Cal3 ch13
Cal3 ch13
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.
2 Variables
3 Variables
NOTATION AND TERMINOLOGY
𝑥2 + 𝑦2 − 9
Example Find the domain of the function 𝑓 𝑥, 𝑦 =
𝑥
𝑥2 + 𝑦2 − 9 ≥ 0 ⇒ 𝑥2 + 𝑦2 ≥ 9
𝑧 = 𝑐 cuts a surface 𝑧 = 𝑓 𝑥, 𝑦 is
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.
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
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 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
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
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
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
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
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 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
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?
variable.
PARTIAL DERIVATIVES OF FUNCTIONS OF TWO VARIABLES
to 𝑥.
with respect to 𝑦.
THE PARTIAL DERIVATIVE FUNCTIONS
𝜕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
𝜕 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
𝜕 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
𝜕 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
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
𝜕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
∴ 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 .
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
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
𝑑𝑦 𝑑𝑦 𝑑𝑥
=
𝑑𝑡 𝑑𝑥 𝑑𝑡
CHAIN RULES FOR DERIVATIVES
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
= 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
𝐷u 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2
DIRECTIONAL DERIVATIVES
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
∇𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦 i + 𝑓𝑦 𝑥, 𝑦 j = 2𝑥𝑒 𝑦 i + 𝑥 2 𝑒 𝑦 j
∇𝑓 −2,0 = −4i + 4j
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
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
Example 𝑓 𝑥, 𝑦 = 𝑦 2 − 𝑥 2 .
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
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
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
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
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
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
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
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
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
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