Analyse 3 Fonction Aux Plusieurs Variables 1
Analyse 3 Fonction Aux Plusieurs Variables 1
Mathematical analysis 2
Chapter 1: Multivariable and vectorial functions
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Part 2: Limits and continuity
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es R. KECHKAR
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2024/2025
R. KECHKAR Mathematical analysis 2 Chapter 1: Multivariable and vectorial function
Limits and continuity of numerical functions
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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Limites and continuity
Limites and continuity of vectorial functions
Numerical function
Definition
• We call numerical function of n variables the mapping f defined
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by f : D ⊆ Rn −→ R
(x1 , · · · xn ) 7−→ f (x1 , · · · xn )
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• We call domain of f and we note Df the set of all X ∈ Rn such
that f exists, that is
Df = {X ∈ Rn : f (X ) exists}.
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Limites and continuity
Limites and continuity of vectorial functions
Remark
Let f : Rn → R. X 7→ f (X ). X ∈ Rn is called independent variables and f (X )
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dependent variable.
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Example.
Let us determine the domain of the following functions
f1 : R2 −→ R f2 : R3 −→ R
xy ln(z)
(x, y) f1 (x, y) =
es
7−→
x2 + y2
(x, y, z) 7−→ f2 (x, y, z) =
x+y
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Limites and continuity
Limites and continuity of vectorial functions
Level curves
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Definition
The level curves of a function f of two variables are the curves with
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equations f (x, y) = k, where k is a constant.
Example.
Find the level curves for the function f (x, y) = x2 − y for k = 0 and k = 1.
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For k = 0: We have x2 − y = 0 =⇒ y = x2 .
For k = 0: We have x2 − y = 1 =⇒ y = x2 − 1.
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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Limites and continuity
Limites and continuity of vectorial functions
Definition
Let f : D ⊆ Rn → R, X = (x1 , · · · , xn ) 7→ f (X ) a function and
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a = (a1 , · · · an ) an accumulation point of D. We say that the limit of f as
X approaches a is L if
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∀ε > 0, ∃δ > 0 such that (∀X ∈ D and ||X − a|| < δ) =⇒ |f (X ) − L| < ε
Then we write
lim f (X ) = L
es X →a
Remark
The limit of a function doesn’t depend on the chosen norm because on
Rn all norms are equivalent.
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Limites and continuity
Limites and continuity of vectorial functions
Proposition
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Let f : D ⊆ Rn → R, a function and a an accumulation point of D. If
limit of f at a exists then this limit is unique.
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Proposition
Let f : D ⊆ Rn → R a function and a an accumulation point of D. We
have the following equivalence
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lim f (X ) = L ⇔ lim |f (X ) − L| = 0
X →a X →a
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Limites and continuity
Limites and continuity of vectorial functions
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Proposition
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Let f : D ⊆ Rn → R a function and a an accumulation point of D.
• lim f (X ) = +∞ ⇔ ∀M > 0, ∃δ > 0 : (∀X ∈ D : ||X − a|| < δ) ⇒ f (X ) > M.
X →a
• lim f (X ) = −∞ ⇔ ∀M > 0, ∃δ > 0 : (∀X ∈ D : ||X − a|| < δ) ⇒ f (X ) < −M.
X →a
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Limites and continuity
Limites and continuity of vectorial functions
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Proposition
Let f et g : D ⊆ Rn −→ R and a an accumulation point de D. Suppose
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that lim f (X ) = l1 and lim g(X ) = l2 . Then
X →a X →a
• ∀α, β ∈ R, lim (αf + βg)(X ) = αl1 + βl2 .
X →a
• lim (f .g)(X ) = l1 · l2 .
X →a
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f
• If l2 , 0, lim g (X ) = ll21 .
X →a
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Limites and continuity
Limites and continuity of vectorial functions
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Substitution when the limit is trivial to calculate we plug in
directly the the given value.
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Example.
Here we just have to plug in the given points
2 +y2
• lim ex = e0+0 = 1
(x,y)→(0,0)
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x2 cos y −π2 π
• lim = =−
(x,y)→(π,π) x + y 2π 2
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Limites and continuity
Limites and continuity of vectorial functions
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limit doesn’t exist
Proposition
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Let f : D ⊆ R2 → R and (a, b) an accumulation point of D. If there exist
tow continuous functions y = ϕ1 (x), y = ϕ2 (x) that pass through (a, b)
such that
limf (x, ϕ1 (x)) , limf (x, ϕ2 (x))
es x →a x →a
then lim f (x, y) doesn’t exist.
(x,y)→(a,b)
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Limites and continuity
Limites and continuity of vectorial functions
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Example.
x2
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Let f a function defined by f (x, y) = . find lim f (x, y)
y (x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Double limit
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Proposition
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Let f : D ⊆ R2 → R such that lim f (x, y) = l. Suppose that
(x,y)→(a,b)
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Limites and continuity
Limites and continuity of vectorial functions
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Example.
sin x2 cos y
Let find lim
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x2 + y2
(x,y)→(0,0)
sin x2 cos y 0
lim lim 2 2
= lim 2 = 0 = l1
y→0 x→0 x + y y→0 y
sin x2 cos y sin x2
lim lim 2 = lim = 1 = l2
x→0 y→0 x + y2
es x →0 x 2
sin x2 cos y
Since l1 , l2 we deduce that lim doesn’t exist.
(x,y)→(0,0) x 2 + y2
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Limites and continuity
Limites and continuity of vectorial functions
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Let f et g : D ⊆ Rn −→ R and a an accumulation point of D. If
• ∀X ∈ v(a) ∩ D, f (X ) ≤ h(X ) ≤ g(X )
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• lim f (X ) = lim g(X ) = l
X →a X →a
Then lim h(X ) = l.
X →a
Corollaire
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Let f et g : D ⊆ Rn −→ R and a an accumulation point of D. If
• ∀X ∈ v(a) ∩ D, |f (X )| ≤ |g(X )|
• lim g(X ) = 0
X →a
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Then lim f (X ) = 0.
X →a
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Limites and continuity
Limites and continuity of vectorial functions
Example.
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µ ¶
1
Let f (x, y) = (x2 + y2 ) cos , lim f (x, y) ?
x 2 + y2 (x,y)→(0,0)
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We have
µ ¶ µ ¶
1 2 2 2 2 1
−1 ≤ cos ≤ 1 =⇒ −(x +y ) ≤ (x +y ) cos ≤ (x2 +y2 ).
x 2 + y2 x2 + y2
Since (x, y) → (0, 0) then
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lim f (x, y) = 0
(x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Change of variable
Example.
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Let f (x, y) = |x|x−−11|+|
||y−2|
y−2| . We want to find lim f (x, y) We use the
(x,y)→(1,2)
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change
¡ ′ ′¢
of variable : x′ = x − 1 et y′ = y − 2. Then when (x, y) → (1, 2),
x , y → (0, 0). We have,
(
|x ′ | ≤ |x′ | + |y′ |
⇒ |x′ ||y′ | ≤ (|x′ | + |y′ |)2
es |y′ | ≤ |x′ | + |y′ |
¯ ′¯ ¯ ′¯
¯x ¯ ¯y ¯
f (x, y) = ′ ¯¯ ′ ¯¯ ≤ |x| + |y| → 0
|x | + y
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Limites and continuity
Limites and continuity of vectorial functions
Example.
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x3 y
Let f (x, y) = . lim f (x, y)?
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x2 + y2 (x,y)→(0,0)
Using polar coordinates and set x = r cos(θ) and y = r sin(θ) with
r > 0 and θ ∈ [0, 2π[. Then,
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Limites and continuity
Limites and continuity of vectorial functions
Example.
xy
Let f (x, y) = . lim f (x, y)?
x2 + y2 (x,y)→(0,0)
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Using polar coordinates and set x = r cos(θ) et y = r sin(θ) with r ≥ 0
and θ ∈ [0, 2π[. Then we have,
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r2 cos θ sin θ
f (x , y ) = = cos θ sin θ.
r2
Then if lim f (x, y) exists, it will be equal to
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(x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Taylor expansion
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Example.
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x(sin y − y)
Let f (x, y) = . We have sin(y) = y − y2 ε(1) with limε(1) = 0,
x2 + y2 y→0
then ¯ 2
¯xy ε(1)¯
¯
0 ≤ |f (x, y)| = ≤ |xε(1)|.
x 2 + y2
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We have also xε(1) → 0 when (x, y) → (0, 0) then by squeeze theorem
we get lim f (x, y) = 0.
(x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
il
co
Limites and continuity
Limites and continuity of vectorial functions
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• We say that f is continuous at the point a if an only if lim f (X ) = f (a).
X →a
That is to say
∀ε > 0, ∃δ > 0 such that (∀X ∈ D and ||X −a|| < δ) =⇒ |f (X )−f (a)| < ε
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• We say that f is continuous on D if f is continuous at all points in D.
Definition
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Let f : D ⊆ Rn and a = (a1 , · · · an ) ∈ Rn . We say that f is continuous at a if the
three conditions are satisfied
• f is defined at a (a ∈ D).
• lim f (X ) exists and is finite.
X →a
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• lim f (X ) = f (a).
X →a
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Limites and continuity
Limites and continuity of vectorial functions
Proposition
Let f , g : D ⊆ Rn → R and a ∈ D. Suppose that f , g are continuous at a
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than
• ∀α, β ∈ R, (αf + βg) is continuous at a.
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• f .g is continous at a.
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• If g(a) , 0, is continuous at a.
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Proposition
Let f : D ⊆ Rn → A ⊆ R and g : A ⊆ R → R. Suppose that f is continuous
at a and g is continuous at f (a). Then the function f ◦ g : D ⊆ Rn → R is
continuous at a.
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Limites and continuity
Limites and continuity of vectorial functions
Example
Example.
We want to study the continuity on R2 of
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2 2
x y
if (x, y) , (0, 0),
f (x, y) = x2 + y2
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0 if (x, y) = (0, 0).
Solution : On R2 − {(0.0)}, f est continuous since it is the quotient of tow
polynomials. At (0.0),We have
x2
x 2 ≤ x 2 + y2 ⇒ 2 2 ≤ 1
x +y
Then
es x 2 y2
2 x
2
∀(x, y) ∈ R2∗ , f1 (x, y) = 2 = y ≤ y2 → 0.
x + y2 x 2 + y2
Consequently lim f (x, y) = 0.
(x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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co
Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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Limites and continuity
Limites and continuity of vectorial functions
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• We call vectorial function of n variables the mapping f defined
by
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f : D ⊆ Rn −→ Rm (m ≥ 2)
X = (x1 , · · · xn ) 7−→ f (X ) = (f1 (X ), · · · , fm (X ))
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Limites and continuity
Limites and continuity of vectorial functions
Example.
f : D ⊆ R2 −→ R2
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q
xy
(x, y) 7−→ f (x, y) = ( x2 +y2 , 1 − x2 − y2 ).
We have
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xy
•f1 (x, y) = Df1 = {(x, y) ∈ R2 : x2 + y2 , 0} = R2 \(0, 0)
x 2 + y2
q
•f2 (x, y) = 1 − x2 − y2 Df2 = {(x, y) ∈ R2 : 1 − x2 − y2 ≥ 0}
es = {(x, y) ∈ R2 : x2 + y2 ≤ 1}
= D̄((0, 0), 1)
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
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co
Limites and continuity
Limites and continuity of vectorial functions
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∀ε > 0, ∃δ > 0 such that (∀X ∈ D and ||X − a|| < δ) =⇒ ||f (X ) − L|| < ε
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Then we write
lim f (X ) = L
es X →a
Proposition
Let f : D ⊆ Rn → Rm a function and a = (a1 , · · · an ) an accumulation point of
D. Suppose that L = (l1 , · · · , l2 ) than we have
lim f (X ) = L ⇐⇒ ∀i = 1, · · · , m, lim fi (X ) = li
X →a X →a
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Limites and continuity
Limites and continuity of vectorial functions
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Example.
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Let
´ sin xy ex2 y − 1
à !
³
2 2
f (x, y) = xy log x + y , , .
y xy
Give the domain of definition of f and find lim f (x, y).
es (x,y)→(0,0)
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Limites and continuity
Limites and continuity of vectorial functions
Solution
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1) Domain of definition ¢of f : ©
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- f1 (x, y) = xy log x2 + y2 , Df1 = (x, y) ∈ R2 /x , 0 ∨ y , 0 = R2∗ .
¡ ª
x2 y
- f3 (x, y) = e xy−1 , Df3 = (x, y) ∈ R2 /x , 0 ∧ y , 0 = R∗ × R∗ . Then,
© ª
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Limites and continuity
Limites and continuity of vectorial functions
Solution
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2) Let’s find lim f (x, y) :
(x,y)→(0,0
) q
We know that |x| ≤ x2 + y2
⇒ |x||y| ≤ x2 + y2
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q
|y| ≤ x2 + y2
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Limites and continuity
Limites and continuity of vectorial functions
Solution
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sin xy sin xy
lim f2 (x, y) = lim = lim x = 0.
(x,y)→(0,0) (x,y)→(0,0) y (x,y)→(0,0) xy
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2 2
ex y − 1 ex y − 1
- lim f3 (x, y) = lim = lim x 2 = 0.
(x,y)→(0,0) (x,y)→(0,0) xy (x,y)→(0,0) x y
We deduce that : lim(x,y)→(0,0) f (x, y) = (0, 0, 0).
Note that
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eu − 1 sin u
lim+ u log u = 0, lim = 1, lim =1
u→0 u→0 u u→0 u
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Limites and continuity
Limites and continuity of vectorial functions
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Proposition
Let f , g : D ⊆ Rn → Rm and a an accumulation point of D. Suppose
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that lim f (X ) = l1 and lim g(X ) = l2 then
X →a X →a
• ∀α, β ∈ R, lim (αf + βg) = αl1 + βl2
X →a
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Remark
Product and quotient of vectorial functions are not defined.
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Limites and continuity
Limites and continuity of vectorial functions
Plan
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1 Limites and continuity
Limits and continuity of numerical functions
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Generalities
Limit of numerical function of several variables
Continuity of numerical function of several variables
Limites and continuity of vectorial functions
Generalities
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Limit of vectorial function of several variables
Continity of vectorial function of several variables
il
co
Limites and continuity
Limites and continuity of vectorial functions
Definition
Let f : D ⊆ Rn → Rm and a = (a1 , · · · an ) ∈ D.
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• We say that f is continuous at the point a if an only if lim f (X ) = f (a).
X →a
That is to say
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∀ε > 0, ∃δ > 0 : (∀X ∈ D : 0 < ||X − a|| < δ) =⇒ ||f (X ) − f (a)|| < ε
Proposition
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Let f : D ⊆ Rn → Rm and a = (a1 , · · · an ) ∈ D. We say that f is continuous at a if
and only if all fi , i = 1, · · · , m are continuous at a. That is to say
f continuous at a ⇐⇒ ∀i = 1, · · · , m fi continuous at a
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Limites and continuity
Limites and continuity of vectorial functions
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Proposition
Let f , g : D ⊆ Rn → Rm and a ∈ D. Suppose that f , g are continuous at
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a than
• ∀α, β ∈ R, (αf + βg) is continuous at a.
Proposition
Let f : D ⊆ Rn → A ⊆ Rm and g : A ⊆ Rm → Rp . Suppose that f is
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continuous at a and g is continuous at f (a). Then the function
f ◦ g : D ⊆ Rn → Rp is continuous at a.
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