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MIT18 02SC Notes 20

The document discusses directional derivatives and how to calculate them. It defines a directional derivative as the rate of change of a function along a specific direction given by a unit vector. It shows that the directional derivative at a point P0 in the direction of the unit vector u is equal to the gradient of the function at P0 dotted with u. An example is provided to demonstrate calculating the directional derivative of a function f(x,y) = x^3 + 3y^2 at a point (1,2) in the direction of the vector (3i + 4j). The document also notes that the direction of steepest increase is in the direction of the gradient vector.

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38 views4 pages

MIT18 02SC Notes 20

The document discusses directional derivatives and how to calculate them. It defines a directional derivative as the rate of change of a function along a specific direction given by a unit vector. It shows that the directional derivative at a point P0 in the direction of the unit vector u is equal to the gradient of the function at P0 dotted with u. An example is provided to demonstrate calculating the directional derivative of a function f(x,y) = x^3 + 3y^2 at a point (1,2) in the direction of the vector (3i + 4j). The document also notes that the direction of steepest increase is in the direction of the gradient vector.

Uploaded by

Martha Tania
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Directional Derivatives

Directional derivative
Like all derivatives the directional derivative can be thought of as a ratio. Fix a unit vector
u and a point P0 in the plane. The directional derivative of w at P0 in the direction u
is dened as

dw

w
= lim
.

ds
P0 ,u s0 s
Here w is the change in w caused by a step of length s in the direction of u (all in the
xy-plane).
Below we will show that
dw
= Vw(P0 ) u.
(1)
ds

P0 ,u
We illustrate this with a gure showing the graph of w = f (x, y). Notice that s is
measured in the plane and w is the change of w on the graph.
ww
. . .
w

..

P0

..

..

..
..
..
..
..
..
..

- y

JJ
JJ

Proof of equation 1
The gure below represents the change in position from P0 resulting from taking a step of
size s in the u direction.
J u
yw
J
J
JJ
JJ
J
J
sJJJ

y
JJ
J
JJ

P0

Since (s)2 = (x)2 + (y)2 we have that


u=

-x

x y
,
. is a unit vector, so
s s
x y
,
s s

The tangent plane approximation at P0 is


w

x +

y P
0
x
P0

Dividing this approximation by s gives

w
w

x
w

s
x
P0 s
y
P0 s

We can rewrite this as a dot product

x
P0 y
P
0

x y

s
s

In the dot product the rst term is Vw|P0 and the second is just u, so,
w
Vw|P0 u.
s
Now taking the limit we get equation (1).
Example: (Algebraic example) Let w = x3 + 3y 2 .
dw
Compute
at P0 = (1, 2) in the direction of v = 3i + 4j.
ds
Answer: We compute all the necessary pieces:
i) Vw = (3x2 , 6y) Vw|(1,2) = (3, 12).
v
3 4
ii) u must be a unit vector, so u =
= ( , ).
|v|

5
5

iii)

dw

3 4
57
=
Vw|(1,2) u = (3, 12) ( , ) =
.
ds
P
0 ,u
5 5
5

Example: (Geometric example) Let u be the direction of (1, 1).


w
w

dw

Using the picture at right estimate

, and

x
P y
p
ds
P,u
By measuring from P to the next in level curve in the
x direction we see that x .5.
w
w
10

= 20.
x
.5
x P
Similarly, we get

w
y

yy

w = 25
w = 15
w = 5

dw
ds

P,u

20.
P

Measuring in the u direction we get s .3

w
10

= 33.3.
s
.3

Direction of maximum change:


The direction that gives the maximum rate of change is in the same direction as Vw. The
proof of this uses equation (1). Let be the angle between Vw and u. Then the geometric
form of the dot product says
dw

= Vw u = |Vw||u| cos = |Vw| cos .

ds
u

x u

(In the last equation we dropped the |u| because it equals 1.) Now it is obvious that this is
greatest when = 0. That is, when Vw and u are in the same direction.

MIT OpenCourseWare
http://ocw.mit.edu

18.02SC Multivariable Calculus

Fall 2010

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