CALCULUS OF SEVERAL VARIABLES

(MATH 252)

Dr. Owusu Richard

KWAME NKRUMAH UNIVERSITY OF SCIENCE AND TECHNOLOGY

(KNUST)

June 28, 2022

COURSE OUTLINE
1 Functions of Several Variables
1.1 Introduction
1.2 Geometric Representation of Functions
1.2.1 Basic concepts on regions
1.2.2 Level curves and level surfaces
1.3 Limit and Continuity
1.4 Partial Derivatives
1.4.1 Partial Increments , Total Increment and Differentiability
1.4.2 Chain Rule
1.5 Derivatives of Implicitly Functions
1.6 Directional Derivative and Gradient
1.6.1 Geometrical interpretation - tangent vector and tangent plane
1.6.2 Tangent vector and its normal direction
1.6.3 Tangent plane and its normal direction
1.7 Extreme values
OUTLINE
1.8 Taylor’s Formula
1.8.1 Method of Lagrange Multipliers
2 Multiple Integrals
2.1 Review on integral of functions of one variable
2.2 Double Integrals
2.2.1 Calculating Double Integrals
2.2.2 Calculating Double integrals Using Polar Coordinates
2.2.3 Multiple integrals using change of variables
2.2.4 Surfaces and their representations
2.2.5 Area of a surface using double integrals
2.2.6 Mass , Moment of inertia and Centre of Gravity
2.3 Triple Integrals
2.3.1 Calculating Triple Integrals
2.4 Applications
FUNCTIONS OF SEVERAL VARIABLES

Definition 1.1
By a function of several variables, we mean a function f defined
on a subset D of Rn for some n ∈ N with values in R , and we
write this fact as f : D → R

The set D on which F is defined is called the domain of the

function f , and the set of all values of f , ie , the set
{f (x1 , · · · , xn ), (x1 , · · · , xn ) ∈ D} , is called the range of f .

A function f : D ⊆ R with D ⊆ Rn is also written as

z = {f (x1 , · · · , xn )|(x1 , · · · , xn ) ∈ D}
and in that case x1 , · · · , xn are called the independent variables
and z is called the dependent variable.
Geometric Representation of Functions

Example p
f (x, y ) = x 2 + y 2 defines a function defined on any subset of R3
to R.

Geometrically a function of two variables represents a surface S

in the 3 - dimensional space, in such a way that the projection of S
to the xy − plane is the domain D ,and each line parallel to the z−
axis and passing through a point in D cuts the surface at one and
only one point.

Thus , given a function f : D → R, the corresponding surface is

the set of all points (x, y , z) ∈ R3 such that z = f (x, y ) with
(x, y ) ∈ D, i.e.,

S = {(x, y , z) ∈ R3 : z = f (x, y ), (x, y ) ∈ D}

Level Surface and Level Curve
Level curves and level surfaces
Definition 1.7
Let f be a function defined on D ⊆ R2 . Then the subset of D of
the form

{(x, y ) ∈ D : f (x, y ) = c}
are called level curves of f , where c ∈ R.
If f is a function of three variables , defined on D ⊆ R3 , then the
subsets of D of the form

{(x, y , z) ∈ D : f (x, y , z) = c}
are called level surfaces of f , where c ∈ R.
Level curves and level surfaces
Definition 1.7
Let f be a function defined on D ⊆ R2 . Then the subset of D of
the form

{(x, y ) ∈ D : f (x, y ) = c}
are called level curves of f , where c ∈ R.
If f is a function of three variables , defined on D ⊆ R3 , then the
subsets of D of the form

{(x, y , z) ∈ D : f (x, y , z) = c}
are called level surfaces of f , where c ∈ R.
Note: If f is a function on D ∈ R2 , then the graph of f is the
surface,
Level curves and level surfaces

Thus a level curve of f corresponds to the intersection of Sf with

the plane z = c . The level curve is the projection of the
intersection onto the domain of f .

Example Let f (x, y ) = x 2 + y 2 for (x, y ) ∈ R2 . Then , for c > 0 ,

the level curve of f corresponding to c is the circle with centre 0
√
and radius c. The level curve of f corresponding to c = 0 is the
point (0, 0), and the level curve of f corresponding to c < 0 is the
empty set.
Level Surface and Level Curve
Basic concepts on regions (Disk)
Defintion 1.2
Let u0 = (x0 , y0 ) ∈ R2 and r > 0.
(1) The set of all points u = (x, y ) ∈ R2 that satisfy |u − uo | < r
is called the open disc with centre u0 = (x0 , y0 ) and radius r .
(2) The set of all points u = (x, y ) ∈ R2 that satisfy |u − u0 | ≤ r
is called the closed disc with centre u0 = (x0 , y0 ) and radius
r.
Boundedness, Interior and Boundary Point
Defintion 1.3
Let D be a region , i.e., a subset of R2 .
(1) D is said to be a bounded set if it is contained in a disc
(open or closed) for some radius r > 0. Sets which are not
bounded are called unbounded sets
(2) A point (x0 , y0 ) is called an interior point of D if it is the
centre of an open disc contained in D
(3) A point x0 , y0 ) is called a boundary point of D every open
disc containing this point contains some point from D as well
as some point not in D
Boundedness, Interior and Boundary Point

(4) The set of all interior points of D is called the interior of D ,

and it is denoted by int(D).
(5) The set of all boundary points of D is called the boundary of
D, denoted by bd(D).
(6) The set D is called an open set it its interior is itself.
(7) The set D is called a closed set if it contains all it boundary
points.
Thus , for D ⊆ R2 ,
u0 ∈ bd(D) ⇐⇒ ∀r > o , B(u0 , r ) ∩ D 6= ∅ &
B(u0 , r ) ∩ R2 /D 6= ∅
D is open ⇐⇒ ∃r > 0, B(u0 , r ) ⊆ D
D is closed ⇐⇒ bd(D) ⊆ D.
Example 1.1 An open disc is an open set (verified) . If its centre
is u0 = (x0 , y0 ) and radius r > 0, then its boundary is the circle
(x − x0 )2 + (y − y0 )2 = r 2 , i.e., the circle with centre (x0 , y0 ) and
radius r . Also, the closed disc set contains all its boundary points.

Example 1.2 Let D = {(x, y ) ∈ R2 : y ≤ x 2 }. This is the region

in R2 below the parabola y = x 2 , including it. It is a closed
unbounded region.
Open Disc and Open Ball
Definition 1.4
Given a particular point u0 = (u1 , · · · , uk ) ∈ Rk and r > 0, the set
of all points x = (x1 , · · · , xk ) ∈ Rn that satisfy |x − u0 | < r is
called an open ball with centre u and radius r , usually denoted by
B(u0 , r ). Thus ,

B(u0 , r ) = {x ∈ Rk : |x − u0 | < r }
Open Disc and Open Ball
Definition 1.4
Given a particular point u0 = (u1 , · · · , uk ) ∈ Rk and r > 0, the set
of all points x = (x1 , · · · , xk ) ∈ Rn that satisfy |x − u0 | < r is
called an open ball with centre u and radius r , usually denoted by
B(u0 , r ). Thus ,

B(u0 , r ) = {x ∈ Rk : |x − u0 | < r }

Figure: Open Ball in 3D-Space

Open Disc and Open Ball

Definition 1.5
(a). An open set D is said to be connected if any two points in D
can be joined by a line segment lying in D.
(b). An open connected set is called a domain
(c). A set which consists of a domain together with some or all of
its boundary points is called a region.
Convergence

Definition 1.6
Let (un ) be a sequence of points in Rk , Then we say that (un )
converges to u ∈ Rk if , corresponding to each open ball B
centered at u , there is a positive integer N such that un ∈ B for
all n ≥ N.
If (un ) converges to u, then we write , un → u or

lim un = u
n→∞
Limit and Continuity
Definition 1.8
By a neighbourhood of a point u0 = (x0 , y0 ) ∈ R2 we mean an
open disc with centre u0 and radius δ for some δ > 0 , and such
that a neighbourhood is also called a δ - neighbourhood of
u0 = (x0 , y0 ).
A δ- neighbourhood of a point u0 is usually denoted by Bδ (u0 ).
Limit and Continuity
Definition 1.8
By a neighbourhood of a point u0 = (x0 , y0 ) ∈ R2 we mean an
open disc with centre u0 and radius δ for some δ > 0 , and such
that a neighbourhood is also called a δ - neighbourhood of
u0 = (x0 , y0 ).
A δ- neighbourhood of a point u0 is usually denoted by Bδ (u0 ).

Definition 1.9
A neighbourhood with its centre u0 deleted is called a deleted
neighbourhood of u0 .
Thus, {u ∈ R2 : 0 < |u − u0 | < δ} is a deleted neighbourhood of
u0 .
Limit and Continuity
Definition 1.8
By a neighbourhood of a point u0 = (x0 , y0 ) ∈ R2 we mean an
open disc with centre u0 and radius δ for some δ > 0 , and such
that a neighbourhood is also called a δ - neighbourhood of
u0 = (x0 , y0 ).
A δ- neighbourhood of a point u0 is usually denoted by Bδ (u0 ).

Definition 1.9
A neighbourhood with its centre u0 deleted is called a deleted
neighbourhood of u0 .
Thus, {u ∈ R2 : 0 < |u − u0 | < δ} is a deleted neighbourhood of
u0 .

Definition 1.10
A point u0 ∈ R2 is called a limit point of D ⊆ R2 , if every deleted
neighbourhood of u0 contains at least one point from D.
Limit and Continuity

Example Let D = {(x, y ) ∈ R2 : x 2 + y 2 < 1}. Then u0 = (1, 0)

is a limit point of D , as the sequence (Un ) in D with
n
un = ( n+1 , 0) converges to u0 .

n 1
Also, the sequence (vn ) in D with vn = ( n+1 , n+1 ) converges to
u0 . In fact every point in the closed disc
{(x, y ) ∈ R2 : x 2 + y 2 ≤ 1} is a limit point of D.
Definition of Limit

Defintion 1.11
Suppose f is defined on a set D ⊆ R2 and u0 = (x0 , y0 ) ∈ R2 is a
limit point of D. We say that f (x, y ) approaches the limit L as
u = (x, y ) ∈ D approaches uo if for every  > 0 there exists a
δ > 0 such that

|f (u) − L| < 
whenever u ∈ D, 0 < |u − u0 | < δ.
We write the above fact by

lim f (u) = L, or , lim f (x, y ) = L

u→u0 (x,y )→(x0 ,y0 )

as f (x, y ) → L, or , (x, y ) → (x0 , y0 )

Definition of Limit

Thus, for a function f defined on a set D, if u0 is a limit point of

D, then
limu→u0 f (u) = l iff for every  > 0 , there exists a deleted
neighbourhood D0 of u0 such that f (u) ∈ (l − , l + ) for every
u ∈ D0 ∩ D.

Theorem 1.0
Let limu→u0 f (u) exists. Then the limit is unique.
Definition of Limit (Example 1)
p
Let f (x, y ) = 1 − x 2 − y 2, D = {(x, y ) : x 2 + y 2 ≤ 1}.
Then

lim f (x, y ) = 1.
(x,y )→(0,0)

Proof:
Let  > 0 be given. If  ≥ 1 , then |f (u) − 1| = 1 − f (u) <  for all
u ∈ D. So , let 0 <  < 1. Then we have

|f (u) − 1| <  ⇐⇒ 1 −  < f (u)

⇐⇒ (1 − )2 < 1 − |u|2
⇐⇒ |u|2 < 1 − (1 − )2 .
p √
Thus , taking δ = 1 − (1 − )2 = 2 − 2 > 0 we have
|f (u) − 1| <  for |u| < δ.
Definition of Limit (Example 2)

Let
x2 − y2
f (x, y ) = xy , D = {(x, y ) : x 2 + y 2 6= 0}
x2 + y2
Then taking x = r cos θ and y = r sin θ we have r 2 = x 2 + y 2 , and

r2 r2
|f (x, y ) = | sin 4θ| ≤ → 0, as, r 2 → 0
4 4
Thus, for  > 0,
|u|2
|f (x, y )| ≤ <
4
√
whenever |u| < 2 . Therefore

lim f (x, y ) = 0
(x,y )→(0,0)

Note that f is not defined at (0, 0).

Limits Along Curves

Definition 1.12
If C is a smooth parametric curve in 2-space or 3- space that is
represented by the equations

x = x(t), y = y (t), or , x = x(t), y = y (t), z = z(t)

and if x0 = x(t0 ), y0 = y (t0 ) and z0 = z(t0 ), then the limits

lim(x,y )→(x, y0 ) f (x, y ) and lim(x,y ,z)→(x0 ,y0 ,z0 ) f (x, y , z)

are defined by

lim f (x, y ) = lim f (x(t), y (t)) (1)

(x,y )→(x0 ,y0 ) t→t0

lim f (x, y , z) = lim f (x(t), y (t), z(t)) (2)

(x,y ,z)→(x0 ,y0 ,z0 ) t→t0
Limits Along Curves

Note: In these formulas the limit of the function of t must be

treated as a one - sided limit if (x0 , y0 ) or (x0 , y0 , z0 ) is an
endpoint of C .

Example: Given that

xy
f (x, y ) = −
x2 + y2
Find this limits along
(a) the x− axis
(b) the y − axis
(c) the line y = x
(d) the line y = −x
(e) the parabola y = x 2
Solution
(a). The x− axis has parametric equations x = t , y = 0, with
(0, 0) corresponding to t = 0 , so
 
0
lim f (x, y ) = lim f (t, 0) = lim − 2 = lim 0 = 0
(x,y )→(0,0) t→0 t→0 t t→0
Solution
(a). The x− axis has parametric equations x = t , y = 0, with
(0, 0) corresponding to t = 0 , so
 
0
lim f (x, y ) = lim f (t, 0) = lim − 2 = lim 0 = 0
(x,y )→(0,0) t→0 t→0 t t→0

(b). The y − axis has parametric equations x = 0 , y = t , with

(0, 0) corresponding to t = 0, so
 
0
lim f (x, y ) = lim − 2 = lim 0 = 0
(x,y )→(0,0) t→0 t t→0
Solution
(a). The x− axis has parametric equations x = t , y = 0, with
(0, 0) corresponding to t = 0 , so
 
0
lim f (x, y ) = lim f (t, 0) = lim − 2 = lim 0 = 0
(x,y )→(0,0) t→0 t→0 t t→0

(b). The y − axis has parametric equations x = 0 , y = t , with

(0, 0) corresponding to t = 0, so
 
0
lim f (x, y ) = lim − 2 = lim 0 = 0
(x,y )→(0,0) t→0 t t→0

(c). The line y = x has parametric equations x = t , y = t, with

(0, 0) corresponding to t = 0, so

t2
   
1 1
lim f (x, y ) = lim f (t, t) = lim − 2 = lim − =−
(x,y )→(0,0) t→0 t→0 2t t→0 2 2
Solution Cont

(d). The line y = −x has parametric equations x = t, y = −t,

with (0, 0) corresponding to t = 0, so
1 1
lim f (x, y ) = lim f (t, −t) = lim =
(x,y )→(0,0) t→0 t→0 2 2
Solution Cont

(d). The line y = −x has parametric equations x = t, y = −t,

with (0, 0) corresponding to t = 0, so
1 1
lim f (x, y ) = lim f (t, −t) = lim =
(x,y )→(0,0) t→0 t→0 2 2

(e). The parabola y = x 2 has parametric equations x = t, y = t 2 ,

with (0, 0) corresponding to t = 0, so

t3
   
2 t
lim f (x, y ) = lim f (t, t ) = lim − = lim − =
(x,y )→(0,0) t→0 t→0 t2 + t4 t→0 1 + t2

This shows that the parametric curve

t
x = t, y = t 2 , z = −
1 + t2
superimposed on the surface.
General Limits Of Functions of Two Variables

Definition 1.13
Let f be a function of two variables , and assume that f is defined
at all points of some open disc centered at (x0 , y0 ), except possibly
at (x0 , y0 ). We will write

lim f (x, y ) = L (3)

(x,y )→(x0 ,y0 )

if given any number  > 0), we can find a number δ > 0 such that
f (x, y ) satisfies
|f (x, y ) − L| < 
whenever the distance between (x, y ) and (x0 , yo ) satisfies
q
0 < (x − x0 )2 + (y − y0 )2 < δ
Example

lim [5x 3 y 2 − 9] = lim [5x 3 y 2 ] − lim 9

(x,y )→(1,4) (x,y )→(1,4) (x,y )→(1,4)
 3  2
=5 lim x lim y −9
(x,y )→(1,4) (x,y )→(1,4)

= 5(1)3 (4)2 − 9 = 71
Relationships Between General Limits and Limits along
Smooth Curves

Theorem 1.1
(a) If f (x, y ) → L as (x, y ) → (x0 , y0 ), then f (x, y ) → (x0 , y0 )
alone any smooth curve.
(b) If the limit of f (x, y ) fails to exist as (x, y ) → (x0 , y0 ) along
some smooth curve, or if f (x, y ) has different limits as
(x, y ) → (x0 , y0 ) along two different smooth curves , then the
limit of f (x, y ) does not exist as (x, y ) → (x0 , y0 ).
Exercise
END OF LECTURE
THANK YOU