Multi-variable Calculus

Welcome to this post on a topic in calculus.

Here, I want to discuss functions on \(\mathbb{R}^n\) and it is an extension to \(\mathbb{R}\)eal analysis.

Introduction

In essence generalizing one calculus of one variable to more is the this topic.

Some funny overlap between Multivariable calculus and Linear algebra is that they both work with functions/maps \(f:\mathbb{R}^n \rightarrow \mathbb{R}^m\)

This set of definitions will provide us with means to later understand:

Continuity

We first need to revisit the continuity definition and derivatives. In the Real Analysis the \(\epsilon - \delta\) notation has been used.

Flashback (From Wikipedia)

Suppose \(f:\mathbb{R} \rightarrow \mathbb{R}\) is a function defined on the real line, and there are two real numbers p and L.

One would say that the limit of \(f(x)\), as \(x\) approaches p, is L and written \[\lim_{x \to p} f(x) = L\] or alternatively, say \(f(x)\) tends to L as x tends to p, and written: \[f(x) \to L \text{ as } x \to p,\]

If the following property holds:

for every real ε > 0, there exists a real δ > 0 such that for all real x, 0 < |x − p| < δ implies |f(x) − L| < ε.

Symbolically, \[ \forall \varepsilon > 0, \quad \exists \delta > 0, \quad \forall x \in \mathbb{R} \, \] \[0 < |x - p| < \delta \implies |f(x) - L| < \varepsilon \]

Distances

As show with tha animation, it is crucial to have the means to measure distances. It is required to have a general idea directions. Look Here

Taylor's series

Lemma 1.1

Let \( f \) be a continuous real-valued function on a closed interval \([a, b]\). Then, \( f \) attains both its maximum and minimum on \([a, b]\).

Theorem 2.1

If \( f \) is differentiable on \([a, b]\) and \( f'(x) = 0 \) for all \( x \in [a, b] \), then \( f \) is constant on \([a, b]\).

Flashback

Recall that in previous lessons, we explored the concept of continuous functions and their behavior on closed intervals.

Implicit Function Theorem

Method of Lagrange multiplier

Integral

Derivatives

Partial derivatives

Directional derivatives

Total derivatives

Relation (fundamental lemma)