CALCULUS II - AY2022-23

Chapter 2. Extremums of Functions of Several Variables

CALCULUS II - AY2022-23 1 / 101

Outline

1 Directional Derivatives

2 Maximum & Minimum Rate of Change

3 Optimization Problems

4 Double Integrals

CALCULUS II - AY2022-23 2 / 101

Outline

1 Directional Derivatives

2 Maximum & Minimum Rate of Change

3 Optimization Problems

4 Double Integrals

CALCULUS II - AY2022-23 3 / 101

1. Directional Derivatives

Recall. For the function f (x, y ), the partial derivatives fx and fy at a

point (a, b) are defined as

f (a + h, b) − f (a, b)
fx (a, b) = lim ,
h→0 h
and
f (a, b + h) − f (a, b)
fy (a, b) = lim .
h→0 h

They represent respectively the rate of change of f in the x- and

y -directions, i.e., the directions of the unit vectors i and j.

These lead us to the following general notion.

CALCULUS II - AY2022-23 4 / 101

• Directional derivatives for 2-variable functions

Suppose that we want to find the rate of change of f in the direction

corresponds to unit vector u = (u1 , u2 ).

We follow the idea for functions of one variable.

First note that the point changes from (a, b) to
(a, b) + h(u1 , u2 ) = (a + hu1 , b + hu2 ), and hence the
corresponding change in f is

f (a + hu1 , b + hu2 ) − f (a, b).

Then the rate of change along the direction u is thus the limit of
the ratio
f (a + hu1 , b + hu2 ) − f (a, b)
as h → 0.
h

CALCULUS II - AY2022-23 5 / 101

We define this limit, if exists, as the directional derivative of f along u.

Definition (1.)
The directional derivative of f at (a, b) in the direction of the unit vector
u = (u1 , u2 ) is

f (a + hu1 , b + hu2 ) − f (a, b)

Du f (a, b) = lim ,
h→0 h
if this limit exists.

CALCULUS II - AY2022-23 6 / 101

• Computation of Du f

The following result gives a formula for computing Du f .

Theorem (2.)
If f (x, y ) is a differentiable function of two variables x and y , then f has
a directional derivative in the direction of any unit vector u = (u1 , u2 )
and
Du f (x, y ) = ∇f · u = fx (x, y )u1 + fy (x, y )u2 .

To evaluate Du f (x, y ) at P(a, b) using the formula above, we compute

Du f (a, b) = ∇f (a, b) · u = fx (a, b)u1 + fy (a, b)u2 .

So we have to identify the point P and the (direction) unit vector u.

CALCULUS II - AY2022-23 7 / 101

Example (3.)
Let f (x, y ) = x 3 − 3xy + 4y 2 .
(a) Find the directional derivative Du f (x, y ), where u is the unit vector
π
given by angle θ = .
6
(b) What is Du f (1, 2)?
√ 
3 1
Solution. We have u = cos π6 i + sin π6 j = 2 ,2 , P = (1, 2), and
∇f = (3x 2 − 3y , −3x + 8y ).
 √3 1 
2
(a) Du f (x, y ) = ∇f (x, y ) · u = 3x − 3y , −3x + 8y ) · , =
√ √ 2 2
3 3 2 3 3 3
x − x + 4y − y.
2 2 2
√ √ √
3 3 3 3 3 13 3 3
(b) Du f (1, 2) = − +4·2− ·2= − .
2 2 2 2 2

CALCULUS II - AY2022-23 8 / 101

Example (4.)
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.

Solution. First we should find the unit vector u along v.

√
Since kvk = 29, the unit vector in the direction of v is

v 1
u= = √ (2, 5).
kvk 29

Also for f (x, y ) = x 2 y 3 − 4y , we have

∇f (x, y ) = (2xy 3 , 3x 2 y 2 − 4).

Finally, P = (2, −1).

CALCULUS II - AY2022-23 9 / 101

Example 4 (cont.)

Now we have
(2, 5)
Du f (x, y ) = ∇f (x, y ) · u = (2xy 3 , 3x 2 y 2 − 4) · √ ,
29

and hence at the point (2, −1), we obtain

(2, 5) −4 · 2 + 8 · 5 32
Du f (2, −1) = (−4, 8) · √ = √ =√ .
29 29 29

CALCULUS II - AY2022-23 10 / 101

• Directional derivatives for 3-variable functions

For functions of three variables, directional derivatives are defined in

the same manner.
Definition (5.)
The directional derivative of f at (a, b, c) in the direction of a unit vector
u = (u1 , u2 , u3 ) is

f (a + hu1 , b + hu2 , c + hu3 ) − f (a, b, c)

Du f (a, b, c) = lim ,
h→0 h
if the limit exists.

We also have a formula

Du f (x, y , z) = ∇f (x, y , z) · u.

CALCULUS II - AY2022-23 11 / 101

• Directional derivatives for n-variable functions
Similarly, for a function of n variables f (x1 , x2 , . . . , xn ), we have the
following definition.

Definition (6.)
The directional derivatives of f at x0 along the unit vector u is

f (x + hu) − f (x0 )
Du f (x0 ) = lim .
h→0 h

The formula for computing a directional derivative is

Du f (x) = ∇f (x) · u,

i.e.,
Du f (x1 , x2 , . . . , xn ) = ∇f (x1 , x2 , . . . , xn ) · u.

CALCULUS II - AY2022-23 12 / 101

Outline

1 Directional Derivatives

2 Maximum & Minimum Rate of Change

3 Optimization Problems

4 Double Integrals

CALCULUS II - AY2022-23 13 / 101

2. Maximum & Minimum Rate of Change

We know that the value Du f gives the rate of change in f along the
direction u.

Concerning this, there are two questions we seek answers to:

1 Does there exists a direction where the rate of change in f is the
maximum or a minimum?
2 How to determine this maximum and minimum?

CALCULUS II - AY2022-23 14 / 101

To give the answers, we look at the formula

Du f = ∇f · u = k∇f k · kuk cos θ = k∇f k cos θ,

where θ is the angle between ∇f and u.

Since −1 ≤ cos θ ≤ 1 (cos 0 = 1 and cos π = −1), we have

−k∇f (P0 )k ≤ kuk cos θ ≤ k∇f (P0 )k.

Equalities occur when cos θ = −1 ⇐⇒ θ = π for the left inequality and

cos θ = 1 ⇐⇒ θ = 0 for the right inequality.

Note that θ = 0 means u has the same direction as the gradient vector
∇f and θ = π means u has the opposite direction of the gradient vector
∇f .

CALCULUS II - AY2022-23 15 / 101

• Maximum & Minimum Rate of Change

So we obtain the following result.

Theorem (1.)
Suppose f is a differentiable function (of two or three variables).
(a) The maximum rate of change in f at P0 is k∇f (P0 )k and it occurs
∇f (P0 )
in the direction u = , which is the same direction as the
k∇f (P0 )k
gradient vector ∇f (P0 ).

(b) The minimum rate of change in f at P0 is −k∇f (P0 )k and it occurs

−∇f (P0 )
in the direction u = , which is the opposite direction of
k∇f (P0 )k
the gradient vector ∇f (P0 ).

CALCULUS II - AY2022-23 16 / 101

Example (2.)
(a) For f (x, y ) = xey , find the rate of change of f at the point P(2, 0) in
1 
the direction from P to Q , 2 .
2
(b) What is the maximum rate of change? In what direction does f
have the maximum rate of change?

Solution.
(a) The rate of change of f at point P along a direction of the unit
vector u is given by Du f (P) = ∇f (P) · u.

- First, ∇f (x, y ) = (ey , xey ) =⇒ ∇f (2, 0) = (e0 , 2e0 ) = (1, 2).

−→ −−→ −→  3 
- Next, PQ = OQ − OP = − , 2 , and hence the unit vector in
2

−→ −→
PQ − 23 ,2 3 4

the direction PQ is u = −→ = r = − , .
kPQk
2
− 3 +22
5 5
2

CALCULUS II - AY2022-23 17 / 101

 Then the rate of change of f in the direction from P to Q is

Du f (2, 0) = ∇f (2, 0) · u
3 4
3 4
= (1, 2) · − , = − + 2 · = 1.
5 5 5 5

(b) We have computed ∇f (2, 0) = (1, 2). Then the maximum rate of
change in f at P is
p √
k∇f (2, 0)k = k(1, 2)k = 12 + 22 = 5.

At P, the function f increases fastest in the direction of the

gradient vector ∇f (2, 0) = (1, 2). The corresponding unit vector u
is
∇f (2, 0) 1
u= = √ (1, 2).
k∇f (2, 0)k 5

CALCULUS II - AY2022-23 18 / 101

• Important Conclusion

1 The gradient vector ∇f is orthogonal to the level curve f (x, y ) = k

and it is the direction where f increases most rapidly (largest rate).

2 The gradient vector ∇F is orthogonal to the level surface

F (x, y , z) = k and it is the direction where F increases most
rapidly (largest rate).

Remark. The direction −∇f (P) (respectively −∇F (P) is used in the
steepest descent algorithm in seeking the global minimum value of f
(respectively of F ).

CALCULUS II - AY2022-23 19 / 101

• Singular, stationary, and critical points

Definition (3.)
(a) Points at which fx or fy do not exist are called singular points.

(b) If (a, b) is not a singular point, and ∇f (a, b) = (0, 0), i.e. both
fx (a, b) = fy (a, b) = 0, then we call the point (a, b) a stationary
point.

(c) A point (a, b) is called a critical point of f if (a, b) is a stationary

point or a singular point, that is
[
{critical points} = {singular points} {stationary points} .

CALCULUS II - AY2022-23 20 / 101

Example (4.)
Find all critical points for f (x, y ) = y 2 − y 4 − x 2 .

Solution. First we note that

∇f (x, y ) = (−2x, 2y − 4y 3 ) = − 2x, 2y (1 − 2y 2 ) ,

is defined at every (x, y ), and hence there is no singular point.

Next, to find stationary points, we solve the equation

 
−2x = 0 x = 0

∇f (x, y ) = (0, 0) ⇐⇒ ⇐⇒ 1
2y (1 − 2y 2 ) = 0 y = 0, ± √ .

2
1 −1
Thus stationary points are (0, 0), (0, √ ), and (0, √ ) (which are all
2 2
critical points of f ).
CALCULUS II - AY2022-23 21 / 101
Example (5.)
√
Find all critical points of f (x, y ) = ex
3 y −x 2 .

Solution. We have
√ √ x 
3 y −x 2
∇f (x, y ) = ex 3
y − 2x, p , if y 6= 0.
3 3 y2

- First, ∇f (x, y ) is not defined when y = 0, and hence singular points

are (x, 0) : x ∈ R.

- Next, for stationary points, we solve ∇f (x, y ) = 0, with y 6= 0.

CALCULUS II - AY2022-23 22 / 101

Example 5 (cont.)

We have
√

 3 y − 2x = 0

∇f (x, y ) = 0 ⇐⇒ x

 p 3
= 0.
3 y2

x
From p 3
= 0, we get x = 0.
3 y2
√
Substituting x = 0 into 3 y − 2x = 0, we obtain y = 0.

But y 6= 0. So there is no stationary point.

Conclusion: Critical points of f are (x, 0) : x ∈ R.

CALCULUS II - AY2022-23 23 / 101

• Local maximum and local minimum values

In Mathematics 1 we have discussed that one of the main applications

of derivatives is to classify local extrema of single variable functions via
first-order or second-order derivatives.

Now we see how to use partial derivatives to find and classify the local
extrema of functions of two variables.

CALCULUS II - AY2022-23 24 / 101

Definition (6.)
A function f of two variables has a local maximum at (a, b) if

f (x, y ) ≤ f (a, b),

for all points (x, y ) in some disk centered at (a, b).

The number f (a, b) is called a local maximum value.

If the inequality above is changed to

f (x, y ) ≥ f (a, b),

then f has a local minimum at (a, b), and f (a, b) is called a local
minimum value.

CALCULUS II - AY2022-23 25 / 101

• Local Extreme Values

CALCULUS II - AY2022-23 26 / 101

• Necessary condition for local extreme values

The following result tells us possible points for local extrema are
stationary points if both fx and fy exist.

Theorem (7.)
If f has a local extremum at (a, b), where (a, b) is an interior point, and
the first-order partial derivatives exist there, then (a, b) is a stationary
point, i.e.
∇f (a, b) = (0, 0).

CALCULUS II - AY2022-23 27 / 101

• Saddle point

However, note that at a stationary point (a, b), the value f (a, b) may or
may not be a local maximum or a local minimum.

So we have the following definition.

Definition (8.)
A point (a, b) is called a saddle point of f if it is a stationary point but
neither local maximum nor local minimum.

In other words, fx (a, b) = fy (a, b) = 0, but f (a, b) is neither a local

maximum nor local minimum.

CALCULUS II - AY2022-23 28 / 101

Example (9. Back to Example 4)
Let f (x, y ) = y 2 − y 4 − x 2 .
1
(a) Explain why f has a local maximum at stationary points (0, ± √ ).
2
(b) Is f (x, y ) a local extremum at the stationary point (0, 0)?

Solution. We have found above that stationary points of f are (0, 0),
(0, √1 ), and (0, − √1 ).
2 2

(a) We rewrite f (x, y ) in completing squares as follows

1 2
 
1 2 1
f (x, y ) = − y − − x 2 ≤ , for all (x, y ).
4 2 4
 1  1
Also we have f 0, ± √ = .
 2  4
Thus both points 0, ± √1 give local maximum values. (In fact,
2
they are global maximum.)
CALCULUS II - AY2022-23 29 / 101
(b) The origin (0, 0) is a stationary point, and f (0, 0) = 0.

Note that
- along x = 0, f (x, y ) = y 2 − y 4 = y 2 (1 − y 2 )≥ 0 = f (0, 0), if
−1 ≤ y ≤ 1.

- along y = 0, f (x, y ) = −x 2 ≤ 0 = f (0, 0), for all x.

Thus every disk centered at (0, 0) contains points where f takes

positive values as well as points where f is negative.

These show that value f (0, 0) is neither a local maximum nor a

local minimum.

So the function f (x, y ) = y 2 − y 4 − x 2 has a saddle point at (0, 0).

CALCULUS II - AY2022-23 30 / 101

• Diagram: Saddle point of f = y 2 − y 4 − x 2

CALCULUS II - AY2022-23 31 / 101