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You can get the documentation about piecewise functions by typing Piecewise? In your particular case, you can do:

sage: f1(x) = 0
sage: f2(x) = exp(-x^2/(1-x^2))
sage: f = Piecewise([[(-2,-1),f1],[(-1,1),f2],[(1,2),f1]])
sage: f.plot()

You can get the documentation about piecewise functions by typing Piecewise? In your particular case, you can do:

sage: f1(x) = 0
sage: f2(x) = exp(-x^2/(1-x^2))
sage: f = Piecewise([[(-2,-1),f1],[(-1,1),f2],[(1,2),f1]])
sage: f.plot()

EDIT : i did not answer the second part of your question. Indeed, if you do:

sage: g(x) = x
sage: h(x) = x^2
sage: parametric_plot3d([f, g, h], (x, -2, 2))

Then you get the following error:

AttributeError: PiecewisePolynomial instance has no attribute '__float__'

This is because parametric_plot3d needs to evaluate the function f with the __float__ method that does not exists for piecewise functions. However, piecewise finctions are able to evaluate on floating points (with the __call__ method):

sage: f(0.1)
0.989949833766045

So, a possible wotrkaround is to redirect the __float__ method for piecewise functions to the __call__ method that currently works:

sage: f.__float__ = f.__call__

Now, the following works:

sage: parametric_plot3d([f, g, h], (x, -2, 2))