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Lesson 05 - Directional Derivatives

The document discusses directional derivatives and how to calculate the rate of change of a function in any direction. It defines partial derivatives, directional derivatives, and the gradient. Examples are provided to demonstrate calculating directional derivatives and using the gradient to find the maximum slope of a surface.

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rakibnabil800
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32 views12 pages

Lesson 05 - Directional Derivatives

The document discusses directional derivatives and how to calculate the rate of change of a function in any direction. It defines partial derivatives, directional derivatives, and the gradient. Examples are provided to demonstrate calculating directional derivatives and using the gradient to find the maximum slope of a surface.

Uploaded by

rakibnabil800
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Directional Derivatives

Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis


❑ Partial Derivatives
𝑓𝑥 (𝑥0 , 𝑦0 ): Instantaneous rate of change of 𝒇 𝒙, 𝒚 in the 𝒙-direction at (𝑥0 , 𝑦0 )
𝑓𝑦 (𝑥0 , 𝑦0 ): Instantaneous rate of change of 𝒇 𝒙, 𝒚 in the 𝒚-direction at (𝑥0 , 𝑦0 )

𝑓𝑥 (𝑥0 , 𝑦0 ): Gradient of the surface 𝒇 𝒙, 𝒚 in the 𝒙-direction at (𝑥0 , 𝑦0 ) along 𝐶1


𝑓𝑦 (𝑥0 , 𝑦0 ): Gradient of the surface 𝒇 𝒙, 𝒚 in the 𝒚-direction at (𝑥0 , 𝑦0 ) along 𝐶2

2 November 2021 Lesson 06: Directional Derivatives 1


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Directional Derivatives (𝐷𝒖 𝑓(𝑥0 , 𝑦0 ))
• Compute the rates of change of a function with respect to unit distance in any direction.

• 𝐷𝒖 𝑓(𝑥0 , 𝑦0 ) represents the slope of the surface 𝒛 = 𝒇(𝒙, 𝒚) in the direction of 𝒖 at the
point (𝑥0 , 𝑦0 , 𝑓(𝑥0 , 𝑦0 )).

2 November 2021 Lesson 06: Directional Derivatives 2


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Directional Derivatives (𝐷𝒖 𝑓(𝑥0 , 𝑦0 ))
Definition. If 𝑓(𝑥, 𝑦) is differentiable at (𝑥0 , 𝑦0 ), and if 𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋 is a unit
vector, then the directional derivative 𝐷𝒖 𝑓(𝑥0 , 𝑦0 ) exists and is given by
𝐷𝒖 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2
3 1
Example. For 𝑓 𝑥, 𝑦 = 𝑥𝑦, find and interpret 𝐷𝒖 𝑓(1,2) for the unit vector 𝒖 = 2
𝒊 + 2 𝒋.

Solution. Here, 𝑓𝑥 𝑥, 𝑦 = 𝑦, and 𝑓𝑦 𝑥, 𝑦 = 𝑥. Therefore,


3 1 3 1
𝐷𝑢 𝑓 𝑥, 𝑦 = 𝑓 𝑥, 𝑦 + 𝑓𝑦 𝑥, 𝑦 = 𝑦+ 𝑥
2 𝑥 2 2 2
3 1 1
∴ 𝐷𝑢 𝑓 1, 2 = ⋅ 2 + ⋅ 1 = + 3 ≈ 2.23
2 2 2
Thus, 𝑓(𝑥, 𝑦) will increase by about 2.23 times if one moves per unit distance
along the direction of 𝒖.

2 November 2021 Lesson 06: Directional Derivatives 3


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Directional Derivatives (𝐷𝒖 𝑓(𝑥0 , 𝑦0 ))

Example. Find the directional derivative of 𝑓(𝑥, 𝑦) = 𝑒 𝑥𝑦 at (−2, 0) in the


𝜋
direction of the unit vector that makes an angle of with the positive 𝑥-axis.
3

Solution. Here, 𝑓 𝑥, 𝑦 = 𝑦𝑒 𝑥𝑦 , 𝑓 𝑥, 𝑦 = 𝑥𝑒 𝑥𝑦
𝑥 𝑦

𝜋 𝜋 1 3
and 𝒖 = cos 𝒊 + sin 𝒋 ⇒ 𝒖 = 2𝒊 + 𝒋
3 3 2

1 3 1 3 𝑥𝑦
𝐷𝒖 𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦 + 𝑓𝑦 𝑥, 𝑦 = 𝑦𝑒 𝑥𝑦 + 𝑥𝑒
2 2 2 2

3
∴ 𝐷𝒖 𝑓 −2, 0 = 0 + ⋅ −2 𝑒 0 = − 3
2

2 November 2021 Lesson 06: Directional Derivatives 4


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Directional Derivatives (𝐷𝒖 𝑓(𝑥0 , 𝑦0 , 𝑧0 ))
Definition. If 𝑓(𝑥, 𝑦, 𝑧) is differentiable at (𝑥0 , 𝑦0 , 𝑧0 ), and if 𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋 + 𝑢3 𝒌 is
a unit vector, then the directional derivative 𝐷𝑢 𝑓(𝑥0 , 𝑦0 , 𝑧0 ) exists and is given by
𝐷𝒖 𝑓 𝑥0 , 𝑦0 , 𝑧0 = 𝑓𝑥 𝑥0 , 𝑦0 , 𝑧0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 , 𝑧0 𝑢2 + 𝑓𝑧 𝑥0 , 𝑦0 , 𝑧0 𝑢3

Example. Find the directional derivative of 𝑓 𝑥, 𝑦, 𝑧 = 𝑥 2 𝑦 − 𝑦𝑧 3 + 𝑧 at (1, −2, 0) in the


direction of the vector 𝒂 = 2𝒊 + 𝒋 − 2𝒌.

Therefore, the directional derivative yields,

2 November 2021 Lesson 06: Directional Derivatives 5


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Gradient of 𝒇(𝒙, 𝒚), 𝛁𝒇 𝒙, 𝒚
Definition. If 𝑓(𝑥, 𝑦) is differentiable at (𝑥0 , 𝑦0 ), and if 𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋 is a unit vector,
then the directional derivative 𝐷𝑢 𝑓(𝑥0 , 𝑦0 ) exists and is given by
𝐷𝒖 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2 = 𝑓𝑥 𝒊 + 𝑓𝑦 𝒋 ⋅ (𝑢1 𝒊 + 𝑢2 𝒋)

𝛁𝒇 𝒙𝟎 , 𝒚𝟎

Definition. If 𝑓 is a function of 𝑥 and 𝑦, then the gradient of 𝒇(𝒙, 𝒚) is defined by


𝛁𝑓 𝑥, 𝑦 = 𝑓𝑥 𝑥, 𝑦 𝒊 + 𝑓𝑦 𝑥, 𝑦 𝒋
Definition. If 𝑓 is a function of 𝑥, 𝑦 and 𝑧, then the gradient of 𝒇(𝒙, 𝒚, 𝒛) is defined by
𝛁𝑓 𝑥, 𝑦, 𝑧 = 𝑓𝑥 𝑥, 𝑦, 𝑧 𝒊 + 𝑓𝑦 𝑥, 𝑦, 𝑧 𝒋 + 𝑓𝑧 𝑥, 𝑦, 𝑧 𝒌

2 November 2021 Lesson 06: Directional Derivatives 6


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Properties of 𝛁𝒇 𝒙, 𝒚
Definition. If 𝑓(𝑥, 𝑦) is differentiable at (𝑥0 , 𝑦0 ), and if 𝒖 = 𝑢1 𝒊 + 𝑢2 𝒋 is a unit vector,
then the directional derivative 𝐷𝑢 𝑓(𝑥0 , 𝑦0 ) exists and is given by
𝐷𝒖 𝑓 𝑥0 , 𝑦0 = 𝑓𝑥 𝑥0 , 𝑦0 𝑢1 + 𝑓𝑦 𝑥0 , 𝑦0 𝑢2 = 𝑓𝑥 𝒊 + 𝑓𝑦 𝒋 ⋅ 𝑢1 𝒊 + 𝑢2 𝒋
⇒ 𝐷𝒖 𝑓 𝑥0 , 𝑦0 = 𝛁𝑓 𝑥0 , 𝑦0 ⋅ 𝒖 = 𝛁𝑓 𝑥0 , 𝑦0 𝒖 cos 𝜃 = 𝛁𝑓 𝑥0 , 𝑦0 cos 𝜃
where 𝜃 is the angle between 𝛁𝑓 𝑥0 , 𝑦0 and 𝒖. Here,
i. the value of 𝐷𝒖 𝑓 at the point 𝑥0 , 𝑦0 gets maximum when 𝜃 = 0,
i.e., when 𝛁𝑓(𝑥0 , 𝑦0 ) and 𝒖 align in the same direction. The
maximum value of 𝐷𝒖 𝑓 at 𝑥0 , 𝑦0 becomes ∥ 𝛁𝑓(𝑥0 , 𝑦0 ) ∥.
ii. at (𝑥, 𝑦), the surface 𝑧 = 𝑓(𝑥, 𝑦) has its maximum slope in the
direction of the gradient, and the maximum slope is ∥ 𝛁𝑓(𝑥, 𝑦) ∥.
iii. at (𝑥, 𝑦), the surface 𝑧 = 𝑓(𝑥, 𝑦) has its minimum slope in the
direction of the gradient, and the minimum slope is −∥ 𝛁𝑓(𝑥, 𝑦) ∥.
2 November 2021 Lesson 06: Directional Derivatives 7
Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Gradient of 𝒇(𝒙, 𝒚), 𝛁𝒇 𝒙, 𝒚
Example. Let 𝑓 𝑥, 𝑦 = 𝑥 2 𝑒 𝑦 . Find the maximum value of a directional derivative at (−2, 0),
and find the unit vector in the direction in which the maximum value occurs.

Therefore,

2 November 2021 Lesson 06: Directional Derivatives 8


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Exercise Set 13.6
Find 𝐷𝒖 𝑓(𝑥, 𝑦) at 𝑃.

2 November 2021 Lesson 06: Directional Derivatives 9


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Exercise Set 13.6
Find the directional derivative of 𝑓(𝑥, 𝑦) at 𝑃 in the direction of 𝒂.

More Problems:
19, 21, 23, 25,26,

2 November 2021 Lesson 06: Directional Derivatives 10


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Exercise Set 13.6

2 November 2021 Lesson 06: Directional Derivatives 11


Directional Derivatives
Ref. Textbook: Calculus (10th ed.) by Anton, Bivens and Davis
❑ Exercise Set 13.6

2 November 2021 Lesson 06: Directional Derivatives 12

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