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Update: Full solution to this problem



Note: I know squeeze theorem, polar coordinate,... they can solve the example but they are not generalizable. I put the example in the title so people can relate and understand what is the main topic but it is not the main focus of what I'm asking.

I had trouble understanding the nature of multivariable limits so I tried to find a method to solve as many problems as I could, or even better, I can have a visual of how it works by implementing it on calculators.

I will take the following limit as an example $\lim_{(x,y)\to (0,0)} \frac{x^{3}y}{x^{4}+y^2} $. Firstly, I will narrow the limit $(x,y)\to (0,0)$ down to $(x,y)\to (0^{+},0^{+})$, the complement limits can be achieved either by fixing one variable at $0$ or change of variables get the principle limit $(x,y)\to (0^{+},0^{+})$. Now, I'd like to introduce a "free parameter" $\alpha:=\frac{\ln(1/y)}{\ln(1/x)}>0$ for all $(x,y)\to (0^{+},0^{+})$, equivalently $y=x^\alpha$. We see that $\alpha$ only requires positivity and it is run freely on $(0,+\infty) $ during the limit process, now we substitute $y=x^\alpha$ into the narrowed limit: $$\lim_{(x,y)\to (0^{+},0^{+})} \frac{x^{3}y}{x^{4}+y^2} = \lim_{x\to 0^{+}} \frac{x^{3+\alpha}}{x^4+x^{2\alpha}}= \lim_{x\to 0^{+}} \left(x^{1-\alpha}+x^{-3+\alpha}\right)^{-1}$$ For all $\alpha \in (0,+\infty)$, atleast $1-\alpha$ or $-3+\alpha$ is negative so no matter how we let $\alpha$ run, $x^{1-\alpha}+x^{-3+\alpha}$ will always approach infinity when $x\to 0^{+}$, thus we conclude: $$\lim_{(x,y)\to (0^{+},0^{+})} \frac{x^{3}y}{x^{4}+y^2}=0$$ The first example is done here.
I will also provide how I generalize the method, for example: $$\lim_{(x,y,z)\to (0^{+},0^{+},0^{+})}\frac{xy+z}{x^2+y^2+z^2}\overset{(y=x^{\alpha},z=x^{\beta})}{=} \lim_{x\to 0^{+}} \left((x^{1-\alpha}+x^{\alpha-1}+x^{2\beta-\alpha-1})^{-1}+(x^{2-\beta}+x^{2\alpha-\beta}+x^{\beta})^{-1}\right)$$ There are 2 parameters, things are not obvious for human but I think Linear Programming could handle them.
Question:
How good/correct this method is? In what cases it can go wrong?
I assume that the indeterminate limit in question has this form: $$\lim_{(x_1,...,x_n)\to(0^{+},...,0^{+})} \frac{\sum_{i}c_{1i}x_{1}^{a_{i1}}...x_{n}^{a_{in}}}{\sum_{j}c_{2j}x_{1}^{b_{j1}}...x_{n}^{b_{jn}}}$$ where $c_{1i},c_{2j}>0$ and $a_{ik},b_{jk}\in \mathbb{R}$


Extension I took one step furthur into the investigation and suprisingly, this is what I found: (below is an example but I think it is enough for you to see what's going on):
$$L=\lim_{(x,y)\to (0^{+},0^{+})}\frac{x^{a}y^{b}}{x^{7}+x^{4}y+xy^{3}+y^{5}}$$ The image below is graph of limit with respect to $(a,b)$ in $\mathbb{R}^{2}$
Note that colors of edges and points are counted
(green=limit is $0$; red=essentially undecidable; black=limit is $+\infty$)

enter image description here

The logic seems to apply consistently with computation result, my method agrees too.
So "Polytopes solve limits"?

I will leave this as an unproven conjecture (the generalized in n dimensions) for anyone who is interested. Any ideas are appreciated.

Quý Nhân
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  • Have you tried using polar coordinates? – Tim Nov 18 '24 at 23:24
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    You might look up the Newton polygon associated to the polynomial in the denominator. Your conjecture can be proved using exponential notation $ X= e^{-x}, Y=e^{-y}$ so that e,g $ X^4Y= e^{-(4x+y)} = e^{-<4,1>\cdot<x,y>}$. (Note that this vector notation allows you to exploit Euclidean geometry.)Play around with the idea of rotating the polygon so that the perpendicular foot from $(A,B)$ to the nearest point P on the boundary of the polygon becomes the vertical direction, and the horizontal direction is the segment that contains $P$. Decay rates are greater as you travel "vertically". – MathFont Nov 19 '24 at 01:38
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    I think the main problem is that for a multivariable limit to be true, it must be true along all paths, not just the rational monomial paths that are outlined with this method. For example the paths $y=e^{-\frac{1}{|x|}}$ or $\tan y = \sin x$ would never be used. And no, approximating the paths with the rational monomials doesn't work, otherwise every multivariate limit could be proven by taking the limit along every straight line path which is not true. – Ninad Munshi Nov 19 '24 at 22:09
  • @NinadMunshi If you look closely at how I defined $\alpha$, it looks similar to how we change to polar coordinate like $\phi=atan2(y,x)$, I called $\alpha$ a "free parameter" because the only constraint on it is $\alpha>0$, it could be a function of $x$ if we want. – Quý Nhân Nov 19 '24 at 23:37
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    Please focus on one question per post: either your method of "narrowed limits", or your polygonal conjecture. – Anne Bauval Nov 22 '24 at 18:01
  • It seems that only your 2nd question has been answered by Cactus, so you could remove the first one from here and post it separately. – Anne Bauval Nov 22 '24 at 19:05
  • Imo this is the best you can do (and accept Cactus' answer if you are pleased with it). – Anne Bauval Nov 22 '24 at 19:12
  • Actually the boundary case $a\in \partial P$ was left open but fine, Cactus did answer both my questions. I think I will figure out that case later. (I decided not to change my post) – Quý Nhân Nov 22 '24 at 19:24
  • Sorry, but I cannot see where @Cactus answered your first question. – Anne Bauval Nov 22 '24 at 19:26
  • I'm satisfied with their confirmation, plus I already realized it just works like polar coordinate so I'm pretty sure it is correct. – Quý Nhân Nov 22 '24 at 19:31
  • I was also satisfied (+1) with their answer to your second question, and I am also confident the (absent at the moment) answer to the first one should be yes. – Anne Bauval Nov 22 '24 at 22:16

2 Answers2

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Your method works because you are only interested in limits in $(0^+,\ldots,0^+)$ so you have positive variables. You must be careful however, about the fact that the variables $\alpha$ and $\beta$ you introduce may vary, which may affect the limit. I think the best way to write it is to work directly with the logarithms of you variables. In this way, your conjecture can be proven. Consider a function of the form, $$ F(x_1,\ldots,x_n) = \sum_{k \in S} F_kx^k, $$ where $S$ is a finite subset of $\mathbb{R}^n$ and for all $k = (k_1,\ldots,k_n) \in \mathbb{R}^n$, $x^k = x_1^{k_1}\cdots x_n^{k_n}$. Also assume that the $F_k$ are positive and that each $x_i$ appears at least once, so when all the $x_i$ are positive, $F(x_1,\ldots,x_n) > 0$. In your example, $S = \{(0,5),(1,3),(4,1),(7,0)\}$ and $F_{(0,5)} = F_{(1,3)} = F_{(4,1)} = F_{(7,0)} = 1$.

We are looking for the real vectors $a \in \mathbb{R}^n$ such that, $$ \lim_{x \rightarrow (0^+,\ldots,0^+)} \frac{x^a}{F(x)} = 0. $$ Your conjecture is that this is equivalent to $a$ belongs to some unbounded convex polygon depending on $S$ that we will define later (see the comment of @MathFont).

Introduce $y_i = -\ln(x_i)$ which diverges toward $+\infty$ when $x_i \rightarrow 0^+$. For all $k \in \mathbb{R}_+^n$, $$ x^k = x_1^{k_1}\cdots x_n^{k_n} = \exp(-y_1k_1 - \cdots - y_nk_n) = \exp(-\left<y,k\right>). $$ Now define the following open convex polygon, $$ P = \{a \in \mathbb{R}^n|\exists p \in \mathrm{Conv}(S), a - p \textrm{ only has postive coefficients}\} $$ I don't know if there is a "cleaner" way to define it, because it is not exactly a Newton polygon. Here, $\mathrm{Conv}(S)$ is the convex hull of $S$. In your example, $P$ is the interior of the green area. We can show the following statement,

Claim : $$ a \in P \Longrightarrow \lim_{x \rightarrow (0^+,\ldots,0^+)} \frac{x^a}{F(x)} = 0 \Longrightarrow \frac{x^a}{F(x)} \textrm{ is bounded around } (0^+,\ldots,0^+) \Longrightarrow a \in \overline{P}. $$ I let you figure this out the cases whether or not we have convergence toward $0$ when $a \in \partial P$.


Direct sens :

To prove it, if $p$ is a point of the convex hull of $S$, we may write it as, $$ p = \sum_{k \in S} t_kk, $$ where the $t_k$ are non-negative and their sum equals $1$. Let $C > 0$ be a positive real number such that for all $k \in S$, $F_k \geqslant Ct_k$. If $x \in \mathbb{R}_+^{*n}$, if $y = (-\ln(x_1),\ldots,-\ln(x_n))$, \begin{align*} \frac{x^a}{F(x)} & = \frac{\exp(-\left<y,a\right>)}{\sum_{k \in S} F_k\exp(-\left<y,k\right>)}\\ & \leqslant \frac{\exp(-\left<y,a\right>)}{\sum_{k \in S} Ct_k\exp(-\left<y,k\right>)}\\ & \leqslant \frac{\exp(-\left<y,a\right>)}{C\sum_{k \in S} \exp(-\left<y,t_kk\right>)} \textrm{ by Jensen's inequality,}\\ & = \frac{1}{C}\exp\left(-\left<y,a - \sum_{k \in S} t_kk\right>\right)\\ & = \frac{1}{C}\exp(-\left<y,a - p\right>). \end{align*} $C$ depends on $p$ but not on $y$. If $a \in P$, we can choose $p$ such that all the coefficients of $a - p$ are positive, so, $$ \left<y,a - p\right> \rightarrow +\infty, $$ when $y \rightarrow (+\infty,\ldots,+\infty)$ thus $\frac{x^a}{F(x)} \rightarrow 0$ when $x \rightarrow (0^+,\ldots,0^+)$.


Reciprocal :

For the reciprocal, let $Q$ be the set of all $a$ such that $\frac{x^a}{F(x)}$ is bounded near $(0^+,\ldots,0^+)$. If $(a,b) \in Q^2$ and $0 \leqslant t \leqslant 1$, then, by Jensen's inequality, $$ \frac{x^{ta + (1 - t)b}}{F(x)} \leqslant \frac{tx^a + (1 - t)x^b}{F(x)} = \mathrm{O}(1), $$ so $ta + (1 - t)b \in Q$. It proves that $Q$ is convex. Moreover, if $q \in Q$ and $a$ is such that $a - q$ only has non-negative coefficients, $$ \frac{x^a}{F(x)} = x^{a - q}\frac{x^q}{F(x)} = \mathrm{O}(1), $$ so $a \in Q$. If $S \subset Q$, then $\mathrm{Conv}(S) \subset Q$ by convexity of $Q$ so, $$ \overline{P} = \{a \in \mathbb{R}^n|\exists p \in \mathrm{Conv}(S), a - p \textrm{ only has non-negative coefficients}\} \subset Q. $$ It show that it is enough to prove that $S \subset Q$. And if $a \in S$, $$ \frac{x^a}{F(x)} = \frac{x^a}{\sum_{k \in S} F_kx^k} \leqslant \frac{1}{F_a}, $$ so, as wanted, $S \subset Q$. It proves the reciprocal.


You might be interested in tropical geometry and amoebas, where this kind of reasoning with real convex geometry frequently appears. I hope the proof was clear.

Cactus
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  • Your proof seems to be valid. About the case $a\in \partial P$, I figured out there are 2 types of polytopes on $\partial P$, one is open, extends to $\infty_{+}$, represents limit $0$, the other one is closed, finite, represents essential indeterminate form or occasional non-zero limit. These structures are kinda exotic to me. – Quý Nhân Nov 21 '24 at 03:04
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I think we may as well try squeeze theorem here.

Since we are taking limit for $(x,y)$ to tend to $(0^+, 0^+)$, we can assume $x > 0, y>0$.

Then for any $a,b \in \mathbb{R}$, we have the inequality

$$a^2 + b^2 \geq 2ab$$

and this implies

$$\forall x > 0, \forall y > 0, x^3 y = x \cdot x^2 \cdot y \leq \frac{x}{2} (x^4 + y^2)$$

So we have

$$0 < \frac{x^3 y }{x^4 + y^2} \leq \frac{x}{2} \frac{x^4 + y^2}{x^4 + y^2} = \frac{x}{2}$$

Then by squeeze theorem, since

$$\lim_{(x,y) \rightarrow (0^+,0^+)} 0 = \lim_{(x,y) \rightarrow (0^+,0^+)} \frac{x}{2} = 0 $$

we can conclude that

$$\lim_{(x,y) \rightarrow (0^+,0^+)} \frac{x^3 y }{x^4 + y^2} = 0$$

ZYX
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    Your answer is 100% legit, but it doesn't answer my real question. Did I make the title misleading again? I actually did not ask for a better method but I asked if my method is valid and any better than the traditional methods. As I said in my post, I'm seeking for a way to see the whole nature of multivariable limits, the squeeze theorem doesn't help since it depends on each problem . – Quý Nhân Nov 17 '24 at 15:12