Advance calculus Notes 1
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8/10/2019 Advance calculus Notes 1
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THE CHINESE UNIVERSITY OF HONG KONG
DEPARTMENT OF MATHEMATICSMAT2010A (First Term, 20102011)
Advanced Calculus INotes 1 Multivariable Preview
1.1 Review
There is certain similarity in the study of 1-variable and multivariable differential calculus. For
this reason, it is beneficial for the readers the refresh their knowledge of 1-variable calculus.
1.1.1 Overview
Try to come up with a half-page outline of the major content of 1-variable differential calculus.
Besides the topics, think about what and how do we study them.
1.1.2 Concept and skills
Here are some exercises, which may be considered the pre-requisite of learning multi-variable
calculus.
1. Let R be the set of real numbers and A R. What is the meaning of an upper boundofA and sup A? Can you give the definition in set language?
2. Does the limit limt0
t+ 1/tt 1/t exist?
3. How do you define that a functionfis continuous at x = a?
4. Find the derivative offwherever it is well defined,
f(x) =
3x2, x 1 ,2x3 + 1, x >1 .
5. State various versions of the Mean Value Theorem, and the Taylor Expansion. Do you
know how they are used in proving the LHospitals Rule?
6. Sketch the graph of the function
f(x) = x2 sin x
x2 2.
7. Write down the procedures of finding the absolute maximum or minimum of a function
over a closed interval. Justify every step.
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1.2 Preview
The following is a comparison of the outlines one variable differential Calculus and multivariable
differential Calculus. It may not be rigorously presented, but it does show the general similarity
between the two.
1-variable multivariable
Object function y = f(x) z = f(x, y) or
z = f(x1, . . . , xn) =f(x) or
(z1, . . . , zm) =f(x1, . . . , xn)
Picture Graph in R2
y = f ( )x
Graph in R3 or
Graph Rm+n in generalLines, planes, and hyperplanes
standard surfaces in R3
Analysis limit limit (harder)
derivative partial or directional derivatives
differentiability??
higher derivative higher partial derivatives
changing order of differentiations
Geometry tangent line tangent line and plane
Existence of tangent plane??
curve sketching visual understanding
gradient and level curves
byf and f by gradient and hessian
eigenvalues of hessian matrix
Applications rate of change differential
linear approximation
max / min problems max / min problems
byf = 0 and f by gradient =0 and hessian
eigenvalues of hessian matrixnegative / positive definite
While there are similarities, there are also differences. The difference is not only easier versus
harder. At certain places, there is fundamental difference because of the number of variables.
For example, in single variable, a function is differentiable if and only if its derivative exists.
However, the existence of partial derivatives does not guarantee differentiability in multiple
variables. Generally speaking, the difference of the theories lies on n = 1 versus n 2, where nis the number of independent variables.
Next. Assume you understand what R is, for the purpose of doing calculus, think about the
most crucial properties ofRn
.
Thomas Au MAT2010A Notes 1: Multivariable Preview 2