.

1. Chain rules
2. Gradient Vector Field

3. Directional derivative
4. Most Rapid Increase

5. Implicit Function Theorem, Implicit Differentiation

6. Lagrange Multiplier

7. Second Derivative Test

.
.
Notation. Let u = ai + bj + ck = (a, b, c), and v = pi + qj + rk = (p, q, r) be two
vectors in R3 , the dot-product (or scalar product) of u and v is given by
u v = u, v = (ai + bj + ck) (pi + qj + rk) = (a, b, c) (p, q, r) = ap + bq + cr
. = u v cos (u, v).
.
Let w = f (x, y, z) be a differentiable function defined in a domain D in R3 , then
we define a vector valued function, called gradient vector of f as
.f (x, y, z) = fx (x, y, z)i + fy (x, y, z)j + fz (x, y, z)k for all (x, y, z) D.

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.
x2 +y2
Example. Let f (x, y) = 2 defined on R2 . Draw the vector-valued function
f (x, y), i.e. at each point of (x, y) R2 , draw the vector f (x, y) starting from
.the point (x, y).
Solution. By direct calculation, we have fx (x, y) = x and fy (x, y) = y.
The gradient vector f at P(x, y) is fx (x, y)i + fy (x, y)j = xi + yj = (x, y)

parallel to OP. The gradient vector f is illustrated as follows.

The further the point P is away from O, the longer the vector f (x, y) = (x, y).

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.
Example. Sketch the gradient vector field for f (x, y) = x2 + y2 as well as
several
. level curves for this function.
Solution. Recall that a level curve of a function f (x, y) is defined as the set of
points (x, y) in the domain such that f takes the same value, i.e.
{(x, y) | f (x, y) = k } with function value equal to k, for various values of k.
So the equation x2+ y2 = k (with k 0) gives various circles centered at the
origin with radius k. Here is the gradient vector f (x, y) = (x, y) = xi + yj for
such a function f (x, y) = x2 + y2 . Here is a sketch of several of the contours as
well as the gradient vector field.

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.
Theorem. Suppose that w = f (x, y, z) is a differentiable function, where
x = x(u, v), y = y(u, v), z = z(u, v), where the coordinate functions are
parameterized by differentiable functions. Then the composite function
w(u, v) = f ( x(u, v), y(u, v), z(u, v) ) is a differentiable function in u and v,
such that the partial functions are given by

w w x w y w z
= + + ;
u x u y u z u
w w x w y w z
= + + .
v x v y v z v
.
.
Remark. The formula stated above is very important in the theory of surface
integral.
.

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.
Theorem (Chain Rule for Coordinate Changes). Suppose that s = f (x, y, z) is a
differentiable function, where x = x(u, v, w), y = y(u, v, w), z = z(u, v, w),
where the coordinate functions are parameterized by differentiable functions in
variables u, v and w. Then the composite function
S(u, v, w) = f ( x(u, v, w), y(u, v, w), z(u, v, w) ) is a differentiable function in
u, v and w, such that the partial functions are given by
S S x S y S z
= + + ;
u x u y u z u
S S x S y S z
= + + ;
v x v y v z v
S S x S y S z
= + + .
. w x w y w z w
.
f
Remarks. (i) S x actually means that x (x(u, v, w), y(u, v, w), z(u, v, w)) which is
the partial derivative of f with respect to x evaluated at the point
(x(u, v, w), y(u, v, w), z(u, v, w)), so it is a function in (u, v, w). The notation is
widely used among the literature for engineers.
(ii) The formula stated above is very important in the theory of inverse function
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.
Example. In spherical coordinates, we have the parameters (, , ) to
represent (x, y, z) as follows:
x = sin cos , y = sin sin , z = cos
,
with 0, 0 2, and 0 . Define S(x, y, z) = x2 + y2 + z2 .
Evaluate the partial derivative S in two ways.
.
Solution.
(i) Since S( sin cos , sin sin , cos )
= ( sin cos )2 + ( sin sin )2 + ( cos )2
S
= (sin2 )(cos2 + sin2 ) + cos2 = , so = 1.
S S x S y S z
(ii) The second method is to apply chain rule = x + y + z .
S x
x = x
= sin cos , = ( sin cos ) = sin cos ,
x2 +y2 +z2
S y
y = y
= sin sin , = ( sin sin ) = sin sin , and
x2 +y2 +z2
S 2 z 2 2 = cos , z
z = x +y +z = ( cos ) = cos .
S y
And S S x S z
= x + y + z
= (sin cos )2 + (sin sin )2 + (cos )2
= (sin2 )(cos2 + sin2 ) + cos2 = 1.
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.
Theorem. (Chain Rule of 2-variables)
Suppose that f (x, y) is a real valued differentiable function defined on the
planar domain D R2 , and that r(t) = x(t)i + y(t)j = ( x(t), y(t) ) is a
differentiable curve in the domain D. Then we have :
1. g(t) = f ( r(t) ) = f (x(t), y(t)) is a differentiable function of t;

. the derivative of g is given by

2

d f dx f dy
g (t) = ( f (x(t), y(t)) ) = (r(t)) + (r(t))
dt x dt y dt
= fx (r(t))x (t) + fy (r(t))y (t) = f (r(t)), r (t).
.

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.
Theorem. Chain Rule of 3-variables
Suppose that f (x, y, z) is real valued function defined on the domain D which is
part of R3 , and that r(t) = ( x(t), y(t), z(t) ) (or x = x(t), y = y(t) and z = z(t))
is a parametrized curve in the domain D. Then we have
1. the composite function g(t) = f ( r(t) ) = f (x(t), y(t), z(t)) is differentiable

for all t;
. the derivative of g (t) is
2

d
g (t) = ( f (x(t), y(t), z(t)) )
dt
f f dy f
= x (r(t)) dx
dt + y (r(t)) dt + z (r(t)) dt
dz
(chain rule)

= fx (r(t))x (t) + fy (r(t))y (t) + fz (r(t))z (t)
= (fx (r(t))i + fy (r(t))j + fz (r(t))k) (x (t)i + y (t)j + z (t)k)
= f (r(t)) r (t).
.
Remark. One can think of the a particle moving in domain D, and its position is
given by (x(t), y(t), z(t)) changing with respect to t, so it traces out a path in
domain D given by r(t) = x(t)i + y(t)j + z(t)k.

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.
Partial Derivatives
.
Suppose that z = f (x, y) is a function defined in a domain D, and P(a, b) is a
point in D. Recall that the partial derivatives
f (a + h, b) f (a, b) f (a, b + k) f (a, b)
fx (a, b) = lim , and fy (a, b) = lim .
h0 h k 0 k
The
. limits are taken along the coordinate axes.

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.
Directional Derivative
.
Through the point P(a, b) we choose any direction u = (h, k) = hi + kj, then we
consider the straight line through the point P along the direction u given by
r(t) = (a + ht, b + kt), and the rate of change of g(t) = f (r(t)) at t = 0 is
g (0) = lim
f ( r(t) )f ( r(0) )
t = lim f (a+th,b+ttk)f (a,b) .
. t0 t0

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.
Directional Derivative
.
Through the point P(a, b) we choose any direction u = (h, k) = hi + kj, then we
consider the straight line through the point P along the direction u given by
r(t) = (a + ht, b + kt), and the rate of change of g(t) = f (r(t)) at t = 0 is
g (0) = lim
f ( r(t) )f ( r(0) )
t = lim f (a+th,b+ttk)f (a,b) .
. t0 t0

.
Suppose that f is differentiable, then it follows from the (multivariate) chain rule
that
f dx f dy f f
g (0) = + = (P)h + (P)k
(x dt y dt x
) y
= fx (a, b)i + fy (a, b)j (hi + kj) = f (a, b) u,
where f is the vector-valued function fx i + fy j, called the gradient of f at the
point
. (x, y).

Remark. Note g (0) only depends of the choice of the curve through P(a, b)
with tangent direction r (0) only.

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In order to simplify the notation more, one requires the directional vector u to
be an unit vector.
.
Definition (Directional derivative) The resulting derivative g (0) is called the
directional derivative Du f of f along the direction u, and hence we write
. u f = f u to represent the rate of the change of f in the unit direction u.
D

Remark. In general, if f = f (x1 , , xn ) is a function of n variables, one define

f f
(i) the gradient of f to be f = ( x , , xn ), and
1
(ii) the directional derivative Du f by Du f = f u.

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.
Example. Evaluate the directional derivative f (x, y) = xey + cos(xy) at the point
.P0 (2, 0) in the direction 3i 4j.

Solution. Let u = 3i4i = 35 i 45 j. (unit length)

32 + 42

And f (2, 0) = (fx (2, 0), fy (2, 0))

= (ey y sin(xy), xey x sin(xy))|(x,y)=(2,0)
= (1, 2) = i + 2j.

Then Du f (2, 0) = f (2, 0) u = 3

5 8
5 = 1.

.
Remarks.
(1) The angle between the vector f (2, 0) and u is obtuse, this is the reason
why Du f (2, 0) is negative.
(2). One can also see that by comparing the value of f along the points on the
blue
. vector u. The blue curves are the level curves of f at different values.

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.
Proposition. The greatest rate of change of a scalar function f , i.e., the
maximum directional derivative, takes place in the direction of, and has the
magnitude
. of, the vector f .

Proof. For any direction v, the directional derivative of f along the direction v at
a point P in the domain of f , is given by
v
Dv f (P) := f (P), = f cos ,
v
where = (f (P), v) is the angle between the vectors f (P) and v.
Hence we have the following:
Dv (P) attains maximum (minimum) value
cos = 1 (1),
f (P) ( f (P) ) is parallel to v.

In this case, Dv (P) = f ( f ).

.
Remark. f is the direction in which the function value of f increases most
rapidly, and
.f is the direction in which the function value of f decreases most rapidly.
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.
Example. (a) Find the directional derivative of f (x, y, z) = 2x3 y 3y2 z at
P(1, 2, 1) in a direction v = 2i 3j + 6k.
(b) In what direction from P is the directional derivative a maximum?
(c)
. What is the magnitude of the maximum directional derivative?
Solution.
(a) f (P) = 6x2 yi + (2x3 6yz)j 3y2 k|(1,2,1) = 12i + 14j 12k at P. Then
the directional derivative of f along the direction v is given by
2i3j+6k
Dv f = f vv = 12i + 14j 12k, 2 2 2 = 90 7 .
2 +3 +6
(b) Dv f (P) is maximum(minimum) v (v) is parallel to
f (P) = 12i + 14j 12k.
f (P) f (P)2
(c) The maximum magnitude of Dv f (P) is given by f f (P) = f (P)
=

f (P) = 12i + 14j 12k = 144 + 196 + 144 = 22.

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.
Let f (x, y) be a differentiable function defined on xy-plane. For any real number
k, recall the level level of f for k is given by the set { (x, y) | f (x, y) = k }. When
. value k changes, the level curve changes gradually.
the

.
Let f (x, y) = x2 7xy + 2y2 defined on xy-plane.
The blue curves represent the level curves
Ck : f (x, y) = k of various values k. And the red
arrows represent the gradient vector field
f (a, b) = ( fx (a, b), fy (a, b) ) which is normal to
the tangent vector to level curve Ck at P(a, b) of
various
. values k.
.
Proposition. Let Ck : f (x, y) = k be a fixed level curve with a point P(a, b) in
C k. If f (a, b) = (0, 0), then the equation of the tangent line of Ck at P is
given by f (a, b) (x a, y b) = 0, i.e.

. fx (a, b)(x a) + fy (a, b)(y b) = 0.

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. Geometric Application of Gradient Vector in Plane
.
Proposition. Let Ck : f (x, y) = k be a fixed level curve with a point P(a, b) in Ck .
If f (a, b) = (0, 0), then the equation of the tangent line of Ck at P is given by
f (a, b) (x a, y b) = 0, i.e.

. fx (a, b)(x a) + fy (a, b)(y b) = 0.

Proof. Let Ck be parameterized by r(t) = x(t)i + y(t)j such that x(t) and y(t)
are differentiable function and r(0) = (a, b). As Ck is a level curve of f , so
k = f (a, b) = f (r(t)) = f (x(t), y(t) for all t. Define g(t) = f (r(t)) = f (x(t), y(t)
which is a constant function. It follows from chain rule that
0 = g (t) = fx (r(t))x (t) + fy (r(t))y (t) for all t.
In particular, 0 = g (0) = fx (a, b)x (0) + fy (a, b)y (0), i.e. f (a, b) r (0).
It follows from the tangent vector to the curve Ck is r (0) at P(a, b) that f (a, b)
is the normal direction, so the equation of the tangent line through P(a, b) to
the level curve CK is given by

f (a, b) (x a, y b) = 0, i.e. fx (a, b)(x a) + fy (a, b)(y b) = 0.

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. Geometric Application of Gradient Vector in Space
.
Proposition. Let C : r(t) = x(t)i + y(t)j + z(t)k be a curve lying on the level
surface S : f (x, y, z) = c for some c, i.e. c = f (r(t)) = f ( x(t), y(t), z(t) ) for all t.
Then the gradient vector f of f is always perpendicular to the tangent vector
r. (t) at r(t) for all t i.e. f (r(t)) r (t)

Proof. Define the composite function g(t) = f ( x(t), y(t), z(t) ), it follows from
the given condition that g(t) = f ( x(t), y(t), z(t) ) = c is a constant function, so
one can differentiate the identity c = g(t) = f ( x(t), y(t), z(t) ), so
f f dy f dx
0 = g (t) = x dx
dt + y dt + z dt = f (r(t)), r (t) for all t. So f r (t)
at r(t) for all t.

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.
Proposition. Let f (x, y, z) be a differentiable function defined in R3 , and
S : f (x, y, z) = c be a level surface for some constant c, i.e.
S = { (x, y, z) | f (x, y, z) = c }. Suppose that P(a, b, c) be a point on S such that
the gradient vector f (a, b, c) of f at point P(a, b, c) is not zero, then the
equation of the tangent plane of S at P is given by
< f (a, b, c), (x a, y b, z c) >= 0, i.e.
. fx (a, b, c)(x a) + fy (a, b, c)(y b) + fz (a, b, c)(z c) = 0.

.
Remark. For any given level surface S defined by a scalar function f , the
tangent plane of S at any P of S is spanned by the tangent vector of the curve
contained in S. The result above tells us that the normal direction to the
tangent
. plane of S at any point P of S is parallel to f (P).
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.
Example. Let F(x, y, z) = x + y + z , where is non-zero number. Determine
the equation of the tangent plane of the level surface S : F(x, y, z) = k of some
point
. P(a, b, c) in S, where k is a positive constant.

Solution. The normal direction N of the tangent plane of S at P is parallel to

F(x, y, z) = (x1 , y1 , z1 ) evaluated at P(a, b, c). So
N = ( a 1 , b 1 , c 1 ) ,
it follows that the equation of the tangent plane of S at P(a, b, c) is given by
0 = N, (x a, y b, z c)
= a 1 (x a ) + b 1 (y b ) + c 1 (z c ),
So the equation of the tangent plane of S at P is given by
a1 x + b1 y + c1 z = a + b + c = F(a, b, c) = k.

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.
Example. Show that the surface S : x2 2yz + y3 = 4 is perpendicular to any
member of the family of surfaces Sa : x2 + 1 = (2 4a)y2 + az2 at the point of
.intersection P(1, 1, 2).
Solution. Let the defining equations of level surfaces S, Sa be
F(x, y, z) = x2 2yz + y3 4 = 0 and
G(x, y, z) = x2 + 1 (2 4a)y2 az2 = 0. Then
F(x, y, z) = 2xi + (3y2 2z)j 2yk, and
G(x, y, z) = 2xi 2(2 4a)yj 2azk.
Thus, the normals to the two surfaces at P(1, 1, 2) are given by
N1 = 2i j + 2k, N2 = 2i + 2(2 4a)j 4ak.
It follows from
N1 N2 = (2)(2) 2(2 4a) (2)(4a) = 0
that N1 and N2 are perpendicular for all a, and so the required result follows.

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.
Implicit Functions
.
Given a relation between two variables expressed by an equation of the form
f (x, y) = k, we often want to solve for y. That is, for each given x in some
interval, we expect to find one and only one value y = (x) that satisfies the
relation. The function is thus implicit in the relation; geometrically, the locus
of the equation f (x, y) = k is a level curve in the (x, y)-plane that serves as the
graph
. of the function y = (x).
.
Example. Let C : x2 + y2 = 1 be a level curve defined by a function
f (x, y) = x2 + y2 . Is it possible that this level curve C in xy-plane is given by the
graph
. of some "nice" function?

), then we have 1 = x2 + (g(x))2 , and hence g(x)2 = 1 x2 , so

If y = g(x
g(x) = 1 x2 . Though we find out a possible representation of y = g(x),
which is usually called "explicit function," in fact g not differentiable at x = 1.
On the contrary, we call y is defined implicitly by f (x, y) = c.

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The most familiar example of an implicitly defined function is provided by the
equation f (x, y) = x2 + y2 . The locus or level curve f (x, y) = k is a circle of
radius k if k > 0,we can view it as the graph of two different functions,
y = (x) = k x2 .

we can take either P+ (0, + k) or P( 0, k) as a fixed point of the level curve,
so that defines a function respectively suchthat
(i) the graph passes through the point P (0, k), and
(ii) the graph of f lies completely on the level curve, i.e. all the points
(x, (x)) lies on the level curve, f (x, (x)) = k for all x dom(f ).

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.
The explicit functions defined by means of implicit function f (x, y) = k,
satisfy
(i) the graph passes through the point P (0, k), and
(ii) the graph of f lies completely on the level curve, i.e. all the points
.(x, (x)) lies on the level curve, f (x, (x)) = k for all x dom(f ).

.
Thing completely fails if we chose the point P( k, 0), the reason is that
a
on only one value, though we can write down y = + k x
function 2
can takes
for k x k, but the graph can not be extended to any bigger domain to
meet the second condition (ii). Moreover, the function y = + k x2 does not
have
. any derivative at x = k, which checked directly.
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.
Implicit Function Theorem I. Let C : f (x, y) = k be a level curve defined by a
differentiable scalar function f of 2 variables.
f
Suppose P(a, b) is a point in C such that y (P) = 0, then there exists > 0 and
a differentiable function g defined in an interval I = (a , a + ) such that
(i) f (x, g(x)) = k for all x I with g(a) = b; i.e.
y = g(x) is an explicit function defined by the level curve C; and
fx (x, g(x))
(ii) g (x) = for all x I.
. f y (x, g(x))

Remark. (i) In general, we cant write down the explicit function g.

f
(ii) one can interchange the role of x and y, if x (P) = 0.
(iii) It says the level curve locally is given by a graph of y = g(x) or x = g(y).
(iv) the function z = g(x, y) is not necessarily unique.

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Remark. Recall that the level surface associated to a scalar function f and a
fixed number k, is the set { (x, y, z) | f (x, y, z) = k }. In general, this set is not
expected to have any nice condition. However, we have
.
Implicit Function Theorem II. Let S : F(x, y, z) = k be a level surface defined by
a differentiable scalar function F, and suppose that P(a, b, c) is a point on the
level surface, i.e. F(a, b, c) = k. Suppose that F z (P) = 0, then there exists > 0
and a differentiable function z = g(x, y) defined on the open disc B( (a, b), )
such that
(i) F(x, y, g(x, y)) = k for all (x, y) B( (a, b), ), with g(a, b) = c; and
g Fx (x, y, g(x, y) ) g Fy (x, y, g(x, y) )
(ii) (x, y) = (x, y) = for all
x Fz (x, y, g(x, y) ) y Fz (x, y, g(x, y) )
.(x, y) B( (a, b), ).

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.
Implicit Function Theorem II.
Let S : F(x, y, z) = k be a level surface defined by a differentiable scalar
function F, and suppose that P(a, b, c) is a point on the level surface, i.e.
F(a, b, c) = k.
Suppose that F z (P) = 0, then there exists > 0 and a differentiable function
z = g(x, y) defined on the open disc B( (a, b), ) such that
(i) F(x, y, g(x, y)) = k for all (x, y) B( (a, b), ), with g(a, b) = c; and
g Fx (x, y, g(x, y) ) g Fy (x, y, g(x, y) )
(ii) (x, y) = (x, y) = for all
x Fz (x, y, g(x, y) ) y Fz (x, y, g(x, y) )
.(x, y) B( (a, b), ).
Remarks. The hardest part of this theorem is to establish the existence of
z = g(x, y) in part (i), and to prove that g. Then Differentiate F(x, y, g(x, y)) = k
with respect to x and y respectively by means of chain rule, we have
F F g
(x, y, g(x, y)) + (x, y, g(x, y)) (x, y) = (k) = 0, and the result
x z x x
follows.

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.
Example. Let z = z(x, y) be implicitly defined by zexz = 2z + y + 1. Find zx at
.the point (x, y, z) = (0, 0, 1).
Solution. Write z(x, y) instead of z, and then differentiate the identity
z(x, y)exz(x,y) = 2z(x, y) + y + 1
with respect to x, we have
zx exz + zexz (xzx + z) = (zexz )x = (2z + y + 1)x = 2zx ,
hence
zx (exz + xzexz 2) = z2 exz .
At (x, y, z) = (0, 0, 1), we have
zx (1 + 0 2) = (1)2 ,
i.e. zx (0, 0) = 1.

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.
Example. Suppose that the implicit function given by the level surface
S : F(x, y, z) = 0 defines the following explicit functions: x = x(y, z), y = y(x, z)
x y z
and z = z(x, y), where F is a differentiable function. Then = .
. y z x

Solution. It follows from the implicit function theorem that

x Fy
= , for all (x, y, z) in S.
y Fx
y Fz z Fx
Similarly, we have = , and = , for all (x, y, z) in S. It follows that
z Fy x Fz
( ) ( ) ( )
x y z Fy Fz Fx
= = 1,
y z x Fx Fy Fz
for all (x, y, z) in S.

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.
Theorem. Let r(t) = (x(t), y(t), z(t)) be a curve on the level surface
S : f (x, y, z) = c, prove that the tangent vector r (t) of the curve r(t) is normal
to the gradient f at the point of S. Consequently, f is the normal vector of
. tangent plane of level surface S at any point P(x, y, z) of S.
the

Proof. The result follows easily from differentiate the identity

c = f ( x(t), y(t), z(t) ) for all the t in the domain of r with the help of chain rule,
d d f dx f dy f dz
so 0 = (c) = ( f (x(t), y(t), z(t)) ) = + + =
dt dt x dt y dt z dt
dx dy dz
f ( , , ) = f r (t), so f is normal to the tangent vector r (t) of the
dt dt dt
curve.

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.
Example. Determine the extremum of the function z = z(x, y) defined implicitly
. the equation 3x + 2y + z + 8yz z + 8 = 0.
by 2 2 2

Solution. Define F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8, so the function

z = z(x, y) is in fact the graph of the level surface S associated to the equation
F(x, y, z) = 0, or sometimes we just denote it by S : F(x, y, z) = 0. It follows that
F(x, y, z(x, y)) = 0, for all (x, y) in the (unspecified) domain of z(x, y), in fact we
just think of the equality as an identity in x and y. So differentiate with respect
to x and y respectively by means of chain rule, we have
F x F z z
0= (0) = ( F(x, y, z(x, y)) ) = + = Fx + Fz , so one has
x x x x z x x
z Fx (x, y, z(x, y)) Fx z Fy (x, y, z(x, y)) Fy
(x, y) = = and (x, y) = = .
x Fz (x, y, z(x, y)) Fz y Fz (x, y, z(x, y)) Fz
One should notice that the assumption Fz = 0 for all (x, y) in the domain of
z = z(x, y) is necessary, which one can obtain explicitly if Fz is known.

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.
Example. Determine the extremum of the function z = z(x, y) defined implicitly
. the equation 3x + 2y + z + 8yz z + 8 = 0.
by 2 2 2

Solution. Let F(x, y, z) = 3x2 + 2y2 + z2 + 8yz z + 8. so

z Fx 6x z Fy 4y + 8z
= = , and = = . To locate the
x Fz 2z + 8y 1 y Fz 2z + 8y 1
extremum value of z = z(x, y), one need its two partial derivatives zx and zy
vanish, i.e. (6x, 4y + 8z) = (0, 0) where (x, y, z) is a point of the level surface
S : F(x, y, z) = 0. Hence, x = 0, and y = 2z. Then 0 = F(0, 2z, z) =
2(2z)2 + z2 + 8(2z)z z + 8 = 7z2 z + 8 = (7z + 8)(z 1) so z = 1 or
87 . Hence P(0, 2, 1) or Q(0, 16
7 , 7 ) are the only critical point of the function
8

z = z(x, y), however, z = z(x, y) is not explicitly determined yet. One can
determine use the quadratic formula to express z in terms of x and y, and then
one can see that zmax = 1 and zmin = 78 .
Remark. In the last part, we skip some details, but the gap can be filled in after
we learn the second derivative test.

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.
Theorem. (Lagrange multiplier). Let f (x, y) and
g(x, y) be functions with continuous first-order partial
derivatives. If the maximum (minimum) value of f
subject to the condition (constraint) given by a level
curve C : g(x, y) = 0 occurs at a point P where
f (P) = 0, then f (P) = g(P) for some real
.number .
Remarks.
1. The last condition just means that these two vectors f (P) and g(P) are

parallel, in other words, at the point where f attains maximum, the level
curve of f will tangent to the constraint curve
2. The last equation f (P) = g(P) gives a necessary condition for finding

the point P, though is also an unknown:

fx (x, y) = gx (x, y), fy (x, y) = gy (x, y), g(x, y) = 0.
.3 The similar condition f (P) = g(P) works for functions of any
variables, and the constant is called a multiplier.

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.
Example.
. Determine min. value of x2 + y2 subject to the constraint xy = 1.

Solution. Let f (x, y) = x2 + y2 be the objective function, and g(x, y) = xy be the

constraint with the level curve given C : g(x, y) = 1. Though C is not a bounded
set, one can put more restriction x2 + y2 M with the result curve CM which is
closed and bounded. As CM is closed and bounded in R2 , then the continuous
function f attains its minimum on CM at some point in CM . In fact, the minimum
value always occurs exactly at the same two points.

One can then apply the Lagrange multiplier to lo-

cate the minimum that f (x, y) = g(x, y) at
those extremum points.

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.
Example.
. Determine min. value of x2 + y2 subject to the constraint xy = 1.

Solution. (One should know that it is only a necessary condition, but not
sufficient one.) Hence we have: (2x, 2y) = (y, x), and xy = 1. From the last
equation, one knows that x = 0 and y = 0, so 2x = y, and then = 2x/y.
Substituting, we have 2y = (2x/y)x and hence y2 = x2 , i.e. y = x. But
xy = 1, so x = y = 1 and the possible points for the extreme values of f are
(1, 1) and (1, 1). The minimum value is f (1, 1) = f (1, 1) = 2.
Remark. Here there is no maximum value for f , since the constraint xy = 1
allows x or y to become arbitrarily large, and hence f (x, y) = x2 + y2 can be
made arbitrarily large.

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.
Steps of implementing Lagrange multipliers
.
To find the maximum and minimum values of
f (x, y, z) subject to the constraint defined by the
level
. surface S : g(x, y, z) = k.

Suppose that these extreme values exist and on

the surface S, which is related to the condition of
S.
1. Find all values of x, y, z and such that

fx (x, y, z) = gx (x, y, z) (1)

f = g fy (x, y, z) = gy (x, y, z) (2)


f (x, y, z) = g (x, y, z) (3)
z z

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

. Evaluate f at all the points (x, y, z) that result from step (a). The largest of
2

these values is the maximum value of f ; the smallest is the minimum value
of f .

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.
Lagrange Multiplier
.
Theorem. Let f , g be two differentiable function R3 , such that the gradient
vector fields g(x, y, z) and f (x, y, z) are non-zero for all (x, y, z) R3 .
Suppose that P(a, b, c) is a point on the level surface
S = { (x, y, z) | g(x, y, z) = k } such that f (x, y, z) f (a, b, c) for all (x, y, z) S.
.Then f (P) and g(P) are parallel.
Proof. Let C be any parameterized curve
C : r(t) = x(t)i + y(t)j + z(t)k (1 t 1) on S passing through P(a, b, c)
when t = 0, i.e. r(0) = (a, b, c). It follows from the hypothesis
f (x, y, z) f (a, b, c) for all (x, y, z) S, that
h(t) = f r(t) f (a, b, c) = f r(0) = h(0). Hence, h(0) is the minimum value
of h(t), and by the chain rule and critical point that
r (0)
0 = h (0) = DT f (P) = f (P) T, where T = r (0) . As the curve C is
arbitrarily chosen, so f (P) is perpendicular to all the tangent vector to S at P,
i.e. f (P) is parallel to the normal direction g(P) of S at P.
.
Remark. The conclusion of the theorem gives us a necessary condition that
.there exists R, that f (P) = g(P).
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.
Example. Use Lagrange multipliers to find the point (x, y, z) at which
x. 2 + y2 + z2 is minimal subject to x + 2y + 3z = 1.

Solution. Let f (x, y, z) = x2 + y2 + z2 , and g(x, y, z) = x + 2y + 3z be the

objective function and the constraint function respectively. We want to locate
the point P(x, y) on the plane x + 2y + 3z = 1, such that f = g for some ,
i.e. (2x, 2y, 2z) = (1, 2, 3), and so
3
1 = x + 2y + 3z = + 2 + 3 = 7,
2 2
i.e. = 71 . And hence
(x, y, z) = ( 2 , , 3
2 ) = (1/14, 1/7, 3/14).
Remark. Why does the point (x, y, z) = (1/14, 1/7, 3/14) give the minimum of
f ? One can consider the moving point (x, y, z) = (3t + 1, 0, t) lying on the
plane x + 2y + 3z = 1, then
f (3t + 1, 0, t) = (3t + 1)2 + 02 + (t)2 = (3t + 1)2 + t2 t2 which does not
have any maximum value. However, one can prove that the absolute minimum
value of f does exist by means of Cauchys inequality, and we skip the proof of
this fact.
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.
Example. A rectangular box is placed on the xy-plane so that one vertex at the
origin, and the opposite vertex lies in the plane Ax + By + Cz = 1, where A, B
and
. C are positive. Find the maximum volume of such a box.

Solution. It follows from the given condition that the box has dimension
x y z, with x, y, z > 0 and satisfy Ax + By + Cz = 1. Then the volume
V (x, y, z) = xyz, subject to the constraint D = { (x, y, z) | Ax + By + Cz = 1,
and x, y, z 0 }, which is a closed and bounded subset of R3 , hence the
volume function V attains both maximum and minimum. The minimum volume
is obviously 0; and we use Lagrange multiplier to find the maximum volume as
follows.(yz, xz, xy) = V (x, y, z) = (Ax + By + Cz 1) = (A, B, C). If
= 0, then one of x, y, and z will be zero, in this case, V (x, y, z) = 0,
which is
xyxz CB

not maximum. Assume = 0 so x = yz = A = A , i.e. x = BC
2 BC
A .

Similarly, we have y = AC , and z = AB . At last, we have
( B )
C

1 = Ax + By + Cz = A BC A +B
AC
B +C
AB
C = 3 ABC , so
= 1
9ABC .
1
Then Vmax = V ( 3A 1
, 3B 1
, 3C )= 1
27ABC .

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.
Example. Let r(t) = (a + ht, b + kt) be the line in xy-plane passing through the
point P(a, b). Let f be a function defined in a domain D containing P with
continuous second order partial derivatives, and that P is a critical point of f i.e.
f (P) = 0. Let g(t) = f (r(t)), (i) evaluate the second derivatives of g at t = 0;
and (ii) the sign of g (0) provided that fxx (a, b) > 0 and
f.xx (a, b)fyy (a, b) (fxy (a, b))2 > 0 for (h, k) = (0, 0).

Solution. (i) Let A = fxx (a, b), C = fyy (a, b), B = (fxy (a, b). It follows from chain
rule that g (t) = fx (a + ht, b + kt)h + fy (a + ht, b + kt)k, and hence
g (t) = fxx (a + ht, b + kt)h2 + fxy (a + ht, b + kt)hk + fyx (a + ht, b + kt)kh +
fyy (a + ht, b + kt)k2 . In particular, at t = 0,
g (0) = fxx (a, b)h2 + 2fxy (a, b)hk + fyy (a, b)k2 = Ah2 + 2Bhk + Ck2 .
(ii) As A = fxx (a, b) > 0, and AC B2 > 0, then for s R, then
(s) = As2 + 2Bs + C = A1 (A2 s2 + 2ABs + B2 ) + C B2 /A =
ACB2
ACAB > 0. So , and hence
1 2
2
A (As + B) + A
g (0) = Ah2 + 2Bhk + Ck2 = k2 (A(h/k)2 + 2Bh/k + C) = k2 ( hk ) > 0 for all
(h, k) R2 with k = 0. If k = 0, then g (0) = Ah2 > 0 for all h = 0.

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.
Proposition. (Maximum-Minimum Test for Quadratic Functions) Let
g(x, y) = Ax2 + 2Bxy + Cy2 , where A, B, C are constants.
1. If AC B2 > 0, and A > 0, [respectively A < 0], then g(x, y) has a

minimum [respectively maximum] at (0, 0).

.2 If AC B2 < 0, then g(x, y) takes both positive and negative values near
(0, 0), so (0, 0) is not a local extremum for g.
.
Proof. To prove these assertions, we consider the two cases separately.
(1)(If AC B2 > 0, then
) A(cannot be zero (why?), so g(x,)y) =
B2 2 C 2 B2 2
A xy + A2 y A y A2 y
C 2
A x + A xy + A y = A x2 + 2B
2 2B
( )2
= A x + AB y + A1 (AC B2 )y2 . Both terms above have the same sign as A,
B
and they are both zero only when x + A y = 0 and y = 0, i.e. (x, y) = (0, 0).
Thus (0, 0) is a minimum point for g if A > 0 (since g(x, y) > 0 if (x, y) = (0, 0))
and a maximum point if A < 0 (since g(x, y) < 0 if (x, y) = (0, 0) ). This
completes the proof of (1)

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.
Proposition. (Maximum-Minimum Test for Quadratic Functions) Let
g(x, y) = Ax2 + 2Bxy + Cy2 , where A, B, C are constants.
1. If AC B2 > 0, and A > 0, [respectively A < 0], then g(x, y) has a

minimum [respectively maximum] at (0, 0).

.2 If AC B2 < 0, then g(x, y) takes both positive and negative values near
(0, 0), so (0, 0) is not a local extremum for g.
.
Proof. (2). If AC B2 < 0 and A = 0, then formula (1) still applies, but now the
terms on the right-hand side have opposite signs. By suitable choices of x and
y (try it!), we can make either term zero and the other nonzero. If A = 0, then
g(x, y) = y(2Bx + Cy), so we can again achieve both signs.
Remark. In case (2), (0, 0) is called a saddle point for g(x, y).

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.
Theorem. (Second Derivatives Test) Suppose the second partial derivatives of
f (x, y) are continuous on a disk with center (a, b), and suppose that
f (a, b) = (0, 0) i.e. (a, b) is a critical point of f . Let
D = D(a, b) = fxx (a, b)fyy (a, b) [fxy (a, b)]2
1. If D > 0 and A = f
xx (a, b) > 0, then f (a, b) is a local minimum;
2. If D > 0 and A = fxx (a, b) < 0, then f (a, b) is a local maximum;
3. If D < 0, then f (a, b) is neither a local maximum nor a local minimum.
.

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.
Example.
. Determine the nature of the critical points of f (x, y) = x3 + y3 6xy.

Solution. As f (x, y) = (3x2 6y, 3y2 6x), so x2 = 2y and y2 = 2x.

It follows that x4 = 4y2 = 4 2x = 8x, i.e.
0 = x4 8x = x(x3 23 ) = x(x 2)(x2 + 2x + 4).
As (x2 + 2x + 4) = (x + 1)2 + 3 > 0, we have x = 0 or x = 2.
So 2y = 02 or 22 , so the critical points of f are (0, 0) and (2, 2).
Next we need to apply the 2nd derivative test. And
A = fxx = 6x, B = fxy = 6, C = fyy = 6y, and the discriminant
D(x, y) = AC B2 = fxx fyy fxy2 = (6x)(6y) (6)2 = 36(xy 1).

And (0, 0) = 36 < 0, (2, 2) = 36(4 1) = 108.

Hence (0, 0) is a saddle point of f , where (2, 2) is a local minimum point of f
with f (2, 2) = 23 + 23 6(2)(2) = 16 24 = 8.

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.
Taylors Formula for f (x, y) at the Point (a, b)
.
Theorem. Suppose f (x, y) and its partial derivatives through order n + 1 are
continuous throughout an open rectangular region R centered at a point (a, b).
Then, throughout R, f (a + h, b + k) = f (a, b) + (hfx + kfy )|(a,b) +
| {z }
Linear or 1st order approximation
f (a + h, b + k)
1
= f (a, b) + (hfx + kfy )|(a,b) + (h2 fxx + 2hkfxy + k2 fyy )|(a,b) +
| 2!
{z }
2nd order approximation
f (a + h, b + k) = f (a, b) + (hfx + kfy )|(a,b) + 2!1 (h2 fxx + 2hkfxy + k2 fyy )|(a,b)
+ 3!1 (h3 fxxx + 3h2 kfxxy + 2hk2 fxyy + k3 fyyy )|(a,b) +
( )n ( ) n+1

+ n!1 h x + k y f |(a,b) + (n+1 1)! h x + k y f |(a+ch,b+ck)
. some c (0, 1).
for

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.
Taylors Theorem. Suppose f (x, y) and its partial derivatives through order
n + 1 are continuous throughout an open rectangular region R centered at a
point (a, b). Then, throughout R,
= f (a, b) + (hfx + kfy )|(a,b) + 2!1 (h2 fxx + 2hkfxy + k2 fyy )|(a,b)
+ 3!1 (h3 fxxx + 3h2 kfxxy + 2hk2 fxyy + k3 fyyy )|(a,b) +
( )n ( ) n+1

+ n!1 h x + k y f |(a,b) + (n+1 1)! h x + k y f |(a+ch,b+ck)
. some c (0, 1).
for
.
Remarks.
1. The proof uses the chain rule and the trick of n-th Taylor polynomial to the

function g(t) = f (a + ht, b + kt) of one variable.

.2 If one have an estimate the last term (in blue), for example an upper
bound, then we can estimate the given function by means of polynomials
in 2 variables.
3. The theorem can be easily generalized to function of n variables for n 1.

Though this topics is not treated in this book, but its application is
important in other courses, so we put the result in this notes for the sake
. of students. . . . . . .

Matb 210/Math200 in 2014-2015

.
Taylors Formula for f (x, y) at the Point (a, b)
.
Theorem. Suppose f (x, y) and its partial derivatives through order n + 1 are
continuous throughout an open rectangular region R centered at a point (a, b).
Then, throughout R, f (a + h, b + k) = f (a, b) + (hfx + kfy )|(a,b) +
| {z }
Linear or 1st order approximation
f (a + h, b + k)
1
= f (a, b) + (hfx + kfy )|(a,b) + (h2 fxx + 2hkfxy + k2 fyy )|(a,b) +
| 2!
{z }
2nd order approximation
f (a + h, b + k) = f (a, b) + (hfx + kfy )|(a,b) + 2!1 (h2 fxx + 2hkfxy + k2 fyy )|(a,b)
+ 3!1 (h3 fxxx + 3h2 kfxxy + 2hk2 fxyy + k3 fyyy )|(a,b) +
( )n ( ) n+1

+ n!1 h x + k y f |(a,b) + (n+1 1)! h x + k y f |(a+ch,b+ck)
. some c (0, 1).
for

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.
Taylors Theorem. Suppose f (x, y) and its partial derivatives through order
n + 1 are continuous throughout an open rectangular region R centered at a
point (a, b). Then, throughout R,
= f (a, b) + (hfx + kfy )|(a,b) + 2!1 (h2 fxx + 2hkfxy + k2 fyy )|(a,b)
+ 3!1 (h3 fxxx + 3h2 kfxxy + 2hk2 fxyy + k3 fyyy )|(a,b) +
( )n ( ) n+1

+ n!1 h x + k y f |(a,b) + (n+1 1)! h x + k y f |(a+ch,b+ck)
. some c (0, 1).
for
.
Remarks.
1. The proof just applies the chain rule and the trick of n-th Taylor polynomial

to the function g(t) = f (a + ht, b + kt) one variable.

2. If one have an estimate the last term (in blue), for example an upper
bound, then we can estimate the given function by means of polynomials
in 2 variables.
3. The theorem can be easily generalized to function of n variables for n 1.

Though this topics is not treated in this book, but its application is
important in other courses, so we put the result in this notes for the sake
. of students. . . . . . .

Matb 210/Math200 in 2014-2015