Functions of Several Variables

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1 Functions of several

The temperature T of a point on Earth’s surface depends on its latitude x and


longitude y, expressed by writing T = f (x, y). T is the dependent variable; x
and y are the independent variables. Many functions depend on more than one
independent variable.

Functions of two variables

Suppose that D is a set of ordered pairs of real numbers (x, y). A real-valued
function f of two variables on D is a rule that assigns a unique real number
z = f (x, y) to each ordered pair (x, y) in D. The set D is the domain of f ,
and the set of z-values taken on by f is its range. The independent variables
x and y are the function’s input variables, and the dependent variable z is the
function’s output variable.

Domains and ranges

N.B. Exclude inputs that lead to complex numbers or division by zero.

Example 1

Functionp Domain Range


(a) z = y − x2 y ≥ x2 [0, ∞)
1
(b) z = xy xy 6= 0 (−∞, 0) ∪ (0, ∞)
(c) z = sin xy Entire plane [−1; 1]
Example 2
p
Describe the domain of the function f (x, y) = y − x2 .

Solution

Since f is defined only where y − x2 ≥ 0, the domain is the closed, unbounded


region y ≥ x2 . The parabola is the boundary of the domain. The points above
the parabola make up the domain’s interior.

Surfaces

A function of two variables is written as z = f (x, y). The graph of a func-


tion z = f (x, y) is a surface in 3 − d.

Example 3

Graph f (x, y) = 100 − x2 − y 2 . (ie z = 100 − x2 − y 2 ).

1
Hint

The graph is a paraboloid made up of the level surfaces 100 − x2 − y 2 = c,


where c is a constant. When c = 0, x2 + y 2 = 100, (i.e. z = 0 where the surface
cuts the x and y-axis.

Exercise

A. For number 1-5,


a. find the function’s domain and range,
b. find the boundary of the function’s domain,
c. determine if the domain is an open region, a closed region or neither,
d. decide if the domain is bounded or unbounded.

1. f (x, y) = √ 1 2 2
16−x −y
p
2. f (x, y) = 9 − x2 − y 2 ,
3. f (x, y) = ln (x2 + y 2 ),
2
+y 2 )
4. f (x, y) = e−(x ,
5. f (x, y) = arcsin(y − x),

B. Sketch a typical level surface for the function


a. f (x, y) = y 2 ,
b. f (x, y) = x2 + y 2 .

1.1 Limits and Continuity


Limit of a function of two variables

If the values of a real-valued function f (x, y) lie close to a fixed real num-
ber L for all points (x, y) sufficiently close to the point (x0 , y0 ) but not equal to
(x0 , y0 ), we say that L is the limit of f as (x, y) approaches (x0 , y0 ), written as

lim f (x, y) = L.
(x,y)→(x0 ,y0 )

In the (x, y) plane there are an infinite number of ways of approaching a point
(x0 , y0 ). If f (x, y) does not approach the same number L for two different paths
to (x0 , y0 ) then lim(x,y)→(x0 ,y0 ) f (x, y) does not exist.

Example 1
x−xy+3 0−(0)(1)+3
1. lim(x,y)→(0,1) x2 y+5xy−y 3 = (0)2 (1)+5(0)(1)−(1)3 = −3.

2
x2 −xy √ √
2. lim(x,y)→(0,0) √ Since the denominator ( x − y) approaches 0 as
√ .
x− y
√ √
(x, y) → (0, 0), we multiply numerator and denominator by ( x + y),
producing an equivalent fraction whose limit we can find:
√ √
x2 − xy (x2 − xy)( x + y)
lim √ √ = lim √ √ √ √
(x,y)→(0,0) x− y (x,y)→(0,0) ( x − y)( x + y)
√ √
(x2 − xy)( x + y)
= lim √ √ √ √
(x,y)→(0,0) ( x − y)( x + y)
√ √
x(x − y)( x + y)
= lim
(x,y)→(0,0) x−y
√ √
= lim x( x + y)
(x,y)→(0,0)
√ √
= 0( 0 + 0)
= 0.

Example 2
x2 −3y 2
Show that lim(x,y)→(0,0) x2 +2y 2 does not exist.

Solution

The function f (x, y) is defined everywhere except at (0, 0). Two ways of ap-
proaching (0, 0) are along the x-axis (y = 0) and along the y-axis (x = 0) we
have;

x2 −0
on y = 0 : lim(x,0)→(0,0) f (x, 0) = x2 +0 = 1,
−3y 2 −3
on x = 0 : lim(0,y)→(0,0) f (0, y) = lim(0,y)→(0,0) 2y 2 = 2 .

−3
Therefore the limit does not exist since 1 6= 2 .

Example 3
xy
Show that lim(x,y)→(0,0) x2 +y 2 does not exist.

Solution

The limit along the x and y axes are the same

lim f (x, 0) = lim f (0, y) = 0.


(x,0)→(0,0) (0,y)→(0,0)

However this does not mean lim(x,y)→(0,0) f (x, y) exists since we have examined
every path to (0, 0). We try any line through the origin given by y = mx.

3
x2 x2
e.g. on y = x, lim(x,y)→(0,0) f (x, y) = x2 +x2 = 2x2 = 12 .

2x2 2x2
on y = 2x, lim(x,y)→(0,0) f (x, y) = x2 +4x2 = 5x2 = 52 .

Therefore the limit does not exist.

 -δ definition of a limit

Let f be a function of two variables that is defined at every point (x, y) in


the interior of a circle centered at (a, b), except possibly at (a, b). Then,
lim(x,y)→(a,b) f (x, y) = L, means that for every  > 0, there exists a number
p
δ > 0 : |f (x, y) − L| <  whenever 0 < (x − a)2 + (y − b)2 < δ.

Example 4

Show that
xy
lim p =0
(x,y)→(0,0) x2 + y 2

Solution
p
We need to show that for  > 0, there exist δ > 0 : if 0 < x2 + y 2 < δ,
then
xy
p < .
x2 + y 2
Since

(|x| − |y|)2 ≥ 0
|x|2 + |y|2 ≥ 2|x||y|
1 2
|x||y| ≤ (x + y 2 ),
2
thus p
xy xy x2 + y 2 1p 2 δ
p = 2 2
≤ x + y2 < .
x2 + y 2 x +y 2 2
Therefore, if we choose δ = 2, then
p for every  > 0, there exist δ > 0 : if (x, y) is
in the domain and satisfies 0 < (x − a)2 + (y − b)2 < δ then |f (x, y) − L| < .

1.2 Continuity
Definition

A function f (x, y) is continuous at the point (x0 , y0 ) if;


1. f is defined at (x0 , y0 ),

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2. lim(x,y)→(x0 ,y0 ) f (x, y) exists,
3. lim(x,y)→(x0 ,y0 ) f (x, y) = f (x0 , y0 ).
A function is continuous if it is continuous at every point of its domain.

Example 1
x+2y
Is the function f (x, y) = x2 +y continuous at (1, 4).

Solution
x+2y
lim(x,y)→(1,4) x2 +y = 59 . Therefore f (x, y) is continuous at (1, 4)

Example 2

x
The function f (x, y) = y+2x is continuous except at the points on the line
y = −2x.

Example 3
x2 −y 2
Evaluate lim(x,y)→(1,1) x−y

Solution
x2 −y 2 (x−y)(x+y)
lim(x,y)→(1,1) x−y = lim(x,y)→(1,1) x−y = lim(x,y)→(1,1) (x + y) = 2.

Example 4

Show that  2xy


x2 +y 2 , (x, y) 6= (0, 0)
f (x, y) =
0, (x, y) = (0, 0)
is continuous at every point except the origin.

Solution

The function f is continuous at any point (x, y) 6= (0, 0) because its values
are then given by a rational funtion of x and y. At (0, 0), the value of f is de-
fined , but f , has no limit as (x, y) → (0, 0) because different paths of approach
to the origin lead to different results.
2
Along a line y = mx, x 6= 0, f (x, mx) = x22mx 2m
+m2 x2 = 1+m2 . Therefore for
every value m, the funtion f has a constant value on the line y = mx. Thus f
has this number as its limit as (x, y) approaches (0, 0) along the line
2m
lim f (x, y) = lim f (x, mx) = .
(x,y)→(0,0) (x,y)→(0,0) 1 + m2

5
The limit changes with m. There is therefore no single number we may call the
limit of f as (x, y) approaches (0, 0). The limit fails to exist, and the function
is not continuous.

Exercise
1. Find the limits
(a) lim(x,y)→(0, π4 ) sec x tan y,
(b) lim(x,y)→(0,ln 2) ex−y

2. At what points (x, y) in the plane are the functions continuous


(a) f (x, y) = sin(x + y)
(b) f (x, y) = ln (x2 + y 2 )
1
(c) g(x, y) = sin( xy )
x+y
(d) g(x, y) = 2+cos x

1.3 Partial Derivatives


Definition: The partial derivative of f (x, y) with respect to x at the point
(x0 , y0 ) is
∂f f (x0 + h, y0 ) − f (x0 , y0 )
= lim ,
∂x (x0 ,y0 ) h→0 h
provided the limit exists.

The partial derivative ∂f ∂f


∂x at (x0 , y0 ) [ ∂x (x0 , y0 ) or fx (x0 , y0 )] gives the rate
of change of f with respect to x when y is held fixed at the value y0 . This is
the rate of change f in the direction of î at (x0 , y0 ).

Example: Finding partial derivates at a point


∂f ∂f
Find the values of ∂x and ∂y at the point (4, −5) if f (x, y) = x2 + 3xy + y − 1.

Solution
∂f
To find ∂x , treat y as a constant and differentiate with respect to x.

∂f ∂ 2
= (x + 3xy + y − 1),
∂x ∂x
= 2x + 3(1)(y) + 0 − 0,
= 2x + 3y,
∂f
= 2(4) + 3(−5)
∂x (4,−5)
= −7.

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∂f
= 3(x) + 1,
∂y
∂f
= 3(4) + 1,
∂y (4,−5)
= 13.

Example 2 : Finding partial derivatives as a function


∂f
Find ∂y if f (x, y) = y sin xy.

Solution

Treat x as a constant and f as a product of y and sin xy.


∂f ∂
= (y sin xy)
∂y ∂y
∂ ∂
= y (sin xy) + sin xy (y)
∂y ∂y
Example 3
2y
Find fx and fy if f (x, y) = y+cos x

Solution

Treat f as a quotient with y constant,


∂  2y 
fx = ,
∂x y + cos x
∂ ∂
(y + cos x) ∂x (2y) − 2y ∂x (y + cos x)
= 2
,
(y + cos x)
(y + cos x)(0) − 2y(− sin x)
= ,
(y + cos x)2
2y sin x
= .
(y + cos x)2

∂  2y 
fy = ,
∂y y + cos x
∂ ∂
(y + cos x) ∂y (2y) − 2y ∂y (y + cos x)
= ,
(y + cos x)2
(y + cos x)(2) − 2y(1)
= ,
(y + cos x)2
2 cos x
= .
(y + cos x)2

7
Example: Implicit partial differentiation

∂z
Find ∂x if the equation yz − lnz = x + y defines z as a function of two in-
dependent variables x and y and the partial derivatives exist.

Solution

Differentiate both sides of the equation w.r.t x holding y constant and treating
z as a differentiable function of x i.e. z = z(x, y).

∂ ∂ ∂ ∂
(yz) − (ln z) = (x) + (y),
∂x ∂x ∂x ∂x
∂z 1 ∂z
y − = 1 + 0,
∂x z ∂x
 1  ∂z
y− = 1,
z ∂x
∂z z
= .
∂x yz − 1
Example 5 : Finding the slope of a surface in the y-direction.

The plane x = 1 intersects the paraboloid z = x2 + y 2 in a parabola. Find


the slope of the tangent to the parabola at (1, 2, 5).

Solution

∂z ∂ 2
= (x + y 2 )
∂y (1,2) ∂x (1,2)

= 2y
(1,2)
= 2(2) = 4,

Second-order partial derivatives


∂2f ∂2f ∂2f
∂x2 or 
fxx , ∂x∂y = fyx ; ∂y∂x
 
= fxy ;
∂ ∂f ∂2f ∂ ∂f ∂2f
∂x ∂x = ∂x2 , ∂x ∂y = ∂x∂y (differentiate first w.r.t y, then w.r.t x)
fyx = fxy .

8
Example 1
∂2f ∂2f ∂2f ∂2f
If f (x, y) = x cos y + yex , find ∂x2 , ∂y∂x , ∂y 2 , and ∂x∂y .

Solution
∂f ∂
∂x = ∂x (x cos y + yex ) = cos y + yex .
∂f ∂
∂y = ∂y (x cos y + yex ) = −x sin y + ex .
 
∂2f ∂ ∂f ∂
∂y∂x = ∂y ∂x = ∂y (cos y + yex ) = − sin y + ex .
 
∂2f ∂ ∂f
∂x∂y = ∂x ∂y = − sin y + ex .
 
∂2f ∂ ∂f
∂x2 = ∂x ∂x = yex .
 
∂2f ∂ ∂f
∂y 2 = ∂y ∂y = −x cos y.

Partial derivatives of higher order


∂3f ∂4f
∂x∂y 2 = fyyx ; ∂x2 ∂y 2 = fyyxx

1.4 The Chain rule


Theorem

If W = f (x, y) is differentiable and x and y are differentiable functions of t,


then W is a differentiable funtion of t and
dW ∂f dx ∂f dy
= + .
dt ∂x dt ∂y dt
[i.e. W = f (x, y) and x(t), y(t) or W = f (x(t), y(t)) ]

Example

Use the chain rule to find the derivative of

W = xy
π
w.r.t t along the path x = cos t, y = sin t. What is the derivative’s value at t = 2?

Solution
dW ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt
∂(xy) d(cos t) ∂(xy) d(sin y)
= +
∂x dt ∂y dt

9
= (y)(− sin t) + (x)(cos t)
= (sin t)(− sin t) + (cos t)(cos t)
= − sin2 t + cos2 t
= cos(2t)
dW
dt = cos( 2π
2 ) = cos π = −1.
t= π
2

Example
df
Given f (x, y) = 2x − 3xy and x(θ) = 2 cos θ, y(θ) = sin θ. Find dθ .

Solution
df ∂f dx ∂f dy
= +
dθ ∂x dθ ∂y dθ
= (2 − 3y)(−2 sin θ) + (−3x) cos θ
= (6y − 4) sin θ − 3x cos θ
= 6 sin2 θ − 4 sin θ − 6 cos2 θ
Chain rule for two independent variables and two intermediate
variables

If W = f (x, y), x = g(r, s) and y = h(r, s), then

∂W ∂W ∂x ∂W dy ∂W ∂W ∂x ∂W dy
∂r = ∂x ∂r + ∂y dr and ∂s = ∂x ∂s + ∂y ds .

Example

∂W ∂W
Express ∂r and ∂s in terms of r and s if W = x2 + y 2 , x = r − s, y = r + s.

Solution

∂W ∂W ∂x ∂W dy
= +
∂r ∂x ∂r ∂y dr
= (2x)(1) + (2y)(1)
= 2(r − s) + 2(r + s)
= 4r.
And
∂W ∂W ∂x ∂W dy
= +
∂s ∂x ∂s ∂y ds
= (2x)(1) + (2y)(1)
= −2(r − s) + 2(r + s)
= 4s.

10
Implicit differentiation

Theorem

Suppose that F (x, y) is differentiable and that the equation F (x, y) = 0 de-
fines y as a differentiable funtion of x. Then at any point where Fy 6= 0,
dy Fx
=− .
dx Fy
Example
dy
Use theorem to find dx if y 2 − x2 − sin xy = 0.

Solution

Let F (x, y) = y 2 − x2 − sin xy. Then


dy −2x−y cos xy 2x+y cos xy
dx = −F
Fy =
x
2y−x cos xy = 2y−x cos xy .

1.5 The Total Differential


The differential helps us determine the sensitivity of a multivariable function to
changes in each of its independent variables.

Definition

If we move from (x0 , y0 ) to a point (x0 + dx, y0 + dy) nearby, the resulting
change
df = fx (x0 , y0 )dx + fy (x0 , y0 )dy
is called the total differential of f.

Recall that for a function of one variable y = f (x),


∆y = f (x + ∆x) − f (x).
For a funtion of two variables z = f (x, y),
∆z = f (x + ∆x, y + ∆y) − f (x, y)
Let z = f (x, y) be differentiable then the total differential of z is
dz = fx (x, y)dx + fy dy
∂z ∂z
= dx + dy.
∂x ∂y
Exercise

Find the total differential of the given function

11
1. z = x2 sin 4y, [Ans. dz = 2x sin 4ydx + 4x2 cos 4ydy]

6y 2
p 2x
2. z = 2x2 − 4y 3 , [Ans. dz = √ dx −√ dy]
2x2 −4y 3 2x2 −4y 3

1 1
3. F (r, s, t) = r3 s−2 − 4t 2 , [Ans. dF = 3r2 dr − 2s−3 ds − 2t− 2 dt]
Types of change

When we move from (x0 , y0 ) to a point nearby, we can describe the


corresponding change in the value of a function f (x, y) in three ways.

Change True Estimate


Absolute change ∆f df
∆f df
Relative change f (x0 ,y0 ) f (x0 ,y0 )
∆f df
Percentage change f (x0 ,y0 ) × 100% f (x0 ,y0 ) × 100%

Example
 
The pressure P of an enclosed ideal gas is given by P = K VT where V is
volume, T is temperature and K is a constant. Given that the percentage er-
rors in measuring T and V are at most 0.6% and 0.8% respectively, find the
approximate maximum percentage error in P .

Solution

dT dV
Given that T × 100 ≤ 0.6 and V × 100 ≤ 0.8

K KT
dP = dT − 2 dV
V V
Dividing throughout by P

dP K KT V
= dT − 2 dV ×
P V V KT
dT dV
= −
T V
≤ |0.006 − 0.008|
= | − 0.002|
= 0.002
= 0.2%

12
Therefore the maximum percentage error in P is 0.2%.

Example
√ √
4
Use the concept of the differential to find an approximation to 102 + 80.

Solution
√ √
Let f (x, y) = x+ 4 y, where x = 100, dx = 2, y = 81, dy = −1.
1 1
df = √ dx + √ dy
2 x 4( 4 y)3
1 1
= √ (2) + √ 4
(−1)
2 100 4( 81)3
1 1
= −
10 108
= 0.09074074
√ √
4
f (100, 81) = 100 + 81 = 10 + 3 = 13

f (102, 80) ≈ f (100, 81) + df = 13 + 0.09074074 = 13.09074074


√ √
4
Using a calculator 102 + 80 = 10.099950494 + 2.9990697562 = 13.0902025.

Application

PV
P V = N RT where N R is a constant. We can write T = N R = KP V. Suppose
◦ 3
at 25 C, gas is expanding in a cylinder of 55cm at a pressure of 3atm. Also
suppose that the pressure is increased by 0.1 atm and the volume is decreased
by 0.05m3 . Find the approximate change in temperature.

Solution

Calculating K using given values of T, P and V ;


T 25 5
K= = = .
PV 3 × 55 33
The approximate change in temperature, dT, is thus;

dT = KP dV + KV dP
= K[3(−0.05) + 55(0.1)]
= 5.35K
5
= × 5.35
33
= 0.81060606.

13
Example

Suppose that a cylindrical can is designed to have a radius of 1in. and a height
of 5in., but the radius and height are off by the amounts dr = +0.03 and
dh = −0.1. estimate the resulting absolute, relative and percentage changes in
the volume of the can.

Solution

To estimate the absolute change in V,


dV = Vr (r0 , h0 )dr + Vh (r0 , h0 )
= 2πr0 h0 dr + πr02 dh
= 2π(1)(5)(0.03) + π(1)2 (−0.1)
= 0.3π − 0.1π
= 0.2π
≈ 0.63in.
Divide by V (r0 , h0 ) to estimate the relative change:
dV 0.2π
=
V (r0 , h0 ) πr02 h0
0.2π
=
π(1)2 (5)
= 0.04.
Multiply by 100% to estimate the percentage change:
dV
× 100% = 0.04 × 100%
V (r0 , h0 )
= 4%.
Error

Suppose that you measure the dimensions of a tin (can) to be h = ±0.1cm


and r = 2 ± 0.05cm. What is the approximate error in your measurement for
the volume of the can?

Solution

V = πr2 h. Hence the error an be approximated by;


∆V = 2πrh∆r + πr2 ∆h
dV = 2πrhdr + πr2 dh
= 2π(2)(6)(0.05) + π(4)(0.1)
= 1.6π
≈ 5.0cm3 .

14
The approximate error ≈ ±5.0cm3 .

1.6 Maxima and Minima


As with functions of a single variable, we an find maxima and minima of several
variables. We begin by finding critical numbers, then apply a second derivative
test to determine the nature of the critial value.

N. B. A critical value (point) can give rise to a relative max, min or


saddle point.

Second derivative test for determinig relative extrema

Find the critical points f (x, y) by solving the system fx = 0 and fy . Call each
such point (a, b). Apply the second derivative test. Let
2
D(x, y) = fxx fyy − fxy .
Then,

• If D(a, b) > 0 and fxx (a, b) < 0 then f has a local maximum at (a, b),

• If D(a, b) > 0 and fxx (a, b) > 0 then f has a local minimum at (a, b),
• If D(a, b) < 0 and fxx (a, b) < 0 then f has neither a local maximum or
minimum at (a, b), it has a saddle point,
• If D(a, b) = 0, then the test is inconclusive.

Example

Find the local extreme values of the function f (x, y) = xy −x2 −y 2 −2x−2y +4.

Solution

fx = y − 2x − 2 = 0,
fx = y − 2x − 2 = 0,

Solving gives x = y = −2. Therefore the point (−2, −2) is the only critial point.

fxx = −2, fyy = −2, and fxy = 1.

The discriminant of f at (a, b) = (−2, −2) is

2
D(−2, −2) = fxx fyy − fxy = (−2)(−2) − (1)2 = 4 − 1 = 3. The
2
combination fxx < 0 and fxx fyy − fxy > 0 tells us that f has a local maximum

15
at (−2, −2). The value of f at this point is f (−2, −2) = 8.

Example

Find the local extreme values of f (x, y) = xy.

Solution

fx = y = 0 and fy = x = 0. Therefore the critical point is (0, 0).

fxx = fyy = 0, fxy = 1.

2
fxx fyy − fxy = −1. Hence, the function has a saddle point at (0, 0).
Therefore f (x, y) = xy has no local extreme values.

Exerise

Find the local maximum, minimum values or saddle points of the given
functions.
1. f (x, y) = x2 + y 2 + 4x − 6y. [Ans. Min f (−2, 3) = −13].

2. f (x, y) = x3 − 3xy + y 3 . [Ans. Min f (1, 1) = −1, saddle point (0, 0)].

x2 y 2 −8x+y
3. f (x, y) = xy . [Ans. Max f (− 12 , 4) = −6].

1.7 Lagrange Multipliers


A powerful method for finding extreme values of onstrained functions.

The method

Suppose tha f (x, y, z) and g(x, y, z) are differentiable. To find the local maxi-
mum and minimum values of f subjet to the constraint g(x, y, z) = 0, find the
values of x, y, z and λ that simultaneously satisy the equations;

∇f = λ∇g and g(x, y, z) = 0.

For the functions of two independent variables, the appropriate equations are,
∇f = λ∇g and g(x, y) = 0.

Example

Find the greatest and smallest values that the function f (x, y) = xy takes
2 2
on the ellipse x8 + y2 = 1.

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Solution

We want the extreme values of


x2 y2
f (x, y) = xy s.t the constraint g(x, y) = 8 + 2 − 1 = 0.
To do so, we first find the values of x, y and λ for which
∇f = λ∇g and g(x, y) = 0.
The gradient equation gives
y î + xĵ = λ4 xî + λy ĵ.
From which
λx λ2 y
y= 4 , x = λy, and y = λ4 (y) = 4 ,

so that y = 0 or λ = ±2. We now consider two cases.


1. Case 1 : If y = 0, then x = y = 0. But (0, 0) is not on the ellipse hence,
y 6= 0.

2. Case 2 : If y 6= 0, then λ = ±2 and x = ±2y. Substituting this in the


2 2
equation g(x, y) = 0 gives (±2y)
8 + y2 = 1, 4y 2 + 4y 2 = 8 and y = ±1.
The function f (x, y) = xy therefore takes on its extreme values on the ellipse at
the four points (±2, 1), (±2, −1). The extreme values are xy = 2 and xy = −2.

NB

∇f = y î + xĵ (is a multiple (λ = ±2)) of ∇g = x4 î + y ĵ. At the point (2, 1),

∇f = î + 2ĵ, ∇g = 12 î + ĵ and ∇f = 2∇g,

At (−2, 1)

∇f = î − 2ĵ, ∇g = − 12 î + ĵ and ∇f = −2∇g,

Example

Find the maximum and minimum values the function f (x, y) = 3x + 4y on


the circle x2 + y 2 = 1.

Solution

f (x, y) = 3x + 4y, g(x, y) = x2 + y 2 − 1.

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∇f = λ∇g; 3î + 4ĵ = 2xλî + 2yλĵ

g(x, y) = x2 + y 2 − 1 = 0.
The gradient equation implies that λ 6= 0 and gives
3
x= 2λ ; y = λ2 .
The equation g(x, y) = 0 gives,
 3 2  2 2
+ − 1 = 0,
2λ λ
9 + 16 = 4λ2
5
λ = ± .
2
3
Thus x = 2λ = ± 35 , y = 2
λ = ± 45 ,
 
and f (x, y) = 3x + 4y has extreme values at (x, y) = ± 35 .
   
3 35 + 4 45 = 25 5 = 5 (max.)
   
3 −35 + 4 −4 5 = −25
5 = −5 (min.)

2 Directional derivatives, Gradient vectors and


tangent planes
Theorem (The directional derivative is a dot product)  
df
If the function f (x, y) is differentiable at P0 (x0 , y0 ) then ds , the
û,P0 )=(∇f )P0 û˙
dot product of the gradient of f at P0 and û.
Definition (Gradient vector or gradient)
The gradient vector (gradient) of f (x, y) at a point P0 (x0 , y0 ) is a vector

∂f ∂f
∇f = i+ j
∂x ∂y
obtained by evaluating the partial derivatives of f at P0 .

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