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Extreme Values and Saddle Points

The document defines and provides examples of absolute maximum and minimum, local maximum and minimum, critical points, saddle points, and local extrema for functions of two variables. It also describes the second derivative test to determine if a critical point is a local maximum, minimum, or saddle point. Examples are provided to demonstrate locating and identifying the critical points of functions of two variables and finding the absolute extremum over a specified region.

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0% found this document useful (0 votes)
478 views35 pages

Extreme Values and Saddle Points

The document defines and provides examples of absolute maximum and minimum, local maximum and minimum, critical points, saddle points, and local extrema for functions of two variables. It also describes the second derivative test to determine if a critical point is a local maximum, minimum, or saddle point. Examples are provided to demonstrate locating and identifying the critical points of functions of two variables and finding the absolute extremum over a specified region.

Uploaded by

George Simmons
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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FUNCTIONS OF TWO

VARIABLES

Absolute Maximum and Minimum


Definition:
A function f(x,y) has an absolute maximum (or global maximum)
at (a,b) if f(a,b) f(x,y) for all (x,y) in D, where D is the domain of
f(x,y). The number f(a,b) is called maximum value of f on D.
Similarly, f(x,y) has an absolute minimum (or relative maximum)

at (a,b) if f(a,b) f(x,y) for all (x,y) in D and the number f(a,b) is
called the minimum value of f on D.

The maximum and minimum values of f are called the extreme

values of f.

Local Maximum and Minimum


Definition:
A function f(x,y) has a local maximum at (a,b) if
f(a,b) f(x,y) when (x,y) is near (a,b).
Similarly, f(x,y) has a local minimum at (a,b) if
f(a,b) f(x,y) when (x,y) is near (a,b).

Local Extrema

Point (a,b,f(a,b)) is a (local) maximum

Local Extrema

Point (a,b,f(a,b)) is a (local) minimum

Critical Points
An interior point of the domain of a function f(x,y) where:
Both f x and f are zero
y
or
Where one or both of f x and

fy

Dont exist

is called a critical point of f(x,y).

Local Extrema exist only at the critical points or at the


boundary points of the domain

Saddle Point
A differentiable function f(x,y) has a saddle point at a critical
point (a,b) if there are domain points (x,y) near (a,b) where
f(x,y) > f(a,b) and domain points (x,y) where f(x,y) < f(a,b).
The corresponding point (a,b,f(a,b)) on the surface z = f(x,y)
is called a saddle point of the surface.

Point (a,b,f(a,b)) is a saddle point

LOCAL EXTREMA

Second Derivative Test


If f(x,y) and its first and second derivatives are continuous near
a critical point (a,b) then
f has local maximum at (a,b) if

f xx f yy f xy 0 and f xx 0

f has local minimum at (a,b) if

f xx f yy f xy 0 and f xx 0

f has saddle point at (a,b) if

f xx f yy f xy 0

Saddle point at (a,b) is (a,b,f(a,b))

Test fails at (a,b) if

f xx

f xy

f xy

f yy

f xx f yy f xy 0

f xx f yy f xy

Example

Locate and identify the critical points of the following


function
3

y
f ( x, y )
x2 y
3

Example

Solution

Locate and identify the critical points of the following


function
3

y
f ( x, y )
x2 y
3

Step I: Find the critical points

f x 2 x

, fy y2 1

f x -2 x 0

x0

f y y2 1 0

y 1

Critical points are (0,1) and (0,-1)


Step II: Find the Second derivatives

f xx 2

f xy 0

f yy 2 y

D f xx f yy f xy2 2(2 y ) 0 4 y

Step III: Test the critical points

At (0,1)

0,1,
3

D -4y -4(1) 4 0
1
2
f (0,1) 0 1
3
3

Is a saddle point

At (0,-1)

D -4(1) 4 0
f xx (0,1) 2 0
(1) 3
2
f (0,1)
0 1
3
3

0,-1,
3

Is a maximum point

Example

Locate and identify the critical points of the following


function

f ( x, y ) 4 xy x 4 y 4

Example

Locate and identify the critical points of the following


function

f ( x, y ) 4 xy x 4 y 4
Solution

Step I: Find the critical points

f x 4 y 4 x3

, fy 4x 4 y3

f x 4 y 4 x3 0

y x3

f y 4 x 4 y 3 0 x x9 0
x(1 x 8 ) 0 x 0,1,1
Critical points are (0,0), (1,1) and (-1,-1)
Step II: Find the Second derivatives

f xx 12 x 2

f xy 4

f yy 12 y 2

D f xx f yy f xy2 12 x 2 (12 y 2 ) 16 144 x 2 y 2 16

Step III: Test the critical points

D 144 x 2 y 2 16 -16 0

At (0,0)

0,0,0

f (0,0) 0
Is a saddle point

At (1,1)

D 144 x 2 y 2 16 128 0
f xx 12 x 2 12 0

1,1,2

f (1,1) 2
Is a maximum point

At (-1,-1)

D 144 x 2 y 2 16 128 0
f xx 12 x 2 12 0

- 1,-1,2

f (1,1) 2
Is a maximum point

Example

Locate and identify the critical points of the following


function

1
1
f ( x, y ) xy
x
y

Example

Locate and identify the critical points of the following


function

Solution

1
1
f ( x, y ) xy
x
y

Step I: Find the critical points

f x 1 / x 2 y

, fy x 1/ y 2

f x 1 / x 2 y 0

y 1/ x2

f y x 1/ y 2 0 x x4 0
x(1 x 3 ) 0 x 0,1
Critical point is (1,1)
Note: The point (0,0) is not in the domain of f(x,y), so it cant be critical point.

Step II: Find the Second derivatives

f xx 2 / x 3

f xy 1

f yy 2 / y 3

D f xx f yy f xy2 (2 / x 3 )(2 / y 3 ) 1 4 / x 3 y 3 1
Step III: Test the critical points

At (1,1)

D 4 / x3 y 3 1 3 0
f xx 2 / x 3 2 0
f (1,1) 2

1,1,2

Is a minimum point

ABSOLUTE EXTREMA

Example

Find the absolute extremum of the function

f ( x, y ) x 2 xy y 2 6 x 2
defined in the region R:

R ( x, y ) : 0 x 5,3 y 0
y
A

x
C

Example

Find the absolute extremum of the function

f ( x, y ) x 2 xy y 2 6 x 2
defined in the region R:
Solution

R ( x, y ) : 0 x 5,3 y 0
y

Interior points

f x 2x y 6

, fy 2 y x

f y 2 y x 0 x 2 y
f x 2 x y 6 0 3y - 6 0

Critical point is (4,-2)

f (4,2) (4) 2 4(2) (2) 2 6(4) 2 10

x
C

Boundary points
1: Along AB: y=0

f ( x,0) x 2 6 x 2
df
2x 6 0 x 3
dx

Critical point on AB is (3,0)

f (3,0) (3) 2 6(3) 2 7


End points of AB

f (0,0) (0) 2 6(0) 2 2


f (5,0) (5) 2 6(5) 2 3

2: Along BC; x=5

f (5, y ) y 2 5 y 3
df
2 y 5 0 y 5 / 2
dy
Critical point on BC is (5,-5/2)

f (5,5 / 2) (5 / 2) 2 5(5 / 2) 3 37 / 4
End points of BC

f (5,0) (0) 2 5(0) 3 3


f (5,3) (3) 2 5(3) 3 9

3: Along CD; y=-3

f ( x,3) x 2 9 x 11
df
2x 9 0 x 9 / 2
dx
Critical point on AC is (9/2,-3)

f (9 / 2,3) (9 / 2) 2 9(9 / 2) 11 37 / 4
End points of CD

f (5,3) (5) 2 9(5) 11 9


f (0,3) (0) 2 9(0) 11 11

2: Along AD; x=0

f (0, y ) y 2 2
df
2y 0 y 0
dy

Critical point on AD is (0,0)

f (0,0) 0 2 2
2

End points of AD

f (0,3) (3) 2 11

f (0,0) 0 2 2 2

Absolute Maximum

f (0,3) 11

Absolute Minimum

f (4,2) 10

x
C

Example

Find the absolute extremum of the function

f ( x, y ) 2 x 2 4 x y 2 4 y 1
defined in the region R bounded by lines x=0,y=2 and y=2x.

y
B(0,2)

A(0,0)

C (1,2)

Example

Find the absolute extremum of the function

f ( x, y ) 2 x 2 4 x y 2 4 y 1
defined in the region R bounded by lines x=0,y=2 and y=2x.
Solution

Interior points

f x 4x 4

y
B(0,2)

, fy 2 y 4

f x 4x 4 0 x 1
fy 2y 4 0 y 2

A(0,0)

Critical point is (1,2) BUT (1,2) IS NOT AN INTERIOR POINT

C (1,2)

Boundary points
1: Along AB; x=0

f (0, y ) y 2 4 y 1
df
2y 4 0 y 2
dy

Critical point on AB is (o,2)

f (0,2) (2) 2 4(2) 1 3


End points of AB

f (0,0) (0) 2 4(0) 1 1


f (0,2) (2) 2 4(2) 1 3

2: Along BC; y=2

f ( x,2) 2 x 2 4 x 3
df
4x 4 0 x 1
dx
Critical point on BC is (1,2)

f (1,2) 2(1) 2 4(1) (2) 2 4(2) 1 5


End points of BC

f (0,2) 2(0) 2 4(0) 3 3


f (1,2) 2(1) 2 4(1) 3 5

3: Along AC; y=2x

f ( x,2 x) 6 x 2 12 x 1
df
12 x 12 0 x 1
dx

Critical point on AC is (1,2)

f (1,2) 2(1) 2 4(1) (2) 2 4(2) 1 5


End points of AC

B(0,2)

C (1,2)

f (0,0) 6(0) 2 12(0) 1 1


f (1,2) 2(1) 2 4(1) 3 5
Absolute Maximum

f (0,0) 1

Absolute Minimum

f (1,2) 5

A(0,0)

Example

Find the absolute extremum of the function

f ( x, y ) x 2 xy 2 x y / 2
defined in the region R bounded by lines y x 2 and

y 2. x 2

Example

Find the absolute extremum of the function

f ( x, y ) x 2 xy 2 x y / 2
y 2. x 2

defined in the region R bounded by lines y x 2 and

y
A(1,1)

y x2
B(1,1)

x
y 2 x2

Example

Find the absolute extremum of the function

f ( x, y ) x 2 xy 2 x y / 2
y 2. x 2

defined in the region R bounded by lines y x 2and


Solution

Interior points

f x 2x y 2 , fy x 1/ 2
f y x 1/ 2 0 x 1/ 2
f x 2x y 2 0

A(1,1)

y 1

Critical point is (1/2,1)

f (1 / 2,1) (1 / 2) 2 (1 / 2)1 2(1 / 2) 1 / 2 3 / 4

y x2
B(1,1)

x
y 2 x2

Boundary points
1: Along

y x2

f ( x, x 2 ) x 3 x 2 / 2 2 x
df
3 x 2 x 2 0 x 1,2 / 3
dx
Critical point on

y x2

are (-1,1) and (2/3,4/9)

f (1,1) (1) 3 (1) 2 / 2 2(1) 3 / 2


f (2 / 3,4 / 9) (2 / 3) 3 (2 / 3) 2 / 2 2(2 / 3) 22 / 27

2: Along

y 2 x2

f ( x, 2 x ) x 3 x / 2 1
2

df
3 x 2 3 x 0 x 0,1
dx
Critical point on

y 2 x 2 are

(0,2) and (1,1)

y x2

f (0,2) (0) 3 3(0) 2 / 2 1 1


A(1,1)

f (1,1) (1) 3 3(1) 2 / 2 1 1 / 2


Absolute Maximum

f (1,1) 3 / 2

Absolute Minimum

f (0,2) 1

B(1,1)

x
y 2 x2

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