .
b. In the case of ellipsoid, if a b c 1 , then the resulting surface represents a sphere
of radius 1 and centered at the origin.
c. In the case of elliptic cone, if a b 1 , then the resulting surface represents a
circular cone with axis as the z -axis and vertex at the origin.
Note that there are two minus signs and constant term is 1.
Note that there is one linear term and two quadratic terms with the same
sign. Also, the constant term is 0.
Note that there is one linear term and two quadratic terms with opposite
signs. Also, the constant term is 0.
D ( x, y)
| ( x x0 ) 2 ( y y0 ) 2
(1)
Thus, an open disk D is the set of all the points in the plane that are enclosed by the circle of
positive radius centered at ( x0 , y0 ) but do not lie on the circle. We call this open disk D
the -neighborhood of the point ( x0 , y0 ). The disk D is said to be a closed disk if the strict
inequality, in the set (1) is replaced by less than or equal to, . Thus, the set of points that
lie on the circle together with those enclosed by the circle is called the closed disk of radius
0 centered at ( x0 , y0 ) .
. A point ( x0 , y0 ) is called a
both points that belong to R and points that do not belong to R . The collection of all
boundary points of R is called the boundary of R . The set R is said to be closed subset of
2
if it contains all of its boundary points. See figures below.
For instance, the open unit disk, its boundary and closed unit disk as subsets of the plane are
illustrated in the figures below.
Bounded and unbounded regions: A region (set) in the plane is bounded if it lies inside a
disk of fixed radius. A region is unbounded if it is not bounded. For example, bounded sets
in the plane include line segments, triangles, interiors of triangles, rectangles, circles, and
disks. Examples of unbounded sets in the plane include lines, coordinate axes, the graphs of
functions defined on infinite intervals, quadrants, half-planes, and the plane itself.
Definition: Let f be a function of two variables and assume that f is defined at all points
of some open disk centered at ( x0 , y0 ) , except possibly at ( x0 , y0 ) . The limit statement
lim
( x , y ) ( x0 , y0 )
f ( x, y) L
means that for every given number 0 , there exists a number 0 such that whenever
the distance between ( x, y) and ( x0 , y0 ) satisfies
0 ( x x0 )2 ( y y0 )2 ,
f ( x, y) satisfies
f ( x, y) L .
Note that the definition says that given any desired degree of closeness 0 , we must be
able to find another number 0 so that all the points lying within a distance of ( x0 , y0 )
are mapped by
Remarks:
When we consider the lim f ( x) of a function of one variable, we need to examine the
x c
approach of x to c from two different directions, namely the left hand side and right hand
side of c on the real line. In fact, these two are the only possible directions in which x can
approach c on the real line (corresponding to left-hand limit and right-hand limit). However,
for a function of two variables, we write that ( x, y) ( x0 , y0 ) to mean that the point ( x, y) is
allowed to approach ( x0 , y0 ) along any of the infinitely many different curves or paths in the
plane
passing through ( x0 , y0 ) .
Existence of limit:
The limit of a function of two variables f ( x, y) is said to exist and equal L , as
( x, y) ( x0 , y0 ) , written symbolically as
lim
( x , y ) ( x0 , y0 )
f ( x, y) L ,
if the function f ( x, y) approaches L along every possible path that ( x, y) takes to approach
( x0 , y0 ) in the plane
Now, one obviously cannot check each path individually. This gives us a simple method for
determining that a limit does not exist.
Non-existence of limit:
If f ( x, y) approaches L1 as ( x, y) approaches ( x0 , y0 ) along a path P1 and f ( x, y)
approaches L2 L1 as ( x, y) approaches ( x0 , y0 ) along a path P2 , then the
lim
( x , y ) ( x0 , y0 )
lim
( x , y ) ( x0 , y0 )
defined by
lim
( x , y ) ( x0 , y0 )
(along C )
(2)
In the right hand side of the formula (2), the limit of the function of t must be treated as a
one sided limit if ( x0 , y0 ) is an end point of C . A geometric interpretation of the limit along
a curve for a function of two variables is depicted in the figure below.
As the point ( x(t ), y(t )) moves along the curve C in the xy -plane towards ( x0 , y0 ) , the point
( x(t ), y(t ), f ( x(t ), y(t ))) moves directly above (or below) it along the graph of z f ( x, y)
with f ( x(t ), y(t )) approaching the limiting value L.
Example 1: Consider a function of two variables defined by the formula
f ( x, y)
xy
,
x y2
2
( x, y) (0, 0) .
lim
( x , y ) (0,0)
(along x axis)
0
f ( x, y) lim f (t , 0) lim 2 lim 0 0.
t 0
t 0
t t 0
t 0 . So, we have
lim
( x , y ) (0,0)
(along y axis)
0
f ( x, y) lim f (0, t ) lim 2 lim 0 0.
t 0
t 0
t t 0
lim
( x , y ) (0,0)
(along y=x )
t2
1
1
f ( x, y) lim f (t , t ) lim 2 lim .
t 0
t 0
t
0
2
2
2t
( x , y ) (0,0)
(along y=-x )
t2
1 1
f ( x, y) lim f (t , t ) lim 2 lim .
t 0
t 0 2t
t 0 2
2
lim
( x , y ) (0,0)
(along y x 2 )
t3
t
f ( x, y) lim f (t , t 2 ) lim 2 4 lim
0.
2
t 0
t 0 t t
t 0 1 t
xy
does not exist. See
x y2
2
At (0, 0) , there is a sudden dip (hole) on the surface which supports our conclusion.
lim
( x , y ) ( a , b )
y b and
lim
( x , y ) ( a , b )
x a.
Solution: We prove the first limit. The proof for the second limit is similar. Given any
number 0 , we must find another number 0 such that
y b whenever
lim
( x , y ) ( a , b )
y b.
Algebra of limits:
Using the definition of limit, we can prove the following results:
lim
f ( x, y) g ( x, y) ( x, ylim
f ( x, y) ( x, ylim
g ( x, y).
) ( a ,b )
) ( a ,b )
lim
2)
( x , y ) ( a ,b )
f ( x, y) lim g ( x, y ) .
f ( x, y) g ( x, y) ( x, ylim
) ( a ,b )
( x, y )( a ,b )
3)
lim
f ( x, y)
f ( x, y ) ( x , ylim
) ( a ,b )
, provided that
g ( x, y )
lim g ( x, y)
1)
( x , y ) ( a ,b )
( x , y ) ( a ,b )
lim
( x , y ) ( a ,b )
g ( x, y) 0 .
( x , y ) ( a , b )
Remark:
Using Example 2 and the algebra of limits, we can easily prove that the limit of a polynomial
function in two variables always exists and is found simply by substitution.
Example 3: Evaluate
lim 5 x3 y 2 9 .
( x , y ) (1,4)
lim
( x , y ) (1,4)
5 x3 y 2 9 lim 5 x3 y 2 lim 9
( x , y ) (1,4)
( x , y ) (1,4)
3
5 lim x lim y 9
( x , y )(1,4) ( x , y )(1,4)
5 1 4 9 80 9 71.
3
Example 4: Evaluate
2 x 2 y 3xy
lim
.
2
( x , y ) (2,1)
5 xy 3 y
Solution: Note that it is the limit of the quotient of two polynomial functions, that is, a
rational function. Since the limit in the denominator is
lim
( x , y ) (2,1)
5xy
2 x 2 y 3xy
we have that lim
2
( x , y ) (2,1)
5 xy 3 y
3 y 10 3 13 0,
lim
( x , y ) (2,1)
lim
2 x y 3xy 14
.
5xy 3 y 13
2
( x , y ) (2,1)
x 2 x xy y
Example 5: Evaluate lim
.
( x , y ) (0,0)
x y
x 2 x xy y
Solution: Note that f x, y
is not defined for x y . So, the domain of
x y
f is
x 2 x xy y ( x 1)( x y )
f x, y
x 1.
y
x
Therefore,
lim
x , y 0,0
f x, y
lim
x , y 0,0
x 1 x, ylim
x x, ylim
1 0 1 1.
0,0
0,0
2 xy
lim 2
does not exist by evaluating this limit along the
x , y 0,0 x y 2
2 xy
is zero at 0, 0 so
x y2
2
lim
x , y 0,0
f x, y
2t 0
2 xy
0
lim 2
lim
lim
0.
t 0 t 2 0
t 0 t 2
x , y 0,0 x y 2
x , y 0,0
f x, y
2 0 t
2 xy
0
lim 2
lim
lim 2 0.
2
2
x , y 0,0 x y
t 0 0 t t 0 t
lim
x , y 0,0
2t 2
2t 2
2 xy
f x, y lim 2
lim
lim
lim 1 1.
x , y 0,0 x y 2 t 0 t 2 t 2 t 0 2t 2 t 0
Note that since the limiting values are different when x, y 0,0 along different curves, it
follows that the limit of f does not exist at the origin.
Example 7: Show that the
x2 y
does not exist.
lim 4
x , y 0,0 x y 2
x2 y
is zero at 0, 0 so
x4 y2
0,0 . We prove that the
x2 y
lim
limit does not exist by showing that the limit
has different values as
x , y 0,0 x 4 y 2
x, y 0,0
along different curves in the plane. First, we let x, y approach the origin
along the line y mx . Note that the x -axis, the y -axis and the line y x are special cases
of the line y mx . The line y mx has parametric equations x t , y mt , t 0 and the
point 0, 0 corresponds to t 0 . So, we have
t 2 mt
x2 y
mt
lim 4
lim 4
0.
lim 2
2
2
2
x , y 0,0 x y
t 0 t mt t 0 t m
However, if we approach the origin along the parabola y x 2 , which has parametric
equations x t , y t 2 , t 0 and the point 0, 0 corresponds to t 0 , we find that
t 2 t 2
x2 y
t4
1 1
lim
lim 4 lim .
lim
t 0 4
t 0 2t
t 0 2
2 2
x , y 0,0 x 4 y 2
2
t t
This completes the proof.
Remark: It is often possible to show that a limit does not exist by the methods illustrated in
Examples 6 and 7. However, it is impossible to try to prove that lim f x, y exists by
x , y x0 , y0
showing that the limiting value of f x, y is the same along every curve that passes through
x0 , y0
since there are infinitely many such curves. However, one tool that can be used to
prove that a limit exists is the following generalization of the Squeeze theorem:
Squeeze Theorem:
Suppose that f x, y L g x, y for all x, y in the interior of some circle centered at
a, b ,
except possibly at
a, b .
If
lim
x , y a ,b
lim
x , y a ,b
g x, y 0 , then
lim
x , y a ,b
f x, y exists and
x2 y
Example 8: Evaluate lim 2
x , y 0,0 x y 2
Solution: First, we find the limit along a few paths. Along the path x 0 , whose parametric
equations can be written as x 0, y y with 0,0 corresponding to y 0 , the given limit is
x2 y
02 y
0
lim 2
lim
lim 2 lim 0 0.
2
2
2
x , y 0,0 x y
y0 0 y y0 y y0
Next, along the path y 0 , whose parametric equations are x x, y 0 , we similarly find
that
x2 y
x2 0
0
lim 2
lim
lim 2 lim 0 0.
2
2
2
x , y 0,0 x y
x0 x 0 x0 x x0
Further, along the path x y , whose parametric equations are x t, y t , with
0,0
corresponding to t 0 , we have
x2 y
t2 t
t3
t
lim
lim 2 2 lim 2 lim 0.
t 0 t t
t 0 2t
t 0 2
x , y 0,0 x 2 y 2
Thus if the limit exists, then it must be equal to 0 . To show this, let f x, y
L 0 , and consider
f x, y L f x , y 0
x2 y
.
x2 y2
f x, y L
Since
lim
x , y 0,0
x2 y
x2 y
y.
x2 y2
x2
x2 y
y 0 , the Squeeze Theorem gives us lim 2
0.
x , y 0,0 x y 2
x2 y
and
x2 y2
x 12 ln x
Example 9: Prove that lim
exists and hence evaluate it.
x , y 1,0 x 12 y 2
Solution: Again, we find the limit along a few paths. Along the path x 1 , whose parametric
equations are x 1, y y with 1,0 corresponding to y 0 , the given limit is
x 12 ln x
02 ln x
0
lim
lim
lim 2 lim 0 0.
2
2
2
2
y 0 0 y
x , y 1,0 x 1 y
y 0 y y 0
Next, along the path y 0 , whose parametric equations are x x, y 0 , we similarly find
that
x 12 ln x
x 12 ln x
lim
lim
lim ln x 0.
2
x 1
x1
x , y 1,0 x 1 2 y 2
x 1
A third path through 1,0 is y x 1 , whose parametric equations are x t, y t 1 with
1,0
x 12 ln x
t 12 ln t
ln t
lim
0.
lim
lim
2
2
2
2
t 1
t 1 2
x , y 1,0 x 1 y
t
x 1 ln x
f x, y
2
x 1 y 2
2
Thus, if the limit exists, then it must be equal to 0 . To show this, let
and L 0 , and consider
f x, y L f x, y 0
x 1 ln x .
2
x 1 y 2
2
f x, y L
x 1 ln x
2
x 1 y 2
2
x 1 ln x
2
x 1
2
ln x .
x 12 ln x
Since lim ln x 0 , the Squeeze Theorem gives us lim
0.
x , y 1,0
x , y 1,0 x 1 2 y 2
x , y 1,0
ln x lim ln x 0 .
x 1
Solution: As
x, y
1
does not exist.
x , y 0,0 x y 2
lim
approaches
0,0
1
x y2
2
0,0 .
x2 y2
.
lim 2
x , y 0,0 x y 2
x2 y2
consists of all points in the xy x2 y2
x, y 0,0 , consider approaching 0,0 along two different paths in the domain of f
passing through origin. First, let x, y 0,0 along x -axis, whose parametric equations
are x x, y 0 with 0,0 corresponding to x 0 . The limit along this approach is
x2 y 2
x 2 02
lim 2
lim
lim 1 1.
x , y 0,0 x y 2 x 0 x 2 02
x0
Next, let x, y 0,0 along the line y x . Then, we obtain
x2 y2
x2 x2
0
lim 2
lim
lim 2 0.
2
2
2
x , y 0,0 x y
x , x 0,0 x x x0 2 x
Since the limit of f along two different paths is different, the limit of f x, y
x2 y2
x2 y2
y
1) Prove that lim
does not exist.
x , y 1,0 x y 1
2) Prove that
3) Evaluate
xy 2
lim 2
does not exist.
x , y 0,0 x y 4
5x 2 y
lim 2
,
x , y 0,0 x y 2
x 2 xy
lim
and
x , y 0,0
x
lim
x , y 0,0
y 2 ln x 2 y 2 .
f x0 , y0 is defined;
a)
b)
c)
lim
f x, y exists;
lim
f x, y f x0 , y0 .
x , y x0 , y0
x , y x0 , y0
f x, y
of two variables is continuous wherever g x, y 0 .
g x, y
x y
1
and g x, y
.
2
2
x y
y x2
0, 0 .
discontinuous only where it is undefined. That is, wherever y x 2 0 . Thus, the function g
is continuous at every point on the plane except those lying on the parabola y x 2 .
Example 2: Show that f is continuous at 0, 0 where
1
x0
y sin
f x, y
x
x 0.
0
Solution: In order to show that f is continuous at 0, 0 , we must show that for any 0 ,
there exists a 0 such that
f x, y f 0, 0 y sin
1
whenever 0 x 2 y 2 .
x
1
1
1 for x 0 , we have y sin y for all x 0 . If x, y lies in the disk
x
x
Hence,
if
we
let
it
follows
that
f x, y f 0,0 y
whenever
Example 3: Find all the points where the function g x, y is continuous, where
x4
,
g x, y x 2 y 2
0,
x, y 0,0
x, y 0,0 .
Solution: The function g is a quotient of polynomials, except at the origin. Since the
denominator is never zero, g must be continuous at every point
x, y 0,0 .
Now, we
check the continuity at the origin. Notice that for all x, y 0,0 ,
g x, y 0 g x, y
Since
lim
x , y 0,0
x 2 0 , we have that
lim
x , y 0,0
x4
x4
x2.
2
2
2
x y
x
f x, y g x h y is continuous at x0 , y0 .
(c) If f x, y is continuous at
x0 , y0 and
are continuous.
( x , y , z )( x0 , y0 , z0 )
extend
f ( x, y , z ) L
means that for every given number 0 , there exists a number 0 such that whenever
the distance between ( x, y, z ) and ( x0 , y0 , z0 ) satisfies
0 ( x x0 )2 ( y y0 )2 z z0 ,
2
f ( x, y, z ) satisfies
f ( x, y , z ) L .
The function f x, y, z is continuous at the point P0 x0 , y0 , z0 if
a)
b)
c)
f x0 , y0 , z0 is defined;
lim
f x, y, z exists;
lim
f x, y, z f x0 , y0 , z0 .
x , y , z x0 , y0 , z0
x , y , z x0 , y0 , z0
Most commonly considered functions of three variables are continuous wherever they are
defined. For example, the function
f x, y , z
3
x2 y2 2z
is continuous everywhere except where it is not defined. That is, f is discontinuous for all
1 2
x y 2 . Thus, f is continuous everywhere in
2
1
3
except at any point inside or on the paraboloid given by z x 2 y 2 . Similarly, the
2
function
points for which x 2 y 2 2 z 0 or z
g x, y , z
1
x y2 z
2
is continuous at each point in space except at the points on the paraboloid given by
z x2 y 2 .
Pk
T
, where k is a constant.
V
Thus, a physicist studying gases might be interested in the rate of change of the pressure if
the volume is held fixed and the temperature is allowed to vary, or if the temperature is held
fixed and the volume is allowed to vary. We now define a derivative that describes such rates
of change.
Suppose that x0 , y0 is a point in the domain of a function f x, y . If we fix y y0 ,
then f x, y0 is a function of the variable x alone. The value of its derivative at x x0 , i.e.
d
f x, y0
dx
x x0
then gives us a measure of the instantaneous rate of change of f with respect to x at the point
y y0 , that is
d
f x0 , y
dx
y y0
gives us a measure of the instantaneous rate of change of f with respect to y at the point
f x x, y defined by
f x x, y lim
h0
f x h, y f x , y
h
provided the limit exists. Thus, we find the partial derivative of f with respect to x by
regarding y as a constant while differentiating the function f with respect to x .
f x, y h f x, y
h
provided the limit exists. Thus, we find the partial derivative of f with respect to y by
regarding x as a constant while differentiating the function f with respect to y .
Notations: The partial derivatives f x x, y and f y x, y of the function z f x, y are
denoted by following symbols:
f z
f x, y
x x x
f z
f y x, y
f x, y .
y y y
f x x, y
f
f
f x a, b and
f y a, b .
x a ,b
y a ,b
Example 1: Let f x, y x 2 sin 3x y 3 . Evaluate the partial derivatives (a) f x 3,0 and
(b) f y 1,1 .
Solution: (a) We have f x x, y 2 x sin 3x y 3 x 2 cos 3x y 3 3 , so that
f x 3,0 2 sin 3 cos .
3
3
3
2
f x x, y , z
2
x 2 xy 2 yz 3 2 x 2 y 2 .
x 2 z yz 3 x .
(1)
Determine z x and z y .
Solution: To find z x , first we differentiate equation (1) implicitly with respect to x,
treating y as a constant. So, we get
2 xz x 2
z
z
3 yz 2
1.
x
x
z
1 2 xz
2
.
x x 3 yz 2
Similarly, holding x constant and differentiating implicitly with respect to y , we obtain
x2
so that
z
z
z 3 3 yz 2
0
y
y
z
z3
. Note that both partial derivatives are rational functions of x, y, z .
2
y x 3 yz 2
Fig.(a)
Fig.(b)
In the Fig. (a) above, the plane y y0 intersects the surface z f x, y in a curve C parallel
to the xz plane. That is, C is the trace of the surface in the plane y y0 . An equation for
this curve is z f x, y0 , and because y0 is fixed, the function depends only on x . Thus,
we can compute the slope of the tangent line to C at the point P x0 , y0 , f x0 , y0 in the
plane y y0 by differentiating f x, y0 with respect to x and evaluating the derivative at
at the point x0 , y0 , f x0 , y0 are not collinear, and hence determine a unique plane that is
tangent to the surface z f x, y at the point x0 , y0 , f x0 , y0 .
Example 1: The plane x 1 intersects the paraboloid z x 2 y 2 in a parabola. Find the
slope of the tangent to the parabola at 1, 2,5 .
Solution: The curve of intersection of the paraboloid z x 2 y 2 and the plane x 1 is the
curve z 1 y 2 or y 2 z 1 , which is a parabola with vertex at 1,0,1 and opening upwards
in the direction of positive z axis. The tangent line to this parabola, that is, the curve of
intersection of the plane x 1 and the surface z x 2 y 2 at the point 1, 2,5 is shown in
the figure below.
x2 y 2
2 y 1,2 2 2 4 .
y 1,2 y
1,2
As a check, we can use the equation of the parabola z 1 y 2 that lies in the plane x 1 and
ask for the slope at y 2 . The slope, now calculated as the ordinary derivative, is
dz
d
1 y 2
2 y 1,2 2 2 4 .
dy 1,2 dy
1,2
Example 2: Find the slopes in the x direction and in the y direction of the surface given
by f x, y
x2
25
y2
at the point
2
8
,1, 2 .
2
Solution: The tangent lines to the surface at the given point are shown below:
f x x, y x and f y x, y 2 y.
1
1
So, in the x direction, the slope is f x ,1 and in the y direction, the slope is
2
2
1
f y ,1 2 .
2
f x x, y 2 x 1 and f y x, y 2 y 2 .
So, at the point 1, 2,1 , the slopes in the x direction is f x 1,2 2 1 1 0 and the
slope in the y direction is f y 1,2 2 2 2 0 . Note that the since values of the slopes
are zero, the tangent lines to the surface in the x direction and in the y direction are
parallel to x axis and y axis, respectively, as shown in the figure below.
1, 2
f x x, y 2 xy.
Thus, the slope in the x direction at 1, 2 is f x 1, 2 4 . That is, f is decreasing at
the rate of 4 units per unit increase in x or the slope of the surface z f x, y in the
increasing direction of x is decreasing. Similarly, differentiating f with respect to y and
keeping x fixed, we obtain
f y x, y x 2 15 y 2 .
Thus, the slope in the y direction at 1, 2 is f y 1, 2 61 . This implies that the slope of
the surface z f x, y is increasing in the increasing direction of x .
Example 5: Find the slope of the sphere x 2 y 2 z 2 1 in the y direction at the points
2 1 2
2 1 2
, , and , , .
3 3 3
3 3 3
x y 2 z 2 1
y
y
0 2 y 2z
z
0
y
z
y
.
y
z
2 1 2
2 1 2
Substituting the y coordinate and z coordinate of the points , , and , , in
3 3 3
3 3 3
1
2 1 2
this expression, we find that the slope at the point , , is and the slope at
2
3 3 3
1
2 1 2
, , is . See figure below.
2
3 3 3
Note: In the preceding example, we can compute these slopes on the sphere in the y
direction by differentiating separately with respect to
2 1 2
z 1 x 2 y 2 on which , , lies and lower hemisphere z 1 x 2 y 2 on which
3 3 3
2
1
2 1 2
, , lies and then evaluate the derivatives at x and y , respectively.
3
3
3 3 3
f x and f y are continuous, and let P0 x0 , y0 , z0 be any point on S . Let C1 be the curve of
intersection of S with the plane x x0 , and C2 be the curve of intersection of S with the
plane y y0 . Note that C1 and C2 intersect at P0 . Let T1 be the tangent to the curve C1 at
d
f y x0 , y0 ,
f x0 , y
dy
y y0
and the slope of the tangent line T2 to the curve C2 is
d
f x x0 , y0 .
f x, y0
dx
x x0
Since T1 and T2 are not collinear, these tangent lines determine a unique plane. This plane is
called the tangent plane to S at P0 . In fact, this tangent plane not only contains T1 and T2
but it contains every line that is tangent to any smooth curve on S that passes through P0 .
C z z0 A x x0 B y y0 .
(1)
z z0 a x x0 b y y0 .
(2)
The intersection of the plane (2) and the plane x x0 is the tangent line T1 , which we know
has slope f y x0 , y0 . Therefore, putting x x0 in (2), we find that the equation of T1 in the
point-slope form is
z z0 b y y0
so we must have b f y x0 , y0 . Similarly, by putting y y0 in (2), we obtain
z z0 a x x0
which represents the tangent line T2 with slope a f x x0 , y0 . Hence, substituting the values
of a and b in (2), we get
z z0 f x x0 , y0 x x0 f y x0 , y0 y y0
(3) ,
y y0 f y x0 , y0 t ,
z f x0 , y0 1 t ,
t .
y
Example 1: Find an equation for the tangent plane to the surface z tan 1 at the point
x
P0 1, 3, 3 .
Solution: We have
f x x, y
y
y
2 2
2
y x x y
1
x
1
f y x, y
and
x
1
,
2
2
y x x y
1
x
1
f x 1, 3
3
3
1 3
4
f y 1, 3
and
1
1
.
1 3 4
3
1
x 1 y 3 , or in the
3 4
4
2D
D
2x
x
D
x.
x
D
x
x 3, y 4
D
x
x 3, y 4
3
.
5
3
unit per unit increase in x at point 3, 4 .
5
Example 7: In an electrical circuit with electromotive force (EMF) of E volts and resistance
R ohms, the current is I E R amperes. Find the partial derivatives I E and I R at the
instant when E 120 and R 15 , and interpret these derivatives as rates.
Solution: We have
I
E 1
I
E
E
and
2 .
E E R R
R R R
R
Thus,
when
E 120
and
R 15 ,
we
find
that
I E 1 15 0.0667
and
I R 120 15 0.5333 . This means that if the resistance is fixed at 15 ohms, the
current is increasing with respect to the voltage at the rate of 0.0667 ampere per unit volt
when the EMF is 120 volts. Similarly, with the same fixed EMF of 120 volts, the current is
decreasing with respect to the resistance at the rate of 0.5333 ampere per ohm when the
resistance is 15 ohms.
2
0 xy 0,
f x, y
1 xy 0.
Note that the graph of f consists of the lines L1 and L2 , and four open quadrants in the
We claim that f is discontinuous at the origin but has first order partial derivatives at 0,0 .
Since the limit of f does not exist at the origin, f cannot be continuous. To see this, note
that along the x axis, f x, y 1 so that
lim
x , y 0,0
f x, y 1 . However, f x, y is
(along x axis)
x , y 0,0
f x, y
yx
lim 0 0 .
x , y 0,0
x,0
geometrical concept of the partial derivative. To evaluate f x x,0 , hold y fixed at y 0 (the
xz plane). Then f x, y 1 for all x and the graph of f is the line L1 , which is parallel to
xy plane. The slope of this line at any x is 0 so that f x x,0 0 . In particular, f x 0,0 0
Similarly, to find f y 0, y for any y , note that it represents the slope of the graph of f , that
is the line L2 , which is also parallel to xy plane, so f y 0, y 0 for all y . In particular,
xy
2
2
f x, y x y
0
x, y 0,0 ,
x, y 0,0 .
f x x, y
fy
x
x, y
y 2 y xy 2 x
x2 y2
y 2 x xy 2 y
y2
x2 y y3
x2 y2
xy 2 x 3
y2
To find the partial derivatives of f at 0,0 , we use their definitions. Thus, we have
f x,0 f 0,0
00
lim
0,
x 0
x 0 x
x
f 0, y f 0,0
00
f y 0,0 lim
lim
0.
y 0
0
y
y
f x 0,0 lim
lim
x , y 0,0
We can similarly write the higher order partial derivatives of a function of three or more
variables.
Note: The notation f xy means that we differentiate first with respect to x and then with
2 f
means just the opposite, that is we differentiate with respect to y
xy
first and the with respect to x .
respect to y , while
Theorem: If the function f x, y has mixed second order partial derivatives f xy and f yx
that are continuous in an open disk containing x0 , y0 , then
f xy x0 , y0 f yx x0 , y0 .
2 z 2 f 2 z
,
,
, f xy 3, 2 .
xy yx x 2
2 z
, first we differentiate z with respect to y , and then with
xy
respect to x :
z
2 x 9 y 2
y
2 z
z
2 x 9 y 2 2.
xy x y x
(b) For
2 f
, we differentiate f first with respect to x and then with respect to y :
yx
f
10 x 2 y
x
2 f
f
10 x 2 y 2.
yx y x y
(c) Differentiate with respect to x twice:
2 z z
10 x 2 y 10.
x 2 x x x
(d) We use part (b) to evaluate the mixed partial at the point 3, 2 :
f xy 3,2 2 .
Example 2: Determine f xy , f yx , f xx , f xxy , where f x, y x 2 ye y .
Solution: We have f x 2 xye y and f y x 2e y x 2 ye y . The mixed partial derivatives are
f xy f x y 2 xe y 2 xye y ,
f yx f y x 2 xe y 2 xye y .
f xxy f xx y 2e y 2 ye y .
f x, y, z xyz x 2 y 3 z 4 .
Solution: We have
f x x, y, z yz 2 xy 3z 4 ,
f y x, y, z xz 3x 2 y 2 z 4 ,
f z x, y, z xy 4 x 2 y 3z 3 .
f xy x, y, z z 6 xy 2 z 4 ,
f yz x, y, z x 12 x 2 y 2 z 3 ,
f zy x, y, z x 12 x 2 y 2 z 3 .
f yzx x, y, z 1 24 xy 2 z 3 ,
f zyx x, y, z 1 24 xy 2 z 3 .
f xyz x, y, z 1 24 xy 2 z 4 ,
dy df y1 f a ,
Figure 1.
where a x, y1 is a point on the tangent line to the curve y f x at x a (see Figure
(1) above). Since the tangent line has the equation
y f a f a x a ,
we get y1 f a f a a x a f a f a x . Hence, the differential
dy y1 f a f a f a x f a
dy f a x.
or
df f x x .
Note that for f x x , the differential dx x , so that df f x dx for all x .
Theorem 1: If y f x is differentiable at x a , then
y f a x x
(1)
where 0 as x 0 .
Proof: Solving equation (1) for , we get
y f a x
. Thus, to prove the result, it is
x
y f a x
0 as x 0.
x
y f a x f a x f a f a x f a x f a
f a.
x
x
x
Since f is differentiable at x a , we have
We have
lim
x 0
f a x f a
f a.
x
f a x f a
Let x 0. Then lim lim
f a f a f a 0 .
x 0
x 0
x
Remarks: The identity in the preceding theorem shows that the differential dy f a x is
the principal (linear) part in the increment of a function. Also, for x small enough, one has
y dy . We call
y f a f a x a
the linear
x, y a , b
f f a x, b y f a, b .
Theorem 2: Suppose that f x, y and f x , f y are defined in an open rectangular region
R x, y | x0 x x1 , y0 y y1 containing the point a, b in the xy plane and f x , f y
f f x a, b x f y a, b y 1x 2y
where 1 and 2 are functions of x and y that both tend to zero as x, y 0,0 .
Proof: Let us write
f f a x, b y f a , b
f a x, b y f a, b y f a , b y f a , b
f a x, b y f a , b y f a , b y f a , b .
Using Lagranges Mean value theorem, since both f x and f y exist, there exist some
This gives us
f f x u, b y x f y a , v y
f x a, b f x u, b y f x a, b x f y a , b f y a , v f y a , b y
f x a, b x f x u, b y f x a , b x f y a , b y f y a , v f y a , b y
f x a, b x f y a, b y 1x 2 y ,
lim
f x u, b y f x a, b 0,
lim
f y a, v f y a, b 0.
x ,y 0,0
x ,y 0,0
z f a, b f x a, b x a f y a , b y b .
The tangent plane stays close to the surface near the point of tangency a, b . This
implies that for x, y close to the point a, b , the z values on the tangent plane
should be close to the corresponding z values on the surface which are given by
z f x, y . So, we can approximate the value of a function of two variables
z f x, y near a given point of tangency using the tangent plane to the surface at
that point. The function defining z values on the tangent plane, namely,
L x, y f a , b f x a , b x a f y a , b y b
is therefore called the linear approximation of f x, y at a, b .
b) If we take x x a and y y b , then in the expression for f in the preceding
theorem, the first two terms correspond to the linear approximation of f x, y at
a, b ,
approximated linearly in the above fashion: they are called differentiable functions.
Definition: Let f x, y be a function of two variables defined on some open region
R
expressed as
f f x a, b x f y a, b y 1x 2y ,
where both 1 and 2 are functions of x and y , and 1 , 2 0 as x, y 0,0 . We
say that f is differentiable on R
f a x, b y f a, b f x a, b x f y a, b 1x 2y
so that f a x, b y f a, b f x a, b f y a, b , that is, the height of the surface
above the point a, b is approximately equal to the height of the tangent plane above a, b .
Theorem 3: (Sufficient condition for differentiability)
If f is a function of x and y defined on some open rectangle R containing the point a, b
and if f , f x and f y are continuous in a disk D centered at a, b , then f is differentiable
at a, b .
Proof: The proof follows by Theorem 2.
Theorem 4: (Differentiability implies Continuity)
If a function f x, y is differentiable at a, b , then it is continuous at a, b .
Proof: Since f x, y is differentiable at the point
increment function f
lim
x ,y 0,0
lim
f a x, b y f a, b
lim
f x a, b x
x ,y 0,0
x ,y 0,0
lim
x ,y 0,0
f y a, b y
lim
x ,y 0,0
1x
lim
x ,y 0,0
2 y
0 0 0 0 0.
Hence, we obtain that
lim
x ,y 0,0
is
continuous at a, b .
Remarks:
1) If a function is differentiable at a point, then the linear approximation (differential) at
that point provides a good approximation to the function near that point.
2) If a function has partial derivatives at a point, it need not be differentiable at that
point. We have seen in Example 1 and 2 in the section on partial derivative and
continuity that all the partial derivatives exist at every point but it is discontinuous at
the origin, so it cannot be differentiable at the origin, by Theorem 3. Here is another
example of a non-differentiable function for which f x and f y exist at the origin:
1 if x 0, y 0
f x, y
0 otherwise.
Example 1: (Using increments to estimate the change of a function)
An open box has length 3 ft , width 1 ft , and height 2 ft and is constructed from material that
costs $2 / ft 2 for the sides and $3 / ft 2 for the bottom. Compute the cost of constructing the
box, and then use the increments to estimate the change in cost if the length and width are
each increased by 3 in. and the height is decreased by 4 in.
Solution: An open box (with no top surface) having length x , width y , and height z has
surface area
S xy 2 xz 2 yz .
Since the sides cost $2 / ft 2 and the bottom $3 / ft 2 , the total cost is
C x, y, z 3xy 2 2 xz 2 yz .
The partial derivatives of C are Cx 3 y 4 z, C y 3x 4 z, Cz 4 x 4 y and the
dimensions of the box change by x 3 12, y 3 12, z 4 12 . Thus, the change in
total cost is approximated by
V 1 3 R 2 H .
Solution: The radius R is measured with error at most 3% means that
Similarly, since the height H is measured with error at most 2% implies that
R
0.03 .
R
H
0.02 . It
H
2
VR RH
3
and
1
VH R 2 .
3
V RH R R 2 H .
3
3
.
V
R H
Thus,
Hence,
the
maximum
S ( L, w, h) 0.0004
L4
,
wh 3
with all lengths measured in inches. A beam is supposed to measure L = 36, w = 2 and h = 6
with a corresponding sag of 1.5552 inches. Due to weathering and other factors, the
manufacturer
only
guarantees
measurements
with
error
tolerances
L 36 1, w 2 0.4, h 6 0.8 . Use a linear approximation to estimate the possible
range of sags in the beam.
L L, w, h S L, w, h SL L, w, h L 36 Sw L, w, h w 2 Sh L, w, h h 6 .
Now, SL 0.0016
L3
L4
L4
,
S
0.0004
,
S
0.0012
, so that at the point
w
h
wh 3
w2 h 3
wh 4
36,2,6 , we have
S 36,2,6 1.5552, SL 36,2,6 0.1728, Sw 36,2,6 0.0076, Sh 36,2,6 0.0076.
Thus, we have
increases the gauge by 0.06mm and an increase in temperature of 10 decreases the gauge by
0.04 mm . Use a linear approximation to estimate the gauge at 10.1m s and 880 .
Solution: With no change in gap, we assume that the gauge is a function g s, t of the speed
s and temperature t . We are given that
g 0.06
g 0.04
0.3 and
0.004.
s 0.2
t
10
df f x x, y dx f y x, y dy
(2) .
df
Remarks:
For
function
f
f
f
dx dy dz .
x
y
z
f x, y
of two
variables,
the
increment
function
g g x dx g y dy g z dz 1x 2y 3z dg 1x 2y 3z ,
where i 0 i 1,2,3, as x, y, z 0,0,0 . Thus, again we obtain g dg .
Example 1: (Application of the total differential)
At a certain factory, the daily output is given by the function Q x, y 60
y units,
where x denotes the capital investment (in units of $1,000) and y is the size of the labor
force (in worker hours). The current capital investment is $900,000, and 1000 worker-hours
of labor are used each day. Estimate the change in output that will result if capital investment
is increased by $1,000 and labor is decreased by 2 worker-hours.
Solution: The change in output is estimated by the total differential dQ . We have
x 900, y 1,000, dx x 1, and dy y 2.
Q
Q
1 1
dx
dy 60
x
y
2 x
2 3
1
ydx 60 x y dy .
3
3 y
x
Thus, we obtain dQ 30
dy. Substituting for x, y, dx, dy we get
dx 20
23
x
y
3 1000
900
dQ 30
2 2.
1 20
23
1000
900
We conclude that the output decreases by approximately 2 units when the capital investment
is increased by $1,000 and labor is decreased by 2 worker hours.
Example 2: (Maximum percentage error in an electrical circuit)
When the two resistances R1 and R2 are connected in parallel, the total resistance R satisfies
1 1
1
.
R R1 R2
dR1
dR2
0.02 and
0.03. We have to find the maximum
R1
R2
R1R2
dR
. Since R
, we get
R
R1 R2
R
R2 2
R1 R1 R2 2
It follows that the total differential dR
dR
R2 2
and
R
R12
.
R2 R1 R2 2
R
R
dR1
dR2 or by putting the above values,
R1
R2
R1 R2
dR1
2
R12
R1 R2
dR2 ,
dR
R2
dR
R1
dR
1
2 . Finally, we apply the triangle
R R1 R2 R1 R1 R2 R2
1
2
R
R1 R2 R1
R1 R2 R2
500
300
0.02
0.03 0.02375.
300 500
300 500