Limits for Scalar Valued Multivariable Functions - Giri-Subrahmanya/temp GitHub Wiki

RECAP

We saw that there are two ways to approach a point $c$ in $ℝ$.

  • From its left
  • From its right
image

Let us focus the number of ways the number of ways to approach a point $(x,y)$ in $ℝ^2$.

NUMBER OF WAYS TO APPROACH A POINT IN A $ℝ^2$

Along how many ways can we approach $(1,1)$?

Along $y=x$ Along $y=2-x$ Along $y=x^2-2x+2$ Along $e^{x-1}$ Along $\ln^{x}+1$
image image image image image

We could come up with more curves.

LIMIT FOR A MULTIVARIABLE FUNCTION

If the domain of a scalar valued multivariable function is $ℝ^2$, we see that there are infinitely many ways to approach a point. We could extend this observation to domain being $ℝ^3$, $ℝ^4$, $ℝ^5$ and so on.

As an extension of the informal description of limit of functions of one variable, the following could be a heuristic about limit of a scalar valued multivariable function.

The limit of a scalar valued multivariable function exists at a point $p=(x_1,x_2,...,x_n)\in$ Domain and is equal to $L\in ℝ$ if the limit at $p$ along every curve passing through $p$ exists and is equal to $L$.

Let us look at this closely by observing the value of the following functions at $(1,1)

  • $f(x,y)=x^2+y^2$
  • $g(x,y)=\frac{xy}{(x^2-1)(y-1)}$

Along every curve, we can approach $(1,1)$ either by PATH-1 or by PATH-2.

Along $y=x$ Along $y=2-x$ Along $y=x^2-2x+2$ Along $e^{x-1}$ Along $\ln^{x}+1$
image image image image image



  • PATH-1 - $x<1$
  • PATH-2 - $x>1$

$f(x,y)=x^2+y^2$

PATH-1

The first column is the value $x$ close to $1$, but less than $1$. Using $x$, the value of $y$ has been computed for different curves. Using these two, the function's value has been computed.

$x$ $y=x$ $f(x,y)$ $y=2-x$ $f(x,y)$ $y=x^2-2x+2$ $f(x,y)$ $y=e^{x-1}$ $f(x,y)$ $y=\ln(x)+1$ $f(x,y)$
0.991   0.991 1.964162   1.009 2.000162   1.000081 1.982243007   0.9910403788 1.964242032   0.9909592553 1.964081246
0.992   0.992 1.968128   1.008 2.000128   1.000064 1.984192004   0.9920319148 1.96819132   0.9919678283 1.968064172
0.993   0.993 1.972098   1.007 2.000098   1.000049 1.986147002   0.9930244429 1.972146544   0.9929753851 1.972049115
0.994   0.994 1.976072   1.006 2.000072   1.000036 1.988108001   0.9940179641 1.976107713   0.9939819277 1.976036073
0.995   0.995 1.98005   1.005 2.00005   1.000025 1.990075001   0.9950124792 1.980074834   0.9949874582 1.980025042
0.996   0.996 1.984032   1.004 2.000032   1.000016 1.992048   0.9960079893 1.984047915   0.9959919786 1.984016021
0.997   0.997 1.988018   1.003 2.000018   1.000009 1.994027   0.9970044955 1.988026964   0.996995491 1.988009009
0.998   0.998 1.992008   1.002 2.000008   1.000004 1.996012   0.9980019987 1.992011989   0.9979979973 1.992004003
0.999   0.999 1.996002   1.001 2.000002   1.000001 1.998003   0.9990004998 1.996002999   0.9989994997 1.996001

PATH-2

The first column is the value $x$ close to $1$, but greater than $1$. Using $x$, the value of $y$ has been computed for different curves. Using these two, the function's value has been computed.

$x$ $y=x$ $f(x,y)$ $y=2-x$ $f(x,y)$ $y=x^2-2x+2$ $f(x,y)$ $y=e^{x-1}$ $f(x,y)$ $y=\ln(x)+1$ $f(x,y)$
1.009   1.009 2.036162   0.991 2.000162   1.000081 2.018243007   1.009040622 2.036243976   1.008959741 2.03608076
1.008   1.008 2.032128   0.992 2.000128   1.000064 2.016192004   1.008032086 2.032192685   1.00796817 2.032063831
1.007   1.007 2.028098   0.993 2.000098   1.000049 2.014147002   1.007024557 2.028147459   1.006975614 2.028048887
1.006   1.006 2.024072   0.994 2.000072   1.000036 2.012108001   1.006018036 2.024108289   1.005982072 2.024035929
1.005   1.005 2.02005   0.995 2.00005   1.000025 2.010075001   1.005012521 2.020075167   1.004987542 2.020024959
1.004   1.004 2.016032   0.996 2.000032   1.000016 2.008048   1.004008011 2.016048086   1.003992021 2.016015979
1.003   1.003 2.012018   0.997 2.000018   1.000009 2.006027   1.003004505 2.012027036   1.002995509 2.012008991
1.002   1.002 2.008008   0.998 2.000008   1.000004 2.004012   1.002002001 2.008012011   1.001998003 2.008003997
1.001   1.001 2.004002   0.999 2.000002   1.000001 2.002003   1.0010005 2.004003001   1.0009995 2.004001

$g(x,y)=\frac{xy}{(x^2-1)(y-1)}$

Notice that $g(1,1)$ is not defined

PATH-1

The first column is the value $x$ close to $1$, but less than $1$. Using $x$, the value of $y$ has been computed for different curves. Using these two, the function's value has been computed.

$x$ $y=x$ $g(x,y)$ $y=2-x$ $g(x,y)$ $y=x^2-2x+2$ $g(x,y)$ $y=e^{x-1}$ $g(x,y)$ $y=\ln(x)+1$ $g(x,y)$
0.991 0.991 6089.631738 1.009 -6200.240589 1.000081 -682825.9892 0.9910403788 6117.325429 0.9909592553 6061.937859
0.992 0.992 7718.875502 1.008 -7843.373494 1.000064 -972702.8112   0.9920319148 7750.041499   0.9919678283 7687.709338
0.993 0.993 10097.06421 1.007 -10239.4196 1.000049 -1452677.165   0.9930244429 10132.69458   0.9929753851 10061.4337
0.994 0.994 13764.01427 1.006 -13930.17943 1.000036 -2307932.557   0.9940179641 13805.5971   0.9939819277 13722.43131
0.995 0.995 19850.12531 1.005 -20049.62406 1.000025 -3990074.687   0.9950124792 19900.04156   0.9949874582 19800.20896
0.996 0.996 31062.62525 1.004 -31312.12425 1.000016 -7796968.437   0.9960079893 31125.04158   0.9959919786 31000.20883
0.997 0.997 55305.68074 1.003 -55638.51333 1.000009 -18490865.43   0.9970044955 55388.93049   0.996995491 55222.43093
0.998 0.998 124625.1251 1.002 -125124.6246 1.000004 -62437687.19   0.9980019987 124750.0416   0.9979979973 124500.2086
0.999 0.999 499250.1251 1.001 -500249.6248 1.000001 -499750374.7   0.9990004998 499500.0416   0.9989994997 499000.2085

PATH-2

The first column is the value $x$ close to $1$, but greater than $1$. Using $x$, the value of $y$ has been computed for different curves. Using these two, the function's value has been computed.

$x$ $y=x$ $g(x,y)$ $y=2-x$ $g(x,y)$ $y=x^2-2x+2$ $g(x,y)$ $y=e^{x-1}$ $g(x,y)$ $y=\ln(x)+1$ $g(x,y)$
1.009   1.009 6256.29728   0.991 -6144.688408   1.000081 688999.4538   1.009040622 6228.436915   1.008959741 6284.157831
1.008   1.008 7906.374502   0.992 -7780.876494   1.000064 980515.9363   1.008032086 7875.041833   1.00796817 7937.707338
1.007   1.007 10311.34905   0.993 -10167.99365   1.000049 1462881.871   1.007024557 10275.55202   1.006975614 10347.14624
1.006   1.006 14014.01352   0.994 -13846.84834   1.000036 2321822.071   1.006018036 13972.26401   1.005982072 14055.76314
1.005   1.005 20150.12469   0.995 -19949.62594   1.000025 4010075.312   1.005012521 20100.04177   1.004987542 20200.20771
1.004   1.004 31437.62475   0.996 -31187.12575   1.000016 7828219.062   1.004008011 31375.04175   1.003992021 31500.20783
1.003   1.003 55805.68037   0.997 -55471.84778   1.000009 18546421.61   1.003004505 55722.26395   1.002995509 55889.09685
1.002   1.002 125375.1249   0.998 -124874.6254   1.000004 62562687.81   1.002002001 125250.0417   1.001998003 125500.2081
1.001   1.001 500750.1249   0.999 -499749.6252   1.000001 500250375.4   1.0010005 500500.0417   1.0009995 501000.2082

OBSERVATIONS

$f(x,y)=x^2+y^2$

  • From PATH-1, along all the five curves, the function's value is approaching $2$ as $(x,y)$ approaches $(1,1)$.
  • From PATH-2, along all the five curves, the function's value is approaching $2$ as $(x,y)$ approaches $(1,1)$.
  • These observations seems to suggest that the limit of $f(x,y)$ as $(x,y)\rightarrow (1,1)$ exists and is equal to $2$.
  • However, these observations are not enough to say that the limit of $f(x,y)$ as $(x,y)\rightarrow (1,1)$ exists.
  • We would have to check the same for every curve passing through $(1,1)$ to arrive at a conclusion. We could come up with as many curves as we want. Therefore, this is not a good approach. However, this provides an idea of the concept of limits for multivariable functions.

$g(x,y)=\frac{xy}{(x^2-1)(y-1)}$

  • From both the paths, along all the five curves, the function's value is not approaching any particular value.
  • A small change in $(x,y)$ is changing the value of the function drastically.
  • From PATH-1, along $y=x^2-2x+2$, for example, $g(0.998,1.000004)=-62437687.19$ and $g(0.999,1.000001)=-499750374.7$. This clearly shows the drastic change. A similar observation can be made for the function's value along other curves.
  • Along $y=x^2-2x+2$, as $(x,y)$ approaches $(1,1)$ from PATH-1, the function's value is approaching $\infty$, whereas, as $(x,y)$ approaches $(1,1)$ along PATH-2, the function's value is approaching $-\infty$.
  • These observations are enough to say that the limit of $g(x,y)$ as $(x,y)\rightarrow (1,1)$ does not exist. Later, we shall see a formal way to arrive at this conclusion.

RULES ABOUT LIMITS OF SCALAR VALUED MULTIVARIABLE FUNCTIONS

As mentioned in the introductory section, the aim of these notes is to provide intuition about Multivariable Calculus. Refer to the lecture slides for the definition of limit. The above explanations were hopefully clear enough to understand the concept of limit.

However, we shall look at the some rules which has to be followed for finding the limit of a function.

  1. If $\lim\limits_{x \rightarrow a} f(x)=F$, $\lim\limits_{x\rightarrow a} g(x)=G$ and $c\in ℝ$, then $\lim\limits_{x\rightarrow a} (xf+g)(x)=xF+G$.

  2. If $\lim\limits_{x \rightarrow a} f(x)=F$, $\lim\limits_{x\rightarrow a} g(x)=G$, then $\lim\limits_{x\rightarrow a} (fg)(x)=FG$.

  3. If $\lim\limits_{x \rightarrow a} f(x)=F$, $\lim\limits_{x\rightarrow a} g(x)=G\ne 0$, then the function $\frac{f}{g}$ is defined in at least a small interval around $a$ and $\lim\limits_{x\rightarrow a} \frac{f}{g}(x)=\frac{F}{G}$.

  4. Composition $:$ Suppose $f$ is a scalar-valued multivariable function and g is a function of one variable such that the composition $g\circ f$ is well-defined. If $\lim\limits_{x\rightarrow a} f(x)=F$, $\lim\limits_{x->F} g(x)=L$, then $(g\circ f)(x)=L$.

  5. The Sandwich Principle $:$ If $\lim\limits_{x\rightarrow a} f(x)=L$, $\lim\limits_{x\rightarrow a}g(x)=L$, and $h(x)$ is a function such that $f(x)â‰Īh(x)â‰Īg(x)$, then $\lim\limits_{x\rightarrow a}h(x)=L$

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