Multivariable Functions 2014

NORTHERN TECHNICAL COLLEGE

DISTANCE LEARNING PROGRAMME

Programme : DIPLOMA IN MECHANICAL ENGINEERING

Subject : ENGINEERING MATHEMATICS

Module Title : MULTIVARIABLE FUNCTIONS

Module : 65 – 02 – B (2)

Copyright : No part of this module may be reproduced by any

means without the express permission of the Northern Technical College ©
K. S. Banda

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Contents
Foreword 3
Module Objectives 4
UNIT 1: INTRODUCTION TO MULTIVARIABLE FUNCTIONS 5
UNIT 2: PARTIAL DERIVATIVES 7
2.1 Partial derivatives in calculus 7
2.2 Second Order Partial Derivatives in Calculus 10
2.3 The Chain Rule for Functions of Two Variables 13
UNIT 3: APPLICATIONS OF PARTIAL DERIVATIVES 15
3.1 Critical Points of Functions of two variables 15
3.2 Maxima and Minima of Functions of Two Variables 19
3.3 Optimization Problems with Functions of Two Variables 26

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Foreword
Dear Student,

Welcome to the Mechanical Diploma – Engineering mathematics class. In

this class, you will acquire mathematical principles, skill and knowledge
relevant for you to be able to solve mathematical problems related to
mechanical engineering.

This is the second of the four (4) modules in the engineering mathematics
series. Each module is composed of consecutive units. This module has
four units.

You are urged to follow the order of the units in your studies as these have
been arranged in such a way that the pre-requisites of a unit are discussed
in the previous unit(s).

I have placed exercises at the end of each unit for you to practice your
newly acquired knowledge and skill.

K. S. Banda

B.Sc (UNZA), Cert – Teach Methodology (TVTC)

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Module Objectives
At the end of this module, you will be able to:

1. Perform partial differentiation.(skill)

2. Obtain higher partial derivatives.(skill)
3. Apply partial derivatives in optimization of multivariable functions.
(skill)

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UNIT 1: INTRODUCTION TO MULTIVARIABLE FUNCTIONS

A multivariable function is a function with several variables. Functions with more than
one variable are needed in order to mathematically model complicated physical
phenomena.

Examples of multivariable functions

 A rectangle has a width W and a length L. The area A of the rectangle is given
by A = W L. It is clear that if W and L vary, area A depends on two variables:
width W and length L. Area A is said to be a function of two variables W and L.

 A rectangular solid has width W, length L and height H. The volume V of the
rectangular solid is given by V = W L H. If W, L and H vary, volume V depends
on 3 variables: width W, length L and height H.

 The volume V of a circular cylinder of radius r and height h is given by V = π r 2

h. If r and h vary, we can say that volume V is a function of two variables r and
h.

 Let T be the temperature in a room. Using a rectangular coordinate system of

axes (x,y,z), temperature T can be said to vary with x, y , z and time t and may
be written as T(x,y,z,t) as a function of 4 variables.

It is customary to indicate the variable on the functions as indicated below;

– this means in the function f, x is the only variable.

– this means the function T, has x and y as variables.

In this module we will learn the techniques of partially differentiation of multivariable

functions.

In order for you to effectively understand the techniques, you must recall the following
principles of differential calculus;

1. Product rule:

2. Quotient rule:

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3. Chain rule:

You may also need to remember the standard derivatives of common functions shown
below;
Function Standard derivative

1.

2.

3.

4.

5.

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UNIT 2: PARTIAL DERIVATIVES

2.1 Partial derivatives in calculus

Let f(x,y) be a function with two variables. If we keep y constant and
differentiate f (assuming f is differentiable) with respect to the variable x, we
obtain what is called the partial derivative of f with respect to x which is denoted
by;

or

Similarly If we keep x constant and differentiate f (assuming f is differentiable)

with respect to the variable y, we obtain what is called the partial derivative of f
with respect to y which is denoted by;

or

We might also define partial derivatives of function f as follows:

Let us now present several examples with detailed solution on how to calculate
partial derivatives.
Example 1:
Find the partial derivatives fx and fy if f(x , y) is given by f(x , y) = x2 y + 2x + y

Solution:

Assume y is constant and differentiate with respect to x,

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Now assume x is constant and differentiate with respect to y to obtain,

Example 2:
Find fx and fy if f(x , y) is given by

Solution to Example 2:
Differentiate with respect to x assuming y is constant;

Differentiate with respect to y assuming x is constant,

Example 3:
Find fx and fy if f(x,y) is given by

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Solution to Example 3:

Differentiate with respect to x assuming y is constant,

Differentiate with respect to y,

Example 4:
Find fx and fy if f(x , y) is given by

Solution to Example 4:
Differentiate with respect to x to obtain,

Differentiate with respect to y,

Example 5: Find fx(2 , 3) and fy(2 , 3) if f(x , y) is given by .

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Solution to Example 5:
We first find fx and fy,

We now calculate fx(2 , 3) and fy(2 , 3) by substituting x and y by their given

values,

Exercise: Find partial derivatives fx and fyof the following functions

1.

2.

3.

Answer to Above Exercise:

1. ,

2. ,

3.

2.2 Second Order Partial Derivatives in Calculus

Examples with detailed solutions on how to calculate second order partial
derivatives are presented. For a two variable function f(x,y), we can define 4
second order partial derivatives.

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Example 1: Find fxx, fyy given that f(x , y) = sin (x y)

Solution to Example 1:

fxx may be calculated as follows

fyy can be calculated as follows;

Example 2: Find fxx, fyy, fxy, fyx given that f(x,y) = x3 + 2xy.

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Solution to Example 2:

fxx is calculated as follows

fyy is calculated as follows;

fxy is calculated as follows

fyx is calculated as follows;

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Excercise:
Find fxx, fyy, fxy, fyx given that f(x , y) = x3y4 + x2 y.

Solution to Excercise:

fxx= 6xy4 + 2y fyy = 12x3y2 fxy = 12x2y3 + 2x fyx = 12x2y3 + 2x

2.3 The Chain Rule for Functions of Two Variables

Introduction

In physics and chemistry, the pressure P of a gas is related to the volume V, the
number of moles of gas n, and temperature T of the gas by the following
equation:

where R is a constant of proportionality. We can easily find how the pressure

changes with volume and temperature by finding the partial derivatives of P with
respect to V and P, respectively. But, now suppose volume and temperature are
functions of time (with n constant): V=V(t) and T=T(t). We wish to know how
the pressure P is changing with time. To do this we need a chain rule for
functions of more than one variable. We will find that the chain rule is an
essential part of the solution of any related rate problem.

The Chain Rule

If x=x(t) and y=y(t) are differentiable at t and z=f(x(t),y(t)) is differentiable at

(x(t),y(t)), then z=f(x(t),y(t) is differentiable at t and

This can be proved directly from the definitions of z being differentiable at

(x(t),y(t)) and x and y being differentiable at t.

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Example

For the function z(x,y)=yx2+x+y with x(t)=log(t) and y(t)=t2, we have

Example

For our introductory example, we can now find dP/dt:

Implicit Differentiation

A special case of this chain rule allows us to find dy/dx for functions F(x,y)=0
that define y implicity as a function of x. Suppose x is an independent variable
and y=y(x). Differentiating both sides with respect to x (and applying the chain
rule to the left hand side) yields

or, after solving for dy/dx,

provided the denominator is non-zero.

For example, if F(x,y)=x2+sin(y) +y=0, then

which implies

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An Extension of the Chain Rule

We may also extend the chain rule to cases when x and y are functions of two
variables rather than one. Let x=x(s,t) and y=y(s,t) have first-order partial
derivatives at the point (s,t) and let z=f(s,t) be differentiable at the point
(x(s,t),y(s,t)). Then z has first-order partial derivatives at (s,t) with

The proof of this result is easily accomplished by holding s constant and applying
the first chain rule discussed above and then repeating the process with the
variable t held constant.

Example

Let z(x,y)=x2+y2 with x(r, )=rcos( ) and y(r, )=rsin( ). The partials of z with

respect to r and theta are,

where in the computation of the first partial derivative we have used the identity

The Chain Rule for Functions of More than Two Variables

We may of course extend the chain rule to functions of n variables each of which
is a function of m other variables. This is most easily illustrated with an example.
Suppose f=f(x_1,x_2,x_3,x_4) and x_i=x_i(t_1,t_2,t_3) (i.e., we have set n=4
and m=3). Then, for example, the partial derivative of f with respect to t_2 is

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UNIT 3: APPLICATIONS OF PARTIAL DERIVATIVES

3.1 Critical Pointsof Functions of two variables

Definition
A critical point of a function with two variables is a point where the partial
derivatives of first order are equal to zero.

Example 1: Find the critical point(s) of function f defined by

f(x , y) = x2 + y2

Solution to Example 1:

We first find the first order partial derivatives.

fx(x,y) = 2x

fy(x,y) = 2y

We now solve the following equations fx(x,y) = 0 and fy(x,y) = 0,

simultaneously.

fx(x,y) = 2x = 0

fy(x,y) = 2y = 0

The solution to the above system of equations is the ordered pair

(0,0).

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Below is the graph of f(x,y) = x2 + y2 and it looks that at the critical point (0,0)
f has a minimum value.

Example 2: Find the critical point(s) of function f defined by

f(x , y) = x2 – y2

Solution to Example 2:

Find the first order partial derivatives of function f.

fx(x,y) = 2x

fy(x,y) = –2y

Solve the following equations fx(x,y) = 0 and fy(x,y) = 0 simultaneously.

fx(x,y) = 2x = 0

fy(x,y) = –2y = 0

The solution is the ordered pair (0,0).

The graph of f(x,y) = x2 – y2 is shown below. f is curving down in the y

direction and curving up in the x direction. f is stationary at the point (0,0) but
there is no extremum (maximum or minimum). (0,0) is called a saddle point
because there is neither a relative maximum nor a relative minimum and the
surface close to (0,0) looks like a saddle.

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Example 3: Find the critical point(s) of defined by

f(x,y) = –x2 – y2

Solution to Example 3:

We first find the first order partial derivatives.

fx(x,y) = –2x

fy(x,y) = –2y

We now solve the following equations fx(x,y) = 0 and fy(x,y) = 0

simultaneously.

fx(x,y) = - 2x = 0

fy(x,y) = - 2y = 0

The solution to the above system of equations is the ordered pair

(0,0).

The graph of f(x , y) = –x2– y2 is shown below and it has a relative maximum.

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Example 4: Find the critical point(s) of defined by

f(x , y) = x3 + 3x2– 9x + y3– 12y

Solution to Example 4:

The first order partial derivatives are given by,

fx(x,y) = 3x2 + 6x – 9

fy(x,y) = 3y2 – 12

We now solve the equations fx(x,y) = 0 and fy(x,y) = 0 simultaneously.

3x2 + 6x – 9= 0

3y2– 12 = 0

The solutions, which are the critical points, to the above system of equations
are given by

(1,2) , (1,-2) , (-3,2) , (-3,-2)

Exercises: Find, if any, the critical points to the functions below.

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1.

2.

3.

4.

Answer to Above Exercises:

1. (0,0) , (1,1)

2. (1,–1)

3. (16,4) , (1,–1)

4. no critical points.

3.2 Maxima and Minima of Functions of Two Variables

Locate relative maxima, minima and saddle points of functions of two variables.
Several examples with detailed solutions are presented. 3-Dimensional graphs of
functions are shown to confirm the existence of these points.

Theorem
Let f be a function with two variables with continuous second order partial
derivativesfxx, fyy and fxy at a critical point (a,b). Let

D = fxx(a,b) fyy(a,b) – fxy2(a,b)

 If D > 0 and fxx(a,b) > 0, then f has a relative minimum at (a,b).
 If D > 0 and fxx(a,b) < 0, then f has a relative maximum at (a,b).

 If D < 0, then f has a saddle point at (a,b).

 If D = 0, then no conclusion can be drawn.

We now present several examples with detailed solutions on how to locate

relative minima, maxima and saddle points of functions of two variables. When
too many critical points are found, the use of a table is very convenient.

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Example 1: Determine the critical points and locate any relative minima, maxima
and saddle points of function f defined by

f(x,y) = 2x2 + 2xy + 2y2– 6x

Solution to Example 1:

Find the first partial derivatives fx and fy.

fx(x,y) = 4x + 2y – 6

fy(x,y) = 2x + 4y

The critical points satisfy the equations fx(x,y) = 0 and fy(x,y) = 0

simultaneously. Hence,

4x + 2y – 6 = 0

2x + 4y = 0

The above system of equations has one solution at the point (2,–1).

We now need to find the second order partial derivatives f xx(x,y), fyy(x,y) and
fxy(x,y).

fxx(x,y) = 4

fyy(x,y) = 4

fxy(x,y) = 2

We now need to find D defined above.

D = fxx(2,–1) fyy(2,–1) – fxy2(2,–1)

D = (4)(4) – 22

D = 12

Since D is positive and fxx(2,–1) is also positive, according to the above theorem
function f has a local minimum at (2,–1).

The 3-Dimensional graph of function f given above shows that f has a local
minimum at the point (2,–1,f(2,–1)) = (2,–1,–6).

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Example 2: Determine the critical points and locate any relative minima, maxima
and saddle points of function f defined by

f(x , y) = 2x2– 4xy + y4 + 2

Solution to Example 2:

Find the first partial derivatives fx and fy.

fx(x,y) = 4x – 4y

fy(x,y) = –4x + 4y3

Determine the critical points by solving the equations f x(x,y) = 0 and fy(x,y) = 0
simultaneously. Hence.

4x – 4y = 0

- 4x + 4y3 = 0

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The first equation gives x = y. Substitute x by y in the equation - 4x + 4y 3 = 0 to

obtain.

–4y + 4y3 = 0

Factor and solve for y.

4y(–1 + y2) = 0

y = 0 , y = 1 and y = –1

We now use the equation x = y to find the critical points.

(0,0) , (1,1) and (–1,–1)

We now determine the second order partial derivatives.

fxx(x,y) = 4

fyy(x,y) = 12y2

fxy(x,y) = –4

We now use a table to study the signs of D and fxx(a,b) and use the above theorem to
decide on whether a given critical point is a saddle point, relative maximum or minimum.

Critical point (a,b) (0,0) (1,1) (-1,1)

fxx(a,b) 4 4 4
fyy(a,b) 0 12 12
fxy(a,b) -4 -4 -4
D -16 32 32
saddle point relative minimum relative minimum

A 3-Dimensional graph of function f shows that f has two local minima at (–1,–1,1) and
(1,1,1) and one saddle point at (0,0,2).

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Example 3: Determine the critical points and locate any relative minima, maxima
and saddle points of function f defined by

f(x,y) = –x4– y4 + 4xy

Solution to Example 3:

First partial derivatives fx and fy are given by.

fx(x,y) = – 4x3 + 4y

fy(x,y) = – 4y3 + 4x

We now solve the equations fy(x,y) = 0 and fx(x,y) = 0 to find the critical points..

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– 4x3 + 4y = 0

– 4y3 + 4x = 0

The first equation gives y = x3. Combined with the second equation, we obtain.

– 4(x3)3 + 4x = 0

Which may be written as.

x(x4– 1)(x4 + 1) = 0

Which has the solutions.

x = 0 ,–1 and 1.

We now use the equation y = x3 to find the critical points.

(0,0) , (1,1) and (– 1,– 1)

We now determine the second order partial derivatives.

fxx(x,y) = – 12x2

fyy(x,y) = – 12y2

fxy(x,y) = 4

The table below shows the signs of D and fxx(a,b). Then the above theorem is
used to decide on what type of critical points it is.
critical point (a,b) (0,0) (1,1) (– 1,1)
fxx(a,b) 0 – 12 – 12
fyy(a,b) 0 – 12 – 12
fxy(a,b) 4 4 4
D – 16 128 128
saddle point relative maximum relative maximum

A 3-Dimensional graph of function f shows that f has two local maxima at

(– 1,–1,2) and (1,1,2) and a saddle point at (0,0,0).

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Exercise: Determine the critical points of the functions below and find out
whether each point corresponds to a relative minimum, maximum, saddle point
or no conclusion can be made.

1. f(x,y) = x2 + 3y2 – 2xy – 8x

2. f(x,y) = x3– 12x + y3 + 3y2– 9y

Answer to Exercise:

1. relative maximum at (1,1) and (– 1,– 1) and a saddle point at (0,0)

2. relative maximum at (2,– 3), relative minimum at (2,1), saddle points at

(– 2, – 3) and (– 2,1).

3.3 Optimization Problems with Functions of Two Variables

Several optimization problems are solved and detailed solutions are presented.
These problems involve optimizing functions in two variables using first and
second order partial derivatives.

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Problem 1: You decide to build a box that has the shape of a rectangular prism
with a volume of 1000 cubic centimeters. Find the dimensions x, y and z of the
box so that the total surface area of all 6 faces of the box is minimum.

Solution to Problem 1:

The total area A of all six faces of the prism is given by.

A = 2xy + 2yz + 2zx

The volume of the box is given; hence

xyz = 1000

Solve the above for z.

z = 1000 / (xy)

Substitute z in the expression of the area A to obtain.

A(x,y) = 2xy + 2y * 1000 / (xy) + 2x * 1000 / (xy) = 2xy + 2000 / x + 2000 / y

We now need to find x and y that minimize the area A. We first need to find the
critical points and then test the second partial derivatives. The first order partial
derivatives of A are given by

Ax(x,y) = 2y – 2000 / (x2)

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Ay(x,y) = 2x – 2000 / (y2)

The critical points are found by setting Ax(x,y) = 0 and Ay(x,y) = 0 and solving
the system obtained. Which gives

2y - 2000 / (x2) = 0 which gives 2yx2 = 2000

2x - 2000 / (y2) = 0 which gives 2xy2 = 2000

Solve the above to obtain

x = 10 and y = 10

We now need to find the second order partial derivatives.

Axx(x,y) = 4000/(x3)

Ayy(x,y) = 4000/(y3)

Axy(x,y) = 2

We now need to test the values of Axx, Ayy and Axy at the point (10,10) in order to
use the theorem on minima and maxima of functions with 2 variables.

D = Axx(10,10) Ayy(10,10) - Axy2(10,10) = 4 * 4 - 4 = 12

D is positive and Axx(10,10) = 4 is positive and therefore the area A is minimum

for

x = 10 cm

y = 10 cm

z = 1000/(xy) = 10 cm.

Problem 2: Find the dimensions of a six-faced box that has the shape of a
rectangular prism with the largest possible volume that you can make with 12
squared meters of cardboard.

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Solution to Problem 2:

Using all available cardboard to make the box, the total area A of all six faces of
the prism is given by.

A = 2xy + 2yz + 2zx = 12

The volume V of the box is given by

V = xyz

Solve the equation 2xy + 2yz + 2zx = 12 for z

z = (6 - xy) / (x + y)

Substitute z in the expression of the volume V to obtain.

V(x,y) = xy (6 - xy) / (x + y)

Let us find the critical points by first finding the first order partial derivatives

Vx(x,y) = -y2( x2 + 2xy - 6 ) / (x + y) 2

Vy(x,y) = -x2( y2 + 2xy - 6 ) / (x + y) 2

We now solve the system of equations given by Vx = 0 and Vy = 0. One obvious

solution is given by the point (0,0) but is not physically possible. Other solutions
are found by setting

x2 + 2xy - 6 = 0

and

y2 + 2xy - 6 = 0

Subtracting the equations term by term we obtain

x2 - y 2 = 0

Solve to obtain

x = y and x = - y

The solution x = -y is not valid for this problem since both x and y are

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dimensions and cannot be negative. Use x = y in the equation x 2 + 2xy - 6 = 0,

we obtain

x2 + 2x2 - 6 = 0

Solve for x

x = sqrt(2)

Find y

y = x = sqrt(2)

Let us now find the second order partial derivatives

Vxx(x,y) = -2y2( y2 + 6 ) / (x + y) 3

Vyy(x,y) = -2x2( x2 + 6 ) / (x + y) 3

Vxy(x,y) = -2xy(x2 + 3xy + y2 - 6 ) / (x + y) 3

We now need the values of Axx, Ayy and Axy to find the value of

D = Vxx(sqrt(2),sqrt(2)) Vyy(sqrt(2),sqrt(2)) - Vxy2(sqrt(2),sqrt(2)) in order to use

the theorem on minima and maxima of functions with 2 variables.

D = Vxx(sqrt(2),sqrt(2)) Vyy(sqrt(2),sqrt(2)) - Vxy2(sqrt(2),sqrt(2)) = 5/2

D is positive and Vxx(sqrt(2),sqrt(2)) = -sqrt(2) is negative and therefore the

volume V is maximum for

x = sqrt(2) meters

y = sqrt(2) meters

z = (6- xy) / (x + y) = sqrt(2) meters.

Problem 3: Find the distance from the point (1,2,-1) to the plane given by the
equation x - y + z = 3.

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Solution to Problem 3:

One way to find the distance from a point to a plane is to take a point (x,y,z) on
the plane; find the distance between this point and the given point and minimize
it. Because the distance involves the square root, it would be better to minimize
the square of the distance. Let the square of the distance between the given
point and the point (x,y,z) on the plane be f.

f(x,y,z) = (x - 1)2 + (y - 2)2 + (z + 1)2

We now solve the equation of the plane for z to obtain

z=3-x+y

Substitute z in f by 3 - x + y in f.

F(x,y) = (x - 1)2 + (y - 2)2 + (- x + y + 4)2

We now find the first order partial derivatives

Fx(x,y) = 2(x - 1) + 2(-1)(-x + y + 4)

Fy(x,y) = 2(y - 2) + 2(-x + y + 4)

We now need to find the critical points by setting the first partial derivatives
equal to zero.

2(x - 1) + 2(-1)(-x + y + 4) = 0 and 2(y - 2) + 2(-x + y + 4) = 0

We now solve the system of equations to obtain

(8/3 , 1/3 , 2/3)

We now calculate the second order derivatives

Fxx(x,y) = 4

Fyy(x,y) = 4

Fxy(x,y) = -2

We now need to find the sign of D = Fxx(8/3,1/3) Fyy(8/3,1/3) - Fxy2(8/3,1/3) in

order to use the theorem on minima and maxima of functions with 2 variables

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D = 4 * 4 - (-2)2 = 12

Since D is positive and Fxx is positive, F has a minimum at the point (8/3,1/3)
which correspond to a point on the plane given by

(8/3,-1/3,2/3)

The distance d between the given point and the plane is given by

d = sqrt [ (1 - 8/3)2 + (2 - 1/3)2 + (-1 - 2/3)2 ]

= 5 / sqrt(3)

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