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Directional Derivatives and the Gradient Vector

Institute of Mathematics
University of the Philippines
Diliman

Directional Derivatives & Gradient

Recall: Derivatives
Let y = f (x).

Directional Derivatives & Gradient

Recall: Derivatives
Let y = f (x).
dy
dx

= f 0 (x) = lim

h0

f (x + h) f (x)
h

Directional Derivatives & Gradient

Recall: Derivatives
Let y = f (x).
dy
dx

= f 0 (x) = lim

h0

f (x + h) f (x)
h

f 0 (x) represents the rate of


change of y = f (x) with respect
to x

Directional Derivatives & Gradient

Recall: Partial Derivatives


Let z = f (x, y).
z
x
z
y

f (x + h, y) f (x, y)
h0
h
f (x, y + h) f (x, y)
= fy (x, y) = lim
h0
h
= fx (x, y) = lim

Directional Derivatives & Gradient

Recall: Partial Derivatives


Let z = f (x, y).
z
x
z
y

f (x + h, y) f (x, y)
h0
h
f (x, y + h) f (x, y)
= fy (x, y) = lim
h0
h
= fx (x, y) = lim

fx represents the rate of change


of f with respect to x (in
direction parallel to the x-axis)
when y is fixed
fy represents the rate of change
of f with respect to y (in
direction parallel to the y-axis)
when x is fixed
Directional Derivatives & Gradient

Directional Derivative
Goal:

Directional Derivatives & Gradient

Directional Derivative
Goal: Study the rate of change of f in an arbitrary direction.

Directional Derivatives & Gradient

Directional Derivative
Goal: Study the rate of change of f in an arbitrary direction.
Suppose we want to find the rate of change of f at (x0 , y0 ) in
the direction of a unit vector u = ha, bi.

Directional Derivatives & Gradient

Directional Derivative
Goal: Study the rate of change of f in an arbitrary direction.
Suppose we want to find the rate of change of f at (x0 , y0 ) in
the direction of a unit vector u = ha, bi. That is, the slope of
the tangent line to C at P .

Directional Derivatives & Gradient

Directional Derivative
Goal: Study the rate of change of f in an arbitrary direction.
Suppose we want to find the rate of change of f at (x0 , y0 ) in
the direction of a unit vector u = ha, bi. That is, the slope of
the tangent line to C at P .
If Q(x, y, z) is another
point on C and P 0 , Q0 are
the projections of P and
Q on the xy-plane, resp.,
then the vector P ~0 Q0 is
parallel to u

Directional Derivatives & Gradient

Directional Derivative
Goal: Study the rate of change of f in an arbitrary direction.
Suppose we want to find the rate of change of f at (x0 , y0 ) in
the direction of a unit vector u = ha, bi. That is, the slope of
the tangent line to C at P .
If Q(x, y, z) is another
point on C and P 0 , Q0 are
the projections of P and
Q on the xy-plane, resp.,
then the vector P ~0 Q0 is
parallel to u so for some
scalar h,
P ~0 Q0 = hu = hha, hbi .

Directional Derivatives & Gradient

Directional Derivative
Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

Directional Derivatives & Gradient

Directional Derivative
Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

The rate of change of f (with respect to distance) in the


direction of u at the point (x0 , y0 ) is
f
h0 h
lim

Directional Derivatives & Gradient

Directional Derivative
Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

The rate of change of f (with respect to distance) in the


direction of u at the point (x0 , y0 ) is
f
h0 h
lim

f (x, y) f (x0 , y0 )
h0
h
lim

Directional Derivatives & Gradient

Directional Derivative
Therefore,
x x0 = ha x = x0 + ha
y y0 = hb y = y0 + hb

The rate of change of f (with respect to distance) in the


direction of u at the point (x0 , y0 ) is
f
h0 h
lim

f (x, y) f (x0 , y0 )
h0
h
f (x0 + ha, y0 + hb) f (x0 , y0 )
= lim
h0
h
=

lim

Directional Derivatives & Gradient

Directional Derivative
Definition
Let f be a function of x and y. The directional derivative of
f at a point (x, y) along a unit vector u = ha, bi, denoted by
Du f (x, y), is given by
Du f (x, y) := lim

h0

f (x + ha, y + hb) f (x, y)


,
h

if this limit exists.

Directional Derivatives & Gradient

Directional Derivative
Definition
Let f be a function of x and y. The directional derivative of
f at a point (x, y) along a unit vector u = ha, bi, denoted by
Du f (x, y), is given by
Du f (x, y) := lim

h0

f (x + ha, y + hb) f (x, y)


,
h

if this limit exists.


Remarks:
1 If u =
= h1, 0i, then
f (x + h, y) f (x, y)
D f (x, y) = lim
h0
h

Directional Derivatives & Gradient

Directional Derivative
Definition
Let f be a function of x and y. The directional derivative of
f at a point (x, y) along a unit vector u = ha, bi, denoted by
Du f (x, y), is given by
Du f (x, y) := lim

h0

f (x + ha, y + hb) f (x, y)


,
h

if this limit exists.


Remarks:
1 If u =
= h1, 0i, then
f (x + h, y) f (x, y)
= fx (x, y).
D f (x, y) = lim
h0
h

Directional Derivatives & Gradient

Directional Derivative
Definition
Let f be a function of x and y. The directional derivative of
f at a point (x, y) along a unit vector u = ha, bi, denoted by
Du f (x, y), is given by
Du f (x, y) := lim

h0

f (x + ha, y + hb) f (x, y)


,
h

if this limit exists.


Remarks:
1 If u =
= h1, 0i, then
f (x + h, y) f (x, y)
= fx (x, y).
D f (x, y) = lim
h0
h
2 If u =
= h0, 1i, then
f (x, y + h) f (x, y)
Df (x, y) = lim
h0
h
Directional Derivatives & Gradient

Directional Derivative
Definition
Let f be a function of x and y. The directional derivative of
f at a point (x, y) along a unit vector u = ha, bi, denoted by
Du f (x, y), is given by
Du f (x, y) := lim

h0

f (x + ha, y + hb) f (x, y)


,
h

if this limit exists.


Remarks:
1 If u =
= h1, 0i, then
f (x + h, y) f (x, y)
= fx (x, y).
D f (x, y) = lim
h0
h
2 If u =
= h0, 1i, then
f (x, y + h) f (x, y)
Df (x, y) = lim
= fy (x, y).
h0
h
Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).
Du f (1, 1)

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

Du f (1, 1) =

lim

h0

f (1 +

3
2 h, 1

h2 ) f (1, 1)
h

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

3
2 h, 1

h2 ) f (1, 1)
h0
h

!2

2
1
3
h
= lim (1 +
h + 3 1
4
h0 h
2
2

Du f (1, 1) =

lim

f (1 +

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

3
2 h, 1

h2 ) f (1, 1)
h0
h

!2

2
1
3
h
= lim (1 +
h + 3 1
4
h0 h
2
2






1
3 2
h2
= lim
1 + 3h + h + 3 1 + h +
4
h0 h
4
4

Du f (1, 1) =

lim

f (1 +

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

3
2 h, 1

h2 ) f (1, 1)
h0
h

!2

2
1
3
h
= lim (1 +
h + 3 1
4
h0 h
2
2






1
3 2
h2
= lim
1 + 3h + h + 3 1 + h +
4
h0 h
4
4


1
3 2
= lim
3h + h + 3h
h0 h
2

Du f (1, 1) =

lim

f (1 +

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

Du f (1, 1) =
=

=
=
=

3
2 h, 1

h2 ) f (1, 1)
h0
h

!2

2
1
3
h
lim (1 +
h + 3 1
4
h0 h
2
2






1
3 2
h2
lim
1 + 3h + h + 3 1 + h +
4
h0 h
4
4


1
3 2
lim
3h + h + 3h
h0 h
2



3
lim
3+ h+3
h0
2
lim

f (1 +

Directional Derivatives & Gradient

Example 1
Example
Use the definition to find the directional
derivative of

3
1
2
2
f (x, y) = x + 3y along u = h 2 , 2 i at the point (1, 1).

Du f (1, 1) =
=

=
=
=

3
2 h, 1

h2 ) f (1, 1)
h0
h

!2

2
1
3
h
lim (1 +
h + 3 1
4
h0 h
2
2






1
3 2
h2
lim
1 + 3h + h + 3 1 + h +
4
h0 h
4
4


1
3 2
lim
3h + h + 3h
h0 h
2



3
lim
3+ h+3 = 3+3
h0
2
lim

f (1 +

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb).

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

lim

h0

g(h) g(0)
h

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

lim

h0

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h)

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h) =

f dx
f dy
+
x dh
y dh

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h) =

f dx
f dy
+
= fx (x, y)a + fy (x, y)b
x dh
y dh

Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h) =

f dx
f dy
+
= fx (x, y)a + fy (x, y)b
x dh
y dh

h = 0, x = x0 , y = y0
Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h) =

f dx
f dy
+
= fx (x, y)a + fy (x, y)b
x dh
y dh

h = 0, x = x0 , y = y0 g 0 (0) = fx (x0 , y0 )a + fy (x0 , y0 )b


Directional Derivatives & Gradient

Directional Derivative
Theorem
If f is a differentiable function of x and y, then f has a
directional derivative at point (x0 , y0 ) in the domain of f , in the
direction of any unit vector u = ha, bi and
Du f (x0 , y0 ) = fx (x0 , y0 )a + fy (x0 , y0 )b.
Proof. Define g(h) = f (x0 + ha, y0 + hb). Then
g 0 (0)

=
=

f (x0 + ha, y0 + hb) f (x0 , y0 )


g(h) g(0)
= lim
h0
h
h
Du f (x0 , y0 ).
lim

h0

Let g(h) = f (x, y) where x = x0 + ha, y = y0 + hb. By Chain Rule,


g 0 (h) =

f dx
f dy
+
= fx (x, y)a + fy (x, y)b
x dh
y dh

h = 0, x = x0 , y = y0 g 0 (0) = fx (x0 , y0 )a + fy (x0 , y0 )b = Du f (x0 , y0 )


Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y)

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2)

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y)

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2)

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6
Since P~Q = h3, 3i is not a unit vector, take u =

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6
Since P~Q = h3, 3i is not a unit vector, take u = h

2
2
2 , 2 i

Directional Derivatives & Gradient

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Since P~Q = h3, 3i is not a unit vector, take u = h 22 ,


!
!
2
2
Du f (1, 2) = fx (1, 2)
+ fy (1, 2)
2
2

Directional Derivatives & Gradient

2
2 i

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Since P~Q = h3, 3i is not a unit vector, take u = h 22 ,


!
!
2
2
Du f (1, 2) = fx (1, 2)
+ fy (1, 2)
2
2
!
!
2
2
= 2
6
2
2

Directional Derivatives & Gradient

2
2 i

Example 2
Example
Given f (x, y) = x2 2xy y 2 . Find the directional derivative of
f at P (1, 2) in the direction from P to Q(4, 1).
fx (x, y) = 2x 2y fx (1, 2) = 2
fy (x, y) = 2x 2y fy (1, 2) = 6

Since P~Q = h3, 3i is not a unit vector, take u = h 22 ,


!
!
2
2
Du f (1, 2) = fx (1, 2)
+ fy (1, 2)
2
2
!
!
2
2
= 2
6
2
2

= 2 2

Directional Derivatives & Gradient

2
2 i

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is
u=

h3, 4i
k h3, 4i k

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is
u=

h3, 4i
h3, 4i
=p
k h3, 4i k
32 + (4)2

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2
Hence,
 
 
3
4
Du f (x, y) = fx (x, y)
+ fy (x, y)
5
5

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2
Hence,
 
 
3
4
Du f (x, y) = fx (x, y)
+ fy (x, y)
5
5

= y 2 + y sin(xy)

Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2
Hence,
 
 
3
4
Du f (x, y) = fx (x, y)
+ fy (x, y)
5
5
 

3
= y 2 + y sin(xy)
5
Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2
Hence,
 
 
3
4
Du f (x, y) = fx (x, y)
+ fy (x, y)
5
5
 

3
= y 2 + y sin(xy)
+ (2xy + x sin(xy))
5
Directional Derivatives & Gradient

Example 3
Example
Determine the directional derivative of f (x, y) = xy 2 cos(xy)
at any point, in the direction of the vector 3 4
.
The unit vector in the same direction as the given vector is


h3, 4i
3 4
h3, 4i
=p
=
,
u=
k h3, 4i k
5 5
32 + (4)2
Hence,
 
 
3
4
Du f (x, y) = fx (x, y)
+ fy (x, y)
5
5
 
 

3
4
2
= y + y sin(xy)
+ (2xy + x sin(xy))
5
5
Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then

Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then
a = kuk cos

Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then
a = kuk cos = cos

Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then
a = kuk cos = cos
b = kuk sin

Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then
a = kuk cos = cos
b = kuk sin = sin

Directional Derivatives & Gradient

Directional Derivative

u
(x0 , y0 )

If the unit vector u = ha, bi, makes an angle with the x-axis,
then
a = kuk cos = cos
b = kuk sin = sin
and the formula in the previous theorem becomes
Du f (x, y) = fx (x, y) cos + fy (x, y) sin .
Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin


2
=
2xyex y 2

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin



2
=
2xyex y 2 cos
3

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin




2
2
=
2xyex y 2 cos + x2 ex y + 1
3

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
Du f (1, 0)

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
Du f (1, 0) = 2

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
 
1
Du f (1, 0) = 2
2

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
 
1
+2
Du f (1, 0) = 2
2

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
 
1
+2
Du f (1, 0) = 2
2

!
3
2

Directional Derivatives & Gradient

Example 4
Example
2

Find the directional derivative of f (x, y) = ex y 2x + y at the


point (1, 0) in the direction of the unit vector given by = 3 .
From the previous formula,
Du f (x, y) = fx (x, y) cos + fy (x, y) sin





2
2
=
2xyex y 2 cos + x2 ex y + 1 sin
3
3
Hence,
 
1
+2
Du f (1, 0) = 2
2

3
= 1 + 3.
2

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b
= hfx (x, y), fy (x, y)i ha, bi

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b
= hfx (x, y), fy (x, y)i ha, bi
= hfx (x, y), fy (x, y)i u

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b
= hfx (x, y), fy (x, y)i ha, bi
= hfx (x, y), fy (x, y)i u

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b
= hfx (x, y), fy (x, y)i ha, bi
= hfx (x, y), fy (x, y)i u
The vector hfx (x, y), fy (x, y)i appears not only in the formula
for directional derivative but in many applications as well.

Directional Derivatives & Gradient

The Gradient Vector

From the previous theorem,


Du f (x, y) = fx (x, y)a + fy (x, y)b
= hfx (x, y), fy (x, y)i ha, bi
= hfx (x, y), fy (x, y)i u
The vector hfx (x, y), fy (x, y)i appears not only in the formula
for directional derivative but in many applications as well.
This vector is called the gradient of f , denoted grad f or f .

Directional Derivatives & Gradient

The Gradient Vector


Definition
If f is a function of x and y, then the gradient of f is the
vector function f defined as
f (x, y) = hfx (x, y), fy (x, y)i

Directional Derivatives & Gradient

The Gradient Vector


Definition
If f is a function of x and y, then the gradient of f is the
vector function f defined as
f (x, y) = hfx (x, y), fy (x, y)i
Thus, the directional derivative of f in the direction of a unit
vector u = ha, bi can be written as
Du f (x, y) = f (x, y) u.
Example 5
Use gradient to find the directional derivative in Example 1.
Directional Derivatives & Gradient

Functions of Three Variables


Definition
The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the
direction of the unit vector u = ha, b, ci is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
h0
h
lim

provided this limit exists.

Directional Derivatives & Gradient

Functions of Three Variables


Definition
The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the
direction of the unit vector u = ha, b, ci is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
h0
h
lim

provided this limit exists.


Definition
The gradient vector of f (x, y, z) is
f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i

Directional Derivatives & Gradient

Functions of Three Variables


Definition
The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the
direction of the unit vector u = ha, b, ci is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
h0
h
lim

provided this limit exists.


Definition
The gradient vector of f (x, y, z) is
f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i
Du f (x, y, z) = fx (x, y, z)a + fy (x, y, z)b + fz (x, y, z)c

Directional Derivatives & Gradient

Functions of Three Variables


Definition
The directional derivative of f (x, y, z) at (x0 , y0 , z0 ) in the
direction of the unit vector u = ha, b, ci is
f (x0 + ha, y0 + hb, z0 + hc) f (x0 , y0 , z0 )
h0
h
lim

provided this limit exists.


Definition
The gradient vector of f (x, y, z) is
f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i
Du f (x, y, z) = fx (x, y, z)a + fy (x, y, z)b + fz (x, y, z)c
= f (x, y, z) u
Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f

Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.

Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.
Du f (x, y) = f u

Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.
Du f (x, y) = f u
= kf kkuk cos

Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.
Du f (x, y) = f u
= kf kkuk cos
= kf k cos

Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.
Du f (x, y) = f u
= kf kkuk cos
= kf k cos
Result follows since the maximum value of cos is 1 and is
attained when = 0, i.e., f and u are in the same
direction
Directional Derivatives & Gradient

The Gradient Vector


Theorem
Suppose f is a differentiable function of x and y. The
maximum value of Du f is kf k and it occurs when u is in the
same direction as f . The minimum value of Du f is kf k
and it occurs when u is in the opposite direction as f
Proof. Let be the angle between f and u.
Du f (x, y) = f u
= kf kkuk cos
= kf k cos
Result follows since the maximum value of cos is 1 and is
attained when = 0, i.e., f and u are in the same
direction(minimum value occurs at cos = 1, i.e., = ). 
Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z)

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i

= y 2 2xz,

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i

= y 2 2xz, 2xy + 3y 2 ,

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2
f (3, 0, 2) =

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2
f (3, 0, 2) =

h12, 0, 9i

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2
f (3, 0, 2) =

h12, 0, 9i

Hence, the minimum directional derivative of f at (3, 0, 2) is

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2
f (3, 0, 2) =

h12, 0, 9i

Hence, the minimum directional derivative of f at (3, 0, 2) is


kf (3, 0, 2)k

Directional Derivatives & Gradient

Example 6
Example
Find the minimum directional derivative of
f (x, y, z) = xy 2 x2 z + y 3 1 at the point (3, 0, 2).

f (x, y, z) = hfx (x, y, z), fy (x, y, z), fz (x, y, z)i


= y 2 2xz, 2xy + 3y 2 , x2
f (3, 0, 2) =

h12, 0, 9i

Hence, the minimum directional derivative of f at (3, 0, 2) is


p
kf (3, 0, 2)k = 122 + (9)2 = 15.

Directional Derivatives & Gradient

Example 7
Example
Suppose that the shape of a hill above sea level is given by the
equation h(x, y) = 1000 0.02x2 0.01y 2 , where x, y, and
h(x, y) are measured in meters. The positive xaxis points east
and the positive yaxis points north. Suppose you are standing
at a point with coordinates (50, 80, 886).
1

If you walk due west, will you start to ascend or descend?


At what rate?

If you walk due southeast, will you start to ascend or


descend? At what rate?

In which direction is the elevation changing fastest (in


what direction should you proceed initially in order to
reach the top of the hill fastest)? What is the rate of ascent
in that direction?
Directional Derivatives & Gradient

Example 7

Directional Derivatives & Gradient

Example 7
h(x, y)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x,

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west:

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE:

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

1 h1, 1i
2

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

1 h1, 1i
2

Du h(50, 80)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

1 h1, 1i
2

Du h(50, 80) =

2
5

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

1 h1, 1i
2

Du h(50, 80) =

2
5 (descend)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

The maximum rate of change occurs in the direction of


h(50, 80) and the
p rate of ascent is given by
kh(50, 80)k = (2)2 + (1.6)2 = 2.5612.

1 h1, 1i
2

Du h(50, 80) =

2
5 (descend)

Directional Derivatives & Gradient

Example 7
h(x, y) = h0.04x, 0.02yi
h(50, 80) = h0.04(50), 0.02(80)i = h2, 1.6i
1

Due west: u = h1, 0i Du h(50, 80) = 2(ascend)

Due SE: u =

The maximum rate of change occurs in the direction of


h(50, 80) and the
p rate of ascent is given by
kh(50, 80)k = (2)2 + (1.6)2 = 2.5612.

1 h1, 1i
2

Du h(50, 80) =

2
5 (descend)

Remark
We say that at (x0 , y0 ), f will increase most rapidly in the
direction of f (x0 , y0 ), or that f (x0 , y0 ) points in the
direction of the steepest ascent.
Directional Derivatives & Gradient

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