AASTU APPLIED MATHEMATICS II

CHAPTER ONE
DIFFERENTIAL CALCULUS OF FUNCTIONS OF SEVERAL VARIABLES

1: DEFINITIONS AND EXAMPLES OF FUNCTION OF SEVERAL VARIABLES

Definition(Function of two variables)

Let D be the non-empty subset of 𝑥𝑦-plane. A function of two variables x and y is a rule that
assign a unique real number f ( x, y) to each point ( x, y ) in some subset D of R2.

Definition(Function of three variables)

Let D be the non-empty subset of three dimensional spaces. A function of three variables x , y and
z is a rule that assign a unique real number f x, y, z  to each point x, y, z  in some subset D of R3.
Note that:
1. The domain of function of several variables is the set of all possible value of the variables
for which the function is defined.
2. The range of f is set of all values assumed by f
i.e.Rf = {z / z=f(x,y) form some (x,y) in D}.
Example1: Find the domain of the following
1. f ( x, y)  1  x 2  y 2 , domain of f is {( x, y) : x 2  y 2  1}.

, domain of f is ( x, y) : ( x, y)  (0,0)
xy
2. f ( x, y )  2
x  y2
3.    
f ( x, y)  y  1  ln x 2  y domain of f is x, y   R 2 /  1  y  x 2 .

, domain of f is ( x, y) : xy  0 .
1
4. f ( x, y ) 
xy
Example2: Find the domain of f ( x, y, z )  1  x 2  y 2  z 2 .
 
Then domain of f is given by ( x, y, z ) : x 2  y 2  z 2  1 Which is a ball (a solid sphere) of radius 1

2. The graph of function of two variables.

The graph of f x, y  is the set of all points in R3 given


Graph of f = x, y, z  / z  f x, y  , x, y   D f . 
The graph of functions of two variables is a Surfacecan be sketched in R3.
Example 3: Sketch the graph of f ( x, y)  1  x 2  y 2 .
Solution: z  1  x 2  y 2  z 2  x 2  y 2  1 , i.e. the graph of 𝑓 is the set of points in R 3
which are located 1 unit from (0,0,0) and above the xy plane. So it is a hemisphere.

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z 1
Graph of f ( x, y)  1  x 2  y 2

Domain of f = {( x, y) : x 2  y 2  1}

Figure 3.1,
hemisphere

y
Example 4: Sketch the graph of f ( x, y )  1  x  .
2
y y
Solution: Let z  f ( x, y) .Then z  1  x  x  z  1 .We can see that the intersection of the
2 2
1
graph of 𝑓 with the xy plane is a line x  y  1 . Moreover, the intersection of the graphof 𝑓 and
2
xz plane is a line x  z  1 . Finally the intersection of the graph of 𝑓 with the𝑦𝑧plane is
1
𝑦 + 2 = 1, i.e. we have the following graph.
2
z

2
1
x
y

Example 5: Sketch the graph of z  x2  y2

Solution: Clearly, z  0 .Then, the graph is expected to be above the xy plane. Now, we find the
intersection of the graph of f ( x, y)  x 2  y 2 with the planes z  0, y  0 and x  0. Then,
(i) the intersection of the graph with z  0 ( xy plane) is the point (0, 0).
(ii) the intersection of the graph with 𝑥 = 0 is two intersecting lines z  y and
z   y .The intersection of the graph with y  0 is z  x and z   x .Moreover,
for any 𝑘 > 0, z  k intersects the graph z  x 2  y 2 ,i.e. x 2  y 2  k 2 at a
circle of radius r  k with center (0, 0).Thus, contour lines are circles of radius r.
On the other hand, the intersection of the graph of f ( x, y)  x 2  y 2 with the co-
ordinate axes is intersecting lines passing through thepoint(0, 0).

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Graph of
z  x2  y2 Contour
map

Example 6: Sketch the graph of z  x 2  y 2 .

Solution: The intersection of the graph of z  x 2  y 2 and the co-ordinate planes xz, yz and xy
planes are the parabola z  x 2 , z  y 2 and the point (0,0) respectively. The contour maps for any
k  0 is either a point or a circle. Moreover, since the value of z  0, the graph is above the xy
plane. Hence, we obtain the graph as follows.

Graph of
z  x2  y2 Contourmap

Circular paraboloid

3. LEVEL CURVES
One method of visualizing function of two variables is looking at its graph. Another method,
borrowed from map markers, is a Contour map on which points of a constant elevation are joined to
form level curve (contour curve).
Suppose z  f ( x, y) is a function of two variables and let z  c , c  R be a plane. Then, the
intersection of the graph of z  f ( x, y) and the plane can be seen to be f ( x, y)  c .One can see
that this is obtained by cutting the graph of z  f ( x, y) by the plane z  c . Then, the resulting map
(intersection) is called the contour map corresponding to z  c . The projection of this contour map
on the xy plane is called level curve (contour curve) with constant k .
It is generally hard to draw a picture of the graph of a function of two variables. Sometimes, But, we
can sketch level curves. Take a function f of two variables x and y, defined on a domain D. For a real
number k, the level curve at k, denoted C (k ) is the set of all points in D such that f(x, y) = k, i.e.
c(k )  {( x, y)  D : f ( x, y)  k} . The following figures illustrates these two terms.

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z  f ( x, y)

Contour map

The plane z  k.

c(k )
level curve (contour lines)
Figure 3.3

Example 7 Let f ( x, y)  x 2  y 2 .

 If k  0, then c(k ) is empty set.

 c(0) contains a single point, namely the origin.
 If k  0, then c(k ) is a circle centered at the origin and whose radius is equal to k .

x2  y2  4

x 2  y 2  16
Graph of
z  x2  y2
Contour map

x2  y2  1

x2  y2  9 Level curves
Circular paraboloid

4: QUADRIC SURFACES

Definition Let w  f ( x, y, z ) be a function of three variables. Then, the set of points ( x, y, z ) in R3

such that f ( x, y, z )  k for appropriately chosen real number k ,is called the level surface with
respect to the constant k .

Example 8: the level surface of

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a. f x, y, z   x 2  y 2  z 2  x 2  y 2  z 2  k , k  0 is a sphere.
b. f x, y, z   x 2  y 2  x 2  y 2  k , k  0 is a Cylinder.
c. f x, y, z   ax  by  cz  ax  by  cz  k it is a planes.

Definition:surfaces defined by polynomial of the form

f x, y, z   Ax 2  By 2  Cz 2  Dxy |  Exz  Fyz  Gx  Hy  Iz  J  0 are calledQuadric
surface.
A: ELLIPSOID
𝑥2 𝑦2 𝑧2
The surface whose equation is 2 + 2 + 2 = 1where a, b and c are given positive is called an
𝑎 𝑏 𝑐
ellipsoid. Its intersection with any plane, parallel to coordinate planes, is an ellipse. If a  b  c,
then we see that the ellipsoid is a sphere ( see the figure below)

x2 y2 z2
  1
a2 b2 c2

Example 9: a) x 2  4 y 2  z 2  4

b) 9 x 2  4 y 2  z 2  1

B: ELLIPTICAL CYLINDER

2 2
The surface with equation x  y  1 is called an elliptic cylinder. If in particular, a  b, we get
2 2
a b

x 2  y 2  a 2 which is called a circular cylinder.

Example 10: y 2  9 z 2  9
C: ELLIPTICAL PARABOLOID
The surface whose equation is z  ax 2  by 2 whereaand b are given positive
numbers, is called a paraboloid.
Example 11: x 2  4 y 2  z  0.
D: HYPERBOLIC PARABOLOID

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2 2
The surface whose equation is x  y  z where a, b, c are given positive numbers, is
2 2
a b c
called a hyperbolic paraboloid.

Example 12 z  2 x 2  y 2 .
E:ELLIPTICAL DOUBLE CONE

x2 y2 z2
The surface whose equation is   where a, b, c are given positive numbers, is called
a2 b2 c2
double cone.

Example 13 16x 2  y 2  4 z 2 .

Example 14. Classify the quadric surface x 2  2 z 2  6 x  y  10  0 and sketch the surface.

5: LIMIT OF FUNCTIONS OF TWO /THREE/VARIABLES

Definition: Let f be a function defined throughout a set containing a disk centered at xo , yo 
except possibly at xo , yo  itself, and let L be a real number. L is the limit of f at xo , yo  if
for every  0 their exists a   0 such that
0 x  xo 2   y  yo 2    f x, y   L   lim f x, y   L.
 x, y  xo , yo 

Example 15: Show that lim ( x  y)  x0  y0 using    definition.

( x , y )( x0 , y0 )

Proof:
Let   0 be given. For all ( x, y)  R 2 , we can easily see that

x  x0  x  x0 2   y  y0 2 and y  y0  x  x0 2   y  y0 2 .Moreover,
we can see that
( x  y )  ( x0  y 0 )  ( x  x0 )  ( y  y 0 )
 x  x0  y  y 0

2 x  x0 2   y  y0 2

Choose   . Then, it follows that
2

( x  y)  ( x0  y0 )  ( x  x0 )  ( y  y0 )  x  x0  y  y0  2.  
2
whenever 0  x  x0 2   y  y0 2   , ( x, y)  R 2 .
Thus, we conclude that lim ( x  y )  x0  y 0 .
( x , y )( x0 , y0 )

Theorem.1: The limit of a function of two variables (if exists) is unique.

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Theorem 2: Let P  ( x, y), P0  ( x0 , y0 ) and suppose lim f ( P)  a, and lim g ( P)  b.

P  P0 P  P0

(a) lim  f  g  p   a  b (c) lim( f . g ) ( P)  a.b

p po
P  P0

f a
(b) lim(cf ) ( P)  ca
P  P0
(d) lim( g ) ( P)  b , g ( P)  0, b  0.
P  P0

x y
2 2
Example: 16:a) Find lim
 y2
 x , y 0, 0  x 2

x2  y2 R2
Solution: let f ( x, y )  , D 
x2  y2
f
0,0
 Suppose we approach (0,0) through the parabola y  0 and x  0 .Then,
x2  y2 x2
lim = lim 1.
 x , y 0, 0  x 2  y 2  x , y 0, 0  x 2
 On the other hand, approaching (0, 0) through the line x  0 and y  0 , we get
x2  y2  y2
lim = lim  1 .
 x , y 0, 0  x 2  y 2  x , y 0, 0  y 2

x2  y2 x2  y2
Hence, since lim  lim we conclude that lim doesn't exist.
 x , 0 0, 0  x 2  y 2 0, y 0, 0   x , y 0, 0  x 2  y 2

x sin y  x 2  2
b) Consider the function f ( x, y )  . Then,
x  y 1
2 2

x sin y  x  22
lim f ( x, y)  lim
( x , y )( 0, 0 ) ( x , y )( 0, 0 )
x2  y2 1
lim
( x , y ) ( 0 , 0 )
x sin y  x 2
2 
 (by quotient rule)
lim x2  y2 1
( x , y ) ( 0 , 0 )

 2.
xy
Example 17: a) Show that lim
( x , y ) (0, 0) x  y2
2 doesn't exist

xy
Solution: To show that
( x , y ) (0, 0) x  y
2 lim
doesn't exist, it suffice to show that the limits
2

doesn't exist at different direction of approaching the point (0,0) .

Suppose we approach (0,0) through the parabola y  x 2 .Then,
xy x3
lim 2 2 = lim
( x , y ) (0, 0) x  y x 0 x2  x4
= 0.

On the other hand, approaching (0, 0) through the line y  x , we get

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xy x2 1 1
lim = lim x  lim  .
( x , y ) (0, 0) x  y2
2
x 0
2
 x2 x 0 2 2
xy xy
Hence, since lim  lim , we conclude that
( x , x 2 ) (0, 0) x y 2
2
( x , x ) (0, 0) x  y
2 2

xy
lim
( x , y ) (0, 0) x  y2
2 doesn't exist.

xy 2
b. let g x, y   2 for x, y   0,0 , then show that lim g x, y  doesn't exist.
x  y4  x , y 0, 0 
Solution:

Example 18:a) Compute the limit at (0, 0) of the function f such that
xy  y 2
f ( x, y )  .
x y
Both the numerator and the denominator approach 0, when (x, y) approaches the origin, thus we
cannot use the quotient rule. We multiply the numerator and the denominator by x  y to obtain

f ( x, y ) 
xy  y 2

( xy  y 2 ) x  y   y( x  y)
x y ( x y ) x y

Hence, lim f ( x, y)  lim y( x  y )  0.

( x , y )( 0, 0 ) ( x , y )( 0, 0 )

x 2  5 xy  6 y 2
b) Solve lim
 x , y 3,1 x  y  2 y

Solution:
Example 19:

(i) Letf(x, y) =x2y + 2xy3 -1. Then

lim
( x , y ) ( 2 ,1)
x 2
y  2 xy 3  1   lim ( x 2 y ) 
( x , y )( 2,1)
lim (2 xy 3  1)  4  3  7
( x , y ) ( 2 ,1)

(iii) Let f ( x, y)  x 2  y 2 .Then, lim x 2  y 2  13

( x , y )( 12, 5)

x2  y2
Example 20: Let f ( x, y )  .Then, the domain f is all points in the xy
x2  y2
plane except the origin. We will approach the origin on a line, whose equation is
y  mx . Then, we see that
x 2  (mx) 2 x 2 (1  m 2 ) 1  m 2
f ( x, y )  f ( x, mx)   
x 2  (mx) 2 x 2 (1  m 2 ) 1  m 2 . If the values m1 and

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m2 of the variable m satisfy the condition m1  m2 , then the limits of f ( x, mx) at 0

are different. Finally, we conclude that f has no limit at the origin.

x y 
Remarks :1) let f  x, y  
x2  y2

a. If     2, then lim f x, y  doesn’t exists

 x , y 0, 0 
b. If     2, then lim f x, y   0 use squeezing theorem
 x , y 0, 0 
x3  y3  1  cosxy   sin x  y 
Example 21: Evaluate a) lim b)  lim 
2 3 
c) lim
 x , y 0, 0  x 2  y 2  x , y 0, 0  x  y
  x, y 0,0  x y  x y 
2 2

2) Using Polar Coordinate Method

y
 (x,y)→(0,0) r→0
P(x,y)or P(r,θ)
r
y
θ
x x

 x=rcos θ x2+y2=r2
 y=rsin θ tanθ=y/x

Example 22: Find a. lim ( x 2  y 2 ) ln x 2  y 2   b) lim


sin x 2  y 2 
 x , y 0, 0   x , y 0, 0 
x2  y2

Solution:

6: CONTINUITY OF FUNCTIONS OF TWO VARIABLES

Definition: Let f : D  R, where D  R2be a function and P0  ( x0 , y0 )  D . Then, f is said to

be continuous at P0  ( x0 , y0 )

1. 𝑓is defined at (𝑥0 , 𝑦0 )

2. lim f x, y  exists
 x, y  xo , yo 
3. lim f x, y   f xo , yo 
 x, y  xo , yo 

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Example 23 Discuss the continuity of the following function

 x x  2 y   sin x  y 
 2 , x, y   0,0  , x y 0
f  x, y    x  y
b. f x, y    x  y
a. 2
c.
0
 , x, y   0,0 
 1, x y 0

 2 xy
 2 for  x, y    0, 0 
f  x, y    x  y
2

0 for  x, y    0, 0 

Solution:
Theorem 3: Let f and g be continuous at P0 . Then
(i) f  g is continuous at P0 . (iii) cf is continuous at P0 , c  R
f
(ii) fg is continuous at P0 . is continuous at P0 . Provided that 𝑔(𝑝0 ) ≠ 0
(iv)
g
Theorem 4: Let f be a continuous function of two variables at the point P0 .Then,
(i) If g is continuous real valued function at f ( P0 ) , then g  f is continuous.
(ii) If h is a vector valued function in R2which is continuous at t0 and h(t 0 )  P0 , then f  h is
continuous at t 0 .
Theorem 5: Let f be a function of two variables such that f is defined in an open ball centered at
P0  ( x0 , y0 ) .Then, f is continuous at P0 if and only if

lim f ( P)  f ( P )
P  P0
0

x2  y3
Example 24:The function defined by f ( x, y )  is continuous at the point (0,0) because
x3 y  4
lim f ( x, y)  f (0,0).
( x , y )( 0, 0 )

( x 2  y 2 ) ln( x 2  y 2 ) if ( x, y)  (0,0)
Example25: Show that f ( x, y )   is continuous at
 0 if ( x, y)  (0,0)
(0,0) .
Solution: Observe that f (0,0)  0 and if (r , ) is the polar coordinate of ( x, y ) , we have
x  r cos  , y  r sin  .
Therefore, by substitution, we obtain that
lim ( x 2  y 2 ) ln( x 2  y 2 ) = lim r
2
ln(r 2 ), r 2  x 2  y 2
( x , y ) (0, 0) r 0

2 ln r
= lim (by applying L’Hopitals rule)
r0 1
r2
2
 lim r  0
r 0  2

r3

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Hence, f is continuous at (0, 0)

Example26: Show that f is not continuous at (0,0) where
 sin ( xy )
 2 if ( x, y )  (0, 0)
f ( x, y)   x  y
2
.
0 if ( x, y )  (0,0)

Solution: Approaching (0,0) through y  x, y   x , we get that
sin( xy ) sin( x 2 ) 1
lim  lim 
( x , y ) (0, 0) x  y
2 2
x0 2x2 2
and
sin( x 2 ) 1
lim 2
 .Therefore the limit of f at (0, 0) doesn’t exist.
x 0 2x 2

7: PARTIAL DERIVATIVES

Definition: Let f : D R2R be a function of x and y and (x0, y0)  D. Then

i. The partial derivative of f at (x0, y0) with respect to x is defined as

The partial derivative is denoted by
f ( x0  h, y0 )  f ( x0 , y0 )
f x ( x0 , y0 )  lim (if it exists).
h 0 h
ii. The partial derivative of f at (x0, y0) with respect to y is given by

f ( x0 , y)  f ( x0 , y0 ) f ( x0 , y0  h)  f ( x0 , y0 )
f y ( x0 , y0 )  lim  lim
y  y0 y  y0 h 0 h

Example 27: Let f ( x, y)  x 2  y 2 . Find the partial derivatives of f at (0,0).

Solution:
(i) By definition
f ( x, 0)  f (0, 0)
f x (0, 0)  lim = lim x  0.
x 0 x0 x 0

f
Hence, f x (0,0)  x 0 0 . Similarly, f y (0,0)  0 .
x y 0

x y
Example 28: Consider 𝑓 𝑥, 𝑦 = .Then, we see that
x y
f ( x, y )   x  y 
  
x x  x  y 
1( x  y )  ( x  y )(1)  2y
  .
( x  y) 2
( x  y) 2

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f ( x, y )   x  y 
  
x x  x  y 
1( x  y )  ( x  y )(1) 2y
  .
( x  y) 2
( x  y) 2
xy 2
Example 29: f(x, y) = e cos y. Then,
f ( x, y)
 cos y(e xy ) )( y 2 )  y 2 (cos y)(e xy ).
2 2

x
f ( x, y )
 ( sin y)e xy  2 xy cos ye xy .
2 2

y
= e  sin y  2 xy cos y  .
2
xy

Example 30: Find the partial derivatives of the following

a) f x, y   e xy 
x
y

d) f x, y   e x ln x 2  y 2  1 
 y
b) f x, y   9  x 2  y 2 e) f x, y, z   z sin 1  
 x
f x, y, z   xy 
sin z
c)

8: HIGHER ORDER DERIVATIVES

𝜕𝑓 𝜕𝑓
Recall that for a function of two variables 𝑥 and 𝑦, and are functions of𝑥and 𝑦.
𝜕𝑥 𝜕𝑦
𝜕𝑓 𝜕𝑓
By finding the partial derivatives of , and with respect to𝑥and 𝑦, we obtain second order partial
𝜕𝑥 𝜕𝑦
derivatives as defined below.
(i)The second order partial derivative with respect to the variable 𝑥 is defined by
  f  2 f
   2
x  x  x a x xa
f (a, b)
y b y b
to denote xx .
(ii) The second order partial derivative with respect to the variable y is defined by
  f  2 f
   2
y  y  x a y xa
f ( a, b)
y b y b
to denote yy .
(iii) The second order mixed partial derivatives at a point (𝑎, 𝑏)are defined by
f x ( a, y )  f x ( a, b) f y ( x, b)  f y (a, b)
f xy (a, b)  lim f yx (a, b)  lim
y b y b and x a xa provided that
𝜕2𝑓 𝜕2𝑓
these limits exist. Here,𝑓𝑥𝑦 and𝑓𝑦𝑥 are denoted by and respectively.
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦
Example 31:
f yx , f xy , f xx , f yy
1. Find
a) f ( x, y)  2 x 2 y 3  3 y 2 x
f ( x, y)  x 2  y 2  1
b)
c) f ( x, y)  Cosh 2 ( xy )

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d) f ( x, y)  sin( x 2  y 3 )
e) f ( x, y)  3 sin( x  y)  2 cos( x 2 )
f ( x, y)  e x y cos( xy )
2

f)
2. Which of the mixed partial derivatives are equal in question number 1 ? Why?

3. Let f ( x, y)  e . Then, find xy yx xyx and yxx

2
x y f ,f ,f f .
In general, the mixed partial derivatives may not be equal.
f ,f ,f ,f
Theorem 5: (Clairtu’s theorem) Let f be a function of two variables x and y . If x y xy yx
f  f
are continuous in an open disk D, then xy yx
at each point of the set D.
Example 32: find f xyy for f x, y   cosxy   x 3  y 4
9: CHAIN RULE
Consider a function f of one variable x and x is a function of variable t .Then, the chain rule states
that ( f  x)(t )  f ( x(t )).x(t ) . In this section, we give the chain rule for function of two variables
x and y .
 If we have a function w  f (z ) where z   ( x, y) and f is a differentiable function,

w dw z w dw z
   and   .
x dz x y dz y
Example 33: Suppose f is differentiable function of one variable g ( x, y)  f x
3 3
 y2 
g g
Find and .
x y
Solution: (Exercise)

Theorem 6 (First version of the chain rule for two variables)

Let z  f x, y  function of two variables differentiable at x and yWhere x  g t  and y  ht 
isdifferentiable ,then
dz z dx z dy
   
dt x dt y dt

f f
Example 34: Let z  x 2  y 3 . Then,  2 x,  3 y 2 . Suppose now that
x y
dx dy
x  cos(2t ), y  Cos(t ) . Then  2 sin(2t ) ,   sin t . It follows that
dt dt
df f dx f dy
 .  .  2 x(2 sin(2t )  3 y 2 ( cos t )  2 cos(2t )(2 sin(2t )  3 cos 2 t ( sin t )
dt x dt y dt
Example 35: Consider f ( x, y)  log( x 2  y 2 ) , where x( )  cos  , y( )  sin  .
df f dx f dy
Then  .  . .But, we can see that
d x d y d

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f  1  f  1 
 log e  ,  2 2 
2 y log e  .
x  x 2  y 2  y  x  y 
dx dy
  sin  ,  cos 
d d
Example 36: Consider f ( x, y)  x 2 cos y , where x(t )  t 2  2t , y(t )  sin t
df f dx f dy
Then,  .  . = (2 x cos y)(2t  2)  ( x 2 sin y)(cos t ).
dt x dt y dt
dz
Exercise 37: Find
dt
 
a. If z  ln 3x 2  y 3 , x  e 2 x , y  t 3 .
1

b. If z  x 2 e y , x  t 2  1 , y  sin t.
Theorem 7: (First version of the chain rule for three variables):
Let f be a function of three variables x, y, z, differentiable on an open disk centered disk D. Suppose
that x, y and z are functions of a single variable t, differentiable on an open interval I, and such that
for every t  I , x(t ), y(t ), z (t )  D . Then w f (x(t), y(t), z(t) )
df f dx f dy f dz
is a function of t, differentiable on I and  .  .  .
dt x dt y dt z dt

w  f ( x, y, z )
f f
x z
𝜕𝑓
x 𝑦
𝜕𝑦
z
y
dx dz
dt dt
t dw
Example 38: Let w  cos( x 2 z 3  y)  xy, x(t )  2t , y(t )  t 2 sin t , z (t )  te t . Find
2
By
dt
applying the chain rule, we compute
dy dx dz
 2t sin t  t 2 cos t ,  2,  e t  te t
dt dt dt
w w w
  cos( x 2 z 3  y).(2 xz 3 ),   cos( x 2 z 3  y),   cos( x 2 z 3  y).(3x 2 z 2 )
x y z
dw w dx w dy w dz
Thus by substitution, we get dt  x . dt  y . dt  z . dt

Theorem 8 (The second version of the chain rule):If x  x(u, v) and y  y(u, v) have first
partial derivatives at (u, v) and z  f ( x, y) is differentiable at ( x(u, v), y(u, v)) , then

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z z x z y
(i)  .  .
u x u y u
z z x z y
(ii)  .  .
v x v y v
Example 39: Consider f ( x, y)  x 2  y tan x where x  u 2  v 2 , y  u  v
f f
Find ,
u v
f f x f y f f
Solution  .  . ,  2x - y sec2 x,   tan x
u x u y v x y
x y y y
 2v, 1, 1,  2v. Hence,
u v u v
f
u
 
 2 x  y sec 2 x (2v)  tan x  1  2v(2 x  y sec 2 x)  tan x

f f x f y
 .  .  (2 x  y sec 2 x)(2v)  tan x
v x v y v

Figure 4.3
The second version of the chain rule

10: IMPLICIT FUNCTIONS OF THREE VARIABLES

 Suppose y and x are variables such that y is a function of x such that y can’t be explicitly
expressed as a function of x . Suppose f is differentiable function of x and y such that
dy
f ( x, y)  0. Then, we need to find at all points at which y is differentiable.
dx
f dx f dy
By applying the chain rule, we get .  .  0.
x dx y dx
dy f
 x
dx fy

Example 40: Find y if x 3  y 3  6 xy

Solution: f x, y   x 3  y 3  6 xy  0

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dy f 3x 2  6 y 2 y  x 2
 x  2 
dx fy 3 y  6x y 2  2x
 Assume that the variables x, y and z are related by the equation F(x, y, z) = 0. Assuming
that Fz  0 , there is a version of the implicit function theorem which means, we can in
principle, write z = z(x, y), so we can solve for z. Thus, consider the equation   F(x, y,
z(x, y)) = 0 and differentiating both sides partially with respect to x. We get
 F x F y F z F
 .  .  .  0. and since  0, we get
x x x y x z x z
F
z  Fx
   x  .
x F Fz
z
 F x F y F z
 .  .  .  0.
y x y y y z y
F
 z   y   Fy .
y F Fz
z
z z
Example 41: Find , if (i) x 2  y 2  z 2  9 (ii) xy  z 3  cos( yz 2 )
x y
Solution: (ii) Let F ( x, y, z )  xy  z 3  cos( yz 2 ) . Then,
F ( x, y, z )  0  xy  z 3  cos( yz 2 ) .
Differentiating both sides of the equation xy  z 3  cos( yz 2 ) with respect to y,
we get
1 z  z 
( x  3z 2 )   sin( yz 2 ). z 2  2 yz  which is equivalent to
2 xy  z 3 y  y 

 3z 2  z
  2 yz sin( yz 2 )    z 2 sin( yz 2 ) 
x
.
 2 xy  z 3  y  3
  2 xy z

Thus, solving for

z
, we get 

z  x  2 z sin( yz ) xy  z
2 2 3
.

y y  
4 yz sin( yz 2 xy  z 3  3z 2

F
 Fy
One can check the result using the formula z   y  .
y F Fz
z

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11: THE GRADIENT AND DIRECTIONAL DERIVATIVES

Definition 5.1.1: Let f be a function of two variables that has partial derivatives at ( x0 , y 0 ) . Then,
the gradient of f at ( x0 , y 0 ) is defined as f ( x0 , y0 )  f x ( x0 , y0 )i  f y ( x0 , y0 ) j
.

Now, we give the definition of directional derivatives for a function of two variables as follows.
Definition 5.1.2: Let f be a function defined on a set containing a disk D centered at ( x0 , y 0 ) and
u  a1i  a2 j be a unit vector. The directional derivative of f at ( x0 , y 0 ) in the direction of u ,
denoted by Du f ( x0 , y0 ) is defined as
f ( x0  ha1 , y0  ha2 )  f ( x0 , y0 )
Du f ( x0 , y0 )  lim
h 0 h
provided that this limit exists.
 If u  (1, 0) , then
f ( x0  h, y0 )  f ( x0 , y0 )  f x ( x0 , y 0 )
Du f ( x0 , y0 )  lim
h 0 h

 If u  j  (0,1) , then
f ( x0 , y0  h )  f ( x0 , y0 )
Du f ( x0 , y0 )  lim = f y ( x0 , y 0 ) .
h 0 h
Thus, f x ( x0 , y0 ) and f y ( x0 , y 0 ) are special kind of directional derivatives in the direction of
i  (1,0) and j  (0,1) respectively.
Example42

Find the directional derivative of the following functions at the indicated points.
(a) f ( x, y)  2 x 2  3xy  y 2  15 at(1, 1) in the direction of u  1 i
1
j
.
2 2

(b) f ( x, y)  x 2  y 2 at (1, 2) in the direction of u  1

i 
2
j
.
3 3
(c) f ( x, y, z)  3x  2 y  4 z at (1,1,2) in the direction of u  i  j .
(d) f ( x, y)  y 2 ln x at(1, 4) in the direction of u  3i + 3j.
(e) f ( x, y)  e x cos y at (0,  ) in the direction of u  5i  2 j
4

Now, the following theorem will show that the directional derivative of a function exists in any
direction provided that the limit exists.
Theorem: Suppose f is differentiable at ( x0 , y 0 ) . Then f has directional derivative at any
direction. Hence, Du f ( x0 , y0 )  f ( x0 , y0 )  u
Remark: Let f be a function of three variables x, y and z. Then,
(a) f ( x0 , y0 , z 0 )  f x ( x0 , y0 , z 0 )i  f y ( x0 , y0 , z 0 ) j  f z ( x0 , y0 , z 0 )k
(b) For any vector u  a1 j  a2 j  a3 k ( u is unit vector),
Du f ( x0 , y0 , z 0 )  f ( x0 , y0 .z 0 )  u.

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Example 43: let f x, y, z   x sin yz , find the directional derivative of f at (1,3,0) in the
direction of v=i+2j-k.
Solution : Dv f 1,3,0   f 1,3,0
v
v
Theorem: Suppose f is differentiable at ( x0 , y 0 ). Then
(a) f ( x0 , y0 )  0 implies Du f ( x0 , y0 )  0 for any vector u .(No rate of change)
(b) If f ( x0 , y0 )  0 , then
 the directional derivative of f in the direction of f ( x0 , y0 ) is the largest and its value is
f ( x0 , y0 ) . The maximum rate of change of f at (xo,yo) occurred when and

have the same direction.

 The minimum rate of change is - which occurwhen and have

the opposite direction.
Example 44: in which direction does the function f x, y   xy 2  x 3 y increase the fastest at the
point (1,2)? In which direction it decrease fastest.
Solution:

12:Total Differential
For a differentials of two variables 𝑧 = 𝑓(𝑥, 𝑦), we define the differentials 𝑑𝑥and𝑑𝑦andto be
independent variables; i.e. they can be given any values. Then thedifferential, also called the total
differential, is defined by
𝑑𝑧 = 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 + 𝑓𝑦 𝑥, 𝑦 𝑑𝑦
𝜕𝑧 𝜕𝑧
= 𝑥, 𝑦 𝑑𝑥 + 𝑥, 𝑦 𝑑𝑦
𝜕𝑥 𝜕𝑦
Example 45: Let𝑓 𝑥, 𝑦 = 𝑥 4 𝑦 6 . Find the total differential
Solution:
Since 𝑓 𝑥, 𝑦 = 𝑥 4 𝑦 6
𝑓𝑥 𝑥, 𝑦 = 4𝑥 3 𝑦 6 and𝑓𝑦 𝑥, 𝑦 = 6𝑥 4 𝑦 5
So 𝑑𝑧 = 𝑓𝑥 𝑥, 𝑦 𝑑𝑥 + 𝑓𝑦 𝑥, 𝑦 𝑑𝑦 = 4𝑥 3 𝑦 6 𝑑𝑥 + 6𝑥 4 𝑦 5 𝑑𝑦
Exercise 46: Find the total differential of
a) 𝑔 𝑥, 𝑦 = 𝑦 cos 𝑥𝑦
b) 𝑕 𝑥, 𝑦, 𝑧 = 𝑥𝑧 sin 𝑦 + 𝑧 2

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13:TANGENT PLANES
In this subtopic, we will find the equation of a tangent plane to the graph of a function z  f ( x, y)
at a given point ( x0 , y0 , f ( x0 , y0 )) and to the surface f ( x, y, z )  c where f is a function of x and
y. For a function f of one variable, if f is differentiable at c, we know that
y  f (c)  ( x  c) f (c) is defined to be the equation of the tangent line to the graph of f at the
point (c, f (c)) . Analogously, we define the equation of the tangent plane to the graph of f of two
variables as follows. See the following graphical illustrations.

Tangent line to the

curve Tangent lines

Cureve in space
Graph of f

P0  ( x0 , y0 ) Tangent
plane

Definition: Suppose f is differentiable at P0  ( x0 , y0 ) .Then, the equation of the tangent plane to

the graph of f at P0 , f ( P0 )  is given by z  f ( P0 )  ( P  P0 )  f ( P0 )
or f ( x0 , y0 )  f x ( x0 , y0 )( x  x0 )  f y ( x0 , y0 )( y  y0 )  z  0
Example 47:find the equation of the tangent plane to the elliptical paraboloid
z  3x 2  2 y 2 at 1,1,5
Solution
Theorem 12: The equation of the tangent plane to the surface f ( x, y, z )  c at the point
( x0 , y0 , z 0 ) is given by
f ( x, y, z ) f ( x, y, z ) f ( x, y, z )
( x  x0 )  ( y  y0 )  ( z  z 0 )  0.
x y z
Example 48: Find the equation of the tangent plane to the surface
f ( x, y, z )  x 2  y 2  z  9  c at the point P  (1,2,4).
Solution: We have f (1,2,4)  (2,4,1) , and the equation of the tangent plane is
2( x  1)  4( y  2)  ( z  4)  0 .

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15: EXTREMA OF FUNCTIONS OF TWO VARIABLES

Definition: Let f be a function of two variables. Then,
(a) f is said to have relative maximum value at ( x0 , y 0 ) if and only if there exists a disk
centeredat ( x0 , y 0 ) such that f ( x, y)  f ( x0 , y0 ) for all ( x, y ) in the interior of the disk.
(b) f is said to have relative minimum value at ( x0 , y 0 ) if and only if there exists a disk centered at
( x0 , y 0 ) and f ( x, y)  f ( x0 , y0 ) for all ( x, y) in the disk.
(c) f is said to have absolute maximum at ( x0 , y 0 ) if and only if f ( x0 , y0 )  f ( x, y) for all ( x, y )
in the domain of f .
(d) f is said to have absolute minimum at ( x0 , y 0 ) if and only if f ( x0 , y0 )  f ( x, y) for all
( x, y) in the domain of f .

Theorem 13: If f ( x, y) is continuous in a closed and boundedsubset S of the plane, then f has both
absolute maximum/minimum/value in S.
Theorem 14: If f has relative extremum at ( x0 , y 0 ) and f x ( x0 , y0 ) and f y ( x0 , y 0 ) exist, then
f x ( x0 , y0 )  f y ( x0 , y0 )  0.
Definition: Suppose f is a function of two variables. Let ( x0 , y 0 ) be in the domain of f . Then
( x0 , y 0 ) is called the critical point of f if and only if f x ( x0 , y0 )  f y ( x0 , y0 )  0 or either
f x ( x0 , y0 ) or f y ( x0 , y0 ) doesn’t exist.
Example 49 Let f ( x, y)  xy. Then f x  y and f y  x . We have

f x  f y  0  x  y  0. The function f has a single critical point, namely the origin.

In any disk centered at the origin, the function attain minimum through the line y  x. Moreover,

the function attains maximum at (0,0) through the line y   x.

Hence, (0,0) is a saddle point of f. (See the figure below).

Figure 5.3
Graph of z  xy

Example 50: Let f ( x,. y)  x 2 y  x  y . Then, we get

f x ( x, y)  2 xy  1  0 and f y ( x, y)  x 2  1  0
1
Solving these equations, we obtain x  1, y   .The function f has four critical points, namely
2
1  1  1  1
(1, ),   1, ,   1,  and 1,  .
2  2  2   2

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Theorem 15: (Second partial derivative test): Let f be a function of two variables with continuous
second-order partial derivatives in some disk centered at the critical point ( x0 , y 0 ) .
Let D  f xx ( x0 , y 0 ) f xy ( x0 , y 0 )
 f xx ( x0 , y 0 ) f yy ( x0 , y 0 )  f xy ( x0 , y 0 ).
2

f yx ( x0 , y 0 ) f yy ( x0 , y 0 )
(a) If D  0 and f xx ( x0 , y0 )  0 , then f has relative minimum at ( x0 , y 0 )
(b) If D  0 and f xx ( x0 , y0 )  0 , then f has relative maximum at ( x0 , y 0 )
(c) If D  0, then f has saddle point at ( x0 , y 0 )
(d) If D  0, no conclusion can be drawn.

Example 51: Consider f ( x, y)  x 2  xy  2 y  2 x  1 . Find all the critical points and determine
the relative maximum and relative minimum values of 𝑓.
Solution: Let ( x, y ) be a relative maximum/relative minimum/ point of f . Then, we get
f x ( x, y)  0 and f y ( x, y)  0 , i.e. we get the system of equations 2 x  y  2  0 with solution
 x20
(2,2) .Thus, (2,2) is the only critical point of 𝑓. Now, it is easy to see that
f xx ( x, y)  2, f yy ( x, y)  0, f xy ( x, y)  f yx ( x, y)  1 which implies that D  2 1  1  0 .
1 0
Hence, by the second partial test, we conclude that (2,2) is a saddle point of 𝑓.
Example52:Locate all the critical points and find all the points of relative maximum and relative
minimum of f ( x, y)  x 3  xy  y 3 .
Solution: Let ( x, y ) be a relative extremum point of f. Then, we see that
f x ( x, y)  3x 2  y  0, f y ( x, y)  3 y 2  x  0
Thus, solving for y in terms of x and substitution yields 27 x 4  x  0 .This is true if
1
x  0 or x  , i.e. (0,0) and   1  1  are
 , 
the only critical points of f.
3  3 3 
Now, we obtain
1 1  1 1
f xx (0,0)  0, f xx ( , )  2, f yy (0,0)  0, f yy  ,   2, f xy ( x, y )  1  f yx ( x, y )
3 3  3 3 
and D(0,0)  1  0, D  1 ,  1   3  0. By the second partial test, we conclude that (0,0) is a
 3 3 
saddle point and   1  1  is a point of relative maximum
 , 
 3 3 

Example 53: Let f ( x, y)  2 x 3  6 x 2  3 y 2  6 xy . Find and classify the critical points of f. By

considering f (x, 0), or otherwise, show that f does not achieve a global maximum.
Solution: We have f x ( x, y)  6 x 2  12 x  6 y and f y ( x, y)  6 y  6 x . Thus critical points
occur when y   x and x 2  x  0 , and so at (0, 0) and (1, - 1). Differentiating again,
f xx ( x, y)  6, f yy ( x, y)  6 .Thus the discriminator is D(0,0)  36  0 and
D(1,1)  36  0. We have a local maximum at (0, 0) and a saddle point at (1,1).

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Example 54: Find a point on the plane closest to the point

2 x  3 y  4 z  25 (3,2,1).
Solution:Let D  ( x  3) 2  ( y  2) 2  ( z  1) 2

where ( x, y, z ) is on the plane 2 x  3 y  4 z  25 .

Consider the function defined by f ( x, y, z )  ( x  3) 2  ( y  2) 2  ( z  1) 2 .One can easily see that

D attains its minimum value if and only if f attains its minimum value, i.e. finding the minimum
value of f is the same as finding the minimum value of D. Thus, we try to find the minimum value of
f on the plane 2 x  3 y  4 z  25 . To complete the solution, we solve the following systems of
equations.

f 1 3 29
 0  2( x  3)  ( x  y  )  0 (5.3.1)
x 2 4 4

f 31 3 29 
 0  2( y  2)   x  y    0 (5.3.2)
y 22 4 4 

From (1) and (2), we get

10 x  3 y  53  0 (5.3.3)

 6 x  25 y  55  0 (5.3.4)

Thus, solving (5.3.3) and (5.3.4), we get x  5 and y  1 . We know that f has absolute minimum
value which is its relative minimum. Now, we use to determine whether the point (5,1) is a point of
relative minimum or not using the second partial test. It is clear that

5 25 3
f xx (5,1)  , f yy (5,1)  and f xy (5,1)  f yx (5,1)  .
2 8 4


Thus, we obtain f xx (5,1) f yy (5,1)  f xy (5,1) 
2 29

5
 0 and f xx (5,1)  .Therefore, by the
4 2
second partial test, we conclude that the point (5,1) is a point of relative minimum. Since f has
minimum value and (5,1) is the only candidate, we conclude that f attains its minimum at (5,1)
.Thus the closets point on the plane to the point for (3,2,1) is (5,1,3) .

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16: EXTREME VALUESIN A BOUNDED REGION

Consider a function f that is continuous on a bounded subset S of the xy plane. Then, by
extremum value theorem, f attain its absolute maximum and absolute minimum in S. Thus,
the absolute maximum/minimum/ is obtained either on the boundary of S or in the interior
ofS. Now, we led to the following steps to find absolute extremum values of f in a bounded
region S.

Step 1: Find critical points that lie in the interior of S.

Step 2: Obtain the maximum/minimum/ value of 𝑓 on the boundary of S.
Step 3: Compare the values of f obtained in step 1 and step 2.
Example 48: Find the extreme values of f ( x, y)  x 2  y 2 on S where
 
S  ( x, y) : x 2  y 2  1 .
Solution: f x ( x, y)  0  x  0 and f y ( x, y)  0  y  0.
Thus, (0, 0) is the only critical point of f in the circular region S . Now, let (x, y) be on the boundary
of R. Then, x 2  y 2  1 , i. e. y   1  x 2 .
Thus, g ( x)  2 x 2  1. By applying the second derivative test for
g ( x)  2 x 2  1, we obtain that g 0  1 is minimum value of g . On the other hand,
f 0,1  1 . Thus, comparing the values f (0,0)  0 and f 0,1  1 , we conclude that
f (0,0)  0 is absolute maximum of f in S . Moreover, f 0,1  1 is minimum value in S.
Example 49: A rectangular box with volume 16 cm3 is made from two kinds of material. The top
and the bottom are made of a material costing 10 cents/ sq.cm and the sides from a material costing 5
cents/sq. cm. Find the dimensions of a box with minimum cost.

x
𝑦
Figure 5.9
Let v( x, y, z )  xyz  16 .The bottom and the top of the box costs 10(2 xy )  20( xy ) . Moreover,
the sides cost 5(2 xz )  10( xz ) and 5(2 yz )  10( yz ) .
Thus, the cost of the box is given by
C ( x, y, z)  20 xy  10 xz  10 yz
16
Since xyz  16 , we see that z = . Thus, we get c(x, y) = 20xy + 160  160 .
xy y x
Now, we find the critical points using the 1ndpartial derivative.

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 AASTU APPLIED MATHEMATICS II

i.e. c  20 y  160  0 and c  20 x  160  0 . Solving for the variable x and substituting, we
x 2
x y 2
y
get 8 y  y  0 which gives y  0 or y  2 .Thus, we obtain x  2. By using the second partialtest,
4

it is possible to check that (2,2) is a point of relative minimum. Hence, the least dimension of the
box with minimum cost is x  2, y  2 and z  4.

Example 50: An open-topped rectangular tank is to be constructed so that the sum of the height and
the perimeter of the base is 30 meters. Find the dimensions which maximize the surface area of the
tank. What is the maximum value of the surface area?
Solution: Let the dimensions of the box be as shown.

Figure 5.10

Let the area of the surface of the material be S. Then ,S = 2xh + 2yh + xy,

and since, from our restriction on the base and height,

30 = 2(x + y) + h, we have h = 30 - 2(x + y).
Substituting, we have
S  2( x  y)(30  2( x  y))  xy = 60(x + y) - 4(x + y)2 + xy,
and for physical reasons, S is defined for x  0, y  0, x  y  15 . A global maximum (which we
are given exists) can only occur on the boundary of the domain of definition of S, or at a critical
S S
point, when   0. On the boundary of the domain of definition of S, we have x = 0 or y = 0
x y
or x + y = 15, in which case h = 0. We are given that we may ignore these cases. On the other hand,
we see that

S S
 8 x  7 y  60  0 and  8 y  7 x  60  0 .
x x

Subtracting gives x = y and so 15x = 60, or x = y = 4. Thus h = 14 and the surface area is S = 16(- 4 -
4 - 7 + 15 + 15) = 240 square meters. Since the function S is continuous function on a closed and
bounded region, f has absolute maximum. Moreover, we have only one point of relative maximum.
Thus the absolute maximum exists at this critical point. Sometimes a function necessarily has an
absolute maximum and absolute minimum in the following case because we have a continuous
function defined on a closed bounded subset of R2. In this case exactly as in the one variable case,

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we need only search the boundary and the critical points in the interior, using our ability to find local
maxima.

Example 51: Consider f ( x, y)  xy  y  x  1 .Find absolute maximum/minimum/ of 𝑓 in the

closed disk D  {( x, y) : x 2  y 2  4}. .

Solution:
f x ( x, y)  0  y  1 and f y ( x, y)  0  x  1.
Then, (1, -1) is the only critical point of f in the interior of the disk D. One can show that (1, -1) is
a saddle point. Then, we search the maximum/minimum/ on the boundary of D. i.e. on the circle x2
+ y2 = 4. One of the parametric equation of x 2  y 2  4 is x(t )  2 cos t , y(t )  2 sin t ,0  t  2 . .
Thus, by substituting x and y in 𝑥, 𝑦 = 𝑥𝑦 − 𝑦 + 𝑥 − 1, we get

f ( x, y)  f (t )  4 sin t cos t  2 sin t  2 cos t  1 . Thus, by the second derivative test, one can
show that f assumes maximum at
 1 3 3 1   1 3 3 1 .

 , 
 and 
 , 
 2 2   2 2  

Moreover, f assumes minimum at.(− 2, 2)

17: LAGRANGE’S MULTIPLIER

One of the applications of the implicit function theorem is the method of finding extreme values of a
function f on the contour line of another function. In this topic, we introduce the procedure called
Lagrange Multiplier Method.

Theorem: Suppose f and g have continuous derivatives throughout a disk centered at P0  ( x0 , y0 )

such that g ( P0 )  c and that f ( P0 )  f ( P) for all points on the contour line
( x, y) : g ( x, y)  c. If g ( P0 )  0, then there exists  such that f ( P0 )  g ( P0 ) .

The number  is called the Lagrange’s Multiplier.

Example 52: Find the maxima and minima of the function f ( x, y)  x 2  y 2 on the ellipse
x 2  2 y 2  1.
Solution: Let g ( x, y)  x 2  2 y 2 and suppose (x, y) is a point of extreme value of f on
x 2  2 y 2  1 .Then, there exists a real number  such that
f ( x, y)  g ( x, y) .
This is equivalent to solving
 2 x   (2 x)
 for x, y and  .
2 y   (4 y )

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Since ( x, y ) is on the ellipse, both x and y can’t be zero at the same time. Hence, we get either
1
x  0,   or y  0,   1. Since we seek points on the ellipse, x  0 implies y
1 and
2 2
y  0 implies that x  1 . Moreover, we see that f (0, 1 )  1 , f (1,0)  1 . We conclude that
2 2
if f has maximum, then it occurs at (1,0) and if it has minimum, then it occurs at (0, 1
)
.
2

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