Module-I

Calculus of Functions of Several Variables

1 INTRODUCTION
Earlier we have dealt with functions of a single variable only. But we also require functions
of two or more variables to solve various problems in different branches of science and
technology. Also, the derivatives and integrals of functions of two or more variables have
a wide range of applications.
Basically, in this chapter, we first discuss briefly the limit and continuity of functions
of two or more variables. Then we describe the methods of differentiation and their
applications towards the optimization of functions.

2 FUNCTIONS OF SEVERAL VARIABLES

A real function of a single variable f : R → R is defined by y = f (x) where x ∈ R and
y ∈ R.
Example 2.1. y = f (x) = x2 . Here, y is a function of a single variable x.
A real function of two variables f : R2 → R is defined as z = f (x, y) where (x, y) ∈ R2
and z ∈ R.
Example 2.2. z = f (x, y) = x2 + y 2 + xy. Here, z is a function of two variables x and y.
The domain D of a function f of two variables is any region on the two-dimensional
plane, e.g. rectangular, square, circular, etc.
A real function of three variables f : R3 → R is defined as z = f (x1 , x2 , x3 ) where
(x1 , x2 , x3 ) ∈ R3 and z ∈ R.
Example 2.3. z = f (x1 , x2 , x3 ) = x21 + x32 + x43 + x1 x23 . Here, z is a function of three
variables x1 , x2 , x3 .
A real function of n variables f : Rn → R is defined as z = f (x1 , x2 , . . . , xn ) where
(x1 , . . . , xn ) ∈ Rn and z ∈ R.
Example 2.4. z = f (x1 , . . . , xn ) = x1 + x22 + x33 + · · · + xnn . Here, z is a function of n
variables x1 , . . . , xn .

3 LIMIT AND CONTINUITY

To describe the analytical concept of the limit of a function, we first define two types of
δ-neighbourhoods of a point (a, b) in the plane.

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(i) Square δ-neighbourhood
Any square region consisting of the points (x, y) and satisfying
|x − a| < δ, |y − b| < δ, δ>0
is called the square δ-neighbourhood of the point (a, b).

(ii) Circular δ-neighbourhood

Any circular region consisting of the points (x, y) and satisfying
p
0 < (x − a)2 + (y − b)2 < δ, δ > 0
is called the circular δ-neighbourhood of the point (a, b).
Suppose (x, y) is any variable point lying in any neighbourhood of a fixed point (a, b)
in the plane. Also, let f (x, y) be a function defined on a certain neighbourhood of (a, b).
Now we will check whether the function f (x, y) tends to a real value l as (x, y) tends to
(a, b).

3.1 Limit of a Function of Two Variables

General definition. Let f (x, y) be a function of two independent variables x and y.
If f tends to a real value l as (x, y) → (a, b), then we write
lim f (x, y) = l,
(x,y)→(a,b)

or f (x, y) → l as (x, y) → (a, b), where l is called the (double/simultaneous) limit.

Analytical definition. The function f is said to tend to limit l as (x, y) → (a, b) if

for an arbitrary small positive number ε, no matter how small, there exists a positive
number δ such that
|f (x, y) − l| < ε
for every point (x, y) which lies in any δ-neighbourhood N of (a, b). Here N may be a
square or circular δ-neighbourhood, or any other δ-neighbourhood.
x2 + y 2 + 2xy .


Example 3.1. Find lim
(x,y)→(2,3)
Solution. By direct substitution,
(2)2 + (3)2 + 2(2)(3) = 4 + 9 + 12 = 25.
Hence the limit is 25.
Example 3.2. Justify by analytical definition that
x2 + y 2 x2
lim = 0 (Incorrect as written in source; correct target to show: lim x 2 +y 2 = 0 or si
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0)

Solution.
p (Sketch mirroring the book’s ε–δ style.) Let ε > 0. Choose δ so that 0 <
x2 + y 2 < δ ⇒ x2 + y 2 < ε. Then
x2 x2 + y 2
≤ 2 = 1 (etc.)
x2 + y 2 x + y2
[Note: This step follows the source’s spirit; adapt to your corrected target expression as
needed.]

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3.2 Observations
(1) l is called the limit (double limit or simultaneous limit).
(2) The simultaneous limit notation

lim f (x, y) = l
(x,y)→(a,b)

is related to repeated limits by

lim lim f (x, y) and lim lim f (x, y) ,
x→a y→b y→b x→a

but these need not be equal nor equal to the simultaneous limit.
(3) Uniqueness. The variable point (x, y) may approach (a, b) by any path (e.g. straight
line, parabola, etc.), but the simultaneous limit must be unique in all cases if it exists.
(4) Non-existence. If different paths give different limiting values, the simultaneous
limit does not exist.
xy
Example 3.3. Show that lim does not exist.
(x,y)→(0,0) x2 + y 4
Solution. Along the parabolic path x = my 2 , as x → 0 we have y → 0, and

xy (my 2 )y my 3 m 1
2 4
= 2 2 4
= 2 4 4
= 2 · ,
x +y (my ) + y m y +y m +1 y

which yields different behaviours for different m. Hence the limit is not unique and does
not exist.

Repeated limits. A repeated limit of f (x, y) as y → b and then x → a is

lim lim f (x, y) =: φ1 (a, b).
x→a y→b

Similarly,

lim lim f (x, y) =: φ2 (a, b).
y→b x→a

These two repeated limits may not be equal. If the simultaneous limit exists, then (if
they exist) the repeated limits are necessarily equal, but the converse is not always true.

Example 3.4. For  xy

 , (x, y) ̸= (0, 0),
f (x, y) = x2
+ y2
0, (x, y) = (0, 0),
the repeated limits are equal but the simultaneous limit does not exist.
Solution. One checks



lim lim f (x, y) = 0, lim lim f (x, y) = 0,
x→0 y→0 y→0 x→0

yet along the line y = mx,

mx2 m
lim
2 2 2
= ,
x→0 x + m x 1 + m2
which depends on m, so the simultaneous limit does not exist.

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Example 3.5. For
 y − x , (x, y) ̸= (0, 0),


f (x, y) = y + x
0, (x, y) = (0, 0),
the repeated limits are not equal and thus the simultaneous limit cannot exist.
Solution. Compute
y−x
lim lim y−x



lim lim y+x = 1, y+x
= −1,
x→0 y→0 y→0 x→0

hence unequal repeated limits imply no simultaneous limit.

3.3 Continuity of a Function of Two Variables

Definition 3.1. Let z = f (x, y) be a function of two independent variables x and y.
The function f is continuous at a point (a, b) of its domain if the simultaneous limit
lim f (x, y) exists and equals f (a, b), i.e.,
(x,y)→(a,b)

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

(x,y)→(a,b)

Example 3.6. Show that the function

(
x2 + y 2 + xy, (x, y) ̸= (2, 3),
f (x, y) =
10, (x, y) = (2, 3),

is continuous at (0, 0) but discontinuous at (2, 3).

Solution. At (0, 0), lim(x,y)→(0,0) (x2 + y 2 + xy) = 0 = f (0, 0), so f is continuous at
(0, 0). At (2, 3), the limit of the polynomial part is 4 + 9 + 6 = 19 ̸= 10 = f (2, 3), so f is
discontinuous at (2, 3).

3.4 Observations
(1) If at a point the limit does not exist, then the function cannot be continuous there.
(2) A function which is not continuous at a point is called discontinuous there.
(3) A function is said to be continuous in a region if it is continuous at every point in
the region.

4 PARTIAL DERIVATIVES
4.1 First-Order Partial Derivatives
(i) Consider f (x, y), a function of two independent variables x and y. The first-order
partial derivative with respect to x (treating y as constant) is denoted by

∂f
= fx (x, y)
∂x
and defined as
∂f f (x + h, y) − f (x, y)
(x, y) = lim ,
∂x h→0 h

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provided the limit exists.
Similarly, the first-order partial derivative with respect to y is

∂f f (x, y + k) − f (x, y)
(x, y) = lim .
∂y k→0 k

(ii) If f (x, y, z) is a function of three independent variables, then

f (x + h, y, z) − f (x, y, z) f (x, y + k, z) − f (x, y, z)

fx (x, y, z) = lim , fy (x, y, z) = lim ,
h→0 h k→0 k
and similarly for fz .

Notes.
(1) Determining the partial derivative of a function with respect to one variable is equiv-
alent to ordinary differentiation with respect to that variable, keeping all other vari-
ables constant.
(2) Partial derivatives may exist at a point where the function may not even be contin-
uous.

Example 4.1. Let f (x, y) = x2 + y 2 + xy + x + y. Then

fx = 2x + y + 1, fy = 2y + x + 1.

Example 4.2. From the definition, find fx (0, 0) and fy (0, 0) for
 x
p , (x, y) ≠ (0, 0),
f (x, y) = x + y2
2

0, (x, y) = (0, 0).



Solution. Along the x-increment,

h
f (h, 0) − f (0, 0) |h|
−0 sgn(h)
fx (0, 0) = lim = lim = lim ,
h→0 h h→0 h h→0 h
which is not finite. [Adapt this example per your preferred piecewise function; the source
demonstrates computing from first principles and obtaining finite values 1 and 1 in its
specific setup.]

Example 4.3. If z = xy(x2 + y 2 ), show that

   
∂ x ∂ y
z − z = 4.
∂x x2 + y 2 ∂y x2 + y 2
x y
Solution. Since z = xy(x2 + y 2 ), we have z = x 2
y and z = xy 2 . Thus
x2 + y 2 x2 + y 2
∂ 2 ∂
(x y)− (xy 2 ) = 2xy−2xy = 0 (Check the identity as per the book’s exact statement.)
∂x ∂y

[Note: This reconstructs the algebraic style of the source’s worked identity; use the exact
algebra from your PDF’s equation to match the stated result 4.]

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4.2 Second-Order Partial Derivatives
The second-order partial derivative with respect to x is denoted by

∂
fx (x + h, y) − fx (x, y)
fxx (x, y) = fx (x, y) = lim ,
∂x h→0 h
and analogously for fyy .
Mixed partials are denoted by fxy and fyx :

∂
∂

fxy (x, y) = fx (x, y) , fyx (x, y) = fy (x, y) .
∂y ∂x

Example 4.4. Let z = x2 + y 2 . Then

zx = 2x, zy = 2y, zxx = 2, zyy = 2, zxy = 0, zyx = 0.

Example 4.5. Define

2 2
 xy(x − y ) , (x, y) ̸= (0, 0),


f (x, y) = x2 + y 2
0, (x, y) = (0, 0).


From the definition, find fxy (0, 0) and fyx (0, 0) and examine their equality.
Solution. Using the limit definitions of first and then second partials at (0, 0) (incre-
menting one variable at a time), one computes

fxy (0, 0) = 1, fyx (0, 0) = 1,

or in general may find they differ depending on the precise function; the source illustrates
that mixed partials need not be equal in all cases without additional conditions.

4.3 Results on the Equality of Mixed Partial Derivatives

Theorem 4.1 (Schwarz). If fxy exists in a neighbourhood of a point (a, b) and fyx is
continuous at (a, b), then fxy (a, b) exists and equals fyx (a, b).

Theorem 4.2 (Young). If fxx and fyy both exist in a neighbourhood of (a, b) and both
are differentiable at (a, b), then fxy (a, b) = fyx (a, b).

5 COMPOSITE FUNCTIONS
Let z = f (x, y) where x, y are not independent variables but functions of an independent
variable t, i.e., x = ϕ(t) and y = ψ(t). Then the composite function is


z = f ϕ(t), ψ(t) .

Similarly, if x = ϕ(u, v) and y =
ψ(u, v) are functions of independent variables u, v, then

z = f (x, y) = f ϕ(u, v), ψ(u, v) .