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The directional derivative of a function f is a more general derivative compared with the partial
derivatives of the function. It gives the slope of the tangent line to the surface along a certain
direction from a point (x, y).
Two-Variable Case
Definition. Let f be a function of x and y. The directional derivative of f at any point (x, y) along
the direction of a unit vector ~u = hu1 , u2 i is defined by
Theorem. If f is a differentiable function of x and y, then f has a directional derivative along any
unit vector ~u and
~ (x0 , y0 ) ~u
D~u f (x0 , y0 ) = f
where ~u = hu1 , u2 i and g(h) = f (x0 + hu1 , y0 + hu2 ). According to the general chain rule,
f dx f dy
g 0 (h) = +
x dh y dh
= fx (x, y)u1 + fy (x, y)u2
g 0 (0) = fx (x0 , y0 )u1 + fy (x0 , y0 )u2
~ (x0 , y0 ) ~u
= f
Examples: 2(c). 3 + 3; 7(a). h2, 1i; 7(b). 11/5; 1(c). D~u f (x, y) = x 3 4y
~ (x, y).
f
1
~
2. The minimum rate of change of f at a point (x, y) is
f (x, y)
and this is attained along
~ (x, y).
f
~ (x, y) and ~u. Then
Proof. Let ~u be a unit vector and let be the angle between f
~ (x, y) ~u
D~u f (x, y) = f
~
=
f (x, y)
k~uk cos
~
=
f (x, y)
cos
Thus, D~u f (x, y) is maximum when cos = 1 and attains its minimum value when cos = 1.
Examples: 8. 58 (along h7, 3i); 10(a). 3 + 4 3; 10(b). tan1 (1/3)
Homework
I, 6, 9, 16.
Fx (x(t), y(t), z(t)) x0 (t) + Fy (x(t), y(t), z(t)) y 0 (t) + Fz (x(t), y(t), z(t)) z 0 (t) = 0
2
(a) Check if they intersect at the given point!
(b) Get the normal vectors to each surface at the given point.
(c) Find a vector perpendicular to the two normal vectors (the cross product).
(d) Find equations of the line given a point and a direction vector.
Summary
To summarize the difference between the uses of the gradient of a function, take note of the following:
1. If the function is defined explicitly (either z = f (x, y) or w = f (x, y, z)), the gradient of f
gives the direction where the value of the function increases at the fastest rate.
2. If a curve (2D case) or a surface (3D case) is defined implicitly (either F (x, y) = 0 or
F (x, y, z) = 0), then the gradient of F is a vector that is normal to the curve or surface.
Homework
II, 2, 7, 8.
3
3 Extrema of Functions of Two Variables
In the one-variable case, we can use the derivative of a function to find the extrema of that function.
Our aim now is to find its counterpart when we have functions involving several variables.
Definition of Extrema
Definition. A function f of x and y is said to have a
1. relative/local maximum at a point (x0 , y0 ) if f (x0 , y0 ) f (x, y),
2. relative/local minimum at a point (x0 , y0 ) if f (x0 , y0 ) f (x, y),
for all points (x, y) on some disk centered at (x0 , y0 ). Moreover, if (1) holds for all (x, y) in the
domain of f , then f is said to have an absolute maximum at (x0 , y0 ). If (2) holds for all (x, y) in
the domain of f , then f is said to have an absolute minimum at (x0 , y0 ).
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2
Remark: The extrema of the function f may or may not exist. (relative: saddle point, absolute:
infinite function values)
Definition. A function z = f (x, y) has a saddle point at (x0 , y0 ) if there are two distinct vertical
planes through this point such that the trace of the surface in one of the planes has a relative
maximum at (x0 , y0 ) and the trace in the other has a relative minimum at (x0 , y0 ).
Example: f (x, y) = x2 y 2
Theorem. If f has a relative extremum at (x0 , y0 ) and the first-order partial derivatives of f exist
at (x0 , y0 ), then fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.
Proof. Refer to TC7, p. 1038.
p
Examples: f (x, y) = 1 x2 y 2 ; g(x, y) = x2 + y 2
4
Finding Absolute Extrema on a Closed and Bounded Domain
Definition. Let D be a region in two-dimensional space.
1. The point (x0 , y0 ) is an interior point of D if we can find a disk centered at (x0 , y0 ) such that
all points in that disk also belong in D.
2. The point (x0 , y0 ) is an exterior point of D if that point does not belong in D, and we can
find a disk centered at (x0 , y0 ) such that all points in that disk do not belong in D.
3. The point (x0 , y0 ) is said to be a boundary point of D if every disk centered at (x0 , y0 ) contains
points in D and points not in D.
2. find all boundary points at which the absolute extrema may occur, and
3. evaluate f at all points obtained in (1) and (2), and at the intersection points of the boundaries
of D. The largest among these values is the absolute maximum value of f on D while the
least is the absolute minimum value of f on D.
Example: 2(b). critical points are (2, 1) (absolute min value -7), (2, 0), (4, 1), (5/4, 5/4), (0, 0),
(4, 0), (4, 4) (absolute max value 24); 2(d). critical points are 2 , 2 (absolute max value 2), 2 , 0 ,
0, 2 , 2 , , , 2 , (0, 0) (absolute min value 0), (, 0) (absolute min value 0), (0, ) (absolute
min value 0), (, ) (absolute min value 0); 2(c). critical points are (0, 1) (absolute min value -2),
(1, 1), (1, 1), (0, 0), (0, 2) (absolute max value 2)
Theorem. If a function of two variables has an absolute extremum at an interior point of its
domain, then this extremum occurs at a critical point.
Remark: This theorem is used to determine whether a relative extremum is actually an absolute
extremum. However, it requires the knowledge of the existence of the absolute extremum in the first
place.
Example: 4. 5 6/6, obtained at the point (11/6, 5/3, 7/6)
Remark: This method is applied in finding the formula for the regression line. (Refer to TC7, p.
1045.)
Homework
III, 1(g), 2(e), 5
4 Lagrange Multipliers
This method is used whenever you are finding the absolute extrema of the function f subject to
restrictions or constraints p
to the domain of f .
Example: f (x, y) = 25 x2 y 2 , where x + y = 2. The answer is 23, when (x, y) = (1, 1).
5
One Constraint
Theorem. Suppose f and g are functions of x and y with continuous first-order partial derivatives.
~
If f has a relative extremum at a point (x0 , y0 ) subject to the constraint g(x, y) = 0 and g(x 0 , y0 ) 6=
~0, then there exists a constant such that
~ (x0 , y0 ) + g(x
f ~ 0 , y0 ) = ~
0. (1)
Remark: (Method of Lagrange Multipliers) To find the absolute extrema of the function f subject
to the constraint g = 0,
1. If f is a function of x and y, solve for all points (x, y) (and corresponding ) satisfying the
equations:
fx (x, y) + gx (x, y) = 0
fy (x, y) + gy (x, y) = 0
g(x, y) = 0 (constraint)
If f is a function of x, y and z, solve for all points (x, y, z) (and corresponding ) satisfying
the equations:
fx (x, y, z) + gx (x, y, z) = 0
fy (x, y, z) + gy (x, y, z) = 0
fz (x, y, z) + gz (x, y, z) = 0
g(x, y, z) = 0 (constraint)
2. Evaluate f at all points obtained in (1). The greatest value of f is the absolute maximum value
of f while the least value of f is the absolute minimum value of f subject to the constraint.
Examples: 2(b). critical points
are (1/ 2, 0) (absolute max), (1/ 2, 0) (absolute min),
(0, 1), (0, 1), (1/3, 7/3), (1/3, 7/3); 4. x = y = 2, z = 1 (Hint: there are 3 different
expressions for xyz)
Several Constraints
Remark: If there are two or more constraints, we need one Lagrange multiplier for each constraint.
For instance, if we want to find the extrema of f (x, y, z) so that g(x, y, z) = 0 and h(x, y, z) = 0,
6
then we have to solve for all points (x, y, z) and corresponding and so that
Example: 10. The critical points (1, 2, 1) and (1, 2, 1) will give rise to the absolute
maximum value of 3. The critical points (1, 2, 1) and (1, 2, 1) will give rise to the absolute
minimum value of 1. There are no other critical points.
Homework
IV, 2(c), 2(d)
7
5 Parametric Surfaces
Using parametric equations, it is possible to generate more complicated surfaces compared with
using only the rectangular coordinates. The idea is similar to defining curves parametrically.
Definition of Terms
~
Definition. Suppose that R(u, v) = hx(u, v), y(u, v), z(u, v)i is a vector-valued function defined on
a region D on the uv-plane. The set of all points (x, y, z) such that
x = x(u, v)
y = y(u, v) (2)
z = z(u, v)
as (u, v) varies throughout D is called a parametric surface S and (2) are called parametric equations
of S.
Remark: One can think of a parametric surface as a union of an infinite number of parametric
curves. If one variable is fixed, say v = v0 , a curve is generated by the parametric equations. These
curves are collected by considering all the possible values of v. The same is true if u = u0 is fixed.
~
Definition. Let S be a parametric surface defined by R(u, v).
~ 0 , v) defines a curve on S called a
1. If u is held constant, say u = u0 , and v varies, then R(u
constant u-curve.
~
2. If v is held constant, say v = v0 , and u varies, then R(u, v0 ) defines a curve on S called a
constant v-curve.
Examples: 1(a). both are parabolas; 1(b). constant u-curves are circles, constant v-curves
are intersections of two parabolic cylinders; 1(c). both are semicircles
Remarks:
1. To sketch the graph of a parametric surface, it helps if the Cartesian equation is known.
4(a). Split into twohemispheres, with upper part x = u, y = v, z = 1 u2 v 2 and lower part
x = u, y = v, z = 1 u2 v 2 ; 4(b). x = sin cos , y = sin sin , z = cos ; 7. P (x, y, z) any
point on the plane, P~0 P is on the plane, which is computed by ~r(u, v) ~r0 . also, P~0 P is a linear
combination of u and v. so, ~r(u, v) = ~r0 + u~a + v~b; 8. x = a sin cos , y = a sin sin , z = a cos ;
9. x = 3 cos u, y = v, z = 3 sin u; 10(c). x = u, y = 1 u, z = v
Remark: Because R(u, ~ v) is a vector-valued function involving two independent variables, we can
define it partial derivatives.
~
Definition. Let S be a parametric surface defined by R(u, v) = hx(u, v), y(u, v), z(u, v)i.
~ with respect to u is defined as R
1. The partial derivative of R ~ u (u, v) = hxu (u, v), yu (u, v), zu (u, v)i.
Example: 12(a). ~ru (u, v) = h1, 0, 2ui and ~rv (u, v) = h0, 1, 2vi
8
Surface of Revolution
Let f (x) 0 and S be the surface obtained by revolving the curve y = f (x), a x b, about the
x-axis. Let be the angle of rotation. [ insert diagram ] Then S has parametric equations
x = x
y = f (x) cos
z = f (x) sin
Similarly, if S is obtained by revolving y = f (z) along the z-axis, then S has parametric equations
x = f (z) sin
y = f (z) cos
z=z
If S is obtained by revolving x = f (y) about the y-axis, then S has parametric equations
x = f (y) cos
y=y
z = f (y) sin
~ =R
N ~ u (u0 , v0 ) R
~ v (u0 , v0 ).
9
6 Double Integrals
We now extend the concept of integration for functions in two variables.
1. f is continuous on R, and
We want to find the volume V of the solid bounded above by z = f (x, y), below by the xy-plane
and whose top view is the rectangle R. To do this, we follow the following steps:
1. Partition R into subrectangles by dividing [a, b] into m subintervals [a, x1 ], [x1 , x2 ], , [xm1 , b],
each of length xi , i = 1, , m and [c, d] into n subintervals [c, y1 ], [y1 , y2 ], , [yn1 , b], each
of length yj , j = 1, , n.
3. Take an arbitrary point (x?i , yj? ) in each Rij and construct regular prisms with bases Rij
and height f (x?i , yj? ), for i = 1, , m, j = 1, , n. The volume of each prism is Vij =
f (x?i , yj? )Aij .
m X
X n
4. A good approximation of the volume of the solid is V f (x?i , yj? )Aij . Error ap-
i=1 j=1
proaches 0 as the subrectangles become smaller and smaller, and hence
m X
X n
V = lim f (x?i , yj? )Aij .
kk0
i=1 j=1
Definition. Let f be a function of x and y and R = [a, b] [c, d]. The double integral of f over R
is defined by
ZZ Xm Xn
f (x, y) dA = lim f (x?i , yj? )Aij ,
kk0
R i=1 j=1
The limit definition is rarely used in evaluating double integrals. The following theorem is a
useful tool to evaluate them.
Theorem. (Fubinis Theorem) If f is continuous on a rectangular region R = [a, b] [c, d], then
ZZ Z dZ b Z bZ d
f (x, y) dA = f (x, y) dx dy = f (x, y) dy dx.
c a a c
R
10
Definition. Let f be a function of x and y that is continuous on a closed and bounded region R
on the xy-plane. Consider a rectangular region D = [a, b] [c, d] enclosing R and define a function
F by (
f (x, y), (x, y) R
F (x, y) =
0, (x, y) D\R
The double integral of f over R is defined by
ZZ ZZ
f (x, y) dA = F (x, y) dA
R D
There are two possible methods to evaluate the double integral, depending on the region of
integration R.
f (x, y) dA
R2
11
4. If f and g are integrable
ZZ on the Zclosed
Z region R and furthermore f (x, y) g(x, y) for all
(x, y) R, then f (x, y) dA g(x, y) dA
R R
5. Let f be integrable on a closed region R, and suppose that m and M are two numbers such
that mZ Z f (x, y) M for all (x, y) R. Then if A is the measure of the area of R,
mA f (x, y) dA M A.
R
1. Divide [a, b] into m subintervals [ri1 , ri ], each of length ri , and divide [, ] into n subin-
tevals, each of length j . The circles r = ri and the rays = j will divide the region into
smaller polar rectangles Rij . The center of each polar rectangle Rij has polar coordinates
(ri? , j? ), where ri? = 21 (ri1 + ri ) and j? = 12 (j1 + j ).
2. The area of a polar rectangle Rij is equal to the difference of the areas of two sectors, both
with central angle j , and whose radii are ri1 and ri . So,
1 2 1 2
Aij = ri j ri1 j
2 2
1 2 2
= ri ri1 j
2
1
= (ri + ri1 )(ri ri1 )j
2
= ri? ri j .
12
8 Applications of Double Integrals
Volume of a Solid
Let f be a function of x and y such that f (x, y) 0 for all (x, y) in a closed and bounded region R
in the xy-plane. The volume V of the solid under the surface z = f (x, y), above the xy-plane and
whose top view is R, is given by ZZ
V = f (x, y) dA.
R
In general, if f (x, y) can be positive or negative on region R, the double integral will give the
value of the signed volume of the solid,
ZZ
f (x, y) dA = (volume above xy-plane) (volume below xy-plane)
R
Proof. Consider the solid bounded below by the xy-plane, above by z = 1, and whose top view is
R. Then,
ZZ
V = dA
R
= (base area) height
= A.
The moment of mass about an axis measures the tendency of a lamina to rotate about the axis.
Therefore, ZZ
moment of mass about the x- axis = Mx = y(x, y) dA
R
and ZZ
moment of mass about the y- axis = My = x(x, y) dA
R
The center of mass of the lamina is the point (x, y), where
RR
x(x, y) dA
My R
x= = RR
M (x, y) dA
R
and RR
y(x, y) dA
Mx
y= = RRR
M (x, y) dA
R
13
Surface Area of Parametric Surfaces
~
Suppose a surface is described by a vector equation R(u, v) = hx(u, v), y(u, v), z(u, v)i, where (u, v)
D. The area S of the surface is given by
Z Z
D E
~ ~ v (u, v)
S=
Ru (u, v) R
dA.
D
ZRZ q
= (fx (x, y))2 + (fy (x, y))2 + 1 dA.
R
14