Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Functions of two variables

Limit & Continuity

September 10, 2023

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Table of Contents

1 Functions of Several Variables

2 Limit of a Function

3 Iterated and Simultaneous Limits

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Definition (Functions of Several Variables)

Suppose D is a set of n-tuples of real numbers (x1 , x2 , . . . , xn ). A multi-
variable function of m–variables f on D is a rule that assigns a unique
(single) vector
w⃗ = f (x1 , x2 , . . . , xn )
to each element in D. The symbol w ⃗ is the dependent variable vector of
f and f is said to be a function of the n independent variables x1 to xn .
We shall write f : D → Rm .
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Definition (Functions of Several Variables)

Suppose D is a set of n-tuples of real numbers (x1 , x2 , . . . , xn ). A multi-
variable function of m–variables f on D is a rule that assigns a unique
(single) vector
w⃗ = f (x1 , x2 , . . . , xn )
to each element in D. The symbol w ⃗ is the dependent variable vector of
f and f is said to be a function of the n independent variables x1 to xn .
We shall write f : D → Rm .

Remark
If f is a real valued function of two independent variables, we usually call
the independent variables x and y and the dependent variable z.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Examples
1 f : R2 → R3 defined as

f (x, y ) = (x + y , x − y , 0)

2 f : R2 → R defined as

 xy
if (x, y ) ̸= (0, 0)
f (x, y ) = x 2 + y 2
0 if (x, y ) = (0, 0)


3 The volume of a cylinder: V = πr 2 h (i.e. V = F (r , h)) is a function

of two variables.
4 An object rotating around the origin in the xy -plane (say at distance
5 unit from the origin) will have its position described by the function
f (t) = (5 cos(t), 5 sin(t)). This is a function from R to R2 .
5 An object spiralling around the x-axis (again at distance 5 unit from
the axis) and travelling at constant speed might have its position given
by f (t) = (t, 5 cos(t), 5 sin(t)). This function is from R to R3 . .
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Figure 1: An arrow diagram for the function z = f (x, y ).

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Domains and Ranges

In defining a function of more than one variable, we follow the usual prac-
tice of excluding inputs that lead to complex numbers or division by zero.

Definition(Domain and range of a function)

The domain of a function is set of input values for which function is well
defined. The domain of a function is assumed to be the largest set for
which the defining rule generates real numbers, unless the domain other-
wise specified explicitly. The range of a function is defined to be the set
of output values.

Example
For example, if f is a function defined by
p
f (x, y ) = y − x 2

we have a function of 2 variables defined for all (x, y ) ∈ R2 except at the

points (x, y ) where y < x 2 . So domain D = {(x, y ) : y ≥ x 2 }. Range
= [0, ∞).
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Find the Domain and range in each of the following cases

1
(a) f (x, y ) =
xy
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Find the Domain and range in each of the following cases

1
(a) f (x, y ) =
xy
Domain D = {(x, y ) : x · y ̸= 0}
Range = (−∞, 0) ∪ (0, ∞)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Find the Domain and range in each of the following cases

1
(a) f (x, y ) =
xy
Domain D = {(x, y ) : x · y ̸= 0}
Range = (−∞, 0) ∪ (0, ∞)

(b) f (x, y ) = sin xy

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Find the Domain and range in each of the following cases

1
(a) f (x, y ) =
xy
Domain D = {(x, y ) : x · y ̸= 0}
Range = (−∞, 0) ∪ (0, ∞)

(b) f (x, y ) = sin xy

Domain D = R2
Range = [−1, 1].
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Geometrical Interpretation of Domain of function

√
x +y +1
(a) Function: f (x, y ) =
x −1
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Geometrical Interpretation of Domain of function

√
x +y +1
(a) Function: f (x, y ) =
x −1

√
x +y +1
Figure 2: Domain of the function f (x, y ) =
x −1
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

(b) Function: f (x, y ) = x ln(y 2 − x)

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

(b) Function: f (x, y ) = x ln(y 2 − x)

Figure 3: Domain of the function f (x, y ) = x ln(y 2 − x)

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

p
(c) Function: f (x, y ) = 9 − x2 − y2
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

p
(c) Function: f (x, y ) = 9 − x2 − y2

p
Figure 4: Domain of the function f (x, y ) = 9 − x2 − y2
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

An inequality

For Any two real numbers α and β,

α2 + β 2
α·β ≤ .
2

Proof.
We know that, for any two real numbers α and β

(α − β)2 ≥ 0
=⇒ α2 + β 2 − 2α · β ≥ 0
α2 + β 2
=⇒ α · β ≤
2
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Limit of a function

Definition(Limit)
Assume that D ⊆ R2 , and that f : D → R is a function. We say that a
function f (x, y ) approaches the limit L as (x, y ) approaches (x0 , y0 ), and
write
lim f (x, y ) = L
(x,y )→(x0 .Y0 )

if, for every number ϵ > 0, there exists δ > 0 such that
p
0 < (x − x0 )2 + (y − Y0 )2 < δ =⇒ |f (x, y ) − L| < ϵ,

for all (x, y ) ∈ D.

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Two-Path Test for Non-existence of a Limit

Two-Path Test for Non-existence of a Limit

In single variable calculus, for finding the limit of a function, we find L.H.L
& R.H.L. and show that L.H.L = R.H.L. But in multivariable calculus, we
can not do this because, for approaching a point, we have infinitely many
paths in multivariable calculus. We can use this technique to show that a
limit does not exist. We choose two different paths and show that limits
are different along these two paths.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Sandwich Theorem or Squeeze Lemma

Theorem (Sandwich Theorem or Squeeze Lemma)

Assume D ⊆ R2 and (a, b) ∈ D. Further assume that f , g , h : D → R are
functions such that f (x, y ) ≤ g (x, y ) ≤ h(x, y ) for all (x, y ) ∈ D and

lim f (x, y ) = lim h(x, y ) = L.

(x,y )→(a,b) (x,y )→(a,b)

Then lim g (x, y ) = L.

(x,y )→(a,b)

Remark
lim |f (x, y )| = 0 ⇐⇒ lim f (x, y ) = 0
(x,y )→(a,b) (x,y )→(a,b)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Algebra of Limits
Theorem (Algebra of Limits)
Let f , g : D ⊆ R2 → R, k ∈ R and (a, b) ∈ D be such that
lim f (x, y ) = L and lim g (x, y ) = M.
(x,y )→(a,b) (x,y )→(a,b)

Then
1.Sum Rule: lim (f (x, y ) + g (x, y )) = L + M
(x,y )→(a,b)

2.Difference Rule: lim (f (x, y ) − g (x, y )) = L − M

(x,y )→(a,b)

3.Constant Multiple Rule: lim kf (x, y ) = kL (any number k)

(x,y )→(a,b)

4.Product Rule: lim (f (x, y )g (x, y )) = LM

(x,y )→(a,b)

f (x, y ) L
5.Quatient Rule: lim = , M ̸= 0
(x,y )→(a,b) g (x, y ) M
6.Power Rule: lim [f (x, y )]n = Ln , n a positive integer
(x,y )→(a,b)
p
n
√
n
7.Root Rule: lim f (x, y ) = L, n a positive integer,
(x,y )→(a,b)
and if n is even,
we assume that L > 0
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 1
p
Find lim x 3 + y 2.
(x,y )→(2,5)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 1
p
Find lim x 3 + y 2.
(x,y )→(2,5)

Solution
p p √
lim x3 + y2 = 23 + 52 = 33
(x,y )→(2,5)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 2
xy − y 2
Find lim √ √
(x,y )→(0,0) x+ y
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 2
xy − y 2
Find lim √ √
(x,y )→(0,0) x+ y

Solution

xy − y 2 (x − y )y
lim √ √ = lim √ √
(x,y )→(0,0) x + y (x,y )→(0,0) x + y
√ √ √ √
( x − y )( x + y )y
= lim √ √
(x,y )→(0,0) x+ y
√ √ √ √
( x − y ) x
( + y )y
= lim √ √
x+ y

(x,y )→(0,0)
√ √
= lim ( x − y )y = 0
(x,y )→(0,0)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 3
!
4 1
Check whether lim x sin 2
exists. If yes, find the value
(x,y )→(0,0) x + |y |
of limit.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 3
!
4 1
Check whether lim x sin 2
exists. If yes, find the value
(x,y )→(0,0) x + |y |
of limit.

Solution
!
4
1
Let f (x, y ) = x sin . Consider
x 2 + |y |
!
4 1
0 ≤ |f (x, y )| = x sin ≤ x4
x 2 + |y |

=⇒ 0 ≤ |f (x, y )| ≤ x 4
Now note that lim x 4 = 0 and hence by sandwich theorem
(x,y )→(0,0)
lim |f (x, y )| = 0 which implies lim f (x, y ) = 0. Thus,
(x,y )→(0,0) (x,y )→(0,0)

!
4 1
lim x sin =0
(x,y )→(0,0) x 2 + |y |
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 4
Consider the following function

 xy
if (x, y ) ̸= (0, 0)
f (x, y ) = x 2 + y 2
0 otherwise


Check whether lim(x,y )→(0,0) f (x, y ) exists.

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 4
Consider the following function

 xy
if (x, y ) ̸= (0, 0)
f (x, y ) = x 2 + y 2
0 otherwise


Check whether lim(x,y )→(0,0) f (x, y ) exists.

Solution
Consider the path y = mx passing through (0, 0). Then

x · mx m
f (x, y ) = = ,
x2 +m x2 2 1 + m2

m
=⇒ lim f (x, y ) = ,
(x,y )→(0,0) 1 + m2
which is different for different values of m and hence lim(x,y )→(0,0) f (x, y )
does not exist.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 5
5x 2 y 6
Check whether lim exists. If yes, find the value of the limit.
(x,y )→(0,0) x 2 + y 6
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example 5
5x 2 y 6
Check whether lim exists. If yes, find the value of the limit.
(x,y )→(0,0) x 2 + y 6

Solution
5x 2 y 6
Let f (x, y ) = . Then
x2 + y6
2
x 2 +y 6
2 6
5x y 5 2
0 ≤ |f (x, y )| = ≤5 2 ≤ (x 2 +y 6 ) (AM-GM inequallity)
x2 + y6 x + y6 4

5 2
=⇒ 0 ≤ |f (x, y )| ≤ (x + y 6 ).
4
5 2
Now Note that lim (x + y 6 ) = 0 and hence by sandwich theorem
4
(x,y )→(0,0)
lim(x,y )→(0,0) |f (x, y )| = 0 which implies lim(x,y )→(0,0) f (x, y ) = 0. Thus,

5x 2 y 6
lim 2 6
=0
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Definition (Continuity)
A function f : D ⊆ R2 → R is said to be continuous at (a, b) ∈ D if

lim f (x, y ) = f (a, b).

(x,y )→(a,b)

A function is continuous on D if it is continuous at every point of D.

Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example
p
1 The function f (x, y ) = x 3 + y 2 is continuous at (2, 5) as
p √
lim x 3 + y 2 = 33 = f (2, 3).
(x,y )→(2,5)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example
p
1 The function f (x, y ) = x 3 + y 2 is continuous at (2, 5) as
p √
lim x 3 + y 2 = 33 = f (2, 3).
(x,y )→(2,5)

2 The function 
xy
if (x, y ) ̸= (0, 0)

f (x, y ) = x2 + y2

0 otherwise
is not continuous at (0, 0) as lim(x,y )→(0,0) f (x, y ) does not exist.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example
p
1 The function f (x, y ) = x 3 + y 2 is continuous at (2, 5) as
p √
lim x 3 + y 2 = 33 = f (2, 3).
(x,y )→(2,5)

2 The function 
xy
if (x, y ) ̸= (0, 0)

f (x, y ) = x2 + y2

0 otherwise
is not continuous at (0, 0) as lim(x,y )→(0,0) f (x, y ) does not exist.

3 The function  2 6
 5x y
if (x, y ) ̸= (0, 0)
f (x, y ) = x + y 6
2

0 otherwise
5x 2 y 6
is continuous at (0, 0) as lim = 0 (already shown) and
(x,y )→(0,0) x2 + y6
f (0, 0) = 0.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Iterated and Simultaneous Limits

Definition (Iterated and Simultaneous Limits)

f : D ⊆ R2 → R be a function and (a, b) ∈ D. The limits
Let

lim lim f (x, y ) and lim lim f (x, y ) denoted by lim lim f (x, y ) and
x→a y →b y →b x→a x→a y →b
lim lim f (x, y ) respectively, are called Iterated or Repeated limits.
y →b x→a

The limit lim f (x, y ) is called Simultaneous limit or simply limit.

(x,y )→(a,b)
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Remark
1 The two iterated limits (if they exist) need not be necessarily equal.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Remark
1 The two iterated limits (if they exist) need not be necessarily equal.

2 If the two iterated limits exist and are equal, there is no guarantee of
existence of simultaneous limit.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example
Let f : R2 → R defined as
 2 2
x − y
if (x, y ) ̸= (0, 0)
f (x, y ) = x + y 2
2 .
0 if (x, y ) = (0, 0)


Check whether iterated and simultaneous limits exist at (0, 0). If yes, find
their values.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Solution

x2 − y2 x2
lim lim f (x, y ) = lim lim 2 2
= lim 2 = 1
x→0 y →0 x→0 y →0 x + y x→0 x
2 2
x −y − y2
lim lim f (x, y ) = lim lim 2 2
= lim = −1
y →0 x→0 y →0 x→0 x + y y →0 y 2

For lim f (x, y ), consider the path passing through (0, 0), then
(x,y )→(0,0)

x 2 − m2 x 2 1 − m2
f (x, y ) = 2 2 2
=
x +m x 1 + m2

1 − m2
=⇒ lim f (x, y ) =
(x,y )→(0,0) 1 + m2
Thus, limit is different for different values of m and hence limit does not
exist.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Example
Let f : R2 → R defined as

xy
if (x, y ) ̸= (0, 0)

f (x, y ) = x2 + y2
0 otherwise


Check whether limx→0 limy →0 f (x, y ), limy →0 limx→0 f (x, y ) and

lim(x,y )→(0,0) f (x, y ) exist. If yes, find their values.
Functions of Several Variables Limit of a Function Iterated and Simultaneous Limits

Solution

xy
lim lim f (x, y ) = lim lim = lim 0 = 0
x→0 y →0 x→0 y →0 x 2+ y 2 x→0
xy
lim lim f (x, y ) = lim lim 2 = lim 0 = 0
y →0 x→0 y →0 x→0 x + y 2 y →0

But, we have already seen that lim f (x, y ) does not exist.
(x,y )→(0,0)