Directional Derivatives and the Gradient Vector

In this lecture, we introduce a type of derivative, called a

directional derivative, that enables us to find the rate of change of
a function of two or more variables in any direction.
Directional Derivatives in the Plane

We know from the Chain Rule that if f (x, y ) is differentiable, then

the rate at which f changes with respect to t along a differentiable
curve x = g (t), y = h(t) is

df ∂f dx ∂f dy
= + .
dt ∂x dt ∂y dt

At any point P0 (x0 , y0 ) = P0 (g (t0 ), h(t0 )), this equation gives the
rate of change of f with respect to increasing t and therefore
depends, among other things, on the direction of motion along the
curve.
Directional Derivatives in the Plane

If the curve is a straight line and t is the arc length parameter

along the line measured from P0 in the direction of a given unit
vector u, then df /dt is the rate of change of f with respect to
distance in its domain in the direction of u.

By varying u, we find the rates at which f changes with respect to

distance as we move through P0 in different directions.

We now define this idea more precisely.

Directional Derivatives in the Plane

Suppose that the function f (x, y ) is defined throughout a region R

in the xy -plane, that P0 (x0 , y0 ) is a point in R, and that
u = u1 i + u2 j is a unit vector.
Directional Derivatives in the Plane

Then the equations

x = x0 + su1 , y = y0 + su2

parametrize the line through P0 parallel to u.

If the parameter s measures arc length from P0 in the direction of

u, we find the rate of change of f at P0 in the direction of u by
calculating df /ds at P0 .
Directional Derivatives in the Plane

Definition (Directional Derivative)

The derivative of f at P0 (x0 , y0 ) in the direction of the unit
vector u = u1 i + u2 j is the number

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

Du f (x0 , y0 ) = lim ,
s→0 s
provided the limit exists.

The directional derivative defined above is also denoted by

 
df
.
ds u,P0
Directional Derivatives in the Plane

Note that the partial derivatives fx (x0 , y0 ) and fy (x0 , y0 ) are the
directional derivatives of f at P0 in the i and j directions.
Interpretation of the Directional Derivative

Geometric Interpretation:

The slope of curve C at P0 is the directional derivative Du f (x0 , y0 ).

Interpretation of the Directional Derivative

Physical Interpretation:

Suppose T = f (x, y ) is the temperature at each point (x, y ) over

a region in the plane. Then f (x0 , y0 ) is the temperature at the
point P0 (x0 , y0 ) and Du f (x0 , y0 ) is the instantaneous rate of
change of the temperature at P0 stepping off in the direction of u.
Calculation and Gradients

We now develop an efficient formula to calculate the directional

derivative for a differentiable function f . We begin with the line

x = x0 + su1 , y = y0 + su2 ,

through P0 (x0 , y0 ), parametrized with the arc length parameter s

increasing in the direction of the unit vector u = u1 i + u2 j .
Calculation and Gradients

Then by the Chain Rule we find

     
df ∂f dx ∂f dy
Du (x0 , y0 ) = = +
ds u,P0 ∂x P ds ∂y P ds
  0   0
∂f ∂f
= u1 + u2
∂x P0 ∂y P0
"    #
∂f ∂f
= i+ j · [u1 i + u2 j ] .
∂x P0 ∂y P0
Calculation and Gradients

Definition
The gradient vector (gradient) of f (x, y ) at a point P0 (x0 , y0 ) is
the vector
∂f ∂f
∇f = i+ j
∂x ∂y
obtained by evaluating the partial derivatives of f at P0 .

The notation ∇f is read ”grad f ” as well as ”gradient of f ” and

”del f ”. The symbol ∇ itself is read as ”del”.
Calculation and Gradients

Theorem
If f (x, y ) is differentiable in an open region containing P0 (x0 , y0 ),
then
Du (x0 , y0 ) = ∇f (x0 , y0 ) · u,
the dot product of the gradient ∇f at P0 and u.
Calculation and Gradients

Example
Find the derivative of f (x, y ) = xe y + cos(xy ) at the point (2, 0) in
the direction of v = 3i − 4j .
Calculation and Gradients

Evaluating the dot product in the formula

Du f = ∇f · u = |∇f ||u| cos θ = |∇f | cos θ,

where θ is the angle between the vectors u and ∇f , reveals the

following properties.
Calculation and Gradients

Properties of the Directional Derivative Du f = ∇f · u = |∇f | cos θ:

1 The function f increases most rapidly when cos θ = 1 or when

θ = 0 and u is the direction of ∇f . The derivative in this
direction is
Du f = |∇f | cos(0) = |∇f |.
2 Similarly, f decreases most rapidly in the direction of −∇f .
The derivative in this direction is Du f = |∇f | cos(π) = −|∇f |.
3 Any direction u orthogonal to the gradient ∇f 6= 0 is a
direction of zero change in f because θ then equals π/2 and

Du f = |∇f | cos(π/2) = |∇f | · 0 = 0.

Calculation and Gradients

Example
Find the direction in which f (x, y ) = (x 2 /2) + (y 2 /2)
(a) increases most rapidly at the point (1, 1).
(b) decreases most rapidly at (1, 1).
(c) What are the directions of zero change in f at (1, 1)?

https://www.geogebra.org/m/VKU7BrFK
Gradients and Tangents to Level Curves

If a differentiable function f (x, y ) has a constant value c along a

smooth curve r = g (t)i + h(t)j (making the curve a level curve of
f ), then f (g (t), h(t)) = c. Differentiating both sides of this
equation with respect to t leads to the equations
d d
f (g (t), h(t)) = (c)
dt dt
∂f dg ∂f dh
+ =0
∂x dt ∂y dt
   
∂f ∂f dg dh
i+ j · i + j = 0.
∂x ∂y dt dt

Which says that ∇f is normal to the tangent vector dr /dt, so it is

normal to the curve.
Gradients and Tangents to Level Curves

At every point (x0 , y0 ) in the domain of a differentiable function

f (x, y ), the gradient of f is normal to the level curve through
(x0 , y0 ).
Functions of Three Variables

For a differentiable function f (x, y , z) and a unit vector

u = u1 i + u2 j + u3 k in space, we have
∂f ∂f ∂f
∇f = i+ j+ k
∂x ∂y ∂z
and
∂f ∂f ∂f
Du f = ∇f · u = u1 + u2 + u3 .
∂x ∂y ∂z
Functions of Three Variables

The directional derivative can once again be written in the form

Du f = ∇f · u = |∇f ||u| cos θ = |∇f | cos θ,

so the properties listed earlier for functions of two variables extend

to three variables. At any given point, f increases most rapidly in
the direction of ∇f and decreases most rapidly in the direction of
−∇f . In any direction orthogonal to ∇f , the derivative is zero.
Functions of Three Variables

Example

(a) Find the derivative of f (x, y , z) = x 3 − xy 2 − z at P0 (1, 1, 0)

in the direction of v = 2i − 3j + 6k.
(b) In what directions does f change most rapidly at P0 , and
what are the rates of change in these directions?
Tangent Planes to Level Surfaces

If r = g (t)i + h(t)j + k(t)k is a smooth curve on the level surface

F (x, y , z) = c of a differentiable function F , then
F (g (t), h(t), k(t)) = c. Differentiating both sides of this equation
with respect to t leads to
d d
F (g (t), h(t), k(t)) = (c)
dt dt
∂F dg ∂F dh ∂F dk
+ + =0
∂x dt ∂y dt ∂z dt
   
∂F ∂F ∂F dg dh dk
i+ j+ k · i+ j+ k = 0.
∂x ∂y ∂z dt dt dt

At every point along the curve, ∇F is orthogonal to the curve’s

velocity vector.
Tangent Planes to Level Surfaces
Tangent Planes to Level Surfaces

Now let us restrict our attention to the curves that pass through
P0 . All the velocity vectors at P0 are orthogonal to ∇F at P0 , so
the curve’s tangent lines all lie in the plane through P0 normal to
∇F .

The tangent plane is thus given by

Fx (P0 )(x − x0 ) + Fy (P0 )(y − y0 ) + Fz (P0 )(z − z0 ) = 0 (1)

Tangent Planes to Level Surfaces

In the special case in which the equation of a surface S is of the

form z = f (x, y ) (that is, S is the graph of a function f of two
variables), we can rewrite the equation as

F (x, y , z) = f (x, y ) − z = 0

and regard S as a level surface (with c = 0) of F . Then

Fx (x0 , y0 , z0 ) = fx (x0 , y0 )
Fy (x0 , y0 , z0 ) = fy (x0 , y0 )
Fz (x0 , y0 , z0 ) = −1

And Equation (1) becomes the familiar equation of a tangent plane

at f (x0 , y0 ):

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

Tangent Planes to Level Surfaces

Example
Find the tangent plane of the surface

f (x, y , z) = x 2 + y 2 + z − 9 = 0

at the point P0 (1, 2, 4).