Lecture 15 March 7 2016 Local maximum

A function has a local maximum

Local maximum
at
near

inside some disk with center

local maximum value

For local maximum, there is some disk st
everything in disk satisfied inequality

local minimum value

MATH 222 1 LECTURE 16 (03/09/17) Julian Lore

1 Lecture 16 (03/09/17)
Techniques for finding extreme values of continuous functions f (x, y) on closed,
bounded sets D ⊆ R: Will be using an approach called Lagrange Multipliers to optimize
things. Function defined on closed & bounded set, has extreme values. How do we find
where they occur? We know they exist, but existence doesn’t tell us how to produce the
extreme values.

1. Find the values of f at its critical points that are in D.

2. Find the extreme values of F on the boundary of D.

Using boundaries is new for us. Throw away middle of function, look at extreme values
and make it into a curve. Make it a 1 variable problem and use part 1 to address part
2.

3. The largest and smallest of these values of f are its extreme values on D.

Example: Find the extreme values of f (x, y) = xy 2 on D = {(x, y) : x2 + y 2 ≤ 3, x ≥

0, y ≥ 0}.
fx (x, y) = y 2 , fy (x, y) = 2xy
Solve 0 = y 2 , 0 = 2xy
√
y = 0 Now we know (x, 0) is a critical point for any 0 ≤ x ≤ 3
We can move on to step 2.
2) f (x, 0) = 0, f (0, y) = 0
To check the last part of D, notice
√ 2
f (x, y) = x 3 − x2 = x(3 − x2 ) on D

=⇒ g(x) = 3x − x3 Find extreme values of g.

= g 0 (x) = 3 − 3x2
0 = 3(1 − x2 )
0 = 3(1 − x)(1 + x) =⇒ x = ±1 =⇒ x = 1

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√ √
1 + y 2 = 3 =⇒ y = 3 − 1 = 2
√
f (1, 2) ← absolute maximum
f (x, 0) ← absolute minimum

1.1 Lagrange Multipliers (14.8)

Last time, we maximized f (x, y, z) = xyz subject to x + y + z = 100.
| {z }
g(x,y,z)
Lagrange Multipliers is a general technique for solving problems where we must maximize
or minimize a function f (x, y, z) subject to g(x, y, z) = k.
*f will be a differentiable function.
The solution to such problems occurs at a point where the level surface g(x, y, z) = k is
tangent to the level surface f (x, y, z) = c
|{z}
extreme value
Why is this true?

Start with a surface S given by g(x, y, z) = k and assume that f (x, y, z) has an extreme
value on S. Call it (x0 , y0 , z0 ). Now let C be any smooth curve r(t) = hx(t), y(t), z(t)i lying
in S and contains (x0 , y0 , z0 ). Say r(t0 ) = hx0 , y0 , z0 i.
Since F has an extreme value at xo , y0 , z0 , the function h(t) = f (x(t), y(t), z(t)) has an
extreme value there.

t0 is and extreme value of h

=⇒ 0 = h0 (t0 )
Chain rule
= fx (x0 , y0 , z0 )x0 (t0 ) + fy (x0 , y0 , z0 )y 0 (t0 ) + fz (x0 , y0 , z0 )z 0 (t0 )

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= ∇f (x0 , y0 , z0 ) · r0 (t0 )

=⇒ ∇f (x0 , y0 , z0 ) and r0 (t0 ) are orthogonal for any choice of curve C.

In section 14.6, it is shown that ∇g(x0 , y0 , z0 ) is orthogonal to all of the same tangent vectors
r0 (t0 ).
=⇒ ∇f (x0 , y0 , z0 ) is parallel to ∇g(x0 , y0 , z0 )
=⇒ ∇f (x0 , y0 , z0 ) = λ
|{z} ∇g(x0 , y0 , z0 )
Lagrange multiplier

Method of Lagrange multipliers: To find the maximum and minimum values of f (x, y, z, )
subject to g(x, y, z) = k [assuming that these extreme values exist and ∇g 6= 0 on g(x, y, z) =
k]:

(a) Find all values x, y, z, λ where

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

(b) Evaluate f at all these points (x, y, z). The largest and smallest, resp., are the maximum
and minimum values of f .

There is a 2 variable version:

For f (x, y), g(x, y) = k, find x, y, λ, satisfying ∇f (x, y) = λ∇g(x, y) and g(x, y) = k, and so
on.

g(x,y)
z }| {
Example: Find the extreme values of f (x, y) = xy on the curve 3x2 + y 2 = 6.
Solve fx = λgx , fy = λgy , 3x2 + y 2 = 6.
y = λ6x, x = λ2y, 3x2 + y 2 = 6.
One thing you want to look at is if you have any constraints on x, y or λ, want to know if
they aren’t 0 so we can divide.
Second line shows us that neither y nor x is 0, otherwise it would contradict last equation.

y = λ6(λ2y) = 12λ2 y
=⇒ 1 = 12λ2
1
±√ =λ
12

6 = 3x2 + (λ6x)2 = 3x2 + 36λ2 x2

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MATH 222 1 LECTURE 16 (03/09/17) Julian Lore

= 3x2 + 3(12λ2 )x2

6 = 3x2 + 3x2
1 = x2
±1 = x

=⇒ 3 + y 2 = 6
y2 = 3
√
y=± 3

Critical points:
√
• (1, 3) Maximum value
√
• (−1, 3) Minimum
√
• (1, − 3) Minimum
√
• (−1, − 3) Maximum

Example 1: Find the extreme values of f (x, y, z) = x + y + 2z on surface x2 + y 2 + z 2 = 3.

Example 2: Find the points on x2 + y 2 + z 2 = 4 that are closest to and farthest from
(3, 1, −1).

41
Midterm Average: 70
42
Median: 70

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MATH 222 2 LECTURE 17 (03/14/17) Julian Lore

2 Lecture 17 (03/14/17)
Integration over rectangles
Z b n
X
f (x)dx ≈ f( x∗i )∆x
a i=1
|{z}
sample points

n approximating rectangles for sum. each rectangle has width δx and height f (x∗i )

Z b n
X
f (x)dx = lim f (x∗i )∆x
a n→∞
i=1

This limit makes the rectangles infinitely narrow.

We now want to integrate f (x, y) on a set

R = [a, b] × [c, d] = {(x, y) : R2 : a ≤ x ≤ b, c ≤ y ≤ d} ← rectangle

|{z} |{z}
x y

Question If f (x, y) ≥ 0 how can we find the volume of S = {(x, y, z) ∈ R3 : 0 ≤ z ≤

f (x, y), (x, y) ∈ R}
Divide [a, b] into [a = x0 , x1 ], . . . , [xm−1 , xm = b] and divide [c, d] into [c = y0 , y1 ], . . . , [yn−1 , yn =
d] so that length of [xi , xi+1 ] = ∆x = b−a m
and length of [yj , yj+1 ] = ∆y = d−c m
. Let

Rij = [xi−1 , xi ] × [yj−1 , yj ], and note that Rij has area ∆A = ∆x∆y
Next, choose a sample point (x∗i , yj∗ ) from each Rij .

m X
X n
Volume of S ≈ f (x∗i , yj∗ )∆A
i=1 j=1

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Define the volume of S to be

m X
X n
Volume of S = lim f (x∗i , yj∗ )∆A
m,n→∞
i=1 j=1

Definition 1. Given a function f (x, y), we define the double integral of f over rectangle R
to be: ZZ m X n
X
f (x, y)dA = lim f (x∗i , yj∗ )∆A
R m,n→∞
i=1 j=1
| {z }
Double Riemann Sum

if it exists. If it exists, we say f is integrable.

Not very nice to calculate, is there a nicer way?

Ex: ZZ
Evaluate 2x + 1dA where R = [0, 2] × [0, 4]
R
RR
(i.e. plane R 2x + 1dA over R = [0, 2] × [0, 4])
We will do this by interpreting it as a volume.

1
Volume of S hLw
2
1
= 1(4)(2)+ (4)(4)(2)
2
= 8 + 8(2) = 24

2.1 Midpoint Rule

ZZ m X
X n
f (x, y)dA ≈ f (xi , yi )∆A
R i=1 j=1

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where xi is the midpoint of [xi−1 , xi ] and yi is the midpoint of [yj−1 , yj ].

Important to be able to approximate integrals, the following is a good problem:

RR
Ex: Use the contour map of f (x, y) on R = [0, 4] × [0, 4] to estimate R
f (x, y)dA with

m = n = 2.

ZZ [0,2]×[0,2] [2,4]×[0,2] [0,2]×[2,4] [2,4]×[2.4]

z }| { z }| { z }| { z }| {
f (x, y)dA = 30(2)(2) + 10(2)(2) + 3(2)(2) + 20(2)(2) = 252
R

2.2 Iterated Integrals

Let’s evaluate integrals without using the def’n. Suppose f (x, y) is integrable on R =
Rb
[a, b] × [c, d]. The expression a f (x, y)dx means we integrate f (x, y) w.r.t. x and fix y. The
Ra
expression c f (x, y)dy means we integrate f (x, y) w.r.t. y and fix x.
Z bZ d Z b Z d 
f (x, y)dy : dx = f (x, y)dy dx
a c a c

Z d Z b Z d Z b 
f (x, y)dx : dy = f (x, y)dy dx
c a c a

Sometimes integrating w.r.t. x first is easier, or vice versa. Both integrals give you the same
result, like Clairaut’s Theorem.
Theorem 1. Fubini’s Theorem: If f is continuous on R = [a, b] × [c, d], then
ZZ Z bZ d Z d Z b
f (x, y)dA = f (x, y)dy : dx = f (x, y)dx : dy
R a c c a

Remark: Since the order of integration doesn’t matter, we should try to find the order
that makes computation as easy as possible.

Ex: Evaluate ZZ
x
dA, R = [0, 1] × [0, 1]
R 1 + xy

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

Z 1 Z 1 Z 1 Z 1
x
dy : dx = ln (1 + xy)|1y=0 dx = ln (1 + x)dx
0 0 1 + xy 0 0

R R R u = ln (x) v=x
Recall ln xdx is calculated using integration by parts ( udv−uv− vdu)
du = x1 dx dv = dx
R
= ln (x)x − dx − ln (x)x − x + c
ln (u)du = u ln (u) − u + c Thus
Z 1
ln (1 + x)dx = (x + 1) ln (x + 1) − x − 1|1x=0 = 2 ln(2) − 2 − (−1) = 2 ln(2) − 1
0

Ex: ZZ
xexy dA where R = [−1, 2] × [0, 1]
R

ZZ Z 2 Z 1 Z 2
xy xy
xe dA = xe dy : dx = exy |1y=0 dx
R −1 0 −1
Z2
= ex − 1dx = [ex − x]2x=−1 = e2 − 2 − (e−1 − (−1))
−1
1 1
= e2 − 2 − − 1 = e2 − − 3
e e

Ex: ZZ h πi
x sec2 (y)dA where R = [0, 2] × 0,
R 4

3 Lecture 18 03/16/17
Ex: ZZ h πi
x sec2 (y)dA where R = [0, 2] × 0,
R 4
→
Z 2 Z π/4 Z x
2
x sec (y)dy dx = [x tan y]π/4
y=0 dx
0 0 0
Z 2
1
= x(1) − 0 : dx = x2 |20 = 2
0 2

Note: If f (x, y) = g(y)h(x), then

ZZ Z b  Z d 
f (x, y)dA = h(x)dx g(y)dy
D a c

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

D = [a, b] × [c, d]

3.1 Double Integrals over general regions

Suppose we want to integrate f (x, y) over D. Let R be a rectangle containing D.

f (x, y) : (x, y) in D
F (x, y) =
0 : (x, y) not in D (but in R)

If f (x, y) is integrable over D we define

ZZ ZZ
f (x, y)dA = F (x, y)dA (1)
D R

We call this the double integral of f over D.

Fact: If f is continuous, it is integrable.

If f is bounded on D (i.e. there is a constant M s.t. |f (x, y)| ≤ M for any (x, y) in D) and f
is continuous on D except possibly on finite number of smooth curves, then f is integrable.
(F (x, y) above is an example of such a function)

Type I regions A region D is type I if it is bounded by the graphs of continuous functions

g1 (x), g2 (x).
D = {(x, y) : a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

Let R = [a, b] × [c, d] (= rectangle containing D). Assume f is integrable

ZZ ZZ Z bZ d Z bZ g2 (x)
Fubini’s Thm
f (x, y)dA = F (x, y)dA = = F (x, y)dy dx = f (x, y)dy dx
D R a c a g1 (x)

A region D is type II if

D = {(x, y) : c ≤ y ≤ d, h1 (x) ≤ y ≤ h2 (x)}

As above,
ZZ Z d Z h2 (y)
f (x, y)dA = f (x, y)dx dy
D c h1 (y)

Ex: ZZ
Evaluate 4xy − y 3 dA
D

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

√ √ √
where D is bounded by y = x, y = x3 . For 0 ≤ x ≤ 1, x3 ≤ x and for 1 ≤ x, x ≤ x3 .

√
D = {(x, y) : 0 ≤ x ≤ 1, x3 ≤ y ≤ x} Type I
ZZ Z 1 Z √x
4xy − y 3 dA = 4xy − y 3 dy dx
D 0 x3
Z 1 √ x Z 1
1 1 1
= 2xy − y 4
2
dx = 2x2 − x2 −2x7 + x12 dx
0 4 y=x3 0 | {z 4 } 4
7 2
4
x
 1
7 3 1 8 1 13
= x − x + x
12 4 4(15) x=0
7 3 1 1 1 55
= − + = + =
12 12 52 3 52 156

Ex: ZZ
Evaluate 6x2 − 40ydA
D

where D is the triangle with vertices (0, 3), (1, 1), (5, 3).
Tricky to set up the integral, good exam question to just set up integral, may not even have
to evaluate

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

Type II :
Z 3 Z 2y−1
6x2 − 40ydx dy
0 − 12 y+ 32

Type I
ZZ ZZ ZZ
2 ∗
6x − 40ydA = f (x, y)dA + f (x, y)dA
D D1 D2
Z 1Z 3 Z 5Z 3
2
= 6x − 40ydy dx + 6x7 − 40ydy dx
1
0 −2x+3 1 2
x+ 12

3.2 Properties of Integrals

Theorem 2. Assume the following integrals exist:

i) ZZ ZZ ZZ
(f (x, y) + g(x, y))dA = f (x, y)dA + g(x, y)dA
D D D

ii) ZZ ZZ
cF (x, y)dA = c F (x, y)dA c is any constant
D D

iii)
If g(x, y) ≤ f (x, y) for any (x, y) in D, then
ZZ
g(x, y)dA ≤ f (x, y)dA
D

iv)

If D = D1 ∪ D2 where D1 and D2 may only overlap on their boundaries, then

ZZ ZZ ZZ
f (x, y)dA = f (x, y)dA + f (x, y)dA
D D1 D2

We might use (iv) to evaluate integrals or double integrals for regions that are neither
type I or type II, but can be decomposed into the union of type I and type II regions.

1dA = area of D =⇒ if m ≤ f (x, y) ≤ M on D, then

ZZ
m(area of D) ≤ f (x, y)dA ≤ M (area of D)

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Ex: Suppose that

− π ≤ f (x, y) ≤ 3 on D1 = [−1, 1] × [0, 1]

0 ≤ f (x, y) ≤ 2 on D2 = [−1, 0] × [1, 2]
f (x, y) = e on D3 = [0, 1] × [1, 3]
RR
What is the largest and smallest D
f (x, y)dA can be?

ZZ ZZ ZZ ZZ
f (x, y)dA = f (x, y)dA + f (x, y)dA + f (x, y)dA
D1∪D2∪D3 D1 D2 D3
| {z }
=2e

ZZ
−2π ≤ f (x, y)dA ≤ 6
D1
ZZ
0≤ f (x, y)dA ≤ 2
D2

Smallest: −2π + 2e
Biggest: 8 + 2e

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MATH 222 3 LECTURE 18 03/16/17 Julian Lore

RR
Ex: Evaluate D
y dA1 D is bounded by y = x − 2, x = y 2

y =x−2 x = y2
y+2=x y + 2 = y2
y = −1 y + 2 = y2 − y − 2
x=1 0 = (y − 2)(y + 1)
y = 2, −1
y=2
x=4

Type II Z 2 Z y+2
y dx dy
−1 y2

Type I √ ! √ !
Z 1 Z x Z 4 Z x

√
y dy dx + y dy dx i
0 − x 1 x−2

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