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This is a common numerical problem when plotting as the function approaches a vertical asymptote.
Raising the number of points plotted will make the picture nicer.
var('x y')
plot(sqrt(2-x^2),(x,1,3),plot_points=10000)
Generally, to plot a circle, it might be best to use implicit_plot.
var('x y')
implicit_plot(x^2+y^2==2,(x,-2,2),(y,-2,2))
