Differentiation in several variables · Definition

Limit of a function of several variables

multivariable calculuslimits

Before you start you need to know

The limit underlies continuity and the derivative, but in the plane there are infinitely many paths to reach a point.

Definition

The limit of a function \(f\) at a point \(\mathbf a\) is the number \(L\) that the values \(f(\mathbf x)\) approach as \(\mathbf x\) gets close to \(\mathbf a\) along any path.

\[\lim_{\mathbf x\to\mathbf a} f(\mathbf x)=L\]

In one variable there are only two directions to approach \(a\): left and right. With two variables there are infinitely many paths toward \((a,b)\): lines, parabolas, spirals. For the limit to exist, \(f\) must approach the same \(L\) along all of them. Formally, for every \(\varepsilon>0\) there must be a \(\delta>0\) such that \(|f(\mathbf x)-L|<\varepsilon\) whenever \(0<\|\mathbf x-\mathbf a\|<\delta\).

This gives two practical rules. If \(f\) is a polynomial, a rational function with nonzero denominator or a composition of continuous functions, the limit is found by substitution. If two paths give different values, the limit does not exist; for example, \(\frac{xy}{x^2+y^2}\) is \(0\) on the \(x\)-axis and \(\frac12\) on \(y=x\). But beware: testing many paths never proves that the limit exists, as \(\frac{xy^2}{x^2+y^4}\) shows, giving \(0\) along every line and \(\frac12\) along \(x=y^2\).

To prove existence one bounds the expression, with the squeeze theorem, or switches to polar coordinates: with \(x=r\cos\theta\), \(y=r\sin\theta\), it suffices that the expression tends to \(L\) as \(r\to0\) regardless of \(\theta\). The one-variable limit laws (sum, product, quotient) still hold, and from this concept follow continuity and, with it, partial derivatives.

Think about it

Is it enough to check that the limit of \(f\) at the origin is the same along the axes and along \(y=x\) to claim it exists?

No. Finitely many paths prove nothing; another path, such as a parabola, may give a different value. One must bound the expression or use polar coordinates.

Exercises 10

References

  • James Stewart, Daniel K. Clegg, Saleem Watson, Calculus: Early Transcendentals, 9th edition, Cengage, 2021. §14.2
  • Joel Hass, Christopher Heil, Przemyslaw Bogacki, Maurice D. Weir, George B. Thomas Jr., Thomas' Calculus, 15th edition, Pearson, 2023. §14.2
  • Jerrold E. Marsden, Anthony Tromba, Vector Calculus, 6th edition, W. H. Freeman, 2012. §2.2