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Cal3 ch13

This document covers the topic of partial derivatives in calculus, specifically focusing on functions of two or more variables, their notation, and terminology. It includes examples of finding domains, level curves, and evaluating limits along curves, emphasizing the complexity of limits in multiple dimensions. Additionally, it discusses the concept of continuity for functions of two variables.

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0% found this document useful (0 votes)
38 views93 pages

Cal3 ch13

This document covers the topic of partial derivatives in calculus, specifically focusing on functions of two or more variables, their notation, and terminology. It includes examples of finding domains, level curves, and evaluating limits along curves, emphasizing the complexity of limits in multiple dimensions. Additionally, it discusses the concept of continuity for functions of two variables.

Uploaded by

ramniwas1517
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.1]
FUNCTIONS OF TWO OR MORE VARIABLES
NOTATION AND TERMINOLOGY
The notation for a function of two or more variables is similar to that
for a function of a single variable.

𝑧 = 𝑓 𝑥, 𝑦 Function of two variables

2 Variables

𝑤 = 𝑓 𝑥, 𝑦, 𝑧 Function of three variables

3 Variables
NOTATION AND TERMINOLOGY
𝑥2 + 𝑦2 − 9
Example Find the domain of the function 𝑓 𝑥, 𝑦 =
𝑥

The function 𝑓 is defined for all points 𝑥, 𝑦


such that 𝑥 ≠ 0 and

𝑥2 + 𝑦2 − 9 ≥ 0 ⇒ 𝑥2 + 𝑦2 ≥ 9

So, the domain is the set of all points lying


on or outside the circle 𝑥 2 + 𝑦 2 = 9 except
those points on the 𝑦 −axis.
NOTATION AND TERMINOLOGY

Example Find the domain of the function 𝑓 𝑥, 𝑦 = 𝑦 + 1 + ln 𝑥 2 − 𝑦

• Note that 𝑦 + 1 is defined only


when 𝑦 ≥ −1.
• Also, ln 𝑥 2 − 𝑦 is defined only when
𝑥 2 − 𝑦 > 0 and hence 𝑦 < 𝑥 2 .
• Thus, the natural domain of 𝑓 consists
of all points in the 𝑥𝑦 −plane for
which −1 ≤ 𝑦 < 𝑥 2 .
LEVEL CURVES

The set of all points 𝑥, 𝑦, 𝑓 𝑥, 𝑦 in space, for 𝑥, 𝑦 in the domain of


𝑓, is called the graph of 𝑓.

The graph of 𝑓 is also called the surface 𝑧 = 𝑓 𝑥, 𝑦 .


LEVEL CURVES
The set of points in the plane where a
function 𝑓 𝑥, 𝑦 has a constant value
𝑓 𝑥, 𝑦 = 𝑐 is called a level curve of
𝑓.
LEVEL CURVES

The curve in space in which the plane

𝑧 = 𝑐 cuts a surface 𝑧 = 𝑓 𝑥, 𝑦 is

made up of the points that represent

the function value 𝑓 𝑥, 𝑦 = 𝑐. It is

called the contour curve 𝑓 𝑥, 𝑦 = 𝑐.


LEVEL CURVES
Example Sketch the contour plot of 𝑓 𝑥, 𝑦 = 𝑦 − 𝑥 2 using level
curves of height 𝑘 = 1, 2, 3, 4, 5.
𝑓 𝑥, 𝑦 = 𝑘 𝑦 − 𝑥2 = 𝑘
𝑦 = 𝑥2 + 𝑘

𝑘=1 𝑦 = 𝑥2 + 1
𝑘=2 𝑦 = 𝑥2 + 2
𝑘=3 𝑦 = 𝑥2 + 3
𝑘=4 𝑦 = 𝑥2 + 4
𝑘=5 𝑦 = 𝑥2 + 5
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.2]
LIMITS AND CONTINUITY
LIMITS ALONG CURVES
• For a function of one variable there are two one-sided limits at a point
𝑥0 , namely,
lim+ 𝑓 𝑥 and lim− 𝑓 𝑥
𝑥→𝑥0 𝑥→𝑥0
reflecting the fact that there are only two directions from which 𝑥 can
approach 𝑥0 , the right or the left.

• For functions of several variables the


situation is more complicated because
there are infinitely many different curves
along which one point can approach
another.
LIMITS ALONG CURVES

If 𝐶 is a smooth parametric curve in 2 −space


that is represented by the equations 𝑥 = 𝑥 𝑡
and 𝑦 = 𝑦 𝑡 , and if 𝑥0 = 𝑥 𝑡0 and 𝑦0 = 𝑦 𝑡0 ,
then

lim 𝑓 𝑥, 𝑦 = lim 𝑓 𝑥 𝑡 , 𝑦 𝑡
𝑥,𝑦 → 𝑥0 ,𝑦0 𝑡→𝑡0
along 𝑪
RELATIONSHIPS BETWEEN GENERAL LIMITS AND LIMITS ALONG
SMOOTH CURVES

• If 𝑓 𝑥, 𝑦 → 𝐿 as 𝑥, 𝑦 → 𝑥0 , 𝑦0 , then 𝑓 𝑥, 𝑦 → 𝐿 as 𝑥, 𝑦 → 𝑥0 , 𝑦0

along any smooth curve.

• If the limit of 𝑓(𝑥, 𝑦) fails to exist as 𝑥, 𝑦 → 𝑥0 , 𝑦0 along some

smooth curve, or if 𝑓(𝑥, 𝑦) has different limits as 𝑥, 𝑦 → 𝑥0 , 𝑦0 along

two different smooth curves, then the limit of 𝑓(𝑥, 𝑦) does not exist as

𝑥, 𝑦 → 𝑥0 , 𝑦0 .
LIMITS ALONG CURVES 0
=
𝑥𝑦 0
Example Evaluate lim − 2 2
along:
𝑥,𝑦 → 0,0 𝑥 +𝑦
the 𝑥 −axis 𝑦=0
𝑥×0 0
lim − 2 2 = lim 2 = 0
𝑥,0 → 0,0 𝑥 +0 𝑥→0 𝑥

the 𝑦 −axis 𝑥=0


0×𝑦 0
lim − 2 2 = lim 2 = 0
0,𝑦 → 0,0 0 +𝑦 𝑦→0 𝑦
LIMITS ALONG CURVES 0
=
𝑥𝑦 0
Example Evaluate lim − 2 2
along:
𝑥,𝑦 → 0,0 𝑥 +𝑦
the line 𝑦 = 𝑥
𝑥×𝑥 −𝑥 2 −1
lim − 2
𝑥,𝑥 → 0,0 𝑥 + 𝑥 2 = 𝑥→0
lim 2 =
2𝑥 2

The parabola 𝑦 = 𝑥 2
𝑥 × 𝑥2 −𝑥 3
lim − 2 4 = lim 2 2
=0
𝑥,𝑥 2 → 0,0 𝑥 +𝑥 𝑥→0 𝑥 1 + 𝑥

Since we found two different smooth curves along which this limit had
different values then the limits does not exist
LIMITS ALONG CURVES

Example Show that the following limit does not exist.

𝑥 2 − 3𝑦 2 0
lim =
𝑥,𝑦 → 0,0 𝑥 2 + 2𝑦 2 0

𝑥2 − 0
the 𝑥 −axis lim 2
=1
𝑥,0 → 0,0 𝑥 +0
The limit does
0 − 3𝑦 2 3 not exist
the 𝑦 −axis lim 2
=−
0,𝑦 → 0,0 0 + 2𝑦 2
LIMITS ALONG CURVES

Example Show that the following limit does not exist.

𝑥3𝑦 0
lim =
𝑥,𝑦 → 0,0 𝑥6 + 𝑦2 0

0
the 𝑥 −axis lim 6
=0
𝑥,0 → 0,0 𝑥 +0
The limit does
not exist
𝑥3 𝑥3 𝑥6 1
The curve lim 6 6
= lim 6 =
𝑦 = 𝑥3 𝑥,𝑥 3 → 0,0 𝑥 +𝑥 𝑥→0 2𝑥 2
LIMITS ALONG CURVES

𝑥𝑦 −1 2 2
Example Evaluate lim = =−
𝑥,𝑦 → −1,2 𝑥2 + 𝑦2 2
−1 + 22 5

Example Evaluate lim 5𝑥 3 𝑦 2 + 9 = 5 13 42 + 9 = 89


𝑥,𝑦 → 1,4

1 1
Example Evaluate lim = = +∞ does not exist
𝑥,𝑦 → 0,0 𝑥2 + 𝑦2 0+0
LIMITS ALONG CURVES

𝑥4 − 𝑦4 0
Example Evaluate lim 2 2 =
𝑥,𝑦 → 0,0 𝑥 +𝑦 0

𝑥4 − 𝑦4 𝑥2 − 𝑦2 𝑥2 + 𝑦2
lim = lim
𝑥,𝑦 → 0,0 𝑥2 + 𝑦2 𝑥,𝑦 → 0,0 𝑥2 + 𝑦2

= lim 𝑥2 − 𝑦2
𝑥,𝑦 → 0,0

=0
LIMITS ALONG CURVES

Example Evaluate lim 𝑥 2 + 𝑦 2 ln 𝑥 2 + 𝑦 2 =0⋅∞


𝑥,𝑦 → 0,0

• It is not evident whether this limit 𝑥 = 𝑟 cos 𝜃 𝑦 = 𝑟 sin 𝜃

exists because it is an 𝑟2 = 𝑥2 + 𝑦2 tan 𝜃 = 𝑦Τ𝑥

indeterminate form of type 0 ⋅ ∞. Note


• Although L'Hospital's rule cannot Since 𝑟 ≥ 0 then 𝑟 = 𝑥 2 + 𝑦 2 ,
be applied directly, we can find so that 𝑟 → 0+ if and only if
𝑥, 𝑦 → 0,0
this limit by converting to polar
coordinates.
LIMITS ALONG CURVES

Example Evaluate lim 𝑥 2 + 𝑦 2 ln 𝑥 2 + 𝑦 2 =0⋅∞


𝑥,𝑦 → 0,0

𝑥 = 𝑟 cos 𝜃 𝑦 = 𝑟 sin 𝜃
= lim+ 𝑟 2 ln 𝑟 2 𝑟2 = 𝑥2 + 𝑦2 tan 𝜃 = 𝑦Τ𝑥
𝑟→0
2 ln 𝑟
= lim+ Note
𝑟→0 1Τ𝑟 2
Since 𝑟 ≥ 0 then 𝑟 = 𝑥 2 + 𝑦 2 ,
2Τ𝑟
= lim+ so that 𝑟 → 0+ if and only if
𝑟→0 −2Τ𝑟 3 𝑥, 𝑦 → 0,0
= lim+ −𝑟 2 = 0
𝑟→0
LIMITS ALONG CURVES

Example Evaluate the following limit by converting to polar coordinates.

𝑥 2𝑦2 0 𝑥 = 𝑟 cos 𝜃
lim =
𝑥,𝑦 → 0,0 𝑥2 + 𝑦2 0 𝑦 = 𝑟 sin 𝜃
𝑟2 = 𝑥2 + 𝑦2
Remember that 𝑟 → 0+ if and only if 𝑥, 𝑦 → 0,0 .

𝑥 2𝑦2 𝑟 cos 𝜃 2 𝑟 sin 𝜃 2


lim = lim+
𝑥,𝑦 → 0,0 𝑥2 + 𝑦2 𝑟→0 𝑟

= lim+ 𝑟 3 cos 2 𝜃 sin2 𝜃 = 0


𝑟→0
CONTINUITY

A function 𝑓 𝑥, 𝑦 is said to be continuous at 𝑥0 , 𝑦0 if 𝑓 𝑥0 , 𝑦0 is


defined and if
lim 𝑓 𝑥, 𝑦 = 𝑓 𝑥0 , 𝑦0
𝑥,𝑦 → 𝑥0 ,𝑦0

In addition, if 𝑓 is continuous at every point in an open set 𝐷, then


we say that 𝑓 is continuous on 𝐷, and if 𝑓 is continuous at every point
in the 𝑥𝑦 −plane, then we say that 𝑓 is continuous everywhere.
CONTINUITY

𝑥 3𝑦2
Example 𝑓 𝑥, 𝑦 = is continuous except where 1 − 𝑥𝑦 = 0
1 − 𝑥𝑦 1
𝑦=
𝑥

sin 𝑥 2 +𝑦 2
: 𝑥, 𝑦 ≠ 0,0
Example Let 𝑓 𝑥, 𝑦 = ቐ 𝑥 2 +𝑦 2
1 : 𝑥, 𝑦 = 0,0

Show that 𝑓 is continuous at (0,0).


CONTINUITY
sin 𝑥 2 +𝑦 2
: 𝑥, 𝑦 ≠ 0,0
Example Let 𝑓 𝑥, 𝑦 = ቐ 𝑥 2 +𝑦 2
1 : 𝑥, 𝑦 = 0,0
Show that 𝑓 is continuous at (0,0).

𝑓 0,0 = 1 is defined

sin 𝑥 2 + 𝑦 2
lim 𝑓 𝑥, 𝑦 = lim
𝑥,𝑦 → 0,0 𝑥,𝑦 → 0,0 𝑥2 + 𝑦2
sin 𝑟 2
= lim+
𝑟→0 𝑟2
= 1 = 𝑓 0,0
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.3]
PARTIAL DERIVATIVES
PARTIAL DERIVATIVES OF FUNCTIONS OF TWO VARIABLES
• How will the value of a function be affected by a change in one of its

independent variables?

• The procedure used to determine the rate of change of a function

𝑓 𝑥, 𝑦 with respect to one of its several independent variables is

called partial differentiation, and the result is referred to as the

partial derivative of 𝑓 with respect to the chosen independent

variable.
PARTIAL DERIVATIVES OF FUNCTIONS OF TWO VARIABLES

Definition of Partial Derivatives of a Function of Two Variables


PARTIAL DERIVATIVES OF FUNCTIONS OF TWO VARIABLES

NOTE This previous definition indicates that if 𝑧 = 𝑓 𝑥, 𝑦 then:

✓ To find 𝑓𝑥 you consider 𝑦 constant and differentiate with respect

to 𝑥.

✓ Similarly, to find 𝑓𝑦 you consider 𝑥 constant and differentiate

with respect to 𝑦.
THE PARTIAL DERIVATIVE FUNCTIONS

Example Find 𝑓𝑥 𝑥, 𝑦 and 𝑓𝑦 𝑥, 𝑦 for 𝑓 𝑥, 𝑦 = 2𝑥 3 𝑦 2 + 2𝑦 + 4𝑥 and


use those partial derivatives to compute 𝑓𝑥 1,3 and 𝑓𝑦 1,3 .

Keeping 𝑦 fixed (constant) and differentiating with respect to 𝑥 yields


𝑑
𝑓𝑥 𝑥, 𝑦 = 2𝑥 3 𝑦 2 + 2𝑦 + 4𝑥 = 6𝑥 2 𝑦 2 + 4
𝑑𝑥
and keeping 𝑥 fixed (constant) and differentiating with respect to 𝑦
yields 𝑑
𝑓𝑦 𝑥, 𝑦 = 2𝑥 3 𝑦 2 + 2𝑦 + 4𝑥 = 4𝑥 3 𝑦 + 2
𝑑𝑦

Thus, 𝑓𝑥 1,3 = 6 12 32 + 4 = 58 𝑓𝑦 1,3 = 4 13 3 + 2 = 14


PARTIAL DERIVATIVE NOTATION
PARTIAL DERIVATIVE NOTATION

𝜕𝑧 𝜕𝑧
Example Find and if 𝑧 = 𝑥 4 sin 𝑥𝑦 3 .
𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕 4
= 𝑥 sin 𝑥𝑦 3
𝜕𝑥 𝜕𝑥
4
𝜕 𝜕 4
=𝑥 sin 𝑥𝑦 3 + sin 𝑥𝑦 3
𝑥
𝜕𝑥 𝜕𝑥
= 𝑥 4 𝑦 3 cos 𝑥𝑦 3 + 4𝑥 3 sin 𝑥𝑦 3
PARTIAL DERIVATIVE NOTATION

𝜕𝑧 𝜕𝑧
Example Find and if 𝑧 = 𝑥 4 sin 𝑥𝑦 3 .
𝜕𝑥 𝜕𝑦

𝜕𝑧 𝜕 4
= 𝑥 sin 𝑥𝑦 3
𝜕𝑦 𝜕𝑦
4
𝜕
=𝑥 sin 𝑥𝑦 3 = 𝑥 4 × 3𝑥𝑦 2 cos 𝑥𝑦 3
𝜕𝑦
= 3𝑥 5 𝑦 2 cos 𝑥𝑦 3
PARTIAL DERIVATIVE NOTATION

Example Find 𝑓𝑥 1, ln 2 and 𝑓𝑦 1, ln 2 if 𝑓 𝑥, 𝑦 = 𝑦𝑒 𝑥2𝑦


.

𝜕 𝑥2𝑦
𝑓𝑥 = 𝑦𝑒
𝜕𝑥
𝜕 𝑥2𝑦 𝑥 2𝑦 2 𝑥 2𝑦
=𝑦 𝑒 = 𝑦 × 2𝑥𝑦𝑒 = 2𝑥𝑦 𝑒
𝜕𝑥

2 12 ln 2
∴ 𝑓𝑥 1, ln 2 = 2 1 ln 2 𝑒
2
= 4 ln 2
PARTIAL DERIVATIVE NOTATION

Example Find 𝑓𝑥 1, ln 2 and 𝑓𝑦 1, ln 2 if 𝑓 𝑥, 𝑦 = 𝑦𝑒 𝑥2𝑦


.

𝜕 𝑥2𝑦
𝜕 𝑥2𝑦 𝑥2𝑦
𝜕
𝑓𝑦 = 𝑦𝑒 =𝑦 𝑒 +𝑒 𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑦
2 𝑥2𝑦 𝑥2𝑦 2𝑦
= 𝑦𝑥 𝑒 +𝑒 = 𝑦𝑥 2 +1 𝑒 𝑥

2 12 ln 2
∴ 𝑓𝑦 1, ln 2 = 1 ln 2 + 1 𝑒
= 2 ln 2 + 2
PARTIAL DERIVATIVES VIEWED AS SLOPES
Example Let 𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 + 5𝑦 3 .
a) Find the slope of the surface 𝑓 𝑥, 𝑦 in the 𝑥 −direction at the point
(1, −2).

∵ 𝑓𝑥 𝑥, 𝑦 = 2𝑥𝑦
Thus, the slope in the 𝑥 −direction is 𝑓𝑥 1, −2 = −4
b) Find the slope of the surface 𝑓 𝑥, 𝑦 in the 𝑦 −direction at the point
(1, −2).

∵ 𝑓𝑦 𝑥, 𝑦 = 𝑥 2 + 15𝑦 2
Thus, the slope in the 𝑦 −direction is 𝑓𝑦 1, −2 = 61
IMPLICIT PARTIAL DIFFERENTIATION

Example Find the slope of the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1 in the 𝑦 −direction


2 1 2
at the point , , .
3 3 3

𝜕 2 2 2
𝜕 𝜕𝑧 1Τ3
𝑥 +𝑦 +𝑧 = 1 ቤ =−
𝜕𝑦 𝜕𝑦 𝜕𝑦 212 2Τ3
, ,
𝜕𝑧 333
2𝑦 + 2𝑧 =0 1
𝜕𝑦 =−
2
𝜕𝑧 𝑦
=−
𝜕𝑦 𝑧
PARTIAL DERIVATIVES OF FUNCTIONS WITH MORE THAN
TWO VARIABLES

• For a function 𝑤 = 𝑓 𝑥, 𝑦, 𝑧 of three variables, there are three partial


derivatives:
𝜕𝑤 𝜕𝑤 𝜕𝑤
= 𝑓𝑥 , = 𝑓𝑦 , = 𝑓𝑧
𝜕𝑥 𝜕𝑦 𝜕𝑧
• The partial derivative 𝑓𝑥 is calculated by holding 𝑦 and 𝑧 constant and
differentiating with respect to 𝑥.
• For 𝑓𝑦 the variables 𝑥 and 𝑧 are held constant,
• and for 𝑓𝑧 the variables 𝑥 and 𝑦 are held constant.
PARTIAL DERIVATIVES OF FUNCTIONS WITH MORE THAN
TWO VARIABLES

Example If 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 3 𝑦 2 𝑧 4 + 2𝑥𝑦 + 𝑧, then


𝑓𝑥 𝑥, 𝑦, 𝑧 = 3𝑥 2 𝑦 2 𝑧 4 + 2𝑦

𝑓𝑦 𝑥, 𝑦, 𝑧 = 2𝑥 3 𝑦𝑧 4 + 2𝑥

𝑓𝑧 𝑥, 𝑦, 𝑧 = 4𝑥 3 𝑦 2 𝑧 3 + 1

𝑥+𝑦+𝑧 𝜕𝑓 𝑥+𝑦+𝑧
Example If 𝑓 𝑥, 𝑦, 𝑧, 𝑤 = 𝑤
, then =−
𝜕𝑤 𝑤2
PARTIAL DERIVATIVES OF FUNCTIONS WITH MORE THAN
TWO VARIABLES

𝑥 2 −𝑧 2
Example If 𝑤 = 2 2 , then
𝑦 +𝑧

𝜕𝑤 𝑦 2 + 𝑧 2 −2𝑧 − 𝑥 2 − 𝑧 2 2𝑧
=
𝜕𝑧 𝑦2 + 𝑧2 2

−2𝑧 𝑥 2 + 𝑦 2
=
𝑦2 + 𝑧2 2
HIGHER-ORDER PARTIAL DERIVATIVES

✓ Suppose that 𝑓 is a function of two variables 𝑥


and 𝑦.
✓ Since the partial derivatives 𝑓𝑥 and 𝑓𝑦 are also
functions of 𝑥 and 𝑦, these functions may
themselves have partial derivatives.
✓ This gives rise to four possible second-order
partial derivatives of 𝑓 , which are defined by
HIGHER-ORDER PARTIAL DERIVATIVES

• The last two cases are called the mixed second-order


partial derivatives or the mixed second partials.
• Observe that the two notations for the mixed
second partials have opposite conventions for the
order of differentiation.
• Let 𝑓 be a function of two variables. If 𝑓𝑥𝑦 and 𝑓𝑦𝑥
are continuous on some open disk, then 𝑓𝑥𝑦 = 𝑓𝑦𝑥
on that disk.
HIGHER-ORDER PARTIAL DERIVATIVES
Example
Find the second-order partial derivatives of 𝑓𝑥 𝑥, 𝑦 = 2𝑥𝑦 3 + 4𝑥 3 𝑦
𝑓 𝑥, 𝑦 = 𝑥 2 𝑦 3 + 𝑥 4 𝑦 𝑓𝑦 𝑥, 𝑦 = 3𝑥 2 𝑦 2 + 𝑥 4

𝜕2𝑓 𝜕 𝜕𝑓 𝜕
𝑓𝑥𝑥 = 2= = 2𝑥𝑦 3 + 4𝑥 3 𝑦 = 2𝑦 3 + 12𝑥 2 𝑦
𝜕𝑥 𝜕𝑥 𝜕𝑥 𝜕𝑥
𝜕2𝑓 𝜕 𝜕𝑓 𝜕
𝑓𝑦𝑦 = 2= = 3𝑥 2 𝑦 2 + 𝑥 4 = 6𝑥 2 𝑦
𝜕𝑦 𝜕𝑦 𝜕𝑦 𝜕𝑦
𝜕2𝑓 𝜕 𝜕𝑓 𝜕
𝑓𝑥𝑦 = = = 2𝑥𝑦 3 + 4𝑥 3 𝑦 = 6𝑥𝑦 2 + 4𝑥 3 = 𝑓𝑦𝑥
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
HIGHER-ORDER PARTIAL DERIVATIVES
Third-order, fourth-order, and higher-order partial derivatives can be
obtained by successive differentiation. Some possibilities are

Example Let 𝑓 𝑥, 𝑦 = 𝑦 2 𝑒 𝑥 + 𝑦. Find 𝑓𝑥𝑦𝑦 .


PARTIAL DERIVATIVES AND CONTINUITY

In contrast to the case of functions of a single variable, the existence of


partial derivatives for a multivariable function does not guarantee the
continuity of the function.
𝑥𝑦
− 2 2
: 𝑥, 𝑦 ≠ 0,0
Example Let 𝑓 𝑥, 𝑦 = ቐ 𝑥 + 𝑦
0 : 𝑥, 𝑦 = 0,0
𝑥𝑦
We previously show that lim − 2 2 does not exist.
𝑥,𝑦 → 0,0 𝑥 +𝑦

∴ 𝑓 𝑥, 𝑦 is discontinuous at 0,0 .
PARTIAL DERIVATIVES AND CONTINUITY
𝑥𝑦
− 2 2
: 𝑥, 𝑦 ≠ 0,0
Example Let 𝑓 𝑥, 𝑦 = ቐ 𝑥 + 𝑦
0 : 𝑥, 𝑦 = 0,0
∴ 𝑓 𝑥, 𝑦 is discontinuous at 0,0 .

We will have to use the definitions of the partial derivatives to determine


whether 𝑓 has partial derivatives at 0,0 , and if so, we find the values of
those derivatives.
PARTIAL DERIVATIVES AND CONTINUITY
𝑥𝑦
− 2 2
: 𝑥, 𝑦 ≠ 0,0
Example Let 𝑓 𝑥, 𝑦 = ቐ 𝑥 + 𝑦
0 : 𝑥, 𝑦 = 0,0
∴ 𝑓 𝑥, 𝑦 is discontinuous at 0,0 .

This shows that 𝒇 has partial derivatives at 𝟎, 𝟎 and the values of


both partial derivatives are 𝟎 at that point.
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.4]
DIFFERENTIABILITY, DIFFERENTIALS, AND LOCAL LINEARITY
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.5]
THE CHAIN RULE
CHAIN RULES FOR DERIVATIVES

If 𝑦 is a differentiable function of 𝑥 and 𝑥 is 𝑦

𝑑𝑦
a differentiable function of 𝑡, then the 𝑑𝑥
chain rule for functions of one variable 𝑥
𝑑𝑥
states that, under composition, 𝑦 becomes 𝑑𝑡

a differentiable function of 𝑡 with 𝑡

𝑑𝑦 𝑑𝑦 𝑑𝑥
=
𝑑𝑡 𝑑𝑥 𝑑𝑡
CHAIN RULES FOR DERIVATIVES

• Let 𝑤 = 𝑓 𝑥, 𝑦 where 𝑓 is a differentiable 𝜕𝑤


𝑤
𝜕𝑤
𝜕𝑥 𝜕𝑦
function of 𝑥 and 𝑦.
𝑥 𝑦
• If 𝑥 = 𝑔 𝑡 and 𝑦 = ℎ 𝑡 where 𝑔 and ℎ are 𝑑𝑥 𝑑𝑦
𝑑𝑡 𝑑𝑡
differentiable functions of 𝑡 then 𝑤 is a 𝑡 𝑡

differentiable function of 𝑡.
• And
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
CHAIN RULES FOR DERIVATIVES
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦
= +
Example Let 𝑤 = 𝑥 2 𝑦 − 𝑦 2 , where 𝑥 = sin 𝑡 𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡
𝑡 𝑑𝑤
and 𝑦 = 𝑒 . Find when 𝑡 = 0. 𝜕𝑤
𝑤
𝜕𝑤
𝑑𝑡
𝜕𝑥 𝜕𝑦
𝑑𝑤 𝜕𝑤 𝑑𝑥 𝜕𝑤 𝑑𝑦 𝑥 𝑦
= +
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡 𝑑𝑥 𝑑𝑦
𝑑𝑡 𝑑𝑡
= 2𝑥𝑦 cos 𝑡 + 𝑥 2 − 2𝑦 𝑒 𝑡 𝑡 𝑡

= 2 sin 𝑡 𝑒 𝑡 cos 𝑡 + sin2 𝑡 − 2𝑒 𝑡 𝑒 𝑡


𝑑𝑤
ቤ = −2
𝑑𝑡 𝑡=0 NOTE 𝑤 = 𝑒 𝑡 sin2 𝑡 − 𝑒 2𝑡
CHAIN RULES FOR DERIVATIVES
𝑤
Example Let 𝑤 = 𝑥𝑦 + 𝑦𝑧, where 𝑦 = sin 𝑥 and
𝑧 = 𝑒 𝑥 . Use an appropriate form of the 𝜕𝑤 𝜕𝑤
𝜕𝑥 𝜕𝑤 𝜕𝑧
chain rule to find 𝑑𝑤Τ𝑑𝑥. 𝜕𝑦
𝑥 𝑦 𝑧
𝑑𝑤 𝜕𝑤 𝜕𝑤 𝑑𝑦 𝜕𝑤 𝑑𝑧
= + + 𝑑𝑦 𝑑𝑧
𝑑𝑥 𝜕𝑥 𝜕𝑦 𝑑𝑥 𝜕𝑧 𝑑𝑥 𝑑𝑥 𝑑𝑥

= 𝑦 + 𝑥 + 𝑧 cos 𝑥 + 𝑦 𝑒 𝑥 𝑥 𝑥

NOTE
= 1 + 𝑒 𝑥 sin 𝑥 + 𝑥 + 𝑒 𝑥 cos 𝑥 𝑤 = 𝑥 sin 𝑥 + 𝑒 𝑥 sin 𝑥
CHAIN RULES FOR DERIVATIVES
𝜕𝑧 𝑧 𝜕𝑧
𝜕𝑥 𝜕𝑦
Example Given that 𝑧 = 𝑒 𝑥𝑦 , 𝑥 = 2𝑢 + 𝑣, and
𝑥 𝑦
𝑦 = 𝑢Τ𝑣. Find 𝜕𝑧Τ𝜕𝑢 and 𝜕𝑧Τ𝜕𝑣. 𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
𝜕𝑢 𝜕𝑣 𝜕𝑢 𝜕𝑣
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦 𝑢 𝑣 𝑢 𝑣
= +
𝜕𝑢 𝜕𝑥 𝜕𝑢 𝜕𝑦 𝜕𝑢
𝑥 2𝑢+𝑣 𝑢Τ𝑣
4𝑢
= 𝑦𝑒 𝑥𝑦 2 + 𝑥𝑒 𝑥𝑦 1Τ𝑣 = 𝑒 𝑥𝑦 2𝑦 + =𝑒 1+
𝑣 𝑣

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= +
𝜕𝑣 𝜕𝑥 𝜕𝑣 𝜕𝑦 𝜕𝑣
𝑥𝑢 2𝑢2
= 𝑦𝑒 𝑥𝑦 1 + 𝑥𝑒 𝑥𝑦 −𝑢Τ𝑣 2 = 𝑒 𝑥𝑦 𝑦− 2 =− 𝑒 2𝑢+𝑣 𝑢Τ𝑣
𝑣 𝑣 2
CHAIN RULES FOR DERIVATIVES

𝑤
Example 𝜕𝑤
𝜕𝑥 𝜕𝑤
Given that 𝑤 = 𝑥 2 + 𝑦 2 − 𝑧 2 , and
𝜕𝑦
𝑥 = 𝜌 sin 𝜙 cos 𝜃 𝑥 𝑦 𝜕𝑦 𝑧
𝜕𝑥
𝑦 = 𝜌 sin 𝜙 sin 𝜃 𝜕𝜃 𝜕𝜃
𝜌 𝜌
𝑧 = 𝜌 cos 𝜙 𝜃 𝜌 𝜙
𝜃
Use appropriate forms of the 𝜙 𝜙
chain rule to find 𝜕𝑤Τ𝜕𝜃.
𝜕𝑤 𝜕𝑤 𝜕𝑥 𝜕𝑤 𝜕𝑦
= + = 2𝑥 −𝜌 sin 𝜙 sin 𝜃 + 2𝑦 𝜌 sin 𝜙 cos 𝜃
𝜕𝜃 𝜕𝑥 𝜕𝜃 𝜕𝑦 𝜕𝜃
=0 This result is explained by the fact that 𝑤
does not vary with 𝜃.
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.6]
DIRECTIONAL DERIVATIVES AND GRADIENTS
DIRECTIONAL DERIVATIVES

• In this section we extend the concept of a partial derivative to


the more general notion of a directional derivative.
• You will see that 𝑓𝑥 𝑥, 𝑦 and 𝑓𝑦 𝑥, 𝑦 can be used to find the
slope in any direction.
• To determine the slope at a point on a surface, you will define a
new type of derivative called a directional derivative.
DIRECTIONAL DERIVATIVES

• To do this is to use a unit vector


u = 𝑢1 i + 𝑢2 j
that has its initial point at (𝑥0 , 𝑦0 ) and points in the desired
direction.
DIRECTIONAL DERIVATIVES

If 𝑓 𝑥, 𝑦 is a function of 𝑥 and 𝑦, and if u = 𝑢1 i + 𝑢2 j is a unit vector,


then the directional derivative of 𝑓 in the direction of u at (𝑥0 , 𝑦0 ) is
denoted by 𝐷u 𝑓 𝑥0 , 𝑦0 and is defined by

𝐷u 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2
DIRECTIONAL DERIVATIVES

Example Find the directional derivative of 𝑓 𝑥, 𝑦 = 𝑒 𝑥𝑦 at (−2,0) in


the direction of the unit vector that makes an angle of 𝜋Τ3
with the positive 𝑥 −axis.
𝑥𝑦 𝑥𝑦
𝜋 𝜋
𝑓𝑥 𝑥, 𝑦 = 𝑦𝑒 𝑓𝑦 𝑥, 𝑦 = 𝑥𝑒 u = cos i + sin j
3 3
1 3
𝑓𝑥 −2,0 = 0 𝑓𝑦 −2,0 = −2 u= i+ j
2 2

𝐷u 𝑓 −2,0 = 𝑓𝑥 −2,0 𝑢1 + 𝑓𝑦 −2,0 𝑢2


1 3
= 0 + −2 =− 3
2 2
DIRECTIONAL DERIVATIVES

Example Find the directional derivative of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 𝑦 − 𝑦𝑧 3 + 𝑧 at


(1, −2,0) in the direction of the vector a = 2i + j − 2k.
a 2i + j − 2k
𝑓𝑥 𝑥, 𝑦, 𝑧 = 2𝑥𝑦 u= =
a 2 2 + 12 + −2 2
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝑥 2 − 𝑧 3
2 2 1 2
𝑓𝑧 𝑥, 𝑦, 𝑧 = −3𝑦𝑧 + 1 = i+ j− k
3 3 3
𝑓𝑥 1, −2,0 = −4
𝑓𝑦 1, −2,0 = 1
𝑓𝑧 1, −2,0 = 1
DIRECTIONAL DERIVATIVES

Example Find the directional derivative of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 𝑦 − 𝑦𝑧 3 + 𝑧 at


(1, −2,0) in the direction of the vector a = 2i + j − 2k.

𝑓𝑥 1, −2,0 = −4 𝑓𝑦 1, −2,0 = 1 𝑓𝑧 1, −2,0 = 1


a 2 1 2
u= = i+ j− k
a 3 3 3

𝐷u 𝑓 1, −2,0 = 𝑓𝑥 1, −2,0 𝑢1 + 𝑓𝑦 1, −2,0 𝑢2 + 𝑓𝑧 1, −2,0 𝑢3


2 1 −2
= −4 + 1 + 1 = −3
3 3 3
THE GRADIENT

NOTE 𝐷u 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2
= 𝑓𝑥 𝑥0 , 𝑦0 , 𝑓𝑦 𝑥0 , 𝑦0 ∙ 𝑢1 , 𝑢2
= ∇𝑓 ⋅ u
PROPERTIES OF THE GRADIENT
Let 𝑓 be a function of either two variables or three variables and let 𝑃
denote the point 𝑃 𝑥0 , 𝑦0 or 𝑃 𝑥0 , 𝑦0 , 𝑧0 , respectively. Assume that 𝑓 is
differentiable at 𝑃.
a) If ∇𝑓 = 0 at 𝑃, then all directional derivatives of 𝑓 at 𝑃 are zero.
b) If ∇𝑓 ≠ 0 at 𝑃, then among all possible directional derivatives of 𝑓 at
𝑃, the derivative in the direction of ∇𝑓 at 𝑃 has the largest value. The
value of this largest directional derivative is ∇𝑓 at 𝑃.
c) If ∇𝑓 ≠ 0 at 𝑃, then among all possible directional derivatives of 𝑓 at
𝑃, the derivative in the opposite direction of ∇𝑓 at 𝑃 has the smallest
value. The value of this smallest directional derivative is − ∇𝑓 at 𝑃.
PROPERTIES OF THE GRADIENT

Example Let 𝑓 𝑥, 𝑦 = 𝑥 2 𝑒 𝑦 . Find the maximum value of a directional


derivative at (−2,0), and find the unit vector in the direction in
which the maximum value occurs.

∇𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦 i + 𝑓𝑦 𝑥, 𝑦 j = 2𝑥𝑒 𝑦 i + 𝑥 2 𝑒 𝑦 j
∇𝑓 −2,0 = −4i + 4j

So, the maximum value of the directional derivative is


∇𝑓 −2,0 = −4 2 + 42 = 4 2
PROPERTIES OF THE GRADIENT

Example Let 𝑓 𝑥, 𝑦 = 𝑥 2 𝑒 𝑦 . Find the maximum value of a directional


derivative at (−2,0), and find the unit vector in the direction in
which the maximum value occurs.

So, the maximum value of the directional derivative is


∇𝑓 −2,0 = −4 2 + 42 = 4 2
This maximum occurs in the direction of ∇𝑓 −2,0 .
The unit vector in this direction is
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.7]
TANGENT PLANES AND NORMAL VECTORS
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.8]
MAXIMA AND MINIMA OF FUNCTIONS OF TWO VARIABLES
EXTREMA

• A function 𝑓 of two variables is said to have


a relative maximum at a point (𝑥0 , 𝑦0 ) if
there is a disk centered at (𝑥0 , 𝑦0 ) such that
𝑓(𝑥0 , 𝑦0 ) ≥ 𝑓(𝑥, 𝑦) for all points (𝑥, 𝑦) that
lie inside the disk.
• And 𝑓 is said to have an absolute maximum
at (𝑥0 , 𝑦0 ) if 𝑓(𝑥0 , 𝑦0 ) ≥ 𝑓(𝑥, 𝑦) for all
points (𝑥, 𝑦) in the domain of 𝑓.
EXTREMA

• A function 𝑓 of two variables is said to have


a relative minimum at a point (𝑥0 , 𝑦0 ) if
there is a disk centered at (𝑥0 , 𝑦0 ) such that
𝑓 𝑥0 , 𝑦0 ≤ 𝑓(𝑥, 𝑦) for all points (𝑥, 𝑦) that
lie inside the disk.
• And 𝑓 is said to have an absolute minimum
at (𝑥0 , 𝑦0 ) if 𝑓 𝑥0 , 𝑦0 ≤ 𝑓(𝑥, 𝑦) for all
points (𝑥, 𝑦) in the domain of 𝑓.
BOUNDED SETS
A set of points in 2 −space is called And is called unbounded if there is
bounded if the entire set can be no rectangle that contains all the
contained within some rectangle. points of the set.
THE EXTREME-VALUE THEOREM

If 𝑓(𝑥, 𝑦) is continuous on a closed and bounded set 𝑅, then 𝑓 has


both an absolute maximum and an absolute minimum on 𝑅.

NOTE If any of the conditions in the Extreme-Value Theorem fail to


hold, then there is no guarantee that an absolute maximum
or absolute minimum exists on the region 𝑅.
FINDING RELATIVE EXTREMA

NOTE If 𝑓 is differentiable and


∇𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 i + 𝑓𝑦 𝑥0 , 𝑦0 j = 0i + 0j = 0
then every directional derivative at 𝑥0 , 𝑦0 must be 0.
FINDING RELATIVE EXTREMA
THE SECOND PARTIALS TEST

𝑓𝑥𝑥 𝑥0 , 𝑦0 𝑓𝑥𝑦 𝑥0 , 𝑦0
NOTE 𝐷=
𝑓𝑥𝑦 𝑥0 , 𝑦0 𝑓𝑦𝑦 𝑥0 , 𝑦0
THE SECOND PARTIALS TEST

Example 𝑓 𝑥, 𝑦 = 2𝑥 2 + 𝑦 2 + 8𝑥 − 6𝑦 + 20.
The critical point is −2,3 . 𝑓𝑥𝑥 𝑥, 𝑦 = 4 𝑓𝑥𝑥 −2,3 = 4 > 0
𝑓𝑥 𝑥, 𝑦 = 4𝑥 + 8 𝑓𝑦𝑦 𝑥, 𝑦 = 2 𝑓𝑦𝑦 −2,3 = 2
𝑓𝑦 𝑥, 𝑦 = 2𝑦 − 6 𝑓𝑥𝑦 𝑥, 𝑦 = 0 𝑓𝑥𝑦 −2,3 = 0

2 2
𝐷 = 𝑓𝑥𝑥 −2,3 𝑓𝑦𝑦 −2,3 − 𝑓𝑥𝑦 −2,3 = 4 2 − 0 =8 >0

𝑓 has a relative minimum at −2,3 by the second partial test,


and the value of this relative minimum is 𝑓 −2,3 = 3.
THE SECOND PARTIALS TEST

Example 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 .

The critical point is 0,0 .


𝑓𝑥 𝑥, 𝑦 = −2𝑥 𝑓𝑥𝑥 0,0 = −2
𝑓𝑦 𝑥, 𝑦 = 2𝑦 𝑓𝑦𝑦 0,0 = 2
𝑓𝑥𝑦 0,0 = 0
2 0,0
𝐷 = 𝑓𝑥𝑥 0,0 𝑓𝑦𝑦 0,0 − 𝑓𝑥𝑦 2
= −2 2 − 0 = −4 < 0

𝑓 has a saddle point at 0,0 by the second partial test.


THE SECOND PARTIALS TEST

Example Locate all relative extrema and saddle points of


𝑓 𝑥, 𝑦 = 4𝑥𝑦 − 𝑥 4 − 𝑦 4

𝑓𝑥 𝑥, 𝑦 = 4𝑦 − 4𝑥 3 = 0 𝑦 = 𝑥3 𝑥 = 𝑥3 3 = 𝑥9
𝑓𝑦 𝑥, 𝑦 = 4𝑥 − 4𝑦 3 = 0 𝑥 = 𝑦3 𝑥9 − 𝑥 = 0 𝑥 𝑥8 − 1 = 0

𝑥 𝑦 = 𝑥3
𝑓𝑥𝑥 𝑥, 𝑦 = −12𝑥 2
−1 −1
𝑓𝑦𝑦 𝑥, 𝑦 = −12𝑦 2
0 0
𝑓𝑥𝑦 𝑥, 𝑦 = 4
1 1
THE SECOND PARTIALS TEST

Example Locate all relative extrema and saddle points of


𝑓 𝑥, 𝑦 = 4𝑥𝑦 − 𝑥 4 − 𝑦 4
𝑥 𝑦 = 𝑥3
𝑓𝑥𝑥 𝑥, 𝑦 = −12𝑥 2 −1 −1
𝑓𝑦𝑦 𝑥, 𝑦 = −12𝑦 2 0 0
𝑓𝑥𝑦 𝑥, 𝑦 = 4 1 1
2
Critical Point 𝑓𝑥𝑥 𝑓𝑦𝑦 𝑓𝑥𝑦 𝐷 = 𝑓𝑥𝑥 𝑓𝑦𝑦 − 𝑓𝑥𝑦 Type
−1, −1 −12 −12 4 128 Local Max
0,0 0 0 4 −16 Saddle
1,1 −12 −12 4 128 Local Max
Course: Calculus (3)

Chapter: [13]
PARTIAL DERIVATIVES
Section: [13.9]
LAGRANGE MULTIPLIERS
EXTREMUM PROBLEMS WITH CONSTRAINTS
• In this section we will study a powerful new method for maximizing or
minimizing a function subject to constraints on the variables.
• This method will help us to solve certain optimization problems that are
difficult or impossible to solve using the methods studied in the last
section.
• We wish to:
Find extrema of the function 𝑧 = 𝑓 𝑥, 𝑦 subject to a constraint given
by 𝑔 𝑥, 𝑦 = 𝑐.
EXTREMUM PROBLEMS WITH CONSTRAINTS

NOTE The scalar 𝜆 is called a Lagrange multiplier.


EXTREMUM PROBLEMS WITH CONSTRAINTS
EXTREMUM PROBLEMS WITH CONSTRAINTS
𝑔 𝑥, 𝑦 = 𝑥 + 𝑦 − 3
Example At what point(s) on the line 𝑥 + 𝑦 = 3 does
𝑓 𝑥, 𝑦 = 9 − 𝑥 2 − 𝑦 2
have an absolute maximum, and what is that maximum?

𝑓𝑥 𝑥, 𝑦 = 𝜆𝑔𝑥 𝑥, 𝑦 −2𝑥 = 𝜆
−2𝑥 = −2𝑦
𝑓𝑦 𝑥, 𝑦 = 𝜆𝑔𝑦 𝑥, 𝑦 −2𝑦 = 𝜆
𝑔 𝑥, 𝑦 = 0 𝑥+𝑦−3=0
EXTREMUM PROBLEMS WITH CONSTRAINTS
𝑔 𝑥, 𝑦 = 𝑥 + 𝑦 − 3
Example At what point(s) on the line 𝑥 + 𝑦 = 3 does
𝑓 𝑥, 𝑦 = 9 − 𝑥 2 − 𝑦 2
have an absolute maximum, and what is that maximum?

𝑓𝑥 𝑥, 𝑦 = 𝜆𝑔𝑥 𝑥, 𝑦 −2𝑥 = 𝜆
𝑥=𝑦
𝑓𝑦 𝑥, 𝑦 = 𝜆𝑔𝑦 𝑥, 𝑦 −2𝑦 = 𝜆
𝑔 𝑥, 𝑦 = 0 𝑥+𝑦−3=0
2𝑥 − 3 = 0
3 3
𝑥= 𝑦=
2 2
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example At what point(s) on the line 𝑥 + 𝑦 = 3 does


𝑓 𝑥, 𝑦 = 9 − 𝑥 2 − 𝑦 2
have an absolute maximum, and what is that maximum?

3 3
𝑥= 𝑦=
2 2
• Subject to the constraint 𝑥 + 𝑦 = 3, the function 𝑓 has
3 3
absolute maximum at , .
2 2
3 3 9
• The value of the absolute maximum is 𝑓 , = .
2 2 2
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Use Lagrange multipliers to find the maximum and minimum


values of
𝑓 𝑥, 𝑦 = 𝑥 − 3𝑦 − 1
subject to the constraint 𝑥 2 + 3𝑦 2 = 16.
𝑓𝑥 𝑥, 𝑦 = 𝜆𝑔𝑥 𝑥, 𝑦 1 = 2𝜆𝑥 𝑔 𝑥, 𝑦 = 𝑥 2 + 3𝑦 2 − 16
𝑓𝑦 𝑥, 𝑦 = 𝜆𝑔𝑦 𝑥, 𝑦 −3 = 6𝜆𝑦
𝑔 𝑥, 𝑦 = 0 𝑥 2 + 3𝑦 2 − 16 = 0
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Use Lagrange multipliers to find the maximum and minimum


values of
𝑓 𝑥, 𝑦 = 𝑥 − 3𝑦 − 1
subject to the constraint 𝑥 2 + 3𝑦 2 = 16.

1 = 2𝜆𝑥 𝑥 2 + 3𝑦 2 − 16 = 0 𝑓 2, −2 = 7 MAX
÷ 𝑓 −2,2 = −9 MIN
4𝑥 2 − 16 = 0
−3 = 6𝜆𝑦
𝑥=2 𝑦 = −2
1 𝑥
= −𝑥 = 𝑦 𝑥 = −2 𝑦=2
−3 3𝑦
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find three positive numbers whose sum is 48 and such that their
product is as large as possible.
Let the three numbers 𝑥, 𝑦 and 𝑧.
Constraint: 𝑥 + 𝑦 + 𝑧 = 48
Function: 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧

Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧 − 48

𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑥 𝑥, 𝑦, 𝑧 𝑦𝑧 = 𝜆 𝑦
=1
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑦 𝑥, 𝑦, 𝑧 𝑥𝑧 = 𝜆 𝑥
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑧 𝑥, 𝑦, 𝑧 𝑥𝑦 = 𝜆
𝑔 𝑥, 𝑦, 𝑧 = 0 𝑥 + 𝑦 + 𝑧 − 48 = 0
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧 − 48

𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑥 𝑥, 𝑦, 𝑧 𝑦𝑧 = 𝜆
𝑦=𝑥
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑦 𝑥, 𝑦, 𝑧 𝑥𝑧 = 𝜆
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑧 𝑥, 𝑦, 𝑧 𝑥𝑦 = 𝜆
𝑔 𝑥, 𝑦, 𝑧 = 0 𝑥 + 𝑦 + 𝑧 − 48 = 0
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧 − 48

𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑥 𝑥, 𝑦, 𝑧 𝑦𝑧 = 𝜆
𝑦=𝑥
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑦 𝑥, 𝑦, 𝑧 𝑥𝑧 = 𝜆 𝑧
=1
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑧 𝑥, 𝑦, 𝑧 𝑥𝑦 = 𝜆 𝑦
𝑔 𝑥, 𝑦, 𝑧 = 0 𝑥 + 𝑦 + 𝑧 − 48 = 0
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧 − 48

𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑥 𝑥, 𝑦, 𝑧 𝑦𝑧 = 𝜆
𝑦=𝑥
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑦 𝑥, 𝑦, 𝑧 𝑥𝑧 = 𝜆
𝑦=𝑧
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑧 𝑥, 𝑦, 𝑧 𝑥𝑦 = 𝜆
𝑔 𝑥, 𝑦, 𝑧 = 0 𝑥 + 𝑦 + 𝑧 − 48 = 0
EXTREMUM PROBLEMS WITH CONSTRAINTS

Example Find the maximum value of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥𝑦𝑧 subject to the


constraint 𝑥 + 𝑦 + 𝑧 = 48.
𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧 − 48

𝑓𝑥 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑥 𝑥, 𝑦, 𝑧 𝑦𝑧 = 𝜆
𝑦=𝑥
𝑓𝑦 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑦 𝑥, 𝑦, 𝑧 𝑥𝑧 = 𝜆 𝑥=𝑦=𝑧
𝑦=𝑧
𝑓𝑧 𝑥, 𝑦, 𝑧 = 𝜆𝑔𝑧 𝑥, 𝑦, 𝑧 𝑥𝑦 = 𝜆
𝑔 𝑥, 𝑦, 𝑧 = 0 𝑥 + 𝑦 + 𝑧 − 48 = 0
3𝑥 − 48 = 0 𝑥 = 16 𝑦 = 16 𝑧 = 16
𝑓 16,16,16 = 163 = 4096

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