Chapter 9 Multivariable
Chapter 9 Multivariable
9.1 Introduction
9.2 The limits of functions of n variables
9.3 The continuity of functions of n variables
9.4 Partial Derivatives
9.5 Critical points
9.6 Method of Lagrange multiplier
9.7 Max – Min of a functions
9.8 Appications in Economics
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OBJECTIVE
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Q1. WHAT IS A 2 VAR FUNCTION?
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9.1 INTRODUCTION
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KEY TERMS
Independent variables
Dependent Variable
Domain
Range
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2 VARIABLE FUNCTION
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SKETCH THE GRAPH OF THE FUNCTION
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LEVEL CURVE
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MULTIVARIABLE FUNCTIONS IN ECONOMIC
Cost function
Profit function
Revenue function
Production function
Utility function
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EXAMPLE 1
a) For the profit function, P(x,y)=4x+6y. Find P(25, 10).
b) A company’s cost function is given by C(x,y)=6,5x+7,25y.
Find C(10,15)
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EXAMPLE 2
The total cost to a company, in thousands of dollars, is given by
C(x, y, z,w) 4x 2 5y z ln(w 1),
Where:
• x dollars is spent for labor,
• y dollars for raw materials,
• z dollars for advertising,
• and w dollars for machinery.
Find C(3, 2, 0, 10).
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EXAMPLE 3
For $45,000, a beverage company buys a manufacturing tank
that has a capacity of 10,000 gallons.
Later it decides to buy a tank with double the capacity of the
original.
Estimate the cost of the new tank.
0.6
20,000
C2 (45,000) $68,207.25
10,000
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COBB-DOUGLAS
PRODUCTION FUNCTION
In 1928 Charles Cobb and Paul Douglas published a study in which they modeled
the growth of the American economy during the period 1899–1922.
They considered a simplified view of the economy in which production output is
determined by the amount of labor involved and the amount of capital invested.
While there are many other factors affecting economic performance, their
model proved to be remarkably accurate.
The function they used to model production was of the form
Where
P is the total production (the monetary value of all goods produced in a year),
L is the amount of labor (the total number of person-hours worked in a year),
and K is the amount of capital invested (the monetary worth of all machinery,
equipment, and buildings).
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QUICK CHECK
a) Repeat Example 3 assuming that the company buys a tank with
a capacity of 2.75 times that of the original.
b) What is the percentage increase in cost for this tank compared
to the cost of the original tank?
$82,568.07
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QUICK CHECK CONCLUDED
b) What is the percentage increase in cost for this tank compared
to the cost of the original tank?
C2
The formula for finding a percentage increase is p C 1,where
1
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EXAMPLE 4
As the populations of two cities grow, the number of telephone
calls between the cities increases, much like the gravitational
pull will increase between two growing objects in space. The
average number of telephone calls per day between two cities
is given by
2.8P1P2
N (d, P1 , P2 ) 2.4 ,
d
where d is the distance, in miles, between the cities and P1 and
P2 are their populations.
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EXAMPLE 4 (CONCLUDED):
The cities of Dallas and Ft. Worth are 30 mi apart and have
populations of 1,213,825 and 624,067, respectively. Find the
average number of calls per day between the two cities.
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FUNCTIONS OF THREE OR MORE VARIABLES
Function of 3 variables
f: 3
( x, y , z )
f ( x, y , z )
Function of n variables
f: n
( x1 , x2 ,..., xn )
z f ( x1 , x2 ,..., xn )
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EXERCISE
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EXERCISE
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EXERCISE
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9.2 THE LIMITS OF FUNCTIONS OF 2 VARIABLES
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EXAMPLE
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LIMIT DOES NOT EXIST
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9.3 THE CONTINUITY OF FUNCTIONS OF 2 VARIABLES
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REMARKS
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FUNCTIONS OF THREE OR MORE VARIABLES
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EXERCISES
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PARTIAL DERIVATIVES Section 9.4
OBJECTIVE
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DEFINITION
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EXAMPLE
For f ( x, y ) 3 x 2 y xy, find f x 0,1 and f y 0,1
f 0 h,1 f 0,1
f x 0,1 lim
h 0 h
3h 2 h 0
f x 0,1 lim lim 3h 1 1
h 0 h h 0
f 0,1 h f 0,1 0 0
f y 0,1 lim lim 0
h 0 h h 0 h
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QUICK CHECK
For f ( x, y ) 3 x 2 y xy, find f x a, b and f y a, b
f a h, b f a, b
f x a, b lim
h 0 h
3 a h b a h b 3a 2b ab
2
f x a, b lim
h 0 h
3 2ah h 2 b hb
f x a, b lim 6ab b
h 0 h
f y a, b ???
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NOTATIONS & RULE
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EXAMPLE 2
2
For f (x, y) 3x y xy, find fx and fy .
Solution.
f x 6 xy y Treating y as a constant
2
f y 3 x x Treating x2 and x as a constants
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EXAMPLE 3
For find
Solution.
In order to find , we regard x as the variable and y and z as
constants.
Similarly, we get. w
2x y
x
w w
x 2 y 2z 2 y 4z 1
y z
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INTERPRETATIONS OF PARTIAL DERIVATIVES
Rates of change.
If z=f(x,y), then
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FUNCTIONS OF MORE THAN TWO VARIABLES
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QUICK CHECK 1
2 3 4du du du
For u x y z , find , , and .
dx dy dz
du du du
2 xy 3 z 4 3 x 2 y 2 z 4 4 x 2 y 3 z 3
dx dy dz
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EXAMPLE 2
2
For f (x, y) 3x y xy, find fx and fy .
Solution.
f x 6 xy y Treating y as a constant
2
f y 3 x x Treating x2 and x as a constants
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QUICK CHECK 2
x
For f x, y 7 x y , find f x and f y .
3 2
1
f x 21x 2 y 2 Treating y 2 and y as constants.
y
x
3
f y 14 x y 2 Treating x 3 and x as constants.
y
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EXAMPLE 3
For f (x, y) e xy y ln x, find fx and fy .
Solution
1 xy xyy
fx y e y ye
x x
fy x e xy 1 ln x xe xy ln x
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THE COBB-DOUGLAS PRODUCTION FUNCTION
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EXAMPLE 4_COBB DOUGHLAS FUNCTION
A cellular phone company has the following production function
for a certain product:
p(x, y) 50x 2 3 y1 3 ,
where p is the number of units produced with x units of
labor and y units of capital.
a) Find the number of units produced with 125 units of labor
and 64 units of capital.
b) Find the marginal productivities.
c) Evaluate the marginal productivities at x = 125 and y = 64.
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EXAMPLE 4_COBB DOUGHLAS FUNCTION
23 13
a) p(125,64) 50(125) (64) 50(25)(4)
5000 units
p
b) Marginal Productivity of Labor px
x
2 1 3 1 3 100 y1 3
px 50 x y
3 3 x1 3
100 64
13
100 4 2
px 125,64 26
3 125
13
3 5 3
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EXERCISE
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HIGHER DERIVATIVES
Second partial derivatives
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SECOND-ORDER PARTIAL DERIVATIVES
z
2
f
2
z
2 2
f Take the partial with respect to x, and then
1. 2
2
f xx
xx xx x x with respect to x again.
2
z
2
f Take the partial with respect to x, and then
2. f xy
yx yx with respect to y.
2
z
2
f Take the partial with respect to y , and then
3. f yx
xy xy with respect to x.
z
2
f
2
z
2 2
f Take the partial with respect to y , and then
4. 2
2
f yy
yy yy y y with respect to y again.
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EXAMPLE 5
For find the four second-order partial derivatives.
Solution
2 f 3 3 y 3 2
a) 2
f xx (2 xy 4 x y e ) 2 y 12 x y
x x
2 f
b) f xy (2 xy 3 4 x 3 y e y ) 6 xy 2 4 x 3 e y
yx y
2 f 2 f
c) f yx ??? d) 2
f yy ???
xy y
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QUICK CHECK
For find the four second-order partial derivatives.
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SECTION SUMMARY CONCLUDED
For a surface and a point on this surface, the partial derivative of f with respect
to x gives the slope of the tangent line at in the positive x-direction. Similarly,
the partial derivative of f with respect to y gives the slope of the tangent line at
in the positive y-direction.
2 f 2 f 2 f 2 f
f x 2 , f xy , f yx , and f yy 2 .
x
Often (but not always), yx xy y
f xy f yx .
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DIFFERENTIALS
Total differential
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DIFFERENTIALS
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REVIEW EXERCISES
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THE CHAIN RULE
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EXERCISES
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IMPLICIT DIFFERENTIATION
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EXERCISES
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DIRECTIONAL DERIVATIVES
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DIRECTIONAL DERIVATIVES
Reconsider Ex 2
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GRADIENT VECTOR
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GRADIENT VECTOR
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FUNCTIONS OF THREE VARIABLES
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MAXIMIZING THE DIRECTIONAL DERIVATIVE
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SIGNIFICANCE OF THE GRADIENT VECTOR
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MAXIMUM- Section 9.5
MINIMUM PROBLEMS
OBJECTIVE
How to use partial derivatives to locate maxima and
minima of functions of two variables
Critical point (or stationary point)
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DEFINITION
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CRITICAL POINTS
A point (a, b) is called a critical point (or stationary point)
of f if fx(a, b) = 0 and fy(a, b) =0 or if one of these partial
derivatives does not exist
Given Partial
function derivative
Critical
points
Local
Using Test
Extrema
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TEST FOR LOCAL EXTREMA
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THE D-TEST
To find the relative maximum and minimum values of f:
1. Find fx, fy, fxx, fyy, and fxy.
2. Solve the system of equations fx = 0, fy = 0. Let
(a, b) represent a solution.
3. Evaluate D, where D = fxx(a, b)·fyy(a, b) – [ fxy(a, b)]2.
4. Then:
a) f has a maximum at (a, b) if D > 0 and fxx(a, b) < 0.
b) f has a minimum at (a, b) if D > 0 and fxx(a, b) > 0.
c) f has neither a maximum nor a minimum at (a, b) if
D < 0. The function has a saddle point at (a, b).
d) This test is not applicable if D = 0.
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EXAMPLE 1
Find the relative maximum or minimum values of f (x, y) x 2 xy y 2 3x.
Solution.
Step 1. Find fx, fy, fxx, fyy, and fxy.
f x 2 x y 3 0; f y x 2 y 0; f xx 2; f yy 2; f xy 1
Step 2. Solve the system of equations fx = 0 and fy = 0.
2 x y 3 0 x 2
Thus, (2, –1) is the only
x 2 y 0 y 1 critical point.
Step 3. Find D.
D f xx (2, 1) f yy (2, 1) [ f xy (2, 1)]2 3
Step 4. Since D = 3 and fxx(2, –1) = 2, since D > 0 and fxx(2, –1) > 0,
It follows from the D-Test that f has a relative minimum at (2, –1).
The minimum value is
f (2, 1) 3
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QUICK CHECK 1
Find the local maximum and minimum values of
f x, y x 2 xy 2 y 2 7 x.
Ans.
f has a minimum at (4, -1). The minimum value is -
14
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EXAMPLE 2:
Find the relative maximum and minimum values of
f (x, y) xy x 3 y 2 .
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QUICK CHECK 2
Find the critical points of
Then use the D-test to classify each point as a
relative maximum, a relative minimum, or a
saddle point.
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EXAMPLE 3
A firm produces two kinds of golf balls, one that sells for $3 and
one priced at $2. The total revenue, in thousands of dollars,
from the sale of x thousand balls at $3 each and y thousand
at $2 each is given by
R(x, y) 3x 2y.
The company determines that the total cost, in thousands of
dollars, of producing x thousand of the $3 ball and y
thousand of the $2 ball is given by
C(x, y) 2x 2 2xy y 2 9x 6y 7.
How many balls of each type must be produced and sold in
order to maximize profit?
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EXAMPLE 3 (CONTINUED):
The total profit function P(x,y) is given by
P x, y R( x, y ) C ( x, y )
P x, y 3 x 2 y (2 x 2 xy y 9 x 6 y 7)
2 2
P x, y 2 x 2 2 xy y 2 12 x 4 y 7
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QUICK CHECK 3
Repeat Example 3 using the same cost function and
assuming that the company’s total revenue, in
thousands of dollars, comes from the sale of x
thousand balls at $3.50 each and y thousand at
$3.75 each.
The total profit function P(x,y) is given by
P x, y R x, y C x , y
P x, y 3.50 x 2.75 y 2 x 2 2 xy y 2 9 x 6 y 7
P x, y 2 x 2 y 2 2 xy 12.50 x 3.25 y 7.
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SECTION SUMMARY
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ABSOLUTE MAXIMUM AND MINIMUM VALUES
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ABSOLUTE MAXIMUM AND MINIMUM VALUES
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EXAMPLE 7
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CONSTRAINED Section 9.6
OPTIMIZATION
OBJECTIVE
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METHOD OF LAGRANGE MULTIPLIERS
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THE METHOD OF LAGRANGE MULTIPLIERS
To find a maximum or minimum value of a function f (x, y)
subject to the constraint g(x, y) = 0:
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THE METHOD OF LAGRANGE MULTIPLIERS
Let (a, b, λ) represent a solution of this system.
We normally must determine whether (a, b, λ) yields a maximum
or minimum of the function f.
For the problems in this text, we will specify that a maximum or
minimum exists.
The method of Lagrange multipliers can be extended to
functions of three (or more) variables.
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EXAMPLE 1
Find the maximum value of A(x, y) = xy
subject to the constraint x + y = 20.
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EXAMPLE 1 (CONCLUDED):
x x 20 0 x 10
Thus, y = x = 10. The maximum value of A subject to the constraint
occurs at (10, 10) and is
A(10,10) 10 10
100
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QUICK CHECK 1
F x, y, xy x 2 y 30 .
Thus the maximum is
A 15,7.5 15(7.5) 112.5.
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EXAMPLE 2
Find the maximum value of f (x, y) = 3xy
subject to the constraint 2x + y = 8.
Ans
the maximum value of f subject to the constraint occurs
at (2, 4)
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QUICK CHECK 2
Find the minimum value of
subject to the constraint
The minimum is
2 2
3 1 3 1 9 1 1
g , .
10 10 10 10 100 100 10
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EXAMPLE 3
The standard beverage can has a volume of 12 fl. oz, or 21.66 in3.
What dimensions yield the minimum surface area?
Find the minimum surface area.
(Assume the shape of the can is a right circular cylinder.)
Solution
We want to minimize the function s, given by
s(h, r) = 2πrh + 2πr2
subject to the volume constraint πr2h = 21.66 or πr2h – 21.66 = 0.