Prove $f(x,y)=\sqrt{4x^2+y^2}$ is continuous at $(0,0)$.
Attempt
I need to find a $\delta(\epsilon)$: $$\forall \epsilon>0\exists \delta>0: 0<\sqrt{x^2+y^2}<δ \implies |\sqrt{4x^2+y^2}|<\epsilon $$
I set $\delta=\dfrac \epsilon 2$ so $$x^2+y^2<\dfrac {\epsilon^2}4 \implies 4x^2+y^2\leq 4x^2+4y^2< \epsilon^2 \implies f(x,y)=\sqrt{4x^2+y^2}<\epsilon$$
The only thing missing is the absolute value, but as I'm taking the square root of squares (I assume real numbers, problem doesn't mention it), $f \geq 0$ so $f=|f|$ so I'm done, is this correct?
A more important question, if this is correct, is how would you find a value for $\delta$? I did this by trying out many values, but don't know how to arrive at an expresion $\delta =g(\epsilon)$ in a "deductive" fashion.
E: Forgot to add this when I posted this question:
Is it possible to generalize this method to prove continuity of this function in $\Bbb R^2$?
The proof is fine as-is. To answer your latter question of how to find $\delta(\varepsilon)$, you typically work backwards. Force the difference between the function and the limit to be less than $\varepsilon$, and then use algebraic manipulations (or casework) to get the difference to "look like" the distance function.
In your problem, we must force $$\left|\sqrt{4x^2 + y^2} \right| < \varepsilon.$$ Similar to how you applied your value of $\delta$ in the proof, we notice that this almost looks like $\sqrt{x^2 + y^2}$. To fix this, we can bound the absolute value by a larger value that looks more like the distance function. That is, $$\left|\sqrt{4x^2 + y^2} \right| < \left|\sqrt{4x^2 + 4y^2} \right| < \varepsilon.$$ Simplifying the middle expression gives us $2 \sqrt{x^2 + y^2}$, which we assume to be less than $2\delta$ (remember, working backwards). Dividing by 2 gives $\delta = \varepsilon/2$. Using $\delta-\varepsilon$ in multivariable limits is rather difficult in most cases. You will frequently see the squeeze theorem (which is effectively as rigorous as $\delta-\varepsilon$) or conversion to polar coordinates.