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KP Problem Set

This problem sheet contains a series of mathematical problems related to functions of several variables, including limits, differentiability, tangent planes, directional derivatives, and continuity. It also explores examples of functions that exhibit specific properties regarding continuity and differentiability, alongside proofs and exercises. The document is intended for first-year engineering students at Jadavpur University, focusing on advanced concepts in multivariable calculus.
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0% found this document useful (0 votes)
2 views11 pages

KP Problem Set

This problem sheet contains a series of mathematical problems related to functions of several variables, including limits, differentiability, tangent planes, directional derivatives, and continuity. It also explores examples of functions that exhibit specific properties regarding continuity and differentiability, alongside proofs and exercises. The document is intended for first-year engineering students at Jadavpur University, focusing on advanced concepts in multivariable calculus.
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

PROBLEM SHEET ON SEVERAL VARIABLES

(1) Evaluate limx→0 limy→0 f (x, y), limy→0 limx→0 f (x, y) and lim(x,y)→(0,0) f (x, y),
if they exist, for the following functions. Also verify if they are equal.
1 1
(i) f (x, y) = x sin + y sin , xy 6= 0
y x
1
= x sin , y 6= 0
y
1
= y sin , x 6= 0
x
= 0 , x = 0, y = 0
1 1
(ii) f (x, y) = x2 sin + y 2 sin , xy 6= 0
y x
1
= x2 sin , y 6= 0
y
2 1
= y sin , x 6= 0
x
= 0 , x = 0, y = 0
1
(iii) f (x, y) = x sin + y , y 6= 0
y
= 0, y=0
x−y
(iv) f (x, y) = , x + y 6= 0
x+y
= 0 , x+y =0
xy 1
(v) f (x, y) = + y sin , xy 6= 0
x2 + y 2 x
= 0 , x = 0, y = 0

(2) Suppose F : R2 −→ R. Verify whether the following two notions are equivalent or
not :
(i) f is differentiable at (a,b) iff
f (a + h, b + k) − f (a, b) = Ah + Bk + hφ(h, k) + kψ(h, k)

1
This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur University for
Math IG course of 1st year ETCE students
1
Problem sheet on several variables

where φ(h, k) and ψ(h, k) tend to 0 as (h,k) tend to 0.


(ii) f is differentiable at (a,b) iff
p
f (a + h, b + k) − f (a, b) = Ah + Bk + (h2 + k 2 )ξ(h, k)

where ξ(h, k) tends to 0 as (h,k) tend to 0.


(3) Find the equation of the tangent plane to the surface defined by z = f (x, y) at the
point P(x,0 , y0 ) in each of the following cases:
(i) 2pcos(x − y) + 3 sin x, P (π, π/2)
(ii) x2 + y 2 , P (1, 2)
R x2 +y2 −t2
(iii) 0 e dt, P (1, 1)
(iv) ax3 + bx2 y + cxy 2 + dy 3 , P (1, 1)
(4) Find the directional derivative D(α) f (x0 , y0 ) of the function f (x, y) at a given point
(x0 , y0 ) along the given direction α where
(i) f (x, y) = x2 − y 2 , x0 = 1, y0 = 2, α = 600 .
(ii) f (x, y) = ex cos y, x0 = 0, y0 = π, α = 300 . p
(5) Find the directional derivative of the function f (x, y) = 2x2 + y 2 at the point
(1, 1) in the direction of (2,2).
2 2
−2z 2
(6) Show that f (x, y, z) = xx2+y +y 2 +z 2 is not continuous at the origin(0,0,0).
(7) Prove that if P(x,y) and Q(x,y) are each polynomials of degree n > 0, vanishing at
P (x,y)
the origin, then f (x, y) = Q(x,y) is not continuous at the origin.
(8) Find the total differentials for the following functions :
(i) f (x, y) = x2 y 2 + 3xy 3 − 2y 4
(ii) f (x, y) = cos(x + log y)
(iii) f (x, y) = xy + xy .
(9) Show that the functions f : R2 −→ R and g : R2 −→ R defined as

x4 y 4
f (x, y) = , (x, y) 6= (0, 0)
(x2 + y 4 )3
= 0 , (x, y) = (0, 0)
x4
g(x, y) = , x4 + y 2 − x2 =
6 0
x4 + y 2 − x2
= 0 , x4 + y 2 − x2 6= 0

tend to 0 if (x,y) tend to 0 along any straight line but not along any arbitrary path.
(10) If f : R2 −→ R be such that f(x,y) tend to 0 along all straight lines passing through
the origin then can we say that f(x,y) tend to 0 along all paths?
(11) Try to draw the level sets and the surfaces where they are defined

(i) z = 2xy; (ii) z = x2 + y 2 ; (iii) z = | x | + | y |;


(iv) z = x2 ; (v) z = x2 − y 2 ; (vi) z = x2xy+y 2 .

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

(vii) z = x log y

(12) Give an example of a function f : R2 −→ R such that


(i) the partial derivatives exist at a point but the the function fails to be continuous
there.
(ii) all the directional derivatives exist at a point but the the function fails to be
continuous there.
(iii) the partial derivatives exist at a point but other directional derivatives fail to
exist at that point.
(13) Suppose f : R2 −→ R be such that the partial derivatives exist and are bounded in
a neighbourhood of a point a = (a1 , a2 ) ∈ R2 . Then show that f is continuous at a.
(14) Give an example of a function f : R2 −→ R such that
(i) f is continuous at a point but the partial derivatives fail to exist at that point.
(ii) f is continuous at a point but all the directional derivatives fail to exist at that
point.
(iii) f is continuous and the partial derivatives exist at a point but all other direc-
tional derivatives fail to exist at that point.
(iv) f is continuous and all directional derivatives exist at that point but f fails to
be differentiable at that point.
(15) Suppose f : S ⊂ R2 −→ R be differentiable at a point a of the open set S. Then
show that f is continuous at a and all the directional derivatives exist at a.
(16) (a) Let f : R2 −→ R defined as

xy
f (x, y) = , (x, y) 6= (0, 0)
x2 + y2
= 0 , (x, y) = (0, 0)

(i) For which directions u does the directional derivative of f at the origin
exists ? Evaluate f 0 (0; u) where it exists.
(ii) Verify whether f is continuous at (0,0) ?
(iii) Verify whether f is differentiable at (0,0)?
(b) Repeat the above exercise for the following functions:

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

xy
(i) f (x, y) = p , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
x2 y 3
(ii) f (x, y) = , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
x2 y 2
(iii) f (x, y) = , (x, y) 6= (0, 0)
x y + (y − x)2
2 2

= 0 , (x, y) = (0, 0)
x|y|
(iv) f (x, y) = p , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
xy 3
(v) f (x, y) = , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
(vi) f (x, y) = ax + by
(vii) f (x, y) = xy
1
(viii) f (x, y) | xy | 2
=
1 1
(ix) f (x, y) = x sin + y sin , xy 6= 0
y x
1
= x sin , y 6= 0
y
1
= y sin , x 6= 0
x
= 0 , x = 0, y = 0
1 1
(x) f (x, y) = x2 sin + y 2 sin , xy 6= 0
y x
1
= x2 sin , y 6= 0
y
1
= y 2 sin , x 6= 0
x
= 0 , x = 0, y = 0

(c) Let f : R2 −→ R defined as

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

xk
f (x, y) = , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
(i) Show that the partial derivatives does not exist at the origin if k = 1.
(ii) Show that the partial derivatives exist at the origin if k = 2 but neither the
directional derivatives exist at the origin nor the function is continuous thereat.
(iii) Show that the function is continuous at origin if k = 3 but not differentiable
there.
(iv) Show that the function is differentiable at the origin if k = 4.
(17) Let f : R −→ R2 . Define two functions f1 and f2 from R to R such that f (x) =
(f1 (x), f2 (x)) ∀x ∈ R. In symbol we write f = (f1 , f2 ). Then show that f is
differentiable at a point a in R iff both f1 and f2 are differentiable at a and
 0 
f1 (a)
Df (a) = f 0 (a) =
f20 (a)

(18) Let f : R2 −→ R. Then show that if f is differentiable at a point a in R2 then the


partial derivatives exist at a and
∂f ∂f
Df (a) = (D1 f (a), D2 f (a)) = ( (a), (a)) .
∂x ∂y
(19) Let f : R2 −→ R and a ∈ R2 . Suppose one of the partial derivatives exist at a
and the remaining partial derivative exist on some open ball containing a and are
continuous at a. Then show that f is differentiable at a.
Give an example to show that continuity of the partial derivatives is sufficient but
not necessary for the differentiability of f at a.
(20) Let f : R2 −→ R defined as
x3
f (x, y) = , (x, y) 6= (0, 0)
x2 + y2
= 0 , (x, y) = (0, 0)
Then show that f is not differentiable at (0,0) but all the directional derivatives exist
at(0,0).
(21) Let f : R2 −→ R defined as
1
f (x, y) = (x2 + y 2 )sin p , (x, y) 6= (0, 0)
x + y2
2

= 0 , (x, y) = (0, 0)
Then show that f is differentiable at (0,0). Verify whether fx or fy is continuous at
(0,0) or not.

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

(22) Let f : R2 −→ R be defined as

x2 − y 2
(i) f (x, y) = xy , (x, y) 6= (0, 0)
x2 + y 2
= 0 , (x, y) = (0, 0)
(ii) f (x, y) = x2 tan−1 (y/x) − y 2 tan−1 (x/y) , x 6= 0, y 6= 0
= 0 , otherwise
(iii) f (x, y) = (x2 + y 2 )tan−1 (y/x) , x 6= 0
πy 2
=
2
Then verify whether fxy (0, 0) = fyx (0, 0).
(23) If f : R2 −→ R be such that fx = 0 then show that f is independent of second
variable. If fx = fy = 0 then show that f is constant.

(24) Let S = {(x, y) ∈ R2 : x < 0 or (x ≥ 0 andy 6= 0)}. If f : S −→ R be such that


fx = fy = 0 then show that f is constant.
Find a function f : S −→ R such that fy = 0 but f is not independent of second
variable.

(25) Let S be an open subset of R2 and f : S −→ R be differentiable at each point of S.


Let x, y are two elements of S such that L(x, y) = {tx + (1 − t)y : 0 ≤ t ≤ 1} ⊂ S.
Then show that there exists an element zxy in R2 such that
f (y) − f (x) = Df (zxy )(y − x) .
(26) Let a ∈ R and f : R −→ R be such that the directional derivative f 0 (x, u) = 0 for
2 2

every x in B(a,r) and every direction u. Then prove that f is constant on B(a,r).
What can you say about f if f 0 (x, u) = 0 for a fixed direction u and every x in B(a,r)
?
(27) Prove that there exists no function f : R2 −→ R such that the directional derivatives
f 0 (c, u) > 0 for a fixed point c in R2 and every direction u.
Give an example of a function f such that f 0 (c, u) > 0 for a fixed direction u and
every c in R2 .
(28) If u = f (x, y) is a differentiable function of x, y and x = φ(t), y = ψ(t) are differen-
tiable functions of t then u is differentiable function of t and
du ∂f ∂φ ∂f ∂ψ ∂f ∂f
= . + . , du = .dx + .dy
dt ∂x ∂t ∂y ∂t ∂x ∂y
(29) If z = f (x, y) is a differentiable function of x, y and x = φ(u, v), y = ψ(u, v) are
differentiable functions of u, v then z is differentiable function of u, v and
∂z ∂f ∂x ∂f ∂y
= . + .
∂u ∂x ∂u ∂y ∂u

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

∂z ∂f ∂x ∂f ∂y
= . + .
∂v ∂x ∂v ∂y ∂v
∂f ∂f
df = .dx + .dy
∂x ∂y
(30) If u = f (x, y) and x = r cos θ, y = r sin θ then prove that

∂u 2 ∂u 2 ∂u 2 1 ∂u 2
) + ( ) = ( ) + 2( )
(i) (
∂x ∂y ∂r r ∂θ
2 2
∂ u 1 ∂u 1 ∂ u ∂ u ∂2u
2
(ii) + + = + 2.
∂r2 r ∂r r2 ∂θ2 ∂x2 ∂y
3 2 2 2 2
(31) If u = r and x + y + z = r then prove that
∂2u ∂2u ∂2u
+ 2 + 2 = 12r.
∂x2 ∂y ∂z
(32) If z = f (x, y) and x = eu + e−v , y = e−u − ev then prove that
∂z ∂z ∂z ∂z
− =x −y .
∂u ∂v ∂x ∂y
(33) If w = f (y − z, z − x, x − y) then prove that
∂w ∂w ∂w
+ − = 0.
∂x ∂y ∂z
(34) If f (x, y) is a homogenous function of degree n i.e. if,
f (tx, ty) = tn f (x, y) for every value of t
and f is differentiable then show that
∂f ∂f
x +y = nf (x, y).
∂x ∂y
This is known as Euler’s theorem on homogenous functions.
The converse also holds i.e. if, f (x, y) is a differentiable function satisfying the above
relation then f is homogenous of degree n.
3
+y 3
(35) If tan u = xx−y then prove that
∂u ∂u
x +y = sin 2u.
∂x ∂y
x2 +y 2
(36) If u = log x+y then prove that
∂u ∂u
x +y = 1.
∂x ∂y
x2 +y 2
(37) If sin u = x+y then prove that
∂u ∂u
x +y = tan u.
∂x ∂y

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables
√ √
x− y
(38) If sin u = √ √
x+ y
then prove that
∂u ∂u
x +y = 0.
∂x ∂y
Jacobian

• If u = f (x, y), v = g(x, y) are differentiable functions of x, y then the Jacobian


determinant of the functions u, v w.r.t. the variables x, y, denoted as ∂(u,v)
∂(x,y) , is
defined as
∂f ∂f
∂(u, v)
= ∂x ∂g
∂y
∂g
∂(x, y) ∂x ∂y
• If u = f (x, y, z), v = g(x, y, z), w = h(x, y, z) are differentiable functions of
x, y, z then the Jacobian determinant of the functions u, v, w w.r.t. the variables
x, y, z, denoted as ∂(u,v,w)
∂(x,y,z) , is defined as
∂f ∂f ∂f
∂x ∂y ∂z
∂(u, v, w) ∂g ∂g ∂g
= ∂x ∂y ∂z
∂(x, y, z) ∂h ∂h ∂h
∂x ∂y ∂z

(39) If u = cos x, v = sin x cos y, w = sin x sin y cos z then show that
∂(u, v, w)
= − sin3 x sin2 y sin z.
∂(x, y, z)
(40) If x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ then show that
∂(x, y, z)
= r2 sin θ.
∂(r, θ, φ)
(41) If u = x + y + z, uv = y + z, uvw = z then show that
∂(x, y, z)
= uv .
∂(u, v, w)
Taylor’s Theorem

• If f (x, y) is a function possessing continuous partial derivatives upto order n in


an open ball containing (a, b) then for a point (a + h, b + k) contained in the
ball there exists θ ∈ (0, 1) such that
∂ ∂ 1 ∂ ∂
f (a + h, b + k) = f (a, b) + (h + k )f (a, b) + (h + k )2 f (a, b) +
∂x ∂y 2! ∂x ∂y
1 ∂ ∂ n−1
... + (h +k ) f (a, b) + Rn
(n − 1)! ∂x ∂y
where
1 ∂ ∂
Rn = (h + k )n f (a + θh, b + θk)
n! ∂x ∂y

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

is called the remainder after n terms.


• If we put a = b = 0 and h = x, k = y then we get
∂ ∂ 1 ∂ ∂
f (x, y) = f (0, 0) + (h + k )f (0, 0) + (h + k )2 f (0, 0) +
∂x ∂y 2! ∂x ∂y
1 ∂ ∂ n−1
... + (h +k ) f (0, 0) + Rn
(n − 1)! ∂x ∂y
where
1 ∂ ∂
Rn = (h + k )n f (θx, θy)
n! ∂x ∂y
This is knows as Maclaurin’s theorem.
• Taylor’s theorem can also be stated as
∂ ∂ 1 ∂ ∂
f (x, y) = f (a, b) + ((x − a) + (y − b) )f (a, b) + ((x − a) + (y − b) )2 f (a, b)
∂x ∂y 2! ∂x ∂y
1 ∂ ∂ n−1
+... + ((x − a) + (y − b) ) f (a, b) + Rn
(n − 1)! ∂x ∂y
where
1 ∂ ∂
Rn = (h + k )n f (a + θ(x − a), b + θ(y − b))
n! ∂x ∂y
This is Taylor’s expansion of f (x, y) about the point (a, b) in powers of x − a
and y − b.
(42) Expand x3 + 3y − 2 in powers of x − 1 and y + 2.
(43) Find the expansion of sin x sin y about (0, 0) up to and including the terms of the
fourth degree.
2 2 2 2 2 2 2 2 2
(44) If u = x +yx +z , v = x +yy +z , w = x +yz +z then show that

∂(u, v, w) (x2 + y 2 + z 2 )3
= .
∂(x, y, z) x2 y 2 z 2
(45) By looking at the surface of z = f(x,y), determine whether the equation f(x,y) = 0
can be solved for y as a function of x in a neighbourhood of the indicated point(a,b)
as follows:
(i) f (x, y) = x2 − y 2 ; (a,b) = (0,0) (ii) f (x, y) = x2 + y 2 − 5; (a,b) = (1,2)
(iii) f (x, y) = x2 − y 3 ; (a,b) = (0,0) (iv)f (x, y) = x4 − y 2 ; (a,b) = (0,0)
(v) f (x, y) = sin[π(x + y)] − 1; (a,b) = (1/4,1/4)
(46) (a) Give an example of a function f : R2 −→ R such that f(x,y) = 0 can be
solved for y uniquely as a function of x near (a,b) even though f(a,b) = 0 and
fy (a, b) = 0.
(b) Give an example of a function f : R2 −→ R such that f(x,y) = 0 can be
solved for y uniquely as a function of x near (a,b) even though f(a,b) = 0 and
fy (a, b) = 0 but f is not differentiable at (a,b).

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

(c) Give an example of a function f : R2 −→ R such that f(x,y) = 0 can be solved


for y in more than one way as a function of x near (a,b) even though f(a,b) =
0 and fy (a, b) = 0 but f is differentiable at (a,b).
(47) (Implicit function theorem) Let f : R2 −→ R have continuous partial derivatives
fx and fy in a neighbourhood of (a,b) where f(a,b) = 0 and fy (a, b) 6= 0. Then there
exists closed intervals Ia and Ib containing a and b resp. and a function φ : Ia −→ Ib
such that

b = φ(a); f (x, φ(x)) = 0 ∀x ∈ Ia ; fy (x, φ(x)) 6= 0 ∀x ∈ Ia .

Furthermore φ is a C 1 function on Ia and φ0 (x) = − ffxy .

(48) Prove that the following equations have unique solutions for y near the indicated
points
(i) x2 + xy + y 2 = 7 at (1,2) (ii) x cos xy = 0 at (1, π/2)
(49) Show that the system of equations

3x + y − z + u2 = 0
x − y + 2z + u = 0
2x + 2y − 3z + 2u = 0

can be solved for x,y,u in terms of z but not for x,y,z in terms of u.
Extreme values : Maxima and Minima

• A function f (x, y) is said to have maximum ( or minimum) at a point (a, b) of


the domain of the function if there exists an open ball B such that for all (x, y)
in B we have f (x, y) ≤ ( or ≥) f (a, b).
If there exists no such open ball then we say that f has neither maxima nor
minima at (a, b).
• A necessary condition for f to have an extreme value (maxima or minima) at a
point (a, b) is fx (a, b) = fy (a, b) = 0, provided both the partial derivatives exist
at (a, b). This condition is not sufficient as f (x, y) = |x| + |y| ha a minima at
(0, 0) but none of the partial derivatives exist at (0, 0).
• How to find extreme values

* First find the stationary points (a, b) by solving fx (a, b) = 0, fy (a, b) = 0.


* Calculate fxx (a, b) = A, fyy (a, b) = B, fxy (a, b) = C.
* If AC − B 2 < 0 then (a, b) is neither a maxima nor a minima.
* If AC − B 2 = 0 then we cannot say whther (a, b) is a maxima or a minma
and further investigation is necessary.
* If AC − B 2 > 0 then
∗ (a, b) is a point of maxima if A < 0
∗ (a, b) is a point of minima if A > 0

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students
Problem sheet on several variables

(50) Find and classify the extreme values (if any) of the functions defined as :
(i) f (x, y) = y 2 + x2 y + x4 , (ii) f (x, y) = (x − 1)4 + (y − x)4 ,
(iii) f (x, y) = x3 + y 3 − 3x − 12y + 20, (iv) f (x, y) = x3 + y 3 − 63x − 63y + 12xy.
Lagrange’s multiplier
To find the maximum value of x2 y 2 z 2 subject to the condition x2 + y 2 + z 2 = c2 .

Step 1
Consider the function F (x, y, z) = x2 y 2 z 2 +λ(x2 +y 2 +z 2 −c2 ) where λ is a constant.
Then dF = 0 and so Fx = Fy = Fz = 0 which gives
2xy 2 z 2 + 2λx = 0 . . . (i)
2 2
2x yz + 2λy = 0 . . . (ii)
2 2
2x y z + 2λx = 0 . . . (iii)
Also x2 + y 2 + z 2 − c2 = 0 . . . (iv)
Solving we get x = ± √c3 , y = ± √c3 and z = ± √c3 .
2
At all those points x y z has a maximum value which is c3 .
2 2 2

(51) Find the greatest and least distances of a point on the ellipse x2 /4 + y 2 = 1 from
the straight line x + y − 4 = 0.
(52) Find the values of a and b for the ellipse x2 /a2 + y 2 /b2 = 1 of least area containing
the circle (x − 1)2 + y 2 = 1 in its interior.
2 2
(53) Calculate the maximum values of the following expressions: (i) xx+6xy+3y 2 −xy+y 2 . (ii)
x4 +2x3 y
x4 +y 4 .

This problem sheet is written by Kallol Paul, Department of Mathematics, Jadavpur


University for Math IG course of 1st year ETCE students

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