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Differential Calculus II

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Differential Calculus II

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Mauridi Kaminyu
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5 Differential Calculus of Functions of Several Variables 5.1 Limits and Continuity 5.1.1 Limits Let f be a function of two variables whose domain D includes points arbitrarily close to (a,b). Then we say that the limit of f(x,y) as (zc, y) approaches (a,b) is L and we write lim f(a,y) =L. (ew) (08) If for every number ¢ > 0 there is a corresponding number 6 > 0 such that if (x,y) € D and 0< V@—aP+(y— bP <6 then |f(c,y) — Ll (a,5) along a path C, where C; # Cp, then “ Jira » f(x,y) does not exist ny) Ha 2 Example 1 Show that lim 54 does not exist (e9)900) Pw Solution ‘Along the e~axis, (y=0) W 240. = f(x,y) + 1 as (x,y) > (0,0) along the x — axis Along the y-axis, (c=0) ¥ y #0. 2 -y £(0,9) = ?o -1 = (0,y) + —1 48 (x,y) + (0,0) along the y ~ axis .The limit does not exist since the limits are different from different paths. 88 Example 2 show that lim 2*¥ (ev). cy +1 does not exist. Solution Along 2 = 1, ot+y few = Faq fay) = her z+y Since the two limits are different then lim does not exist. , oe ycyt1 Example 3. If f(2,y) = f(x,y) exist? Solution Ity= Othe fo.0)= 55 =0 Vv r#0. zy aya does BaP Oo oat (0,0) Ifz=0, then f(0,y) =a00 vVyA 0 f(a,y) 4 0 as (x,y) > (0,0) along the s—axis and f(x,y) + 0 as (x,y) > (0,0) along the y-axis Although we obtained identical limits along the axes, that does not show that the given limit is 0. Along another line say y = F(w,2) = of (asy) > § as (2,4) > (0,0) along y ©. The limit does not exist. Example 4 If f(x,y) Solution Along the 2—axis (y = 0) does 2, y) exist? oes fi fe) f(z.) =z=0 V 240. Along the y~axis (y = 0). F(0,4) =0 Vy #0. 89 Along the line y = 2. a fe) = ae =. “14a? of (a2) 40 ‘Along any non-vertical line through the origin, y = ma, where m is the gradient. So f(x,y) + 0 as (x,y) + (0,0) along y = ma. Along the parabola x = y?, 2 2 f(a) =F (09) -wrr 80 f(e,y) + 5 as (2,4) — (0,0) along 2 = y?. Example 5 Find if it exists. lim (wu)-+(0,0) 2? + y? Solution ‘The limit along any line through the origin is zero and the limits along the parabolas y 2 = y? also turnout to be zeros. So one may begin to suspect that the limit exists. and Let ¢ > 0, we need to find 6 > 0 such that if 0 < /x? +9? < 4 then is if <, that 2 0< fF FR <5 then SZ Bry 0 so Let § = § and let 0 < Va? +9? <6, then 30% a) 2? + y? a ce tim SEU (29)-9(00) 2? + y? ayat ry < 36 =3(5) € 0. 5.1.2 Continuity A function of two variables is called continuous at (a, b) if Jim, 4) feu) = F(a, (ea)(a8) We say that f is continuous on the domain D if f is continuous at every point (a,8) in D. Example 1 Evaluate | lim, |. (a%y? — ay? +32 +2y) (en) 0 Solution Our f is a polynomial, so it continuous everywhere. (2°y — ay? +80 + 2y) = 172% — 192? + (1) + 2(2) = 1 we din v2) Example 2 Where is the function f(xy) continuous? Pre Solution ‘The function f is discontinuous at (0,0) because it is undefined there. Since f is a rational function, it is continuous on its domain, which is the set D = {(z,u)|(z,4) # (0,0)} Example 3 ? Let g(z,y) = 4 eye EY) # (0,0) 0 if(x,y) = (0,0). Here g is defined at (0,0) but gis still discontinuous there because | lim, | g(sr,y) does not exist. (2.y) 210, Example 4 Let ; eae {arg 0 #00) 0 if(z,y) = (0,0) f continuous for («,y) #0 and 30" +¥ lim fr,y= lim ead oa? a) 00 «'. f is continuous at (0,0) and so it is continuous on R’. 91 5.2 Partial Derivatives If f is a function of two variables, its partial derivatives are the functions f, and f, defined by: f(e+hyy) = flay) Sel) = Jim, r flow) = fin HEU) f(y) Notations for Partial Derivatives If z= f(z,y), we write: Of _ o ai pe a = 5, f Do Gp ha Ps few) = y= Fe = Fite) = Fe fe Dif Se(t,y) = fe Rule for Finding Partial Derivatives of z= f(z,y) 1. To find f, regard y as a constant and differentiate f(x,y) with respect to 2. 2. To find f, regard « as a constant and differentiate f(x,y) with respect to y. Example 1 If f(x,y) =2° +2°y* — 2y°, find f.(2,1) and fy(2, 1). Solution P(eyy) = 28 + 074° — 24° fe = 32? + 2ay? fe(2,1) = 3(2)? + 2(2)(1)° =3(4) +4 124+4 w fa(2,1) = 16 fy = 32%y? — 6y? Fy(2,1) = 3(2)°(1)? - 6)? 3(4)(1) ~ 6(1) 12-6 2 fy(2.1) = 6 Example 2 If f(x,y) =sin ( 1 =), calculate a and a Solution of oe of Example 3 Find & and = for z defined implicitly as a function of x and y, Ie a +y4+2+bxyz 1 Solution le Finding [= az oz 24 3,202 bz 3a? + 8272 + Gye + Gays oz oe 2 (32? + 62y) = -3 (2? + 2yz) de _ -3(07-+ 22) On 3 (2? + 2ny) Oza 2ye “On A+ Oey 0 ane +6ry 32? — 6yz az 2+ tay dz Similarly: = = Y: By Functions of More Than Two Variables Partial derivatives can also be defined for functions of three or more variables. For example, if f is a function of three variables x,y and z then its partial derivative with respect to is defined as Sle hyy 2) ~ f(@,y, 2) Felt y2) = fi and it is found by regarding y and z as constants and differentiating f(x,y, z)with respect to x. In general, if u is a function of n variables, u = f(x1,22,-++ , Za) its partial derivative with respect to the i” variable x; is BU jig a+ hy tian flay, i h Example Find fz, fy and f, if f(0,y,2) = en. Solution 93 Higher Derivatives If f is @ function of two variables, then its partial derivativesf, and f, are also functions of two variables, so we can consider their partial derivatives (f2)=, (fe)y» (fy) and (fy)y which are called the second partial derivatives of f. If z = f(x,y) then we use the following notations: ~~ 2 (af) _ Pf _ Pz Une fa & (3) = FE a (af ef Fz (on™ ta By (Be) yds = Of\ _ PF _ Wz (fue weg (4)-5-= a (a. Pf AF Gio= fu = 2 (2) = Example Find the second order partial derivatives of f(x,y) = 2° + 2?y? — 2y?. Solution fe = 30 + 2ay* fer = 60+ 2y° fy = 3a7y? — dy Say = Oxy — 4 fay = Gay’ Soe = Gay? Clairaut’s Theorem Suppose a function f is defined on a disk D that contains a point (a,b). If fzy and fye are both defined then fry(a,b) = fux(a, 6). Partial derivatives of order 3 or higher can also be defined. For instance, = _ OF Pf fom = Unb = 5 (poe) Bas and using Clairaut’s Theorem it can be shown that fayy = fysy continuous. Juve if these functions are 5.2.1 Tangent Planes and Linear Approximations 5.2.2 The Chain Rule 5.2.2.1 The Chain Rule (Case 1) Suppose z = f(z,y) is a differentiable function of x and y, where © = g(t) and y = A(t) are both differentiable functions of t. Then 2 is a differentiable function of t and de _ Ofda | Of dy dt Ox dt” dydt 94 d: = can be interpreted as the rate of change of z with respect to t. dt 2 a - de _ Example If z= sy -+ 3zy! where = sin 2¢ and y= cost, Find & when t= Solution z=aty + 3cyt z=sin2t y=cott dz dt Ox dt = (2ay + 3y*) (2cos 2t) + (2? + 122y*) (sin?) when t= 0 x= sin0,y =cos0=1 “ eo = (0 + 3)(2cos0) + (0+ 0)(—sin0) =6 dz FI _,=8 5.2.2.2. The Chain Rule(Case 2) Suppose z = f(z,y) is a differentiable function of x and y where x = g(s,t) and y = A(s,¢) are differentiable functions of s and t. Then: Oz _ dz de ds” Ox ds Oz _ dzde Gt Ox OF a2 by By ds Example If z= e*siny, where = st?and y = s*, find & and & Is Solution 2 = (€ siny) (#2) + (€* cosy) (2st) =e? siny + 2e*st cosy = ef sin (54) + 2e st cos (st) Likewise: & 2ste™ sin (s*t) + se cos (st) 95 5.3. Directional Derivatives and the Gradient 5.3.1 The gradient of a function a When a vector differential operator V i + ka is applied to to a differentiable function z = f(x,y) or w = f(z,y,z) we say that the vectors of. , of, Fey) = Lig af, , af, Vilem2)= Fit 5, j+ he are the gradients of the respective functions. The symbol V, an inverted capital Greek delta, is called “del” or “nabla”. The vector V/f is usually read as “grad f” Example 1 Compute Vf(x.y) for f(x,y) = 5y — 2% Solution ve(e.u) = 2 (5y—a'y)i+ 2 (oy — 2); ’ ox oy = (—327y?) i+ (5 - 20%y) j 3x°y7i + (5 — 2n%y) j Example 2 If f(z,y.z) = xy? + 32? — 2, find Vf(z,y, 2) at (2,—1,4). Solution F(x,y.2) = zy? + 3a? - 23 Vi (x.y 2) = (y? +62) i+ 22yj — 327 Vi (2,-1,4) = 131 — 4) — 48k 5.3.2 Directional Derivatives ‘The directional derivative of z= f(,y) in the direction of a unit vector u = cos6i + sin6j is S(e+heos6,y + hsind) — f(2,y) Dafa.) = lim F provided the limit exists. If @ = 0 implies f jm Let hoy) = Fey) _ oz DPif(@.y) = fim h Ox and fey th) — fey) _ dz 16 = 5 > Dif(ay) = 7 96 ‘Theorem if z = f(z,y) is a function of x and y and u = cos@i + sin 6j, then Dufay) = VE(e.y) oa This expresses the directional derivative in the direction of a unit vector u as the scalar [projection of the gradient vector onto u. Example 1 Find the directional derivative of f(x,y) = 2x?y’ + 6zy at (1,1) in the direction of a unit vector whose angle with the positive 2—axis is 7 Solution of = doy’ + by 3 = 60?y? + 6x “VF (x,y) = (4ey? + 6y) i+ (627y? + 6x) 5 Vs (1,1) = 105 + 13) Now at 9 = pe = cos i + sin 6 becomes u= 4 + uf (1,1) = VF(L, 1) w= (104 + 12j) - ea + 7 ) Example 2 Find the directional derivative of the function f(x,y) = 2%y* — 4y at the point (2,1) in the direo- tion of the vector v = i+ 5j. Solution J (a,y) = 27y? — dy Vs (x,y) = 2ey'i + (827y? — 4) 5 Vi (2,-1) = —4i + 8] But v = 2i + 5j is not a unit vector, but since |v| = 29, then the unit vector in the direction of v 97 isu Functions of Three Variables For functions of three variables we can define directional derivatives in a similar manner. Again Du f(x,y, 2) can be interpreted as the rate of change of the function in the direction of a unit vector a. Just as with functions of two variables, the directional derivative can be rewritten as Duf (Gy, 2) = VF(asy2) a Example Find the directional derivative of f(x,y,z) = zy? — 4x°y + z at (1,-1,2) in the direction of v= 6i+2)+3k. Solution L(tiy.2) = ty? — 40?y + 2? Vi (z,y, 2) = (y? — Say) i+ (2ey — 42”) j+ 22k VF(1,-1,2) = 91 ~ 6) + 4k Vv = 6i +2) +3k and is not a.a unit vector. A unit vector u in the direction of v is u= iW = M = VO4+P +R = V86F449=7 1 6,2. (61+ 25+ 9k) = 7+ Zi Daf(aiy.2) = Vi (ay.2) 0 2 Duf(ly-12) = (G1~ 65444) - ($54 254 $k) -2() e068) ~@) 98 us 3 sus +5k 5.3.2.1 Maximizing the Directional Derivative Suppose we have a function f of two or three variables and we consider all possible directional derivatives at a given point. We ask, in which of these directions is the rate of change fastest and what is the maximum rate of change? Theorem Suppose f is a differentiable function of two or three variables. The maximum value of the directional derivative Dyf is [VJ| and it occurs when u has the same direction as the gradient vector Vf and the minimum value of the directional derivative is -|Vf| and it occurs when u and Vf have opposite directions. Proof From the definition of a dot product i.e, a-b = |al|b|cos0, where @ is the angle between a and b. (where @ is the angle between Vf and u) The maximum of Dyf is |V/| and it occurs when 9 = 0, that is when u has the same direction as Vf and the minimum is —|V/| and it occurs when @ = 7, that is when u is in the opposite direction with Vf. Example 1 (a. If f(x,y) = 2e¥, find the rate of change of f at the point P(2,0) in the direction from P to 1 o(5.2) (b.) In what direction does f have the maximum rate of change? What is the maximum rate of change? Solution (a) 99 So the rate of change of f in the direction P to Q is Duf(2,0) = VF(2,0) a (b.) f increases fastest in the direction of the gradient vector Vf (2,0) = i +2). The maximum rate of change is |VF(2,0)| = i+ 2j| = VP +2 = V5 Example 2 Suppose that the temperature at a point (2, y, z) is space is given by r=—_?_ Ta? + 2y? +32 where T is measured in degrees Celsius and x,y, z in meters. In which direction does the tempera- ture increase fastest at the point (1,1,—2)? What is the maximum rate of increase? Solution 7 320y . 480 160 ‘At the point (1,1,—2) the gradient vector is 2yj — 32k) 160 VI(1,1,-2) = is ( ar 3 = 5 (1-25 + 6k) i — 2} + 6k) 5 The temperature increases fastest in the direction of the gradient vector VT(1, 1, —2) = 8 (+i - 2j + 6k) 1 or in the direction of ~i — 2) + 6k or in the direction of the unit vector == (—i — 2) + 6k). The maximum rate of increase is the length of of the gradient vector IVT(1,1,-2)| = 3-4 25+6K| =ival . The maximum rate of increase of temperature is pai = 4,001952648 = 4°C/m. 100 5.4 Critical Points and Extrema Definition 1 A function f(2,y) has a local maximum at (a,) if f(2,y) < f(a,b) when is near (a,b). This means that f(z,y) < f(a,6) for all points in some disk with centre (a,b). The number f(a, 8) is called a local maximum value. If f(x,y) > f(a,d) when (c,y) is near (a,b), then f a local minimum at (a,5) and f(a,6) is a local minimum value. If the inequalities in Definition 1 hold for all points («,y) in the domain of f, then f has an absolute maximum(or absolute minimum) at (a, ). Theorem ‘If f has a local maximum or minimum at (a,b) and the first order partial derivatives of f exist there, then: fe(a,b)=0 and f,(a,b)=0 A point (a,b) is called a critical point (or stationary point) of f if fe(a,b) = 0 and fy(a,6) = 0, ot if one of these partial derivatives does not exist. Note: As in Single Variable Calculus, not all critical points give rise to maxima or minima. At a critical point, a function could have a local maximum or local minimum or neither. Example 1 Find the extreme values of f(x,y) = 2? + y? — 2x — 6y + 14 Solution f(x,y) = 20-2 fy(a,y) = 2y -6 fe(wyy) = 0 => 2x -2=0 p= Silty) =0 > 29-6 =0 y=3 ‘These partial derivatives are equal to 0 when « = 1 and y = 3, so the critical point is (1,3) By completing the square: f(a,y) =27 + y? — 22 — by + 14 =(@-1P-1?+(y-37 -9 +14 =(2-1)?+(y-3)?+14-9-1 =(r-1)?+(y—3)? +4 since (x — 1)? > 0 and (y—3)? > 0 f(1,3) = 1? + 3? — 2(1) — 6(3) +14 *. f(1,8) is an absolute minimum of f. f(x,y) 24 V(e,y). 101 Example 2 Find the extreme values of f(x,y) = y? — 2? Solution =-w#=0>2r=0 > Wy=05y ©. (0,0) is the only critical point. Notice that for points on the z-axis we have y = 0, so f(x,y) = —a? < O(if x # 0). However, for points on the y—axis we have « = 0, so f(x,y) =y?>0 (y #0). Thus every disk with centre (0,0) contains points where f takes positive values as well as negative values. Therefore F(0,0) = 0 cannot be an extreme value of f, so f has no extreme value. Example 2 illustrates the fact that a function need not to have an extreme value to have a maximum or minimum value at a critical point. 5.4.1 Second Derivative Test Suppose the second partial derivatives of f are continuous on a disk with centre (a, 6), and suppose that f.(a,8) = 0 and f,(a, 6) = 0. Thus (a,6) is a critical point of f. Let. D = D(a,d) = fes(0,) fyy(a,) — [fen(a,0))” (a) If D> 0 and fee(a,6) > 0, then f(a,6) is a local minimum. (b) If D> Oand fee <0, then f(a,6) is a local maximum. (c) If D <0, then f(a,}) is a saddle point. (@) If D = 0, then f(a,8) may be a local minimum, local maximum or a saddle point. Other techniques would be needed to classify the critical point. Note to remember the formula for D, it’s helpful to write the determinant: pai ta . es f= font Ue 102 Example 1 Find and classify the critical points of f(e,y) = 2? + y? — 2 ~ 6y + 14, Solution First, we locate the critical points: S(t,y) = 2? + y? — 2x — by +14 fe=2-2 Sex = 2 fy=2%y-6 fw =2 fry =0 Critical point(s) felt,y) =0- 20-2=052=1 fyla.y) =0 = y¥—-6=0y=3 <. The only critical point is (1,8). D= feshy ~ (feu) D(1,8) = (2)(2)-0? =4>0 fes(1,3) =2>0 ©.(2,8) is a local minimum Example 2 Find and classify the critical points of f(x,y) = 24 + y4 — dry +1. Solution First , we need to locate the critical points: fe = 40° ~ dy fy = 4y° - 40 Setting the partial derivatives to zero, yields: 42° — dy =0>25-y and 4y° — 4a = 0 > y 103 yoo? cay r= (2°)? wae a-29=0 a(i-2*)=0 2(1-(e)”) =0 a(1—2*) (i+2‘) =0 x(i—2%) (1+2%) (+24) =0 z(1+2)(1-2)+(L+2%) (1+) =0 o20cele= sine y=a° when 2=0-y z=l>y= e=-lsy=-1 Calculating the partial derivatives and D(z, y). 122? D = Sesbw — (fos) = (128?) (1242) — (-4)? oD = 144274? — 16 At the point (0,0), D=-16<0. ©. (0,0) is a saddle point. At the point (1,1), D = 144(1)?(1)? — 16 = 128 > 0 fee = 12(1)? = 12>0 (1,1) is a local minimum At the point (-1,-1), D = 144(-1)?(—1)? — 16 = 128 > 0 far = 12(-1)? = 12>0 ¢.(-1,-1) is another local minimum 104 Example 3 Identify and determine the nature of critical points of the function f(z,y) = (+ ay)(@+y)- Solution f(y) =(+ay(e+y)=aty tary + ny? fo(t,y) = 1+ 2ry ty? fy= lta? +22y fer = 2y Soy x + Qy yy = 20 Then f, = 0 implies 1+ 2ry + y? =0 and f, = 0 implies 1+ 2? + 2zy = 0, subtracting the second equation from the first gives y?—2? = 0 => y = +, but ify =z then 142ay+y? = 0 => 14327 =0 which has no real solution. If y= —2 then 1+ 22y+y? =0 = 1-2? =0 => @ = £1, 80 critical points are (1,-1) and (-1,1). D(1,-1) = (-2)(2) - 0 = -4 < 0 and D(-1,1) = (2)(-2)-0 saddle points. =4 <0, 80 (-1,1) and (1,-1) are 5.4.2 Lagrange Multipliers To find the maximum and minimum values of f(x,y) subject to the constraint g(x,y) = k (assuming that these extreme functions exist and Vg(x,y) # 0 on the surface g(x,y) = k), the Lagrange multipliers method is outlined as follows: (a) Find all values «,y and \ such that Vf(z,y) = AVg(x,4) and g(2,y) = h- (b) Evaluate f at all the points (2,y) that the result from step (a) above. The largest of these values is the maximum value and the smallest of these is the minimum value of f. Note: (i) Vf(z,y) = AVo(e,y) means fz = gz. fy = Agu 9(t,¥) = (ii) \ is called the Lagrange multiplier 105

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