Chapter 4: Differential Calculus of function of several variables

Functions of Several Variables

Definition: Functions of Two Variables

A function 𝑓 of two variables is a rule that assigns to each ordered pair of real numbers (𝑥, 𝑦)
in a set 𝐷 a unique real number denoted by 𝑓(𝑥, 𝑦). The set 𝐷 is the domain of and its range
is the set of values that 𝑓 takes on, that is, {𝑓(𝑥, 𝑦)|(𝑥, 𝑦) ∈ 𝐷}.

Note: It is often written as 𝑧 = 𝑓(𝑥, 𝑦) to make explicit the value taken on by 𝑓 at the general
point (𝑥, 𝑦). The variables 𝑥 and 𝑦 are independent variables and is the dependent variable.

Definition: Function of 𝒏 Independent Variables

Suppose 𝐷 is a set of 𝑛-tuples of real numbers (𝑥1 , 𝑥2 , … 𝑥𝑛 ). A real-valued function 𝑓 on 𝐷 is a
rule that assigns a unique (single) real number 𝑤 = 𝑓(𝑥1 , 𝑥2 , … 𝑥𝑛 ) to each element in D. The
set 𝐷 is the function’s domain. The set of 𝑤-values taken on by 𝑓 is the function’s range.
Example 1: Find the domain of the following functions.
√𝑥+𝑦+1
(a) 𝑓(𝑥, 𝑦) = 𝑥−1 . Solution: 𝐷 = {(𝑥, 𝑦)|𝑥 + 𝑦 + 1 > 0, 𝑥 ≠ 1}.
(b) 𝑓(𝑥, 𝑦) = 𝑥 ln(𝑦 2 − 𝑥). Solution: 𝐷 = {(𝑥, 𝑦)| 𝑥 < 𝑦 2 }.
(c) 𝑓(𝑥, 𝑦, 𝑧) = √𝑥 2 + 𝑦 2 + 𝑧 2 . Solution: 𝐷 = ℝ3 .
Example 2: Find the domain and range of the following functions.

(a) 𝑓(𝑥, 𝑦) = √9 − 𝑥 2 − 𝑦 2 . Solution: 𝐷𝑜𝑚𝑎𝑖𝑛 = {(𝑥, 𝑦)| 𝑥 2 + 𝑦 2 ≤ 9}, 𝑅𝑎𝑛𝑔𝑒 = [−3,3].

(b) 𝑓(𝑥, 𝑦) = √𝑦 − 𝑥 2 . 𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛: 𝐷𝑜𝑚𝑎𝑖𝑛 = {(𝑥, 𝑦)| 𝑦 > 𝑥 2 }, 𝑅𝑎𝑛𝑔𝑒 = [0, ∞).
1
(c) 𝑓(𝑥, 𝑦) = 𝑥𝑦. Solution: 𝐷𝑜𝑚𝑎𝑖𝑛 = {(𝑥, 𝑦)| 𝑥𝑦 ≠ 0}, 𝑅𝑎𝑛𝑔𝑒 = (−∞, 0) ∪ (0, ∞).
(d) 𝑓(𝑥, 𝑦) = sin 𝑥𝑦. Solution: 𝐷𝑜𝑚𝑎𝑖𝑛 = ℝ3 , 𝑅𝑎𝑛𝑔𝑒 = [−1,1].

Definition: Level Curves, Graphs, Surface

If 𝑓 is a function of two variables with domain 𝐷. Then
 The set of points in the plane where a function 𝑓(𝑥, 𝑦) has a constant value 𝑓(𝑥, 𝑦) = 𝑐 is
called a level curve of 𝑓.
 The set of all points (𝑥, 𝑦, 𝑓(𝑥, 𝑦)) in ℝ3 , for (𝑥, 𝑦) in the domain of 𝑓, is called the graph
of 𝑓.
 The graph of 𝑓 is also called the surface 𝑧 = 𝑓(𝑥, 𝑦).

Definition: Level Surface

The set of points (𝑥, 𝑦, 𝑧) in space where a function of three independent variables has a
constant value 𝑓(𝑥, 𝑦, 𝑧) = 𝑐 is called a level surface of 𝑓.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 1

Limits and Continuity

Definition: Limit
Let 𝑓 be a function of two variables whose domain 𝐷 includes points arbitrarily close to (𝑎, 𝑏).
Then we say that the limit of 𝒇(𝒙, 𝒚) as (𝒙, 𝒚) approaches (𝒂, 𝒃) is 𝐿 and we write
lim 𝑓(𝑥, 𝑦) = 𝐿
(𝑥,𝑦)→(𝑎,𝑏)

if for every number 𝜀 > 0 there is a corresponding number 𝛿 > 0 such that

|𝑓(𝑥, 𝑦) − 𝐿| < 𝜀 whenever (𝑥, 𝑦) ∈ 𝐷 and 0 < √(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 < 𝛿.

 Other notations for the limit lim 𝑓(𝑥, 𝑦) = 𝐿 are

(𝑥,𝑦)→(𝑎,𝑏)
lim 𝑓(𝑥, 𝑦) = 𝐿 and 𝑓(𝑥, 𝑦) ⟶ 𝐿 𝑎𝑠 (𝑥, 𝑦) ⟶ (𝑎, 𝑏).
𝑥→𝑎
𝑦→𝑏
 We say that the limit of 𝒇(𝒙, 𝒚, 𝒛) as (𝒙, 𝒚, 𝒛) approaches (𝒂, 𝒃, 𝒄) is 𝐿 and we write
lim 𝑓(𝑥, 𝑦, 𝑧) = 𝐿
(𝑥,𝑦,𝑧)→(𝑎,𝑏,𝑐)

if for every number 𝜀 > 0 there is a corresponding number 𝛿 > 0 such that

|𝑓(𝑥, 𝑦, 𝑧) − 𝐿| < 𝜀 whenever (𝑥, 𝑦, 𝑧) ∈ 𝐷 and 0 < √(𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 + (𝑧 − 𝑐)2 < 𝛿.
3𝑥 2 𝑦
Example 1: Show that lim =0
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

Solution: Let 𝜀 > 0. We want to find 𝛿 > 0 such that

3𝑥 2 𝑦 3𝑥 2 |𝑦|
|𝑥 2 +𝑦 2 − 0| < 𝜀 whenever 0 < √𝑥 2 + 𝑦 2 < 𝛿 ⟹ 𝑥 2 +𝑦 2 < 𝜀 whenever 0 < √𝑥 2 + 𝑦 2 < 𝛿.

𝑥2 3𝑥 2 |𝑦|
Since 𝑦 2 ≥ 0 and 𝑥 2 ≤ 𝑥 2 + 𝑦 2 , we have 𝑥 2 +𝑦 2 ≤ 1, then 𝑥 2 +𝑦 2 ≤ 3|𝑦| = 3√𝑦 2 ≤ 3√𝑥 2 + 𝑦 2
𝜀
Thus, if we choose 𝛿 = 3 and let 0 < √𝑥 2 + 𝑦 2 < 𝛿, then

3𝑥 2 𝑦 𝜀
| 2 2
− 0| ≤ 3√𝑥 2 + 𝑦 2 ≤ 3𝛿 = 3 ( ) = 𝜀
𝑥 +𝑦 3
Hence, by definition of limit,
3𝑥 2 𝑦
lim =0
(𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 2

Properties of Limit
If lim 𝑓(𝑥, 𝑦) and lim 𝑔(𝑥, 𝑦) exist, then
(𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏)

(i) lim (𝑓 + 𝑔)(𝑥, 𝑦) = lim 𝑓(𝑥, 𝑦) + lim 𝑔(𝑥, 𝑦)

(𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏)
(ii) lim (𝑓 − 𝑔)(𝑥, 𝑦) = lim 𝑓(𝑥, 𝑦) − lim 𝑔(𝑥, 𝑦)
(𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏)
(iii) lim (𝑓𝑔)(𝑥, 𝑦) = lim 𝑓(𝑥, 𝑦) lim 𝑔(𝑥, 𝑦)
(𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏)
lim 𝑓(𝑥,𝑦)
𝑓 (𝑥,𝑦)→(𝑎,𝑏)
(iv) lim (𝑔) (𝑥, 𝑦) = provided lim 𝑔(𝑥, 𝑦) ≠ 0
(𝑥,𝑦)→(𝑎,𝑏) lim 𝑔(𝑥,𝑦) (𝑥,𝑦)→(𝑎,𝑏)
(𝑥,𝑦)→(𝑎,𝑏)

𝑥 3 +𝑦 3 7
Example 2: Show that lim = 5.
(𝑥,𝑦)→(−1,2) 𝑥 2 +𝑦 2

𝑥
Example 3: Find the limit lim ln (𝑦).
(𝑥,𝑦)→(𝑒,1)

𝑥 3 +𝑦 3 7
Example 4: Show that lim = 5.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

𝑥 3 +𝑦 3 𝑥3
{Hint: Apply Squeeze theorem with 0 ≤ |𝑥 2 +𝑦 2| ≤ |𝑥 2 | ≤ |𝑥|.}

Exercise: Evaluate the following limits

a) lim 𝑥𝑦 cos(𝑥 − 2𝑦) c) lim 𝑒 −𝑥𝑦 sin ( 2 )
𝜋𝑧
(𝑥,𝑦)→(6,3) (𝑥,𝑦,𝑧)→(3,0,1)
𝑥𝑦 cos 𝑦
b) lim 𝑥 2 +𝑦 2
(𝑥,𝑦)→(0,0) 3𝑥 2 +𝑦 2 d) lim
(𝑥,𝑦)→(0,0) √𝑥 2 +𝑦2 +1−1

Note: If 𝑓(𝑥, 𝑦) ⟶ 𝐿1 as (𝑥, 𝑦) ⟶ (𝑎, 𝑏) along a path 𝐶1 and 𝑓(𝑥, 𝑦) ⟶ 𝐿2 as (𝑥, 𝑦) ⟶ (𝑎, 𝑏)
along a path 𝐶2 , where 𝐿1 ≠ 𝐿2 , then lim 𝑓(𝑥, 𝑦) does not exist.
(𝑥,𝑦)→(𝑎,𝑏)

𝑥 2 −𝑦 2
Example 5: Show that lim does not exist.
(𝑥,𝑦)→(0,0) 𝑥 2 +𝑦 2

𝑥 2 −𝑦 2
Solution: Let 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2

𝑥2
- Let’s approach (0,0) along the 𝑥-axis. Then 𝑦 = 0 gives 𝑓(𝑥, 0) = 𝑥 2 = 1 for all 𝑥 ≠ 0,
so 𝑓(𝑥, 𝑦) ⟶ 1 as (𝑥, 𝑦) ⟶ (0,0) along the 𝑥-axis.
−𝑦 2
- Let’s approach (0,0) along the 𝑦-axis. Then 𝑥 = 0 gives 𝑓(0, 𝑦) = = −1 for all 𝑦 ≠
𝑦2
0, so 𝑓(𝑥, 𝑦) ⟶ −1 as (𝑥, 𝑦) ⟶ (0,0) along the 𝑦-axis.
3𝑦 2 3
- Let’s approach (0,0) along the line 𝑥 = 2𝑦, then we have 𝑓(2𝑦, 𝑦) = 5𝑦 2 = 5 for all 𝑦 ≠
3
0, so 𝑓(𝑥, 𝑦) ⟶ 5 as (𝑥, 𝑦) ⟶ (0,0) along the line 𝑥 = 2𝑦.
Since 𝑓 has different limits along different lines, the given limit does not exist.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 3

 𝑥𝑦
Example 6: If 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2, does lim 𝑓(𝑥, 𝑦) exist?
(𝑥,𝑦)→(0,0)

Solution:
0
- Let’s approach (0,0) along the 𝑥-axis. Then 𝑦 = 0 gives 𝑓(𝑥, 0) = 𝑥 2 = 0 for all 𝑥 ≠ 0,
so 𝑓(𝑥, 𝑦) ⟶ 0 as (𝑥, 𝑦) ⟶ (0,0) along the 𝑥-axis.
0
- Let’s approach (0,0) along the 𝑦-axis. Then 𝑥 = 0 gives 𝑓(0, 𝑦) = 𝑦 2 = 0 for all 𝑦 ≠ 0,
so 𝑓(𝑥, 𝑦) ⟶ −1 as (𝑥, 𝑦) ⟶ (0,0) along the 𝑦-axis.
- Although we have obtained identical limits along the axes, that does not show that the
given limit is 0. Let’s now approach along another line, say 𝑦 = 𝑥, then we have
𝑥2 1 1
𝑓(𝑥, 𝑥) = = for all 𝑥 ≠ 0, so 𝑓(𝑥, 𝑦) ⟶ as (𝑥, 𝑦) ⟶ (0,0) along the line 𝑦 = 𝑥.
2𝑥 2 2 2

Since we have obtained different limits along different paths, the given limit does not exist.
𝑥𝑦 2
Example 7: If 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2, does lim 𝑓(𝑥, 𝑦) exist?
(𝑥,𝑦)→(0,0)

Solution:
- Let’s approach (0,0) along any non-vertical line through the origin. Then 𝑦 = 𝑚𝑥,
𝑚2 𝑥
where 𝑚 is the slope. Then 𝑦 = 𝑚𝑥 gives 𝑓(𝑥, 𝑚𝑥) = 1+𝑚4 𝑥 2 = 0, so 𝑓(𝑥, 𝑦) ⟶ 0 as
(𝑥, 𝑦) ⟶ (0,0) along the line 𝑦 = 𝑚𝑥.
- Thus, 𝑓 has the same limiting value along every non-vertical line through the origin. But
that does not show that the given limit is 0, for if we now let (𝑥, 𝑦) ⟶ (0,0) along the
𝑦4 1 1
parabola 𝑥 = 𝑦 2 , we have 𝑓(𝑦 2 , 𝑦) = 2𝑦 4 = 2 for all 𝑦 ≠ 0, so 𝑓(𝑥, 𝑦) ⟶ 2 as (𝑥, 𝑦) ⟶
(0,0) along 𝑥 = 𝑦 2.
Since different paths lead to different limiting values, the given limit does not exist.
Note:
(i) The Squeeze Theorem also holds for limits of functions of several variables.
(ii) lim 𝑥 = 𝑎 lim 𝑦 = 𝑏 & lim 𝑐 = 𝑐
(𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏) (𝑥,𝑦)→(𝑎,𝑏)

𝑥 3 +4𝑥 2 +2𝑦 2 2𝑥 2 sin 𝑦

Exercise: Show that the limits lim and lim does not exist.
(𝑥,𝑦)→(0,0) 2𝑥 2 +𝑦 2 (𝑥,𝑦)→(0,0) 2𝑥 2 +𝑦 2

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 4

Definition: Continuity
A function 𝑓 of two variables is called continuous at (𝒂, 𝒃) if
lim 𝑓(𝑥, 𝑦) = 𝑓(𝑎, 𝑏)
(𝑥,𝑦)→(𝑎,𝑏)

We say 𝑓 is continuous on 𝐷 if is continuous at every point (𝑎, 𝑏) in 𝐷.

Note: A function 𝑓 of three variables is called continuous at (𝒂, 𝒃, 𝒄) if
lim 𝑓(𝑥, 𝑦, 𝑧) = 𝑓(𝑎, 𝑏, 𝑐)
(𝑥,𝑦,𝑧)→(𝑎,𝑏)

Example 8: All polynomials are continuous on ℝ2 . (e.g. 𝑓(𝑥, 𝑦) = 𝑥 4 + 5𝑥 3 𝑦 2 + 6𝑥𝑦 2 − 5𝑦 +

10 is continuous everywhere).
𝑥𝑦
Example 9: 𝑓(𝑥, 𝑦) = sin (1+𝑥 2 +𝑦 2) is continuous.
𝑦𝑠𝑖𝑛 𝑧
Example 10: 𝑓(𝑥, 𝑦, 𝑧) = is continuous through its domain.
𝑥−1
𝑒 𝑥+𝑧
Example: 𝑓(𝑥, 𝑦, 𝑧) = 𝑧 2 +cos is continuous at (1,0, −1).
√𝑥𝑦
𝑥 2 −𝑦 2
Example 11: Where is the function 𝑓(𝑥, 𝑦) = 𝑥 2 +𝑦 2 is continuous?
Solution: The function 𝑓 is discontinuous at (0,0) because it is not defined there. Since 𝑓 is a
rational function, it is continuous on its domain, which is the set 𝐷 = {(𝑥, 𝑦): (𝑥, 𝑦) ≠ (0,0)}.
𝑥 2 −𝑦 2
𝑖𝑓 (𝑥, 𝑦) ≠ (0,0)
Example 12: Let 𝑓(𝑥, 𝑦) = {𝑥 2 +𝑦 2 is continuous?
0 𝑖𝑓 (𝑥, 𝑦) = (0,0)
Solution: Here 𝑓 is defined at (0,0) but 𝑓 is still discontinuous at (0,0) because lim 𝑓(𝑥, 𝑦)
(𝑥,𝑦)→(0,0)
does not exist.
3𝑥 2 𝑦
𝑖𝑓 (𝑥, 𝑦) ≠ (0,0)
Example 13: Let 𝑓(𝑥, 𝑦) = {𝑥 2 +𝑦 2 is continuous?
0 𝑖𝑓 (𝑥, 𝑦) = (0,0)
Solution: We know 𝑓 is continuous for (𝑥, 𝑦) ≠ (0,0) since it is equal to a rational function
there. Also, we have
3𝑥 2 𝑦
lim 𝑓(𝑥, 𝑦) = lim = 0 = 𝑓(0,0)
(𝑥,𝑦)→(0,0) (𝑥,𝑦)→(0,0) 𝑥 2 + 𝑦 2
Therefore, 𝑓 is continuous at(0,0) , and so it is continuous on ℝ2 .
Continuity of Composites: If 𝑓 is a continuous function of two variables and 𝑔 is a
continuous function of a single variable that is defined on the range of 𝑓, then the composite
function ℎ = 𝑓 ∘ 𝑔 defined by ℎ(𝑥, 𝑦) = 𝑓(𝑔(𝑥, 𝑦)) is also a continuous function.
𝑥𝑦
Example 14: Since 𝑓(𝑥, 𝑦) = 𝑥 − 𝑦, 𝑔(𝑥, 𝑦) = 𝑥 2 +1 , ℎ(𝑥, 𝑦) = 𝑥 + 𝑦 + 𝑧 and 𝑘(𝑥, 𝑦) = 1 +
𝑥 2 𝑦 2 are continuous functions of two variables; and 𝑒 𝑥 , cos 𝑥 and ln 𝑥 are functions of a single
𝑥𝑦
variables, then the composite functions 𝑒 𝑥−𝑦 , cos (𝑥 2 +1) , ln(𝑥 + 𝑦 + 𝑧) and ln(1 + 𝑥 2 𝑦 2 ) are
also continuous functions.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 5

Partial Derivatives
Definition: Partial Derivatives of functions of Two Variables
Let 𝑓(𝑥, 𝑦) be a real-valued function with domain 𝐷 ⊆ ℝ2 , and let (𝑎, 𝑏) be a point in 𝐷. Then
𝜕𝑓
the partial derivative of 𝒇 at (𝒂, 𝒃) with respect to 𝒙 , denoted by 𝜕𝑥 (𝑎, 𝑏), is defined as

𝜕𝑓 𝑓(𝑎 + ℎ, 𝑏) − 𝑓(𝑎, 𝑏)
(𝑎, 𝑏) = lim
𝜕𝑥 ℎ→0 ℎ
𝜕𝑓
And the partial derivative of 𝒇 at (𝒂, 𝒃) with respect to 𝒚 , denoted by 𝜕𝑦 (𝑎, 𝑏), is
defined as
𝜕𝑓 𝑓(𝑎, 𝑏 + ℎ) − 𝑓(𝑎, 𝑏)
(𝑎, 𝑏) = lim
𝜕𝑦 ℎ→0 ℎ
Note: The symbol 𝝏 is pronounced “𝒅𝒆𝒍”.

Notations for Partial Derivatives: If 𝑧 = 𝑓(𝑥, 𝑦), then

𝜕𝑓 𝜕 𝜕𝑧
𝑓𝑥 (𝑥, 𝑦) = 𝑓𝑥 = = 𝑓(𝑥, 𝑦) = = 𝐷1 𝑓 = 𝐷𝑥 𝑓
𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕𝑓 𝜕 𝜕𝑧
𝑓𝑦 (𝑥, 𝑦) = 𝑓𝑦 = = 𝑓(𝑥, 𝑦) = = 𝐷2 𝑓 = 𝐷𝑦 𝑓
𝜕𝑦 𝜕𝑦 𝜕𝑦
Partial Differentiation Rule:
1. To find 𝑓𝑥 regard 𝑦 (or any other variables) as a constant and differentiate 𝑓(𝑥, 𝑦, … )
with respect to 𝑥.
2. To find 𝑓𝑦 regard 𝑥 (or any other variables) as a constant and differentiate 𝑓(𝑥, 𝑦, … )
with respect to 𝑦.
𝜕𝑓 𝜕𝑓
Example 1: Let 𝑓(𝑥, 𝑦) = 𝑥𝑦 + 𝑒 𝑥𝑦 . Find 𝜕𝑥 𝑎𝑛𝑑 .
𝜕𝑦

Solution:
(𝑥+ℎ)𝑦
𝜕𝑓 𝑓(𝑥 + ℎ, 𝑦) − 𝑓(𝑥, 𝑦) ((𝑥 + ℎ)𝑦 + 𝑒 ) − (𝑥𝑦 + 𝑒 𝑥𝑦 )
= lim = lim
𝜕𝑥 ℎ→0 ℎ ℎ→0 ℎ
ℎ𝑦
𝑒 −1
= 𝑦 + 𝑒 𝑥𝑦 lim = 𝑦 + 𝑦𝑒 𝑥𝑦
ℎ→0 ℎ
𝜕𝑓 𝑓(𝑥, 𝑦 + ℎ) − 𝑓(𝑥, 𝑦) (𝑥(𝑦 + ℎ) + 𝑒 𝑥(𝑦+ℎ) ) − (𝑥𝑦 + 𝑒 𝑥𝑦 )
= lim = lim
𝜕𝑦 ℎ→0 ℎ ℎ→0 ℎ
ℎ𝑥
𝑒 −1
= 𝑥 + 𝑒 𝑥𝑦 lim = 𝑥 + 𝑥𝑒 𝑥𝑦
ℎ→0 ℎ

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 6

Example 2:

Example 3:

𝑥 3 𝑦−𝑥𝑦 3
, (𝑥, 𝑦) ≠ (0,0)
Example 4: Let𝑓(𝑥, 𝑦) = { 𝑥 2 +𝑦 2
0 , (𝑥, 𝑦) = (0,0)
Show that 𝑓𝑥 (0,0) = 𝑓𝑦 (0,0) = 0. .
Solution:
𝜕𝑓 𝑓(0 + ℎ, 0) − 𝑓(0,0) 0−0
(0,0) = lim = lim =0
𝜕𝑥 ℎ→0 ℎ ℎ→0 ℎ − 0
Similarly,
𝜕𝑓 𝑓(0, 0 + ℎ) − 𝑓(0,0) 0−0
(0,0) = lim = lim =0
𝜕𝑦 ℎ→0 ℎ ℎ→0 ℎ − 0

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 7

Definition: Partial Derivatives of functions of Three Variables
Let 𝑓(𝑥, 𝑦, 𝑧) be a real-valued function with domain 𝐷 ⊆ ℝ3 . Then the partial derivatives at
(𝑎, 𝑏, 𝑐) are defined as follows:
𝑓(𝑎 + ℎ, 𝑏, 𝑐) − 𝑓(𝑎, 𝑏, 𝑐)
𝑓𝑥 (𝑎, 𝑏, 𝑐) = lim
ℎ→0 ℎ
𝑓(𝑎, 𝑏 + ℎ, 𝑐) − 𝑓(𝑎, 𝑏, 𝑐)
𝑓𝑦 (𝑎, 𝑏, 𝑐) = lim
ℎ→0 ℎ
𝑓(𝑎, 𝑏, 𝑐 + ℎ) − 𝑓(𝑎, 𝑏, 𝑐)
𝑓𝑧 (𝑎, 𝑏, 𝑐) = lim
ℎ→0 ℎ
Example 5: Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 2𝑥 cos 𝑧 + 𝑒 3𝑦 sin 𝑧. Find 𝑓𝑥 , 𝑓𝑦 𝑎𝑛𝑑 𝑓𝑧 .
Solution: 𝑓𝑥 = 2𝑒 2𝑥 cos 𝑧 , 𝑓𝑦 = 3𝑒 3𝑦 sin 𝑧 and 𝑓𝑧 = −𝑒 2𝑥 sin 𝑧 + 𝑒 3𝑦 cos 𝑧.
𝜕𝑓 𝜕𝑓 𝜕𝑓
Example 6: Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 sin(𝑦 + 3𝑧). Find 𝜕𝑥 , 𝑎𝑛𝑑 .
𝜕𝑦 𝜕𝑧

Solution: 𝑓𝑥 = sin(𝑦 + 3𝑧) , 𝑓𝑦 = 𝑥 cos(𝑦 + 3𝑧) and 𝑓𝑧 = 3𝑥 cos(𝑦 + 3𝑧).

Definition: Partial Derivatives of functions of n-variables

In general, for a function of 𝑛-variables given by 𝑓: 𝐷 ⊆ ℝ𝑛 → ℝ , 𝑤 = 𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑘 , ⋯ , 𝑥𝑛 )
𝜕𝑤
= 𝑓𝑥𝑘 (𝑥1 , 𝑥2 , ⋯ , 𝑥𝑘 , ⋯ , 𝑥𝑛 ), 𝑘 = 1, 2, ⋯ , 𝑛
𝜕𝑥𝑘
𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑘 + ℎ, ⋯ , 𝑥𝑛 ) − 𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑘 , ⋯ , 𝑥𝑛 )
= lim
ℎ→0 ℎ
Provided the limit exist.

Geometric Interpretation of Partial Derivatives

If (𝑎, 𝑏) is a point in the domain of a function 𝑓(𝑥, 𝑦), the vertical plane 𝑦 = 𝑏 will cut the
surface 𝑧 = 𝑓(𝑥, 𝑦)in the curve 𝑧 = 𝑓(𝑥, 𝑏). And the partial derivative of 𝑓(𝑥, 𝑦) with respect
𝜕𝑓
to 𝑥 at a point(𝑎, 𝑏), 𝜕𝑥 (𝑎, 𝑏) is the slope of the tangent line to the curve 𝑧 = 𝑓(𝑥, 𝑏) at the
point 𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) in the plane 𝑦 = 𝑏.
𝜕𝑓
Note: 𝜕𝑥 (𝑎, 𝑏) gives the rate of change of 𝑓 w.r.t 𝑥 at (𝑎, 𝑏) when 𝑦 is fixed at the value 𝑏.
𝜕𝑓
Similarly, 𝜕𝑦 (𝑎, 𝑏) is the slope of the tangent line to the curve 𝑧 = 𝑓(𝑎, 𝑦) at the point
𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) in the plane 𝑥 = 𝑎.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 8

 F IGURE 1: PARTIAL DERIVATIVES AS SLOPES

Partial Derivatives and Continuity: A function 𝑓(𝑥, 𝑦) can have partial derivatives with
respect to both 𝑥 and 𝑦 at a point without the function being continuous there. This is different
from functions of a single variable, where the existence of a derivative implies continuity.
Example 7: For the function as shown below, both partial derivatives exist at (0,0) but
discontinuous at (0,0).
Solution: 𝑓𝑥 (0,0) = 𝑓𝑦 (0,0) = 0. But lim 𝑓(𝑥, 𝑦) = 0 ≠ 1 = 𝑓(0,0), implying that 𝑓 is
(𝑥,𝑦)→(0,0)
discontinuous at (0,0).
Continuity of Partial Derivatives Implies Differentiability
If the partial derivatives 𝑓𝑥 and 𝑓𝑦 of a function𝑓(𝑥, 𝑦) are continuous throughout an open
region R, then 𝑓is differentiable at every point of R.

Properties of Partial Derivatives

𝜕 𝜕𝑓 𝜕𝑔 𝜕 𝜕𝑓 𝜕𝑔
1. (𝑓 ± 𝑔) = ± 𝑎𝑛𝑑 (𝑓 ± 𝑔) = ± .
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕 𝜕𝑓 𝜕 𝜕𝑔
2. (𝑐𝑓) = 𝑐 𝑎𝑛𝑑 (𝑐𝑔) = 𝑐
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
𝜕 𝜕𝑓 𝜕𝑔 𝜕 𝜕𝑓 𝜕𝑔
3. (𝑓𝑔) = 𝑔 +𝑓 𝑎𝑛𝑑 (𝑓𝑔) = 𝑔 +𝑓
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕𝑓 𝜕𝑔 𝜕𝑓 𝜕𝑔
𝜕 𝑓 𝑔 −𝑓 𝜕 𝑓 𝑔 −𝑓
𝜕𝑦 𝜕𝑦
4. ( )= 𝜕𝑥 𝜕𝑥
𝑎𝑛𝑑 ( )= , 𝑔≠0
𝜕𝑥 𝑔 𝑔2 𝜕𝑦 𝑔 𝑔2
2𝑦
Example 8: Let 𝑓(𝑥, 𝑦) = 𝑦+cos 𝑥. Find 𝑓𝑥 𝑎𝑛𝑑 𝑓𝑦 .
2𝑦 sin 𝑥 2 cos 𝑥
Solution: 𝑓𝑥 = (𝑦+cos 𝑥)2 and 𝑓𝑦 = (𝑦+cos 𝑥)2.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 9

Exercise:
𝜕𝑓 𝜕𝑓
1. Find the values of 𝑎𝑛𝑑 .
𝜕𝑥 𝜕𝑦
a) 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 + 𝑦 + 𝑦 − 1 , (−1, 1).
2

b) 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦 , (1, 0).

2. Find 𝑍𝑥 𝑎𝑛𝑑 𝑍𝑦 , if 𝑧 = 𝑥 2 cos 3𝑥.
𝜕𝑓 𝜕𝑓
3. Evaluate 𝑎𝑛𝑑 .
𝜕𝑥 𝜕𝑦
a) 𝑓(𝑥, 𝑦) = 𝑥 + sin 𝑦 − 2𝑥𝑦 2 h) 𝑓(𝑥, 𝑦) = log 𝑦 𝑥
b) 𝑓(𝑥, 𝑦) = 𝑥 sin(𝑥𝑦) i) 𝑓(𝑥, 𝑦) = 𝑒 −𝑥 sin(𝑥 + 𝑦)
1 𝑥+𝑦
c) 𝑓(𝑥, 𝑦) = 𝑥+𝑦 j) 𝑓(𝑥, 𝑦) = 𝑥𝑦−1
d) 𝑓(𝑥, 𝑦) = 𝑒 𝑥+𝑦−1 (
2𝑥
)
k) 𝑓(𝑥, 𝑦) = 𝑦 2 𝑒 𝑦
e) 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 ln 𝑦
l) 𝑓(𝑥, 𝑦) = ∑∞ 𝑛
𝑛=0(𝑥𝑦) , |𝑥𝑦| < 1
f) 𝑓(𝑥, 𝑦) = 𝑥 𝑦 𝑦
𝑦 m) 𝑓(𝑥, 𝑦) = ∫𝑥 𝑔(𝑡)𝑑𝑡 , 𝑔 is cont. for all 𝑡.
g) 𝑓(𝑥, 𝑦) = tan−1 (𝑥 )
4. Compute 𝑓𝑥 , 𝑓𝑦 𝑎𝑛𝑑 𝑓𝑧 .
a. 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 2𝑥 cos 𝑧 + 𝑒 3𝑦 sin 𝑧 d. 𝑓(𝑥, 𝑦, 𝑧) = sinh(𝑥𝑦 − 𝑧 2 )
b. 𝑓(𝑥, 𝑦, 𝑧) = √𝑥 2 + 𝑦 2 + 𝑧 2 e. 𝑓(𝑥, 𝑦, 𝑧) = 𝑦𝑧 ln(𝑥𝑦)
c. 𝑓(𝑥, 𝑦, 𝑧) = ln(𝑥 + 2𝑦 + 3𝑧) f. 𝑓(𝑥, 𝑦, 𝑧) = 𝑒 −𝑥𝑦𝑧
g. 𝑓(𝑥, 𝑦, 𝑧) = sin−1 (𝑥𝑦𝑧)
5. Find all the first order partial derivatives of the given functions:
a. 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 𝑦𝑧 + 𝑧 cos(𝑥𝑦)
b. 𝑔(𝑥1 , 𝑥2 , 𝑥3 ) = 𝑥1 𝑥2 𝑥3 + 𝑥2
𝑥3 sin(𝑒 𝑥1 )
c. 𝑔(𝑥1 , 𝑥2 , 𝑥3 , 𝑥4 ) = 𝑥2 +𝑥4
6. The plane 𝑥 = 1 intersect the paraboloid 𝑧 = 𝑥 2 + 𝑦 2 in a parabola. Find the slope of the
tangent line to the parabola at (1, 2, 5).

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 10

Higher order Partial Derivatives
Definition: Second order Partial Derivative
Let 𝑓 be a function of several variables which possess a first order partial derivatives, then these
first partial derivatives may have partial derivatives of the form:
𝜕𝑓 𝜕𝑓
𝜕 𝜕𝑓 𝜕 2𝑓 (𝑥 + ℎ, 𝑦) − (𝑥, 𝑦)
𝑓𝑥𝑥 = (𝑓𝑥 )𝑥 = ( ) = 2 = lim 𝜕𝑥 𝜕𝑥
𝜕𝑥 𝜕𝑥 𝜕𝑥 ℎ→0 ℎ
𝜕𝑓 𝜕𝑓
𝜕 𝜕𝑓 𝜕 2𝑓 (𝑥, 𝑦 + ℎ) − (𝑥, 𝑦)
𝑓𝑥𝑦 = (𝑓𝑥 )𝑦 = ( )= = lim 𝜕𝑥 𝜕𝑥
𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥 ℎ→0 ℎ
𝜕𝑓 𝜕𝑓
𝜕 𝜕𝑓 𝜕 2𝑓 (𝑥, 𝑦 + ℎ) − (𝑥, 𝑦)
𝜕𝑦 𝜕𝑦
𝑓𝑦𝑦 = (𝑓𝑦 )𝑦 = ( ) = 2 = lim
𝜕𝑦 𝜕𝑦 𝜕𝑦 ℎ→0 ℎ
𝜕𝑓 𝜕𝑓
𝜕 𝜕𝑓 𝜕 2𝑓 (𝑥 + ℎ, 𝑦) − (𝑥, 𝑦)
𝜕𝑦 𝜕𝑦
𝑓𝑦𝑥 = (𝑓𝑦 )𝑥 = ( )= = lim
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦 ℎ→0 ℎ

Caution: Notice that the order in which 𝑥 and 𝑦 appear in the expression 𝑓𝑥𝑦 is opposite to
𝜕2 𝑓
the order in which they appear in :
𝜕𝑦𝜕𝑥

𝜕 2𝑓 𝜕 𝜕𝑓
= ( ) 𝑎𝑛𝑑 𝑓𝑥𝑦 = (𝑓𝑥 )𝑦
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥
In general, for a function of 𝑛-variables given by 𝑓: 𝐷 ⊆ ℝ𝑛 → ℝ , 𝑤 = 𝑓(𝑥1 , 𝑥2 , ⋯ , 𝑥𝑘 , ⋯ , 𝑥𝑛 )
 The 2nd order partial derivatives of 𝑓 is denoted by
𝜕 2𝑓
𝑓𝑥𝑖 𝑥𝑗 = , 1 ≤ 𝑖, 𝑗 ≤ 𝑛
𝜕𝑥𝑗 𝜕𝑥𝑖
 The 3rd order partial derivatives of 𝑓 is denoted by
𝜕 3𝑓
𝑓𝑥𝑖 𝑥𝑗𝑥𝑘 = , 1 ≤ 𝑖, 𝑗, 𝑘 ≤ 𝑛
𝜕𝑥𝑘 𝜕𝑥𝑗 𝜕𝑥𝑖

Note:

𝜕 𝜕 𝜕𝑓 𝜕3 𝑓
 𝑓𝑥𝑦𝑧 = 𝜕𝑧 (𝜕𝑦 (𝜕𝑥 )) = 𝜕𝑧𝜕𝑦𝜕𝑥
𝜕4 𝑓
 𝑓𝑦𝑦𝑦𝑥 = 𝜕𝑥𝜕𝑦 3
𝜕5 𝑓
 𝑓𝑥𝑥𝑦𝑦𝑦 = 𝜕𝑦 3 𝜕𝑥 2

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 11

 𝜕𝑓 𝜕𝑓 𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
Example 9: Find the partial derivatives , , , , 𝑎𝑛𝑑 for the
𝜕𝑥 𝜕𝑦 𝜕𝑥 2 𝜕𝑦 2 𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
2𝑦
function 𝑓(𝑥, 𝑦) = 𝑒 𝑥 + 𝑥𝑦 3

Example 10:

Example 11: Let 𝑓(𝑥, 𝑦) = sin(𝑥𝑦 2 ). Find all second order partial derivatives of 𝑓.
Solution: 𝑓𝑥𝑥 = −𝑦 4 sin(𝑥𝑦 2 ) , 𝑓𝑥𝑦 = 2𝑦 cos(𝑥𝑦 2 ) − 2𝑥𝑦 3 sin(𝑥𝑦 2 ),
𝑓𝑦𝑥 = 2𝑦 cos(𝑥𝑦 2 ) − 2𝑥𝑦 3 sin(𝑥𝑦 2 ) and 𝑓𝑦𝑦 = 2𝑥 cos(𝑥𝑦 2 ) − 4𝑥 2 𝑦 2 sin(𝑥𝑦 2 ).
Example 12: Let 𝑓(𝑥, 𝑦, 𝑧) = 1 − 2𝑥𝑦 2 𝑧 + 𝑥 2 𝑦. Find 𝑓𝑦𝑥𝑦 and 𝑓𝑦𝑥𝑦𝑧 .
Solution: 𝑓𝑦𝑥𝑦 = −4𝑧, 𝑓𝑦𝑥𝑦𝑧 = 4 .
Example 13:

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 12

Exercise:
1. Find the second order partial derivatives of
a. 𝑓(𝑥, 𝑦) = 𝑥 cos 𝑦 + 𝑦𝑒 𝑥 b. 𝑓(𝑥, 𝑦) = 𝑒 𝑥+𝑦+1
𝑦
c. 𝑔(𝑢, 𝑣) = log 𝑣 𝑢 d. 𝑔(𝑥, 𝑦) = ∫𝑥 𝑔(𝑡)𝑑𝑡
2. Given 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑒 𝑦𝑧 + 𝑦𝑧𝑒 𝑥 . Find all third order derivatives of 𝑓.
𝜕5 𝑓
3. Compute 𝜕𝑥 2 𝜕𝑦 3 for the functions
a. 𝑓(𝑥, 𝑦) = 𝑦 2 𝑥 4 𝑒 𝑥 c. 𝑓(𝑥, 𝑦) = 𝑦 2 + 𝑦(sin 𝑥 − 𝑥 4 )
𝑦2
b. 𝑓(𝑥, 𝑦) = 𝑥𝑒 2
Theorem: The Mixed Derivative Theorem
If 𝑓(𝑥, 𝑦) and its partial derivatives 𝑓𝑥 , 𝑓𝑦 , 𝑓𝑥𝑦 𝑎𝑛𝑑 𝑓𝑦𝑥 are defined and all are continuous in
some open set 𝑆 ⊆ ℝ2 , then 𝑓𝑥𝑦 (𝑥, 𝑦) = 𝑓𝑦𝑥 (𝑥, 𝑦) , for all (𝑥, 𝑦) ∈ 𝑆.

Remark: this theorem is also extended to higher order partial derivatives.

 Second partials of a function of three variables are defined in the same way as for a
function of two variables. Moreover, if 𝑓 is such a function and if 𝑓𝑥𝑦 and 𝑓𝑦𝑥 are
continuous at a point (𝑎, 𝑏, 𝑐), then
𝑓𝑥𝑦 (𝑎, 𝑏, 𝑐) = 𝑓𝑦𝑥 (𝑎, 𝑏, 𝑐)
 Analogous statements hold for 𝑓𝑥𝑧 and 𝑓𝑧𝑥 , and for 𝑓𝑦𝑧 and 𝑓𝑧𝑦 .
Example 14:
𝑥 3 𝑦−𝑥𝑦 3
, (𝑥, 𝑦) ≠ (0,0)
Let𝑓(𝑥, 𝑦) = { 𝑥 2 +𝑦 2
0 , (𝑥, 𝑦) = (0,0)
Show that 𝑓𝑥𝑦 (0,0) ≠ 𝑓𝑦𝑥 (0,0) .

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 13

Solution:
For (𝑥, 𝑦) ≠ (0,0),
𝜕𝑓 𝑥 4 𝑦 + 4𝑥 2 𝑦 3 − 𝑦 5 𝜕𝑓 𝑥 5 − 𝑦 4 𝑥 − 4𝑦 2 𝑥 3
= 𝑎𝑛𝑑 =
𝜕𝑥 (𝑥 2 + 𝑦 2 )2 𝜕𝑦 (𝑥 2 + 𝑦 2 )2
𝜕𝑓 𝜕𝑓
So that 𝜕𝑥 (0, 𝑦) = −𝑦 𝑎𝑛𝑑 (𝑥, 0) = 𝑥 and also we have
𝜕𝑥
𝜕𝑓 𝑓(0 + ℎ, 0) − 𝑓(0,0) 0
(0,0) = lim = lim = 0
𝜕𝑥 ℎ→0 ℎ ℎ→0 ℎ
𝜕𝑓
Similarly we can find that 𝜕𝑦 (0,0) = 0
Now
𝜕𝑓 𝜕𝑓
(0, 0 + ℎ) − (0,0) −ℎ − 0
𝑓𝑥𝑦 (0,0) = lim 𝜕𝑥 𝜕𝑥 = lim = −1
ℎ→0 ℎ ℎ→0 ℎ
𝜕𝑓 𝜕𝑓
(0 + ℎ, 0) − (0,0) ℎ−0
𝜕𝑦 𝜕𝑦
𝑓𝑦𝑥 (0,0) = lim = lim =1
ℎ→0 ℎ ℎ→0 ℎ
⇒ 𝑓𝑥𝑦 (0,0) = −1 ≠ 1 = 𝑓𝑦𝑥 (0,0)
Example 15: Given 𝑓(𝑥, 𝑦, 𝑧) = 𝑦𝑒 𝑥 + 𝑥 ln 𝑧. Show that 𝑓𝑥𝑦𝑧 = 𝑓𝑥𝑧𝑦 = 𝑓𝑦𝑥𝑧 .
 If the partial derivatives 𝑓𝑥 𝑎𝑛𝑑 𝑓𝑦 of the function 𝑐 are continuous throughout an open
region 𝑅, then 𝑓 is differentiable at every point of 𝑅.
 If a function 𝑓(𝑥, 𝑦) is differentiable at(𝑎, 𝑏), then 𝑓 is continuous at(𝑎, 𝑏), but the
converse may not be true.
Example 16: 𝑓(𝑥, 𝑦) = |𝑥| + |𝑦| is continuous at (0,0), but not differentiable there.

Theorem: Let R be a rectangle consisting of all points (𝑥, 𝑦) for which 𝑎 ≤ 𝑥 ≤ 𝑏 and 𝑐 ≤ 𝑦 ≤
𝑑. Suppose that 𝑓 is a function of two variables defined on R such that 𝑓 and 𝑓𝑥 are continuous
𝑑
on R. Then ∫𝑐 𝑓(𝑥, 𝑦)𝑑𝑦 is a differentiable function of 𝑥, and
𝑑 𝑑 𝑑
𝜕𝑓
∫ 𝑓(𝑥, 𝑦)𝑑𝑦 = ∫ (𝑥, 𝑦)𝑑𝑦
𝑑𝑥 𝑐 𝑐 𝜕𝑥

𝑑 2 𝑒 𝑥𝑦
Example 17: Find 𝑑𝑥 ∫1 𝑑𝑦
𝑦

𝑑 2 𝑒 𝑥𝑦 2 𝜕 𝑒 𝑥𝑦 2 𝑒 𝑥𝑦 2 1
Solution: 𝑑𝑥 ∫1 𝑑𝑦 = ∫1 ( ) 𝑑𝑦 = ∫1 𝑒 𝑥𝑦 𝑑𝑦 = | = 𝑥 (𝑒 2𝑥 − 𝑒 𝑥 )
𝑦 𝜕𝑥 𝑦 𝑥 1

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 14

 Exercise

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 15

The Chain Rule
Definition: The Chain Rule for Functions of Two Variables
Let 𝑤 = 𝑓(𝑥, 𝑦) be a differentiable function. And if
Case1: 𝑥 = 𝑔(𝑡) and 𝑦 = ℎ(𝑡) are differentiable functions of 𝑡, then 𝑤 = 𝑓(𝑥, 𝑦) =
𝑓(𝑔(𝑡), ℎ(𝑡)) is differentiable function of 𝑡 and
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

Case2: 𝑥 = 𝑔(𝑟, 𝑠) and 𝑦 = ℎ(𝑟, 𝑠) are differentiable functions of 𝑡 , then 𝑤 = 𝑓(𝑥, 𝑦) =

𝑓(𝑔(𝑟, 𝑠), ℎ(𝑟, 𝑠)) is differentiable function of 𝑡 and
𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑦
= + 𝑎𝑛𝑑 = +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

𝑑𝑤
Example 1: Let 𝑤 = 𝑥 2 𝑒 𝑦 , 𝑥 = sin 𝑡 and 𝑦 = 𝑡 3 . Find 𝑑𝑡
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 3 3
Solution: = + 𝜕𝑦 = 2𝑥𝑒 𝑦 cos 𝑡 + 𝑥 2 𝑒 𝑦 (3𝑡 2 ) = 2(sin 𝑡)𝑒 𝑡 cos 𝑡 + 3𝑡 2 (sin 𝑡)2 𝑒 𝑡
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝑑𝑡

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 16

Example 2:

𝜕𝑧 𝜕𝑧
Example 3: Let 𝑧 = 𝑥 ln 𝑦 , 𝑥 = 𝑢2 + 𝑣 2 and 𝑦 = 𝑢2 − 𝑣 2 . Find 𝜕𝑢 and 𝜕𝑣
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝑥 𝑢2 +𝑣 2
Solution: 𝜕𝑢 = 𝜕𝑥 𝜕𝑢 + 𝜕𝑦 𝜕𝑢 = (ln 𝑦)(2𝑢) + (𝑦) (2𝑢) = 2𝑢 ln(𝑢2 − 𝑣 2 ) + 2𝑢 𝑢2 −𝑣2

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝑥 2 2
𝑢2 + 𝑣 2
= + = (ln 𝑦)(2𝑣) + ( ) (−2𝑣) = 2𝑣 ln(𝑢 − 𝑣 ) − 2𝑣 2
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣 𝑦 𝑢 − 𝑣2
Example 4:

𝜕𝑧 𝜕𝑧
Exercise: Let 𝑧 = 𝑓(𝑢 − 𝑣, 𝑣 − 𝑢). Show that 𝜕𝑢 + 𝜕𝑣 = 0.
𝜕𝑧 𝜕𝑧
Exercise: Let 𝑧 = 𝑓(𝑠 2 − 𝑡 2 , 𝑡 2 − 𝑠 2 ). Show that 𝑡 𝜕𝑠 + 𝑠 𝜕𝑡 = 0.
𝑑𝑧
Exercise: If 𝑧 = 𝑥 2 𝑦 + 3𝑥𝑦 4 where 𝑥 = sin 2𝑡 and 𝑦 = cos 𝑡. Find .
𝑑𝑡
𝜕𝑤 𝜕𝑤
Exercise: If 𝑤 = 𝑒 𝑥 sin 𝑦 + 3𝑥𝑦 4 where 𝑥 = 𝑠𝑡 2 and 𝑦 = 𝑠 2 𝑡. Find and .
𝜕𝑠 𝜕𝑡

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 17

Definition: The Chain Rule for Functions of Three Variables
Let 𝑤 = 𝑓(𝑥, 𝑦, 𝑧 ) be a differentiable function. And if
Case1: 𝑥 = 𝑔(𝑡) , 𝑦 = ℎ(𝑡) and 𝑧 = 𝑘(𝑡) are differentiable functions of 𝑡, then 𝑤 =
𝑓(𝑥, 𝑦, 𝑧) = 𝑓(𝑔(𝑡), ℎ(𝑡), 𝑘(𝑡)) is differentiable function of 𝑡 and
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 𝜕𝑤 𝑑𝑧
= + +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝜕𝑧 𝑑𝑡

Case2: 𝑥 = 𝑔(𝑟, 𝑠), 𝑦 = ℎ(𝑟, 𝑠) and 𝑧 = 𝑘(𝑟, 𝑠)are differentiable functions of 𝑡, then 𝑤 =
𝑓(𝑥, 𝑦) = 𝑓(𝑔(𝑟, 𝑠), ℎ(𝑟, 𝑠), 𝑘(𝑟, 𝑠)) is differentiable function of 𝑡 and
𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑤 𝜕𝑦 𝜕𝑤 𝜕𝑧
= + + 𝑎𝑛𝑑 = + +
𝜕𝑟 𝜕𝑥 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑦 𝜕𝑟 𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠 𝜕𝑦 𝜕𝑠

𝑑𝑤
Example 5: Let 𝑤 = 𝑥 cos 𝑦𝑧 2 , 𝑥 = sin 𝑡 , 𝑦 = 𝑡 2 and 𝑧 = 𝑒 𝑡 . Find 𝑑𝑡
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 𝜕𝑤 𝑑𝑧
Solution: = + 𝜕𝑦 +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝑑𝑡 𝜕𝑧 𝑑𝑡

𝑑𝑤
⇒ = cos 𝑦𝑧 2 (𝑐𝑜𝑠𝑡 𝑡) − 𝑥𝑧 2 (sin 𝑦𝑧 2 )(2𝑡) − 2𝑥𝑦𝑧(sin 𝑦𝑧 2 )(𝑒 𝑡 )
𝑑𝑡
= cos(𝑡 2 𝑒 2𝑡 ) (𝑐𝑜𝑠𝑡 𝑡) − 2𝑡𝑒 2𝑡 sin 𝑡 (sin(𝑡 2 𝑒 2𝑡 ))(2𝑡) − 2𝑡 2 𝑒 2𝑡 (sin(𝑡 2 𝑒 2𝑡 ))

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 18

Example 6:

𝜕𝑤 𝜕𝑤
Example 7: 𝑤 = √𝑥 + 𝑦 2 𝑧 3 , 𝑥 = 1 + 𝑢2 + 𝑣 2 , 𝑦 = 𝑢𝑣, 𝑧 = 3𝑢, 𝑓𝑖𝑛𝑑 𝑎𝑛𝑑 .
𝜕𝑢 𝜕𝑣
𝜕𝑤 𝜕𝑤
Example 8: 𝑤 = 𝑥 2 𝑦 + 𝑦𝑒 𝑧 , 𝑥 = 𝑠 + 𝑡, 𝑦 = 𝑠𝑡 3 , 𝑧 = 𝑠 3 + 3𝑡 2 , 𝑓𝑖𝑛𝑑 𝜕𝑟 𝑎𝑛𝑑 𝜕𝑠 .
Example 9: Suppose that 𝑤 = 𝑓(𝑥, 𝑦), 𝑥 = 𝑔(𝑢, 𝑣), 𝑦 = ℎ(𝑢, 𝑣), 𝑢 = 𝑗(𝑡) and 𝑣 = 𝑘(𝑡). Find a
𝑑𝑤
formula for .
𝑑𝑡
Solution:
𝑑𝑤 𝜕𝑤 𝜕𝑥 𝑑𝑢 𝜕𝑤 𝜕𝑥 𝑑𝑣 𝜕𝑤 𝜕𝑦 𝑑𝑢 𝜕𝑤 𝜕𝑦 𝑑𝑣
= + + +
𝑑𝑡 𝜕𝑥 𝜕𝑢 𝑑𝑡 𝜕𝑥 𝜕𝑣 𝑑𝑡 𝜕𝑦 𝜕𝑢 𝑑𝑡 𝜕𝑦 𝜕𝑣 𝑑𝑡

𝜕𝑤 𝜕𝑤
Example 10: If 𝑤 = 𝑓(𝑥) and 𝑥 = 𝑔(𝑟, 𝑠). Find a formula for 𝜕𝑟 𝑎𝑛𝑑 .
𝜕𝑠
Solution:
𝜕𝑤 𝑑𝑤 𝜕𝑥 𝜕𝑤 𝑑𝑤 𝜕𝑥
= 𝑎𝑛𝑑 =
𝜕𝑟 𝑑𝑥 𝜕𝑟 𝜕𝑠 𝑑𝑥 𝜕𝑠

Definition: The Chain Rule for Functions of 𝒏-Variables

In general if 𝑓 is a function of 𝑛 − 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 say 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 and 𝑥1 , 𝑥2 , ⋯ , 𝑥𝑛 are functions of
𝑚 variables say 𝑡1 , 𝑡2 , ⋯ , 𝑡𝑚 and 𝑤 = (𝑥1 (𝑡1 , 𝑡2 , ⋯ , 𝑡𝑚 ), 𝑥2 (𝑡1 , 𝑡2 , ⋯ , 𝑡𝑚 ), ⋯ , 𝑥𝑛 (𝑡1 , 𝑡2 , ⋯ , 𝑡𝑚 ))
Then
𝑛
𝜕𝑤 𝜕𝑤 𝜕𝑥𝑖
=∑ , 𝑗 = 1, 2, ⋯ , 𝑚
𝜕𝑡𝑗 𝜕𝑥𝑖 𝜕𝑡𝑗
𝑖=1

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 19

Exercise:
𝑑𝑤
1. Find if
𝑑𝑡
a. 𝑤 = 𝑥𝑦, 𝑥 = sin 𝑡 𝑎𝑛𝑑 𝑦 = cos 𝑡
b. 𝑤 = 𝑥 2 + 𝑦 2 , 𝑥 = cos 𝑡 + sin 𝑡 𝑎𝑛𝑑 𝑦 = cos 𝑡 − sin 𝑡
c. 𝑤 = 𝑥𝑦 + 𝑧, 𝑥 = sin 𝑡 , 𝑦 = cos 𝑡 𝑎𝑛𝑑 𝑧 = 𝑡
d. 𝑤 = 𝑧 − sin(𝑥𝑦) , 𝑥 = 𝑡 , 𝑦 = ln 𝑡 𝑎𝑛𝑑 𝑧 = 𝑒 𝑡−1
1 1
e. 𝑤 = sin(𝑥𝑦 2 𝑧 3 ) , 𝑥 = 3𝑡 , 𝑦 = 𝑡 2 𝑎𝑛𝑑 𝑧 = 𝑡 3
𝜕𝐴 𝜕𝐴
2. Find 𝑎𝑛𝑑 if 𝐴 = 𝑥𝑦, 𝑥 = 𝑟 cos 𝜃 𝑎𝑛𝑑 𝑦 = 𝑟 sin 𝜃
𝜕𝑟 𝜕𝜃
𝜕𝑤 𝜕𝑤
3. Find 𝑎𝑛𝑑 if
𝜕𝑟 𝜕𝑠
a. 𝑤 = 𝑥 + 𝑦 2 , 𝑥 = 𝑟 − 𝑠 𝑎𝑛𝑑 𝑦 = 𝑟 + 𝑠
2
𝑥
b. 𝑤 = 𝑦 2 , 𝑥 = 𝑟 2 − 𝑠 𝑎𝑛𝑑 𝑦 = 𝑟 − 𝑠
𝜕𝑔 𝜕𝑔
4. Given 𝑔(𝑥, 𝑦) = 𝑓(𝑥 − 𝑦, 𝑦 − 𝑥), find + 𝜕𝑦 .
𝜕𝑥
𝜕𝑔 𝜕𝑔
5. Given 𝑔(𝑥, 𝑦, 𝑧) = 𝑥 2 𝑦 + 𝑦𝑒 𝑧 , 𝑥 = 𝑠 + 𝑡, 𝑦 = 𝑠𝑡 3 , 𝑧 = 𝑠 3 + 3𝑡 2 , find & .
𝜕𝑠 𝜕𝑡
𝜕𝑤 𝜕𝑤
6. Find 𝑎𝑛𝑑 if
𝜕𝑢 𝜕𝑣
a. 𝑤 = 4𝑒 ln 𝑦 , 𝑥 = ln(𝑢 cos 𝑣) 𝑎𝑛𝑑 𝑦 = 𝑢 sin 𝑣
𝑥

b. 𝑤 = 𝑥𝑦 + 𝑦𝑧 + 𝑥𝑧, 𝑥 = 𝑢 + 𝑣, 𝑦 = 𝑢 − 𝑣 𝑎𝑛𝑑 𝑧 = 𝑢𝑣
c. 𝑤 = 𝑥 2 − 2𝑦 − 7𝑧, 𝑥 = 𝑣 cos(𝜋 − 𝑢) , 𝑦 = 𝑢 sin(𝜋 − 𝑣) 𝑎𝑛𝑑 𝑧 = 𝑢𝑣
𝑥 𝑧
ln 𝑢 ln 𝑢
d. 𝑤 = 𝑒 𝑦 + 𝑒 𝑥 , 𝑥 = , 𝑦 = ln 𝑢 𝑎𝑛𝑑 𝑧 =
𝑣 𝑢𝑣
e. 𝑤 = ln(𝑥 + 𝑦 + 𝑧 ) , 𝑥 = 𝑢𝑒 sin 𝑢 , 𝑦 = 𝑢𝑒 𝑣 cos 𝑢 𝑎𝑛𝑑 𝑧 = 𝑢𝑒 𝑣
2 2 2 𝑣

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 20

Implicit Differentiation
Theorem: Implicit Differentiation
Suppose that 𝐹(𝑥, 𝑦) is differentiable and the equation 𝐹(𝑥, 𝑦) = 0 defines 𝑦 as a differentiable
function of 𝑥. Then at any point where 𝐹𝑦 ≠ 0,
𝜕𝐹
𝑑𝑦 𝐹𝑥
= − 𝜕𝑥 = −
𝑑𝑥 𝜕𝐹 𝐹𝑦
𝜕𝑦
Also if 𝐹(𝑥, 𝑦, 𝑧) is differentiable and 𝐹(𝑥, 𝑦, 𝑧) = 0, then

𝜕𝐹 𝜕𝐹
𝜕𝑧 𝐹𝑥 𝜕𝑧 𝜕𝑦 𝐹𝑦
= − 𝜕𝑥 = − 𝑎𝑛𝑑 =− =−
𝜕𝑥 𝜕𝐹 𝐹𝑧 𝜕𝑦 𝜕𝐹 𝐹𝑧
𝜕𝑧 𝜕𝑧
𝑑𝑦
Example 1: If 𝑥 3 + 𝑦 3 = 6𝑥𝑦. Find 𝑑𝑥 .
𝑑𝑦 3𝑥 2 −6𝑦
Solution: 𝐹(𝑥, 𝑦) = 𝑥 3 + 𝑦 3 − 6𝑥𝑦, 𝐹𝑥 = 3𝑥 2 − 6𝑦 and 𝐹𝑦 = 3𝑦 2 − 6𝑥, then 𝑑𝑥 = − 3𝑦 2 −6𝑥
𝜕𝑧 𝜕𝑧
Example 2: If 𝑥 3 + 𝑦 3 + 𝑧 3 + 6𝑥𝑦𝑧 = 1. Find 𝜕𝑥 and 𝜕𝑦
𝜕𝑧 𝑥 2 +2𝑦𝑧 𝜕𝑧 𝑦 2 +2𝑥𝑧
Solution: 𝜕𝑥 = − 𝑧 2 +2𝑥𝑦 and 𝜕𝑦 = − 𝑧 2 +2𝑥𝑦
𝑑𝑤
Example 3: Suppose that 𝑤 = 𝑓(𝑥, 𝑦) and 𝑦 = 𝑔(𝑥). Find a formula for .
𝑑𝑥
𝑑𝑤 𝜕𝑤 𝜕𝑤 𝑑𝑦
Solution: = + 𝜕𝑦 𝑑𝑥 .
𝑑𝑥 𝜕𝑥

Exercise:
𝑑𝑦
1. By using implicit differentiation find 𝑑𝑥 if 𝑦 2 − 𝑥 2 − sin(𝑥𝑦) = 0.
𝑑𝑦
2. Find 𝑑𝑥 | if 𝑥𝑒 𝑦 + sin(𝑥𝑦) + 𝑦 − ln 2 = 0.
(0, ln 2)
𝜕𝑧 𝜕𝑧
3. Find 𝜕𝑥 𝑎𝑛𝑑 if
𝜕𝑦
a) 𝑦𝑧 − ln 𝑧 = 𝑥 + 𝑦
1 1 1
b) +𝑦+𝑧 =0
𝑥
c) sin(𝑥 + 𝑦) + sin(𝑦 + 𝑧) + sin(𝑥 + 𝑧) = 0 𝑎𝑡 (𝜋, 𝜋, 𝜋)
d) 𝑥𝑒 𝑦 + 𝑦𝑒 𝑧 + ln 𝑥 − 3 ln 2 = 0 𝑎𝑡 (1, ln 2 , ln 3)

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 21

Directional Derivatives and Gradient
Definition: Directional Derivatives
Let 𝑓(𝑥, 𝑦) be a real-valued function with domain 𝐷 ⊆ ℝ2 , and let 𝑃0 = (𝑎, 𝑏) be a point in 𝐷.
Let 𝑢 = 〈𝑢1 , 𝑢2 〉 = 𝑢1 𝑖̂ + 𝑢2 𝑗̂ be a unit vector in ℜ2 . Then the directional derivative of 𝒇 at
(𝒂, 𝒃) in the direction of , denoted by 𝐷𝑢 𝑓(𝑎, 𝑏), is defined as
𝑑𝑦 𝑓(𝑎 + ℎ𝑢1 , 𝑏 + ℎ𝑢2 ) − 𝑓(𝑎, 𝑏)
𝐷𝑢 𝑓(𝑎, 𝑏) = ( ) = lim
𝑑𝑥 𝑢,𝑃0 ℎ→0 ℎ
Provided the limit exist.

Example 1: Find the derivative of 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 at 𝑃0 = (1, 2) in the direction of 𝑢 =

1 1
𝑖̂ + 𝑗̂ .
√2 √2

1 2 1 2
Solution: |𝑢| = √( ) + ( ) = 1 it is a unit vector, then
√2 √2

1 1
𝑓 (1 + ℎ, 2 + ℎ) − 𝑓(1, 2)
𝐷𝑢 𝑓(1, 2) = lim √2 √2
ℎ→0 ℎ
2 2
1 1
(1 + ℎ) + (2 + ℎ) − (12 + 22 )
= lim √2 √2
ℎ→0 ℎ
2 1 4 1
(1 + ℎ + ℎ2 ) + (4 + ℎ + ℎ2 ) − 5
√2 2 √2 2 3√2ℎ + ℎ2
= lim = lim = 3√2
ℎ→0 ℎ ℎ→0 ℎ
Theorem:
If 𝑓 is a differentiable function of 𝑥 and 𝑦, then has a directional derivative in the direction of
any unit vector 𝑢 = 〈𝑢1 , 𝑢2 〉 = 𝑢1 𝑖̂ + 𝑢2 𝑗̂ and
𝐷𝑢 𝑓(𝑥, 𝑦) = 𝑓𝑥 (𝑥, 𝑦)𝑢1 + 𝑓𝑦 (𝑥, 𝑦)𝑢2
1 1
Example 2: Find the derivative of 𝑓(𝑥, 𝑦) = 6 − 3𝑥 2 − 𝑦 2 and 𝑢 = 𝑖̂ − 𝑗̂. Find
√2 √2
𝐷𝑢 𝑓(1,2).
Solution: 𝑓𝑥 (𝑥, 𝑦) = −6𝑥 and 𝑓𝑦 (𝑥, 𝑦) = −2𝑦. Therefore, 𝑓𝑥 (1,2) = −6 and 𝑓𝑦 (1,2) = −4. So
1 1 6 4
𝐷𝑢 𝑓(1,2) = 𝑓𝑥 (1,2) ( ) + 𝑓𝑦 (1,2) (− )=− + = −√2
√2 √2 √2 √2
Note: The directional derivatives of 𝑓(𝑥, 𝑦, 𝑧) in the direction of unit vector 𝒂 = 𝑎1 𝑖̂ + 𝑎2 𝑗̂ +
𝑎3 𝑘̂, is given by:
𝐷𝑢 𝑓(𝑥, 𝑦, 𝑧) = 𝑓𝑥 (𝑥, 𝑦, 𝑧)𝑎1 + 𝑓𝑦 (𝑥, 𝑦, 𝑧)𝑎2 + 𝑓𝑧 (𝑥, 𝑦, 𝑧)𝑎3
2
Example 3: Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑒 𝑦 𝑧 and let 𝒂 = 𝑖̂ + 𝑗̂ + √2𝑘̂. Find the derivative of 𝑓 at (2,1,0)
𝒂
in the direction of 𝒂. [Hint: first find the unit vector 𝑢 = ‖𝒂‖]

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 22

Definition: Gradient
For a real-valued function 𝑓(𝑥, 𝑦), gradient of 𝒇, denoted by 𝑔𝑟𝑎𝑑 𝑓 = ∇𝑓 is the vector in
ℝ2 , given by
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑔𝑟𝑎𝑑 𝑓 = ∇𝑓 = ( , )= 𝑖̂ + 𝑗̂
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
For a real-valued function 𝑓(𝑥, 𝑦, 𝑧), the gradient is the vector in ℜ3 , given by
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑔𝑟𝑎𝑑 𝑓 = ∇𝑓 = ( , , )= 𝑖̂ + 𝑗̂ + 𝑘̂
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
Note:
1. The symbol ∇ is pronounced "𝑑𝑒𝑙".
𝜕𝑓 𝜕𝑓 𝜕𝑓 𝜕𝑓
2. 𝐷𝑢 𝑓(𝑎, 𝑏) = 𝑢 ∙ ∇𝑓(𝑎, 𝑏) = (𝑢1 𝑖̂ + 𝑢2 𝑗̂) ∙ (𝜕𝑥 𝑖̂ + 𝜕𝑦 𝑗̂) = 𝑢1 𝜕𝑥 + 𝑢2 𝜕𝑦

Theorem Let 𝑓(𝑥, 𝑦) be a differentiable, then

1. The point 𝑃0 (𝑎, 𝑏) where ∇𝑓(𝑎, 𝑏) = 0 is known as Stationary point.
2. 𝑓(𝑥, 𝑦) has its maximum rate of increase at (𝑎, 𝑏) in the direction of ∇𝑓(𝑎, 𝑏). The rate of
increase is |∇𝑓(𝑎, 𝑏)|.
3. 𝑓(𝑥, 𝑦) has its maximum rate of decrease at (𝑎, 𝑏) in the direction of −∇𝑓(𝑎, 𝑏). The rate
of decrease is−|∇𝑓(𝑎, 𝑏)|.
4. The directional derivative is zero in any direction orthogonal to ∇𝑓(𝑎, 𝑏).
Examples 4:
1. Find the directional derivative of 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 + 𝑥 3 𝑦 at the point (1 , 2)in the direction of
1 1
𝑢=( , ).
√2 √2

2. In which direction does the function 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 + 𝑥 3 𝑦 increase the fastest from the
point (1 , 2)? In which direction does it decrease the fastest?

3. The tempreture 𝑇 of a solid is given by the function 𝑇(𝑥, 𝑦, 𝑧) = 𝑒 −𝑥 + 𝑒 −2𝑦 + 𝑒 4𝑧 , where

𝑥, 𝑦, 𝑧 are space coordinates relative to the center of the solid. In which direction the point

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 23

 (1 , 1, 1) will the temperature decrease the fastest?

4. Is there a direction 𝑢
⃗ in which the rate of change of 𝑓(𝑥, 𝑦) = 𝑥 2 − 3𝑥𝑦 + 4𝑦 2 at (1 , 2)
equals 14?
Exercise

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 24

Definition: Tangent line to the curve
Let 𝑓(𝑥, 𝑦) = 𝑐 be the level curve of 𝑓(𝑥, 𝑦) and let 𝑃0 = (𝑎, 𝑏) be a point on the level curve,
then a line tangent to the curve at 𝑃0 is given by

∇𝑓(𝑎, 𝑏) ∙ ((𝑥 − 𝑎) 𝑖̂ + (𝑦 − 𝑏) 𝑗̂) = 0

𝜕𝑓 𝜕𝑓
⇒ (𝑎, 𝑏) (𝑥 − 𝑎) + (𝑎, 𝑏)(𝑦 − 𝑏) = 0
𝜕𝑥 𝜕𝑦
𝑥2
Example 1: Find an equation for the tangent line to the ellipse + 𝑦 2 = 2 at the point
4
(−2, 1).
𝑥2
Solution: the ellipse is the level curve of the function 𝑓(𝑥, 𝑦) = 4 + 𝑦 2
𝑥
∇𝑓(−2, 1) = ( 𝑖̂ + 2𝑦 𝑗̂)| = − 𝑖̂ + 2 𝑗̂
2 (−2, 1)
The tangent line is given by
∇𝑓(−2, 1) ∙ ((𝑥 + 2) 𝑖̂ + (𝑦 − 1) 𝑗̂) = 0
⇒ (− 𝑖̂ + 2 𝑗̂) ∙ ((𝑥 + 2) 𝑖̂ + (𝑦 − 1) 𝑗̂) = 0
⇒ −1 (𝑥 + 2) + 2(𝑦 − 1) = 0
⇒ 𝑥 − 2𝑦 = −4

Definition: Tangent plane and normal line to the surface

The tangent plane at the point 𝑃0 = (𝑎, 𝑏, 𝑐) on the level surface 𝑓(𝑥, 𝑦, 𝑧) = 𝑐 is the plane
through 𝑃0 normal to ∇𝑓(𝑃0 ). And the equation of the plane is given by

∇𝑓(𝑎, 𝑏) ∙ ((𝑥 − 𝑎) 𝑖̂ + (𝑦 − 𝑏) 𝑗̂ + (𝑧 − 𝑐)𝑘̂) = 0

𝜕𝑓 𝜕𝑓 𝜕𝑓
⇒ (𝑃0 ) (𝑥 − 𝑎) + (𝑃0 )(𝑦 − 𝑏) + (𝑃 )(𝑧 − 𝑐) = 0
𝜕𝑥 𝜕𝑦 𝜕𝑧 0
The normal line of the surface at 𝑃0 is the line through 𝑃0 parallel to ∇𝑓(𝑃0 ). And the equation
of the line is given as
𝑥−𝑎 𝑦−𝑏 𝑧−𝑐
= =
𝑓𝑥 (𝑃0 ) 𝑓𝑦 (𝑃0 ) 𝑓𝑧 (𝑃0 )
Example 2: Find the equation of the tangent plane to the surface 𝑧 = 𝑥 2 + 𝑦 2 at the point
(1,2,5).

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 25

Example 3: Find the equation of the tangent plane to the surface 𝑥 2 + 𝑦 2 + 𝑧 2 = 9 at the
point (2,2, −1).

Exersice: Find the tangent plane and normal line of the following surfaces at the given points.
1. 𝑥 2 + 𝑦 2 + 𝑧 − 9 = 0 , at 𝑃0 = (1, 2, 4).
2. 𝑧 2 − 2𝑥 2 − 2𝑦 2 − 12 = 0 , at 𝑃0 = (1, −1, 4).
3. 𝑧 = 𝑥 cos 𝑦 − 𝑦𝑒 𝑥 , at 𝑃0 = (0, 0, 0).
4. 𝑥𝑦𝑧 = 12 , at 𝑃0 = (2, −2, −3).

To estimate the change in the value of a function 𝑓 when we move a small distance 𝑑𝑠 from a
point 𝑃0 in a particular direction 𝑢 , use the formula
𝑑𝑓 = (∇𝑓(𝑃0 ) ∙ 𝑢)𝑑𝑠
Example 4: Estimate how much the value of 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑦 will cahnge if the point 𝑃(𝑥, 𝑦)
moves 0.1 unit from 𝑃0 = (2, 0) straight toward 𝑃1 = (4, 1).
Solution: 𝑑𝑠 = 0.1
⃗⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃1 = 2𝑖 + 𝑗
⃗⃗⃗⃗⃗⃗⃗⃗
𝑃0 𝑃1 2 1
𝑢= = 𝑖+ 𝑗
⃗⃗⃗⃗⃗⃗⃗⃗
|𝑃 0 𝑃1 | √5 √5

∇𝑓(2, 0) = (𝑒 𝑦 𝑖̂ + 𝑥𝑒 𝑦 𝑗̂)| = 𝑖̂ + 2 𝑗̂
(2, 0)
4
∇𝑓(2, 0) ∙ 𝑢 =
√5
Then
4
𝑑𝑓 = (∇𝑓(2, 0) ∙ 𝑢)𝑑𝑠 = ( ) (0.1) units.
√5

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 26

Total Differential
𝜕𝑧 𝜕𝑧
If 𝑧 = 𝑓(𝑥, 𝑦), then 𝑑𝑓 = 𝑑𝑧 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧
If 𝑧 = 𝑓(𝑥, 𝑦, 𝑧), then 𝑑𝑓 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦 + 𝑓𝑧 (𝑥, 𝑦)𝑑𝑧 = 𝜕𝑥 𝑑𝑥 + 𝜕𝑦 𝑑𝑦 + + 𝜕𝑧 𝑑𝑧

Example 1: Let 𝑓(𝑥, 𝑦) = 𝑥𝑦 2 + 𝑦 sin 𝑥. Find 𝑑𝑓.

𝜕𝑓 𝜕𝑓
Solution: = 𝑦 2 + 𝑦 cos 𝑥 and 𝜕𝑦 = 2𝑥𝑦 + sin 𝑥. Therefore,
𝜕𝑥

𝑑𝑓 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦 = (𝑦 2 + 𝑦 cos 𝑥)𝑑𝑥 + (2𝑥𝑦 + sin 𝑥)𝑑𝑦

Example 2: Let 𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 ln(𝑦 − 𝑧). Find 𝑑𝑓.
𝜕𝑓 𝜕𝑓 𝑥2 𝜕𝑓 −𝑥 2
Solution: = 2𝑥 ln(𝑦 − 𝑧), 𝜕𝑦 = 𝑦−𝑧 and 𝜕𝑧 = 𝑦−𝑧. Therefore,
𝜕𝑥

𝑥2 𝑥2
𝑑𝑓 = 𝑓𝑥 (𝑥, 𝑦)𝑑𝑥 + 𝑓𝑦 (𝑥, 𝑦)𝑑𝑦 + 𝑓𝑧 (𝑥, 𝑦)𝑑𝑧 = 2𝑥 ln(𝑦 − 𝑧) 𝑑𝑥 + 𝑑𝑦 − 𝑑𝑧
𝑦−𝑧 𝑦−𝑧
Example 3: An isoseles tiangle 𝑇 has dimensions as shown below. Approximatly what change
occures in the area of 𝑇 if the length of the equal sides are increased by 1𝑚𝑚 and the vertex
angle increased by 0.04 𝑟𝑎𝑑.
𝜋
3𝑐𝑚 6 3𝑐𝑚

Solution:
1 2
𝐴(𝑥, 𝜃) = 𝑥 sin 𝜃
2
𝜋 𝜋
𝑥0 = 3, 𝜃0 = , ∆𝑥 = 0.1𝑐𝑚 ∆𝜃 = 0.04 𝑟𝑎𝑑 𝑎𝑛𝑑 𝑃0 = (3, )
6 6
𝜕𝐴 𝜕𝐴
𝑑𝐴 = 𝑑𝑥 + 𝑑𝜃
𝜕𝑥 𝜕𝜃
𝜕𝐴 𝜋 𝜕𝐴 𝜋
⇒ 𝑑𝐴 = (3, ) (0.1𝑐𝑚) + (3, ) (0.04 𝑟𝑎𝑑) = 0.306𝑐𝑚2
𝜕𝑥 6 𝜕𝜃 6

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 27

Definition: Linearization, Standard Linear Approximation
The linearization of a differentiable function 𝑓(𝑥, 𝑦) at a point (𝑎, 𝑏) is the function
𝐿(𝑥, 𝑦) = 𝑓(𝑎, 𝑏) + 𝑓𝑥 (𝑎, 𝑏)(𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏)(𝑦 − 𝑏)
And 𝐿(𝑥, 𝑦) is known as the standard linear approximation of 𝑓(𝑥, 𝑦).
𝑓(𝑥, 𝑦) ≈ 𝐿(𝑥, 𝑦)
Similarly the linearization of 𝑓(𝑥, 𝑦, 𝑧) at a point 𝑃0 (𝑎, 𝑏, 𝑐) is
𝐿(𝑥, 𝑦, 𝑧) = 𝑓(𝑃0 ) + 𝑓𝑥 (𝑃0 )(𝑥 − 𝑎) + 𝑓𝑦 (𝑃0 )(𝑦 − 𝑏) + 𝑓𝑧 (𝑃0 )(𝑧 − 𝑐)
1
Example 1: Find the linear approximation of 𝑓(𝑥, 𝑦) = 𝑥 2 − 𝑥𝑦 + 𝑦 2 + 3 at a point (3, 2).
2

Solution: 𝐿(𝑥, 𝑦) = 4𝑥 − 𝑦 − 2
Example 2: Approximate the following numbers

a) √(4.05)2 + (2.93)2
Solution: Put 𝑓(𝑥, 𝑦) = √𝑥 2 + 𝑦 2 and find 𝐿 at (4, 3)
b) √(3.02)2 + (4.03)2 + (11.98)2
Solution: Put 𝑓(𝑥, 𝑦, 𝑧) = √𝑥 2 + 𝑦 2 + 𝑧 2 and find 𝐿 at (3, 4, 12)
c) (1.02)3.01
Solution: Put 𝑓(𝑥, 𝑦) = 𝑥 𝑦 and find 𝐿 at (1, 3)

Exercise

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 28

 Problem Set

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 29

Maxima and Minima
Definition
Let 𝑓(𝑥, 𝑦) be a real-valued function, and let (𝑎, 𝑏) be a point in the domain of 𝑓. We say that
𝑓 has a local maximum at (𝑎, 𝑏) if 𝑓(𝑥, 𝑦) ≤ 𝑓(𝑎, 𝑏) for all (𝑥, 𝑦) inside some disk of
positive radius centered at (𝑎, 𝑏), i.e. there is sufficiently small 𝑟 > 0 such that 𝑓(𝑥, 𝑦) ≤
𝑓(𝑎, 𝑏) for all (𝑥, 𝑦) for which (𝑥 − 𝑎)2 + (𝑦 − 𝑏)2 < 𝑟 2 .
Likewise, we say that 𝑓 has a local minimum at (𝑎, 𝑏) if 𝑓(𝑥, 𝑦) ≥ 𝑓(𝑎, 𝑏) for all (𝑥, 𝑦) inside
some disk of positive radius centered at (𝑎, 𝑏).
If 𝑓(𝑥, 𝑦) ≤ 𝑓(𝑎, 𝑏) for all (𝑥, 𝑦) in the domain of 𝑓, then 𝑓 has a global maximum at (𝑎, 𝑏).
If 𝑓(𝑥, 𝑦) ≥ 𝑓(𝑎, 𝑏) for all (𝑥, 𝑦) in the domain of 𝑓, then 𝑓 has a global minimum at (𝑎, 𝑏).
Example 1:

Definition: Critical point

An interior point (𝑎, 𝑏) in the domain of 𝑓(𝑥, 𝑦) is a critical point of 𝑓(𝑎, 𝑏) if either
(1) ∇𝑓(𝑎, 𝑏) = 〈0,0〉, or
(2) One (or both) of 𝑓𝑥 or 𝑓𝑦 does not exist at (𝑎, 𝑏).
Local Extrema: The second derivative test can be used to classify critical points.
Example 2: Find all the critical points of the following functions:
1
1. 𝑓(𝑥, 𝑦) = 𝑥 3 − 𝑦 3 − 2𝑥𝑦 + 6 3. 𝑓(𝑥, 𝑦) = 𝑥 2+𝑦2
2. 𝑓(𝑥, 𝑦) = √𝑥 2 + 𝑦 2 −4𝑥
4. 𝑓(𝑥, 𝑦) = 𝑥 2+𝑦2+1
2 +𝑦2 )
5. 𝑓(𝑥, 𝑦) = (𝑥 2 + 𝑦 2 )𝑒 −(𝑥

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 30

Absolute Maxima and Minima
Theorem: Absolute Extrema
If 𝑓(𝑥, 𝑦) is defined on a closed bounded set 𝑅 in ℝ2 . To find the absolute maximum and
minimum values of 𝑓 on 𝑅, we have the following procedure:
(1) Determine the values of 𝑓 at all critical points in 𝑅. (Interior part)
(2) Find the maximum and minimum values of 𝑓 on the boundary of 𝑅. (Boundary part)
(3) Compare the values found in (1) and (2). The greatest value is the absolute maximum
value. The smallest value is the minimum value.
Example:
Find the absolute maximum and minimum values of 𝑓(𝑥, 𝑦) = 2 + 2𝑥 + 2𝑦 − 𝑥 2 − 𝑦 2 on the
triangular plate in the first quadrant bounded by the lines 𝑥 = 0, 𝑦 = & 𝑦 = 9 − 𝑥.
Solution:

𝐴(9, 0)

𝑦=9−𝑥

𝑂(0, 0) 𝐵(9, 0)

In the interior of the triangle, we find that

𝑓𝑥 = 2 − 2𝑥 = 0
{ ⇒ 𝑥 = 1 𝑎𝑛𝑑 𝑦 = 1
𝑓𝑦 = 2 − 2𝑦 = 0
The critical point is (1, 1) and it is in the interior.
On the boundary:
 𝑂𝐴: 𝑥 = 0 ,0 ≤ 𝑦 ≤ 9 𝑎𝑛𝑑 𝑓(0, 𝑦) = 2 + 2𝑦 − 𝑦 2
𝑓 ′ (0, 𝑦) = 2 − 2𝑦 = 0
The critical point is (0,1) and the boundary points are (0,0) 𝑎𝑛𝑑 (0,9).
 𝑂𝐵: 𝑦 = 0 ,0 ≤ 𝑥 ≤ 9 𝑎𝑛𝑑 𝑓(𝑥, 0) = 2 + 2𝑥 − 𝑥 2
𝑓 ′ (𝑥, 0) = 2 − 2𝑥 = 0
The critical point is (1,0) and the boundary points are (0,0) 𝑎𝑛𝑑 (9,0).
 𝐴𝐵: 𝑦 = 9 − 𝑥 ,0 ≤ 𝑥 ≤ 9 𝑎𝑛𝑑 𝑓(𝑥, 9 − 𝑥) = 2 + 2𝑥 + 2(9 − 𝑥) − 𝑥 2 − (9 − 𝑥)2
𝑓 ′ (𝑥, 9 − 𝑥) = −2𝑥 + 2(9 − 𝑥) = 0
It has no critical point, but the boundary points are (9,0) 𝑎𝑛𝑑 (0,9).

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 31

Finally, calculate
𝑓(0, 1) = 𝑓(1, 0) = 3, 𝑓(1, 1) = 4, 𝑓(0,9) = 𝑓 (9,0) = −61 𝑎𝑛𝑑 𝑓(0,0) = 2
Hence,
𝑓𝑚𝑎𝑥 = 4 𝑎𝑡 (1, 1).
𝑓𝑚𝑖𝑛 = −61 𝑎𝑡 (0, 9) 𝑎𝑛𝑑 (9,0).

Exercise:

1.

2.

2. Find the absolute maximum and minimum values of:

a) 𝑓(𝑥, 𝑦) = 2𝑥 2 − 4𝑥 + 𝑦 2 − 4𝑦 + 1 , on the closed triangular plate bounded by
the lines 𝑥 = 0, 𝑦 = 2 & 𝑦 = 2𝑥 in the first quadrant.
b) 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑥𝑦 + 𝑦 2 − 6𝑥 + 2, on the rectangular plate 0 ≤ 𝑥 ≤ 5,
−3 ≤ 𝑦 ≤ 0.
𝜕𝑓 𝜕𝑓
Theorem: Let 𝑓(𝑥, 𝑦) be a real-valued function such that both 𝜕𝑥 (𝑎, 𝑏) 𝑎𝑛𝑑 (𝑎, 𝑏) exist.
𝜕𝑦
Then the necessary condition for 𝑓(𝑥, 𝑦) to have a local maximum or minimum at (𝑎, 𝑏) is
that ∇𝑓(𝑎, 𝑏) = 0.

Theorem: Second Derivative Test

Suppose that the function 𝑓(𝑥, 𝑦) is continuous & differentiable, and 𝑓 has a critical point (𝑎, 𝑏).
Let
2
𝐷(𝑥, 𝑦) = 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 ,
Which is called the discriminant.
(1) If 𝐷(𝑎, 𝑏) > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) < 0, then 𝑓 has a local maximum value at (𝑎, 𝑏).
(2) If 𝐷(𝑎, 𝑏) > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) > 0, then 𝑓 has a local minimum value at (𝑎, 𝑏).
(3) If 𝐷(𝑎, 𝑏) < 0, then 𝑓 has a saddle point at (𝑎, 𝑏).
(4) If 𝐷(𝑎, 𝑏) = 0, then the test is inconclusive.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 32

Example 1:

Example 2:

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 33

Example 3:

Example 4:

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 34

 Exercise

12. The temperature of a point (𝑥, 𝑦, 𝑧) on the unit sphere is given by 𝑇(𝑥, 𝑦, 𝑧) = 𝑥𝑦 + 𝑦𝑧.
What is the hottest point on the sphere?

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 35

Constrained Optimization (Constrained Maxima and Minima)
Lagrange Methods
The Lagrange Multipliers for functions of two variables
If 𝑓(𝑥, 𝑦) has an extreme value on the level curve 𝑔(𝑥, 𝑦) = 𝑐 at the point (𝑎, 𝑏), then there
exists a number 𝜆 such that ∇𝑓(𝑎, 𝑏) = 𝜆 ∇𝑔(𝑎, 𝑏).
The number 𝜆 in the above equation is called a Lagrange multiplier.
To find the maximum and minimum value of 𝑓(𝑥, 𝑦) subjected to the constraint 𝑔(𝑥, 𝑦) = 𝑐
[assuming that these extreme values exist and ∇𝑔 ≠ 0 on the surface 𝑔(𝑥, 𝑦) = 𝑐]:
𝑀𝑎𝑥./𝑀𝑖𝑛. 𝑓(x, y)

𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑔(𝑥, 𝑦) = 𝑐
1) Find all values of 𝑥, 𝑦 𝑎𝑛𝑑 𝜆 such that
𝑓𝑥 (𝑥, 𝑦) = 𝜆 𝑔𝑥 (𝑥, 𝑦)
∇𝑓(𝑥, 𝑦) = 𝜆 ∇𝑔(𝑥, 𝑦) 𝑎𝑛𝑑
{ ⇒ {𝑓𝑦 (𝑥, 𝑦) = 𝜆 𝑔𝑦 (𝑥, 𝑦) 𝑎𝑛𝑑
𝑔(𝑥, 𝑦) = 𝑐
𝑔(𝑥, 𝑦) = 𝑐
2) Evaluate 𝑓 at all points (𝑥, 𝑦) that results from step (1). The largest of these values is the
maximum value of 𝑓; the smallest is the minimum value of 𝑓.
Note:
 For functions of three variables
𝑀𝑎𝑥./𝑀𝑖𝑛. 𝑓(x, y, z)

𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑔(𝑥, 𝑦, 𝑧) = 𝑐
1) Find all values of 𝑥, 𝑦, 𝑧 𝑎𝑛𝑑 𝜆 such that
𝑓𝑥 (𝑥, 𝑦, 𝑧) = 𝜆 𝑔𝑥 (𝑥, 𝑦, 𝑧)
∇𝑓(𝑥, 𝑦, 𝑧) = 𝜆 ∇𝑔(𝑥, 𝑦, 𝑧) 𝑎𝑛𝑑 𝑓𝑦 (𝑥, 𝑦, 𝑧) = 𝜆 𝑔𝑦 (𝑥, 𝑦, 𝑧)
{ ⇒
𝑔(𝑥, 𝑦, 𝑧) = 𝑐 𝑓𝑧 (𝑥, 𝑦, 𝑧) = 𝜆 𝑔𝑧 (𝑥, 𝑦, 𝑧) 𝑎𝑛𝑑
{ 𝑔(𝑥, 𝑦, 𝑧) = 𝑐
2) Evaluate 𝑓 at all points (𝑥, 𝑦, 𝑧) that results from step (1). The largest of these values is
the maximum value of 𝑓; the smallest is the minimum value of 𝑓.
 For functions of three variables with two constraints
𝑀𝑎𝑥./𝑀𝑖𝑛. 𝑓(x, y, z)
𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑔(𝑥, 𝑦, 𝑧) = 𝑐1
ℎ(𝑥, 𝑦, 𝑧) = 𝑐1
Find all values of 𝑥, 𝑦, 𝑧 𝑎𝑛𝑑 𝜆 such that
𝑓𝑥 (𝑥, 𝑦, 𝑧) = 𝜆1 𝑔𝑥 (𝑥, 𝑦, 𝑧) + 𝜆2 ℎ𝑥 (𝑥, 𝑦, 𝑧)
𝑓𝑦 (𝑥, 𝑦, 𝑧) = 𝜆1 𝑔𝑦 (𝑥, 𝑦, 𝑧) + 𝜆2 ℎ𝑦 (𝑥, 𝑦, 𝑧)
⇒ 𝑓𝑧 (𝑥, 𝑦, 𝑧) = 𝜆1 𝑔𝑧 (𝑥, 𝑦, 𝑧) + 𝜆2 ℎ𝑧 (𝑥, 𝑦, 𝑧)
𝑔(𝑥, 𝑦, 𝑧) = 𝑐1 𝑎𝑛𝑑
{ ℎ(𝑥, 𝑦, 𝑧) = 𝑐2

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 36

Example 1:

Example 2:

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 37

Example 3:

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 38

Example 4: Let 𝑓(𝑥, 𝑦) = 3𝑥 2 + 2𝑦 2 − 4𝑦 + 1. Find the extreme values of 𝑓 on the disk 𝑥 2 +
𝑦 2 ≤ 16.
Solution: 𝑓 has extreme values on the disk and it can have them on the boundary 𝑥 2 + 𝑦 2 = 16
and on the interior 𝑥 2 + 𝑦 2 ≤ 16.
To find the extreme value on the boundary 𝑥 2 + 𝑦 2 = 16, we apply Lagrange’s method.
𝑀𝑎𝑥./𝑀𝑖𝑛. 𝑓(x, y) = 3𝑥 2 + 2𝑦 2 − 4𝑦 + 1
𝑠. 𝑡. 𝑔(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 = 16

6𝑥 = 𝜆(2𝑥)
∇𝑓(𝑥, 𝑦) = 𝜆 ∇𝑔(𝑥, 𝑦)
{ ⇒ { 4𝑦 = 𝜆(2𝑦)
𝑔(𝑥, 𝑦) = 𝑐
𝑥 2 + 𝑦 2 = 16
2𝑥(3 − 𝜆) = 0
⇒ { 2(2 − 𝜆) = 2 ⇒ 𝑥 = 0 𝑜𝑟 𝜆 = 3
𝑥 2 + 𝑦 2 = 16

So the critical points are (0, 4), (0, −4), (√12, −2)𝑎𝑛𝑑 (−√12, 2).

In the interior of the disk, we find that

𝑓𝑥 = 6𝑥 = 0
{ ⇒ 𝑥 = 0 𝑎𝑛𝑑 𝑦 = 1
𝑓𝑦 = 4𝑦 − 4 = 0
The critical point is (0, 1) and it is in the interior. Finally, calculate
𝑓(0, 4) = 17, 𝑓(0, −4) = 49, 𝑓(√12, −2) = 𝑓 (−√12, 2) = 53 𝑎𝑛𝑑 𝑓(0,1) = −1
Hence,
𝑓𝑚𝑎𝑥 = 53 𝑎𝑡 (√12, −2)𝑎𝑛𝑑 (−√12, 2)
𝑓𝑚𝑖𝑛 = −1 𝑎𝑡 (0, 1)
Remark:
For inequality constraint
𝑀𝑎𝑥./𝑀𝑖𝑛. 𝑓(x, y)

𝑠𝑢𝑏𝑗𝑒𝑐𝑡 𝑡𝑜 𝑔(𝑥, 𝑦) ≤ 𝑐
Find all values of 𝑥, 𝑦 𝑎𝑛𝑑 𝜆 satisfying
i. ∇𝑓(𝑥, 𝑦) = 𝜆 ∇𝑔(𝑥, 𝑦)
ii. 𝜆 ∇𝑔(𝑥, 𝑦) = 0
iii. 𝑔(𝑥, 𝑦) ≤ 𝑐
iv. 𝜆≥0
Condition (ii) is known as complementary slackness conditions (i.e. 𝜆 𝑎𝑛𝑑 ∇𝑔(𝑥, 𝑦) cannot be
non-negative at the same time).

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 39

 Exercise

6. In each of the following, find all local maxima and minima:

a) b)

c) d)

e)

7.

8.

9.

10
.

11
.

Lecture note: Chapter 4 Addis Belete (PhD) AAU, 2023/24 40