-CALCULUS 2-

Functions of Several Variables

SCHOOL OF DEPARTMENT OF
BASIC SCIENCES MATHEMATICS & STATISTICS

2019
Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 2 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 3 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 4 of 159

Functions of Several Variables

Our goal

• Understand the notation for a function of several variables

• Sketch the graph of a function of two variables
• Sketch level curves for a function of two variables
• Sketch level surfaces for a function of three variables
• Use computer graphics to graph a function of two variables

BASIC SCIENCES - Functions of Several Variables 5 of 159

Functions of Several Variables

Review

Definition of a Real-Valued Function of a Real Variable

Let X and Y be sets of real numbers. A real-valued function f of a real variable
x from X to Y is a correspondence that assigns to each number x in X exactly one
number y in Y.
The domain of f is the set X. The number y is the image of x under f and is
denoted by f sxd, which is called the value of f at x. The range of f is a subset of
Y and consists of all images of numbers in X (see Figure P.22).

X f :X ⊂R→Y ⊂R
Domain
x
x 7→ y = f (x )

Range
y = f(x)
Y
BASIC SCIENCES - Functions of Several Variables 6 of 159
Functions of Several Variables

Review

Definition of a Real-Valued Function of a Real Variable

Let X and Y be sets of real numbers. A real-valued function f of a real variable
x from X to Y is a correspondence that assigns to each number x in X exactly one
number y in Y.
The domain of f is the set X. The number y is the image of x under f and is
denoted by f sxd, which is called the value of f at x. The range of f is a subset of
Y and consists of all images of numbers in X (see Figure P.22).

X f :X ⊂R→Y ⊂R
Domain
x
x 7→ y = f (x )

f
f (x ) = 2x 2 − 4x + 1
Range
y = f(x) f (•) = 2(•)2 − 4(•) + 1
Y
BASIC SCIENCES - Functions of Several Variables 6 of 159
Functions of Several Variables

Review
The Domain and Range of a Function

f(x) = x−1
Range: y ≥ 0

x
1 2 3 4

Domain: x ≥ 1

(a) The domain of f is f1, `d, and the range

is f0, `d.

BASIC SCIENCES - Functions of Several Variables 7 of 159

Functions of Several Variables

Review
The Domain and Range of a Function

y f(x) = tan x

y 3
2
f(x) = x−1
Range: y ≥ 0

2
1

Range
1 x
π 2π
x
1 2 3 4

Domain: x ≥ 1

(a) The domain of f is f1, `d, and the range

is f0, `d.
Domain
(b) The domain of f is all x-values such that
p
x Þ 1 np, and the range is s2 `, `d.
2

BASIC SCIENCES - Functions of Several Variables 7 of 159

Functions of Several Variables

Review
The Graph of a Function
y y y y
f(x) = x f(x) = x 2
2 4 2 4

1 3 1 3 f(x) = x
f(x) = x 3
x 2 x 2
−2 −1 1 2 −2 −1 1 2
−1 1 −1 1

−2 x −2 x
−2 −1 1 2 1 2 3 4

Identity function Squaring function Cubing function Square root function

y y y y
1
f (x) =
4 2 x 2 2
f (x) = sin x f(x) = cos x
f(x) = x 
3 1 1 1

2 x x x
−1 1 2 −π π 2π −2 π −π π 2π
1 −1 −1

x −2 −2
−2 −1 1 2

Absolute value function Rational function Sine function Cosine function

The graphs of eight basic functions

BASIC SCIENCES - Functions of Several Variables 8 of 159

Functions of Several Variables

Review
Transformations of Functions
y y

4 4

y = x2 + 2
3 3

1 y = x2 1
y = (x + 2)2 y = x2
x x
−2 −1 1 2 −3 −2 −1 1

(a) Vertical shift upward (b) Horizontal shift to the left

y y

4
2
3
1 y = 1 − (x + 3)2
2
y = x2 y = x2
1
x
−2 −1 1 2 x
−5 −3 −1 1 2
−1 y = − x2
−2
−2

(c) Reflection (d) Shift left, reflect, and shift upward

BASIC SCIENCES - Functions of Several Variables 9 of 159

Functions of Several Variables

Review
Transformations of Functions

Basic Types of Transformations xc > 0c

Original graph: y 5 f sxd
Horizontal shift c units to the right: y 5 f sx 2 cd
Horizontal shift c units to the left: y 5 f sx 1 cd
Vertical shift c units downward: y 5 f sxd 2 c
Vertical shift c units upward: y 5 f sxd 1 c
Reflection (about the x-axis): y 5 2f sxd
Reflection (about the y-axis): y 5 f s2xd
Reflection (about the origin): y 5 2f s2xd

BASIC SCIENCES - Functions of Several Variables 10 of 159

Functions of Several Variables

Review
Transformations of Functions

Basic Types of Transformations xc > 0c

Original graph: y 5 f sxd
Horizontal shift c units to the right: y 5 f sx 2 cd
Horizontal shift c units to the left: y 5 f sx 1 cd
Vertical shift c units downward: y 5 f sxd 2 c
Vertical shift c units upward: y 5 f sxd 1 c
Reflection (about the x-axis): y 5 2f sxd
Reflection (about the y-axis): y 5 f s2xd
Reflection (about the origin): y 5 2f s2xd

Test for Even and Odd Functions

The function y 5 f sxd is even when
f s2xd 5 f sxd.
The function y 5 f sxd is odd when
f s2xd 5 2f sxd.

BASIC SCIENCES - Functions of Several Variables 10 of 159

Functions of Several Variables

Review

Conic Sections

ellipse parabola hyperbola

BASIC SCIENCES - Functions of Several Variables 11 of 159

Functions of Several Variables

Review

Conic Sections (Parabola)

Axis
Parabola

Focus d2
(x, y)
p d1
d2
Vertex d1

Directrix

THEOREM 10.1 Standard Equation of a Parabola

The standard form of the equation of a parabola with vertex sh, kd and directrix
y 5 k 2 p is
sx 2 hd2 5 4ps y 2 kd. Vertical axis

For directrix x 5 h 2 p, the equation is

s y 2 kd 2 5 4psx 2 hd. Horizontal axis

BASIC SCIENCES - Functions of Several Variables 12 of 159

Functions of Several Variables

Review

Conic Sections (Ellipse)

(x, y)
d1
d2
Major axis (h, k)
Vertex Vertex
Focus Center Focus
Focus Focus
Minor axis

THEOREM 10.3 Standard Equation of an Ellipse

The standard form of the equation of an ellipse with center sh, kd and major and
minor axes of lengths 2a and 2b, where a > b, is
sx 2 hd 2 s y 2 kd2
1 51 Major axis is horizontal.
a2 b2
or
sx 2 hd 2 s y 2 kd2
1 5 1. Major axis is vertical.
b2 a2
BASIC SCIENCES - Functions of Several Variables 13 of 159
Functions of Several Variables

Review

Conic Sections (Hyperbola)

Asymptote
Conjugate axis

(h, k + b)

b
(h, k) a (h + a, k)
(h − a, k)

(h, k − b)

Asymptote

THEOREM 10.5 Standard Equation of a Hyperbola

The standard form of the equation of a hyperbola with center at sh, kd is
sx 2 hd2 s y 2 kd2
2 51 Transverse axis is horizontal.
a2 b2
or
s y 2 kd2 sx 2 hd2
2 5 1. Transverse axis is vertical.
a2 b2
BASIC SCIENCES - Functions of Several Variables 14 of 159
Functions of Several Variables

Functions of Several Variables

BASIC SCIENCES - Functions of Several Variables 15 of 159

Functions of Several Variables

Functions of Several Variables

In this section we study functions of two or more variables from four points of
view:
• verbally (by a description in words)
• numerically (by a table of values)
• algebraically (by an explicit formula)
• visually (by a graph or level curves)

BASIC SCIENCES - Functions of Several Variables 15 of 159

Functions of Several Variables

Definition

A function of two variables is a rule that assigns to each ordered pair of

real numbers (x , y ) a unique real number f (x , y ). The domain of the function
will be a subset D ⊆ R2 . Often a function of two variables will be described
as a mapping
f : D ⊆ R2 → R.

BASIC SCIENCES - Functions of Several Variables 16 of 159

Functions of Several Variables

Definition

A function of two variables is a rule that assigns to each ordered pair of

real numbers (x , y ) a unique real number f (x , y ). The domain of the function
will be a subset D ⊆ R2 . Often a function of two variables will be described
as a mapping
f : D ⊆ R2 → R.

A function of three variables is a rule that assigns to each ordered triple of

real numbers (x , y , z ) a unique real number g (x , y , z ). The domain of the
function will be a subset D ⊆ R3 . Often a function of three variables will be
described as a mapping
g : D ⊆ R3 → R.

BASIC SCIENCES - Functions of Several Variables 16 of 159

Functions of Several Variables

Example 1

In regions with severe winter weather, the wind-chill index is often used to
describe the apparent severity of the cold. This index W is a subjective
temperature that depends on the actual temperature T and the wind speed
v.

So W is a function of T and v , and we can write W = f (T , v ).

BASIC SCIENCES - Functions of Several Variables 17 of 159

Functions of Several Variables

Example 1

Table 1 records values of W compiled

d by the National Weather Service of the
US and the Meteorological Service of Canada.
Table 1 Wind-chill index as a function of air temperature and wind speed
Wind speed (km/h)
v 5 10 15 20 25 30 40 50 60 70 80
T
5 4 3 2 1 1 0 1 1 2 2 3
xd
0
Actual temperature (°C)

2 3 4 5 6 6 7 8 9 9 10
5 7 9 11 12 12 13 14 15 16 16 17
10 13 15 17 18 19 20 21 22 23 23 24
15 19 21 23 24 25 26 27 29 30 30 31
20 24 27 29 30 32 33 34 35 36 37 38
25 30 33 35 37 38 39 41 42 43 44 45
30 36 39 41 43 44 46 48 49 50 51 52
35 41 45 48 49 51 52 54 56 57 58 60
40 47 51 54 56 57 59 61 63 64 65 67

BASIC SCIENCES - Functions of Several Variables 18 of 159

Functions of Several Variables

Example 1

For instance, the table shows that if the temperature is –10◦ C and the wind
speed is 30 km/h, then subjectively it would feel as cold as a temperature of
about –20◦ C with no wind.

So
W = f (−10, 30) = −20.

BASIC SCIENCES - Functions of Several Variables 19 of 159

Functions of Several Variables

Domains of Multi-variable Functions

Example
Find the domains of the following multi-variable functions.
5y 2
1. f (x , y ) =
y − x3
p
2. f (x , y ) = x 2 + y 2 − 4
3. f (x , y ) = ln(xy − 6)
p x +y
4. f (x , y ) = x 2 − y 2 e x −y

BASIC SCIENCES - Functions of Several Variables 20 of 159

Functions of Several Variables

Graphing Functions of Two Variables

The graph of a function of two variables is the set of all points (x , y , z ) for
which z = f (x , y ) and (x , y ) is in the domain of f .

z
{ x, y, f (x, y)}
S

f(x, y)
0
D y
x (x, y, 0)

So the graph of a function f of two variables is a surface S with equation

z = f (x , y ).

BASIC SCIENCES - Functions of Several Variables 21 of 159

Functions of Several Variables

Example 1

y
x

(a) f(x, y)=(≈+3¥)e _≈_¥

BASIC SCIENCES - Functions of Several Variables 22 of 159

Functions of Several Variables

Example 1

(b) f(x, y)=(≈+3¥)e _≈_¥

BASIC SCIENCES - Functions of Several Variables 23 of 159

Functions of Several Variables

Example 2

x y

(c) f(x, y)=sin x+sin y

BASIC SCIENCES - Functions of Several Variables 24 of 159

Functions of Several Variables

Example 3

x y

sin x  sin y
(d) f(x, y)=
xy

BASIC SCIENCES - Functions of Several Variables 25 of 159

Functions of Several Variables

Surfaces in Space

BASIC SCIENCES - Functions of Several Variables 26 of 159

Functions of Several Variables

Surfaces in Space

Cylinder:
Let C be a curve in a plane and let L be a line not
in a parallel plane. The set of all lines parallel to L
and intersecting C is a cylinder. The curve C is
the generating curve (or directrix) of the
cylinder, and the parallel lines are rulings.

Generating
Rulings intersect C z curve C
and are parallel to L.

L intersects C.
x
y

BASIC SCIENCES - Functions of Several Variables 26 of 159

Functions of Several Variables

Surfaces in Space

Cylinder:
Let C be a curve in a plane and let L be a line not
in a parallel plane. The set of all lines parallel to L z

and intersecting C is a cylinder. The curve C is

the generating curve (or directrix) of the
cylinder, and the parallel lines are rulings.

y
Generating
Rulings intersect C z curve C
x
and are parallel to L.

Right circular cylinder:

L intersects C. x 2 + y 2 = a2
x
y

BASIC SCIENCES - Functions of Several Variables 26 of 159

Functions of Several Variables

Surfaces in Space

Quadric Surface
The equation of a quadric surface in space is a second-degree equation in
three variables. The general form of the equation is
Ax2 1 By2 1 Cz2 1 Dxy 1 Exz 1 Fyz 1 Gx 1 Hy 1 Iz 1 J 5 0.
There are six basic types of quadric surfaces: ellipsoid, hyperboloid of one
sheet, hyperboloid of two sheets, elliptic cone, elliptic paraboloid, and
hyperbolic paraboloid.

BASIC SCIENCES - Functions of Several Variables 27 of 159

Functions of Several Variables

Surfaces in Space

Quadric Surface
The equation of a quadric surface in space is a second-degree equation in
three variables. The general form of the equation is
Ax2 1 By2 1 Cz2 1 Dxy 1 Exz 1 Fyz 1 Gx 1 Hy 1 Iz 1 J 5 0.
There are six basic types of quadric surfaces: ellipsoid, hyperboloid of one
sheet, hyperboloid of two sheets, elliptic cone, elliptic paraboloid, and
hyperbolic paraboloid.

The intersection of a surface with a plane is called the trace of the surface
in the plane.
There are three main types of traces: f (k , y ) = z , f (x , k ) = z , and
f (x , y ) = k (Level Curves) where k is some constant.

BASIC SCIENCES - Functions of Several Variables 27 of 159

Functions of Several Variables

Quadric Surface

z Ellipsoid z
yz-trace
x2 y2 z2 xz-trace
1 1 51
a2 b2 c2
Trace Plane
Ellipse Parallel to xy-plane
Ellipse Parallel to xz-plane
y y
x
Ellipse Parallel to yz-plane x
The surface is a sphere when xy-trace
a 5 b 5 c Þ 0.

BASIC SCIENCES - Functions of Several Variables 28 of 159

Functions of Several Variables

Quadric Surface

z Hyperboloid of One Sheet z

x2 y2 z2
1 2 51
a2 b2 c2
Trace Plane
Ellipse Parallel to xy-plane
Hyperbola Parallel to xz-plane
Hyperbola Parallel to yz-plane
y
xy-trace y
The axis of the hyperboloid
x corresponds to the variable whose x
coefficient is negative.

yz-trace
xz-trace

BASIC SCIENCES - Functions of Several Variables 29 of 159

Functions of Several Variables

Quadric Surface

z Hyperboloid of Two Sheets

yz-trace z xz-trace
z2 x2 y2
2 2 51
c2 a2 b2
Trace Plane
Ellipse Parallel to xy-plane
Hyperbola Parallel to xz-plane parallel to no xy-trace
x
Hyperbola Parallel to yz-plane xy-plane
y x y
The axis of the hyperboloid
corresponds to the variable whose
coefficient is positive. There is no
trace in the coordinate plane
perpendicular to this axis.

BASIC SCIENCES - Functions of Several Variables 30 of 159

Functions of Several Variables

Quadric Surface

z Elliptic Cone z
xz-trace
x2 y2 z2
1 2 50
a2 b2 c2
Trace Plane
Ellipse Parallel to xy-plane
Hyperbola Parallel to xz-plane
Hyperbola Parallel to yz-plane xy-trace
(one point)
y The axis of the cone corresponds to the y
x variable whose coefficient is negative. x parallel to
The traces in the coordinate planes xy-plane
parallel to this axis are intersecting
lines.
yz-trace

BASIC SCIENCES - Functions of Several Variables 31 of 159

Functions of Several Variables

Quadric Surface

z Elliptic Paraboloid z
yz-trace xz-trace
x2 y2
z5 21 2
a b
Trace Plane
Ellipse Parallel to xy-plane
Parabola Parallel to xz-plane
Parabola Parallel to yz-plane
The axis of the paraboloid corresponds parallel to
xy-plane
to the variable raised to the first power.
y y
x x xy-trace
(one point)

BASIC SCIENCES - Functions of Several Variables 32 of 159

Functions of Several Variables

Quadric Surface

z Hyperbolic Paraboloid z
yz-trace
y2 x2
z5 22 2
b a
Trace Plane
y Hyperbola Parallel to xy-plane y

x
Parabola Parallel to xz-plane x
Parabola Parallel to yz-plane
The axis of the paraboloid
corresponds to the variable raised to
the first power. parallel to
xy-plane
xz-trace

BASIC SCIENCES - Functions of Several Variables 33 of 159

Functions of Several Variables

Graphing Functions of Two Variables

Example
Graph the following functions.

1. f (x , y ) = −2
2. f (x , y ) = −x 2
p
3. f (x , y ) = 9 − x2 − y2
4. f (x , y ) = x 2 + y 2 − 1
5. f (x , y ) = y 2 − x 2

BASIC SCIENCES - Functions of Several Variables 34 of 159

Functions of Several Variables

k k
Contour Maps
k
A contour map displays the level sets of a function of two variables as
curves in a plane.
z

40
45

00
45
00
50
00

/21(620(071
0
A

55
00
B
x y

50
00
k=45

450
k=40 k
Cree

0
k=35
me
k=30 eso
k=25 Lon
f(x, y)=20 k=20

BASIC SCIENCES - Functions of Several Variables 35 of 159

Functions of Several Variables

Sketching a Contour Map

Example
Match the following functions to their contour plots.
p
1. f (x , y ) = 64 − x 2 − y 2
2. f (x , y ) = y 2 − x 2

BASIC SCIENCES - Functions of Several Variables 36 of 159

Functions of Several Variables

Sketching a Contour Map

Example
Match the following functions to their contour plots.
p
1. f (x , y ) = 64 − x 2 − y 2
2. f (x , y ) = y 2 − x 2

y
Surface: c1 = 0 c5 = 4
f(x, y) = 64 − x 2 − y 2 c2 = 1 8 c6 = 5
c3 = 2 c7 = 6
z c4 = 3 c8 = 7
4
8

c9 = 8
x
−8 −4 4 8

−4
8 y
8
x
−8
BASIC SCIENCES - Functions of Several Variables 36 of 159
Hemisphere Contour map
Functions of Several Variables

Sketching a Contour Map

Example
Match the following functions to their contour plots.
p
1. f (x , y ) = 64 − x 2 − y 2
2. f (x , y ) = y 2 − x 2
z

12
c = 12 c=0
10 c = −2
c=2 y
8 c = −4
6 4 c = −6
4 c = −8
2 c = −10
4 y c = −12
x 4

x
−4 4

Surface:
z = y2 − x2 −4

BASIC SCIENCES - Functions of Several Variables 37 of 159

Functions of Several Variables

Homework

• Section 13.1: Exercises 7 − 29 odd, 33 − 39 odd, 45 − 48, 49 − 55 odd,

75, 77, 85.
• Read about limits and continuity. (Section 13.2 book)

BASIC SCIENCES - Functions of Several Variables 38 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 39 of 159

Functions of Several Variables

Our goal

• Understand the definition of a neighborhood in Rn .

• Understand and use the definition of the limit of a function of two variables
• Extend the concept of continuity to a function of two or three variables

BASIC SCIENCES - Functions of Several Variables 40 of 159

Functions of Several Variables

Open sets

Open sets are needed to understand limits, and limits are in turn needed to
understand continuity and differentiability.

BASIC SCIENCES - Functions of Several Variables 41 of 159

Functions of Several Variables

Open sets

Open sets are needed to understand limits, and limits are in turn needed to
understand continuity and differentiability.
Definition (Open disk)
Let ~x0 ∈ Rn and let r be a positive real number. The open disk (or open ball)
of radius r and center ~x0 is defined to be the set

Dr (~x0 ) = {~x ∈ Rn : ||~x − ~x0 || < r }.

BASIC SCIENCES - Functions of Several Variables 41 of 159

 instructor about the depth of understanding required.
Functions of Several Variables
Open Sets
We begin formulating the concept of an open set by defining an open disk. Let x0 n
and let r be a positive real number. The open disk (or open ball ) of radius r and center
Open sets x0 is defined to be the set of all points x such that x x0 r . This set is denoted
Dr (x0 ) and is the set of points x in n whose distance from x0 is less than r . Notice that
we include only those x for which strict inequality holds. The disk Dr ( x0 ) is illustrated
in Figure 2.2.1 for n 1, 2, 3. For the case n 1 and x0 , the open disk Dr ( x0 ) is
Open sets are needed
the open to understand
interval ( x0 r, x0 r ), whichlimits, and
consists of limits
all numbers x are strictlyin turn
between needed to
x0 r and x0 r . For the case n 2, x0 2 , Dr (x0 ) is the “inside” of the disk of
understand continuity and differentiability.
radius r centered at x0 . For the case n 3, x0 3 , Dr ( x0 ) is the part strictly “inside”
of the ball of radius r centered at x0 .
Definition (Open disk)
Let U n (that is, let U be a subset of n ). We
Let ~x0 ∈ Rn and let call
r beU anaopen set when for real
positive every point x0 in U thereThe
number. exists some
open r 0disk
such (or open ball)
that Dr ( x0 ) is contained within U ; symbolically, we write Dr ( x0 ) U (see
of radius r and center ~x0 is defined to be the set
Figure 2.2.2).

The number r 0 can depend on the point x0 , and generally r will shrink as x0 gets
Drto(~
closer ) =of{~
x0“edge”
the ∈ Rnspeaking,
Ux. Intuitively : ||~xa − set U~ || <
xis0open whenr }.
the “boundary”
points of U do not lie in U . In Figure 2.2.2, the dashed line is not included in U .
y
z

r Dr (x0)
x0 Dr (x0)
r
Dr (x0)
x0
x x y
x0 − r x0 x0 + r

n =1 n=2 x n=3
(b)
(a)BASIC SCIENCES - Functions of Several Variables (c) 41 of 159
Functions of Several Variables

Open sets

Definition (Open set)

Let U ⊂ Rn (that is, let U be a subset of Rn ). We call U an open set when
for every point ~x0 in U there exists some r > 0 such that Dr (~x0 ) is contained
within U; symbolically, we write Dr (~x0 ) ⊂ U .

BASIC SCIENCES - Functions of Several Variables 42 of 159

Functions of Several Variables

Open sets

Definition (Open set)

Marsden-3620111 VC September 27, 2011 9:27 89
Let U ⊂ Rn (that is, let U be a subset of Rn ). We call U an open set when
for every point ~x0 in U there exists some r > 0 such that Dr (~x0 ) is contained
within U; symbolically, we write Dr (~x0 ) ⊂ U . 89

x0
Dr ( x0 )
figure An open set is one that
) about
of its points

We establish the convention that the empty set (the set consisting of no elements) is
open.
We have defined an open disk and an open set. From our choice of terms it would
seem that an open disk should also be an open set. A little thought shows that this fact
requires some
BASIC SCIENCES proof. The
- Functions following
of Several theorem does this.
Variables 42 of 159
Functions of Several Variables

Open sets

Definition (Open set)

Marsden-3620111 VC September 27, 2011 9:27 89
Let U ⊂ Rn (that is, let U be a subset of Rn ). We call U an open set when
for every point ~x0 in U there exists some r > 0 such that Dr (~x0 ) is contained
within U; symbolically, we write Dr (~x0 ) ⊂ U . 89

x0
Dr ( x0 )
figure An open set is one that
) about
of its points

We establish the convention that the empty set (the set consisting of no elements) is
A neighborhood of ~x ∈ Rnopen.
is an open set U containing the point ~x .
We have defined an open disk and an open set. From our choice of terms it would
seem that an open disk should also be an open set. A little thought shows that this fact
requires some
BASIC SCIENCES proof. The
- Functions following
of Several theorem
Variables does this. 42 of 159
Functions of Several Variables

Boundary Points

Definition (Boundary Point)

Let A ⊂ Rn . A point ~x ∈ Rn is called a boundary point of A if every
neighborhood of ~x contains at least one point in A and at least one point not
in A.

BASIC SCIENCES - Functions of Several Variables 43 of 159

 Functions of Several Variables example (a) Let A (a , b) in . Then the bo
A consideration of Figure 2.2.6 and th
Boundary Points be asked to prove this in Exercise 28(c
Boundary points
Definition (Boundary Point) x
is a boundary point of an open set A if and only ifa x is not in A and every neighborh b
Let Aof⊂x has a nonempty intersection with A.
R n
. A point ~
x ∈ R n
is called a boundary point of A if every
This expresses
neighborhood in precise
of ~x contains termsone
at least thepoint
intuitive
in A idea
(b) and at
Let Athatleast
aDboundary
one pointpoint not of A
r ( x 0 , y0 ) be an r -disk a
in A.point just on the “edge” of A. In many examples of points ( x , y ) with ( x x )the
it is perfectly clear what 2 bound
(y 0
points are.
y
le (a) Let A (a , b) in . Then the boundary points of A consist of the points a an
Boundary

A consideration of Figure 2.2.6 and the definition will make this clear. [The reader
be asked to prove this in Exercise 28(c).] figure
( x ,y )
A = Dr (x , y )
0 0

Boundary points 0 0

figure of the interva

x ). x
a b

(b) Let A Dr ( x0 , y0 ) be an r -disk about ((c) x0 , y0Let {( x , yThe

) boundary 0 .T
2 x
) in Athe=plane. con
of points ( x , y ) with ( x x0 ) ( y y0 ) r (Figure 2.2.7).
2 2 the y
2 axis (draw a figure that depicts th
(d) Let A be Dr ( x0 ) minus 43theof 159poin
BASIC SCIENCES - Functions of Several Variables
Functions of Several Variables

Limits

Definition (Limit)
Let f : A ⊂ Rn → R, where A is an open set. Let ~x0 be in A or be a
boundary point of A, and let N be a neighborhood of b ∈ R.

BASIC SCIENCES - Functions of Several Variables 44 of 159

Functions of Several Variables

Limits

Definition (Limit)
Let f : A ⊂ Rn → R, where A is an open set. Let ~x0 be in A or be a
boundary point of A, and let N be a neighborhood of b ∈ R.We say f (~x )
approaches b as ~x approaches ~x0 , or, in symbols,

lim f (~x ) = b or f (~x ) → b as ~x → ~x0 ,

~x →~x0

BASIC SCIENCES - Functions of Several Variables 44 of 159

Functions of Several Variables

Limits

Definition (Limit)
Let f : A ⊂ Rn → R, where A is an open set. Let ~x0 be in A or be a
boundary point of A, and let N be a neighborhood of b ∈ R.We say f (~x )
approaches b as ~x approaches ~x0 , or, in symbols,

lim f (~x ) = b or f (~x ) → b as ~x → ~x0 ,

~x →~x0

when, given any neighborhood N of b, there exists a neighborhood U of ~x0

such that for any ~x 6= ~x0 , ~x ∈ U , and ~x ∈ A imply f (~x ) ∈ N . (Note that ~x0
need not be in the set A, so that f (~x0 ) is not necessarily defined.)

BASIC SCIENCES - Functions of Several Variables 44 of 159

Functions of Several Variables

Limits

Definition (Limit)
Let f : A ⊂ Rn → R, where A is an open set. Let ~x0 be in A or be a
boundary point of A, and let N be a neighborhood of b ∈ R.We say f (~x )
approaches b as ~x approaches ~x0 , or, in symbols,

lim f (~x ) = b or f (~x ) → b as ~x → ~x0 ,

~x →~x0

when, given any neighborhood N of b, there exists a neighborhood U of ~x0

such that for any ~x 6= ~x0 , ~x ∈ U , and ~x ∈ A imply f (~x ) ∈ N . (Note that ~x0
need not be in the set A, so that f (~x0 ) is not necessarily defined.)

It may be that as ~x approaches ~x0 , the values f (~x ) do not get close to any
particular real number. In this case, we say that lim f (~x ) does not exist.
~x →~x0

BASIC SCIENCES - Functions of Several Variables 44 of 159

Functions of Several Variables

Limits

z
Limits in terms of neighborhoods. If
N ~x ∈ U , then f (~x ) ∈ N . (The little open
b
(x , f (x) ) circle denotes that the point does not
figure in terms of
lie on the graph.) Inneighborhoods;
the figure, If
is in , then x) will be in
. (The little open circle
on the graph.)
:
In thef figure,
A =x { y x 2 y 2 } → 1. (The
= {( , ) : + < } → R.
x
is not in the graph of .)

y (The dashed line is not in the graph of

x0
A f .)
U

Let f : A n m , where A is an open set. Let x be in

0
A or be a boundary point of A , and let N be a neighborhood of b m . We say
f is eventually in NBASIC
as x approaches x if there exists a neighborhood U of x
SCIENCES - Functions of Several Variables 45 of 159
Functions of Several Variables

Limits in Terms of 0 s and δ 0 s

Theorem
Let f : A ⊂ Rn → R and let ~x0 be in A or be a boundary point of A. Then
lim f (~x ) = L if and only if for every number  > 0 there is a δ > 0 such that
~x →~x0
for any ~x ∈ A satisfying 0 < ||~x − ~x0 || < δ , we have |f (~x ) − L| < .

BASIC SCIENCES - Functions of Several Variables 46 of 159

Functions of Several Variables

Limits in Terms of 0 s and δ 0 s

Theorem
Let f : A ⊂ Rn → R and let ~x0 be in A or be a boundary point of A. Then , to
lim f (~x ) = L if and only if for every number  > 0 there is 1 by
a δmeans of anthat
> 0 such arrow di
~x →~x0 , then we can find a disk
for any ~x ∈ A satisfying 0 < ||~x − ~x0 || < δ , we have |f (~x ) − L| < .

y z

(x, y)
D ∂
L+∑

)
(a, b) f
L
0 x L-∑

(
0

FIGURE 1
BASIC SCIENCES - Functions of Several Variables 46 of 159
 Functions of Several Variables

Limits in Terms of 0 s and δ 0 s

SECTION Limits and Continuity
Theorem
Let f : A ⊂ R,n → let ~x0 be insmall
to R ,andsufficiently A or (but
be anot 0). Figure
boundary of A. Then
1 illustrates
point
1 bylim
meansf (~xof
)= anLarrow
if anddiagram. If any
only if for small
every interval
number  > 02there
«, is 1 a« δ is>given
0 such that
→~x0can find a disk
, then~x we with center , and radius such that maps
for any ~x ∈ A satisfying, 0 < ||~x − ~x0 || < δ , we 2have
«, 1 |f (~
«x ) − L| < .
z
L+∑
L
L-∑ S
L+∑

L-∑
0

D∂ y
x
(a, b)

2
BASIC SCIENCES - Functions of Several Variables 46 of 159
Functions of Several Variables

Limits in Terms of 0 s and δ 0 s

Example
Show that lim y = 1 using the  − δ method.
(x ,y )→(0,1)

BASIC SCIENCES - Functions of Several Variables 47 of 159

Functions of Several Variables

Limits in Terms of 0 s and δ 0 s

Example
Show that lim y = 1 using the  − δ method.
(x ,y )→(0,1)

Proof.
Goal: Given  > 0, we are required to find a δ > 0 (generally depending on
) with the property that 0 < ||(x , y ) − (0, 1)|| < δ implies |y − 1| < .
p
Note that if δ > 0, ||(x , y ) − (0, 1)|| = x 2 + (y − 1)2 < δ implies
p p
|y − 1| = (y − 1)2 ≤ x 2 + (y − 1)2 < δ.

Thus, if we choose δ = , then 0 < ||(x , y ) − (0, 1)|| < δ implies

|y − 1| < .

BASIC SCIENCES - Functions of Several Variables 47 of 159

Functions of Several Variables

Properties of the Limit

Theorem
Let b1 and b2 be real numbers, and let f and g be functions such that
f (~x ) → b1 and g (~x ) → b2 as ~x → ~x0 ;
then
1. Sum or difference: lim [f (~x ) ± g (~x )] = b1 ± b2
~x →~x0
2. Product: lim [f (~x )g (~x )] = b1 b2
~x →~x0
f (~x ) b1
3. Quotient: lim = , b2 6= 0
~x →~x0 g (~x ) b2
4. Power: lim [f (~x )]n = b1n , n ∈ Z+
~x →~x0
1/n
5. Root: lim [f (~x )]1/n = b1 , n ∈ Z+ , and if n is even, we
~x →~x0
assume that b1 > 0.

BASIC SCIENCES - Functions of Several Variables 48 of 159

Functions of Several Variables

Verifying a Limit

Example
Evaluate the following limit, if it exists.

x +y
lim
(x ,y )→(2,−1) x 2 − 2xy

BASIC SCIENCES - Functions of Several Variables 49 of 159

Functions of Several Variables

Verifying a Limit

Example
Evaluate the following limit, if it exists.

x +y
lim
(x ,y )→(2,−1) x 2 − 2xy

Solution

lim (x + y )
x +y (x ,y )→(2,−1)
lim =
(x ,y )→(2,−1) x 2 − 2xy lim (x 2 − 2xy )
(x ,y )→(2,−1)
2 + (−1)
=
22 − 2(2)(−1)
1
=
8
BASIC SCIENCES - Functions of Several Variables 49 of 159
Functions of Several Variables

Uniqueness of Limits

The limit of f (~x ) as ~x approaches ~x0 must be the same no matter which path
the approach takes.

BASIC SCIENCES - Functions of Several Variables 50 of 159

Functions of Several Variables

Uniqueness of Limits

The limit of f (~x ) as ~x approaches ~x0 must be the same no matter which path
the approach takes.

Two-Path Test for Nonexistence of a Limit

If a function f (~x ) has different limits along two different paths in the domain of
f as ~x approaches ~x0 , then

lim f (~x ) does not exist.

~x →~x0

BASIC SCIENCES - Functions of Several Variables 50 of 159

Functions of Several Variables

Uniqueness of Limits

The limit of f (~x ) as ~x approaches ~x0 must be the same no matter which path
the approach takes.

Two-Path Test for Nonexistence of a Limit

If a function f (~x ) has different limits along two different paths in the domain of
f as ~x approaches ~x0 , then

lim f (~x ) does not exist.

~x →~x0

• The simplest paths to check are horizontal and vertical lines.

• Remark: we need only evaluate limits along paths which lie in the domain
of f .

BASIC SCIENCES - Functions of Several Variables 50 of 159

Functions of Several Variables

Example 1

Show the following limit does not exist.

x2 − y2
lim
(x ,y )→(0,0) x2 + y2

BASIC SCIENCES - Functions of Several Variables 51 of 159

Functions of Several Variables

Example 1

Show the following limit does not exist.

x2 − y2
lim
(x ,y )→(0,0) x2 + y2

1.0

0.5
1.0
z
0.0
-0.5 0.5
-1.0
-1.0 0.0y
-0.5

0.0 -0.5
x
0.5
-1.0
1.0

BASIC SCIENCES - Functions of Several Variables 51 of 159

Functions of Several Variables

Example 2

Show the following limit does not exist.

xy
lim
(x ,y )→(0,0) x 2 + y2

BASIC SCIENCES - Functions of Several Variables 52 of 159

Functions of Several Variables

Example 2

Show the following limit does not exist.

xy
lim
(x ,y )→(0,0) x 2 + y2

0.5

1.0
z
0.0
0.5
-0.5
-1.0 0.0 y
-0.5

0.0 -0.5
x
0.5
-1.0
1.0

BASIC SCIENCES - Functions of Several Variables 52 of 159

Functions of Several Variables

Example 3

Show the following limit does not exist.

xy 2
lim
(x ,y )→(0,0) x2 + y4

BASIC SCIENCES - Functions of Several Variables 53 of 159

Functions of Several Variables

Example 3

Show the following limit does not exist.

xy 2
lim
(x ,y )→(0,0) x2 + y4

0.5

1.0
z
0.0
0.5
-0.5
-1.0 0.0 y
-0.5

0.0 -0.5
x
0.5
-1.0
1.0

BASIC SCIENCES - Functions of Several Variables 53 of 159

Functions of Several Variables

Proving a Limit Exists

Theorem
Let ~x and ~x0 be in Rn . Suppose that

|f (~x ) − b| ≤ g (~x )

for any ~x in a neighborhood of ~x0 , except possibly at ~x0 . If

lim g (~x ) = 0
~x →~x0

then
lim f (~x ) = b.
~x →~x0

BASIC SCIENCES - Functions of Several Variables 54 of 159

Functions of Several Variables

Example (1 of 2)

Find the following limit, if it exists.

3x 2 y
lim
(x ,y )→(0,0) x2 + y2

BASIC SCIENCES - Functions of Several Variables 55 of 159

Functions of Several Variables

Example (1 of 2)

Find the following limit, if it exists.

3x 2 y
lim
(x ,y )→(0,0) x2 + y2

1
1.0
z 0

0.5
-1

-1.0 0.0y
-0.5

0.0 -0.5
x
0.5
-1.0
1.0
BASIC SCIENCES - Functions of Several Variables 55 of 159
Functions of Several Variables

Example (2 of 2)

Note that if (x , y ) 6= (0, 0) then

   2 
 3x 2 y   3x y 
 − 0 ≤  − 0  = 3|y |.
 x2 + y2   x2 

Since
lim 3|y | = lim 3|y | = 0
(x ,y )→(0,0) y →0

then
3x 2 y
lim = 0.
(x ,y )→(0,0) x2 + y2

BASIC SCIENCES - Functions of Several Variables 56 of 159

Functions of Several Variables

Continuity

Definition
Suppose that f (x , y ) is defined in a neighborhood of (a, b). We say that f is
continuous at (a, b) if

lim f (x , y ) = f (a, b).

(x ,y )→(a,b)

If f (x , y ) is not continuous at (a, b), then we call (a, b) a discontinuity of f .

BASIC SCIENCES - Functions of Several Variables 57 of 159

Functions of Several Variables

Continuity

Definition
Suppose that f (x , y ) is defined in a neighborhood of (a, b). We say that f is
continuous at (a, b) if

lim f (x , y ) = f (a, b).

(x ,y )→(a,b)

If f (x , y ) is not continuous at (a, b), then we call (a, b) a discontinuity of f .

Definition
A function is continuous if it is continuous at every point of its domain. If f is
discontinuous at some point in its domain, we say f is discontinuous.

BASIC SCIENCES - Functions of Several Variables 57 of 159

Functions of Several Variables

97
Continuity

z z
Break in the
surface z = f(x, y)
z = f(x, y)
f(x0)

y y

x x x0
Set of discontinuities of f;
i.e., the set of points
where f is discontinuous
(a) (b)
figure A discontinuous function of two variables. (b) A continuous function.
BASIC SCIENCES - Functions of Several Variables 58 of 159
Functions of Several Variables

Continuity

Example
Determine where the following function is continuous.

3x 2 y
x2 + y2

BASIC SCIENCES - Functions of Several Variables 59 of 159

Functions of Several Variables

Continuity

Example
Determine where the following function is continuous.

3x 2 y
x2 + y2

If (a, b) 6= (0, 0) then

3x 2 y 3a2 b
lim = = f (a , b )
(x ,y )→(a,b) x2 + y2 a2 + b 2

which implies that f (x , y ) is continuous for all (x , y ) 6= (0, 0).

Since f (x , y ) is undefined at (0, 0), then f has a discontinuity at (0, 0).

BASIC SCIENCES - Functions of Several Variables 59 of 159

Functions of Several Variables

Continuity

Example
Determine where the following function is continuous.
 2
 3x y if (x , y ) 6= (0, 0),
f (x , y ) = x 2 + y 2

0 if (x , y ) = (0, 0).

BASIC SCIENCES - Functions of Several Variables 60 of 159

Functions of Several Variables

Continuity

Example
Determine where the following function is continuous.
 2
 3x y if (x , y ) 6= (0, 0),
f (x , y ) = x 2 + y 2

0 if (x , y ) = (0, 0).

We saw in the last example that if (x , y ) 6= (0, 0) then f is continuous at

(x , y ).
We have also seen in a previous example that
3x 2 y
lim = 0 = f (0, 0).
(x ,y )→(0,0) x2 + y2
So this piecewise defined function is also continuous at (0, 0).
We can say that f (x , y ) is continuous for all (x , y ) ∈ R2 .

BASIC SCIENCES - Functions of Several Variables 60 of 159

Functions of Several Variables

Continuity

Theorem (Composition of Functions)

Suppose that f (x , y ) is continuous at (a, b) and g (x ) is continuous at the
point f (a, b). Then

h(x , y ) = (g ◦ f )(x , y ) = g (f (x , y ))

is continuous at (a, b).

BASIC SCIENCES - Functions of Several Variables 61 of 159

Functions of Several Variables

Continuity

Example
Where is the function h(x , y ) = tan−1 (y /x ) continuous?

BASIC SCIENCES - Functions of Several Variables 62 of 159

Functions of Several Variables

Continuity

Example
Where is the function h(x , y ) = tan−1 (y /x ) continuous?

1
1.0
z 0

0.5
-1

-1.0 0.0y
-0.5

0.0 -0.5
x
0.5
-1.0
1.0

BASIC SCIENCES - Functions of Several Variables 62 of 159

Functions of Several Variables

Continuity in Three Dimensions

Example
1. Find the following limit, if it exists.

x 2 + 2y 2 + 3z 2
lim .
(x ,y ,z )→(0,0,0) x 2 + y 2 + z2

2. Determine the largest subset of three-dimensional space on which the

function
xyz
f (x , y , z ) = 2
x + y2 − z
is continuous.

BASIC SCIENCES - Functions of Several Variables 63 of 159

Functions of Several Variables

Homework

• Section 13.2: Exercises 9 − 37 odd, 43 − 46, 63 − 77 odd, 79 − 83,

91 − 94.
• Read about Partial Derivatives. (Section 13.3 book)

BASIC SCIENCES - Functions of Several Variables 64 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 65 of 159

Functions of Several Variables

Our goal

• Find and use partial derivatives of a function of two variables

• Find and use partial derivatives of a function of three or more variable
• Find higher-order partial derivatives of a function of two or three variables

BASIC SCIENCES - Functions of Several Variables 66 of 159

Functions of Several Variables
Derivatives
To
Our goal make these ideas precise, we need a sound definition of what we mean by the phrase
“ f ( x1 , . . . , xn ) is differentiable at ( x1 , . . . , xn ).” Actually, this definition is not quite
x

as simple as one might think. Toward this end, however, let us introduce the notion of the
partialuse
• Find and derivative
partial . This notion relies only
derivatives on our knowledge of one-variable calculus.
(A quick review of the definition ofof
theaderivative
function
in of two variables
a one-variable calculus text might
be advisable
• Find and use partial at this point.)
derivatives of a function of three or more variable
• Find higher-order partial derivatives of a function of two or three variables
z
z

z = f(x, y) Peak
Corner

y Fold
y
x Pit

x
(a) (b)
figure A smooth graph and (b) a nonsmooth one.
Figure: (a) A smooth graph and (b) a nonsmooth one.

BASIC SCIENCES - Functions of Several Variables 66 of 159

 Functions of Several Variables

erage Background
rate of change of with respect to over the inter
aches 0, point will slide along the curve, getting closer
ee Figure 29, which shows successive positions
The
es of the derivativesecant
corresponding giveslines
a way to find
approach both
a limit as the
slope of a graph and the
instantaneous rate of change of a function.

f(x) y
S1
MOVES FORWARD

Secant lines (y > 0)

S2
Points slide Speeds Steady Slows
down graph.
S3 up (y = const) down

S4 Tangent line

0 x 0 1 2 3 4
FIGURE 29

of y = ƒ1x2 at the point 1a, ƒ1a22 is the line thr

through
hrough this
hr
BASIC SCIENCES - Functions of Several Variables
up 67 of 159
 Functions of Several Variables

erage Background
rate of change of with respect to over the inter
aches 0, point will slide along the curve, getting closer
ee Figure 29, which shows successive positions
The
es of the derivativesecant
corresponding giveslines
a way to find
approach both
a limit as the
slope of a graph and the
instantaneous rate of change of a function.

f(x) y
S1
MOVES FORWARD

Secant lines (y > 0)

S2
Points slide Speeds Steady Slows
down graph.
S3 up (y = const) down

S4 Tangent line

0 x 0 1 2 3 4
FIGURE 29
For a function of several variables, changes in any of the variables may affect
the value of the function. Thus we introduce the partial derivative.
of y = ƒ1x2 at the point 1a, ƒ1a22 is the line thr
through
hrough this
hr
BASIC SCIENCES - Functions of Several Variables
up 67 of 159
Functions of Several Variables

Partial Derivatives

Definition
Let U ⊂ Rn be an open set and suppose f : U → R is a real-valued
function. Then ∂ f /∂ x1 , . . . , ∂ f /∂ xn , the partial derivatives of f with respect
to the first, second,. . . , nth variable, are the real-valued functions of n
variables, which, at the point (x1 , . . . , xn ) = ~x , are defined by

∂f f (x1 , x2 , . . . , xj + h, . . . , xn ) − f (x1 , . . . , xn )
(x1 , . . . , xn ) = lim
∂ xj h→0 h
f (~x + h~ej ) − f (~x )
= lim
h→0 h

if the limits exist, where 1 ≤ j ≤ n and ~ej is the jth standard basis vector
defined by ~ej = (0, . . . , 1, . . . , 0), with 1 in the jth slot. The domain of the
function ∂ f /∂ xj is the set of ~x ∈ Rn for which the limit exists.

BASIC SCIENCES - Functions of Several Variables 68 of 159

Functions of Several Variables

Partial Derivatives

The partial derivative of f with respect to x at the point (x0 , y0 ) is

∂f f (x0 + h, y0 ) − f (x0 , y0 )
(x0 , y0 ) = lim
∂x h→0 h
if the limit exist. z

Vertical axis in
the plane y = y0
P(x0, y0, f (x0, y0))
z = f(x, y)
The curve z = f(x, y0)
in the plane y = y0

Tangent line

0
x0
y0
x
(x0, y0) y
(x0 + h, y0)
Horizontal axis in the plane y = y0

FIGURE 14.16
BASIC SCIENCES - Functions of Several Variables
= y
69 of 159
Functions of Several Variables

Partial Derivatives EFINI ION

,

The partial derivative of f with respect to y at the point (x0 , y0 ) is 2

∂f f (x0 , y0 + h) − f (x0 , y0 )
(x0 , y0 ) = lim
∂y h →0 h
Vertical axis
if the limit exist. in the plane z plane (Fig
x = x0
line to the

ixed at t
Tangent line

P(x0, y0, f(x0, y0))

tive with respect t

z = f(x, y)

0
x0 y0
, ,
face at ? We wi
x
(x0, y0) y
(x0, y0 + k)

The curve z = f(x0, y)

Horizontal axis
in the plane
in the plane x = x0
x = x0
BASIC SCIENCES - Functions of Several Variables 70 of 159
FIGURE 14.17
,Functions
f , of
tive with respect to
)) Several Variables

( , ), , ),
Partial Derivatives
now have two tangent lines associated with the surface , at
, , , )) (Figure 14.18). Is the plane they determine tangent to the sur
face at ? We will see that it is for the differentiable functions defined at the end of this
Tangent lines associated with how to thefindsurface = inf (Section
the tangentzplane x , y ) 14.6.
at theFirstpoint
we have to
P (x0 , y0 , f (x0 , y0 )) vatives.

This tangent line P(x0, y0, f(x0, y0))

has slope fy (x0, y0). This tangent line
has slope fx(x0, y0).
, ), The curve z = f(x0, y) in
the vertical plane x = x0 The curve z = f(x, y0) in
the vertical plane y = y0

z = f(x, y)

y = y0 (x0, y0) x = x0
y

FIGURE 14.18
∂f ∂f
Notation: (x , y ) = fx (x , y ), and
, , ))
(x , y ) = fy (x , y ).
∂x ∂y
BASIC SCIENCES - Functions of Several Variables 71 of 159
Functions of Several Variables

Examples

Example
1. Find the first partial derivatives of the following function.

f (x , y ) = x 3 + x 2 y 3 − 2y 2

2. Find the first partial derivatives of the following function.

 
x
g (x , y ) = sin
1+y

BASIC SCIENCES - Functions of Several Variables 72 of 159

Functions of Several Variables

Higher Order Partial Derivatives

Since the first partial derivatives of a function of two variables are themselves
functions of two variables, they have partial derivatives.
 
∂ ∂f ∂2f
= 2 = fxx
∂x ∂x ∂x
 
∂ ∂f ∂2f
= = fyx
∂x ∂y ∂x ∂y
 
∂ ∂f ∂2f
= = fxy
∂y ∂x ∂y ∂x
 
∂ ∂f ∂2f
= = fyy
∂y ∂y ∂y 2

BASIC SCIENCES - Functions of Several Variables 73 of 159

Functions of Several Variables

Example

Example
Find the four second partial derivatives of the following function.

f (x , y ) = x 3 + x 2 y 3 − 2y 2

BASIC SCIENCES - Functions of Several Variables 74 of 159

Functions of Several Variables

Equality of Mixed Second Partial Derivatives

Theorem (Clairaut’s Theorem)

If fxy (x , y ) and fyx (x , y ) are continuous on a neighborhood of (a, b), then

fxy (a, b) = fyx (a, b).

BASIC SCIENCES - Functions of Several Variables 75 of 159

Functions of Several Variables

Functions of Three Variables

For a function f (x , y , z ) of three variables the three first partial derivatives of

f are

∂f f (x + h, y , z ) − f (x , y , z )
(x , y , z ) = lim
∂x h→0 h
∂f f (x , y + h, z ) − f (x , y , z )
(x , y , z ) = lim
∂y h→0 h
∂f f (x , y , z + h) − f (x , y , z )
(x , y , z ) = lim
∂z h→0 h

if the limits exist.

BASIC SCIENCES - Functions of Several Variables 76 of 159

Functions of Several Variables

Example

Example
Find the three first partial derivatives and the nine second partial derivatives
of the following function.

f (x , y , z ) = x 3 + y 3 + z 3 + 6xyz

BASIC SCIENCES - Functions of Several Variables 77 of 159

Functions of Several Variables
v
averages 1100 cal per day and does
workouts each week. What would be the
Example (Application in Life Sciences) 1 a

60. Health The body mass index (BMI) is a number that can be
calculated for any individual as follows: Multiply a person’s
weight by 703 and divide by the person’s height squared. That is,
703w
B = , a relationship
h2
various water d
where w is in pounds and h is in inches. The National Heart, dive
Lung and Blood Institute uses the body mass index to determine
whether a person is “overweight” 125 … B 6 302 or “obese” given by the following fo
1B Ú 302. Source: The National Institutes of Health.
(a) Calculate the body mass index for St. Louis Rams offensive
tackle Jake Long, who weighs 317 lb and is 6′7″ tall.
is in minutes, is
0B 0B
(b) Calculate and and interpret.
0w 0h divin
(c) Using the fact that 1 in. = 0.0254 m, and 1 lb. = 0.4536 kg.,
transform this formula to handle metric units.
ve to the body mass index
A Body
ven by

where and are the waist and height, respectively, in meters, and
is the BMI. (See the definition of BMI in the previous exercise.)
The National Heart, Lung and Blood Institute uses the BMI to
BASICwhether
determine SCIENCES - Functions
a person of Several Variables
is “overweight” 02 78 of 159
Functions of Several Variables tackle Jake Long, who weighs 317 lb and is tall.
is in minutes, is

divin
Example (Application
(c) Using the factin
that Life Sciences)
and 2 ,
transform this formula to handle metric units.
61. Body Shape Index An alternative to the body mass index
(BMI) for estimating the health risks of obesity is A Body
Shape Index (ABSI), given by
w
ABSI = ,
b2/3h1/2
where w and h are the waist and height, respectively, in meters, and
b is the BMI. (See the definition of BMI in the previous exercise.)
The National Heart, Lung and Blood Institute uses the BMI to
determine whether a person is “overweight” 125 … BMI 6 302
or “obese” 1BMI Ú 302. Source: PLoS One.
(a) Suppose a man is 1.85 m tall with a waist of 0.864 m and
a BMI of 23.1. Find the ABSI for such a person. How does
this compare with the average ABSI for a 52-year-old man
of 0.0831?
(b) For the person described in part (a), find the rate that the
ABSI is going up with respect to his waist. an
(c) For the person described in part (a), find the rate that the
ABSI is changing with respect to his height. Haldane estimated th
dives could be avoide
(d) Based on your answers to parts (b) and (c) which has a
exceed 2.15 atm. Fin
greater effect on the person’s ABSI, an increase in waist
diver could stay down
or an increase in height of the same amount? Explain why
ing back up) if he or
this makes sense intuitively.
ex
saw in the previous section, researchers have
vered that the amo
various
BASIC SCIENCES - Functions of Several Variables species 79 of 159
exposed to cold air depen
Functions of Several Variables

Homework

• Section 13.3: Exercises 1 − 53 odd, 59 − 87 odd, 97, 103, 117, 123,

129 − 133.
• Read about Differentials. (Section 13.4 book)

BASIC SCIENCES - Functions of Several Variables 80 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 81 of 159

Functions of Several Variables

Our goal

• Extend the concept of differentiability to a function of two variables

• Understand the concepts of increments and differentials
• Use a differential as an approximation

BASIC SCIENCES - Functions of Several Variables 82 of 159

Functions of Several Variables

How to Linearize a Function of Two Variables

Definition (Linear approximation)

The linearization of a function f (x , y ) at a point (x0 , y0 ) where f is
differentiable is the function

L(x , y ) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 ).

The approximation
f (x , y ) ≈ L(x , y )

is called the linear approximation of f at (x0 , y0 ).

BASIC SCIENCES - Functions of Several Variables 83 of 159

Functions of Several Variables

Differenciability for Functions of Two Variables

Definition (Differenciability)
Let f : R2 → R. We say f is differentiable at (x0 , y0 ), if fx and fy exist at
(x0 , y0 ) and if

f (x , y ) − f (x0 , y0 ) − fx (x0 , y0 )(x − x0 ) − fy (x0 , y0 )(y − y0 )

→0
||(x , y ) − (x0 , y0 )||

as (x , y ) → (x0 , y0 ).

BASIC SCIENCES - Functions of Several Variables 84 of 159

Functions of Several Variables

Differenciability for Functions of Two Variables

Definition (Differenciability)
Let f : R2 → R. We say f is differentiable at (x0 , y0 ), if fx and fy exist at
(x0 , y0 ) and if

f (x , y ) − f (x0 , y0 ) − fx (x0 , y0 )(x − x0 ) − fy (x0 , y0 )(y − y0 )

→0
||(x , y ) − (x0 , y0 )||

as (x , y ) → (x0 , y0 ).

The definition of differentiability of a function f at (x0 , y0 ) means, in effect,

that the plane defined by the linearization L is a “good” approximation of f
near (x0 , y0 ). In other words, the tangent plane approximates the graph of f
well near the point of tangency.

BASIC SCIENCES - Functions of Several Variables 84 of 159

Functions of Several Variables

Differenciability for Functions of Two Variables

Definition (Differenciability)
Let f : R2 → R. We say f is differentiable at (x0 , y0 ), if fx and fy exist at
(x0 , y0 ) and if

f (x , y ) − f (x0 , y0 ) − fx (x0 , y0 )(x − x0 ) − fy (x0 , y0 )(y − y0 )

→0
||(x , y ) − (x0 , y0 )||

as (x , y ) → (x0 , y0 ).

The definition of differentiability of a function f at (x0 , y0 ) means, in effect,

that the plane defined by the linearization L is a “good” approximation of f
near (x0 , y0 ). In other words, the tangent plane approximates the graph of f
well near the point of tangency.
It is not always easy to use this definition to see whether f is differentiable,
but it will be easy to use another criterion, given in the following Theorem.

BASIC SCIENCES - Functions of Several Variables 84 of 159

Functions of Several Variables

Differenciability for Functions of Two Variables

Definition (Differenciability)
Let f : R2 → R. We say f is differentiable at (x0 , y0 ), if fx and fy exist at
(x0 , y0 ) and if

f (x , y ) − f (x0 , y0 ) − fx (x0 , y0 )(x − x0 ) − fy (x0 , y0 )(y − y0 )

→0
||(x , y ) − (x0 , y0 )||
SECTION Tangent Planes and Linear Approximations

as (x , y ) →Visual
(x14.40 ,shows
y0 ).
an animation , . Notice that the more we zoom in, the
flatter the graph appears and the more it resembles its tangent plane.

40 40
40

20 20 20
z 0 z 0 z 0
_20
_20 _20
_4
_2 _4
_2 _2 _2 0 0
0 0
y 2 0 0 1 1
2 x y x y x
4 4 2 2 2 2
(a) (b) (c)
2
FIGURE The elliptic paraboloid ward 1, 1, 3d
BASIC SCIENCES - Functions of Several Variables 85 of 159
3 we corroborate this impression by zooming in toward the point (1, 1) on a
Functions of Several Variables

Differenciability for Functions of Two Variables

Theorem (Differenciability)
Let f : U ⊂ Rn → R. Suppose the partial derivatives ∂ f /∂ xj of f all exist
and are continuous in a neighborhood of a point ~x ∈ U . Then f is
differentiable at ~x .

BASIC SCIENCES - Functions of Several Variables 86 of 159

Functions of Several Variables

Differenciability for Functions of Two Variables

Theorem (Differenciability)
Let f : U ⊂ Rn → R. Suppose the partial derivatives ∂ f /∂ xj of f all exist
and are continuous in a neighborhood of a point ~x ∈ U . Then f is
differentiable at ~x .

Example
Let
cosx + exy
f (x , y ) = .
x2 + y2
Show that f is differentiable at all points (x , y ) 6= (0, 0).

BASIC SCIENCES - Functions of Several Variables 86 of 159

Functions of Several Variables

Increments and Differentials (one-variable calculus)

Recall: if f : R → R where y = f (x ) then the increment in x is denoted ∆x

and the increment in y when x = a is

∆y = f (a + ∆x ) − f (a)
 
f (a + ∆x ) − f (a)
= ∆x
∆x
≈ f 0 (a)∆x
= dy

where dy is called the differential of y .

BASIC SCIENCES - Functions of Several Variables 87 of 159

Functions of Several Variables

Increments and Differentials

If z = f (x , y ) then the increment of f at (x , y ) = (x0 , y0 ) is

∆z = f (x0 + ∆x , y0 + ∆y ) − f (x0 , y0 )

Definition
If we set dx = ∆x and dy = ∆y then the differential of z is defined to be

dz = fx (x , y )dx + fy (x , y )dy .

This is sometimes called the total differential.

BASIC SCIENCES - Functions of Several Variables 88 of 159

Functions of Several Variables

Increments and Differentials

If z = f (x , y ) then the increment of f at (x , y ) = (x0 , y0 ) is

∆z = f (x0 + ∆x , y0 + ∆y ) − f (x0 , y0 )

Definition
If we set dx = ∆x and dy = ∆y then the differential of z is defined to be

dz = fx (x , y )dx + fy (x , y )dy .

This is sometimes called the total differential.

Note: dz ≈ ∆z when dx and dy are small.

BASIC SCIENCES - Functions of Several Variables 88 of 159

Functions of Several Variables

Example

31. Wind Chill

The formula for wind chill C (in degrees Fahrenheit) is given by
C 5 35.74 1 0.6215T 2 35.75v0.16 1 0.4275Tv0.16

where v is the wind

speed in miles per hour
and T is the temperature
in degrees Fahrenheit.
The wind speed is
23 ± 3 miles per hour
and the temperature is
88 ± 18. Use dC to
estimate the maximum
possible propagated error and relative error in calculating the
wind chill. (Source: National Oceanic and Atmospheric
Administration)

BASIC SCIENCES - Functions of Several Variables 89 of 159

Functions of Several Variables

Example

Example
1. The dimensions of a rectangular box are measured to be 75 cm, 60 cm,
and 40 cm with a maximum measurement error of 0.2 cm. Approximate
the propagated error and the relative error in the calculated volume of the
box.
2. Suppose z = x 2 + 3xy − y 2 . Find ∆z and dz as x changes from 2 to
2.05 and y changes from 3 to 2.96.
3. The base radius and height of a right circular cone are 10 cm and 25 cm
respectively, with a possible error in measurement of up to 0.1 cm.
Estimate the maximum error in the calculation of the volume of the cone.
1
V = πr 2h
3

BASIC SCIENCES - Functions of Several Variables 90 of 159

Functions of Several Variables

Homework

• Section 13.4: Exercises 1 − 19 odd, 25, 35.

• Read about Chain Rules. (Section 13.5 book)

BASIC SCIENCES - Functions of Several Variables 91 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 92 of 159

Functions of Several Variables

Our goal

• Use the Chain Rules for functions of several variables

• Find partial derivatives implicitly

BASIC SCIENCES - Functions of Several Variables 93 of 159

Functions of Several Variables

Single Variable Chain Rule

Suppose w = f (x ) and x = x (t ) then

dw dw dx
=
dt dx dt

BASIC SCIENCES - Functions of Several Variables 94 of 159

 w that
Functions of Several Variables a function , has continuous second partial derivatives
region , must the first-order partial deriva
tives of ve reasons for your answer.
Single Variable Chain Rule

Suppose w = f (x ) and x = x (t ) then

dw dw dx a single v
= is a differentiable function of an
dt dx dt fferentiable function of dw dt
dw dt
dw
dt
Chain Rule For this composite function
Dependent as the “intermediate variable,
w = f (x)
variable gives the value of from the function
diagram” in the margin. Such diagrams cap
dw
dx
For functions of several variables the
how many independent and i
Intermediate
x variables are taken into account, t
variable

dx
dt
Independent Functions of Two Variables
t variable
dw dw dx a for a differentia
=
dt dx dt fferentiable functions o

BASIC SCIENCES - Functions of Several Variables 94 of 159

Functions of Several Variables

Multi-variable Chain Rule

Theorem
If w = f (x , y ) where f is a differentiable function of x and y , and if x = x (t )
and y = y (t ) are differentiable functions of t , then

dw ∂ w dx ∂ w dy
= +
dt ∂ x dt ∂ y dt

BASIC SCIENCES - Functions of Several Variables 95 of 159

Functions of Several Variables

Multi-variable Chain Rule

Theorem
If w = f (x , y ) where f is a differentiable function of x and y , and
dw dt if x = x (t )
and y = y (t ) are differentiable functions of t , then

Chain Rule

w = f (x, y) Dependent
variable
'w 'w
'x 'y
dw ∂ w dx ∂ w dy However, th
= + x y Intermediate
dt ∂ x dt ∂ y dt variables
a function
dx dy ,
dt dt
dw dt, dx d
Independent
t and
variable
dw
=
'w dx
+
'w dy With that un
dt 'x dt 'y dt text whenev
   
Often we write ∂∂wx or ∂∂wy for the partial derivative ∂∂xf or ∂∂yf .

BASIC SCIENCES - Functions of Several Variables 95 of 159

Functions of Several Variables

Generalization of Chain Rule

Theorem
Suppose that w = f (x , y ), x = x (r , s), and y = y (r , s). If all three functions
are differentiable, then

∂w ∂w ∂x ∂w ∂y
= +
∂r ∂x ∂r ∂y ∂r
∂w ∂w ∂x ∂w ∂y
= +
∂s ∂x ∂s ∂y ∂s

BASIC SCIENCES - Functions of Several Variables 96 of 159

Functions of Several Variables

Generalization of Chain Rule

Theorem
Suppose that w = f (x , y ), x = x (r , s), and y = y (r , s). If all three functions
are differentiable, then

Chain Rule

w = f (x, y)

∂w ∂w ∂x ∂w ∂y 'w 'w
= + 'x 'y
∂r ∂x ∂r ∂y ∂r x y
∂w ∂w ∂x ∂w ∂y
= + 'x 'y
∂s ∂x ∂s ∂y ∂s 'r 'r

r
'w 'w 'x 'w 'y
= +
'r 'x 'r 'y 'r

FIGURE 14.23

BASIC SCIENCES - Functions of Several Variables 96 of 159

Functions of Several Variables

Examples

Example
1. Find dw /dt where p
w = x2 + y2

and x (t ) = cos t and y (t ) = t 2 + 3t + 1.

2. Suppose w = ex sin y where x = st 2 and y = s2 t . Find ws and wt .
3. Suppose w = x 4 y + y 2 z 3 where x = se−t , y = s2 et , and z = s sin t .
Find ws and wt .

BASIC SCIENCES - Functions of Several Variables 97 of 159

Functions of Several Variables

Examples

Example
1. Show that h(x , y , t ) = g (2x + at , 3y + bt ) is a solution to the partial
differential equation
∂h a ∂h b ∂h
= +
∂t 2 ∂x 3 ∂y
for any differentiable function g (u , v ).
2. If f (x , y ) is a differentiable function such that

sen(f (x , y )) + f (x , y ) + xy = 0

and f (0, 0) = 0. Show that fxy (0, 0) = − 12 .

BASIC SCIENCES - Functions of Several Variables 98 of 159

Functions of Several Variables

Examples

49. Moment of Inertia An annular cylinder has an inside

radius of r1 and an outside radius of r2 (see figure). Its moment
of inertia is I 5 12msr12 1 r22 d, where m is the mass. The two
radii are increasing at a rate of 2 centimeters per second. Find
the rate at which I is changing at the instant the radii are
6 centimeters and 8 centimeters. (Assume mass is a constant.)

r
r2
h

r1 R

Figure for 49 Figure for 50

50. Volume and Surface Area The two radii of the frustum
of a right circular cone are increasing at a rate of 4 centimeters
per minute, and the height is increasing at a rate of 12 centimeters
per minute (see figure). Find the rates at which the volume and
surface area are changing when the two radii are 15 centimeters
and 25 centimeters, and the height is 10 centimeters.

BASIC SCIENCES - Functions of Several Variables 99 of 159

Functions of Several Variables

Implicit Differentiation (1 of 2)

Suppose f (x , y ) = C a constant. If we assume that y is implicitly defined by

x , then

d d
f (x , y (x )) = (C )
dx dx
∂f dx ∂f dy
(x , y ) + (x , y ) =0
∂x dx ∂y dx
∂f
dy (x , y )
= − ∂∂xf
dx
∂ y (x , y )

assuming ∂∂yf (x , y ) 6= 0.

BASIC SCIENCES - Functions of Several Variables 100 of 159

Functions of Several Variables

Implicit Differentiation (2 of 2)

Theorem
If F (x , y , z ) = C (a constant) determines an implicit, differentiable function f
depending on x and y such that z = f (x , y ) then

∂z Fx (x , y , z ) ∂z Fy (x , y , z )
=− and =−
∂x Fz (x , y , z ) ∂y Fz (x , y , z )

provided Fz (x , y , z ) 6= 0.

BASIC SCIENCES - Functions of Several Variables 101 of 159

Functions of Several Variables

Example

Example
1. If x 3 + y 3 + z 3 + 6xyz = 1 find ∂ z /∂ x and ∂ z /∂ y
2. Higher Order Derivatives: If g (u , v ) = f (x (u , v ), y (u , v )) find gvu .

BASIC SCIENCES - Functions of Several Variables 102 of 159

Functions of Several Variables

Homework

• Section 13.5: Exercises 19 − 37 odd, 58, 61.

• Read about Directional Derivatives and Gradients. (Section 13.6 book)

BASIC SCIENCES - Functions of Several Variables 103 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 104 of 159

Functions of Several Variables

Our goal

• Find and use directional derivatives of a function of two variables

• Find the gradient of a function of two variables
• Use the gradient of a function of two variables in application
• Find directional derivatives and gradients of functions of three variables

BASIC SCIENCES - Functions of Several Variables 105 of 159

Functions of Several Variables

Background

Given z = f (x , y ) we understand that

∂f
: gives the rate of change of z in the positive x −direction.
∂x
∂f
: gives the rate of change of z in the positive y −direction.
∂y

BASIC SCIENCES - Functions of Several Variables 106 of 159

Functions of Several Variables
fastest i
ve sea level has a particular direct

Background

Given z = f (x , y ) we understand
FIGURE 14.26
that We know from Section 14.4 that if ƒ( , ) i
∂f fferentiable curv
: gives the rate of change of z in the positive x −direction. dƒ
∂x Yosemite National Park dt
∂f ey,
: gives the rate of change v)
of z in the positive
any y − direction.
point , t
∂y and therefore dep
Question: what about rates of change in other directions? e is a
line measured from in the dire
y
ƒ with respect to distanc
Line x = x 0 + su 1, y = y 0 + su 2
, we find the rates at which ƒ changes wi
different directions. We now define this ide
ƒ( , ) is de
,
u = u1i + u 2 j su
Direction of
increasing s
line through parallel to
in the direction of , we find the rate of
R
lating ds

P0(x 0, y0 )

x
0 DEFINITION vative of
vector
FIGURE 14.27
BASIC SCIENCES - Functions of Several Variables dƒ 106 of 159
P
Functions of Several Variables

Directional Derivatives

Definition
The directional derivative of f (x , y ) at the point (a, b) and in the direction of
the vector u = hu1 , u2 i is given by

f (a + su1 , b + su2 ) − f (a, b)

Du f (a, b) = lim
s →0 s

provided the limit exists.

BASIC SCIENCES - Functions of Several Variables 107 of 159

 lim ¢ ≤
Functions of Several Variables
lim

, xy (1, 2)
Directional Derivatives (Illustration)
z

Surface S:
z = f(x, y) f(x0 + su1, y0 + su2) − f (x0, y0)

Tangent line
Q

P(x0, y0, z0)

y
C

x (x0 + su1, y0 + su2)

P0(x0, y0) u = u1i + u2 j

FIGURE 14.28 P
lim PQ
dƒ
ds ,

BASIC SCIENCES - Functions of Several Variables 108 of 159

 lim ¢ ≤
Functions of Several Variables
lim

, xy (1, 2)
Directional Derivatives (Illustration)
z

Surface S:
z = f(x, y) f(x0 + su1, y0 + su2) − f (x0, y0)

Tangent line
Q

P(x0, y0, z0)

y
C

x (x0 + su1, y0 + su2)

P0(x0, y0) u = u1i + u2 j

FIGURE 14.28 P
Geometric examination
lim of the
PQdirectional derivative of a function of two

variable with GeoGebra: dƒ

ds ,
https://www.geogebra.org/m/FSC99c7e
BASIC SCIENCES - Functions of Several Variables 108 of 159
Functions of Several Variables

Directional Derivatives

Theorem
Suppose that f is differentiable at (a, b) and u = hu1 , u2 i is any unit vector.
Then
Du f (a, b) = fx (a, b)u1 + fy (a, b)u2

BASIC SCIENCES - Functions of Several Variables 109 of 159

Functions of Several Variables

Directional Derivatives

Theorem
Suppose that f is differentiable at (a, b) and u = hu1 , u2 i is any unit vector.
Then
Du f (a, b) = fx (a, b)u1 + fy (a, b)u2

Example
1. Find the derivative of f (x , y ) = sin x + exy in the direction of v = h1, 1i .
2. Find the derivative of f (x , y ) = x 3 sin 3y in the direction of v = h2, π/3i .

BASIC SCIENCES - Functions of Several Variables 109 of 159

Functions of Several Variables

Gradients

Definition
The gradient of f (x , y ) is the vector-valued function
 
∂f ∂f ∂f ∂f
∇f (x , y ) = , = i+ j
∂x ∂y ∂x ∂y
provided both partial derivatives exist.

BASIC SCIENCES - Functions of Several Variables 110 of 159

Functions of Several Variables

Gradients

Definition
The gradient of f (x , y ) is the vector-valued function
 
∂f ∂f ∂f ∂f
∇f (x , y ) = , = i+ j
∂x ∂y ∂x ∂y
provided both partial derivatives exist.

Theorem
If f is a differentiable function of x and y and u is a unit vector, then

Du f (x , y ) = ∇f (x , y ) · u

BASIC SCIENCES - Functions of Several Variables 110 of 159

Functions of Several Variables

Example

Example
1. Find the gradient of f (x , y ) = x 2 y 3 − 4y .
2. If g (x , y ) = x /y and v = h−1, 3i , find Dv g (x , y ).

BASIC SCIENCES - Functions of Several Variables 111 of 159

Functions of Several Variables

A physical illustration

The gradient vector has important geometric significance. It shows the

direction in which a function f is increasing the fastest and the direction that
is orthogonal to the level curves in the plane of f .

BASIC SCIENCES - Functions of Several Variables 112 of 159

 depicting f contains the point P and the value f (P) in the same picture.
The gradient vector field has important geometric significance. It shows the direction
Functions of Several Variables

in which f is increasing the fastest and the direction that is orthogonal to the level sur-
A faces (or curvesillustration
physical in the plane) of f . That it does both of these at once is quite plausible.
To see this, imagine a hill as shown in Figure 2.6.5(a). Let h be the height function,
a function of two variables. If we draw level curves of h , these are just level contours
Theof gradient
the hill. Wevector
could has
imagine them as geometric
important level paths onsignificance.
the hill [see Figure 2.6.5(b)].
It shows the One
thing should
direction be obvious
in which to anyone
a function who has gone
f is increasing theforfastest
a hike:and
To getthetodirection
the top ofthat
the
hill the fastest, we should walk perpendicular
is orthogonal to the level curves in the plane of f . to level contours. 5 This is consistent with
Theorems 13 and 14, which state that the direction of fastest increase (the gradient) is
orthogonal to the level curves.

h50 =
n
h 100
=
h = 150

h h = 200 n

A curve of Countour
Earthh steepest ascent map of a hill
up the hill 250 feet high
(a) (b)

figure A physical illustration of the two facts (a) is the direction of fastest increase of
is orthogonal toBASIC
theSCIENCES - Functions of Several Variables
level curves. 112 of 159
Functions of Several Variables

Properties of the Directional Derivative (1 of 3)

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U .

BASIC SCIENCES - Functions of Several Variables 113 of 159

Functions of Several Variables

Properties of the Directional Derivative (1 of 3)

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U .
1. If ∇f (~x ) 6= 0, then ∇f (~x ) points in the direction along which f is
increasing the fastest. The derivative in this direction is
D∇f f (~x ) = ||∇f (~x )||.

BASIC SCIENCES - Functions of Several Variables 113 of 159

Functions of Several Variables

Properties of the Directional Derivative (1 of 3)

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U .
1. If ∇f (~x ) 6= 0, then ∇f (~x ) points in the direction along which f is
increasing the fastest. The derivative in this direction is
D∇f f (~x ) = ||∇f (~x )||.
2. Analogously, if ∇f (~x ) 6= 0, then −∇f (~x ) points in the direction along
which f is decreasing the fastest. The derivative in this direction is
D−∇f f (~x ) = −||∇f (~x )||.

BASIC SCIENCES - Functions of Several Variables 113 of 159

Functions of Several Variables

Properties of the Directional Derivative (1 of 3)

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U .
1. If ∇f (~x ) 6= 0, then ∇f (~x ) points in the direction along which f is
increasing the fastest. The derivative in this direction is
D∇f f (~x ) = ||∇f (~x )||.
2. Analogously, if ∇f (~x ) 6= 0, then −∇f (~x ) points in the direction along
which f is decreasing the fastest. The derivative in this direction is
D−∇f f (~x ) = −||∇f (~x )||.
3. Any direction u orthogonal to a gradient ∇f (~x ) 6= 0 is a direction of zero
change in f (i.e. Du f (~x ) = 0.)

BASIC SCIENCES - Functions of Several Variables 113 of 159

Functions of Several Variables

Properties of the Directional Derivative (1 of 3)

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U .
1. If ∇f (~x ) 6= 0, then ∇f (~x ) points in the direction along which f is
increasing the fastest. The derivative in this direction is
D∇f f (~x ) = ||∇f (~x )||.
2. Analogously, if ∇f (~x ) 6= 0, then −∇f (~x ) points in the direction along
which f is decreasing the fastest. The derivative in this direction is
D−∇f f (~x ) = −||∇f (~x )||.
3. Any direction u orthogonal to a gradient ∇f (~x ) 6= 0 is a direction of zero
change in f (i.e. Du f (~x ) = 0.)
4. If we have f : R2 → R and consider a level curve
C = {(x , y ) ∈ R2 : f (x , y ) = k }, then ∇f (x0 , y0 ) is perpendicular to C
for any point (x0 , y0 ) on C .

BASIC SCIENCES - Functions of Several Variables 113 of 159

Functions of Several Variables

Properties of the Directional Derivative (2 of 3)

z z = f(x, y)
x2 y2
= +
2 2

(1, 1, 1)

1
y
1 −∇f (1, 1)
Zero change
Most rapid in f
x
decrease in f = -
Most rapid ∇f = i + j
increase in f

FIGURE 14.30
, y)
(1,1) + j
BASIC SCIENCES - Functions of Several Variables
Gradients and Tan
114 of 159
Functions of Several Variables

Properties of the Directional Derivative (3 of 3)

Proof.
Recall the formula for the directional derivative,

Du f (~x ) = ∇f (~x ) · u
= ||∇f (~x )||||u|| cos θ
= ||∇f (~x )|| cos θ

• Maximized when θ = 0 with maximum ||∇f (~x )||.

• Maximized when θ = π with minimum −||∇f (~x )||.
• Rate of change is zero when θ = π/2.

BASIC SCIENCES - Functions of Several Variables 115 of 159

Functions of Several Variables

Properties of the Directional Derivative (3 of 3)

Proof.
Recall the formula for the directional derivative,

Du f (~x ) = ∇f (~x ) · u
= ||∇f (~x )||||u|| cos θ
= ||∇f (~x )|| cos θ

• Maximized when θ = 0 with maximum ||∇f (~x )||.

• Maximized when θ = π with minimum −||∇f (~x )||.
• Rate of change is zero when θ = π/2.

https://mathinsight.org/applet/gradient_directional_
derivative_mountain
BASIC SCIENCES - Functions of Several Variables 115 of 159
Functions of Several Variables

Properties of the Directional Derivative

Example
Find the directions in which

x2 y2
f (x , y ) = +
2 2

1. increases most rapidly at the point (1, 1), and

2. decreases most rapidly at (1, 1).
3. What are the directions of zero change in f at (1, 1)?

BASIC SCIENCES - Functions of Several Variables 116 of 159

Functions of Several Variables

Example

Example
Suppose you are climbing a hill whose shape is given by the equation

z = 1000 − 0.005x 2 − 0.01y 2 ,

where x , y , and z are measured in meters, and you are standing at a point
with coordinates (60, 40, 966). The positive x −axis points east and the
positive y −axis points north.
1. If you walk due south, will you start to ascend or descend? At what rate?
2. If you walk northwest, will you start to ascend or descend? At what rate?
3. In which direction is the slope largest? What is the rate of ascent in that
direction? At what angle above the horizontal does the path in that
direction begin?

BASIC SCIENCES - Functions of Several Variables 117 of 159

Functions of Several Variables

Functions of Three Variables

Definition
The directional derivative of f (x , y , z ) at the point (x0 , y0 , z0 ) and in the
direction of the vector u = hu1 , u2 , u3 i is given by

f (x0 + su1 , y0 + su2 , z0 + su3 ) − f (x0 , y0 , z0 )

Du f (x0 , y0 , z0 ) = lim
s →0 h

provided the limit exists.

The gradient of f (x , y , z ) is the vector-valued function
 
∂f ∂f ∂f ∂f ∂f ∂f
∇f (x , y , z ) = , , = i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z

provided all the partial derivatives are defined.

BASIC SCIENCES - Functions of Several Variables 118 of 159

Functions of Several Variables

Generalization

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U . The directional
derivative at ~x in the direction u ∈ Rn is given by

Du f (~x ) = ∇f (~x ) · u.

BASIC SCIENCES - Functions of Several Variables 119 of 159

Functions of Several Variables

Generalization

Theorem
Let f : U ⊂ Rn → R be differentiable at each point ~x ∈ U . The directional
derivative at ~x in the direction u ∈ Rn is given by

Du f (~x ) = ∇f (~x ) · u.

Example
1. Suppose f (x , y , z ) = x sin(yz ). Find the gradient of f and the directional
derivative in the direction of v = i + 2j − k.
2. Suppose the temperature at point (x , y , z ) is given by the function
T (x , y , z ) = 4x 2 − y 2 + 16z 2 . At the point with coordinates
(x , y , z ) = (4, −2, 1),
◦ in what direction does the temperature change most rapidly?
◦ what is the maximum rate of change in temperature?

BASIC SCIENCES - Functions of Several Variables 119 of 159

Functions of Several Variables

Homework

• Section 13.6: Exercises 1 − 39 odd, 55, 57, 64, 69, 73 − 76.

• Read about Tangent Planes and Normal Lines. (Section 13.7 book)

BASIC SCIENCES - Functions of Several Variables 120 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 121 of 159

Functions of Several Variables

Our goal

• Find equations of tangent planes and normal lines to surfaces

BASIC SCIENCES - Functions of Several Variables 122 of 159

Functions of Several Variables

Tangent Planes and Normal Lines

Theorem
Suppose that f (x , y , z ) has continuous partial derivatives at the point
(x0 , y0 , z0 ) and that ∇f (x0 , y0 , z0 ) 6= 0. Then, ∇f (x0 , y0 , z0 ) is a normal
vector to the tangent plane to the surface f (x , y , z ) = k at the point
(x0 , y0 , z0 ). The equation of the tangent plane is

fx (x0 , y0 , z0 )(x − x0 ) + fy (x0 , y0 , z0 )(y − y0 ) + fz (x0 , y0 , z0 )(z − z0 ) = 0.

The normal line to the surface through the point (x0 , y0 , z0 ) is given
parametrically by

x = x0 + fx (x0 , y0 , z0 )t
y = y0 + fy (x0 , y0 , z0 )t
z = z0 + fz (x0 , y0 , z0 )t

BASIC SCIENCES - Functions of Several Variables 123 of 159

 which should be the equation of the plane tangent to the graph of
Functions of Several Variables
f

“smooth enough” (see Figure 2.3.3).

Tangent PlanesOur
anddefinition
Normal of differentiability
Lines will mean in effect that the pla
linear approximation (1) is a “good” approximation of near ( 0 , 0 f x y

z
Tangent plane
of graph atf

( 0, 0, ( 0, 0))
x y f x y

figure
of the tange
( 0, 0, ( 0, 0))
x y f x y
of

(, )
x y

( , )
x 0 0
y

BASIC SCIENCES - Functions of Several Variables 124 of 159

Functions of Several Variables

Tangent Planes and Normal Lines

Example
Find the equations of the tangent plane and normal line through the surface

4x 2 − y 2 + 16z 2 = 76

at the point (4, −2, 1).

BASIC SCIENCES - Functions of Several Variables 125 of 159

Functions of Several Variables

Homework

• Section 13.7: Exercises 17 − 39 odd, 61, 71, 72.

• Read about Extrema of Functions of Two Variables. (Section 13.8 book)

BASIC SCIENCES - Functions of Several Variables 126 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 127 of 159

Functions of Several Variables

Our goal

• Find absolute and relative extrema of a function of two variables

• Use the Second Partials Test to find relative extrema of a function of two
variables

BASIC SCIENCES - Functions of Several Variables 128 of 159

 Functions of Several Variables

Our goal
September 27, 2011 9:38 169

• Find absolute and relative extrema of a function of two variables

• Use the Second Partials Test to find relative extrema of a function of two
Extrema of Real-Valued Functions
variables

z z

Graph of f Graph of f

bles.

y y
x x
x0 x0
Local minimum Local maximum
(a) (b)

First-DerivativeBASIC
Test for Local
SCIENCES Extrema
- Functions of Several Variables 128 of 159
Functions of Several Variables

Background (1 of 3)

In single-variable calculus there are three important results associated with

locating the extrema of functions.

Theorem
Suppose that f is continuous on a closed, bounded interval [a, b]. The
absolute extrema of f must occur at the endpoints of the interval (x = a or
x = b) or at a critical number.

BASIC SCIENCES - Functions of Several Variables 129 of 159

Functions of Several Variables

Background (2 of 3)

Theorem (First Derivative Test)

Suppose that f is continuous on interval [a, b] and c ∈ (a, b) is a critical
number.
1. If f 0 (x ) > 0 for all x ∈ (a, c ) and f 0 (x ) < 0 for all x ∈ (c , b) [in other
words f changes from increasing to decreasing at c] then f (c ) is a local
maximum.
2. If f 0 (x ) < 0 for all x ∈ (a, c ) and f 0 (x ) > 0 for all x ∈ (c , b) [in other
words f changes from decreasing to increasing at c] then f (c ) is a local
minimum.
3. If f 0 (x ) has the same sign on (a, c ) and (c , b), then f (c ) is not a local
extremum.

BASIC SCIENCES - Functions of Several Variables 130 of 159

Functions of Several Variables

Background (3 of 3)

Theorem (Second Derivative Test)

Suppose f is continuous on the interval (a, b) and f 0 (c ) = 0 for some
number c ∈ (a, b).

1. If f 00 (c ) < 0, then f (c ) is a local maximum.

2. If f 00 (c ) > 0, then f (c ) is a local minimum.

BASIC SCIENCES - Functions of Several Variables 131 of 159

Functions of Several Variables

Local Extrema

Definition
We call
1. f (a, b) a local maximum of f if there is a neighborhood V of (a, b), for
which
f (a, b) ≥ f (x , y )

for all (x , y ) in V .
2. f (a, b) is a local minimum of f if there is a neighborhood V of (a, b), for
which
f (a, b) ≤ f (x , y )

for all (x , y ) in V .
In either case, f (a, b) is called a local or relative extremum of f .

BASIC SCIENCES - Functions of Several Variables 132 of 159

Functions of Several Variables

Local Extrema

z z

(a, b, z)

(a, b, z)

(a, b) (a, b)
y y
x x

Relative maximum at (a, b) Relative minimum at (a, b)

IGURE 17 IGURE 18

As before, the word extremum is used for either a relative maximum or a relative minimum.
Examples of a relative maximum and a relative minimum are given in Figures 17 and 18.
BASIC SCIENCES - Functions of Several Variables 133 of 159
Functions of Several Variables

Critical Points

Definition
The point (a, b) is a critical point of the function f (x , y ) if (a, b) is in the
domain of f and either

∂f ∂f
(a, b) = (a, b) = 0
∂x ∂y
∂f ∂f
or one or both of and do not exist at (a, b).
∂x ∂y

BASIC SCIENCES - Functions of Several Variables 134 of 159

Functions of Several Variables

Critical Points

Definition
The point (a, b) is a critical point of the function f (x , y ) if (a, b) is in the
domain of f and either

∂f ∂f
(a, b) = (a, b) = 0
∂x ∂y
∂f ∂f
or one or both of and do not exist at (a, b).
∂x ∂y

Theorem
If f (x , y ) has a local extremum at (a, b), then (a, b) must be a critical point
of f .

BASIC SCIENCES - Functions of Several Variables 134 of 159

Functions of Several Variables

Example (1 of 2)

Example
Find the critical points of f (x , y ) = x 2 + y 2 − 2x − 6y + 14.

BASIC SCIENCES - Functions of Several Variables 135 of 159

Functions of Several Variables

Example (1 of 2)

Example
Find the critical points of f (x , y ) = x 2 + y 2 − 2x − 6y + 14.

Remark: to find extrema we will look for critical points; however, not all critical
points are extrema. Consider the following function:

f (x , y ) = x 4 + y 4 − 4xy

Find the critical points, then examine the graph of the function.

BASIC SCIENCES - Functions of Several Variables 135 of 159

Functions of Several Variables

Example (2 of 2)

0
y

40
2
z
20
1
-1 0
-2 0 y
-1

0 -1
-2 x
-2 -1 0 1 2 1

x -2
2

BASIC SCIENCES - Functions of Several Variables 136 of 159

 Because f ( x , y ) 0, this point is a relative minimum—in fact, an absolute, or global,
minimum—of f . Because (0, 0) is the only critical point, there are no maxima.
Functions of Several Variables

Saddle Points
example Consider the function f : 2 , ( x , y ) 7→ x 2 y 2 . Ignoring for the moment that this
function has a saddle and no extrema, apply the method of Theorem 4 for the location
of extrema.
Definition
solution As in Example 1, we find that f has only one critical point, at the origin, and the value
The point P (a, b, f (a, b))ofisf athere is zero. point
saddle Examining = fof(xf ,directly
of zvalues y ) if (fora,points
b) isnear
a the origin, we see
critical
that f ( x , 0) f (0,
point of f and if every neighborhood of 0)(aand
, bf)(0,contains
y) f (0, 0), with strict inequalities when x =
points (x , y ) in the 6 0 and
6 0. Because x or y can be taken arbitrarily small, the origin cannot be either a relative
y =

domain of f for which f (x minimum

, y ) < orf (aarelative
, b) and maximum
points(so it(isx a, saddle
y ) inpoint). Therefore, this
the domain of function
f can
have no relative extrema (see Figure 3.3.3).
for which f (x , y ) > f (a, b).

Graaph of f

figure A function of two variables with

a saddle point.

example Find all the critical points of

z
2
BASIC SCIENCES - Functions of Several Variables
x y
2
y x . 137 of 159
Functions of Several Variables

Second Derivatives Test

Theorem (Second Derivatives Test)

Suppose that f (x , y ) has continuous second-order partial derivatives in a
neighborhood of (a, b) and that fx (a, b) = fy (a, b) = 0. Define the
discriminant D (a, b) by

D (a, b) = fxx (a, b)fyy (a, b) − [fxy (a, b)]2

1. If D (a, b) > 0 and fxx (a, b) > 0, then f has a local minimum at (a, b).
2. If D (a, b) > 0 and fxx (a, b) < 0, then f has a local maximum at (a, b).
3. If D (a, b) < 0, then f has a saddle point at (a, b).
4. If D (a, b) = 0, then no conclusion can be drawn.

BASIC SCIENCES - Functions of Several Variables 138 of 159

Functions of Several Variables

Examples

Example
1. Find the extrema and saddle points of f (x , y ) = x 4 + y 4 − 4xy .
2. Find the extrema and saddle points (if any) of
f (x , y ) = 2x 2 + y 3 − x 2 y − 3y .
3. Find the points on the surface z 2 = xy + 1 that are closest to the origin.

BASIC SCIENCES - Functions of Several Variables 139 of 159

Functions of Several Variables

Examples

Example
1. Find the extrema and saddle points of f (x , y ) = x 4 + y 4 − 4xy .
2. Find the extrema and saddle points (if any) of
f (x , y ) = 2x 2 + y 3 − x 2 y − 3y .
3. Find the points on the surface z 2 = xy + 1 that are closest to the origin.
2

y 1

-1

-2
2

z
0

-1

-2
-2
-1
0
x
1

BASIC SCIENCES - Functions of Several Variables 139 of 159

Functions of Several Variables

Examples

Example (Failure of the Second Partials Test)

Find the relative extrema of f sx, yd 5 x 2 y 2.
Solution Because fx sx, yd 5 2xy 2 and fy sx, yd 5 2x 2y, you know that both partial
derivatives are 0 when x 5 0 or y 5 0. That is, every point along the x- or y-axis is a
critical point. Moreover, because
fxx sx, yd 5 2y 2, fyy sx, yd 5 2x 2, and fxy sx, yd 5 4xy
you know that
2
d 5 fxx sx, yd fyy sx, yd 2 f fxy sx, ydg
5 4x 2 y 2 2 16x 2 y 2
5 212x2y2
which is 0 when either x 5 0 or y 5 0. So, the Second Partials Test fails. However,
because f sx, yd 5 0 for every point along the x- or y-axis and f sx, yd 5 x 2 y 2 > 0 for all
other points, you can conclude that each of these critical points yields an absolute minimum,
as shown in Figure 13.71.

BASIC SCIENCES - Functions of Several Variables 140 of 159

Functions of Several Variables

Examples
Because
0 when
f(x, y) = x 2 y 2
z xx , yy

1
xx , yy ,
16
y
2
2 = −12
x If x = 0,
0 when either
then f(x, y) = 0.
If y = 0, , for
then f(x, y) = 0. other points, you can
minimum, as shown in F

BASIC SCIENCES - Functions of Several Variables 141 of 159

Functions of Several Variables

Global or Absolute Extrema

Definition
• We call f (a, b) the absolute maximum of f on the region U if
f (a, b) ≥ f (x , y ) for all (x , y ) in U .
• Similarly, f (a, b) the absolute minimum of f on the region U if
f (a, b) ≤ f (x , y ) for all (x , y ) in U .

In either case, f (a, b) is called an absolute extremum of f .

BASIC SCIENCES - Functions of Several Variables 142 of 159

Functions of Several Variables

Global or Absolute Extrema

Definition
• We call f (a, b) the absolute maximum of f on the region U if
f (a, b) ≥ f (x , y ) for all (x , y ) in U .
• Similarly, f (a, b) the absolute minimum of f on the region U if
f (a, b) ≤ f (x , y ) for all (x , y ) in U .

In either case, f (a, b) is called an absolute extremum of f .

Definition
• A set D ⊂ Rn is said to be bounded if there is a number M > 0 such that
||~x || < M for all ~x ∈ D . (In other words, if there exist a (large) disk or ball
that completely contains D .
• A set is closed if it contains all its boundary points.

BASIC SCIENCES - Functions of Several Variables 142 of 159

Functions of Several Variables

Extreme Value Theorem

Theorem (Extreme Value Theorem)

Suppose that f (x , y ) is continuous on the closed and bounded subset D of
the xy −plane. Then f has both an absolute maximum and an absolute
minimum on D .
Further, an absolute extremum may only occur at a critical point in D or at a
point on the boundary of D .

BASIC SCIENCES - Functions of Several Variables 143 of 159

Functions of Several Variables

Extreme Value Theorem

Theorem (Extreme Value Theorem)

Suppose that f (x , y ) is continuous on the closed and bounded subset D of
the xy −plane. Then f has both an absolute maximum and an absolute
minimum on D .
Further, an absolute extremum may only occur at a critical point in D or at a
point on the boundary of D .

To find the absolute maximum and minimum values of a continuous function

f on a closed, bounded set D :
1. Find the values of f at the critical points of f in D .
2. Find the extreme values of f on the boundary of D .
3. The largest of the values from steps 1 and 2 is the absolute maximum
value; the smallest of these values is the absolute minimum value.

BASIC SCIENCES - Functions of Several Variables 143 of 159

Functions of Several Variables

Extreme Value Theorem

Example
Find the absolute extrema of f (x , y ) = x 2 + 2xy + y 2 over the region D ,
where D = {(x , y ) : |x | ≤ 2, |y | ≤ 1}.

BASIC SCIENCES - Functions of Several Variables 144 of 159

Functions of Several Variables

Extreme Value Theorem

Example
Find the absolute extrema of f (x , y ) = x 2 + 2xy + y 2 over the region D ,
where D = {(x , y ) : |x | ≤ 2, |y | ≤ 1}.

Example
Find the absolute extrema of f (x , y ) = x 2 + y 2 − 2x − 4y on D , a triangle in
the xy −plane with vertices at (0, 0), (0, 3), and (3, 3).

BASIC SCIENCES - Functions of Several Variables 144 of 159

Functions of Several Variables

Extreme Value Theorem

Example
Find the absolute extrema of f (x , y ) = x 2 + 2xy + y 2 over the region D ,
where D = {(x , y ) : |x | ≤ 2, |y | ≤ 1}.

Example
Find the absolute extrema of f (x , y ) = x 2 + y 2 − 2x − 4y on D , a triangle in
the xy −plane with vertices at (0, 0), (0, 3), and (3, 3).

0
0

-2
z

-4

3 2 1 0
y

BASIC SCIENCES - Functions of Several Variables 144 of 159

Functions of Several Variables

Homework

• Section 13.8: Exercises 1 − 15 odd, 21 − 27 odd, 43 − 53 odd, 61 − 64.

• Read about Applications of Extrema of Functions of Two Variables.
(Section 13.9 book)

BASIC SCIENCES - Functions of Several Variables 145 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 146 of 159

 Functions of Several Variables

Example
he criteria for the test S oc ia l S cie nce s
xx , 7 0, while 40. Political Science The probability that a three-person jury will
ut , 2? Based on make a correct decision is given by
does this seem intui
P1a, r, s2 = a 33r 211 - r2 + r 34
+ 11 - a233s 211 - s2 + s 34,

where 0 6 a 6 1 is the probability that the person is guilty of

the crime, r is the probability that a given jury member will vote
“guilty” when the defendant is indeed guilty of the crime, and s
a is the probability that a given jury member will vote “innocent”
when the defendant is indeed innocent. Source: Frontiers of
Economics.
2
100 (a) Calculate P10.9, 0.5, 0.62 and P10.1, 0.8, 0.42 and inter-
s the average cost of a pret your answers.
t maximize the profit. (b) Using common sense and without using calculus, what
value of r and s would maximize the jury’s probability of
a making the correct verdict? Do these values depend on
a in this problem? Should they? What is the maximum
probability?
xy 100, (c) Verify your answer for part (b) using calculus. (Hint: There
are two critical points. Argue that the maximum value occurs
s the cost of materials at one of these points.)
ize the cost function. BASIC SCIENCES - Functions of Several Variables 147 of 159
Functions of Several Variables

Example

Example (Maximum Volume)

The material for constructing the base of an open box costs 1.5 times as
much per unit area as the material for constructing the sides. For a fixed
amount of money C , find the dimensions of the box of largest volume that
can be made.

BASIC SCIENCES - Functions of Several Variables 148 of 159

Functions of Several Variables

Example

Example (Maximum Volume)

The material for constructing the base of an open box costs 1.5 times as
much per unit area as the material for constructing the sides. For a fixed
amount of money C , find the dimensions of the box of largest volume that
can be made.

Example (Minimum Cost)

A water line is to be built from point P to point S and must pass through
regions where construction costs differ (see figure). The cost per kilometer
(in dollars) is 3k from P to Q , 2k from Q to R , and k from R to S . Find x and
y such that the total cost C will be minimized.
P

2 km
x Q
1 km R
y S
10 km

BASIC SCIENCES - Functions of Several Variables 148 of 159

Functions of Several Variables

Homework

• Section 13.9: Exercises 5 − 19 odd.

• Read about Lagrange Multipliers. (Section 13.10 book)

BASIC SCIENCES - Functions of Several Variables 149 of 159

Functions of Several Variables

Outline

Functions of Several Variables

Introduction to Functions of Several Variables
Limits and Continuity
Partial Derivatives
Differentials
Chain Rules
Directional Derivatives and Gradients
Tangent Planes and Normal Lines
Extrema of Functions of Two Variables
Applications of Extrema of Functions of Two Variables
Lagrange Multipliers

BASIC SCIENCES - Functions of Several Variables 150 of 159

Functions of Several Variables

Constrained Optimization
In previous sections we found the local or absolute extrema of a function
either on the entire domain of the function or on a bounded region.

BASIC SCIENCES - Functions of Several Variables 151 of 159

 maximum of might be at (0, 0). However, suppose we are not interested in
f
Functions of Several Variables
maximum but only the maximum of ( , ) when ( , ) belongs to the unit circle;
f x y x y

is, when 2 2 1. The cylinder over 2 2 1 intersects the graph of

x y x y ( z f x

Constrained in a curve that lies on this graph. The problem of maximizing or minimizing (
Optimization f x

subject to the constraint 2 2 1 amounts to finding the point on this curve w

x y

is the greatest or the least.

z
In previous sections we found the local or absolute extrema of a function
either on the entire domain of the function or on Method
Multiplier a bounded region.
Now we are requiredInto general, let f : U or minimize
maximize andag:function
U
n
be giventoCcertain
subject 1 functions, and let
n

the level set for g with value c [recall that this is the set of points x
constraints or side conditions. with g( x) n

z = f (x, y) z = ( , ) subject
f x y

to the connstraint
x
2+ 2=1 y

figure
of maximizing to the
1.

oint on 2 + 2 = 1
Point x y
y
where is maximized
f

BASIC SCIENCES - Functions of Several Variables 151 of 159

Functions of Several Variables

Method of Lagrange Multipliers

Theorem
All relative extrema of the function z = f (x , y ), subject to a constraint
g (x , y ) = 0, will be found among those points (x , y ) for which there exists a
value of λ 6= 0 such that

Fx (x , y , λ) = 0, Fy (x , y , λ) = 0, Fλ (x , y , λ) = 0,

where
F (x , y , λ) = f (x , y ) − λg (x , y ),

and all indicated partial derivatives exist.

BASIC SCIENCES - Functions of Several Variables 152 of 159

Functions of Several Variables

Method of Lagrange Multipliers

Theorem
All relative extrema of the function z = f (x , y ), subject to a constraint
g (x , y ) = 0, will be found among those points (x , y ) for which there exists a
value of λ 6= 0 such that

Fx (x , y , λ) = 0, Fy (x , y , λ) = 0, Fλ (x , y , λ) = 0,

where
F (x , y , λ) = f (x , y ) − λg (x , y ),

and all indicated partial derivatives exist.

In the theorem, the function F (x , y , λ) is called the Lagrange function; λ, the

Greek letter lambda, is the Lagrange multiplier.

BASIC SCIENCES - Functions of Several Variables 152 of 159

Functions of Several Variables

Example (1 of 2)

Example
Find the extreme values of f (x , y ) = 2x 3 y subject to x 2 + y 2 = 4.

0
y

-1

-2

-3
-3 -2 -1 0 1 2 3
x

BASIC SCIENCES - Functions of Several Variables 153 of 159

Functions of Several Variables

Example (2 of 2)
2
1
y
0

-1

-2
10

z
0

-5

-10
-2
-1
0
x
1

BASIC SCIENCES - Functions of Several Variables 154 of 159

Functions of Several Variables

Inequality Constraint

Example
Find the extrema of f (x , y ) = 4xy subject to x 2 + 4y 2 ≤ 8.

0
y

-1

-2

-3
-3 -2 -1 0 1 2 3
x

BASIC SCIENCES - Functions of Several Variables 155 of 159

Functions of Several Variables

Inequality Constraint

Example
Find the extrema of f (x , y ) = 4xy subject to x 2 + 4y 2 ≤ 8.

3 y
2
0
2 -2

1 5

z 0
0
y

-5
-1

-2
-2 0
2
x
-3
-3 -2 -1 0 1 2 3
x

BASIC SCIENCES - Functions of Several Variables 155 of 159

 Functions of Several Variables a spreadsheet to find the dimen-
g firm in
f laborExample
S oc ia l S cie nc e s
42. Political Science The probability that the majority of a three-
person jury will convict a guilty person is given by the formula:
he firm’s
any units P1r, s, t2 = rs11 - t2 + 11 - r2st + r11 - s2t + rst

subject to the constraint that

nsions of
r + s + t = a,
where r, s, and t represent each of the three jury members’
probability of reaching a guilty verdict and a is some fixed con-
that can
stant that is generally less than or equal to the number of jurors.
encing is
Source: Mathematical Social Sciences.
(a) Form the Lagrange function.
will hold
ith mini- (b) Find the values of r, s, and t that maximize the probability of
convicting a guilty person when a = 0.75.
an holds (c) Find the values of r, s, and t that maximize the probability
mum sur- of convicting a guilty person when a = 3.
sions are
YOUR TURNBASIC
ANSWERS
SCIENCES - Functions of Several Variables 156 of 159
Functions of Several Variables

Several Constraints

If a surface S is defined by a number of constraints, namely,

g1 (~x ) = 0, g2 (~x ) = 0, . . . , gk (~x ) = 0

where ~x = (x1 , x2 , . . . , xn ). Then the Lagrange multiplier theorem may be

generalized as follows:
If f has a maximum or a minimum at ~x0 on S , there must exist constants
λ1 , λ2 , . . . , λk such that

Fxi (~x0 , λ1 , . . . , λk ) = 0, and Fλj (~x0 , λ1 , . . . , λk ) = 0

for all i = 1, 2, . . . , n and j = 1, 2, . . . , k . Where

X
k
F (~x , λ1 , . . . , λk ) = f (~x ) − λj gj (~x ).
j =1

BASIC SCIENCES - Functions of Several Variables 157 of 159

Functions of Several Variables

Two Equality Constraints

Example
Maximize
f (x , y , z ) = 3x + y + 2z

subject to
y 2 + z2 = 1 and x + y − z = 0.

BASIC SCIENCES - Functions of Several Variables 158 of 159

Functions of Several Variables

Homework

• Section 13.10: Exercises 5 − 15 odd, 33 − 41 odd.

• Read Section 14.1

BASIC SCIENCES - Functions of Several Variables 159 of 159