3 Mat070 Module3
3 Mat070 Module3
3 Mat070 Module3
MODULE 3: Differential
Calculus of Functions in
Several Variables
DEPARTMENT
.
of MATHEMATICS and STATISTICS
COLLEGE OF SCIENCE AND MATHEMATICS, MSU-ILIGAN INSTITUTE OF TECHNOLOGY
A Commission on Higher Education - Center of Excellence
.
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Content
DIFFERENTIAL CALCULUS OF FUNCTIONS IN SEVERAL VARIABLES
Functions in Several Variables
Partial Derivatives
Higher-order Derivatives
The Total Differential
Tangent Plane Approximation of Functions in Two Variables
The Chain Rule for Partial Derivative
Implicit Differentiation
The Total Derivative and Related Rates
Directional Derivatives and Gradients
Tangent Planes to Level Surfaces
Relative Extrema and the Second Derivative Test
Absolute Extrema and The Method of Lagrange Multipliers
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Definition 1.2
A function in n variables is a set of ordered pairs of the form (P, w) in
which no two distinct ordered pairs have the same first element, where
P ∈ Rn and w ∈ R. The set of all admissible values of P is called domain
of the function and the set of all resulting values of w is called the range
of the function.
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 3/64
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Df ⊆ Rn and Rf ⊆ R.
Example 1.3
In each of the ff. determine the domain of f and draw a sketch showing as
a region in R2 the set of points in the domain.
2 x−y
1 f (x, y) = 3 f (x, y) =
4 − x2 − y 2 x+y
p 4 f (x, y) = sin−1 (x − y)
2 f (x, y) = x2 − 4y 2 + 16 p
5 f (x, y) = 100 − 25x2 − 4y 2
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Partial Derivatives
Definition 2.1
Let f be a function of x and y. The partial derivative of f with respect to
∂f
x, denoted by fx , , etc.) such that its function value at any point
∂x
(x, y) in the domain of f is given by
f (x + ∆x, y) − f (x, y)
fx (x, y) = lim
∆x→0 ∆x
if this limit exists.
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Partial Derivatives
Definition 2.2
∂f
The partial derivative of f with respect to y, denoted by fy , , etc.)
∂y
such that its function value at any point (x, y) in the domain of f is given
by
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Partial Derivatives
Example 2.3
∂f ∂f
Using the definition of partial derivatives, find and if
∂x ∂y
f (x, y) = 2x2 − y 2 + 3.
∂f f (x, y0 ) − f (x0 , y0 )
= lim , if the limit exists
∂x x→x0 x − x0
and
∂f f (x0 , y) − f (x0 , y0 )
= lim , if the limit exists.
∂y y→y0 y − y0
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Partial Derivatives
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Partial Derivatives
Example 2.4
∂f ∂f
In each of the following, find and :
∂x ∂y
2x − y 8 f (x, y) = logx y
1 f (x, y) = p3
x2 − y 2 9 f (x, y) = sin−1 (xy )
y
x2 + y 2
2 f (x, y) = e x2 ln 10 f (x, y) = eax+by
x+y √ √ √
3 f (x, y) = x sin 2y 11 f (x, y) = xy + x + y
−1 x 12 f (x, y) = x1/y
4 f (x, y) = tan
y
y x
13 f (x, y) = ln(ax + by)
5 f (x, y) = x + y
2 2 14 f (x, y) = tan x tan−1 y
6 f (x, y) = ex +y
7 f (x, y) = ln(xy) 15 f (x, y) = sin x cos y
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 9/64
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Higher-order Derivatives
∂f
First, we introduce some notation. If f be function of x and y, then
∂x
∂f
and are functions of x and y also. Hence, we may have the following:
∂y
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Higher-order Derivatives
∂3f ∂2f
∂ ∂f ∂f
= = fxyx − partial derivative of wrt x
∂x∂y∂x ∂x ∂y ∂x ∂y∂x
∂3f ∂2f
∂ ∂f ∂f
= = fyyx − partial derivative of wrt x
∂x∂y∂y ∂x ∂y ∂y ∂y∂y
The other third-order partial derivatives of functions in two variables are
also defined similarly. The above notations can be extended into functions
in n variables.
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Higher-order Derivatives
Example 3.1
In each of the ff., find fxx , fyy , fxy , fyx .
1 f (x, y) = 2x3 y 2 − 3x2 y 3
2
−1 2x
2 f (x, y) = tan
y
x
3 f (x, y) = ye − sinh xy
Example 3.2
In each of the following, find fyzz , fxyx , fxyz .
1 f (x, y, z) = 2x sin y − z cos(2xy)
2 f (x, y, z) = ln(xyz) + z 2 tan−1 (exy )
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Higher-order Derivatives
Example 3.3
1
Let f (x, y, z) = p . Show that
x2 + y 2 + z 2
Example 3.4
If f is a differentiable function of x and y with w = f (x, y), x = r cos θ
and y = r sin θ, show that
2 2 2 2
∂w 1 ∂w ∂w ∂w
+ 2 = + .
∂r r ∂θ ∂x ∂y
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∂f (x, y) ∂f (x, y)
df = df (x, y, ∆x, ∆y) = ∆x + ∆y. (1)
∂x ∂y
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Example 4.3
Find the total differential dw.
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Example 4.4
Use the total differential to find approximately the greatest error in
calculating the area of a right triangle from the lengths of the legs if they
are measured to be 6 cm and 8 cm, respectively, with a possible error of
0.1 cm for each measurement. Also find the approximate percent error.
Example 4.5
A company has contracted to manufacture 10,000 closed wooden crates
having dimensions 3 m, 4 m and 5 m. The cost of the wood to be used is
$3 per square meter. If the machines that are used to cut the pieces of
wood have a possible error of 0.5 cm in each dimension, find
approximately, by using the total differential, the greatest possible error in
the estimate of the cost of the wood.
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 16/64
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Theorem 5.1
Suppose that f (x, y) has continuous first partial derivatives at (a, b). A
normal vector to the tangent plane to z = f (x, y) at (a, b) is then
−
*
N = hfx (a, b), fy (a, b), −1i. Moreover, an equation of the tangent plane
is given by
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Example 5.2
Find equations of the tangent plane and the normal line to
z = 6 − x2 − y 2 at the point (1, 2, 1).
Example 5.3
Find equations of the tangent plane and the normal line to
x2
z = x3 + y 3 + at the point (2, 1, 13).
y
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Theorem 6.1
(Chain Rule) Let u = f (x, y) be a differentiable function of x and y,
∂x ∂x ∂y ∂y
where x = F (r, s) and y = G(r, s). Suppose , , and all
∂r ∂s ∂r ∂s
exists. Then u is a function of r and s and
∂u ∂u ∂x ∂u ∂y
= +
∂r ∂x ∂r ∂y ∂r
and
∂u ∂u ∂x ∂u ∂y
= + .
∂s ∂x ∂s ∂y ∂s
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Theorem 6.2
(Generalized Chain Rule) Let w = f (x1 , x2 , . . . , xn ) be a differentiable
function of x1 , x2 , . . . xn , where xk = Fk (y1 , y2 , . . . , ym ), 1 ≤ k ≤ n.
∂xk
Suppose for all 1 ≤ k ≤ n, , 1 ≤ i ≤ m exist. Then w is a function of
∂yi
x1 , x2 , . . . xn and for all 1 ≤ i ≤ m
n
∂w X ∂w ∂xk
= .
∂yi ∂xk ∂yi
k=1
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Example 6.3
∂w ∂w ∂w
In each of the following, find , and using the Chain Rule.
∂r ∂s ∂t
1 w = xy + yz + xz; x = r + s + t; y = rst; z = r2 + s2 + t2
2 w = xyz; x = r sin(st); y = s cos(rt); z = tan(rst)
3 w = x2 + y 2 + z 2 ; x = ret+s ; y = ser+t ; z = ter+s
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Implicit Differentiation
∂w ∂y ∂x
= 0, = 0, and = 1.
∂x ∂x ∂x
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Implicit Differentiation
If Fz 6= 0, we get
∂F ∂F ∂F ∂z ∂z
0= ·1+ ·0+ ⇒ 0 = Fx + Fz
∂x ∂y ∂z ∂x ∂x
∂z Fx
⇒ =− .
∂x Fz
Similarly,
∂w ∂F ∂x ∂F ∂y ∂F ∂z
= + + .
∂y ∂x ∂y ∂y ∂y ∂z ∂y
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Implicit Differentiation
∂w ∂x ∂y
= 0, = 0, and = 1.
∂y ∂y ∂y
Hence, if Fz 6= 0 we get
∂F ∂F ∂F ∂z ∂z
0= ·0+ ·1+ ⇒ 0 = Fy + Fz
∂x ∂y ∂z ∂y ∂y
∂z Fy
⇒ =− .
∂y Fz
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Implicit Differentiation
Therefore, we have the following formulas:
Theorem 7.1
(Implicit Partial Differentiation) If F (x, y, z) = 0 is an equation that
defines implicitly a function z = f (x, y), then
∂z Fx ∂z Fy
=− and =− .
∂x Fz ∂y Fz
Example 7.2
In each of the following, assume that the equation defines z as a function
∂z ∂z
of x and y, differentiate implicitly to find and .
∂x ∂y
1 z = (y 2 + z 2 ) cos(xy)
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Implicit Differentiation
Solution :
1 Let F (x, y, z) = (y 2 + z 2 ) cos(xy) − z. Then
Thus,
∂z Fx −y(y 2 + z 2 ) sin(xy)
=− =− and
∂x Fz 2z cos(xy) − 1
∂z Fy −x(y 2 + z 2 ) sin(xy) + 2y cos(xy)
=− =−
∂y Fz 2z cos(xy) − 1
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 27/64
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Implicit Differentiation
Solution :
2 Let F (x, y, z) = zeyz + 2xexz − 4exy − 3. Then
Thus,
∂z Fx 2xzexz + 2exz − 4yexy
=− =− and
∂x Fz yzeyz + eyz + 2x2 exz
∂z Fy z 2 eyz − 4xexy
=− =− .
∂y Fz yzeyz + eyz + 2x2 exz
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Example 8.1
dw
Find the total derivative using the Chain Rule.
dt
1 w = xy + yz + xz; x = t2 sin t; y = t2 cos t; z = t2
x−y 1
2 w= ; x = ln t; y = ln
x+y t
Example 8.2
The height of a right-circular cone is increasing at the rate of 40cm/min
and the radius is decreasing at the rate of 15cm/min. Find the rate of
change of the volume at the instant when the height is 200 cm and the
radius is 60 cm.
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Example 8.3
A vertical wall makes an angle of radian measure 32 π with the ground. A
ladder of length 20 ft is leaning against the wall and its top is sliding down
the wall at the rate of 3 ft/sec. How fast is the area of the triangle formed
by the ladder, the wall and the ground changing when the ladder makes an
angle of 16 π radians with the ground.
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Definition 9.1
Let P (x, y) be a point in R2 and θ be the radian measure of the angle
formed by OP (O is the origin) and the positive side of the x-axis.
Suppose f is a function of the two variables x and y and
−
*
U = cos θ ı̂ + sin θ ̂. The directional derivative of f in the direction of
−
*
U , denoted by D− * f , is given by
U
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Remark 9.2
−
*
(a) If U = ı̂, then cos θ = 1 and sin θ = 0. Thus,
f (x + h, y) − f (x, y)
Dı̂ f (x, y) = lim ,
h→0 h
which is the partial derivative of f with respect to x.
−
*
(b) If U = ̂, then cos θ = 0 and sin θ = 1. Thus,
f (x, y + h) − f (x, y)
D̂ f (x, y) = lim ,
h→0 h
which is the partial derivative of f with respect to y.
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Example 9.3
−
*
Consider f (x, y) = 3x2 − 4y 2 and U = cos 31 π ı̂ + sin 13 π ̂. Find the
−
*
directional derivative of f in the direction of the U .
Theorem 9.4
−
*
If f is a differentiable function of x and y, and U = cos θ ı̂ + sin θ ̂, then
D−
* f (x, y) = fx (x, y) cos θ + fy (x, y) sin θ.
U
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Example 9.5
−
*
Consider f (x, y) = 3x2 − 4y 2 and U = cos 31 π ı̂ + sin 13 π ̂. Use the
Theorem above to find the directional derivative of f in the direction of
−
*
the U .
Note that
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Definition 9.6
If f is a function of two variables x and y such that fx and fy exist, then
the gradient of f , denoted by ∇f (read as “del f ”), is given by
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Example 9.7
−
*
Consider f (x, y) = 2x2 − y 2 + 3x − y and U is any unit vector in R2 .
Find the maximum value of D− * f at the point where x = 1 and y = −2.
U √
(ans. 58)
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Example 9.8
The temperature at any point (x, y) of a rectangular plate lying in the xy
plane is determined by T (x, y) = x2 + y 2 .
1 Find the rate of change of the temperature at the point (3, 4) in the
direction making an angle of radian measure 13 π with the positive x
√
direction. (ans. 3 + 4 3)
2 Find the direction for which the rate of change of the temperature at
the point (−3, 1) is a maximum. (ans. π − tan−1 13 )
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Example 9.9
Find the value of the directional derivative at the particular point P0 for
−
*
the given function in the direction of U .
−
* √
1 g(x, y) = y 2 tan2 x; U = − 1 1 1
2 3 ı̂ + 2 ̂; P0 ( 3 π, 2)
−
* √
2 f (x, y) = xe2y ; U = 1 ı̂ + 1
2 2 3 ̂; P0 (2, 0)
Example 9.10
Find (a) the gradient of f at P and (b) the rate of change of the function
−
*
value in the direction of U at P .
−
*
1 f (x, y) = x2 − 4y; U = cos 1 π ı̂ + sin 1 π ̂; P (−2, 2)
3 3
−
*
2 f (x, y) = e2xy ; U = 4 ı̂ − 3 ̂; P (2, 1)
5 5
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Example 9.11
The electric potential is V volts at any point (x, y) in the xy plane and
V = e−2x cos(2y). Distance is measured in feet.
1 Find the rate of change of the potential at the point (0, 14 π) in the
direction of the unit vector cos 61 π ı̂ + sin 61 π ̂.
2 Find the direction and magnitude of the greatest rate of change of V
at (0, 14 π).
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Definition 9.12
Suppose f is a function of the three variables x, y and z and
−
*
U = cos α ı̂ + cos β ̂ + cos γ k̂. The directional derivative of f in the
−
*
direction of U , denoted by D− * f , is given by
U
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Theorem 9.13
If f is a differentiable function of x, z and y, and
−
*
U = cos α ı̂ + cos β ̂ + cos γ k̂, then
Definition 9.14
If f is a function of three variables x, y and z such that fx , fy and fz
exist, then the gradient of f , denoted by ∇f , is given by
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−
*
* f (x, y, z) = U · ∇f (x, y, z). Similarly, k∇f (x, y, z)k gives the
Hence, D−
U
maximum value of D− * f at the point (x, y, z).
U
Example 9.15
Find ∇f (P ) and D−
* f (P ).
U
−
*
1 f (x, y, z) = y 2 + z 2 − 4xz; U = 72 ı̂ − 67 ̂ + 73 k̂; P (−2, 1, 3)
−
* √ √
2 f (x, y, z) = 2x3 + xy 2 + xz 2 ; U = 71 21 ̂ − 27 7 k̂; P (1, 1, 1)
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Example 9.16
The temperature is T degrees at any point (x, y, z) in three-dimensional
space and
T (x, y, z) = 1/(x2 + y 2 + z 2 + 3).
Distance is measured in inches.
1 Find the rate of change of the temperature at the point (3, −2, 2) in
the direction of the vector −2 ı̂ + 3 ̂ − 6 k̂.
2 Find the direction and magnitude of the greatest rate of change of T
at (3, −2, 2).
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or in vector equation
−
*
R(t) = f (t) ı̂ + g(t) ̂ + h(t) k̂.
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Suppose Fx , Fy and Fz are continuous and not all zero at P0 and f 0 (t0 ),
g 0 (t0 ) and h0 (t0 ) exist. Then the total derivative of F wrt t at P0 is given
by
or
−
*
G0 (t0 ) = ∇F (x0 , y0 , z0 ) · Dt R(t0 ).
Since G0 (t) = 0 for each t, we have G0 (t0 ) = 0; thus,
−
*
∇F (x0 , y0 , z0 ) · Dt R(t0 ) = 0.
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−
*
This means that ∇F (x0 , y0 , z0 ) and R 0 (t0 ) are orthogonal, that is, the
gradient of F at P0 is orthogonal to the unit tangent vector of every curve
C on S through P0 . A vector which is orthogonal to the unit tangent
vector of every curve C through a point P0 on a surface S is called a
normal vector to S at P0 .
Theorem 10.1
Let S be a surface in R3 represented by F (x, y, z) = 0. If Fx , Fy , and Fz
are continuous and not all zero at the point P0 (x0 , y0 , z0 ) on S, then a
normal vector to S at P0 is ∇F (x0 , y0 , z0 ).
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Example 10.3
Find an equation of the tangent plane to the elliptic paraboloid
4x2 + y 2 − 16z = 0 at the point (2, 4, 2). (ans.: 2x + y − 2z − 4 = 0)
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 49/64
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Definition 10.4
Let S be a surface in R3 represented by F (x, y, z) = 0. The normal line to
S at a point P0 (x0 , y0 , z0 ) is the line through P0 having as a set of
direction numbers the components of any normal vector to S at P0 .
Remark 10.5
Let S be a surface in R3 represented by F (x, y, z) = 0. Then a symmetric
equations of the normal line to S at a point P0 (x0 , y0 , z0 ) are
x − x0 y − y0 z − z0
= = .
Fx (x0 , y0 , z0 ) Fy (x0 , y0 , z0 ) Fz (x0 , y0 , z0 )
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Example 10.6
Find symmetric equations of the normal line to the surface
y−4
4x2 + y 2 − 16z = 0 at (2, 4, 2). (ans.: x−2
2 = 1 = z−2
−2 )
Definition 10.7
The tangent line to a curve C at a point P0 is the line through P0 having
as a set of direction numbers the components of the unit tangent vector to
C at P0 .
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Remark 10.8
Let C be the curve of intersection of the surface F (x, y, z) = 0 and
G(x, y, z) = 0 and let P0 (x0 , y0 , z0 ). A normal vector at P0 to
F (x, y, z) = 0 is
−
*
N F = ∇F (x0 , y0 , z0 )
and a normal vector at P0 to G(x, y, z) = 0 is
−
*
N G = ∇G(x0 , y0 , z0 ).
−
* −
*
Hence, the components of N F × N G serve as a set of direction numbers
of the tangent line.
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Example 10.9
Find a set of symmetric equations of the tangent line to the curve of
intersection of the surfaces 3x2 + 2y 2 + z 2 = 49 and x2 + y 2 − 2z 2 = 10
y+3
at the point (3, −3, 2). (ans.: x−3 z−2
10 = 14 = −3 )
Example 10.10
Find an equation of the tangent plane and equations of the normal line to
the given surface at the indicated point.
1 4x2 + y 2 + 2z 2 = 26; (1, −2, 3)
2 z = e3x sin(3y); (0, 16 π, 1)
3 zx2 − xy 2 − yz 2 = 18; (0, −2, 3)
4 x2/3 + y 2/3 + z 2/3 = 14; (−8, 27, 1)
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 53/64
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Definition 10.11
If two surfaces have a common tangent plane at a point, the two surfaces
are said to be tangent at that point.
Example 10.12
If the two given surfaces intersect in a curve, find equations of the tangent
line to the curve of intersection at the given point; if the two given
surfaces are tangent at the given point, prove it.
x−2 y+2 z
1 x2 + y 2 − z = 8, x − y 2 + z 2 = −2; (2, −2, 0) (ans.: 4 = −1 = 20 )
2 y = x2 , y = 16 − z 2 ; (4, 16, 0) (ans.: x = 4, y = 16)
3 x2 + z 2 + 4y = 0, x2 + y 2 + z 2 − 6z + 7 = 0; (0, −1, 2) (ans.: tangent)
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Theorem 11.2
If f (x, y) exists at all points in some open disk B((x0 , y0 ); r) and if f has a
relative extremum at (x0 , y0 ), and fx (x0 , y0 ) and fy (x0 , y0 ) exist, then
fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0.
Definition 11.3
A point (x0 , y0 ) for which both fx (x0 , y0 ) = 0 and fy (x0 , y0 ) = 0 is called a
critical point.
Module 3: Differential Calculus of Functions in Several Variables J.V. Benitez 55/64
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Theorem 11.4
Second-Derivative Test) If f be a function of the variables x and y such that f
and its first- and second-order partial derivatives are continuous on some open
disk B((x0 , y0 ); r) and the point (x0 , y0 ) is a critical point and let
2
D = fxx (x0 , y0 ) fyy (x0 , y0 ) − fxy (x0 , y0 ), then
1 if D > 0 and fxx (x0 , y0 ) > 0 (fyy (x0 , y0 ) > 0), f has relative minimum
value at (x0 , y0 )
2 if D > 0 and fxx (x0 , y0 ) < 0 (fyy (x0 , y0 ) < 0), f has relative maximum
value at (x0 , y0 )
3 if D < 0, f (x0 , y0 ) is not a relative extremum
4 if D = 0, we can make no conclusion.
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.5
Determine the relative extrema of f .
1 f (x, y) = 18x2 − 32y 2 − 36x − 128y − 110
2 f (x, y) = 4xy 2 − 2x2 y − x
3 f (x, y) = cos(x + y) + cos x + cos y; 0 ≤ x, y ≤ 2π
Example 11.6
Find the three positive numbers whose product is 27 such that their sum is
as small as possible.
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.7
Find the points on the curve of intersection of the ellipsoid
x2 + 4y 2 + 4z 2 = 4 and the plane x − 4y − z = 0 that are closest to the
origin, and find the minimum distance.
Example 11.8
Suppose that t hours after the injection of x milligrams of adrenalin the
response is R units, and R = te−t (c − x)x, where c is a positive constant.
What values of x and t will cause the maximum response?
DMS Department of
MATHEMATICS
and STATISTICS
Example 11.9
A closed rectangular box to contain 16 f t3 is to be made of three kinds of
materials. The cost of the material for the top and the bottom is P hp18
per square foot, the cost of the material for the front and the back is
P hp16 per square foot, and the cost of the material for the other two
sides is P hp12 per square foot. Find the dimensions of the box such that
the cost of the materials is a minimum.
DMS Department of
MATHEMATICS
and STATISTICS
DMS Department of
MATHEMATICS
and STATISTICS
for the values of x, y, z and λ. The values of x, y and z that give the
relative extrema of f are among these critical points.
DMS Department of
MATHEMATICS
and STATISTICS
2 Calculate Fx , Fy , Fz , Fλ and Fµ .
3 Solve the system {Fx = 0, Fy = 0, Fz = 0, Fλ = 0, Fµ = 0} for x,
y, z, λ and µ.
4 The values of x, y and z that give the relative extrema of f are among
these values.
DMS Department of
MATHEMATICS
and STATISTICS
Example 12.3
Find the least and greatest distances from the origin to a point on the ellipse
x2 + 4y 2 = 16.
DMS Department of
MATHEMATICS
and STATISTICS
Example 12.5
Use Lagrange multipliers to find a relative minimum function value of f if
f (x, y, z) = x2 + y 2 + z 2 with the two constraints x + y + 2z = 1 and
3x − 2y + z = −4.