Functions of Several Variables
Functions of Several Variables
VARIABLES
Structure
3.1 Introduction
Objatives
3.2 The space Rn
Capxian Products
Algebraic Shuctrne of Rn
Distance in '
R
3.3 Functions From Rnto R m
3.4 Summary
3.5 Solutions and Answers
3.1 INTRODUCTION
In the fust course of calculus and the first two d t s of this block we have studied the
concepts of limit, continuity and differentiability of real-valued functions of a real variable,
i.e., functions whose domain and range are subsets of R,the set of real numbers. In Block 2
we shall study these concepts for functions of several variables, i.e., those functions whose
dom& is a subset of Rn,the Carhisian product of n-copies of R.These functions arise
naturally in various contexts. For instance, the insurance premium is a function of a large
number of parameters like the sum insured, the age of the insured person and life expectancy.
Similarly the price of a commodity is dependent on a number of factors like cost of
production, permissible profit margin and state taxes.
You have seen that a knowledge of the algebraic structure of R and familiarity with the
I
properties of the distance ( x - y between two points x. y of R is necessary to study the
notions of limit and continuity of functions of one variable. The same is true for functions
of,several variables. Therefore, in this unit we first defm R4 and describe its algebraic
saucture. We then introduce the notion of a distance between two points of Rnand deduce its
elementary properties. We end this unit by defining a function of several variables, and by
giving various examples of such functions.
Objectives
After reading this unit, you should be able to :
I. defm a real Euclidean space of dimension n
p (G,
yo) We have mentioned in the introduction that in this unit we are going to study functions
whose domain is a subset of Rn.But what is Rn? In this section we shall define Rn,and
study its algebraic structure. We'll also study the distance function in Rn.But let us start
with the definition of Rn.For this we'll need to define Cartesian products of sets.
I
3.2.1 Cartesian Products
Flg. 1
Let X and Y be two noncmpty sets. By (x, y) where x E X and y E Y, we denote the
The word Cartdam product ordered pair whose first member or coordinate is x and whose second member or
~amfffromthellame~fthe
French mamematiciw Renc' coordinate is y. Two ordered pairs (x,, y,), (x,, y,) are said to be equal, i.e.
Descartes (1596-1650). who first (x,, y,) = (x,, y,) if and only if xl = x,, y, = y2. YOUare already familiar with this concept
thought of representing points in While studying coordinate geometry you must have represented a point P in the Cartesian
a plane by ordaed pairs of plane by (x,yo), where xo is the abscissa and yo is the ordinate of P (see Fig. 1). Clearly the
numbcrs.b point (x,yd &different from the point (yo. x,,) if x,,# yo. Thus you know that a point in
,the plane is represented by -an ordered pair (x.- y), where x and y are real numbers.
I
Functions of Several
Note that the ordered pair (x, y) is different from the set (x, y 1, because the ordered pair (x, y) Variables
is different from the ordered pair (y, x) if x # y, while the sets (x, y ) and ( y, x 1 are equal.
The set of all ordered pairs (x,y) where x E X, y E Y is called the Cartesian product of
the sets X and Y. We denote it by X x Y.
Thus,X x Y = ( ( x v y )I X E X,YE Y).
For example, if X = (0, 1.2) and Y = (0, 1), then
x x y = ((O,O),(O, l),(l,O),(l, 1),(2,0),(2, 1))
IfX=R,Y=R,then
XxYFRxR=RZ=((x,y)I x E R , ~R
E)
is nothing but the Cartesian plane.
We now extend this idea to get a product of n sets.
Let XI, X2........ Xn be any n non-empty sets. By (x,, x2, ...... x,) where xi E X;, 1 I i I n,
we shall denote an n-tuple. Two n-tuples (xl, x2, ......... x,) and (y,,y2.......y,) are equal, i.e.
Let V denote the set of all vectors 6b in the Cartesian plane where 0 is the origin and P is
any point with coordinates (x, y) in the plane. Then there is a one-to-one correspondence
between V and Rz given by 6b + (x, y). Similarly there is a one-to-one correspondence
between the vectors & (when3 O is the origin and P is any wint (x, y, z) in space) and the
points in space given by 6b (x, y, z). It is because'of these correspondences that
elements of RZand R3 are called vectors. In what follows, we shall call elements of Rn,
vectors and the elements of R will be r e f e d to as scalars. *:
If x = (xI. xz, ,,..., x,) is any point of Rn, then xi is called the i-th coordinate or the
a
i-th component of x.
Now having defined the set RD let us see if we can define any algebraic operations on the
elements of Rn.
. .
E 1) Prove S 1, S2, S3, S4 and S5 by using the corresponding properties of real numbers.
You must have noticed that the addition of vectors and scalar multiplication in Rnare
identical with the usual operations of addition and multiplication of a vector by a scalar in
the plane or space (when n = 2 or 3).
pIK - YI*
"
Further, you must be aware that multiplication or division of vectcrs is not defined in the
plane or the space. Similarly, we do not define these operations in Rnfor n > 2.
X
Those of you who have studied the course Linear Algebra, would have recognised that Rnis
a vector space over R w.r.t. the operations of addition of vec:ors and scalar multiplication
defined above.
Now after this discussion of the algebraic structure of Rn,let us define a distance function
in Rn.
p- lx-YI *
Y x 3.2.3 Distance in Rn
Fig. 2
Distance berween x and y is You know that for any two real numbers x, y, the absolute value x 1 - y1 =
I x-yl denotes the distance between the points represented by x and y on the real line. See Fig. 2.
58 Similarly, from your study of coordinate geometry you know thatthe expressicn
.
4 (x , - x2)2 + (y I - y2)2 represents the distance between two points with coordinates
Functions of Several
Variables
(x,, y,) and (x,, y2) in the Cartesian plane. We define the distance between any two points of
Rn in such a way that on taking n = 1 or n = 2, our distance formula reduces, respectively,
to the two expressions mentioned above.
Definition 1: Let x = (x,, .......,x,) and y = (y,, .....,y,) be two points of Rn,we define
( x - yl, the distance of x from by
I
b
You can see that for n =I. x-y = / 1 is nothing but the absolute value of x - y.
which is the distance between the points x and y .on thereal line.
~1
F o r n = 2 , Ix - = d ( x l - Y , ) ~
+ ( ~ 2 - y ~ ,)which is the distance between the points
with coordinates (x, ,x2)and (y,, y2) in the Cartesian plane.
Those of you who have studied coordinate geometry of 3-dimensions would recognise that
forn=3
Ix-YI = + X I -Y,)~ + (x2 - y2I2+ (x3 - y3I2 is the distance between two pints with
coordinates (x,, $, x 3 and (YI.Y2, ~ 3in) space-
The distance between two points of Rn,defined in this way, has the following properties,
which are easily deducible from the defmition.
k t x = (x,, x,, ...., x,) and y = (y,, y2, ......., y,) be any two points of Rn.Then
You know that the sum of two sides of a mangle in the Cartesian plane or space is greater
than the third. This means that if x, y, z are t e points in Rn,n = 1.2, 3, then
for any three points x, y, z of Rn.But to prove this fact, we have to take the help of
Cauchy's inequality which we shall now state.
Theorem 1(Cauchy's Inequality) : If a,, a2, ....., %, b,, b,, ........., b, are any 2n real
numbers, then
Proof If all the real numbers ai are equal to zero,then there is nothing to prove. Assume,
therefore, that at least one ai # 0. Consider the expression
is called the nwm or rnedulus of x. Recall that we use the satne terms when x E R,or x
is a vector in the plane or the space. Now let us get back to the mangle inequality.
Theorem 2 (Triangle inequality) : For any three points x, y, z in Rn
lx - YI S I X - zl + l z - YI
Proof : Let us first prove that
Ix + YI 1x1 + Iyl
for any two points x, y in Rn.
Let x = (x,, ....., x,), y = (yl, ....., y,).
The set Rntogether with the distance between two points of R. defined above is called the
Euclidean space of dimension n.
We would like to tell you that
(xi - yi)2 is not the only way in which we cap defir.3 distance in Rm.In
fact, there are many other ways in which we can define distance between any two points of
Rnwhich will also satisfy the triangle ine@ality. But Rnendowed with any distance
function different from &heone defined above is not called a Euclidean space. We shall not
deal with any space other than the Euclidean space here.
You know that sets of the type ]a, b[ = ( x E R I a < x c b ) where a and b are real numbers,
oa or - m are called open intervals in R. We now, introduce analogues of open intervals in
the Euclidean space Rn.
Definition 2 :Let xo E Rn and r > 0 be any
. .real
- number. Then the set
~ ( w r ) =x( IXE 1
R.. x-xo ( < r ) a
Functions of Several
Variables
is called an open sphere or open ball or open disc with centre xo and radius r.
Remark 1: .i) If n = 1, then S(Q, r) is nothing but the open interval ]xo - r, xo + r[. See
Fig. 3(a).
ii) If n = 2 and xo is the point with coordinates (a, b), then S(xo ,r) is the interior of the
disc in the plane whose centre is (a. b), and whose radius is r. That is,
s or = x Y I - a), + (Y- b12 < r 1.
See Fig. 3 (b).
iii) If n = 3 and xo is the point in space with coordinates (a, b, c), then
S 1
) = ( ( x y z) d ( x - a)2 + (y - b)2 + (z - c ) ~< r ), i.e., the interior of the
sphere whose cehtre is (a, b, c) and radius is r. Also see Fig. 3 (c).
Remark 2 :In an analogy with neighbourhoods on the real line, we shall call the open
sphere S(xo, r) an r-neighbourhood of the point xo in Rn.By the deleted
r- neighbourhood of x,, we shall mean the set of points
We conclude this sedtion with a few examples and exercises. Go through the examples
carefully and try all the exercises. A thorough knowledge of the structure of Rn will help
you while studying the limit and continuity of functions of several variables in Block 2.
Example 1 :Let el = (1,0, O), e2 = (0, 1,O) and e3 = (0,0, 1). Then we can show that
x = (x,, x2, x,) in R3 can be uniquely written as
x = x,e, + x2 e2 + x3e3.
By definition of scalar multiplication we get
' xlel = (xl, O,O)
Similarly,
Example 3 :The open disc S with centre (a, b) and radius r in R2 lies in the open square
and therefore,
and therefore,
E 2) Let e, = (6,,, 6,,, ........,6,). 1 5 i In where tjij is .the Kronecker symbol, (6ij= 0
if i # j, = 1) be n vectors in RD.Prove that any x = (x,,....., x,) in RDcan be
written uniquely as
el, .......,enare called the unit vectors along the coordinate axes.
E3) Lete= (l,O),f = (1, 1)be inR2.
~ i n d l x- yl, )2x - yl, 1x1 wherex=e+f,y=2e+3f.
E 4) Show that the open sphere S with centre at (a, b, c) and radius r in R3is contained
in the open cube
P , = ( ( X . Y . @ ~I x - a l < r , l y - b J < r , ~ z - c l ~ r )
and contains the open cube
Functions of Several
Variables
You have already come across the definition of a function earlier (see Definition 4, Unit 1 of
Calculus). Thus, if X and Y are two non-empty sets, then a function from X to Y is a rule
or correspondence which associates to each member of X, a unique member of Y. Here, we
shall introduce a special type of function for which X is a subset of Rn,and Y is a subset of
Rm,both m, n 2 1. If m = 1, such functions are called real-valued functions of n
variables. And it m > 1, these functions are called vector-valued functions of n variables.
More precisely, we have the following definitions:
Definition 3 : i) Let D be a non-empty subset of Rn,the Euclidean space of dimension n,
n 2 1. A function from D to R is called a real-valued function of n variables with
domain D.
Xa kli k2i ,........, kn, x, kil x2 k2i .......x, kni, where kj:s are non-negative integers.
and kli + k2i+ .......+ kni=i.
Advanced Calculus For example, x3y2z+ lox2 yz3 +'8xyz + z5 is a polynomiakin 3 variables, and xy2 + 2xy -
y4 is a polynomial in 2 variables. If we define f : Rn -+ R such that f(xl, x2, ....,....,x,) = a
polynomial in n variables, then f is a real-valued function of n variables.
Remark 3 :As in the case of functions of one variahle, we often define functions of d
'
several variables with the help of a formula. W e n a tunction of several variables is defined
with the help of a formula, then its domain is the set ot all those points where tAi!given
formula is valid. For example, the domain of the function
You are already familiar with the graphs of a number of real-valued functions of a real
variable. Now let us see how we can geometrically represent a real-valued function of two
variables.
Mnition 4 : Let f(x, y) be a real-valued function of two variables with domain D. Then
the graph of the function f is the set of points (x, y, z) in the Euclidean space of
3-dimensions such that z = f(x, y), i.e.,
I
1
Clearly the level curve f(x, y) = c is nothing but the intersection of the surface z = f(x, y),
i.e., the graph off, with the plane z = c.
Roughly speaking, the graph of a real-value4function of two variables can be obtained by
piling up the level curves f(x, y) = c, as c varies over the range, that is the set of values of
f(x, y). Look at this example.
Example 4 :Let us find the domain and the rar)ge of
ii)
9
+ 16 + z2 = 1, and examine their ievel curves.
i) The domain of the given function is the whole of R2. The range is the set of all real
numbers I 100. The level c w e s are the circles with centre at the origin. See Fig. 6(a)
1 1
c) f (x, y) = x sin -
X
+ y .sin -Y
1
Just as we can define the sum, product, quotient for functions from R to R,we can define
these algebraic operations onTunctions of several variables too. Let us consider these one by
one.
Ssm of Two Functions :Let f :Dl + R m and g : D2 + Rm,where Dl and D2 are
subsets of Rn.Let D = Dl fl D2 # g. Then the function f + g defined on D b)
(f + g) (x) = f(x) + g(x)
is called the sum of the two vector-valued functions f and g.
Product of Two Functions :Let f : Dl + R and g : D2 + R, where D, and D2 are
subsets of Rn.Let D = Dl n D2 # g .Then the function fg defined on D by
Functions of Several
Variables
is called the product of the two real-valued functions f and g.
Quotient of Two Functions : Let f and g be the real-valued functions mentioned
above. Suppose that the set
I
I
You must have noticed that we have defined the sum f +,g when f and g are two vector -
valued functions. But we have defined the product fg and the quotient (flg) only for real -
valued functions f and g. This is because, as we have mentioned at the end of Sec. 3.2.2. the
product and quotient of two vectors are not defined.
1 Clearly
D* = ( (x. Y) 1 g(x, y) # O ) = RZ\I(0,O)).
Thus, the quotient o f f and g is defined by
(3 f(aLY1 -
(x9Y, = g(x. y) - x2 + y2
and its domain is Rz\((0. 0 ) .
E 6) Find the product and the quotient of the following pairs of function. State their
domains in each case.
I
a) f(x,y) = x2 Y, g(x,y) = x2y2
1
b) f(x.y) = sinx + siny, g(x, y) = -cosy, x # 0.
X
Advanced Calculus You have already learnt how to define the composite of two real-valued functions of a real
variable (Sec.6 of Unit 1 in Calculus). To recall the cornnosite of twn fi~nctinnsf. R 4 R
and g :R + R defined by f(x) = x2 and g(x) = sinx, respectively, will be the function
g o f : R + R such that g f (x) = g(f(x)) = sinx2. Here, we extend this notion to,
0
3.4 SUMMARY
El) S 1 : x ~ R n ~ x = ( x 1 ........
, x 2 xn),whereeachxi~R
Now ax = (ax], ax,, ....... ax,). Since axi E R for 1 I i < n, ax E Rn.
S, : Let x = (x,, x,, .....,x,) and Y = (Y,, Y2,....... Y,)
i = 1
E3) x = e + f = ( 1 , 0 ) + ( 1 , 1)=(2, 1)
y = 2 e + 3 f =2(1,0) +3(1, 1)
= + (393)
= (5,3)
:. , X - y = (2, 1)-(5,3)
'
= (-3, -2)
:. . I x - 1 = 4(-3), + (-2)2
Advanced Calculus
Similarly, ) 2 x - y ) = ) ( I , - l ) ( = f i and(x1 = ( ( 2 , 1 ) ( = 6 .
*P2c S.
E 5) a) The domain consists of all the points in R2 except those for which x4 + y4 = 0.
Now,x4+)P=O~x4=0andy4=O
-x=Oand y=O
Therefore, domain = R2\ ( (0,O))
b) I ( x , Y ) E R ~ ~ X - ~I =
+OI ( X , Y ) ER ~ ( X +1 Y
d) The open sphere with radius 2 and centre (O,O, 0), since 4 4 - x2 - y2 - z2
has to be positive. '
1
b) (fg) (x,y) = - (sinx + siny) cos y
X
x (sinx + sinyJ
COSY
Domain = ((x,y) E R2 I X
y t (2n + 1) 5 n E Z )
7
...e,
I a) ' c 1.1 (x, y, z) = g(f (x, y, z))
\
,I~L.\. In (x2 + y2 + I), z2)
= cc\ + In (x2 + y2 + 1). 21n (x2 + y2 + l), 5z2)
Functions of Several
Variables
I
f 0 g does not exist.