Functions Several Variables: CH 7-Of

CH 7- Functions of Several Variables
f ( x, y )
f ( x, y , z )
7.1 Introduction
In many practical situations, the value of
a quantity may depend on more than one
variable.
Volume of right circular cylinder:
V = rh
1
The Ideal Gas Law. The pressure(P),

temperature(T) & volume(V) of a gas are
related as follows: PV = kT, where k is a
constant.
Current in electrical circuit depends on
capacitance, electromotive force,
impedance
& resistance in the circuit.
Output of a factory depends on amount of
capital invested & the size of manpower
2
Aim: To extend some methods of single-variable

differential calculus to fns of 2 variables.
Functions of two variables

z = f(x,y) a rule that assigns to each pair of
real numbers (x,y), a real number z (= f(x,y))
z is a function of x & y
x & y independent variables
z dependent variable
In general,
z = f(x1,x2,,xn) function of n variables
3
Domain of f = Df = { (x,y) f(x,y) is defined }

f ( x, y )
Example
7.2 Geometric Representation

The graph of f(x,y) is a surface
http://www.math.uri.edu/~bkaskosz/flashmo/tool
s/graph3d
Inverted paraboloid
/
paraboloid
7.3 Partial Derivatives

Recall for functions of one variable:
Objective: Given f(x,y), to find its derivative

wrt one of the 2 variables when the other is
held constant. f ( x, b) f (a, y )
Function of one variable
The partial derivative of f wrt x at (a, b) is
We denote it by
if the limit exists.
9
The partial derivative of f wrt y at (a, b) is
Notation. If z = f(x, y), we also write
Question. Given z = f(x, y), how to compute

?
10

fix y
fix x
fix y
fix x
11
Geometric interpretation
f ( x, b )
curve
12
f ( x, b)
13
f ( a, y )
14
Higher order partial derivatives

The 2nd order partial derivatives of f are:
If z = f(x,y), we also write:
15
Let z = f(x, y) = x3 sin(y2 + x). Then

fx = x3 cos(y2 + x) + 3x2 sin(y2 + x)
fy = 2x3y cos(y2 + x)
fix y
fix x
f xx 3 x 2 cos( y 2 x) x 3 ( sin( y 2 x)) 6 x sin( y 2 x) 3 x 2 cos( y 2 x)
fxx
= (6x x ) sin(y + x) + 6x cos(y + x)

3
fix y
fxy = 2x3y sin(y2 + x) + 6x2y cos(y2 + x)

fyx =
?
fix x
16
Note
Let f(x,y) be a function defined on a
region D containing (a,b). If
fx, fy, fxy & fyx are all continuous in D,
then
fxy(a,b) = fyx(a,b).
17

To compute f yx is difficult, we shall compute f xy
18
7.4 The Chain Rule

Chain rule for functions of 1 variable
19
Chain rule for functions of more than 1
variable - several forms

z = f(x,y) & x = x(t), y = y(t)
Then z is a function of t
20
z = x2 + xy + y2,
where x = cos t, y = sin t.
= (2x + y)( sin t) + (x + 2y) cos t

Note we may do:
z (cos t ) (cos t )(sin t ) (sin t )

dz
dt
2
21
w = f(x,y,z) & x = x(t), y = y(t), z = z(t)

Then w is a function of t
22
w = z sin xy,
where x = t, y = ln t, z = e t-1
= (cos xy ) y 1+ (cos xy) x 1/t

+ 1 e t-1
23
z = f(x,y) & x = x(s,t), y = y(s,t)

Then z is a function of s & t
24
w = f(x,y,z) & x = x(s,t), y = y(s,t), z = z(s,t)

Then w is a function of s & t
25
Recall: Geometric interpretation
26
7.5 Directional Derivatives

Given z = f(x,y),
rate of change of f along direction
of x-axis at (a, b)
rate of change of f along direction
of y-axis at (a, b)
Question: How about the rate of change of f
along an arbitrary direction?
27
The directional derivative of f at (a,b) in

the direction of unit vector u = u1i + u2j
is
if the limit exists.

Note:
hu=hu1i+hu2 j
Dif(a,b) = fx(a,b)
Djf(a,b) = fy(a,b)
28
Geometrical meaning
29
Question: How to compute Duf(a,b)?

Duf(a,b) = fx(a,b) u1 + fy(a,b) u2
where u = u1i + u2j is a unit vector
without proof
Hence
30
Physical meaning
The directional derivative Duf(a,b) measures
the change in the value f
of a function f when we
move a small distance dt
from the point (a,b) in the
direction of the vector u:
f df where
Usual multiplication
31
f
32
f
Let
(2,1) a
y
r
u unit vector from (2,1) to (3,0)
(3,0) (2,1)
1
(1, 1)
(3,0) (2,1)
2
1
1 4 a
Du f (2,1) (4)
a
2
2
2
a 4 10 2 18.14
f 1505 1506 df
4a
(0.1)
2
33
Functions of three variables

Given f(x, y, z), the directional derivative of f
at (a, b, c) in the direction of a unit vector :
u=
is
34
08/09(Sem 1)
Self study
35
Solution.
36
Gradient Vector
The gradient of
f ( x, y )
is the vector (function) f f xi f y j

For a given unit vector u=u1i+u2 j
f (a, b)gu ( f x (a,b)i f y (a,b)j)g(u1i+u2 j)
f x (a,b)u1 f y (a,b)u2
Du f (a, b)
37
Let be the angle between two vectors

f (a, b) and u, where 0
Du f (a, b) f (a, b)gu f (a, b) u cos f (a, b) cos
cos 1
Hence we have
Du f (a, b)
Du f (a, b)
is positive and maxi when cos 1 i.e., 0

is negative and mini when cos 1
i.e., 180o
38
How to choose the direction u

such that the following two cases occur
f (a, b) At (a,b), the function f increases
u
180o
f ( a , b )
most rapidly when u is

in the direction f ( a, b)
At (a,b), the function f decreases
most rapidly when u is
in the direction f ( a, b)
39
Example
Let f ( x, y ) 9 x 2 y 2
Find the largest possible value of Du f (2,1)

Solution
Du f (2,1) is maxi when 0
Du f (2,1) f (2,1)gu f (2,1) u cos
f (2,1) cos f (2,1)
f (2,1) f x (2,1)i+f y (2,1) j
ANS:
fx
x
9 x y
2
, fy
5
maxi value of Du f (2,1) f (2,1)
2
y
9 x2 y 2
40
7.6 Maximum & Minimum Values
Local max & min

(1) f(x,y) has a local maximum at (a,b) if
f(x,y) f(a,b) for all points (x,y) near (a,b).
f(a,b) a local maximum value.
(2) f(x,y) has a local minimum at (a,b) if
f(x,y) f(a,b) for all points (x,y) near (a,b).
f(a,b) a local minimum value.
41
Critical Points
(First Derivative Test) If f has a local
maximum or minimum at (a,b), & both fx(a,b)
& fy(a,b) exist, then
fx(a,b) = 0 & fy(a,b) = 0.
The converse is not true. For example
(saddle point)
42
f may have a local maximum or minimum

at (a,b), where fx(a,b) or fy(a,b) does not exist.
A point (a,b) is called a critical point of f if

(i) fx(a,b) = 0 & fy(a,b) = 0 ; or
(ii) fx(a,b) or fy(a,b) does not exist
43
x, x 0
z = x
-x, x < 0
z is minimum at (0,0), but
z/ |
x (0,0)
does not exist.
http://www.math.uri.edu/~bkasko
sz/flashmo/tools/graph3d/
44
Second Derivative Test

Assume that f & its 1st & 2nd partial
derivatives are continuous in a region
containing (a,b) s.t.
fx(a,b) = 0 & fy(a,b) = 0.
Let
Discriminant of f
45
(a) If D > 0 and fxx(a,b) > 0, then f has a

local minimum at (a,b).
(b) If D > 0 and fxx(a,b) < 0, then f has a
local maximum at (a,b).
(c) If D < 0, then f has a saddle point at
(a,b).
(d) If D = 0, then no conclusion can be
drawn.
46
f(x,y),
(a,b)
fx(a,b) = 0 = fy(a,b)
D = fxx(a,b)fyy(a,b) fxy(a,b)2
D>0
fxx > 0
Min
D<0
D=0
Saddle
Point
No
Conclusion
fxx < 0
Max
47
f(x,y) = y3 + 3x2y - 3x2 - 3y2 + 2

fx = 6x(y - 1)
fy = 3(y2 + x2 - 2y)
Solving
fx = 0
fy = 0
yields 4 critical points:

(0,0), (0,2), (1,1), (-1,1).
48
fxx = 6(y - 1)
fyy = 6(y - 1)
fxy = 6x
fxx
fyy
fxy
D
D = fxxfyy fxy2
(0,0)
(0,2)
-6
6
-6
6
0
0
36
36
Max
min
(1,1)
(-1,1)
0
0
0
0
6
-6
-36
-36
saddle pts
49
08/09(Sem 2)
Ans. (0, 0) saddle point; (-1, 1) local max.
50
08/09 (Sem 1)
Self study
51
Solution.
f ( x, y ) ln( x y ) xy (n 1) x
52
53
7.6.9 Lagrange Multipliers

We shall use one example to illustrate
the method of Lagrange multipliers without proof
Example
Find relative extrema of
z f ( x, y ) 12 x 16 y 50
subject to the constraint x y 25
2
54
Solution
Let g ( x, y ) x 2 y 2 25
x 2 y 2 25
constraint
and F ( x, y, ) f ( x, y ) g ( x, y )
12 x 16 y 50 ( x 2 y 2 25)
Let Fx 0, Fy 0, F 0 we get
12 2 x 0
16 2 y 0
x 2 y 2 25 0
Solve these three equations, get
2, x 3, y 4 & 2, x 3, y 4
55
2
2
x
y
25
Subject to the constraint
z f (3, 4) 150
Local maxi
z f (3, 4) 50
Local mini
http://www.math.uri.edu/~bkaskos
z/flashmo/tools/graph3d
z 12 x 16 y 50
z f (3, 4) 150
z f (3,4) 50
x 2 y 2 25
56

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CH 7- Functions of Several Variables

The Ideal Gas Law. The pressure(P),

Aim: To extend some methods of single-variable

Functions of two variables

Domain of f = Df = { (x,y) f(x,y) is defined }

7.2 Geometric Representation

7.3 Partial Derivatives

Objective: Given f(x,y), to find its derivative

The partial derivative of f wrt x at (a, b) is

The partial derivative of f wrt y at (a, b) is

Notation. If z = f(x, y), we also write

Question. Given z = f(x, y), how to compute

Higher order partial derivatives

If z = f(x,y), we also write:

Let z = f(x, y) = x3 sin(y2 + x). Then

f xx 3 x 2 cos( y 2 x) x 3 ( sin( y 2 x)) 6 x sin( y 2 x) 3 x 2 cos( y 2 x)

= (6x x ) sin(y + x) + 6x cos(y + x)

fxy = 2x3y sin(y2 + x) + 6x2y cos(y2 + x)

7.4 The Chain Rule

Chain rule for functions of more than 1

variable - several forms

= (2x + y)( sin t) + (x + 2y) cos t

z (cos t ) (cos t )(sin t ) (sin t )

w = f(x,y,z) & x = x(t), y = y(t), z = z(t)

= (cos xy ) y 1+ (cos xy) x 1/t

z = f(x,y) & x = x(s,t), y = y(s,t)

w = f(x,y,z) & x = x(s,t), y = y(s,t), z = z(s,t)

Recall: Geometric interpretation

7.5 Directional Derivatives

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

if the limit exists.

Question: How to compute Duf(a,b)?

Functions of three variables

is the vector (function) f f xi f y j

Let be the angle between two vectors

is positive and maxi when cos 1 i.e., 0

How to choose the direction u

f (a, b) At (a,b), the function f increases

most rapidly when u is

Find the largest possible value of Du f (2,1)

7.6 Maximum & Minimum Values

Local max & min

f may have a local maximum or minimum

A point (a,b) is called a critical point of f if

Second Derivative Test

(a) If D > 0 and fxx(a,b) > 0, then f has a

f(x,y) = y3 + 3x2y - 3x2 - 3y2 + 2

yields 4 critical points:

Ans. (0, 0) saddle point; (-1, 1) local max.

7.6.9 Lagrange Multipliers

Solve these three equations, get

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