3.1.

Preliminaries
Learning objectives
To define a real valued function of independent variables.
To study the level curves of a function of two variables and level surfaces of a
function of three variables.
To define the domain and range of functions of two and three variables.
To study the interior, boundary and boundedness of a given region.

AND

To practice the related problems.

3.1. Preliminaries
In earlier classes we have studied the calculus of functions of a single real
variable. In day – to – day real – world applications we notice that a quantity
under investigation depends on two or more independent variables. For example
( ) the temperature ( ) on earth’s surface depends on its latitude ( ) and
longitude ( ) ( )the volume of a rectangular parallelepiped depends on its
length( ), breadth ( ) and height(ℎ). Therefore, we need to extend the basic
ideas of the calculus of functions of a single real variable to functions of several
variables. The rules of this calculus broadly remain the same as the calculus of
functions of a single real variable and this calculus is rich in generalization and
elegance. The derivatives are more varies and interesting, since the variables can
interact in different ways. Their integrals lead to a greater variety of applications.
Various studies in probability, statistics, fluid dynamics, electricity and many more
lead in natural ways to functions of more than one variable.

– Dimensional Euclidean space

Let be the set of al real numbers. Then

= × = =( , )| ∈ , = 1, 2

i.e., is the set of all ordered pairs whose components are from .

= × × = =( , , )| ∈ , = 1, 2, 3

i.e., is the set of all ordered triplets whose components are from .

For a natural number , we have

= × × …× = =( , ,…, )| ∈ , = 1, 2, … ,

( ! "#$)

The elements of are called ordered n – tuplets.

(The elements of are called points or vectors, especially when > 1)

&
= is the Real line
 is the plane (or the complex plane) and

is the – dimensional Euclidean space.

Further, is called the – dimensional Euclidean space.

Distance between two points

Let = ( , , … , ) , ' = ( , , … , ) ∈ . Let (( ) and )(') be any two
points in . Then the distance between ( and ) is denoted by *((, )) or
*( , ') and is defined as

*((, )) = *( , ') = +( − ) +( − ) +⋯+( − )

Neighborhood of a point
Let / = (0 , 0 , … , 0 ) be a point P in and 1 > 0. The 4 − neighborhood of
the point ((/) is denoted by 5 6 (/) or 5 6 (() and is defined as

5 6 (P) = 5 6 (/) = =( , ,…, )∈ | * ( , /) < 1

 
= ( x1 ,x2 ,x3 ,...,xn ) ∈ R n | ∑ ( xi − ai ) < δ 
n 2

 i =1 

The deleted 4-neighborhood of the point ((/) is denoted by 56∗ (/) or 56∗ (() and
 
N ∗δ ( P ) = N ∗δ ( a ) = ( x1 ,x2 ,...,xn ) ∈ Rn | 0 < ∑ ( xi − ai ) < δ 
n 2

 i =1 

Function of Independent variables

Let : be a set of - tuples of real numbers, . #., : ⊆ . A real valued function <
on = is a rule that assigns a unique real number > to each element =
( , , … , ) ∈ :. Then we write ?: : ⟶ defined by

?( , ,…, ) = > for all ( , ,…, )∈:

The set : for whose elements, ? is defined is called the domain of ? and the set
of >- values taken on by ? is called the range of ?.
 . #., ?( , , … , )| ( , , … , ) ∈ : is the range of ?. The symbol > is the
dependent variable of ? and ? is said to be a function of independent
variables , , … , . (We call the B , 1 ≤ D ≤ , the input variables of ? and >,
the output variable of ?).

As usual, we evaluate functions defined by formulas by substituting the values of

the independent variables in the formula and calculate the corresponding value of
the dependent variable.

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

Functions of two variables

If ? is a function of two independent variables, we usually denote the independent
variables by and and the dependent variable by E.

We often write E = ?( , ) to make explicit the value taken on by ? at the

general point ( , ). A function of two variables is a function whose domain is a
subset of (i.e., a region in −plane) and whose range is a subset of

Not all functions are given by explicit formulas.

Example 1: Find the domain and range of ?( , ) = +9 − −

Solution: The domain of ? is

:= ( , )∈ |9− − ≥ 0 = ( , )| + ≤9

It is the disk with center (0, 0) and radius 3. The range of ? is

HE ∈ | E = +9 − − , ( , ) ∈ :I

Since E is a positive square root; E ≥ 0. Notice that

9− − ≤ 9 ⟹ +9 − − ≤3

Therefore, the range is E| 0 ≤ E ≤ 3 = [0, 3]

Graph
A way of visualizing the behavior of a function of two variables is to consider its
graph.

If ? is a function of two variables with domain :, then the graph of ? is the set of
all points ( , , E) in such that E = ?( , ) and ( , ) ∈ :

Just as the graph of a function ? of one variable is a curve M with equation

= ?( ), the graph of a function < of two variables is a surface N with
equation O = < ( , '). We can visualize the graph P of ? as lying directly above
or below its domain in the – plane.

Example 2: Sketch the graph of ?( , ) = +9 − −

Solution: The graph has equation E = +9 − − . on squaring both sides, we

get E = 9 − − or + + E = 9. It is the equation of the sphere with
center at the origin and radius 3. Since E ≥ 0, the graph of ? is the top of their
sphere, i.e., the upper hemisphere of the sphere + + E = 9.
Note: An entire sphere can’t be represented by a single function of and . The
lower hemisphere is represented by the function ℎ( , ) = −+9 − − .

Level Curves
A method of visualizing functions is a contour map on which points of constant
elevation are joined to form Contour curves or level curves.

The level curves of a function ? of two variables are the curves with equations
?( , ) = Q, where Q is a constant in the range of ?.

A level curve ?( , ) = Q is the set of all points in the domain of ? at which ?

takes on a given value Q. That is, it shows where the graph of ? has height Q.

Example 3: Find the level curves of the function ?( , ) = +9 − − , for

Q = 0, 1, 2, 3 .

Solution: The level curves are +9 − − = Q or + = 9 − Q . This is a

family of concentric circles, with center (0,0) and radius √9 − Q ≤ 3. The four
particular level curves with Q = 0, 1, 2 and 3 are + = 9, + = 8,
+ = 5 and + =0

Interior point
Let U be a region ($#!) in . A point P( V , V ) in U is an interior point of U if it is
the center of a disk of positive radius that lies entirely in U .
Boundary point
A point P( V , V ) is a boundary point of U if every disk centered at ( contains
points that lie outside of U as well as points that are in U (The boundary point
itself need not belong to U)

Open and closed regions

A region U is said to be open if every point of U is an interior point of U.

A region U is said to be closed if U contains all its boundary points.

Some regions in the plane are neither open nor closed. If you start with the open
disk and add to it some but not all of its boundary points, then the resulting set is
neither open nor closed.
Bounded and unbounded regions in the plane
A region in a plane is bounded if it lies inside a disk of fixed radius. A region is
unbounded if it is not bounded. Some examples of bounded sets in the plane:

Line segments, triangles, interiors of triangles, rectangles, circles and disks

Some examples of unbounded sets in the plane:

Lines, coordinate axes, quadrants, half planes and the plane itself.

Functions of three variables

If ? is a function of three independent variables, we usually call the independent
variables , and E and the domain is a region in the 3 – dimensional Euclidean
space.

Example 4: Find the domain of ? if ?( , , E) = (E − ) + $ E

Solution: The expression for ?( , , E) is defined as long as E − > 0. Therefore,

the domain D of ? is : = ( , , E) ∈ : E >

This is a half space consisting of all points that lie above the plane E = .

It is very difficult to visualize a function ? of three variables by its graph, since that
would lie in a four-dimensional space. However, we do gain some insight into ? by
examining its level surfaces, which are the surfaces with equations ?( , , E) = Q,
where Q is a constant in the range of ?. If the point ( , , E) moves along a level
surface, the value of ?( , , E)remains fixed.

Example 5: Find the level surfaces of the function ? ( , , E) = + +E

Solution: The level surfaces are + + E = Q, where Q ≥ 0. These are a family

of concentric sphere with radius √Q. Thus, as ( , , E) varies over any sphere with
center (0,0,0) , the value of ?( , , E) remains fixed.
The definitions of interior, boundary, open, closed, bounded and unbounded for
regions in space are similar to those for regions in the plane. To accommodate the
extra dimension, we use solid balls instant of disks.

Let U be a region (set) in . A point (W V , V, EV X in U is an interior point of U if it

is the center of a solid ball that lies entirely in U

A point (W V , V, EV X is boundary point of U if every sphere centered at ( encloses

points that lie outside of U as well as points that lie inside of U.

The set of interior points of U is the interior of U. The set of boundary points of U
is the boundary of U. A region U is said to be open if every point of U is an interior
point of U. A region U is said to be closed of U contains all its boundary points.

Some examples of open sets in space

The interior of a sphere, the half space E > 0, the first octant and the space itself.
Some examples of closed sets in space

Lines, planes, the closed half space E ≥ 0, the first octant together with its
bounding planes and space itself.

A solid sphere with part of its boundary removed or a solid cube with a missing
face, edge or a corner point would be neither open nor closed.

Linear function
A function of the form ?( , ) = 0 + + Y is called a linear function. The graph
of such a function has the equation E = 0 + + Y or 0 + − E + Y = 0 and it
is a plane. The linear functions of two variables play a central role in multi- variable
calculus.
3.1. Preliminaries
EXERCISE
I. Find the domain ,range and level curves(surfaces) of the following functions

a) = b) , =4 +9 c) , =

d) , = 100 − − e) =

II. Find the boundary of the domain of . Determine if the domain of is an

open region or closed region and decide if the domain of is bounded or
unbounded

a) , = − b) , =

c) , = d) , = ! " #

III. Find an equation for the level curve of the following function $, % that
passes through the given point.
n
∞
 x
a) , =√ − 1, 1,0 b) f ( x, y ) = ∑   , 1,2
n=0  y 

IV. Find an equation for the level surfaces of the following function $, %, (
that passes through the given point.

a) , , = − −) , 3, −1,1
b) + , , = ln + + , −1,2,1

dθ
y z
dt
c) g ( x, y,z ) = ∫ + ∫ , "0, , 2#
x 1−θ 2 2 t t2 −1
ANSWERS
I.

a) Domain: Entire plane ; Range : /−1,10 ; Level curve is = sin 3

b) Domain: Entire plane ; Range : /0, 4∞ 4 ; Level curve: 4 + =3

c) Domain : Entire plane ; Range: −∞, ∞ ; Level curve: =3

d) Domain: Entire plane ; Range: /0,1000 ; Level curves: + = 100 − 3

e) Domain: , , ≠ 0,0,0 ; Range: 0, ∞ ; Level surface: + + =

7

II.

a) Domain: all points in plane ; No boundary points

Both open and closed ; Unbounded

b) Domain: All points , satisfying + < 16 ;

Boundary is the circle + = 16 ; Open ; Bounded

c) Domain: entire −plane ; No boundary points

Both open and closed ; Unbounded

d) Domain: entire −plane except = 0 ; Boundary is the line =0

Open ; Unbounded

III.

a) = 1 or = −1 b) =2

IV.
;
a) − −) =2 b) + + = 4 c) − + : =
P1.

Find the domain, range and level curves for following functions:

(a) , = − (b) , =

Solution:

(a)

i) Notice that the domain of the function , is

= , ∈ | − ≥0 = , ∈ | ≥

ii) The range of , is ∈ | = − , , ∈

Since is a positive square root; ≥ 0. Therefore,

Range of = ∈ | ≥ 0 = [0, ∞

iii) The level curves of the function , are the curves with equations
, = , where is a constant in the range of .

i.e., − = ⟹ − = ⟹ = + , which is a parabola shifted

units upwards.

(b)

i) Notice that the domain of the function " , is = , ∈ | ≠0

That is, the whole of except the points on and axes

$
ii) The range of " , is ∈ | = , , ∈ = −∞, 0 ∪ 0, ∞
%&

iii) The level curves of the function " , are the curves with
equations " , = , where is a constant in the range of ".
$ $
i.e., = ⟹ = , which are Hyperbolas.
%& (
P2.

If , = − then find the boundary of the domain of . Determine if the

domain of is an open region or closed region and decide if the domain of is
bounded or unbounded.

Solution: Notice that , = − is defined for all , ∈ . Therefore, the

domain of is the whole of .

i) Let be an arbitrary point in = . Then for any > 0, we have ⊂

. That is, is an interior point of . Since is arbitrary, every point of
= is an interior point of = . Thus, is open.

ii) Since every point of = is an interior point and there are no points
outside of , there are no boundary points.

Therefore, = , where denotes the boundary of . Clearly,

⊂ ⟹ is closed.

iii) is unbounded, since we cannot enclose in a disk of finite radius.

Note: is both open and closed and it is unbounded.

P3:

If , = then find the boundary of the domain of . Determine if the domain

of is an open region or closed region and decide if the domain of is bounded or
unbounded.

Solution: Notice that the domain of the function , is

= , ∈ | , ≠ 0,

That is, the domain is the whole of except the points on the -axis.

i) Let be an arbitrary point on the -axis. Then every disk centered at contains
the points , that lie outside of (i.e., the points on the diameter of the disk
along the -axis) as well as the points , that lie in . Thus, is a boundary
point of . Since is an arbitrary point on the -axis, every point on the -axis is a
boundary point of . Notice that is not a subset of . Therefore, is not
closed.

ii) Notice that every point in is an interior point. Therefore, is open.

iii) is unbounded, because we cannot enclose in a disk of finite radius.

P4:

dt
Find an equation for the level curve of the function f ( x , y ) = ∫
y
that
x 1+ t 2

passes through the point −√ , √ .

dt y
Solution: Given f ( x, y ) = ∫
y
= tan −1 t  = tan −1 y − tan −1 x
x 1+ t2  x

The level curves of a function , of two variables are the curves with
equations , = where is a constant in the range of

i.e., − =

Since the level curve of , passes through the point −√2, √2 , we have

√2 − −√2 = ⟹2 √2 =

Therefore, the required level curve is − =2 √2

IP1:

Find the domain, range and level curves for following functions:

(a) , , = + + (b) , , =

Solution:

(a)

i) Notice that the domain of the function , , is

= , , ∈ | + + ≥0

That is, the domain is the entire space .

ii) The range of , , is ∈ | = + + , , , ∈

Since is a positive square root, ≥ 0. Therefore, Range of = !0, ∞

iii) The level surfaces of the function , , are the surfaces with
equations , , = #, where # is a constant in the range of .

i.e., + + =#⟹ + + = # , which is a sphere of radius #

centered at the origin.

(b)

i) Notice that the domain of the function % , , is = , , ∈ | >0

That is, the domain is the upper half space > 0

ii) The range of % , is ∈ | = '( , , , ∈ = −∞, ∞

iii) The level surfaces of the function % , , are the surfaces with
equations % , , = #, where # is a constant in the range of %,
,
+ /
i.e., '( = # ⟹ =* -.
IP2:

If , = − then find the boundary of the domain of . Determine if

the domain of is an open region or closed region and decide if the domain of
is bounded or unbounded.

Solution: Notice that the domain of the function , is

= , ∈ | − ≥0 = , ∈ | ≥

i) Let be an arbitrary point on the line = . Then every disk centered at

contains the points , that lie outside of (i.e., < ) as well as the points
, that lie in (i.e., > ). Thus, is a boundary point of . Since is an
arbitrary point on the line = , every point on the line = is a boundary
point of . Thus,

= , ∈ | = = , ∈ | ∈

ii) Notice that ⊂ . Therefore, is closed.

iii) is unbounded, because we cannot enclose in a disk of finite radius.

IP3:

If , = + then find the boundary of the domain of . Determine if

the domain of is an open region or closed region and decide if the domain of is
bounded or unbounded.

Solution: Notice that the domain of the function , is

= , ∈ | , ≠ 0, 0 = − 0, 0

i) Let be an arbitrary point in the domain = − 0, 0 . There exists > 0

such that ⊂ . Thus, every point in the domain is an interior point of .
Therefore, is open.

ii) Let be the point 0, 0 . Then every disk centered at contains points that lie
outside of (namely 0, 0 itself) as well as points inside . Therefore, 0,0 is
the only boundary point of

iii) is unbounded, because we cannot enclose in a disk of finite radius.

IP4:

( x + y)
∞ n

Find the equation for the level surface of the function f ( x , y ,z ) = ∑

n= 0 n! z n
passes through the point , , .

( x + y)  x+ y 
∞ n
 
Solution: Given f ( x, y,z ) = ∑ =e  z 

n =0 n! z n

The level surfaces of a function , , of three variables are the surfaces with
equations , , = , where is a constant in the range of

 x+ y 
  x+ y
i.e., e z  =k⇒ = ln k
z
Since the level surfaces of , , passes through the point 2, 4, 3 ,

= ⟹ 8=3 ⟹ 8= ⟹ =2

Therefore, the required level surface is = 2

3.2. Limits and Continuity
Learning objectives
To define limits of function of two and three variables
To define the continuity of a function of two and three variables at a point

AND

To practice the related problems.

3.2. Limits and Continuity
In this module we discuss limits and continuity for functions of two variables. The
definition of the limit of a function of two variables is similar to the definition of
the limit of a function of a single real variable, but with a difference.

Limits
If the values , lie arbitrarily close to a fixed real number for all points
, sufficiently close to a point , , we say that approaches the limit as
, approaches , . Notice that, if , lies in the interior of the
domain of , then , can approach , from any direction.

Limit of a function of two variables

Let ⊆ and , be a point in . Let = , be a function (of two
variables) defined on except possibly at , .

If for every given real number > 0, however small, there exists a real number
> 0 such that

| , − | < , for all , ∈ ∗

i.e., | , − | < , whenever 0 < − + − <

then the finite real number is called the limit of the function , as
, → " , " . Symbolically, we write it as

#$% , =&
, → ", "

Note: 1) The definition of limit says that the distance between , and
becomes arbitrary small whenever the distance from , to , is made
sufficiently small (but not 0).

2) The definition of limit applies to boundary points , as well as interior

points of the domain of . The only requirement is that the point , remain in
the domain at all times while reaching " , " .
3) The in the definition depends on and the point , , in general.

4) '() , , if it exists is unique.

*,+ → *,,+,

5) Since , → , in the two-dimensional plane in ∗ , there are

infinite number of paths joining , to , in the - nbd of . Since the
limit is unique, the limit is same along all paths (inside the - nbd of ). That is the
limit is independent of the path. Thus, the limit of a function cannot be obtained
by approaching the point , along a particular path and finding the limit of
the function. If the limit depends on a path, then the limit does not exist.

Two-Path Test for Nonexistence of a limit

If a function , has different limits along different paths as , approaches
, , then '() , does not exist.
*,+ → *, ,+,

+
= . cos 2 , = . sin 2 (where . = + and = tan78 ), then the
*
i) If
definition of the limit '() , = reduces to
*,+ → ,

| . cos 2 , . sin 2 − | < , whenever . < , independent of 2.

ii) It is easy to see that

'() = ; '() =
*,+ → *, ,+, *,+ → *, ,+,

and '() 9 = 9 (for any constant 9 ∈ )

*,+ → *,,+,

Theorem 1: Properties of Limits of Functions of Two Variables

If &, : and ; are real numbers and

#$% , = & and #$% < , =:

, → ", " , → ", "

then the following rules hold:

1. Sum rule: '() = , +> , ?= +@

*,+ → *, ,+,
2. Difference Rule: '() = , −> , ?= −@
*,+ → *, ,+,
3. Product Rule: '() = , .> , ? = .@
*,+ → *, ,+,
4. Constant Multiple Rule: '() B9 , C = 9 , where 9 is any real constant.
*,+ → *, ,+,

D *,+ F
'() = , @≠0
*,+ → *, ,+, E *,+ G
5. Quotient Rule:
6. Power Rule: If . and I are integers with no common factors and I ≠ 0, then
'() , J ⁄K
= J⁄K , provided J⁄K is a real number. (If I is even,
*,+ → *, ,+,
then we assume > 0).
M*+ N
Example 1: Using limit definition, find '()
* N O+ N
if it exists.
*,+ → ,

Solution: Notice that the function always has value 0 along the line = 0, when
≠ 0 and the function has value 0 along the line = 0, when ≠ 0 . This shows
that the limit of the function as , → 0,0 , if exists must be 0. To verify this
we apply − definition of the limit.

For every given > 0, we have to find a > 0 such that

M*+ N
P − 0P < , whenever 0 < + <
* N O+ N

M|*|+ N
< , whenever 0 < + <
* N O+ N
or

M|*|+ N
≤ 4| | since ≤ +
* N O+ N
Now,

≤4 + , since | | ≤ +
S
< , whenever 0 < + <
M
S
Thus, for each > 0 ∃ a = such that
M

M*+ N
P − 0P < whenever 0 < + <
* N O+ N
 M*+ N
'() =0
* N O+ N
Therefore,
*,+ → ,

When we apply Theorem1 to polynomials and rational functions, we obtain the

useful result that the limits of these functions as , ⟶ , can be
calculated by evaluating the functions at " , " . The only requirement is that
the rational functions be defined at , .
W* N 7+ N OX
Example 2: Find the limits V '()
* N O+N O
Y '() + −1
*,+ → , *,+ → W,M

Solution:

a) We have '() =0 , '() 2=2

*,+ → , *,+ → ,

⟹ '() = '() . '() = 0.0 = 0

*,+ → , *,+ → , *,+ → ,

Similarly, '() = 0. Thus,

*,+ → ,

'() + +2 = '() + '() + '() 2=2≠0

*,+ → , *,+ → , *,+ → , *,+ → ,

and '() 3 − +5 =3 '() − '() + '() 5=5

*,+ → , *,+ → , *,+ → , *,+ → ,

`ab W* N7+N OX
W* N 7+N OX X
∴ '() = =
c,d → ,,,
*,+ → , * N O+ N O `ab * N O+N O
c,d → ,,,

b) We have '() = 3, '() =4, '() 1=1

*,+ → W,M *,+ → W,M *,+ → W,M

⟹ '() = 9, '() = 16
*,+ → W,M *,+ → W,M

∴ '() + − 1 = 9 + 16 − 1 = 24
*,+ → W,M
⟹ '() + − 1 = √24 = 2√6
*,+ → W,M

* N 7*+
Example 3: Find '()
*,+ → , √*7√+

Solution: It is a rational function and notice that the denominator √ − →0

as , → 0, 0 .Therefore, we cannot use quotient rule.
* N 7*+ * *7+ B√*O√+C * *7+ B√*O√+C
= = = B√ + C
√*7√+ B√*7√+CB√*O√+C *7+
Now,

We can cancel − because the points on the line = are not in the domain
of the function. So,
* N 7*+
'() = '() h B√ + Ci = 0B√0 + √0C = 0 (∵ it is a polynomial)
*,+ → , √*7√+ *,+ → ,

* N+
Example 4: Applying the Two-Path test, show that the function , =
* kO+N
has no limit as , → 0,0

Solution: The limit cannot be found by the use of quotient rule because the
denominator is 0 as , ⟶ 0,0 . We examine the value of along curves that
end at 0,0 , say = 9 , ≠ 0.

,
* N (m* N ) m
Then |+lm*N = =
* k Om N * k 8Om N

m
∴ '() ( , )=
(*,+)→( , ) 8Om N
n`opE +lm* N

Thus, ( , )have different limits along different paths as ( , ) → (0,0). By Two-

Path Test, has no limit as ( , ) → (0,0).

Continuity
As in the case of functions of a single real variable, continuity of functions of two
or more variables is defined in terms of limits.
Continuous functions of two variables
A function , is said to be continuous at the point q ", " if

i) is defined at ,

ii) '() , exists

*,+ → *, ,+,

iii) '() , = ,
*,+ → *, ,+,

Let be the domain of the function and r ⊆ . We say that is continuous in

s if is continuous at every point of r.

That is, , is continuous at , if for every given t > 0, there exists a

> 0 such that

| , − , | < t , whenever , ∈

i.e., | , − , | < t , whenever − + − <

We say that a function is discontinuous at a point if it is not continuous at .

Note (1): In the definition of continuity,

'() , = , holds for all paths approaching the point

*,+ → *, ,+,
, . Therefore, if the continuity of a function at a point is to be proved, we
cannot choose a path and find the limit. However, if we want to show that a
function is discontinuous, it is enough to choose a path and show that the limit
does not exist.

Removable discontinuity
If , is defined and '() , = exists, ≠ , , then the
*,+ → *, ,+,
point , is said to be a point of removable discontinuity.

In this case we redefine the function at , as , = , so that the

redefined function is continuous at , .
A consequence of theorem 1 is that the algebraic combinations of continuous
functions are continuous at every point at which all the functions involved are
continuous. That is,

The sums, differences, products, constant multiples, quotients and powers of

continuous functions are continuous where they are defined.

In particular, polynomials and rational functions of two (or more) variables are
continuous at every point at which they are defined.

A continuous function has the following properties:

P1: A continuous function in a closed and bounded domain attains once its
maximum value @ and its minimum value ) at some point inside or on the
boundary of .

P2: For any number u that satisfies ) < u < @, there exist a point , in
such that , = u.

P3: A continuous function, in a closed and bounded domain that attains both
positive and negative values will have the value 0 at some point in .
*+
, , ≠ 0,0 w
, =v * N O+ N
0, , = 0,0
Example 5: Show that is continuous at every

point except at the origin.

Solution: Notice that the domain of , is . Let , ≠ 0,0 be an

arbitrary point.

'() 2 =2 '() . '() =2 and

*,+ → *, ,+, *,+ → *, ,+, *,+ → *,,+,

'() + = '() + '() = + ≠0

*,+ → *, ,+, *,+ → *,,+, *,+ → *, ,+,

`ab *+
*+ *,+,
lim = = = ,
c,d → c, ,d,
* N O+ N `ab * N O+ N *, O+,N
N
Therefore,
*,+ → *, ,+, c,d → c, ,d,

Thus, is continuous at , ≠ 0,0 . Since it is an arbitrary point, it is

continuous at every point of − z 0,0 {.
Continuity at ", " : The function is defined at 0,0 .We show that has no
limit as , → 0,0 along = ) , ≠ 0. Then

'() , = '() } ,
b* N b
|+lb* ~ = '() =
*,+ → , *,+ → , (*,+)→( , ) * N ObN * N 8ObN

The limit changes with ). By Two- Path Test '() ( , ) does not exist.
(*,+)→(*, ,+, )
Thus, ( , ) is discontinuous at (0,0). Therefore, ( , ) is continuous at every
point except at the origin. That is, ( , ) is continuous in − z(0,0){.

Continuity of Composites
If is continuous at ( , ) and > is a single variable function continuous at
( , ), then the composite function ℎ = > ∘ defined by ℎ( , ) = >( ( , ))
is continuous at ( , ).

Example 6: Show that the function • *7+ is continuous at every point ( , ) ∈

and find '() • *7+ .
(*,+)→( ,`p )

Solution: Let ( , ) = − . First we note that is continuous at every point

( , ) of (because it is a polynomial).

Let >(‚) = • ƒ . Further, > is continuous at every point ‚ ∈ and so > is continuous
at ( , ). Now, the composite function ℎ = >„ defined by

ℎ( , ) = >B ( , )C = >( − ) = • *7+

is continuous at every point ( , ) ∈ . Thus, ℎ( , ) = • *7+ is continuous

at (0, '…2). Therefore,
†
`ph i 8
'() ℎ( , ) = ℎ(0, '…2) ⟹ '() • *7+ = • 7`p
=• N =
(*,+)→( ,`p ) (*,+)→( ,`p )

Functions of more than two variables

The definitions of limit and continuity for functions of two variables and the
conclusions about limits and continuity for sums, difference, products, quotients,
powers and composites all extend to functions of three or more variables.
 *+O+‡
Example 7: Find '()
*,+,‡ → 8,78,78 * N O‡ N

Solution: The given function is a rational function and + ≠ 0 at 1, −1, −1 .

Therefore,
*+O+‡ 8 78 O 78 78 8
'() = =−
*,+,‡ → 8,78,78 * N O‡ N 8N O78N

Example 8:
8
, , in space is the function ℎ , , = I(…
‡
a) At what points continuous?

b) Find '() N
ℎ , ,
*,+,‡ → 8,8,
ˆ

Solution:
8
, , = . It is continuous at every point , , ∈ ‰
, ≠ 0 (Since it is
‡
a) Let
a rational function). Let > ‚ = I(…‚. Clearly, > ‚ is continuous at every ‚ ∈
and so, is continuous at , , , where , , ∈ ‰ , ≠ 0

Now, the composite function ℎ8 = > ∘ defined by

8 8
ℎ8 , , = >B , , C = > h i = I(…
‡ ‡

is continuous at every point , , ∈ ‰

, ≠ 0.

Let ℎ , , = .It is continuous at every point , , ∈ ‰

. Now, the product
8
ℎ , , =ℎ , , . ℎ8 , , = I(… is continuous at every point
‡
, , ∈ ‰
, ≠ 0.

b) Since ℎ is continuous at h1,1, i, we have

Š

Š
'() ℎ , , = ℎ h1,1, i = 1.1. I(… = 1
*,+,‡ → 8,8,
N Š
ˆ
3.2. Limits and Continuity
EXERCISE
1. Use the − approach, establish the following limits.

x+ y   1 
a) lim =0 b) lim  y + x cos  y  = 0
( x,y )→( 0 ,0) x + y 2 + 1
2
( x,y )→( 0 ,0 )   

c) lim
( x,y )→( 0 ,0 )
(x 2
)
+ y 2 sin
1
xy
=0

2. Determine the following limits if they exists:

x ( y − 1) tan2 x
( )
a) lim b) lim
( x,y )→( 0 ,0 ) x 2 + y 2 ( x,y )→( 0 ,1) x 2 y 2 − 1

xy + z xy + z
c) lim d) lim
( x,y ,z ) →( 0 ,0 ,0 ) x + y + z 2 ( x,y ,z ) →( 0 ,0 ,0 ) x + y + z 2

ANSWERS: a, c, d Limits does not exist and b=

3. Find the following limits:

a) , ≠ b)
, → , , → , √

√
,2 − ≠4 √
≠
√
c) d)
, → , , → , √
,
ANSWERS

a) 0 b) 4 c) d) 2

4. Discuss the continuity of the following functions at the given points:

, , ≠ 0,0
, = 0,0
0 , , = 0,0
a) ;

, , ≠ 0,0
, = !"# 0,0
0 , , = 0,0
b) ;

, , ≠ 0,0
, = 0,0
0 , , = 0,0
c) ;

&
, , , $ ≠ 0,0,0
, ,$ = % & 0,0,0
0 , , , $ = 0,0,0
d) ;

ANSWERS

a) Discontinuous.
b) Discontinuous.
c) Continuous.
d) Continuous.
P1:

Find the following limits, if they exist:

 xy   y+4 
a) lim   b) lim  2 
( x , y ) → ( 0 ,0 )  x 2 + y 2  ( x , y ) → ( 2 , − 4 )  x y − xy + 4 x 2 − 4 x 
  y ≠−4 ,x ≠ x 2

Solution:

a) Notice that the given function always has value 0 along the line = 0, when
≠ 0 and the function has value 0 along the line = 0, when ≠ 0.

This shows that the limit of the function as , → 0,0 , if exists must be 0. To
verify this we apply − definition of the limit.

For every given > 0, we have to find a > 0 such that

− 0 < , whenever 0 < + <

| |
Now, −0 = ≤ , since | |≤

≤ + < , whenever 0 < + <2

Thus, for each > 0 ∃ a = 2 > 0 such that

− 0 < , whenever 0 < + <

 xy 
Therefore, lim  =0
( x,y )→( 0 ,0 )  x 2 + y 2 
 
! !
b) =
, → , ! ! ! , → , ! ! !
" !, " " !, "
!
= = = =
, → , ! ! , → , !
" !, " "
P2.

Find the following limits, if they exist:

a) b)
, → , , → ,

Solution:

a) The limit of the given function cannot be found by the use of quotient rule
because the denominator is 0 as , → 0,0 . We examine the value of
along the curves that end at 0,0 , say = , ≠ 0
.
Then , | = =

∴ !" , = &
, → #,# 1+
Thus, , have different limits along different paths as , → 0,0 . By
Two -path Test, has no limit as , → 0,0 . Hence, the limit of the given
function does not exist.

b) The limit of the given function cannot be found by the use of quotient rule
because the denominator is 0 as , → 0,0 . We examine the value of
along the curves that end at 0,0 , say = & , ≠ 0

√ √
Then , | = =

√
∴ !" , = !" =∞
, → #,# , → #,#

Since the limit is not finite, the limit does not exist.
P3:

Discuss the continuity of the following functions at the given points:

, , ≠ ,
, = ,
, , ≠ ,
(a) ,

(b) , = , ,

Solution:
"# $ % $
, ∈ , =2 +3 −
# $ %$
a) The given function is defined for all ,
(by actual division) and
"# $ % $ #$%$
&'( , = &'( +2 +3 − , = −5 &'(
#,% → *,* #,% → *,* #$ % $
#,% → *,* # $ % $

# $ %$
always has value 0 about the line = 0, when
# $ %$
Notice that the function
≠ 0 and this function has value 0 about the line = 0, when ≠ 0. This shows
that the limit of the function as , → 0, 0 , if exists must be 0. To verify this
we apply / − 0 definition of the limit.

For any given / > 0, we have to find a 0 > 0 such that

# $ %$
2 − 02 < /, whenever 0 < + <0
# $ %$

#$%$ #$ %$ 5 # $ %$ $ # $ %$
Now, 2 − 02 = ≤ (since | |≤
#$ % $ # $ %$ 6 # $ %$
)

5
= + < /, whenever + < 4/
6

#$%$
For each / > 0 ∃ a 0 ≤ 4/ such that 2 − 02 < /, whenever 0 < + <0
#$ %$

#$%$
&'( =0
#,% → *,* # $ % $

#$ %$
&'( , = −5 &'( = −5 0 = 0 = 0, 0
#,% → *,* # $ % $
Therefore,
#,% → *,*
∴ &'( , = 0,0 = 0
#,% → *,*

Thus, , is a continuous function at the point 0,0 .

# $ %$
, = ,
# % 5
b) Let . Now, is a rational function, so it is continuous
every where in except at the points on the line + = −1. Notice that 0, 0
is not point on the line + = −1. Therefore, , is continuous at 0, 0 and
0, 0 = 0.

Let < = = cos = and < = is continuous at 0 = 0,0 . Now, the composite
function ℎ = <B defined by
# $ %$ # $ %$
ℎ , = <C , D=< = cos is continuous at 0,0 .
# % 5 # % 5

*$ *$
&'( ℎ , = ℎ 0,0 = FBG = FBG0 = 1
* * 5
Therefore,
#,% → *,*
P4:

 xy
 2 , ( x , y ) ≠ ( 0 ,0 )
Discuss the continuity of the function f ( x , y ) =  x + y
2

 4 , ( x , y ) = ( 0 ,0)

at the point ( , ).

 xy 
Solution: In 1 problem we have seen that lim  =0
( x,y )→( 0 ,0 )  x 2 + y 2 
 

Notice that (0, 0) is defined and lim f ( x, y ) = 0 ≠ f ( 0 , 0 ) ⟹ is

( x,y )→( 0 ,0 )
discontinuous at (0, 0). This discontinuity is called Removable discontinuity.

Now, define ( , ) = 0 at ( , ) = (0, 0). Then is continuous at (0, 0).

IP1:

 xy + xz + yz 
a) Show that lim  =0
( x , y ,z ) → ( 0 ,0 ,0 )  x 2 + y 2 + z 2 
 
xy 2 z 2
b) Find lim if it exists.
( x , y ,z ) → ( 0 ,0 ,0 ) x 4 + y 4 + z 8

Solution:

a) Given , , =

Show that , , → 0, 0, 0 as , , → 0, 0, 0 . For this, given > 0, we

have to find a > 0 such that

− 0 < , whenever 0 < + + <

| | | | | |
Now, −0 = ≤

Since | |≤ ,| |≤ ,| |≤

≤ < + + < , whenever 0 < + + <

Thus, for each > 0 ∃ a ≤ such that − 0 < , whenever

0< + + <

 xy + xz + yz 
Therefore, lim  =0
( x,y,z )→( 0 ,0 ,0 )  x 2 + y 2 + z 2 
 

b) Notice that the denominator of the given function approaches to 0 as

, , → 0, 0, 0 . To evaluate the limit !" $ $ %
, choose the paths
, , → #,#,#
=√ , = " , we get
 - .√ / $-
!" $ $ %
= !" % = !" $
, , → #,#,# , , → #,#,# $ - $ .√ / , , → #,#,# -$
'()*+ ,√ , ,-

-
= !"
, , → #,#,# -$

Thus, , , have different limits along different paths as , , → 0, 0, 0 .

By Two-Path Test, has no limit as , , → 0, 0, 0 .

IP2.

Find the following limits, if they exist:

a) b) | |
, → , , → ,

Solution:

a) The limit of the given function cannot be found by the use of quotient rule
because the denominator is 0 as , → 0,0 . We examine the value of along
the curves that end at 0,0 , say = , ≠0

Then , | = !
= !
"

∴ $%& , = $%& !
, → ',' , → ',' "

Thus, , have different limits along different paths as , → 0,0 . By

Two-Path Test, has no limits as , → 0,0 . Hence, the limit of the given function
does not exist.

b) The limit of the given function cannot be found by the use of quotient rule
because the denominator is 0 as , → 0,0 . We examine the value of along
the curves that end at 0,0 , say = ( , ≠ 0

Then , | ! =| =|
| |

1 % >0
∴ $%& , = $%& =)
, → ',' , → ',' | | −1 % <0

Thus, , have different limits along the different points as , → 0,0 . By

Two-Path Test, has no limit as , → 0,0 . Hence, the limit of the given function
does not exist.
IP3:

Discuss the continuity of the following functions at the given point:

, , ≠ ,
, = ; ,
, , ≠ ,
a)

b) , = + ; ,

Solution:

a) Let = , = . Then, = + ≠ [Link] have

& & ' (' ) * +,- '. -/0' . +,-.
|# , − # 0, 0 | = % − 0% = % %
& ' (' ) ' +,- '. -/0' .

5
= |2 2 | ≤ 2 < 4, whenever = + <
5
For any 4 > 0 ∃ a 8 < , we find that |# , − # 0, 0 | < 4, whenever
0< + < 8 . Therefore, 9: # , = # 0, 0
&,( → <,<

Hence, # , is continuous at 0, 0 .

b) Let # , = 1 + . Now, # , is a polynomial. So it is continuous

everywhere in > . Thus, # , is continuous at 1, 1 and # 1, 1 = 2. Let
? @ = ln @ , @ > 0 and ? @ is continuous at 2 = # 1, 1

Now, the composite function ℎ = ? ∘ # defined by

ℎ , = ?E# , F=? 1+ =9 1+ is continuous at 1,1 .

Therefore, 9: ℎ , = ℎ 1,1 = 9 1+ 1 1 =9 2
&,( → H,H
IP4:

Discuss the continuity of the function , , = ; >0 ; , ,

Solution: Given , , = . Let ℎ , , = . First we note that ℎ is

continuous at every point , , of (because it is a polynomial). So,
ℎ , , is continuous at 1, 1, 1 and ℎ 1, 1, 1 = 1.1.1 = 1

Let = , > 0. Further, is continuous at 1 = ℎ 1, 1, 1 . Now, the

composite function = ∘ ℎ defined by
, , = ℎ , , = =
is continuous at 1,1,1 . Therefore,

! , , = 1,1,1 = 1.1.1 = 1=0

",#,$ → &,&,&

⟹ ! =0
",#,$ → &,&,&
3.3. Partial Derivatives
The calculus of several variables is basically single variable calculus applied to
severable variables one at a time. If we hold all but one of the independent
variables of a function constant and differentiate w.r.t. that variable, then we get
a partial derivative.

In this module we introduce the concept of partial derivatives and calculate them
by applying the rules for differentiating function of a single real variable.

Partial derivative of a function of two variables

If , is a point in the domain of a function , , then the vertical plane
= cuts the surface = , in the curve = , . This curve is the
graph of the function = , in the plane = . The horizontal coordinate
is , the vertical coordinate is and the - value is held constant at . Therefore,
is not a variable.

We define the partial derivative of w.r.t at the point , as the ordinary

derivative of , w.r.t at the point = . To distinguish partial derivative
from ordinary derivative we use the symbol rather than the previously used.
Partial derivative w.r.t
The partial derivative of , w.r.t at the point , is
, ,
=
→

provided the limit exists.

Note:

i) Notation: The partial derivative of or w.r.t. is denoted by , , or .

The partial derivative of or w.r.t at , is denoted by

! , , , or , .
" ,#" " ,#"

$
,
$
2) An equivalent expression for the partial derivative
"

That is, the slope of the curve = , at the point %& , , , ' in the
$
= !
$
plane is , the value of the partial derivative of w.r.t. at
" ,#"
, . The tangent line to the curve = , at % , is the line in the
plane = that passes through % with this slope.

iii) The partial derivative at , gives the rate of change of w.r.t. when
is held fixed at . This is the rate of change of in the direction of the positive
-axis at , (i.e., in the direction of vector ).

The definition of the partial derivative of , w.r.t. at the point , is

similar to the definition of the partial derivative of w.r.t . We hold fixed at
the value and take the ordinary derivative of , w.r.t. at .

Partial derivative w.r.t

The partial derivative of , w.r.t at the point , is
( , ,
= , =
, ( →
provided the limit exists.

Note:

, # , #
# #
i) Notation: The partial derivative of or w.r.t. is denoted by or .

The partial derivative of or w.r.t at , is denoted by

! , # , , # ,
# #
or .
" ,#" " ,#"

ii) The slope of the curve = , at the point %& , , , ' in the
= ! ,
#
vertical plane is , the value of w.r.t. at . The tangent
" ,#"
line to the curve = , at % , is the line in the plane = that
passes through % with this slope.

,
#
iii) The partial derivative at gives the rate of change of w.r.t. when
is held fixed at . This is the rate of change of in the direction of the positive
-axis at , (i.e., in the direction of the vector )).

Example 1: Find the first order partial derivatives of , = * at the point

, from the first principles.

Solution: We have,
. ,# ,# #/ 0102 #/ 01
= +,- = +,-
.→ . .→ .

4 / 02
=− * +,- =− * +,- − −* .
=− *
.→ . .→

,# . ,# # . / 01 #/ 01
= +,- = +,- =*
# .→ . .→ .

#
The definition of and give us two different ways of differentiating at a
point w.r.t. in the usual way while treating as constant and w.r.t. in the usual
way while treating as constant.
Example 2: Finding partial derivatives at a point.

! ! , = 7
+3 + − 1.
#
Find and if
5, 6 5, 6

Solution: To find , we treat as a constant and differentiate w.r.t. .

= 7
+3 + −1 =2 +3∙1∙ +0−0=2 +3

Now, ! = 2 4 + 3 −5 = −7
5, 6

#
To find , we treat as a constant and differentiate w.r.t. .

= 7
+3 + −1 =0+3 ∙1+1−0 = 3 +1
# #

! = 3 4 + 1 = 13
#
and
5, 6

Example 3: Finding Partial derivative of a function

, , = ABC
#
Find if .

Solution: = ABC = ∙ ABC + ABC ∙

= − C,D + ABC

= − C,D ∙ ∙ 1 + ABC =− C,D + ABC

= ABC = ABC = − C,D =− 7

C,D
# # # #

7#
Example 4: Find , # , =
# EFG
if .

Solution: We treat as a quotient. Treating as constant, we obtain

H H
7# # EFG ∙ 7# 7#∙ # EFG # EFG 7# GJK 7# GJK
= != H1 H1
= =
# EFG # EFG I # EFG I # EFG I

Treating as constant, we obtain

 H H
7# # EFG ∙ 7# 7#∙ # EFG # EFG 7 7# 4 7 EFG
= != = =
HL HL
# # # EFG # EFG I # EFG I # EFG I

Implicit partial differentiation works for partial derivatives the way it works for
ordinary derivatives.

Example 5: Implicit partial differentiation

Find if the equation − +D = + defines as a function of two

independent variables and .

Solution: We differentiate both sides of the equation w.r.t. , treating as

constant and treating as a differentiable function of :
#
− +D = + ⇒ − +D = +

4 4
⇒ − =1+0⇒ − ! =1⇒ =
# 4

Example 6: Finding the slope of a surface in the -direction.

The plane = 1 intersects the paraboloid = 7
+ 7
in a parabola. Find the
slope of the tangent to the parabola at 1,2,5 .

at 1,2 . That is,

#
Solution: The slope is the value of

! = 7
+ 7
= 2 | 4,7 = 2 2 = 4
# 4,7 # 4,7

Functions of more than two variables

The definitions of the partial derivatives of more than two independent variables
are like the definitions for functions of two variables. They are ordinary
derivatives w.r.t one variable, taken while the other independent variables are
held constant.
Example 7: A function of three variables

If , , are independent variables and , , = C,D +3 , then find .

Solution: Given , , = sin +3 .

= C,D +3 = C,D +3 = ABC +3 +3

= 3 ABC +3 .

Partial derivatives and continuity

A function , can have partial derivates w.r.t both and at a point without
the function being continuous there. Note that this is different from functions of a
single variable, where the existence of a derivative implies continuity.

Example 8: Partial derivatives exist, but is discontinuous

#
, , ≠ 0,0
, =S I 7#I
0 , , = 0,0
Show that the function is not continuous at

0,0 but its partial derivatives and # exist at 0,0 .

Solution: Choose the path = - , and let , → 0,0 along = - , ≠ 0.

U I U U
, |# U = = +,- , =
I 4 UI 4 UI 4 UI
and
,# → ,
VWFKX # U

Since the limit depends on -, by two-Path Test +,- , does not exist.
,# ⟶ ,

Therefore, , is discontinuous at 0,0 . Now,

., ,
0,0 = +,- = +,- =0
.→ . .→ .

, . ,
# 0,0 = +,- = +,-.→ =0
.→ . .

Thus, the partial derivatives and # exist at 0,0 , but , is discontinuous

at 0,0 .
The following is a sufficient condition for continuity:

Theorem 1: Sufficient condition for continuity

A sufficient condition for a function , to be continuous at a point
, is that one of its first order partial derivatives exists and is bounded in a
neighborhood of , and that the other exists at , .

Second order partial derivatives

If we differentiate a function , twice, then we produce its second-order
I I
derivatives. These derivatives are usually denoted by I
or ; or
#I
or ## ;
I I

#
or # ;
#
or #

I I
= !; = !; # = & #' ; … … …
I # #
The defining equations are

The derivatives # and # are called mixed derivatives.

Example 9: Finding the second-order partial derivates

I I I I
, = ABC + * ,then find , ,
I # # I #
If and

Solution: = ABC + * = cos + *

I I
= ! = − C,D + * = ! = * and
# # I
;

= ABC + * = − C,D + *
# #

I I
= ! = − C,D + * = ! = − ABC
# # #I # #
;

Notice that the mixed derivatives are equal.

# 7 I ^# I
, , ≠ 0, 0
Example 10: For the function , =] I #I
0 , , = 0, 0
Show that # 0, 0 ≠ # 0, 0 .

Solution:
., ,
0, 0 = +,- = +,- =0
.→ . .→ .

2L I2I 0_LI
.,# ,# # 7.I ^#I ^#_
0, = +,- = +,-.→ = +,- =− = −3
2I `LI
.→ . . .→ .I # I #I

, . ,
# 0, 0 = +,- = +,- =0
.→ . .→ .

12 I1I 0_2I
, . , 7 I ^.I 7 _
# , 0 = +,- = +,- 1I `2I
= +,- = =2
.→ . .→ . .→ I .I I

, . , ^.
# 0, 0 = a b = +,- 1 1
= +,- = −3
# . .
Now,
, .→ .→

., , 7.
0, 0 = a #b = +,- = +,- =2
L L
# . .
, .→ .→

Thus, # 0, 0 ≠ # 0, 0

Theorem 2: The mixed derivatives theorem (Clairaut’s Theorem)

If , and its partial derivatives , , and are defined throughout
an open region containing a point (a, b), then

c, d = c, d

(i.e., the order of differentiation is immaterial).

Partial derivatives of still higher order

We deal mostly with first and second order partial derivatives, because these
derivatives occur most frequently is applications. There is no limit to how many
times we can differentiate a function as long as the derivatives involved exist. We
get the third and fourth order derivatives denoted by symbols like
 _ e
= ## ; = ## ; ……
#I I #I

As in the case of second-order derivatives, the order of differentiation is

immaterial as long as all the derivatives through the order in question are
continuous.

Laplace’s Equation
If g is a function of two variables and , then the partial differential equation
hi hi

h
+ h
=

is called Laplace’s equation in two variables or Two-dimensional Laplace’s

equation.

If j is a function of three variables , and then the partial differential equation

hk hk hk
+ + =
h h lh

is called Laplace’s equation in three variables or Three-dimensional Laplace’s

equation

Example 11: Show that the function , = +Dm 7 + 7 satisfies the Laplace’s
equation.
n
4 4 #
= 7
+ 7 I 2 = ; =
m I #I 7 I #I # I #I
Solution:

I I #I 4 .7 #I I I I #I 4 #.7# I #I
= = = =
I I #I I I #I I #I I #I I I #I I
;

I I
∴ + =0
I #I

Thus, , satisfies the Laplace’s equation.

3.4. Homogeneous Functions and Euler’s Theorem
Learning objectives

∗ To define a homogeneous function of two and three variables.

∗ To state and prove Euler’s Theorem for functions of two variables.

AND

∗ To practice the related problems.

3.4. Homogeneous Functions and Euler’s Theorem
In this module we define a homogeneous function of two and three variables and
prove Euler’s theorem for homogeneous functions of two variables.

Homogeneous function of two variables

A function , is said to be a homogeneous function of degree in and if
it can be written in any one of the following forms:

i) , = , , >0
ii) , =
iii) , = ℎ

Homogeneous function of three variables

A function , , is said to be a homogeneous function of degree in , and
if it can be written in any one of the following forms:

(i) , , = , ,
(ii) , , = ,
(iii) , , = ,

(iv) , , = ,

The degree of homogeneity can be an integer or any real number.

Example 1: Find the degree of homogeneity of the functions

√
(i) , = (ii) , , =

Solution:

(i) For any > 0, we have , = = "

= "
,
! !

Therefore, the degree of homogeneity of , is −1.

(ii) For any > 0, we have
%
√! √! √ "
, , = = = , ,
! ! ! !

Therefore, the degree of homogeneity of , , is − .

&

The following is an important theorem concerning homogeneous functions.

Theorem 1: Euler’s Theorem

Let ' , be a homogeneous function of degree in and .

i) If the first order partial derivatives of ' exist, then

(' ('
+ = ' … (1)
( (

for all , in the domain of '.

ii) If the first and second order partial derivatives of ' are continuous, then
* (* ' *
*( ' *( '
+* + = −+ ' … (2)
( * ( ( ( *

for all , in the domain of '.

Proof: Since , is a homogeneous function of degree in and , we can

write , = , for all , in the domain of .

Differentiating partially w.r.t. and , we obtain,

,-
= "
+ .
− = "
− "& .
,

,-
= .
= " .
,

,- ,-
Now, + = − " .
+ " .
= =
, ,

This proves the first part of the theorem.

 ,- ,-
We have, + = … (1)
, ,

Differentiating (1) partially w.r.t. and , we obtain

, - ,- , - ,- , - , - ,-
+ + = ⇒ + = −1 … (3)
, , , , , , , , ,

, - ,- , - ,- , - , - ,-
+ + = ⇒ + = −1 … (4)
, , , , , , , , ,

Multiplying (3) by , (4) by and adding, we obtain

&, - , - , - &, - ,- ,-
+ + + = −1 +
, , , , , , , ,

&, - , - , - &, -
i.e., + + + = −1 … (5)
, , , , , ,

,- ,-
(since + = )
, ,

Since the first and second order partial derivatives are continuous in the domain
, - , -
, by mixed derivative theorem = at all points in the domain of .
, , , ,

&, - , - &, -
Therefore, (5) reduces to +2 + = − 1 , for all ,
, , , ,
in the domain of . Thus, the theorem is proved.
,- ,-
Note: If , is a homogeneous function of degree , then and are
, ,
homogeneous functions of degree − 1 in and .

Proof: We have , = . Then

,-
= "
− "& .
= "
2 − .
3
,

= "
∅ , where ∅ = − .

,-
and = " .
,
 ,- ,-
Thus, and are homogeneous functions of degree − 1 in and .
, ,

Example 2: If , = 56 "
,0 < , < 1, then prove that
√ √
,8 ,8
+ = 9: .
, , &

Solution: For all , : 0 < , < 1, we have < 1.

√ √

Therefore, , is defined. The given function can be written as

@ @
% %
< = sin = = A
= A
=
√ √ @
CA
@
√ B C AD

⇒ < is a homogeneous function of degree . By Euler’s theorem, we have

&

,E ,E , ,
+ = <⇒ 56 + 56 = 56
, , & , , &

,8 ,8 ,8 ,8
⇒ FG5 + FG5 = 56 ⇒ + = 9:
, , & , , &

Example 3: If < , is a homogeneous function of degree and = H <, then

,8 ,8
+ = .
, ,

Solution: Given < , is a homogeneous function of degree and = ln <,

i.e., < = J 8 . Clearly, the first order partial derivatives of < exist and
,E ,8 ,E ,E
= J8 , = J8
, , , ,

Since < is a homogeneous function of degree in , , by Euler’s theorem

,E ,E ,8 ,8 ,8 ,8
+ = < ⇒ J8 + J8 = , i.e., + = J8
, , , , , ,

Example 4: If , = &
9: "
− &
9: "
, > 0, > 0, then
evaluate &
+2 + &
.
Solution: We have for all > 0,
! !
, = & &
tan" − & &
tan"
! !

= & &
tan" − &
tan" = &
,

Therefore, , is a homogeneous function of degree = 2.

Note that

= 2 9: "
+ &
@
− − &
A
= 2 9: "
−
A @

= &
@
− 2 9: "
− &
A
− = −2 9: "
+
A @

& "
Now, = =2 @
−1= −1=
A

& "
=M N = −2 A
+1=− +1=
@

Notice that = at all points , in the domain of .

By Euler’s Theorem, we have

&, 8 , 8 &, 8
+2 + = −1 =2 2−1 =2
, , , ,

O O , 8
Example 5: Let , = , , ≠ 0,0 . Then evaluate +
,
, 8 ,8
− .
, , ,

OQ @ O @
O O R
, = = = &
= &
A A
Solution: We have, @ @
A A

⇒ , is a homogeneous function of degree 2.

,8 ,8
By Euler’s Theorem, we have + =2
, ,
Differentiating partially w.r.t. , we obtain
,8 , 8 , 8 ,8 , 8 , 8 ,8
+ + =2 , i.e., + − =0
, , , , , , , , ,

Example 6: Let , and , be two homogeneous functions of degree S

,T ,T
and respectively, where S ≠ 0. If ℎ = + and + = 0, then show
, ,
that = U for some scalar U.

Solution: Given and are homogeneous functions of degree S and

respectively. By Euler’s theorem,
,- ,- ,V ,V
+ =S ; + =
, , , ,

,- ,V ,- ,V
Adding, we obtain + + + =S +
, , , ,

, , ,T ,T
⇒ + + + =S + ⇒ + =0
, , , ,

,T ,T
Given + =0⇒S + =0⇒ = − = U , where
, , W
U=− , S≠0 .
W

Euler’s theorem for homogeneous functions of three variables

If , , is a homogeneous function of degree in , and and first order
partial derivatives of exist, then
,- ,- ,-
+ + =
, , ,

for all , , in the domain of .

,Y ,Y ,Y
Example 7: If X = 56 "
, = , then
,
+
,
+
,
= 9: X

Solution: Given, X = 56 "

, =

⇒ = sin X and is a homogeneous function of degree = 1.

 ,8 ,8 ,8
By Euler’s theorem, we have + + = = 56 X
, , ,

,Y ,Y ,Y
i.e., FG5 X + FG5 X + FG5 X = 56 X
, , ,

,Y ,Y ,Y
i.e., + + = 9: X
, , ,
3.4. Homogeneous Functions and Euler’s Theorem
EXERCISE
1. If = − sin , then show that + =

2. If = sin , then show that + =

3. If = tan , then show that

a) + = 2 b) +2 + = !1 − 4 $ 2

4. If = %
sin +& −& , then show that
+ =6 %

5. If = (
+ (
+ )( + 3 ), then prove that + +) =3 .
+

-
6. If =! + +) $ , then prove that + +) =− .
+

7. If = , then prove that + = 2

8. If = ./ , then prove that + = /0

-
- -

9. If = 1 3 , then show that

√ √

+2 + = ! ./ + 12$
%%
P1.

, =
√
Find the degree of homogeneity of the function

Solution: The function , can be written as

, = = ,
√

Therefore, the given function is a homogeneous function of degree −

!
P2.

If = , then prove that + + = .

Solution: The given function can be written as = =

! " #

Let $%&, (, )* =
! " #

%, * %, * %, *
Now, $%+&, +(, +)* = = +- = +- $%&, (, )*
,! ," ,# ! " #

⟹ is a homogeneous function of degree 2.

01 01 01
By Euler’s Theorem, we have & +( +) =2
0 0 0

0 0 0
⟹& % *+( % *+) % *=2
0 0 0

04 04 04
⟹ & 23 + ( 23 + ) 23 =2
0 0 0

04 04 04
⟹& +( +) = 2 56
0 0 0

Hence proved.
P3.

If ( , ) = < , < , then prove that + =−

√
,

Solution: For all , ; 0 < , < 1, we have <1

√ √

Therefore, !( , )is defined. The given function can be written as

( (
&' * ' & *
" = #$%! = = = 0 1= 2& *
. .
) )
/ /
√ √ (
' ,
(
√ +' , )- )

⟹ " is a homogeneous function of degree .

'
4

+ = "
56 56 '
5 5 4
By Euler’s theorem, we have

⟹ (#$%!) + (#$%!) = #$%!

5 5 '
5 5 4

⟹ (−%78!) + (−%78!) = #$%!

59 59 '
5 5 4

⟹ + = − #$:!
59 59 '
5 5 4

Hence proved
P4.

If = , ≠ , then show that

+ + = −

Solution: The given function can be written as

!
# $
= = = = & #
"
!
"
#

⟹ is a homogeneous function of degree 2.

)* )*
By Euler’s theorem, we have ++ =2
) )

) )
⟹ , -++ , -=2
) )

)1 )1
⟹ ./0 + + ./0 =2
) )

)1 )1 2341
⟹ ++ = = .9 2 … (1)
) ) 567 8 1

Differentiating (1) partially w.r.t. , we get

)8 1 )1 )8 1 )1
8
+ ++ = 20:.2 … (2)
) ) ) ) )

Multiplying (2) by on both sides, we get

)8 1 )1 )8 1 )1
8
+ + + = 2 0:.2 … (3)
) ) ) ) )

Differentiating (1) partially w.r.t. +, we get

)8 1 )8 1 )1 )1
++ 8
+ = 20:.2
) ) ) ) )

Multiplying (3) by + on both sides, we get

 )8 1 )8 1 )1 )1
+ ++ ++ = 2+ 0:.2 … (4)
) ) ) 8 ) )

)8 1 )8 1
Note that = and adding (3) and (4), we get
) ) ) )

)8 1 )8 1 )8 1 )1 )1 )1 )1
) 8
++
) 8
+2 +
) )
+
)
++
)
=
)
++
)
# ,20:.2 -

)8 1 )8 1 )8 1
⟹ 8
++ 8
+2 + + .9 2 = ,.9 2 -,20:.2 -
) ) ) )

)8 1 )8 1 )8 1
⟹ 8
++ 8
+2 + = 2.9 2 0:.2 − .9 2 = .9 4 − .9 2
) ) ) )

)8 1 )8 1 )81
∴ 8
+2 + ++ = .9 4 − .9 2
) ) ) ) 8

Hence proved
IP1.

Find the degree of homogeneity of the function , , = + +

Solution: Given function is , , = + +

For any > 0, we have

, , = + + = + + = , ,

Therefore, the given function is a homogeneous function of degree 0.

IP2.

If = , then find + +

Solution: The given function can be written as = sec =

Let !"#, $, %& =

( ( (
Now, !"'#, '$, '%& = =' = ' !"#, $, %&
( ( (

⟹ is a homogenous function of degree −3.

-. -. -.
By Euler’s Theorem, we have # +$ +% = −3
- - -

- - -
⟹# "/01 & + $ "/01 & + % "/01 & = −3 /01
- - -

-6 -6 -6
⟹ /01 234 5 # +$ +% 7 = −3 /01
- - -

-6 -6 -6
⟹ # +$ +% = −3 182
- - -
IP3.

If , = , then prove that + = .

Solution: The given function can be written as

" # " #
= = = = $% = $ % & $, '
! !

!
" !
"

⟹ is a homogeneous function of degree 2.

)* )*
By Euler’s theorem, we have $ +' =2
) )

) )
⟹$ +' =2
) )

)/ )/
⟹ $ ,-. % + ' ,-. % =2
) )

)/ )/
⟹$ +' =2 .0, % ⟹ $ +' = ,1 2
) )

Hence proved
IP4.

If = , then show that + + =−

Solution: The given function can be written as = = = =

⟹ is a homogeneous function degree 1.

! !
By Euler’s theorem, we have +" =

⟹ # $+" # $=# $

) )
⟹ %&' ( + "%&' ( =

) ) *+, )
⟹ + " = = %0 2
-./ )

) ) 2
⟹ + " = %0 2 … (1)
(

Differentiating (1) partially w.r.t , we get

) ) ) 2 ) )
+ + " = #2'3%2 $ = '3%2
(

Multiplying on both sides with , we get

( ) ) ) )
+ + " = '3%2 ... (2)

Differentiating (1) partially with respect to " , we get

) ) ) 2 ) )
+" + = #2'3%2 $ = '3%2
(

Multiplying on both sides with ", we get

) ) ) )
" + "( +" = "'3%2 … (3)
#2$ + #3$ gives

( ) ) ) ) )
+2 " + "( = #'3%2 − 1$ +"

2
= #'3%2 − 1$ %0 2 [From (1)]
(

2 ( (
= %0 2 5−2 %0 6 = −%0 2 %0
(

Hence proved.
3.5. Differentiability
Learning objectives
To state and prove Increment theorem for functions of two variables.
To define the differentiability of a function of two variables at a point.
To prove Differentiability implies Continuity.
AND
To practice the related problems.
3.5. Differentiability
We recall the following result from the differential calculus of functions of a single
variable.

Change in = near =
If is differentiable at = , then the change in the value that results from
changing to + ∆ is given by an equation of the form

∆ = +∆ − = ∆ + ∆

in which → 0 as ∆ → 0.

For functions of two variables, the analogous property becomes the definition of
differentiability. The following theorem tells us when to expect the property hold.

Theorem 1: The increment theorem for functions of two variables

Suppose that the first order partial derivatives of = , are defined
throughout an open region containing the point , and and are
continuous at , . Then the change

∆ = +∆ , +∆ − ,

in the value of that results from moving from , to another point

+ ∆ , + ∆ in satisfies the equation of the form

∆ = , ∆ + , ∆ + ∆ + ∆

in which each of , → as both ∆ , ∆ → .

Proof: Let be a rectangle centered at , , lying entirely in . Let ∆ and

∆ be choosen so small such that the line segment joining to +∆ ,
and the line segment joining to + ∆ , + ∆ lie in the interior of .
Let ∆ ∆ , , be the change in the
he value of that results
from moving from to .

Let ∆ ! ∆ , ∆ ∆ , be the change in the value of

that results from moving from to .

Then the change in the value of that results from moving from to is given by

∆ ∆ , ∆ ,

∆ , ∆ ∆ , ∆ , ,

∆ ! ∆

Computation of ∆
Let " , , for in the closed interval joining to ∆ . Since the
partial derivatives of are defined throughout , " is a differentiable (and
hence continuous) function of one variable and

" # ,

By the Lagrange’s mean value theorem for single real variable, there is a (
between and ∆ such that,
$ #% &∆# '$ #%
" (
#%&∆#'#%

i.e., " ∆ " " ( ∆

i.e., ∆ , , # (, ∆
 i.e., ∆ = "# ( , ∆

Similarly, ) = + ∆ , is a differentiable (and hence continuous)

function of one variable on the closed -interval joining and + ∆ , with
derivative,

) = * +∆ , .

Hence, by Lagrange’s mean value theorem there is a + between and +∆

such that
, *% &∆* ', *%
=) +
*% &∆*'*%

i.e., ) +∆ −) =) + ∆

i.e., +∆ , +∆ − +∆ , = * + ∆ ,+ ∆

i.e., ∆ ! = * +∆ ,+ ∆

Notice that ( → and + → as both ∆ → 0 and ∆ → 0. Since # and * are

continuous at , , # (, → # , and * + ∆ ,+ → * ,
as both ∆ and ∆ → 0. Therefore,

# (, = # , + ; * + ∆ ,+ = * , + !

where both and ! → 0 as both ∆ and ∆ → 0. Thus,

∆ =∆ +∆ ! = # (, ∆ + * + ∆ ,+ ∆

=- # , + .∆ + / * , + ! 0∆

= # , ∆ + * , ∆ + ∆ + !∆

where both and ! → 0 as both ∆ and ∆ → 0.

Hence the theorem

Definition: Differentiable function

A function = , is said to be differentiable at , if
# , and * , exist and ∆ satisfies an equation of the form

∆ = , ∆ + , ∆ + ∆ + ∆ … 1

in which each of , ! → 0 as both ∆ , ∆ → 0. We say that is differentiable if

it is differentiable at every point of its domain.

Note:

i) ∆ = +∆ , +∆ − , is called the total increment in

corresponding to the increments ∆ in and ∆ in .

ii) The first part # ∆ + * ∆ in (1) which is linear in ∆ and ∆ is called total
differential of at the point , and is denoted by + or + . That is

+ = #∆ + *∆ or 3 = 3 + 3

In the light of this definition (1) takes the form

∆ =3 + ∆ + ∆ … (2)

iii) The second part ∆ + !∆ is the infinitesimal nonlinear part and is of higher
order relative to ∆ , ∆ or ∆4 = 5 ∆ ! + ∆ !. Note that ∆ , ∆ → 0,0
implies ∆4 → 0. Equation (2) can be written as
∆ '3 8 8
= 7869 + 7869 … (3)
∆6

If , if differentiable, then both , ! → 0 as both ∆ , ∆ → 0, i.e., as

∆4 → 0. Now taking the limit as ∆4 → 0 in equation (3), we obtain
∆ −+ @ @
:;< = :;< > ? A+ !? AB = 0
∆=→ ∆4 ∆=→ @4 @4
∆# ∆*
Since C C ≤ 1 and C C ≤ 1.
∆= ∆=

Thus, to test the differentiability of , at a point , , we can use one of

the following two ways:
 ∆ '3
(i) Show that EFG =
∆6→ ∆6
(ii) Find the expressions ∆ , ∆ , ! ∆ , ∆ from equation (2) and then
show that → 0 and ! → 0 as ∆ , ∆ → 0,0 , i.e., ∆4 → 0.

In the light of the definition of differentiability, we have the following corollary of

Theorem1, that a function is differentiable if its first order partial derivatives are
continuous.

Corollary of Theorem 1: Continuity of partial derivatives implies differentiability

If the first order partial derivatives and of a function , are
continuous at a point , , then = , is differentiable at , .

Notice that the continuity of the first order partial derivatives # and * at a point
, is a sufficient condition for the differentiability at , .

Note that the conditions of this corollary can be relaxed. It is sufficient that of the
first order partial derivatives is continuous at , and the other exists at
, .

The following theorem assures that a function of two variables is continuous at

every point where it is differentiable.

Theorem 2: If , is a point in the domain of the function = , such

that one of the partial derivatives and is continuous at , and the
other exists at , then is differentiable at ,

Theorem 3: Differentiability implies continuity

If a function , is differentiable at , , then is continuous at , .

Proof: Given that the function = , is differentiable at , .

That is by definition, ∆ = +∆ , +∆ − , satisfies the equation

+∆ , +∆ − , = # , ∆ + * , ∆ + ∆ + !∆

where both , ! → 0 as both ∆ , ∆ → 0. Now,

 :;< - +∆ , +∆ − , .=0
∆#,∆* → ,

⇒ :;< +∆ , +∆ = ,
∆#,∆* → ,

⇒ , is continuous at ,

Hence the result

Example 1: Find ∆ and the total differential of = , = !

−3 .

Solution: At any point , ∈ !

, we have

∆ = +∆ , +∆ − ,

=- +∆ !
+∆ −3 +∆ .−- !
−3 .

=2 ∆ + !
−3 ∆ + ∆ + 2∆ ∆ + ∆ !
∆
LM LM
Note that =2 , = !
− 3. Therefore the total differential is
L# L*

LM LM
+ = + + + =2 + + !
−3 +
L# L*

Note: At any point , ∈ , ∆ = # , ∆ + * , ∆ + ∆ + ! ∆ ,

where both = ∆ + 2∆ , ! = ∆ ! → 0 when ∆ , ∆ → 0. This shows
that = , is differentiable at every point , ∈ .

Example 2: Show that the function

 x2 − y2
 xy , ( x, y ) ≠ ( 0,0 )
f ( x, y ) =  x 2 + y 2

 0 , ( x, y ) = ( 0,0 )
is differentiable at the origin.

Solution: We first calculate the first order partial derivatives of f at the origin.
M &N, 'M , M N, 'M , '
# 0,0 = :;< = :;< = :;< =0
N→ N N→ N N→ N
 M , &N ' M , M ,N ' M , '
* 0,0 = :;< = :;< = :;< =0
N→ N N→ N N→ N

We have ∆ = ∆ ,∆ − 0,0 = + + ∆ + !∆ , where

+ = # 0,0 ∆ + * 0,0 ∆ = 0
∆# O ' ∆* O ∆# O ' ∆* O
Now, ∆ = ∆ ∆ −0=∆ ∆
∆# O & ∆* O ∆# O & ∆* O

∆P'QP ∆# O' ∆* O
and =∆ ∆ , where ∆4 = 5 ∆ ! + ∆ !
∆R ∆# O & ∆* O S/O

∆P'QP
Let ∆ = U (VWX , ∆ = U W;YX . Therefore, = U (VWX W;YX. (VW2X
∆=

∆P'QP
and C C = U |W;YX (VWX. (VW2X| ≤ U as ∆ , ∆ → 0,0 ; ∆4 = U → 0.
∆=

∆P'QP
This shows that lim = 0. Thus, , is differentiable at 0,0 .
∆=→ ∆=

Aliter:
∆P'QP ∆# S ∆*'∆# ∆* S ∆* S ∆# ∆# S ∆* ∆# ∆*
= O& O
=− O& O7 9+ O& O 7 9= + ! ∆= ,
∆= ∆= ∆# ∆* ∆# ∆* ∆= ∆# ∆* ∆= ∆=
∆* S ∆# S
where =− , ! =
∆# O & ∆* O ∆# O & ∆* O

∆* S
Notice that | | = C− O&
C ≤ |∆ | ≤ 5 ∆ ! + ∆ ! and
∆# ∆* O

∆# S
| !| = C C ≤ |∆ | ≤ 5 ∆ ! + ∆ !
∆# O & ∆* O

Clearly , ! → 0 as both ∆ and ∆ → 0. Thus , is differentiable at 0,0

Example 3: Show that the function

 xy
 , ( x, y ) ≠ ( 0,0 )
f ( x, y ) =  x 2 + y 2
 0 , ( x, y ) = ( 0,0 )

is not differentiable at the origin.

Solution: We first test its continuity at 0,0 .

Let , → 0,0 along the path =< , ≠0

,
b# O b
Then |*ab#
&bO #O &bO

b
Now, :;< , =
#,* → , &bO
cdefg *ab#

and the limit does not exist by Two-Path Test. This shows that , is
discontinuous at 0, 0 . Therefore , is not differentiable at 0, 0

(Assume that is differentiable at 0, 0 ⟹ is continuous at 0, 0 – a

contradiction, since it is discontinuous at 0, 0 . Therefore, our assumption is
wrong. Thus, is not differentiable at 0, 0 )
3.5. Differentiability
EXERCISE
Discuss the continuity and differentiability of the following functions
at ( , ):

 x3 − y 3
 , ( x, y ) ≠ ( 0,0 )
a) f ( x, y ) =  x 2 + y 2

 0 , ( x, y ) = ( 0 ,0 )

 x2 y
 , ( x, y ) ≠ ( 0,0 )
b) f ( x, y ) =  x 4 + y 2

 0 , ( x, y ) = ( 0 ,0 )
P1:

Find the total differential of the function = , , ≠ , .

Solution: If = , is a function of two variables and then the total

differential is = +

Given that = tan = ,

Now, = ! = ! !
; = ! − !
=− ! !

Therefore, the total differential is

# #
= + = ! !
− ! !
= ! !
P2:

 x3 + 2 y3
 , ( x , y ) ≠ ( 0 ,0)
Show that function f ( x , y ) =  x 2 + y 2

0 , ( x , y ) = ( 0 ,0)
i) is continuous at ,

ii) possess partial derivatives , and ,

iii) is not differentiable at ,

Solution:

Continuity at ,

let = and = , we have

! % %
| , − 0, 0 | = "
≤ $| | + 2| |(

-
≤ 3 = 3* + < ,, whenever * + <
%

Therefore, lim , =0= 0, 0 . Hence, , is continuous at 0, 0 .

1,2 → 4,4

Partial derivatives at ,
6 4 5,4 76 4,4 574
1 0, 0 = lim = lim =1
5→4 5 5→4 5

6 4,4 5 76 4,4 574

2 0, 0 = lim = lim =2
5→4 5 5→4 5

Therefore, the partial derivatives exists at 0, 0

Differentiability at ,

We have 9: = 1 0, 0 ∆ + 2 0, 0 ∆ = ∆ + 2∆
∆1 ∆2
∆: = ∆ ,∆ − 0, 0 =
∆1 " ∆2 "
 ∆<7=< ? ∆1 ∆2 ? ∆1.∆2 ∆2 ∆1
Therefore, = @ − ∆ + 2∆ A = @− A
∆> ∆> ∆1 " ∆2 " ∆> ∆1 " ∆2 "

∆2 " ∆1 ∆1 " ∆2
= C− " " D C∆> D
+C " " D C∆>D
∆1 ∆2 ∆1 ∆2

∆1 ∆2
= ,? C D + , C D,
∆> ∆>

∆2 " ∆1 "
where ,? = − , , =
∆1 " ∆2 " ∆1 " ∆2 "

Clearly, both lim ,? , lim , does not exist (by Two Path-Test).
∆1,∆2 → 4,4 ∆1,∆2 → 4,4

This shows that , is not differentiable at 0, 0 .

P3.

Show that the function , = + is not differentiable at , .

Solution:

Partial derivatives at ,
, ,
0, 0 = lim = lim =1
→ →

, ,
0, 0 = lim = lim =1
→ →

Therefore, the partial derivatives exists at 0, 0

Differentiability at ,

We have = 0, 0 ∆ + 0, 0 ∆ = ∆ + ∆

∆ = 0 + ∆ ,∆ − 0, 0 = ∆ ! + ∆ !

∆" #" % ∆ ∆
Therefore, = & ∆ ! + ∆ ! − ∆ − ∆ ' = (1 − *
∆$ ∆$ ∆ ) ∆ )

∆ ∆
Notice that +,- ) )
does not exists.
∆ ,∆ → , ∆ ∆

∆" #"
Hence, lim . / does not exist (by Two- Path Test)
∆$→ ∆$

Therefore, , is not differentiable at 0, 0 .

P4:

 xy
 2 , ( x , y ) ≠ ( 0 ,0)
Show that function f ( x , y ) =  x + y 2

0 , ( x , y ) = ( 0 ,0 )
is not differentiable at ,

Solution:

Partial derivatives at ,
, ,
0, 0 = lim = lim =0
→ →

, ,
0, 0 = lim = lim =0
→ →

Therefore, the partial derivatives exists at 0, 0

Differentiability at ,

We have = 0, 0 ∆ + 0, 0 ∆ = 0
∆ .∆
∆ = ∆ ,∆ − 0, 0 =
∆ ∆

∆ ! ∆ .∆ ∆ .∆
Therefore, = " #=$ %
∆ ∆ ∆ ∆ ∆ ∆

∆ .∆
Notice that, &'( $ % does not exists (by Two –Path Test).
∆ ,∆ → , ∆ ∆

∆
Therefore, &'( $ % does not exist.
∆ → ∆

This shows that , is not differentiable at 0, 0 .

IP1.

Find the total differential of the function = + , ≠ .

Solution: If = ( , , ) is a function of three variables , and , then the total

differential is

= + +

Given = + = ( , , )

Now, = + + ; = + +

= + −

Therefore, the total differential is = + +

= + + + + + + + −

= + + + 1− + + +
IP2.

 x2 − y2
 , ( x , y ) ≠ ( 1 , − 1)
Show that function f ( x , y ) =  x − y is continuous and

0 , ( x , y ) = ( 1 , − 1)
differentiable at ,− .

Solution:

Continuity at ,−

We have, , = = + = 0 and
, → , , → , , → ,
1, −1 = 0

Therefore, , =0= 1, −1 . Hence, , is continuous at

, → ,
1, −1 .

Partial derivatives at ,−
, ,
1, −1 = = = =1
→ → →

, ,
1, −1 = = = =1
→ → →

Therefore, the partial derivatives exists at 1, −1

Differentiability at ,−

Now, , = = = , , ≠ 1, −1

and , = 1 when , = 1, −1

Since , = =1= 1, −1 , the partial

, → , , → ,
derivative is continuous at 1, −1 . Also 1, −1 is continuous at 1, −1 .

Hence, , is differentiable at 1, −1 (by relaxed conditions).

IP3.

 x3 − y3
 , ( x , y ) ≠ ( 0 ,0 )
Show that function f ( x , y ) =  x 2 + y 2

0 , ( x , y ) = ( 0 ,0 )
i) is continuous at ,

ii) possess partial derivatives , and ,

iii) is not differentiable at ,

Solution:

Continuity at ,

let = and = , we have

| , − 0, 0 | = ! ! !
= | "
− " |

≤ $| " |+| " |&

,
≤ 2 = 2( ) + ) < + , whenever ( ) + ) < .
)

Therefore, lim , = 0, 0 . Hence, , is continuous at 0, 0 .

0,1 → 3,3

Partial derivatives at ,
5 364,3 5 3,3 4 3
0 0, 0 = lim = lim =1
4→3 4 4→3 4

5 3,364 5 3,3 4 3
1 0, 0 = lim = lim = −1
4→3 4 4→3 4

Therefore, the partial derivatives exists at 0, 0

Differentiability at ,

We have 89 = 0 0, 0 ∆ + 1 0, 0 ∆ = ∆ − ∆
 ∆0 ∆1
∆9 = ∆ ,∆ − 0, 0 =
∆0 !6 ∆1 !

∆; <; > ∆0 ∆1 ∆0.∆1 ∆0 ∆1

Therefore, = ? −∆ +∆ @=A C
∆= ∆= ∆0 ! 6 ∆1 ! $ ∆0 !6 ∆1 ! &!

∆; <; ∆0.∆1 ∆0 ∆1
lD ? @= lim A C
0,1 → 3,3 ∆= 0,1 → 3,3 $ ∆0 ! 6 ∆1 ! &!

∆0.∆1 ∆0 ∆1
Notice that lim A C does not exist (by Two Path-Test).
∆0,∆1 → 3,3 $ ∆0 !6 ∆1 ! &!

This shows that , is not differentiable at 0, 0 .

IP4.
Discuss the continuity and differentiability of the function

 xy 2
 2 , ( x , y ) ≠ ( 0 ,0)
f ( x, y) =  x + y 2

0 , ( x , y ) = ( 0 ,0 )
at , .

Solution:
Continuity at , :
We have

| , − 0, 0 | = =| |≤ + < ,

whenever + <
Therefore, lim , = 0, 0
, → ,

Hence, , is continuous at 0, 0 .

Partial derivatives at , :
, ,
0, 0 = lim = lim =0
→ →
, ,
0, 0 = lim = lim =0
→ →

Therefore, the partial derivatives exists at 0, 0

Differentiability at , :
We have ! = 0, 0 ∆ + 0, 0 ∆ = 0
∆ . ∆
∆! = ∆ ,∆ − 0, 0 = ∆ ∆

Therefore,

∆$ %$ ' ∆ . ∆ ∆ . ∆
= ∆& ( ∆ )=* - .
∆& ∆ + ∆ ,
∆

∆ . ∆
Notice that, lim * - . does not exists (by
∆ ,∆ → , + ∆ ∆ ,
Two- Path-Test).
∆$ %$
Therefore, lim ( ∆&
) does not exist.
∆&→

This shows that , is not differentiable at 0, 0 .

3.6. Derivatives of composite functions and implicit
functions (Chain Rule)
Learning objectives
To discuss the chain rule for functions two and three independent variables.

To discuss two and three variable Implicit differentiation

AND

To practice the related problems

3.6. Derivatives of composite functions and implicit
functions (Chain Rule)
The chain rule for functions of a single real variable states the following:

If = is a differentiable function of and = is a differentiable

function of , then = is a composite differentiable function of and its
derivative is given by

= ∙

For functions of two or more variables the chain rule has several forms. The form
depends on the number of variables involved but it works like the chain rule as
above once we account for the presence of additional variables.

Functions of two variables

Theorem 1: Chain rule for functions of two independent variables

If = , has continuous partial derivatives and and if = ,

= are differentiable functions of , then the composite function
= , is a differentiable function of and

= , + ,

or = +

Proof: Let Δ , Δ and Δ be the increments that result from changing from to
+ Δ . Let be the point , . Since and are continuous at ;
is differentiable at . Therefore,
"# "# ) )
Δ = ! $ Δ + ! $ Δ + '( + '* , where (, * → 0 as both
" %& " ) %& )

∆ , ∆ → 0. Dividing throughout by ∆ , we obtain

 )# "# ) "# ) ) )
=! $ +! $ + '( + '* … 1
∆. " %& ) " %& ) ) )

) 4 8
Since and are differential functions of , lim) → ) = and 567 = .
4 8 → 8
Further, both ∆ and ∆ → 0 as ∆ → 0. Therefore both '( and '* → 0 as ∆ → 0.
)# #
Thus, as ∆ → 0 the right hand side of (1) exists and so 567 exists and it is .
8 → )
Therefore,
8# "# 8 "# 8 8 8
567 =! $ 567 +! $ 567 + 567 '( 567 + 567 '* 567
8 → 8 " %& 8 → 8 " %& 8 → 8 8 → 8 → 8 8 → 8 → 8

4# "# "#
i.e., =! $ ! $+! $ ! $
4 " %& " %&

4# "9 "9
i.e., =! $ ! $+! $ ! $
4 " "
%& %&

Hence the theorem

Note:

i) A more precise notation for the above formula is

# "9 "9
! $ =! $ ! $ +! $ ! $ , where , = , .
: & " &, & : & " : &
&, &

ii) In the above theorem the variables , are referred to intermediate variables
and theorem is about the chain rule for two intermediate variables and one
independent variable.

The following is the chain rule for one independent variable and three
intermediate variables.

Theorem 2: Chain rule for functions of three independent variables

If ; = , , is differentiable and , , are differentiable functions of ,
then ; is a differential function of and
;
= + +
 9
Example 1: Find at = 0, where , = <=> + ? >6@ and
* A
= +1, = + .
* A
Solution: Given = +1, = + . Then , = 0 , 0 = 1,0
*
and =2 , =3 + 1 ,! $ = 0, ! $ = 1. Further
: :

"9 "9
= <=> + ? >6@ , = − >6@ + ? <=>
" "

= E <=> + ? >6@
"9
and ! $ | (, =0
" &, &

= E − >6@ + ? <=>
"9
!" $ | (, =?
&, &

Now, by chain rule,

9 "9 "9
! $ =! $ ! $ +! $ ! $ =?
: " &, & : " :
&, &

G
Example 2: Find at = 0, where H = + , = <=> , = >6@ , = .

Solution: We have, by chain rule

G "G "G "G #
= + + = − >6@ + <=> + 1 1
" " "#

= >6@ − >6@ + <=> <=> + 1 = 1 + <=> 2

G
Now, ! $ = 1 + <=> 0 = 2.
:

A physical interpretation of change along a curve

If H = I , , is the temperature at each point , , along the curve J with
parametric equations = , = , = , then the composite function
H=I , , represents the temperature relative to along the curve
G
J. The derivative gives the instantaneous rate of change of temperature along
J. (The curve J with parametric equations = <=> , = >6@ , = is a helix).
Let = , and , be functions of two independent variables K and L, say
= M K, L , = N K, L . Then = M K, L , N K, L is a composite function
of two independent variables K and L. The following is the chain rule that
computes the partial derivatives of w.r.t. K and L.

Theorem 3: Chain rule for two independent variables and two intermediate
variables

Suppose that = , , = O, P , = O, P . If all the three functions are

differentiable, then has partial derivatives w.r.t. O and P, given by

= + ; = +
O O O P P P

"# "# * *
Example 3: Compute "Q and "R in terms of K and L if = + , = K − L,
= K + L.

Solution:
"# "# " "# "
= + = 2 1 +2 1 =2 + = 4K
"Q " "Q " "Q

"# "# " "# "

= . + . = 2 −1 + 2 1 =2 − = 4L
"R " "R " "R

Example 4: If = , , = ? *Q + ? U*R , = ? U*Q + ? *R , then show that

"# "# "# "#
− = 2V − W
"Q "R " "

Solution: By chain rule we have

"# "# " "# " "# "#
= . + . = 2? *Q − 2? U*Q
"Q " "Q " "Q " "

"# "# " "# " "# "#

= . + . = −2? U*R + 2? *R
"R " "R " "R " "

"# "# "# "# "# "#

⇒ − = 2 ? *Q + ? U*R − 2 ? U*Q + ? *R = 2V − W
"Q "R " " " "
Note: Chain rule for two independent variables and one intermediate variable:

Suppose that = and = ∅ K, L . If both are differentiable, then has

partial derivatives w.r.t K and L and they are given by
" " " "
= . ; = .
"Q "Q "R "R

Theorem 4: Chain rule for two independent variables and three intermediate
variables

Suppose that ; = , , , = ∅ O, P , = O, P ,

= Z O, P . If all four functions are differentiable then ; has partial derivatives

w.r.t O and P and they are given by
; ; ; ;
= . + . + .
O O O O

; ; ; ;
= . + . + .
P P P P

"G "G *
Example 5: Express and in terms of K and L if H = +2 + and
"Q "R
Q
= , = K* + 5@L, = 2K.
R

"G "G " "G " "G "# (

Solution: = . + . + . = 1 + 2 2K + 2 2
"Q " "Q " "Q "# "Q R

( (
= + 4K + 4K 2 = + 12K
R R

"G "G " "G " "G "# Q ( * Q

= . + . + . = 1 !− $+ 2 ! $+ 2 0 = −
"R " "R " "R "# "R R[ R R R[

Implicit Differentiation

Theorem 4: a Formula
Suppose that \ , is differentiable and the equation \ , = ] defines
implicitly as a differentiable function of . Then at any point where \ ≠ ],
\
=−
\
 G
Proof: Let H = _ , = 0, Then = 0. By chain rule,

G "` "` `a
0= = . + . ⇒ _ +_ =0⇒ =− (since _ ≠ 0)
" " `b

Hence the result

Note: Under the conditions of the above theorem, we have

c
c \ \ Uc\ \ \ d\ \ c
c
=− e
\

* *
Example 6: Find when , = 5@ + + f@U( ! $ = 0.

9a
Solution: By implicit differentiation, we have =−
9b

* ( * * U
Now, = [d [
+ b [
!− [$ = [d [
− [d [
= [d [
(d! $
a

* ( ( * * d
= [d [
+ b [
! $= [d [
+ [d [
= [d [
(d! $
a

9a * U U*
Therefore, =− =− = , ≠−
9b * d * d *

Three- variable implicit differentiation

If the equation _ , , = 0 determines implicitly as a function and , then
at the points where _# ≠ 0,
"# `a "# `b
=− and =− .
" `g " `g

"# "#
Example 7: Find , at h, h, h , when
" "

>6@ + + >6@ + + >6@ + = 0.

Solution: Let _ , , = >6@ + + >6@ + + >6@ + = 0.

Now, _ , , = <=> + + <=> +

 _ , , = <=> + + <=> +

_# , , = <=> + + <=> +
"# `a ijk d dijk #d "# `b ijk d dijk d#
and =− =− ; =− =−
" `g ijk d# dijk #d " `g ijk d# dijk #d

"# (d( "# (d(

Therefore, ! $ =− = −1 ; ! $ =− = −1
" l,l,l (d( " l,l,l (d(
3.6. Derivatives of Composite functions and Implicit
functions (Chain Rule)
EXERCISE
I. Express as a function of , using the chain rule and evaluate at the given
value of .
a) = + , = , = ; =

b) = + , = , = ; =1

c) = + , = , = , = ; =3

d) = + + !, = , = , = 4√ ; =3
e) =2 % − , = + 1!, = ' , =% ; =1
f) = − , = , = , =% ; =1
g) = + + , = , = ln + 1! , = % ; =0

ANSWERS

,- ,- ,- ,- 2
a) + . =0 b) + . =0 c) + . =1 d) + . =
, /0 , / , /1 , /1 34

,- ,- ,-
e) + . = +1 f) + . =0 g) + . =2
, / , / , /5

II. Express as a function of , using the chain rule

a) = % sin + 2 !, = , = , =

b) = + + , = , = % , = %

ANSWERS

,- 3 9
a) =% 8 +2 !++ . + 2 !:
,
 ,-
b) =2 + ! + + ! + 1!% + + ! 1 − !%
,

;< ;<
III. Express and as functions of = and > by using the chain rule and
;= ;>
evaluate them at the given point =, >!
0
i) = 4% , = ln ? @! , =? @; ?, @! = +2, .
3
0
ii) = ' + ., = ? @, =? @; ?, @! = + , .
1 2

iii) = + + , = ? + @, = ? − @, = ?@; ?, @ ! = + , 1.

iv) If = + + !, = ?% A ?, = ?% A ?,
= ?% A ; ?, @ ! = −2, 0!

ANSWERS
B B
i) + . D = √2 2 + 2! ; + . = √2 4 − 2 2!
BC + , . BA + ,D .
E E
B B
ii) + . FD =0 ; + . FD = −1
BC + , . BA + , .
9G 9G
B B 1
iii) + . F =3 ; + . F =−
BC + , . BA + , .
B B
iv) + . = −1 ; + . =2
BC ,5! BA ,5!

IV. Solve the following:

1) If = H , !, = I ℎK, =I ℎK then show that

B B B B
+ . −+ . =+ . − + .
B B BL L BM

2) If = H , !, = ? N−@ N, =? N−@ N, where N is constant

BO BO BO BO
then show that + . + + . = ++ .
BC BA B B
B B
3) If = ? + @!, ? = % ,@ = + then show that 2 − =0
B B
4) If = P + + , =? @, =? @, = ?@, then show that
B B C
? −@ =
BC BA √ A

V. Assuming that the equations define Q as a differentiable function of R , find

Q
the value of at the given point.
R

1
a) −2 + =0 ; 1, 1!
b) + −3 −3=0 ; −1, 1!
c) + + −7=0 ; 1, 2!
d) % + + − 2=0 ; 0, 2!

ANSWERS

, 3 ,
a) + . = b) + . =2
, , ! 1 , , !

, 3 ,
c) + . =− d) + . =− 2 + 2!
, , ! T , 5,UV !

VI. Assuming that the equations define < as a differentiable function of R and Q,
;< ;<
find and at the given point.
;R ;Q

1. + + −1=0 ; 2, 3, 6!

2. % + % +2 −2−3 2=0 ; 1, 2, 3!

ANSWERS

B B
1. + . = −9 ; +B . = −4
B ,1,2 ! ,1,2 !
B 3 B T
2. + . =− ; + . =−
B ,UV ,UV1! 1UV B ,UV ,UV1! 1UV
P1:

If , , = + + + and = , = , = , then find

at =

Solution: Given = , = , =

At = 0: = 1, = 0 = 1, =0
!" !( !,
Now, # = | $% =1 ; # = − *+ | $% =0 ; # = 3 .| $% =0
! $% ! $% ! $%

/0 . . /0 .
=3 + + # =3 ; =3 + | 1,1,% = 3,
/" 1,1,% /(

/0
=2 + | 1,1,% = 1
/,

Therefore by chain rule, at = 0 we have

!0 /0 !" /0 !( /0 !,
= . + . + . =3 1 +3 0 +1 0 =3
! /" ! /( ! /, !
P2:

If , = − + and = , = , then find , .

Solution: Given, , = − + , = , =
# #
= , =− ; = , =
! " ! "

$ & $ &
Now, =3 − ; =− +3
#

Therefore by chain rule, we have

$ $ $ # & &
= + = 3 − cos + 3 − sin
! ! # !

&
=3 −2 +3

$ $ $ # & &
= + = 3 − − sin + 3 − cos
" " # "

& & & & & &

= −3 + +3 −
P3:

If = , then show that = .

Solution: Let , = − = 0. Notice that is an implicit function of

and . We have =−

Now, = − ; = −

Therefore, =− =− ∵ =

!
= = = " #
!

Hence proved
P4:

If = − , − , − then prove that + + =

Solution: Given = − , − , −

Put − = , − = , − =

Therefore, = , , , where , , are functions of , ,

Thus, is a composite function of , , .

Now, = . + . + . = 1 + 0 + −1 = −

= . + . + . = −1 + 1 + 0 =− +

= . + . + . = 0 + −1 + 1 =− +
! ! ! !

Therefore, + + = − − + − + =0
!
IP1:

If = + and = + , = − then find at =

Solution: Given = + , = + , = −

At = 0: = 0 + 0 =1 ; = 0 − 0 =1
!"
Now, $ =− + |#%& = − 0 + 0 =1
!# #%&

!(
$ =− − |#%& = − 0 − 0 = −1
!# #%&

)* )*
= 2 | ,,, = 2 ; = 2 | ,,, = 2
)" )(

Therefore by chain rule, at = 0 we have

!* )* !" )* !(
= . + . = 2 1 + 2 −1 = 0
!# )" !# )( !#
IP2:

If , , = and = + , = − , = − ,
then find , .

Solution: Given , , = sin , = 3!" + 2$ , = 4! − 2$ & , = 2!" − 3$ "

' ' ' ' '+ '+

= 6! , =2 ; =4 , = −6$ " ; = 4! ; = −6$
'( '* '( '* '( '*

'- +
Now, = ./0 − 1
=− 1
./0
'

'- 2 +
= ./0 = ./0
'

'-
= 034
'+

Therefore by chain rule, we have

'- '- ' '- ' '- '+ + 5+
= + + = − 1
./0 6! + ./0 + 034 4!
'( ' '( ' '( '+ '(

6( 5(7"* 8 "(1 7&* 1 5 "(1 7&* 1 5(7"* 8 5(7"* 8

= − + ./0 + 4! 034
&(1 9"* 1 &(1 9"* &(1 9"* &(1 9"*

'- '- ' '- ' '- '+ " + +

= + + = − 1
./0 + ./0 −6$ " + 034 −6$
'* ' '* ' '* '+ '*

" 5(7"* 8 "(1 7&* 1 6* 1 "(17&* 1 5(7"* 8 5(7"* 8

= − − ./0 − 6$ 034
&(1 9"* 1 &(1 9"* &(19"* &(1 9"*
IP3:

Find , at , , where − + + − = .

Solution: Let, , , = − + + −2=0

Notice that is an implicit function. Now,

=− ; =− + +3 ; =3 +
&
and =− =− !"
= !"
⇒$ % =
&,&,& '

" " ! !
(
=− =− !"
= !"
⇒$ % =−
&,&,& '
IP4:

If = + + , = + + , = and is a function of , ,
then show that + + = + +

Solution: Given = + + , = + + , =

Since , , are the functions of , , , is a composite function of , , .

Now, = . + . + . = + ( + )+ ( )

= . + . + . = + ( + )+ ( )

= . + . + . = + ( + )+ ( )
! ! ! !

Therefore,

+ + = # + ( + )+ ( )$
"

+ # + ( + )+ ( )$

+ # + ( + )+ ( )$

=( + + ) + 2( + + ) +3

= +2 +3

Hence proved
3.7. Jacobians
Learning objectives
To define the Jacobian of a coordinate transformation.

To study properties of Jacobians.

AND

To practice the related problems.

3.7. JACOBIANS
Jacobians arise naturally when there is a coordinate transformation. This concept
is named after the German mathematician Carl Gustav Jacob Jacobi (1804-1851),
who made significant contributions to mechanics, partial differential equations
and calculus of variations.

Jacobian

= , , = , is
The Jacobian determinant or Jacobian of the coordinate transformation

, =

, =
,
,
It is also denoted by

-plane by equations of the form = , , = , . If and are

Suppose that a region in the -plane is transformed into the region in the

≠ 0. It measures how much the

differentiable functions in , then the transformation is one-to-one, and the
,
,
Jacobian of the transformation
transformation is expanding or contracting the area around a point in as is
transformed into .

The Jacobian of the coordinate transformation = , , , = , , ,

= , , , , = =
, ,
, ,
is

-space by differentiable equations of the form = , , ,

Suppose that a region in -space is transformed one-to-one into the region

= , , , = , , .
in
 , ,
, ,
The Jacobian of the transformation measures how much the volume near
a point in is being expanded or contracted by the transformation from -
space to the -space.

Theorem 1: Chain rule for Jacobians

Suppose that = !, " , # = $ !, " where ! = % &, ' , " = ( &, ' . If all
four functions are differentiable, then

= .
) ,# ) ,# ) !,"
) &,' ) !," ) &,'

Proof: We have, = + , , = ,, - and = ,, - and all are

differentiable. Therefore, by chain rule for two intermediate variables and two
independent variables, we have

= + = +
. . . 0 0 0
;

Similarly, since =1 , , = ,, - , = ,, - are differentiable,

= + = +
. . . 0 0 0
;

+ +
=2 2=2 2
, . 0 . . 0 0
.,0 . 0 .+ . 0+ 0
Now,

=2 22 2
. 0
. 0
(by the multiplication of determinants)

= ∙
, ,
, .,0

Hence the result

Theorem 2: If = !, " and # = $ !, " are differentiable (in a region 4)

then

∙ =5
) ,# ) !,"
) !," ) ,#
Proof: Since , are differentiable functions of
≠ 0. Since the transformation is 1-1, we
and , the transformation is 1-1,
,
,
and the Jacobian of transformation
solve for , in terms of and and we obtain the inverse transformation
= , , = , . Further, these are also differentiable. Thus we have,
= + , , = 1 , where = , , = , where all the four

, = ,- = .
functions are differentiable: This context is precisely same as theorem1 with

1 0
∙ = =2 2=2 2=1
, , ,
, , , 0 1
Thus from theorem1,

Hence the result

Some coordinate transformations and their Jacobians

i) Polar Coordinates to Cartesian coordinate

= & 789 :, # = & 9;< :,

= =>- ? , = −, -BC ? , = -BC ? , = , =>- ?

. @ . @

=>- ? −, -BC ?
∴ =2 2=2 2=,
, . @
.,@ . @ -BC ? , =>- ?
ii) Cylindrical coordinates to Cartesian coordinates

= & EF' :, # = & 'GH :, I = I

. = =>- ? , @ = −, -BC ? , = 0,
. = -BC ? , @ = , =>- ? , = 0,
. =0, @ =0, =1

. @ =>- ? −, -BC ? 0
∴ =J J = J -BC ? , =>- ? 0J = ,
, ,
. @
.,@,
. @ 0 0 1
iii) Spherical polar coordinates, to Cartesian coordinates

= & 'GH : EF' %, # = & 'GH : 'GH %, I = & EF' :

 . = -BC ? =>- , @ = , =>- ? =>- , K = −, -BC ? -BC ,
. = -BC ? -BC , @ = , =>- ? -BC , K = , -BC ? =>- ,
. = =>- ? , @ = −, -BC ? , K = 0.

. @ K -BC ? =>- , =>- ? =>- −, -BC ? -BC

∴ =J KJ = J -BC ? -BC , =>- ? -BC , -BC ? =>- J
, ,
. @
.,@,K
. @ K =>- ? −, -BC ? 0
= , L -BC ?

Example 1: If = L
− L
, =2 and = , =>- ? , = , -BC ? then find
,
.,@

=
, , ,
.,@ , .,@
Solution: By chain rule for Jacobians, we have,

2 −2
=2 2=N N=4 +
, L L
, 2 2
Now,

= , (we have already seen)

,
.,@

=4 + ∙ , = 4, P
, L L
.,@
Therefore,

, # is a function of two (independent) variables

, # and , # are functions of two independent variables ! and " given by
Theorem 3: Suppose that

= % !, " , # = ( !, " . If all the three functions are differentiable, then

= = =− where Q =
) 5 ) ,# ) 5) , ) , ) ,#
) Q ) !," )# Q ) !," ) !," ) !,"
and

Proof: Since , are differentiable functions, by chain rule,

+ = + =
R R R R R R
;

Since, = ≠ 0; we solve for

, R R
,
and .

R R RT
N S S
N N S N
= = = W X
R RT T S T U R,
2
S S
2 2
S T
2 V ,
By Cramer’s rule, we have
T T S T
 RS
N S N 2R
S T
RT 2
= = = W X=−
R T RT S U ,R U R,
2
S S
2 2
S T
2 V , V ,
T T S T

The following is the corresponding result for three intermediate variables and
three independent variables.

, #, I is a function of three (independent)

variables , #, I and , #, I are functions of three independent variables !, " and
Theorem 4: Suppose that

Y given by = % !, ", Y , # = ( !, ", Y , I = Z !, ", Y . If all the four

functions are differentiable, then

=
) 5 ) ,#,I
) Q ) !,",Y

= =−
) 5 ) , ,I 5 ) , ,I
)# Q ) !,",Y Q ) !,",Y

= = , where Q =
) 5) ,#, 5 ) , ,# ) ,#,I
)I Q ) !,",Y Q ) !,",Y ) !,",Y

Example 2: If = + , , = , =>- ? , = , -BC ?, then

R L R L R L R L
[ \ +[ \ =[ \ + ][ \
U
. . @

Solution: The Jacobian of the transformation is

=>- ? −, -BC ?
= =2 2=,
,
.,@ -BC ? , =>- ?

= =
R U R, R U ,R
V .,@ V .,@
By Theorem 3 we have and

+ +@
=2 . 2 = , =>- ? − -BC ?
R, R R
.,@ -BC ? , =>- ? . @
Now

=>- ? −, -BC ?
=N N = =>- ? + , -BC ?
,R R R
.,@ +. +@ @ .

Therefore,

= [, =>- ? − -BC ? \ = =>- ? −

R U R R R 0^_ @ R
. . @ . . @
 = [, -BC ? + =>- ? \ = -BC ? +
R U R R R `a0 @ R
. . @ . . @

Squaring and adding, we get

R L R L R L R L
[ \ +[ \ =[ \ + ][ \
U
. . @

=+ , , = , -BC ? =>- , = , -BC ? -BC ,

= , =>- ?, then show that
Example 3: If and

R L R L R L R L R L R L
[ \ +[ \ +[ \ =[ \ + ][ \ + [ \
U U
. . @ . ] 0^_] @ ∅

Solution: The Jacobian of the transformation is

-BC ? =>- , =>- ? =>- −, -BC ? -BC
= = J -BC ? -BC , =>- ? -BC , -BC ? =>- J = , L -BC ?
, ,
.,@,K
=>- ? −, -BC ? 0
Now,

+. +@ +K
= J-BC ? -BC , -BC ? =>- J
R, ,
.,@,K
, =>- ? -BC
=>- ? −, -BC ? 0

= , L -BCL ? =>- + , -BC ? =>- ? =>- − , -BC

R R R
. @ K

-BC ? =>- , =>- ? =>- −, -BC ? -BC

=J +. +@ +K J
,R,
.,@,K
=>- ? −, -BC ? 0
+. +@ +K
= − J-BC ? =>- , =>- ? =>- −, -BC ? -BC J
=>- ? −, -BC ? 0

= − W−, L -BCL ? -BC − , -BC ? =>- ? -BC − , =>- X

R R R
. @ K

= , L -BCL ? -BC + , -BC ? =>- ? -BC + , =>-

R R R
. @ K
 +. +@ +∅
= = J-BC?=>-∅ ,=>-?=>-∅ −,-BC?-BC∅J
, ,R R, ,
.,@,R .,@,∅
-BC?-BC∅ ,=>-?-BC∅ ,-BC?=>-∅

= , L -BC?=>-? − ,-BCL ?
R R
. @

By Theorem 4,

= . = -BC?=>-∅ + −
R U R, , R `a0@0^_∅ R 0^_∅ R
V .,@,∅ . . @ .0^_@ ∅

= . = -BC?-BC∅ + +
R U ,R, R `a0@0^_∅ R `a0∅ R
V .,@,∅ . . @ .0^_@ ∅

= . = =>-? −
R U , ,R R 0^_@ R
V .,@,∅ . . @

Squaring and adding we obtain.

R L R L R L R L R L R L
[ \ + [ \ + [ \ = [ . \ + . ] [ @ \ + . ] 0^_] @ [ ∅\
U U

Functional Dependence
Theorem 5: Let ! = , # , " = $ , # be differentiable functions in some

! and " of the form ∅ !, " = c is that the jacobian vanishes in 4. That is
region R. A necessary and sufficient condition for a functional relation between
) !,"
) ,#

= c identically in 4 .
) !,"
) ,#

Example 6: If = Ue , = fgCeU + fgCeU then show that they are

d

functionally related. Find the relationship.

Ud ] Ud ]

=2 2=
, Ue ] Ue ]

, U U
Solution:
Ud ] Ud ]

= − = 0 , if ≠1
U U
Ue ] Ue ]

By Theorem 5, there must be a functional relationship between and .

 = hgCeU + hgCeU
+
⇒ fgC = fgC hgCeU + hgCeU = = .
1−

The relationship is = fgC .

Example 7: Show that the functions = + − ,

= − + , = L+ L+ L−2 are not independent. Find the
functional relationship among them.
1 1 −1
=J J=J1 −1 1 J
, ,

2 2 −2 2 −2
, ,
Solution:

1 1 0
jk ljk djm
l
J 1 −1 0J = 0
2 2 −2 0

+ = 2 , − = 2 − and
Since the Jacobian vanishes, there must be a functional relation among them.
Now,

+ L+ − L
=4 L
+4 L
+ L
−2 = 4 , is the required
relationship.
3.7. Jacobians
EXERCISE
( , )
I. Find the Jacobian when
( , )

a) =3 +5 , =4 −3 b) + = , =
( )
c) =( )
, = +

ANSWERS

a) −29 b) ( + ) c) 0
( , )
II. Find if
( , )
!
a) = − 2 ! , = 2 ! − ! and = "#$%&, = "%' &
b) = 2 , = ! − ! and = "#$%&, = "%' &
c) = ! + ! , = , = "#$%&, = "%' &

ANSWERS

a) 6" ) %' 2& b) 4" ) c) 2 "

III. Solve the following

! ! ! ! ,(-,.)
a) If * = ,+ = and = − , = then find
,( , )
! )1 ,(2,3,4)
b) If = , = %' ,/ = 0 then find
,( , ,1)
,( , ,1)
c) If = + + 5, = + 5, / = 5 then find
,(2,3,4)
,( , ,1)
d) If = 5, = + 5 + 5 ,/ = + + 5 then find
,(2,3,4)
,(6,7) ,( , ) ,(6,7) ,( , )
e) If = "#$%&, = "%' &,evaluate , and prove that =1
,( , ) ,(6,7) ,( , ) ,(6,7)

ANSWERS
! !( ! ! )( ! ! )! )1
a) 6 + − b) −60 #$%
 !
c) d) ( − )( − 5)(5 − )

IV. Determine whether the following functions are functionally dependent or

not. If so, find the functional relation between them.
9 9 !
a) = 9 9
, = 9 9

b) = %' + %' , = sin( + )

c) = , =( )9
d) = 0 %' 5, = 0 #$%5, / = ! 0 !
e) = + + 5, = ) + ) + 5 ) − 3 5, / = !
+ !
+ 5! − − 5−5

ANSWERS

a) Dependent , ! + ! = 1
b) Independent
c) Dependent, ! = 1 + 4
d) Dependent, ! + ! = /
e) Dependent, / =
P1.

= + , = = =
, ∗ ,
, ,
If then find and and verify that
. ∗
= .

Solution: Given that = + , =

1−
= = = = − + =
,

−
,

Solving for , ! in terms of and , we have

= + = + ⟹ = − , =

! = ,! = − ⟹!=# −
1 −1
= = ! ! =$ $
∗ ,
% % &
,
Now,
# & # &

= ' −2 + )= =
% % % &
# & # &

Verification: . = . =1
∗ %
P2.

If = , = , = , then show that the Jacobian of , , with

respect to , , is .

Solution: We have =− , = , =

= , =− , =

and = , = , =−

∴ , ,
= = −
, ,
−

− −1 1 1
= − = 1 −1 1
− 1 1 −1
= −1 1 − 1 − 1 −1 − 1 + 1 1 + 1

=0+2+2=4

=4
, ,
, ,
Thus,
P3:
,
If = , = − ,where = , = , then find .
,

Solution: Given that =2 , = − ,where = !, = "#!

Since , are functions of and which are themselves functions of , !,

$ %,& $ %,& $ ),*
By using chain rule for Jacobians, we have = .
$ ',( $ ),* $ ',(

Given =2 , = −

⟹ ) =2 , * =2 and ) =2 , * = −2

$ %,& 2 2
=, , = −4 + = −4
$ ),* 2 −2
$ ),* ! − "#!
Also, =/ /=
$ ',( "#! !
$ %,& $ %,& $ ),*
Hence, = . = −4 = −4 0
.
$ ',( $ ),* $ ',(
P4:

If = − + √ − , = + , then show that , are

functionally related and find the relationship.

Solution: Given that = 1− + √1 − , = sin + sin

= 1− − , =− + √1 −
√
Now,

= , =
! !
√
and

1− − √1 − −
√
∴ =% %=%
# ,!$
# , $ ! !
%
√

= 1− −1+ =0
&# $# $' &# $# $'
Hence, and are functionally related, i.e., they are not independent.

We have = )*+ + )*+ = )*+ , 1− + √1 − -

i.e., = sin , which is the required relationship between and .

IP1.

= , = , then find = =
, ∗ ,
, ,
If and and verify that
. ∗
= .

Solution: Given that = , =

−
= =$ $= + =
!," & & & &
,#

Solving for (, in terms of , , we get

)* = = ⟹ = 3*
+ , -./# " 45 "
+ , 01-# ! !

+ = + = ⟹∴ ( = 7 +
& & & & & & 5 & &
&

! "

= =8 8= = =
∗ ,# ! 9:"9 ! 9 :" 9 ! 9 :" 9 5 5
−
Now,
!," " ! ! 9:"9 9 ! 9 :"9 + 9,
! 9 :" 9 ! 9 :" 9

Verification: . = = 1.
∗ & 5
+ 9,
IP2.

= , = , = .
, ,
, ,
If , then find

Solution: Given that = , = , =

= = −
, ,
, , !

− !

=− # − %− #− − %+ # + %
$ ! $ ! $ $ $ $
! ! ! ! !

= 0 + 48 + 48 = 96
IP3.

If =√ , =√ , =√ , where = . ∅, = . ∅,

= , then find
, ,
, ,∅

Solution: Given that = √ , =√ , =√ , where = . !" ∅,

= . ∅, = !"

Since #, , are functions of , , which are the functions in , , ∅.

=
$ %,&,' $ %,&,' $ *,+,,
$ (,),∅ $ *,+,, $ (,),∅
By using chain rule for Jacobians, we have

0 2 2
0 , 0 +

. .
1 + 1 ,
#* #+ #,
$ %,&,'
=- * + #, - = 0 2, 0
0
2,
*
$ *,+,, 1 * 1
. .
Therefore,
* + ,

2* 2+ 0
0 + 0 *
1 1

= 42 +2 6=3=7
0 ,+* + ,* 1 0
3 + *+ ,*+

We know that the Jacobian for spherical coordinates is

=
$ *,+,, 1
$ (,),∅

= . =
$ %,&,' $ %,&,' $ *,+,, 0 1
$ (,),∅ $ *,+,, $ (,),∅ 7
Thus,
IP4:

Determine the functions = , = , = are

functionally dependent. If so, find the relationship between them.

Solution: Given that = cosh , = sinh , ! = 3 #

* +
&,(,) -.&,(,)/
Now, $ % ,= =0 * +0
*, ,+ -.*, ,+/
!* ! !+

2 234ℎ − 234ℎ 478ℎ

= 02 478ℎ − 478ℎ 234ℎ 0
12 :
−6 #
0
= 12 = # .234ℎ − 478ℎ / − 12 = # .234ℎ − 478ℎ /

=0

∴ , , ! are functionally dependent.

We have 3 −3 = 3. #
234ℎ − #
478ℎ /=3 #
=!

That is, 3 −3 = !, is the required relationship between and .