CALCULUS 2

3. Partial Derivatives
(Chapter 14)

Nguyễn Anh Tú
[email protected]

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 Contents

1 Functions of Two Variables

2 Limits and Continuity

3 Partial Derivatives

4 Chain Rule

5 Directional Derivatives - Gradient Vector

6 Maximum and Minimum

7 Lagrange Multipliers

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Introduction

• Many functions appearing in applications depend on more than

one parameter (variable). E.g.,
• The temperature T at a point on the surface of the earth
depends on the longitude x and latitude y of the point and the
time t. Thus, T is a function of the three variables x, y and t.
We indicate this dependence by writing T = f (x, y , t).
• The volume V of a right circular cylinder depends on its radius
r and its height h, V = πr 2 h. We say that V is a function of r
and h.
• We will study functions of several variables and extend the basic
ideas of differential calculus to such functions.

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 Section 1

Functions of Two Variables

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Functions of Two Variables

• A function f of two variables is a rule that assigns to each

point (x, y ) in a set D a unique real number denoted by f (x, y ).
• The set D is the domain of f . The range of f is the set of all
values that f takes, i.e. the set {f (x, y ) | (x, y ) ∈ D}.
• If a function f is given by a formula and no domain is specified,
the domain of f is understood to be the set of all (x, y ) for
which the formula is defined.

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Examples
p
• Find the domain and range of g (x, y ) = 9 − x 2 − y 2.
Solution: The domain of g is

D = {(x, y )| 9 − x 2 − y 2 ≥ 0} = {(x, y )| x 2 + y 2 ≤ 9}

which is the disk with center (0, 0) and radius 3. The range of g
is p
{z| z = 9 − x 2 − y 2 , (x, y ) ∈ D} = [0, 3].
• Find the domain of f (x, y , z) = ln(z − y ) + xy sin z.
Solution: The expression for f (x, y , z) is defined as long as
z − y > 0, so the domain of f is

D = {(x, y , z)|z > y }

This is a half-space consisting of all points that lie above the
plane z = y .
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Graphs
If f is a function of two variables with domain D, then the graph of
f is the set
{(x, y , f (x, y )) | (x, y ) ∈ D}.

Examples: Sketch
p the graphs of f (x, y ) = 2 − x + 2y and
g (x, y ) = − 4 − x 2 − y 2 .

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Functions of Two Variables

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Level Curves

Let k belong to the range of f . The level curve of f (x, y ) at level k

is the set of points satisfying the equation f (x, y ) = k. .

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Level Curves

World mean sea-level temperatures in degrees Celsius

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Example
Sketch some level curves of the function h(x, y ) = 4x 2 + y 2 .
Solution: The level curves are
x2 y2
4x 2 + y 2 = k or + = 1, k > 0,
k/4 k
√ √
which describes a family of ellipses with semiaxes k/2 and k.

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Functions of Two Variables

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Functions of Three or More Variables

• A function of three variables f is a rule that assigns to each

ordered triple (x, y , z) in a domain D ⊂ R3 a unique real
number denoted by f (x, y , z).
• The set of points (x, y , z) in space where a function of three
independent variables has a constant value f (x, y , z) = k is
called a level surface of f .

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Example
p
• If f (x, y , z) = x 2 + y 2 + z 2 , then for k > 0, the level surface
of f is a sphere of radius kcentered at the origin.
p
• The level surface x 2 + y 2 + z 2 = 0 consists of the origin alone.

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Functions of Three or More Variables

• A function f of n variables is a rule that assigns to each point

(x1 , x2 , ..., xn ) in a domain D ⊂ Rn a unique real number
denoted by f (x1 , x2 , ..., xn ).
• For example, if a company uses n different ingredients in making
a food product, ci is the cost per unit of the ith ingredient, and
xi units of the ith ingredient are used, then the total cost of the
ingredients is a function of n the variables x1 , x2 , ..., xn :

f (x1 , x2 , ..., xn ) = c1 x1 + c2 x2 + · · · + cn xn .

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 Section 2

Limits and Continuity

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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 (x, y ) approaches (a, b) is L and we write
lim f (x, y ) = L
(x,y )→(a,b)

if for every number ϵ > 0 there ispa corresponding number δ > 0

such that if (x, y ) ∈ D and 0 < (x − a)2 + (y − b)2 < δ then
|f (x, y ) − L| < ϵ.
• Other notations for the limit are
lim f (x, y ) = L
x→a
y →b

and
f (x, y ) → L as (x, y ) → (a, b).
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Limits
• If the limit exists, then f (x, y ) must approach L no matter how
(x, y ) approaches (a, b)
• For functions of a single variable, when we let x approach a,
there are only two possible directions of approach, from the left
or from the right.
• For functions of two variables the situation is not as simple
because we can let (x, y ) approach (a, b) from an infinite
number of directions.

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Two-Path Test for Discontinuity
If f (x, y ) → L1 as (x, y ) → (a, b) along a path C1 and f (x, y ) → L2
as (x, y ) → (a, b) along a path C2 , where L1 ̸= L2 , then
lim f (x, y ) does not exist.
(x,y )→(a,b)

xy
Example: If f (x, y ) = x 2 +y 2
, does lim(x,y )→(0,0) f (x, y ) exist?
Solution: If y = 0, then f (x, 0) = 0/x 2 = 0. Therefore,

f (x, y ) → 0 as (x, y ) → (0, 0) along the x-axis.

x2
But for x ̸= 0 and y = x, f (x, x) = (1+1)x 2
= 21 . Therefore,

1
f (x, y ) → as (x, y ) → (0, 0) along y = x.
2
Thus, lim(x,y )→(0,0) f (x, y ) doesn’t exist.
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Example
xy 2
If f (x, y ) = x 2 +y 4
, does lim(x,y )→(0,0) f (x, y ) exist?
Solution: For x = 0 and y ̸= 0,
0
f (x, y ) = f (0, y ) = =0
y4

so f (x, y ) → 0 as (x, y ) → (0, 0) along the y -axis.

If we now let (x, y ) → (0, 0) along the parabola x = y 2 , we have

y4 1
f (x, y ) = f (y 2 , y ) = =
2y 4 2

so f (x, y ) → 12 as (x, y ) → (0, 0) along x = y 2 . Thus the given limit

does not exist.

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Properties of Limits
Important properties of limit of functions of one variable carry over to
functions of two or more variables:
• The limit of a sum is the sum of the limits
• The limit of a product is the product of the limits, etc.
• The Squeeze Theorem also holds.
2
Example: Find lim(x,y )→(0,0) x 2x+yy 2 if it exists.
Solution: We have x 2 ≤ x 2 + y 2 , so x 2 /(x 2 + y 2 ) ≤ 1 and therefore,

x 2y x2
0≤ = |y | ≤ |y | → 0 as (x, y ) → (0, 0).
x2 + y2 x2 + y2
By the Squeeze Theorem,
x 2y
lim = 0.
(x,y )→(0,0) x 2 + y 2

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Continuity
• A function f of two variables is called continuous at (a, b) if

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

(x,y )→(a,b)

We say f is continuous on D if f is continuous at every point

in D.
• Thus the graph of a continuous function has no hole or tear.
• Using the properties of limits, we can see that the sum,
difference, product, and quotient of continuous functions are
continuous on their domains.
• In particular, polynomials (e.g. x 2 y 3 − 3xy + y − 4) of two
variables is continuous everywhere. And a rational function
P(x,y )
Q(x,y )
, where P, are polynomials, is continuous where Q ̸= 0.

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Examples
1 Let (
xy
x 2 +y 2
if (x, y ) ̸= (0, 0)
g (x, y ) =
0 if (x, y ) = (0, 0).
xy
Then g is discontinuous at (0, 0) because lim 2 2 does
(x,y )→(0,0) x +y
not exist.
Since g is a rational function, it is continuous on its domain,
which is the set D = {(x, y )| (x, y ) ̸= (0, 0)}.
2 Let ( 2
x y
x 2 +y 2
if (x, y ) ̸= (0, 0)
h(x, y ) =
0 if (x, y ) = (0, 0).
We have seen that
x 2y
lim h(x, y ) = lim = 0.
(x,y )→(0,0) (x,y )→(0,0) x 2 + y 2

As h(0, 0) = 0, h is continuous at (0, 0), hence everywhere.

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Composition of Continuous Functions

• Composition of continuous functions are continuous.

• For example, if f (x, y ) is a continuous function of x and y , and
g (z) is a continuous function of z, then the composite
w = g (f (x, y )) is continuous.
• Thus, the following functions are continuous on their domains of
definition
xy 2
cos 2 , ln(x 2 + y 2 + 1)
x +1

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Functions of Three Variables

• Everything that we have done in this section can be extended to

functions of three or more variables. For instance, the notation

lim f (x, y , z) = L
(x,y ,z)→(a,b,c)

means that the values of f (x, y , z) approach the number L as

the point (x, y , z) approaches the point (a, b, c) along any path
in the domain of f .
• The function f is continuous at (a, b, c) if

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

(x,y ,z)→(a,b,c)

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 Section 3

Partial Derivatives

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Partial Derivatives
• Consider a function f (x, y ) near a point (a, b). If we fix y = b
and vary x, then we obtain a function of a single variable x,
namely,
g (x) = f (x, b).
• If g ′ (a) exists, then we define the partial derivative of f with
respect to x at (a, b) by

fx (a, b) = g ′ (a).

• Thus
g (a + h) − g (a)
fx (a, b) = g ′ (a) = lim
h→0 h
and so
f (a + h, b) − f (a, b)
fx (a, b) = lim
h→0 h

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Partial Derivatives
• Similarly, the partial derivative of f with respect to y at
(a, b ), denoted by fy (a, b), is obtained by keeping x fixed,
x = a, and finding the ordinary derivative at b of the function
g (y ) = f (a, y ):
f (a, b + h) − f (a, b)
fy (a, b) = lim
h→0 h
• Partial derivatives can also be interpreted as rates of change.
fx (x, y ), represents the rate of change of f in the x direction.
Similarly, fy (x, y ), represents the rate of change of f in the y
direction.
Notations: If z = f (x, y ), we write
∂f ∂
fx (x, y ) = fx = = f (x, y )
∂x ∂x
∂f ∂
fy (x, y ) = fy = = f (x, y ).
∂y ∂y
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Example
Find the values of ∂f /∂x and ∂f /∂y at the point (4, −5) if

f (x, y ) = x 2 + 3xy + y − 1.

Solution: To find ∂f /∂x, we regard y as a constant and differentiate

with respect to x:
∂f ∂ 2
= (x + 3xy + y − 1) = 2x + 3y + 0 − 0 = 2x + 3y .
∂x ∂x
Thus, fx (4, −5) = 2(4) + 3(−5) = −7.
To find ∂f /∂y , we regard x as a constant and differentiate with
respect to y :
∂f ∂ 2
= (x + 3xy + y − 1) = 0 + 3x + 1 − 0 = 3x + 1.
∂y ∂y
Thus, fy (4, −5) = 3(4) + 1 = 13.
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Partial Derivatives

• The partial derivatives fx (a, b) and fy (a, b) can be interpreted

geometrically as the slopes of the tangent lines at
P(a, b, f (a, b)) to the traces C1 and C2 of the surface
z = f (x, y ) in the planes y = b and x = a.

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Example
If f (x, y ) = 4 − x 2 − 2y 2 , find fx (1, 1) and fy (1, 1) and interpret
these numbers as slopes.
Solution: We have fx (x, y ) = −2x and fy (x, y ) = −4y . The graph of
f is a paraboloid which intersects the vertical plane y = 1 along the
parabola z = 2 − x 2 , y = 1. The slope of the tangent line to this
parabola at the point (1, 1, 1) is fx (1, 1) = −2.
Similarly, the plane x = 1 intersects the paraboloid along the
parabola z = 3 − 2y 2 , x = 1 and the slope of the tangent line at
(1, 1, 1) is fy (1, 1) = −4.

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Partial Derivatives
• 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 x is
defined as
f (x + h, y , z) − f (x, y , z)
fx (x, y , z) = lim
h→0 h
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 , x2 , ..., xn ),
its partial derivative with respect to the ith variable xi is
∂u f (x1 , ..., xi−1 , xi + h, xi+1 , ..., xn ) − f (x1 , ..., xi , ..., xn )
= lim
∂xi h→0 h
and we also write
∂u ∂f
= = fxi = Di f .
∂xi ∂xi
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Examples

• If resistors of R1 , R2 , and R3 ohms are connected in parallel to

make an R ohms resistor, the value of R can be found from the
equation
1 1 1 1
= + + .
R R1 R2 R3
∂R
Find the value of ∂R 2
when R1 = 30, R2 = 45, and R3 = 90
ohms.
• Find fx , fy and fz if f (x, y , z) = e x+yz ln(z + xy )

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Higher Order Partial Derivatives
• If f is a function of two variables, then its partial derivatives fx
and fy are also functions of
two variables,


so we can
consider
their partial derivatives fx x , fx y , fy x , and fy y , which are
called the second order partial derivatives of f .
• We use the following notation:

∂  ∂f  ∂ 2 f
fxx = fx x = = 2
∂x ∂x ∂x

∂  ∂f  ∂ 2f
fxy = fx y = =
∂y ∂x ∂y ∂x

∂ ∂f
  ∂ 2f
fyx = fy x = =
∂x ∂y ∂x∂y
• Partial derivatives of order 3 or higher can be defined similarly.
For instance,

∂  ∂ 2f  ∂ 3f
fyxx = fyx x = = 2
∂x ∂x∂y ∂ x∂y
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Example

Find the second partial derivatives of f (x, y ) = x cos y + ye x .

Solution:
∂f ∂ 2f
= cos y + ye x = ye x
∂x ∂x 2
∂f ∂ 2f
= −x sin y + e x = −x cos y
∂y ∂y 2
∂ 2f ∂ 2f
= − sin y + e x = − sin y + e x .
∂x∂y ∂y ∂x

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Clairaut’s Theorem
Suppose that f is defined on a disk D and the functions fxy and fyx
are both continuous on D, then

fxy (x, y ) = fyx (x, y ).

Clairaut’s Theorem also holds for higher order derivatives, e.g.

fyxx = fxyx = fxxy

if these functions are continuous.

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Tangent Plane
• Suppose f is differentiable at (x0 , y0 ). The linearization of a
function f at a point (a, b) where f is differentiable is the
function
L(x, y ) = f (a, b) + fx (a, b)(x − a) + fy (a, b)(y − b)
• The graph of L(x, y ) is the tangent plane to the surface
z = f (x, y ) at P(x0 , y0 , f (x0 , y0 )). It is the plane
z − z0 = fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )

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Example
Show that f (x, y ) = xe xy is differentiable at (1, 0) and find its
linearization there. Then use it to approximate f (1.1, −0.1).
Solution: The partial derivatives are
fx (x, y ) = e xy + xye xy fy (x, y ) = x 2 e xy
fx (1, 0) = 1 fy (1, 0) = 1
Both fx and fy are continuous functions, so f is differentiable. The
linearization is
L(x, y ) = f (1, 0) + fx (1, 0)(x − 1) + fy (1, 0)(y − 0)
= 1 + 1(x − 1) + 1(y − 0) = x + y .
The corresponding linear approximation is xe xy ≈ x + y so

f (1.1, −0.1) ≈ 1.1 − 0.1 = 1.

Compare this with the actual value of f (1.1, −0.1) = 0.98542.

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 Section 4

Chain Rule

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Chain Rule - I
If f (x, y ) is a differentiable function and x(t) and y (t) are
differentiable functions of t, then z(t) = f (x(t), y (t)) is a
differentiable function of t and

dz ∂f dx ∂f dy
= +
dt ∂x dt ∂y dt

Example If f (x, y ) = x 2 y + 3xy 4 , where x = sin 2t and y = cos t,

find dz/dt when t = 0.
Solution: The Chain Rule gives
dz
= (2xy + 3y 4 )2 cos 2t + (x 2 + 12xy 3 )(− sin t).
dt
When t = 0, we have x = sin 0 = 0 and y = cos 0 = 1. Therefore,
z ′ (0) = (0 + 3)2 + (0 + 0)(− sin 0) = 6.
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Chain Rule - II
Suppose that f (x, y ) is a differentiable function and x(s, t) and
y (s, t) are differentiable functions of s and t. Let
z(s, t) = f (x(s, t), y (s, t)). Then

∂z ∂f ∂x ∂f ∂y ∂z ∂f ∂x ∂f ∂y
= + = +
∂s ∂x ∂s ∂y ∂s ∂t ∂x ∂t ∂y ∂t

• Notice that the formula has one term for each of intermediate
variables x and y

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Example

Compute ∂w /∂r and ∂w /∂s if

w = x 2 + y 2, x = r − s, y = r + s.

Solution:
∂w ∂w ∂x ∂w ∂y
= + = (2x)(1) + (2y )(1)
∂r ∂x ∂r ∂y ∂r
= 2(r − s) + 2(r + s) = 4r ;
∂w ∂w ∂x ∂w ∂y
= + = (2x)(−1) + (2y )(1)
∂s ∂x ∂s ∂y ∂s
= −2(r − s) + 2(r + s) = 4s.

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Chain Rule - III
Suppose that u is a differentiable function of the n variables
x1 , x2 , ..., xn , and each xj is a differentiable function of the m variables
t1 , t2 , ..., tm . Then u is a function of t1 , t2 , ..., tm , and

∂u ∂u ∂x1 ∂u ∂x2 ∂u ∂xn

= + + ··· +
∂ti ∂x1 ∂ti ∂x2 ∂ti ∂xn ∂ti

for each i = 1, 2, ..., m.

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Example
If f and g are twice differentiable functions of one variable, show that

w = f (x − ct) + g (x + ct)

satisfies the partial differential equation

∂ 2w 2
2∂ w
= c .
∂t 2 ∂x 2
Solution: Using the Chain Rule we get
∂w ∂w
= −cf ′ (x − ct) + cg ′ (x + ct), = f ′ (x − ct) + g ′ (x + ct),
∂t ∂x
∂ 2w 2 ′ 2 ′ ∂ 2w
= c f (x − ct) + c g (x + ct), = f ′′ (x − ct) + g ′′ (x + ct).
∂t 2 ∂x 2
Thus w satisfies the given partial differential equation.
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 Section 5

Directional Derivatives - Gradient Vector

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Directional Derivatives
• The directional derivative of f at (x, y ) in the direction of a
unit vector u = ⟨a, b⟩ is

f (x + ha, y + hb) − f (x, y )

Du f (x, y ) = lim
h→0 h
if this limit exists.
• In particular, D⟨1,0⟩ f = fx and D⟨0,1⟩ f = fy .

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Gradient Vector
If f is a function of two variables x and y , then the gradient vector
of f is the vector function ∇f defined by

∇f (x, y ) = ⟨fx (x, y ), fy (x, y )⟩.

Theorem
If f is a differentiable function of x and y , then f has a directional
derivative in any direction and if u = ⟨a, b⟩ then

Du f (x, y ) = ∇f (x, y )·u = fx (x, y )a + fy (x, y )b.

Example: Find the directional derivative of the function

f (x, y ) = x 2 y 3 − 4y at the point (2, −1) in the direction of the
vector v = 2i + 5j .

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Functions of Three Variables
• The directional derivative of f at (x0 , y0 , z0 ) in the direction
of a unit vector u = ⟨a, b, c⟩ is

f (x0 + ha, y0 + hb, z0 + hc) − f (x0 , y0 , z0 )

Du f (x0 , y0 , z0 ) = lim
h→0 h
if this limit exists.
• The gradient vector of f is

∇f (x, y , z) = ⟨fx (x, y , z), fy (x, y , z), fz (x, y , z)⟩

or,
∇f = ⟨fx , fy , fz ⟩
• We have
Du f (x, y , z) = ∇f (x, y , z)·u

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Example
Find the derivative of f (x, y , z) = x 3 − xy 2 − z at (1, 1, 0) in the
direction of a = ⟨2, −3, 6⟩.
Solution: The direction of a is
a 2 3 6
u= = i − j + k.
|a| 7 7 7
The partial derivatives of f are
fx = 3x 2 − y 2 fx (1, 1, 0) = 2
fy = −2xy fx (1, 1, 0) = −2
fz = −1 fy (1, 1, 0) = −1

Thus, ∇f (1, 1, 0) = 2i − 2j − k and so

2  3 6 4
Du f (1, 1, 0) = ∇f (1, 1, 0)·u = 2 + (−2) − + (−1) = .
7 7 7 7
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Properties of the Directional Derivative

1. Du f attains the maximum value |∇f | when u is the direction of

∇f . The function f increases most rapidly in this direction.
2. Du f attains the minimum value −|∇f | when u is the direction
of −∇f . The function f increases most rapidly in this direction.

Examples: Let f (x, y ) = xe y . At the point P(2, 0), what direction

does f have the maximum rate of change? What is this maximum
rate of change?

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Example
Suppose that the temperature at a point (x, y , z) in space is given by
T (x, y , z) = 80/(1 + x 2 + 2y 2 + 3z 2 ) where T is measured in
degrees Celsius and x, y ,z in meters. In which direction does the
temperature increase fastest at the point (1, 1, −2)? What is the
maximum rate of increase?
Solution: The gradient of T is
160
∇T = − (x i + 2y j + 3z k ).
(1 + x 2 + 2y 2 + 3z 2 )2
5
∇T (1, 1, −2) = (−i − 2j + 6k ).
8

√ in the direction of ∇T (1, 1, −2)

The temperature increases fastest
which is u = (−i − 2j + 6k )/ 41. The√maximum rate of increase is
|∇T (1, 1, −2)| = 58 | − i − 2j + 6k | = 5 841 ≈ 4◦ C/m.

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Gradient Vector and Level Curves
• At a point P(x0 , y0 ) in the domain of a differentiable function
f (x, y ), the gradient ∇f (P) is normal to the level curve through
P.
• The normal line to the level curve f (x, y ) = f (P) at the point
P is
x = x0 + Fx (P)t, y = y0 + Fy (P)t.
• The tangent line to the level curve f (x, y ) = f (P) at the point
P is
fx (P)(x − x0 ) + fy (P)(y − y0 ) = 0

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Gradient Vector and Level Surfaces
• At a point P(x0 , y0 , z0 ) in the domain of a differentiable function
f (x, y , z), the gradient ∇f (P) is normal to the level surface
through P.
• The normal line of the surface at P(x0 , y0 , z0 ) is the line
x = x0 + Fx (P)t, y = y0 + Fy (P)t, z = z0 + Fz (P)t
• The tangent plane at the point P(x0 , y0 , z0 ) on the level
surface F (x, y , z) = k is the plane
Fx (P)(x − x0 ) + Fy (P)(y − y0 ) + Fz (P)(z − z0 ) = 0

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Examples

1 Find an equation for the tangent line at a point (x0 , y0 ) of the

ellipse
x2 y2
+ =1
a2 b 2
2 Find the equations of the tangent plane and the normal line to
the ellipsoid
x2 z2
+ y2 + =3
4 9
at the point (−2, 1, −3)

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 Section 6

Maximum and Minimum

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Maximum and Minimum
• If f (x, y ) ≤ f (a, b) for (x, y ) near (a, b), then f has a local
maximum at (a, b) and f (a, b) is a local maximum value of
f.
If f (x, y ) ≥ f (a, b) for (x, y ) near (a, b), then f has a local
minimum at (a, b) and f (a, b) is a local minimum value of f .
• If f (x, y ) ≤ f (a, b) for all (x, y ) in the domain of f , then f has
an absolute maximum at (a, b).
If f (x, y ) ≥ f (a, b) for all (x, y ) in the domain of f , then f has
an absolute minimum at (a, b).

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First Derivative Test
Let f be defined on a domain D. Suppose that f has a local
maximum or minimum at an interior point (a, b) of D, and that the
first-order partial derivatives of f exist. Then

∇f (a, b) = 0,

i.e.
fx (a, b) = 0 fy (a, b) = 0.
(This is an analogue of Fermat’s theorem for function of one
variable.)

Definition
An interior point (a, b) of the domain of a function f (x, y ) is called a
critical point of f if ∇f (a, b) = 0, or if one the partial derivative of
f at (a, b) does not exist.
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Example
Find the extreme values of f (x, y ) = x 2 + y 2 − 2x − 6y + 14.
Solution:
• Since fx = 2x − 2 and fy = 2y − 6, the only critical point is
(1, 3).
• Writing
f (x, y ) = (x − 1)2 + (y − 3)2 + 4,
we see that f has absolute minimum at (1, 3).
• Thus f has absolute minimum value 4 and no maximum value.

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Example
Find the extreme values of f (x, y ) = y 2 − x 2 .
Solution:
• Since fx = −2x and fy = 2y , the only critical point is (0, 0).
• We have so f (x, 0) = −x 2 < 0 if x ̸= 0 and f (0, y ) = y 2 > 0 if
y ̸= 0.
• Thus every disk with center (0, 0) contains points where f takes
positive values as well as points where f takes negative values.
• Therefore (0, 0) can’t be an extreme point of f , hence f has no
extreme value.

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Second Derivative Test
Suppose that the second partial derivatives of f are continuous near
(a, b) which is a critical point of f (i.e. fx (a, b) = 0 and fy (a, b) = 0).
Let
D = D(a, b) = fxx (a, b)fyy (a, b) − fxy2 (a, b).
(a) If D > 0 and fxx (a, b) > 0, then f (a, b) is a local minimum.
(b) If D > 0 and fxx (a, b) < 0, then f (a, b) is a local maximum.
(c) If D < 0, then (a, b) is a saddle point.

Example Find the local maximum and minimum values and saddle
points of f (x, y ) = x 4 + y 4 − 4xy + 1.
Solution: We first locate the critical points. Solving

fx = 4x 3 − 4y = 0, fy = 4y 3 − 4x = 0

gives x = 0, x = 1, x = −1. The three critical points are

(0, 0), (1, 1), and (−1, −1).
Nguyễn Anh Tú [email protected] 3. Partial Derivatives Fall 2022 60 / 75
 • Next we calculate the second partial derivatives and D(x, y ):
fxx = 12x 2 , fyy = 12y 2 , fxy = −4
 2
D(x, y ) = fxx fyy − fxy = 144x 2 y 2 − 16.
• Since D(0, 0) = −16 < 0, the origin is a saddle point.
• Since D(1, 1) = 128 > 0 and fxx (1, 1) = 12 > 0, f (1, 1) = −1 is
a local min.
• Similarly, we have D(−1, −1) = 128 > 0, and
fxx (−1, −1) = 12 > 0, so f (−1, −1) = −1 is also a local
minimum.

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Absolute Maximum and Minimum

• We will look at methods to find absolute maximum and

minimum of f on a bounded, closed set.
• A bounded set in R2 is one that is contained within some disk.
• (a, b) is a boundary point of D if every disk centered at (a, b)
contains points in D and points not in D. (The point (a, b) itself
needs not belong to D.
• A closed set in R2 is one that contains all its boundary points.

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Extreme Value Theorem
If f is continuous on a closed, bounded set D in R2 , then f attains
an absolute maximum value f (x1 , y1 ) and an absolute minimum value
f (x2 , y2 ) at some points (x1 , y1 ) and (x2 , y2 ) in D.

Method to find Maximum and Minimum

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.

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Example
Find the extreme values of the function f (x, y ) = x 2 − 2xy + 2y on
the rectangle D = [0, 3] × [0, 2].
Solution:
• We have fx (x, y ) = 2x − 2y and fy (x, y ) = −2x + 2. So one
critical point (1, 1).

• On L1 , f (x, 0) = x 2 . Minimum value is f (0, 0) = 0 and

maximum value is f (3, 0) = 9.

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 • On L2 , f (3, y ) = 9 − 4y . Minimum value is f (3, 2) = 1 and
maximum value is f (3, 0) = 9.
• On L3 , f (x, 2) = x 2 − 4x + 4. Minimum value is f (2, 2) = 0 and
maximum value is f (0, 2) = 4.
• On L4 , f (0, y ) = 2y . Minimum value is f (0, 0) = 0 and
maximum value is f (0, 2) = 4.
• Compare these values with f (1, 1) = 1, we conclude that the
absolute maximum value of f on D is f (3, 0) = 9 and the
absolute minimum value is f (0, 0) = f (2, 2) = 0.

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Example

Find the extreme values of the function f (x, y ) = x 2 ye −(x+y ) on the

triangular region T given by x ≥ 0, y ≥ 0, and x + y ≤ 4.
Solution: First, we look for critical points

0 = fx (x, y ) = xy (2 − x)e −(x+y ) ⇐⇒ x = 0, y = 0, or x = 2,

0 = fy (x, y ) = x 2 (1 − y )e −(x+y ) ⇐⇒ x = 0, or y = 1.

Only (2, 1) is an interior point of T , so the critical point (2, 1). We

have f (2, 1) = 4/e 3 ≈ 0.199. The boundary of T consists of three
straight line segments. On two of these, the coordinate axes, f is
identically zero. The third segment is given by y = 4 − x, 0 ≤ x ≤ 4,
so the values of f on this segment can be expressed as a function of
x alone:

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Maximum and Minimum

g (x) = f (x, 4 − x) = x 2 (4 − x)e −4 , 0 ≤ x ≤ 4.

Note that g (0) = g (4) = 0 and g (x) > 0 if 0 < x < 4.
g ′ (x) = (8x − 3x 2 )e −4 , so g has only one critical point x = 8/3. We
have
8  8 4  256
g =f , = e −4 ≈ 0.174 < 0.199 = f (2, 1).
3 3 3 27
Thus the maximum value of f over the region T is 4/e 3 and that it
occurs at the interior critical point (2, 1). The minimum value of f is
zero and occurs at all points of two perpendicular boundary segments.

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 Section 7

Lagrange Multipliers

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Lagrange Multipliers for Functions of Two Variables
• In this section we present Lagrange’s method for maximizing or
minimizing a general function f (x, y ) subject to a constraint of
the form g (x, y ) = k.
• To maximize f (x, y ) subject to g (x, y ) = k is to find the largest
value of c such that the level curve f (x, y ) = c intersects
g (x, y ) = k.

• This happens when these curves just touch each other.

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Lagrange Multipliers for Functions of Two Variables
• The normal lines at the point (x0 , y0 ) where they touch are
identical.
• So the gradient vectors are parallel, that is,
∇f (x0 , y0 ) = λ∇g (x0 , y0 ) for some scalar λ.
Method of Lagrange Multipliers
To find the extreme values of f (x, y ) subject to the constraint
g (x, y ) = k,
1 Find values of x, y , and λ such that

∇f (x, y ) = λ∇g (x, y ) and g (x, y ) = k.

(This amounts to solving three equations in three unknowns

fx (x, y ) = λgx (x, y ), fy (x, y ) = λgy (x, y ) and g (x, y ) = k.)
2 Evaluate f at the points found in previous step to find maximum
and minimum.
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Example
Find the extreme values of f (x, y ) = x 2 + 2y 2 on the disk
x 2 + y 2 ≤ 1.
Solution:
• Since fx = 2x and fy = 4y , the only critical point is (0, 0).
• Next we apply the method of Lagrange multipliers to find the
extreme values of f on the circle x 2 + y 2 = 1.
• We solve the system
fx = λgx , fy = λgy , g (x, y ) = 1
or
2x = 2λx (1)
4y = 2λy (2)
x + y2 = 1
2
(3)
• The solutions are (0, 1), (0, −1), (1, 0) and (−1, 0).
Nguyễn Anh Tú [email protected] 3. Partial Derivatives Fall 2022 71 / 75
 • Evaluating f at these points:
f (0, 1) = 2, f (0, −1) = 2, f (1, 0) = 1, f (−1, 0) = 1.
• Therefore the maximum value of f on the circle is f (0, ±1) = 2
and the minimum value is f (±1, 0) = 1.
• Comparing with f (0, 0) = 0, we find that the maximum value of
f on the disk x 2 + y 2 ≤ 1 is f (0, ±1) = 2 and the minimum
value is f (0, 0) = 0.

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Lagrange Multipliers for Functions of Three Variables

• The method applies to function of three variables as well. The

system to solve is

∇f (x, y , z) = λ∇g (x, y , z) and g (x, y , z) = k. (4)

or equivalently,

fx (x, y , z) = λgx (x, y , z), fy (x, y , z) = λgy (x, y , z),

fz (x, y , z) = λgz (x, y , z) and g (x, y , z) = k.

• The number λ is called a Lagrange multiplier.

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Example
A rectangular box without a lid is to be made from 12 m2 of
cardboard. Find the maximum volume of such a box.
Solution: Let x, y , and z be the length, width, and height,
respectively, of the box in meters. Then we wish to maximize

V = xyz

subject to the constraint

g (x, y , z) = 2xz + 2yz + xy = 12.

We solve the equations

∇Vx = λ∇gx , ∇Vy = λ∇gy , ∇Vz = λ∇gz , g (x, y , z) = 12

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which are

yz = λ(2z + y ) (5)
xz = λ(2z + x) (6)
xy = λ(2x + 2y ) (7)
2xz + 2yz + xy = 12 (8)

Solving this system of equations yields x = 2, y = 2, and z = 1.

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