2010 Lecture 002

Preliminary Notions
1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

{ (x, y, z) R3
(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

Preliminary Notions

{ (x, y, z) R3 (x a)2 + (y b)2 + (z c)2 < r2 }, which includes all
the points X(x, y, z) in space with distance PX less than r.

Preliminary Notions

2 A disc in plane (R2 ) of radius r, centered at P(a, b) in R2 is given by
{ (x, y) R2

Preliminary Notions

{ (x, y) R2 (x a)2 + (y b)2 < r2 }, which includes all the points
X(x, y) in space with distance PX less than r.

Preliminary Notions

3 In general, one has B(P, r) = { X(x1 , , xn ) Rn

Preliminary Notions

3 In general, one has B(P, r) = { X(x1 , , xn ) Rn PX < r }.
4 A sphere of radius r centered P consists of all the point X such that the
distance PX = r.
A domain or region, denoted by R, is a subset of R2 or R3 , which looks like a

disc or a ball.

Interior points and Boundary points in a domain (region)
1 A point P of the region R is called an interior point of the region R, if

1 A point P of the region R is called an interior point of the region R, if we
can find a ball centered at the point P with positive radius

can find a ball centered at the point P with positive radius so that the ball
lies completely inside the region R.

2 A point P is called a boundary point of the region R, if

2 A point P is called a boundary point of the region R, if for any ball
centered at the point P,

centered at the point P, we can find two other distinct points in that ball:
one is in R and the other is not in R.

3 Given a point p Rn and a region R Rn , p is called an accumulation
point of D if for any positive > 0, one can find another point
q D B(p, ) {p}.

q D B(p, ) {p}.
Bounded, Closed and Open Region in Rn

q D B(p, ) {p}.

1 A region R is called bounded if

q D B(p, ) {p}.

1 A region R is called bounded if the region R lies completely inside a ball
centered at origin with a (sufficiently large) positive radius.

q D B(p, ) {p}.

2 A region R is called open if

q D B(p, ) {p}.

2 A region R is called open if all the points of the region is an interior point.

q D B(p, ) {p}.

3 A region R is called closed if
q D B(p, ) {p}.

3 A region R is called closed if its complement Rn R is open.
Functions of several variables
Example. There is a box with length x, width y and height z, then one consider
two geometric quantities:

its volume V (x, y, z) =

its volume V (x, y, z) = xyz,

its volume V (x, y, z) = xyz, which is a function of 3 variables of the dimensions
of the box.
its surface area S(x, y, z) =

of the box.
its surface area S(x, y, z) = 2(xy + yz + zx), which is also a function of 3
variables of the dimensions of the box.n

of the box.
its surface area S(x, y, z) = 2(xy + yz + zx), which is also a function of 3
variables of the dimensions of the box.n
Remark. Not all the functions are given by polynomials in the x, y, z.

Functions of several variables:
Domain of a function.
Given a function f (x, y) of two variables, the domain of f (x, y) is the set of
points (x, y)

points (x, y) in which one can evaluate for f

points (x, y) in which one can evaluate for f ,and obtain a finite value in R.

points (x, y) in which one can evaluate for f ,and obtain a finite value in R. i.e.
Domain(f ) = { (x, y, ) R2

Domain(f ) = { (x, y, ) R2 f (x, y) is a finite number }.

The similar definition can be worked out for functions of 3 variables.

Example. Define f (x, y) = xy . Determine its domain.
Solution. One can see that if y = 0,

x
Solution. One can see that if y = 0, then the fraction y is a finite quantity, and

x
x
if y = 0, then no matter what x is (including x = 0), the expression y is
meaningless.

x
x
meaningless. The domain of f (x, y) is the set { (x, y) y = 0}

x
x
meaningless. The domain of f (x, y) is the set { (x, y) y = 0}= R the
2 x-axis.

Example. Find the domain of the following functions: (a) z(x, y) = y cos x;
y
(b) u(x, y, z) = ln(1 x2 y2 z2 ) (c) v(x, y) = arctan 1 + x2 + y2
.

Solution. (a) The domain of z(x, y) = y cos x is given by
{ (x, y) R2 y cos x 0 }.

y
.

{ (x, y) R2
y cos x 0 }.
(b) The domain of u(x, y, z) is given by { (x, y, z) R3 1 x2 + y2 + z2 > 0 },
which is

y
.

{ (x, y) R2 y cos x 0 }.
which is the unit open (solid) ball in space.

y
.

{ (x, y) R2 y cos x 0 }.
which is the unit open (solid) ball in space.
(c) The domain of arctan is R, and the denominator of rational functions
y
1 + x2 + y2
does not vanish on the entire xy-plane, hence the domain of v(x, y) is
the entire xy-plane R2 .

Range of a function.
Given a function f (x, y) or f (x, y, z) of 2 or 3 variables, the range of f is the set
of all the values of f (x, y) or f (x, y, z) while (x, y) or (x, y, z) runs through all the
points in the domain of f .

Remark. In general, it is very difficult to determine the range of f .

Example. For any (a, b, c) = 0 , one define f (x, y, z) = ax + by + cz.


Solution. As f is a polynomial of degree 1, so the domain of f consists of all

points in R3 , i.e. Domain(f ) = R3 .



points in R3 , i.e. Domain(f ) = R3 . To determine the range of f , it is enough to
choose enough number of points to show that f (x, y, z) takes every real
number.



number. For this, it follows from (a, b, c) = (0, 0, 0) that one of a, b, c is
non-zero, without loss of generality, one may assume that a = 0, otherwise
consider the other two.



consider the other two. For any given R, one knows
a R, so
f (/a, 0, 0) = /a a = .



consider the other two. For any given R, one knows R, so
a
f (/a, 0, 0) = /a a = . Hence the set of all real numbers lies in range of f ,
i.e. range of f = R.
Leong)one will write z = f (x,

From now(I.T.on, y)200toin 2010
Math 2010 c 9 z
represent a function, meaning 6Fis 6/1
Level Curves
Given a function f (x, y) of two variables, and a fixed real number c, the level
curve Lc of a function z = f (x, y) at value c is given by the set of points (x, y)
on xy-plane such that the value of f (x, y) equals to the given constant c. In
notation, Lc = { (x, y) f (x, y) = c }.
Example. Define f (x, y) = x2 + y2 , and c = 1, then

L1 = { (x, y) x2 + y2 = 1 } which is the unit circle centered at (0, 0) in
xy-plane.

Level Curves

xy-plane. If one changes the constant c from 0 to 1, one obtain a family of

concentric circle of radius c, centered at the origin (0, 0).

Level Curves


Remark 1. Level curve Lc for a fixed c is a set of points in xy-plane. Given a
nice function z = f (x, y), the level curve Lc looks like a curve in xy-plane.

Level Curves


Remark 1. Level curve Lc for a fixed c is a set of points in xy-plane. Given a
nice function z = f (x, y), the level curve Lc looks like a curve in xy-plane.

Graph G of a function z = f (x, y)
Given a function z = f (x, y), the graph of the function f is given by the set of
all points (x, y, f (x, y)) in space R3 ,

all points (x, y, f (x, y)) in space R3 , where the point (x, y) is in the domain of
the function f .

the function f . In notation,
G = G(f ) = { (x, y, f (x, y) ) R3 (x, y) is in the domain of f }.
In general, the graph G is a surface in space.

Example. For any (a, b) = 0 , one define f (x, y) = ax + by. Determine the
graph of f .


graph of f .
Solution. The graph G of f is a plane in space. For any point P(x, y, z) in the
graph G of f , we know that z = f (x, y) = ax + by. Rewrite it as ax + by z = 0,
then this is an equation of the plane S : ax + by z = 0 in R3 , and hence the
graph of f is a plane. Indeed, For any point P(x, y, z) in the plane S, one can
immediately check that z = ax + by = f (x, y), so P lies in the graph G(f ) of f .


graph of f .
Solution. The graph G of f is a plane in space. For any point P(x, y, z) in the
graph G of f , we know that z = f (x, y) = ax + by. Rewrite it as ax + by z = 0,
then this is an equation of the plane S : ax + by z = 0 in R3 , and hence the
graph of f is a plane. Indeed, For any point P(x, y, z) in the plane S, one can
immediately check that z = ax + by = f (x, y), so P lies in the graph G(f ) of f .

Example. Describe the graph G(f ) of the function f (x, y) = x2 + y2 .
Solution. Let P(x, y, z) be any point of G(f ). Then we have z = x2 + y2 , which

we have just considered in the definition of level curve. Since the domain of f
is R2 , so the graph of f is the set of all points of the form (x, y, f (x, y) ). In fact,
if we use the cylindrical coordinates, i.e using polar coordinates to describe
the xy-plane, and no changes in z-coordinates. In this case,
z = x2 + y2 = (r cos )2 + (r sin )2 = r2 . It means that the graph of
z = x2 + y2 is a surface of revolution about z-axis. First draw a parabola curve
C : z = x2 on xz-plane, and then rotate the curve C in space about z-axis.

Example 11. Study the graph of the function
f (x, y) = 43 y2 + 1 3
24 y 1 4
32 y x2 .
Solution. Though the function f (x, y) is a polynomial function, but its graph is
not so easy to visualize by hand. A computer plot of the graph is given at
page 856 of our textbook. We need more tools in fact!
(I.T. Leong) Math 200 in 2010 2010 c 9 6F 10 / 1

f (x, y) = 43 y2 + 1 3
24 y 1 4
32 y x2 .
Now we will discuss the y-section of the graph, i.e. one fix the value of y = a,
and allow the variable x to change. Think of cutting the graph by using a knife
along the plane y = a (0 x + 1 y + 0 z = a).

f (x, y) = 43 y2 + 1 3
24 y 1 4
32 y x2 .
along the plane y = a (0 x + 1 y + 0 z = a). f (x, a) = 34 a2 + 1 3
1 4
32
24 aa x2 ,
which represents a family of parabolas z = k x2 with coefficients k changing
with respect to y = a. Hence the graph of f is symmetric about yz-plane, i.e.
(x, y, z) in the graph if and only if (x, y, z) is also in the graph.

f (x, y) = 43 y2 + 1 3
24 y 1 4
32 y x2 .
along the plane y = a (0 x + 1 y + 0 z = a). f (x, a) = 34 a2 + 1 3
321 4
24 a a x2 ,
which represents a family of parabolas z = k x2 with coefficients k changing
with respect to y = a. Hence the graph of f is symmetric about yz-plane, i.e.
(x, y, z) in the graph if and only if (x, y, z) is also in the graph.
Remark. It is important to get hold of the concept x-section and y-section, as
they play a significant role in multiple integral which will be treated in ch. 14.
Next we will discuss the x-section of the graph by fixing the value of x = b.
Then f (b, y) = 43 y2 + 241 3 1 4
y 32 y b2 is a degree 4 polynomial in y with
negative highest coefficient, which makes the thing complicated. One can
level surface Sc of a function w = f (x, y, z)
Definition. Given a function f (x, y, z) of 3 variables, and a fixed number c R,
the level surface Sc of a function w = f (x, y, z) at value c is a set in R3 ,
consisting of all the points (x, y, z) in domain of f such that the value f (x, y, z)
equals to the given constant c. In notation,
Sc = { (x, y, z) R3 f (x, y, z) = c }.
In general, the graph G is a surface in space R3 . And it is difficult to visualize a

graph, even though the function is given by a polynomial.
Example. Prove that the level surface of f (x, y, z) = x2 + y2 + z2 at the

constant c = 1 is just the sphere of radius 1, centered at (0, 0, 0).
Proof. Let P(x, y, z) be any point in the level surface of Sc of the function f ,

then x2 + y2 + z2 = f (x, y, z) = 1, so OP = 1, i.e. P lies on the unit sphere S,
centered at O(0, 0, 0). On the contrary, for any point Q(x, y, z) lying in the unit
sphere S, it follows from the definition of sphere S that x2 + y2 + z2 = 1, and
hence that f (Q) = x2 + y2 + z2 = 1, then Q is in the level surface Sc of f .
Limit of the function of several variables
In this section v represents a vector in Rn , sometimes, we call a vector as a
point in the the n-dimensional space.
Suppose that a scalar function f (v) is defined in the domain(f ) in Rn and p be

an accumulation point in D. We say that the limit of the function f (v) as the
point v in Rn approaches to p is equal to , ( denoted by lim f (v) = ,) if
v>p
for any given positive number > 0,


v>p
there exists a positive number > 0 such that


v>p
the following condition holds:


v>p
For any point w (not equal to p) in Rn lying in the domain of f and


v>p
the distance between the point w and p is less than , then


v>p
the distance between f (w) and is less than , i.e. f (w) < .
> 0


v>p
> 0 > 0 such that


v>p
> 0 > 0 such that for any w(= p) in the ball B(p, ) domain (f ),
one has

v>p
> 0 > 0 such that for any w(= p) in the ball B(p, ) domain (f ),
one has f (w) lies in the ball B( , ) R, i.e. f (w) < .
Example. Show that the limit of the function f (x, y) = 2x + 3y is equal to 0
when (x, y) approaches to (0, 0) i.e. lim (2x + 3y) = 0.
(x,y)(0,0)
Solution: Domain of f is R2 . For any given > 0, we need to choose

= ???,such that

(x,y)(0,0)

= ???,such that
for any (x, y) R2 = domain (f ) and (x, y) in B((0, 0), ) {(0, 0)}, i.e.
x2 + y2 <

(x,y)(0,0)

= ???,such that
x2 + y2 <
we have f (x, y) 0
= 2x + 3y

(x,y)(0,0)

= ???,such that
x2 + y2 <
we have f (x, y) 0
= 2x + 3y (by Cauchy-Schwarz inequality v w v w, )

(x,y)(0,0)

= ???,such that
x2 + y2 <
we have f (x, y) 0

22 + 32 x2 + y2 = 13 x2 + y2

(x,y)(0,0)

= ???,such that
x2 + y2 <
we have f (x, y) 0

22 + 32 x2 + y2 = 13 x2 + y2

< 13 < < .
And hence f (x, y) B(0, ) for all (x, y) R2 B( (0, 0), ).
For the missing condition on , one can choose = or even smaller =
4
13
which will fill up the gap in the underlying inequality above.

Example Prove that the following hold:
(i) lim x = a;
(x,y,z)(a,b,c)

(i) lim x = a; (ii) lim y = b;
(x,y,z)(a,b,c) (x,y,z)(a,b,c)

(i) lim x = a; (ii) lim y = b; (iii) lim z = c;
(x,y,z)(a,b,c) (x,y,z)(a,b,c) (x,y,z)(a,b,c)

(iv) lim k = k, where k is a constant.
(x,y,z)(a,b,c)
Solution. (iv) is the easiest one. Define r(x, y, z) = k, as

r(x, y, z) k = k k = 0, so for any given > 0, one can choose = > 0.
The detail can be filled as in (i) proved below.

(x,y,z)(a,b,c)

(i) Let f (x, y, z) = x, and its domain is R3 . For any given > 0, one can choose
= > 0, such that

(x,y,z)(a,b,c)

(i) Let f (x, y, z) = x, and its domain is R3 . For any given > 0, one can choose
= > 0, such that
for any (x, y, z) domain (f ) = R3 , with (x, y, z) B( (a, b, c), ) {(a, b, c)},
then

f (x, y, z) a = x a = (x a)2 (x a)2 + (y b)2 + (z c)2 < = .
(ii) and (iii) can be proved in a similar way.

Sandwich Theorem of Limit
Suppose that f (v) and g(v) are function defined on the same domain D in Rn ,
such that 0 f (v) g(v) for all v D( Rn ).

Sandwich Theorem of Limit
Suppose that f (v) and g(v) are function defined on the same domain D in Rn ,
such that 0 f (v) g(v) for all v D( Rn ).
If lim g(v) = 0, then lim f (v) = 0.
vp vp
Solution. For any given > 0, it follows from g (v) = 0 that there exists > 0
vp
such that for any point w B(p, ) D and w = p, one has
g(w) = g(w) 0 < .

In particular, it follows from that for the same > 0, one has
f (w) 0 = f (w) < g(w) < ,

for any w BB(p, ) D {p} i.e. lim f (v) = 0.
vp

xy(x + y)
Evaluate the limit lim .
(x,y)(0,0) x2 + y2

xy(x + y)
(x,y)(0,0) x2 + y2
xy(x + y)
Solution. We apply the first principle to show that lim = 0.
(x,y)(0,0) x2 + y2

xy(x + y)
(x,y)(0,0) x2 + y2
xy(x + y)
(x,y)(0,0) x2 + y2
By using completing square, one has x2 + y2 2xy, for all (x, y) R2 .
For any (x, y) = (0, 0), one has

xy(x + y)
0 2
x + y2

xy(x + y)
(x,y)(0,0) x2 + y2
xy(x + y)
(x,y)(0,0) x2 + y2

xy(x + y) = 1 x + y
xy(x + y)
0 2
2
x +y 2xy 2

xy(x + y)
(x,y)(0,0) x2 + y2
xy(x + y)
(x,y)(0,0) x2 + y2

xy(x + y) = 1 x + y 1 x + y
xy(x + y)
0 2
2
x +y 2xy 2 2

xy(x + y)
(x,y)(0,0) x2 + y2
xy(x + y)
(x,y)(0,0) x2 + y2

xy(x + y) = 1 x + y 1 x + y
xy(x + y)
0 2
2
x +y 2xy 2 2
1 3

x2 + y2 + x2 + y2 ) =
x2 + y2 ,
2 2
and hence it follows from the sandwich theorem of limit that
xy(x+y)
lim 2 2 = 0.
(x,y)(0,0) x +y

1
The limit lim e x2 +y2 cos(x2 + y2 ) =
(x,y)(0,0)
A. 0 B. 1 C. 1 D. e1 E. does not exist.
Solution.

1
The limit lim e x2 +y2 cos(x2 + y2 ) =
(x,y)(0,0)
A. 0 B. 1 C. 1 D. e1 E. does not exist.
Solution. First observe the following inequality holds
ex 1 + x for any x 0.
Then
1 it follows that
x2 + y2

e x +y cos(x2 + y2 ) 0 1 1
x2 + y2 . It
2 2
1
=
1
x2 +y2 1+ 1 + x2 + y2
e x2 + y2
1
follows from the sandwich theorem and that lim e x2 +y2 cos(x2 + y2 ) = 0.
(x,y)(0,0)

Four rules for evaluating limits
Laws of Limits
Suppose that f (v) and g(v) are two functions defined on the same domains
such that lim f (v) = A and lim g(v) = B, then
vp vp
1 Sum Rule: lim f (v) + g(v) = A + B, and lim f (v) g(v) = A B ;
vp vp

Laws of Limits
vp vp
vp vp
2 Product Rule: lim f (v) g(v) = A B;
vp

Laws of Limits
vp vp
vp vp
vp
3 Scalar Multiplication Rule: lim c g(v) = c B, where c is a constant;
vp

Laws of Limits
vp vp
vp vp
vp
3 Scalar Multiplication Rule: lim c g(v) = c B, where c is a constant;
vp
f (v) A
4 Quotient Rule: lim = B provided B is not equal to zero.
vp g(v)
We skip the proof of the laws of limit, but we will only apply the results to some
specified situation.

Using the above results from the laws of limit, one can show that
1 The limit of polynomial function p(x, y) in two variables, or p(x, y, z) in

three variables, at any point s is equal to the function value p(s).
p(v)
2 Suppose that f (v) = q(v)
is a rational function, i.e. p(v) and q(v) are
polynomials, then the limit of f (v) at any point s is equal to the function
value f (s), provided that q(s) is not zero
Proof (a) Let s = (a, b, c) and v = (x, y, z) R3 , the case of two variables can
be treated similarly.


p(v)
be treated similarly. Any polynomial is a sum of several monomial of the form
Axn ym k ,


p(v)
Axn ym k , it follows from laws of product and scalar multiplication that


p(v)
lim Axn ym zk = Aan bm ck .
(x,y,z)(a,b,c)


p(v)
lim Axn ym zk = Aan bm ck . Then it follows from the law of addition that
(x,y,z)(a,b,c)


p(v)
(x,y,z)(a,b,c)
lim f (x, y, z) = f (a, b, c) for any polynomial f in x, y and z.
(x,y,z)(a,b,c)


p(v)
(x,y,z)(a,b,c)
lim f (x, y, z) = f (a, b, c) for any polynomial f in x, y and z. (b) As
(x,y,z)(a,b,c)
p(v)
f (v) = q(v) where p and q are polynomial in n-vector p,


p(v)
(x,y,z)(a,b,c)
lim f (x, y, z) = f (a, b, c) for any polynomial f in x, y and z. (b) As
(x,y,z)(a,b,c)
p(v)
f (v) = q(v) where p and q are polynomial in n-vector p, suppose that q(s) = 0,
it follows from the law of quotient that
lim p(x,y,z)
(x,y,z)(a,b,c) p(a,b,c)
lim f (x, y, z) = lim q(x,y,z)
= q(a,b,c)
.
(x,y,z)(a,b,c) (x,y,z)(a,b,c)

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Preliminary Notions

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

1 A ball in space (R3 ) of radius r, centered at P(a, b, c) in R3 is given by

A domain or region, denoted by R, is a subset of R2 or R3 , which looks like a

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 1/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

Bounded, Closed and Open Region in Rn

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Bounded, Closed and Open Region in Rn

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

Bounded, Closed and Open Region in Rn

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

Bounded, Closed and Open Region in Rn

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

Bounded, Closed and Open Region in Rn

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 2/1

Bounded, Closed and Open Region in Rn

Bounded, Closed and Open Region in Rn

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(I.T. Leong) Math 200 in 2010 2010 c 9 6F 3/1

Remark. Not all the functions are given by polynomials in the x, y, z.

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(I.T. Leong) Math 200 in 2010 2010 c 9 6F 4/1

Example. Define f (x, y) = xy . Determine its domain.

Solution. One can see that if y = 0,

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Example. Define f (x, y) = xy . Determine its domain.

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 4/1

Example. Define f (x, y) = xy . Determine its domain.

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 4/1

Example. Define f (x, y) = xy . Determine its domain.

(I.T. Leong) Math 200 in 2010 2010 c 9 6F 4/1

Example. Define f (x, y) = xy . Determine its domain.

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