Skip to content
Calculus II: Vector Calculus and Multivariable Analysis / Multivariable Differential Calculus

Limits and Continuity in ℝⁿ

A limit at a point in one variable requires agreement from only two directions (left and right). In R2\mathbb{R}^2, approaching a point along infinitely many paths all gives a potential limiting value, and they must all agree. This extra richness is not merely a technicality: the function f(x,y)=xy/(x2+y2)f(x,y) = xy/(x^2+y^2) has limit 0 along every axis but limit 1/21/2 along the diagonal — so its limit at the origin does not exist. The failure of path-independence is the primary tool for proving a limit does not exist in several variables, and it is also the source of the subtlety in differentiability (next lesson). Continuity at a point — as in one dimension — simply requires the limit to equal the actual value.

Learning objectives. By the end of this note you should be able to:
  • state the ε\varepsilon-δ\delta definition of lim⁡(x,y)→(x0,y0)f(x,y)=L\lim_{(x,y)\to(x_0,y_0)} f(x,y) = L;
  • use the two-path test to show that a limit does not exist;
  • verify a limit using the ε\varepsilon-δ\delta definition or by recognising it as a polynomial/rational composition;
  • state the definition of continuity at a point and identify where standard functions are continuous;
  • apply limit laws (sum, product, quotient, composition) for multivariable functions.

In this lesson

    1. The ε-δ Definition
    1. The Two-Path Test
    1. Continuity
    1. ε-δ Proofs — The Strategy

Before you start

The full lesson, with worked examples and exercise solutions, is for members.

Read the full lesson

New to SelfMadeQuant.com? See membership options or explore the curriculum.