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Lectures #7+8+9

This document summarizes key concepts from lectures 7-9 on multivariable calculus: 1) It defines directional derivatives and explains how to compute them for functions of two or more variables using the dot product of the gradient and a unit direction vector. 2) It discusses how to find the maximum and minimum rate of change of a differentiable function using its gradient vector. 3) It introduces the concepts of singular, stationary, and critical points and explains the necessary conditions for local extrema. 4) It outlines the second-order derivative test and conditions to determine if a stationary point is a local maximum, minimum or saddle point. 5) It defines global maxima and

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Long Nguyễn
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56 views

Lectures #7+8+9

This document summarizes key concepts from lectures 7-9 on multivariable calculus: 1) It defines directional derivatives and explains how to compute them for functions of two or more variables using the dot product of the gradient and a unit direction vector. 2) It discusses how to find the maximum and minimum rate of change of a differentiable function using its gradient vector. 3) It introduces the concepts of singular, stationary, and critical points and explains the necessary conditions for local extrema. 4) It outlines the second-order derivative test and conditions to determine if a stationary point is a local maximum, minimum or saddle point. 5) It defines global maxima and

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Long Nguyễn
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© © All Rights Reserved
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You are on page 1/ 14

MATH1.

3
Summary of Lectures #7+8+9

MATH1.3 1 / 14
• Directional derivatives: For a function f (x, y ),

The directional derivative of f at (a, b) in the direction of the unit


vector u = (u1 , u2 ) is

f (a + hu1 , b + hu2 ) − f (a, b)


Du f (a, b) = lim ,
h→0 h
if this limit exists.

• Computation of Du f :

Du f (x, y ) = ∇f · u = fx (x, y )u1 + fy (x, y )u2 .

MATH1.3 2 / 14
• Directional derivatives for f (x, y , z) and f (x1 , ..., xn ): It is
similar!
The directional derivative of f at (a, b, c) in the direction of a
unit vector u = (u1 , u2 , u3 ) is

f (a + hu1 , b + hu2 , c + hu3 ) − f (a, b, c)


Du f (a, b, c) = lim ,
h→0 h
if the limit exists.
Computation of Du f

Du f (x, y , z) = ∇f (x, y , z) · u.

MATH1.3 3 / 14
• Maximum & minimum rate of change:

Suppose f is a differentiable function (of two or three variables).


The maximum rate of change in f at P0 is k∇f (P0 )k and it
∇f (P0 )
occurs in the direction u = , which is the same
k∇f (P0 )k
direction as the gradient vector ∇f (P0 ).
The minimum rate of change in f at P0 is −k∇f (P0 )k and it
−∇f (P0 )
occurs in the direction u = , which is the opposite
k∇f (P0 )k
direction of the gradient vector ∇f (P0 ).

MATH1.3 4 / 14
• Singular, stationary, and critical points:

Points at which fx or fy do not exist are called singular


points.
If (a, b) is not a singular point, and ∇f (a, b) = (0, 0), i.e.
both fx (a, b) = fy (a, b) = 0, then we call the point (a, b) a
stationary point.
A point (a, b) is called a critical point of f if (a, b) is a
stationary point or a singular point, that is
[
{critical points} = {singular points} {stationary points} .

MATH1.3 5 / 14
• Local maximum and local minimum values:
A function f of two variables has a local maximum at (a, b) if

f (x, y ) ≤ f (a, b),

for all points (x, y ) in some disk centered at (a, b). The
number f (a, b) is called a local maximum value.
If the inequality above is changed to

f (x, y ) ≥ f (a, b),

then f has a local minimum at (a, b), and f (a, b) is called a


local minimum value.

MATH1.3 6 / 14
• Necessary condition for local extreme values:

If f has a local extremum at (a, b), where (a, b) is an interior


point, and the first-order partial derivatives exist there, then
(a, b) is a stationary point, i.e.

∇f (a, b) = (0, 0).

MATH1.3 7 / 14
• Saddle point:

A point (a, b) is called a saddle point of f if it is a stationary point


but neither local maximum nor local minimum.
In other words, fx (a, b) = fy (a, b) = 0, but f (a, b) is neither a
local maximum nor local minimum.

MATH1.3 8 / 14
• Second-order derivative test for local extrema:
Suppose the second-order partial derivatives of f are continuous
in a disk centered at (a, b), and ∇f (a, b) = 0, i.e.,
fx (a, b) = fy (a, b) = 0.
Let
D = D(a, b) = fxx (a, b)fyy (a, b) − [fxy (a, b)]2 .
Then we have
If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.
If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum.
If D < 0, then f (a, b) is not a local extremum (a saddle
point.)

MATH1.3 9 / 14
• Global Maximum and Minimum Values:
A function f of two variables has a global maximum on its
domain D at a point (a, b) if

f (x, y ) ≤ f (a, b), for all points (x, y ) ∈ D.

The number f (a, b) is called a global maximum value.


(b) If the inequality above is replaced by

f (x, y ) ≥ f (a, b), for all points (x, y ) ∈ D,

then f has a global minimum on D at a point (a, b), and


f (a, b) is called a global minimum value.

MATH1.3 10 / 14
• Existence of global Max/Min values:

Suppose f (x, y ) is continuous in its domain D, where D is closed


and bounded. Then f has global maximum and global minimum.

MATH1.3 11 / 14
• Optimization Problems:

Lagrange Multiplier - One constraint


How to maximize or minimize a function f (x, y ) subject to a
constraint of the form g(x, y ) = k ?

f (x, y ) −→ max/min
g(x, y ) = k .

MATH1.3 12 / 14
• Lagrange Multipliers for f (x, y )
ASSUMPTION: Global extreme values exist.
Algorithm (Lagrange Multipliers for f (x, y ))
We do the following steps:
Step 1. Find all values of x, y , and λ of equations

∇f (x, y ) = λ∇g(x, y ) and g(x, y ) = k .

Step 2. Evaluate f at all points (x, y ) that are found from


Step 1. The largest of these values is the maximum value,
while the smallest of these values is the minimum value.

MATH1.3 13 / 14
• Remark
1 If λ = 0, then ∇f (x, y ) gives stationary points of f .
2 If λ 6= 0, then both vectors ∇f (x, y ) and g(x, y ) are parallel
or opposite each to other.
• Diagram: ∇f (x, y ) = λ∇g(x, y )

MATH1.3 14 / 14

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