Chapter Three: Function of Two or More Variables

ΔϴϜϴϧΎϜϴϤϟ΍ΔγΪϨϬϟ΍Ϣδϗ IIΕΎϴοΎϳήϟ΍ϲϣΎγΪόγϡΩ΍Ϊϋ·
Chapter three
Partial Derivatives
Function of two or more variables:

Suppose D is a set of n – tuples of real numbers:
(x 1 , x 2 , ……, x n )
R R R R R R
A real - valued function f on D is a rule that assigns a unique (single) real

number:
w = f (x 1 , x 2 , ……, x n ) R R R R R R
To each element in D . The set D is the function's domain. The set of w –

values taken on by f is the function's range. The symbol w is the
dependent variable of f , and f is said to be a function of the n
independent variables x 1 to x n .
R R R R
In the function V Sr 2 h , the dependent variable is V, the independent

variables are r and h.
Example: Find value f ( x, y, z ) x 2 y 2 z 2 at the point (3,0,4):

Solution:
f (3,0,4) (3) 2 (0) 2 (4) 2 9 0 16 25 5
Limit of a function of two variables:

We say that a function f ( x, y ) approaches the limit L as ( x, y )
approaches ( xo , yo ) , and write:
lim f ( x, y ) L
( x, y ) o ( xo , y o )
If for every number ߳ > 0 , there exists a corresponding number ߜ > 0 such
that for all ( x, y ) in the domain of f f ( x, y ) L < ߳ whenever
0< ( x xo ) 2 ( y y o ) 2 < ߜ
52
Properties of limits of functions of two variables:

The following rules hold if L , M , k are real numbers and:
and
1.
2.
3.
4. (any number of k)
5.
6. (where r and s are integers and )
Example: find the limit of the following:

x xy 3
1. lim 2. lim x2 y2
( x , y ) o ( 0,1) x y 5 xy y 3
2
( x , y ) o ( 3, 4 )
x 2 xy x 2 2 xy y 2
3. lim 4. lim
( x , y ) o ( 0, 0 ) x y ( x , y ) o (1,1) x y
x2 y2
5. lim
( x , y ) o (1,1) x y
53
Solution:
x xy 3 0 (0)(1) 3 3
1. lim 3
( x , y ) o ( 0,1) x y 5 xy y 3
2
(0) 2 (1) 5(0)(1) (1) 3 0 0 1
2. lim x2 y2 (3) 2 (4) 2 9 16 25 5

( x , y ) o ( 3, 4 )
x 2 xy ( x 2 xy ) ( x y )
3. lim lim .
( x , y ) o ( 0, 0 ) x y ( x , y ) o ( 0, 0 ) ( x y ) ( x y )
( x 2 xy )( x y )
lim
( x , y ) o ( 0, 0 ) ( x y )( x y )
x( x y )( x y )
lim
( x , y ) o ( 0, 0 ) x x y x y y
x( x y )( x y )
lim
( x , y ) o ( 0, 0 ) ( x y)
lim x( x y ) 0( 0 0 ) 0
( x , y ) o ( 0, 0 )
x 2 2 xy y 2 ( x y)2
4. lim lim lim ( x y ) 1 1 0
( x , y ) o (1,1) x y ( x , y ) o (1,1) x y ( x , y ) o (1,1)
x2 y2 ( x y )( x y )
5. lim lim
( x , y ) o (1,1) x y ( x , y ) o (1,1) ( x y)
lim ( x y ) (1 1) 2
( x , y ) o (1,1)
54
Partial Derivatives:
Partial derivatives are the derivatives we get when we hold constant all but
one of the independent variable in a function and differentiate with respect
to that one.
Partial derivatives of a function of two variables:
The partial derivative of with respect to x at the point is:
Provided the limit exists
The partial derivative of with respect to y at the point is:
Provided the limit exists
55
wf wf
Example: Find the values of and at the point (4,5) if:
wx wy
f ( x, y ) x 2 3 xy y 1
Solution:
wf
To find , we treat y as a constant and differentiate with respect to x :
wx
wf w 2
( x 3 xy y 1) 2x 3y 0 0
wx wx
wf
? The value of at (4,5) is:
wx
(2)(4) 3(5) 8 15 7
wf
To find , we treat x as a constant and differentiate with respect to y:
wy
wf w 2
( x 3 xy y 1) 0 3 x 1 0
wy wy
wf
? The value of at (4,5) is:
wy
(3)(4) 1 12 1 13
wf
Example: Find the values of if f ( x, y ) y sin xy
wy
Solution: we treat x as a constant and f as a product of y and sin xy
wf w w w
( y sin xy ) y sin xy (sin xy ) ( y )
wy wy wy wy
w
y cos xy ( xy ) sin xy
wy
xy cos xy sin xy
56
2y
Example: Find f x and f y if f ( x, y )
y cos x
Solution:
We treat f as a quotient with y held constant, we get:
w w
( y cos x) (2 y ) 2 y ( y cos x)
w § 2y · wx wx
fx ¨¨ ¸¸
wx © y cos x ¹ ( y cos x) 2
( y cos x)(0) 2 y ( sin x) 2 y sin x

( y cos x) 2 ( y cos x) 2
with x held constant, we get:
w w
( y cos x) (2 y ) 2 y ( y cos x)
w § 2y · wy wy
fy ¨ ¸
wy ¨© y cos x ¸¹ ( y cos x) 2
( y cos x)(2) 2 y (1) 2 y 2 cos x 2 y

( y cos x) 2 ( y cos x) 2
2 cos x
( y cos x) 2
wf wf
Example: Find and if f ( x, y ) (2 x 3 y )3
wx wy
Solution:
wf w
(2 x 3 y )3 3(2 x 3 y ) 2 (2)
wx wx
wf w
(2 x 3 y )3 3(2 x 3 y ) 2 (3)
wy wy
57
wf wf
H.W: Find and for the functions:
wx wy
1. f ( x, y ) ( xy 1) 2 2. f ( x, y ) x 2 xy y 2
x
3. f ( x, y ) ( x 2 1)( y 2) 4. f ( x, y )
(x2 y2 )
functions of more than two variables:

The definitions of the partial derivatives of functions of more than two
independent variables are like the definitions for functions of two
variables. They are ordinary derivatives with respect to one variable, taken
while the other independent variables are held constant.
wf
Example: Find if f ( x, y, z ) x sin( y 3 z )
wz
Solution:
wf w
>x sin( y 3z )@ x w sin( y 3z )
wz wz wz
w
x cos( y 3 z ) ( y 3z )
wz
x cos( y 3 z )(3) 3 x cos( y 3 z )
Example: Find f x , f y and f z if f ( x, y, z ) xy yz xz

Solution:
w
fx ( xy yz xz ) y z
wx
w
fy ( xy yz xz ) xz
wy
w
fz ( xy yz xz ) yx
wz
58
H.W: Find f x , f y and f z if f ( x, y, z ) x y2 z2
Second – order partial derivatives:

When we differential a function f ( x, y ) twice, we produce its second –
order derivative. These derivatives are usually denoted by:
59
w2 f w2 f w2 f w2 f
Example: If f ( x, y ) x y x y , find
2 3 4
, , and
wx 2 wy 2 wxwy wywx
Solution:
wf w 2 3
( x y x 4 y)
wx wx
wf w 2 3
( x y x 4 y)
wy wy
?
w2 f w § wf · w
¨ ¸ (2 xy 3 4 x 3 y ) 2 y 3 12 x 2 y
wx 2 wx © wx ¹ wx
w2 f w § wf · w
¨ ¸ (3x 2 y 2 x 4 ) 6x2 y
wy 2 wy ¨© wy ¸¹ wy
w2 f w § wf · w
¨ ¸ (3 x 2 y 2 x 4 ) 6 xy 2 4 x 3
wxwy wx ¨© wy ¸¹ wx
w2 f w § wf · w
¨ ¸ (2 xy 3 4 x 3 y ) 6 xy 2 4 x 3
wywx wy © wx ¹ wy
60
Example: Find f xx , f yy , f yx and f xy if f ( x, y ) x cos y ye x

Solution:
wf w
( x cos y ye x )
wx wx
wf w
( x cos y ye x )
wy wy
?
w2 f w § wf · w
f xx ¨ ¸ (cos y ye x ) ye x
wx 2 wx © wx ¹ wx
w2 f w § wf · w
f yy ¨ ¸ ( x sin y e x ) x cos y
wy 2 wy ¨© wy ¸¹ wy
w2 f w § wf · w
f yx ¨ ¸ ( x sin y e x ) sin y e x
wxwy wx ¨© wy ¸¹ wx
w2 f w § wf · w
f xy ¨ ¸ (cos y ye x ) sin y e x
wywx wy © wx ¹ wy
H.W: Find f xx , f yy , f yx and f xy if f ( x, y ) x y xy
Partial derivatives of higher order:

Although we will deal mostly with first and second – order partial
derivatives, because these appear the most frequently in applications, there
is no theoretical limit to how many times we can differentiate a function as
long as the derivatives involved exist. Thus, we get third and fourth – order
derivatives by symbols like
w3 f
f yyx
wxwy 2
w4 f
f yyxx
wx 2 wy 2
61
The chain Rule for functions of two variables:

The chain rule formula for function w f ( x, y ) when x x(t ) and
y y (t ) are both differentiable functions of t is given in the following
theorem.
If has continuous partial derivatives and and if

, are differentiable functions of t , then the
composite is a differentiable function of t and
or
Dependent variable
x y intermediate variable
Independent variable
t
dw ww dx ww dy

dt wx dt wy dt
62
Example: Use the chain rule to find the derivative of w xy with respect
to t along the path x cos t , y sin t . what is the derivatives
S
value at t
2
dw
Solution: we apply the chain rule to find as follows:
dt
dw ww dx ww dy

dt wx dt wy dt
w ( xy ) d w ( xy ) d
. (cos t ) . (sin t )
wx dt wy dt
( y )( sin t ) ( x)(cos t )
(sin t )( sin t ) (cos t )(cos t )
sin 2 t cos 2 t
cos 2t
In this example, we can check the result with a more direct calculation. As
a function of t
1
w xy cos t sin t sin 2t
2
So
dw d 1 1
( sin 2t ) .2 cos 2t cos 2t
dt dt 2 2
At the given value of t:
§ dw · § S·
¨ ¸ cos¨ 2. ¸ cos S 1
© dt ¹t S © 2¹
2
63
Example: Use the chain rule to find the derivative of w x 2 y 2 with

§ dw ·
respect to t ¨ ¸ , with x cos t , y sin t
© dt ¹
dw
Solution: we apply the chain rule to find as follows:
dt
dw ww dx ww dy

dt wx dt wy dt
w 2 d w d
( x y 2 ). (cos t ) ( x 2 y 2 ). (sin t )
wx dt wy dt
(2 x)( sin t ) (2 y )(cos t )
(2 cos t )( sin t ) (2 sin t )(cos t )
2 cos t sin t 2 sin t cos t
For check:
w x2 y2 cos 2 t sin 2 t 1
dw
? 0
dt
H.W: Use the chain rule to find the derivative of w x 2 y 2 with

§ dw ·
respect to t ¨ ¸ , with x cos t sin t , y cos t sin t
© dt ¹
64
The chain rule for function of three variables:

If w f ( x, y, z ) is differentiable and x , y and z are differentiable function
of t , then w is a differentiable function of t and:
Dependent variable
x y z intermediate variable
Independent variable
t
dw ww dx ww dy ww dz

dt wx dt wy dt wz dt
65
§ dw ·
Example: Use the chain rule to find the derivative ¨ ¸ of w xy z
© dt ¹
§ dw ·
with x cos t , y sin t , z t , and determine the value of ¨ ¸
© dt ¹
at t 0
Solution:
dw ww dx ww dy ww dz

dt wx dt wy dt wz dt
w d w d w d
( xy z ). (cos t ) ( xy z ). (sin t ) ( xy z ). (t )
wx dt wy dt wz dt
( y )( sin t ) ( x)(cos t ) (1)(1)
(sin t )( sin t ) (cos t )(cos t ) 1
sin 2 t cos 2 t 1
cos 2t 1
§ dw ·
¨ ¸ cos(0) 1 2
© dt ¹t 0
§ dw · x y
H.W: Use the chain rule to find the derivative ¨ ¸ of w
© dt ¹ z z
1 § dw ·
with x cos 2 t , y sin 2 t , z , and determine the value of ¨ ¸
t © dt ¹
at t 3
66
functions defined on surface

If we are interested in the temperature w f ( x, y, z ) at points ( x, y, z ) on a
globe in space, we might prefer to think of x , y , and z as functions of the
variables r and s that give the points longitudes and latitudes.
If x g (r , s ) , y h(r , s ) , and z k (r , s ) we could then express the
temperature as a function of r and s with the composite function.
w f ( g (r , s ), h(r , s ), k (r , s ))
Under the right conditions, w would have partial derivatives with respect to
both r and s that could be calculated in the following way:
Chain rule for two independent variables and three intermediate variables:
Suppose that , , and . If all
four functions are differentiable, the w has partial derivatives with respect to r
and s given by the formulas:
x y z x y z x y z
g h k
r,s
r s
67
If f is a function two variables instead of three, the equations becomes:
If , and , then
and
If f is a function of x alone, the equations becomes:

If , , then
and
x y
ww ww wx ww wy

wr wx wr wy wr
68
ww ww
Example: find and in term of r and s if:
wr ws
r
w x 2y z2 , x , y r 2 ln s , z 2r
s
Solution:
ww ww wx ww wy ww wz

wr wx wr wy wr wz wr
§1·
(1)¨ ¸ (2)(2r ) (2 z )(2)
©s¹
1
4r (4r )(2)
s
1
4 r 8r
s
1
12r
s
ww ww wx ww wy ww wz

ws wx ws wy ws wz ws
§ r · 1
(1)¨ 2 ¸ (2)( ) (2 z )(0)
© s ¹ s
r 2 2 r
2 0
s s s s2
69
ww ww
Example: find and in term of r and s if:
wr ws
w x2 y2 , x r s , y r s
Solution:
ww ww wx ww wy

wr wx wr wy wr
(2 x)(1) (2 y )(1)
2x 2 y
2(r s ) 2(r s )
2r 2 s 2r 2 s
4r
ww ww wx ww wy

ws wx ws wy ws
(2 x)(1) (2 y )(1)
2 x 2 y
2(r s ) 2(r s )
2r 2 s 2r 2 s
4s
wz wz
H.W: find and as functions of u and v if:
wu wv
z 4e x ln y , x ln(u cos v) , y u sin v
70
Directional derivatives and gradient vectors:

Suppose that the function f ( x, y ) is defined throughout a region R in the
xy – plane, that Po ( xo , yo ) is a point in R and that u u1i u 2 j is a unit
vector. Thus the equations:
x xo su1 , y yo su 2
Parameterize the line through P o parallel to u. if the parameter s measures
R R
arc length from P o in the direction of u , we find the rate of change of f

R R
df
P o in the direction of u by calculating
R R at P o at R R
ds
The derivative of f at in the direction of the unit

vector is the number
The directional derivative is also denoted by:
( Du f ) P o
"the derivative of f at P o in the direction of u"
R R
71
Example: find the derivative of f ( x, y ) x 2 xy at Po (1,2) in the

§ 1 · § 1 ·
direction of the unit vector u ¨ ¸i ¨ ¸j
© 2¹ © 2¹
Solution:
§ df · f ( xo su1 , yo su 2 ) f ( xo , yo )
¨ ¸ lim
© ds ¹u , P s o 0
o
s
1 1
f (1 S . ,2 s. ) f (1,2)
2 2
lim
s o0 s
2
§ s · § s ·§ s ·
¨1 ¸ ¨1 ¸¨ 2 ¸ ((1) (1)(2))
2
© 2¹ © 2 ¹© 2¹
lim
s o0 s
§ 2s s 2 · § s 2s s 2 ·
¨1
¨ ¸¸ ¨¨ 2 ¸¸ (1 2)
© 2 2 ¹ © 2 2 2¹
lim
s o0 s
§ 2s s 2 · § 3s s 2 ·
¨1 ¸ ¨
¸ ¨2 ¸¸ 3
¨
© 2 2¹ © 2 2¹
lim
s o0 s
5s 2 s 2 5s
s2
2 2 2 § 5 · § 5 · 5
lim lim lim ¨ s¸ ¨ 0¸
s o0 s s o0 s s o0 © 2 ¹ © 2 ¹ 2
The rate of change of f ( x, y ) x 2 xy at Po (1,2) in the direction

§ 1 · § 1 · 5
u ¨ ¸i ¨ ¸ j is
© 2¹ © 2¹ 2
72
Gradient vector:
The gradient vector (gradient) of at a point is

the vector:
obtained by evaluating the partial derivatives of f at P o
The notation f is read ( grad f ) as well as ( gradient f ) and ( del f ).

The symbol by itself is read (del)
The directional derivatives
If has continuous partial derivatives at and u is

a unit vector, then the derivative of f at P o in the direction of u is:
Which is the scalar product of the gradient of f at P o and u
73
Example: find the derivative of f ( x, y, z ) x 3 xy 2 z at Po (1,1,0)

in the direction of vector A 2i 3 j 6k
Solution:
A
u
A
A (2) 2 (3) 2 (6) 2 4 9 36 49 7

A 2i 3 j 6k 2 3 6
u i j k
A 7 7 7 7
The partial derivatives of f at P o are R R
wf w 3
fx ( x xy 2 z )
wx wx
? f x (1,1,0) (3)(1) 2 (1) 2 3 1
wf w 3
fy ( x xy 2 z )
wy wy
? f y (1,1,0) (2)(1)(1)
wf w 3
fz ( x xy 2 z )
wz wz
f z (1,1,0)
The gradient of f at P o is: R R
f (1,1, 0 )
f x (1,1,0)i f y (1,1,0) j f z (1,1,0)k 2i 2 j k
The derivative of f at P o in the direction A is therefore:

R R
( Du f ) (1,1,0) f (1,1, , 0 )
.u
§2 3 6 ·
(2i 2 j k ).¨ i j k ¸
©7 7 7 ¹
§2· § 3· §6· 4 6 6
(2)¨ ¸ (2)¨ ¸ (1)¨ ¸
©7¹ © 7¹ ©7¹ 7 7 7
74
Example: find the derivative of f ( x, y ) xe y cos( xy ) at the point

(2 , 0) in the direction of v 3i 4 j
Solution: the direction of v is the unit vector obtained by dividing v by its

length:
v
u
v
v (3) 2 (4) 2 9 16 25 5
3i 4 j 3 4
u i j
5 5 5
wf w
fx ( xe y cos( xy ))
wx wx
? f x (2,0) e 0 (0) sin( 2)(0)) e0 0
wf w
fy ( xe y cos( xy ))
wy wy
? f y (2,0) (2)(e 0 ) (2) sin( 2)(0)) 2e 0 (2)(0) (2)(1) 0
The gradient of f at (2 , 0) is:

f ( 2, 0 )
f x (2,0)i f y (2,0) j i2j
The derivative of f at (2 , 0) in the direction v is therefore:

( Du f ) ( 2,0) f ( 2, 0 )
.u
§3 4 ·
(i 2 j ).¨ i j ¸
©5 5 ¹
§ 3· § 4·
(1)¨ ¸ (2)¨ ¸
©5¹ © 5¹
3 8 5

5 5 5
75
Example: find the derivative of function f ( x, y ) 2 xy 3 y 2 at the point

P o (5 , 5) in the direction of A 4i 3 j
R R
Solution:
A
u
A
A (4) 2 (3) 2 16 9 25 5
4i 3 j 4 3
u i j
5 5 5
wf w
fx (2 xy 3 y 2 )
wx wx
? f x (5,5) (2)(5)
wf w
fy (2 xy 3 y 2 )
wy wy
? f y (5,5) (2)(5) (6)(5) 10 30
The gradient of f at (5 , 5) is:

f ( 5, 5 )
f x (5,5)i f y (5,5) j 10i 20 j
The derivative of f at (5 , 5) in the direction A is therefore:

( Du f ) (5,5) f ( 5, 5 )
.u
§4 3 ·
(10i 20 j ).¨ i j¸
©5 5 ¹
§4· § 3·
(10)¨ ¸ (20)¨ ¸
©5¹ ©5¹
40 60 20

5 5 5
76
H.W:
1. find the derivative of the function f ( x, y, z ) xy yz zx ,at the point
Po (1,1,2) in the direction of A 3i 6 j 2k
2. find the derivative of the function g ( x, y, z ) 3e x cos yz ,at the point

Po (0,0,0) in the direction of A 2i j 2k
Algebra rules for gradients:

1. (any number k)
2.
3.
4.
5.
Tangent planes and normal lines:

The tangent plane at the point Po ( xo , yo , zo ) on the level surface
f ( x, y , z ) C of a differentiable function f is the plane through P o normal R R
to f P
o
The normal line of the surface at P o is the line through P o parallel to f

R R R R
Po
The tangent plane and normal line have the following equation:
Tangent plane to at :
Normal line to at :
, ,
77
Example: find the tangent plane and normal line of the surface
f ( x, y, z ) x 2 y 2 z 9 0 at the point Po (1,2,4)
Solution: the tangent plane is:
f x ( po )( x xo ) f y ( po )( y yo ) f z ( po )( z zo ) 0
wf w 2
fx ( x y 2 z 9) 2x
wx wx
f x ( Po ) f x (1,2,4) (2)(1)
wf w 2
fy ( x y 2 z 9) 2y
wy wy
f y ( Po ) f y (1,2,4) (2)(2)
wf w 2
fz ( x y 2 z 9) 1
wz wz
f z ( Po ) f z (1,2,4)
? The tangent plane is:
or
2x 2 4 y 8 z 4 0
2 x 4 y z 14 0
2 x 4 y z 14
The normal line is:

x xo f x ( po )t , y yo f y ( po )t , z zo f z ( po )t
? x 1 2t , y 2 4t , z 4t
78
Example: find the tangent plane and normal line of the surface
f ( x, y, z ) x 2 y 2 z 2 3 at the point Po (1,1,1)
f x ( po )( x xo ) f y ( po )( y yo ) f z ( po )( z zo ) 0
wf w 2
fx (x y2 z2 ) 2x
wx wx
f x ( Po ) f x (1,1,1) (2)(1)
wf w 2
fy (x y2 z2 ) 2y
wy wy
f y ( Po ) f y (1,1,1) (2)(1)
wf w 2
fz (x y2 z2 ) 2z
wz wz
f z ( Po ) f z (1,1,1) (2)(1)
or
2x 2 2 y 2 2z 2 0
2x 2 y 2z 6 0
2x 2 y 2z 6
2( x y z ) 6 x yz 3
The normal line is:

x xo f x ( po )t , y yo f y ( po )t , z zo f z ( po )t
? x 1 2t , y 1 2t , z 1 2t
H.W: find the tangent plane and normal line of the surface
f ( x, y, z ) x 2 2 xy y 2 z 2 7 at the point Po (1,1,3)
79
Tangent plane to a surface at :

The tangent plane to the surface of a differentiable function f
at the point is:
Example: find the tangent plane to the surface z x cos y ye x at (0,0,0)
Solution: the tangent plane
f x ( xo , yo )( x xo ) f y ( xo , yo )( y yo ) ( z zo ) 0
wf w
fx ( x cos y ye x ) cos y ye x
wx wx
f x ( xo , yo ) f x (0,0) cos(0) (0)(e 0 ) 1 (0)(1)
wf w
fy ( x cos y ye x ) x sin y e x
wy wy
f y ( xo , yo ) f y (0,0) (0) sin(0) e 0 (0)(0) 1
(1)( x 0) (1)( y 0) ( z 0) 0
or
80
Example: find the tangent plane to the surface z 4 x 2 y 2 at point

(1,1,5)
f x ( xo , yo )( x xo ) f y ( xo , yo )( y yo ) ( z zo ) 0
wf w
fx (4 x 2 y 2 ) 8x
wx wx
f x ( xo , yo ) f x (1,1) (8)(1)
wf w
fy (4 x 2 y 2 ) 2y
wy wy
f y ( xo , yo ) f y (1,1) (2)(1)
or
8x 8 2 y 2 z 5 0
8x 2 y z 5 0
H.W: find the tangent plane to the surface z y x at the point (1,2,1)
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Extreme values and saddle points:
Derivative test:
To find the local extreme values of a function of a single, we look for
points where the graph has a horizontal tangent line. At such points, we
then look for local maxima, local minima, and points of inflection. For a
function f ( x, y ) of two variables, we look for points where the surface
z f ( x, y ) has a horizontal tangent plane. At such points, we then look for
local maxima, local minima, and saddle points (more about saddle points
in a moment). Local maxima correspond to mountain peak on the surface
z f ( x, y ) and local minima correspond to valley bottoms. At such points
the tangent planes, when they exist are horizontal.
Local extreme are also called relative extreme.
Critical point: an interior point of the domain a function f ( x, y ) where

both f x and f y are zero or where one or both f x and f y
do not exist is a critical point of f
82
Saddle point: a differentiable function f ( x, y ) has a saddle point at

critical point (a, b) if in every open disk centered at (a, b) there are
domain points ( x, y ) where f ( x, y ) > f (a, b) and domain points ( x, y )
where f ( x, y ) < f (a, b) the corresponding point (a, b, f (a, b)) on the
Surface z f ( x, y ) is called a saddle point of the surface
Second derivative test for local extreme values:

Suppose that f ( x, y ) and its first and second partial derivative are
continuous throughout a disk centered at (a, b) and that:
fx 0 and f y 0 solve these equation to find the value of

(critical point)
Then:
1. if f xx < 0 and f xx f yy f xy > 0 at (a, b)
2
then f has a local
maximum at (a, b)
2. if f xx > 0 and f xx f yy f xy > 0 at (a, b)

2
then f has a local
minimum at (a, b)
3. if f xx f yy f xy < 0 at (a, b)
2
then f has a saddle point at (a, b)
4. if f xx f yy f xy
2
0 at (a, b) then the test inconclusive at (a, b) .
In this case we must find some other way to determine the behavior of f
at (a, b)
83
Example: find the extreme values of the function

f ( x, y ) xy x 2 y 2 2 x 2 y 4
Solution:
wf w
fx ( xy x 2 y 2 2 x 2 y 4)
wx wx
wf w
fy ( xy x 2 y 2 2 x 2 y 4)
wy wy
fx 0 y 2x 2 0
Solve these equation to find
fy 0 x 2y 2 0 ( x , y) ( a , b)
x 2 a 2
y 2 b 2 Critical point
w2 f w wf w
f xx ( ) ( y 2 x 2) 2
wx 2 wx wx wx
? f xx (2,2)
w2 f w wf w
f yy ( ) ( x 2 y 2) 2
wy 2 wy wy wy
? f yy (2,2)
w2 f w wf w
f xy ( ) ( y 2 x 2) 1
wywx wy wx wy
? f xy (2,2)
f xx f yy f xy 2 (2)(2) (1) 2 4 1
f xx < 0 and f xx f yy f xy 2 > 0 ? f has a local maximum at (2,2)
The value of f at this point is:

f (2,2) (2)(2) (2) 2 (2) 2 (2)(2) (2)(2) 4
444444
84
Example: find the local maxima, local minima, and saddle point of the
function
f ( x, y ) x 2 3 xy 3 y 2 6 x 3 y 6
Solution:
wf w 2
fx ( x 3 xy 3 y 2 6 x 3 y 6)
wx wx
wf w 2
fy ( x 3 xy 3 y 2 6 x 3 y 6)
wy wy
fx 0 2x 3y 6 0
Solve these equation to find
fy 0 3x 6 y 3 0 ( x , y) ( a , b)
x 15 a 15
y 8 b 8 Critical point
w2 f w wf w
f xx ( ) ( 2 x 3 y 6) 2
wx 2 wx wx wx
? f xx (15,8)
w2 f w wf w
f yy ( ) (3x 6 y 3) 6
wy 2 wy wy wy
? f yy (15,8)
w2 f w wf w
f xy ( ) (2 x 3 y 6) 3
wywx wy wx wy
? f xy (15,8)
f xx f yy f xy 2 (2)(6) (3) 2 12 9
f xx > 0 and f xx f yy f xy 2 > 0 ? f has a local minimum at (15,8)
The value of f at this point is:

f (15,8) (15) 2 (3(15)(8) (3)(8) 2 (6)(15) (3)(8) 6
225 360 192 90 24 6
85
H.W: find the local maxima, local minima, and saddle point of the
functions:
1. f ( x, y ) x 2 xy y 2 3 x 3 y 4
2. f ( x, y ) x 2 xy 3x 2 y 5
3. f ( x, y ) 2 x 2 3 xy 4 y 2 5 x 2 y
4. f ( x, y ) 2 xy x 2 2 y 2 3x 4
Lagrange multipliers:
Sometimes we need to find the extreme values of a function whose domain
is constrained to lie within some particular subset of the plane – a disk, for
example a closed triangular region, or along a curve. The method of
Lagrange multipliers is a powerful method for finding extreme values of
constrained function.
The method of Lagrange multipliers:

Suppose that f ( x, y, z ) and g ( x, y, z ) are differentiable. To find the local
maximum and minimum values of f subject to the constraint g ( x, y, z ) 0 ,
find the values of x, y, z and O that simultaneously satisfy the equations:
f O g and g ( x, y , z ) 0
Where O (Lagrange multiplier)
For function of two independent variables, the condition is similar, but

without the variable z.
86
Example: find the greatest and smallest values that the function
x2 y2
f ( x, y ) xy takes on the ellipse 1
8 2
Solution: we want the extreme values of

f ( x, y ) xy subject to the constraint
x2 y2
g ( x, y ) 1 0 , to do so,
8 2
we first find the value of x , y , and O
for which:
f O g and g ( x, y ) 0
wf wf
f i j
wx wy
wf w
( xy ) y
wx wx
wf w
( xy ) x
wy wy
? f yi xj
wg wg
g i j
wx wy
wg w x2 y2 2x x
( 1)
wx wx 8 2 8 4
wg w x2 y2 2y
( 1) y
wy wy 8 2 2
x
? g i yj
4
87
? the gradient equation gives:

x
yi xj O ( i yj )
4
O
yi xj xi Oyj
4
From which we find

O
y x , x Oy
4
O O2
? y (Oy ) y y
4 4
So that y 0 or O r2
We now consider these two cases:
Case1: If y 0 , then x y 0 , but the point (0,0) is not on the

ellipse, hence y z 0
Case 2: If y z 0 , then O r2 and x r2 y
Substituting this in the equation g ( x, y ) 0 gives:

(r2 y ) 2 y 2
1
8 2
4 y2 y2
1 4y2 4y2 8 8y2 8 y2 1 y r1
8 2
The function f ( x, y ) xy , therefore takes on its extreme values on the

ellipse at the four point (r2,1), (r2,1) .
The extreme values are xy 2 and xy 2
88
Example: find the maximum and minimum values of the function

f ( x, y ) 3 x 4 y on the circle x 2 y 2 1
Solution: we model this as a Lagrange multiplier problem with

f ( x, y ) 3 x 4 y , g ( x, y ) x 2 y 2 1
and look for the values of x , y , and O that satisfy the equations:
f O g
wf wf
f i j
wx wy
wf w
(3 x 4 y ) 3
wx wx
wf w
(3 x 4 y ) 4
wy wy
? f 3i 4 j
wg wg
g i j
wx wy
wg w 2
( x y 2 1) 2x
wx wx
wg w 2
( x y 2 1) 2y
wy wy
? g 2 xi 2 yj
? 3i 4 j O (2 xi 2 yj )
3i 4 j 2Oxi 2Oyj
g ( x, y ) 0 x2 y2 1 0
89
3
3 2O x x
2O
4 2
4 2O y y
2O O
2 2
§ 3 · §2·
? ¨ ¸ ¨ ¸ 1 0
© 2O ¹ © O ¹
9 4 25 5
1 9 16 4O2 25 4O2 O2 O r
4O2 O2 4 2
Thus:
3 3 3
x r r
2O §5· 5
(2)¨ ¸
©2¹
2 2 4
y r r
O §5· 5
¨ ¸
©2¹
And f ( x, y ) 3 x 4 y has extreme values at the points:

§3 4·
( x, y ) r ¨ , ¸
©5 5¹
§3 4·
By calculating the value of 3 x 4 y at the points r ¨ , ¸ , we see that its
©5 5¹
maximum and minimum values on the circle x 2 y 2 1 are :
§ 3· §4· 9 16 25
(3)¨ ¸ (4)¨ ¸ 5
©5¹ ©5¹ 5 5 5
And
§ 3· § 4· 9 16 25
(3)¨ ¸ (4)¨ ¸ 5
© 5¹ © 5¹ 5 5 5
90
Lagrange multipliers with two constraints:

Many problems require us to find the extreme values of a differentiable
function f ( x, y, z ) whose variables are subject to two constraints. If the
constraints are :
g1 ( x, y, z ) 0 and g 2 ( x, y , z ) 0
g1 and g 2 are differentiable with g1 not parallel to g 2 , we find the

constrained local maxima and minima of f by introducing two Lagrange
multipliers O and P .
That is, we locate the points P ( x, y, z ) where f takes on its constrained
extreme values by finding the values of x , y, O and P that simultaneously
satisfy the equations
f Og1 Pg 2
g1 ( x, y, z ) 0 g 2 ( x, y , z ) 0
Example: the plane x y z 1 cuts the cylinder x 2 y 2 1 in an ellipse.

Find the points on the ellipse that lie closest to and farthest from the origin:
Solution:
We find the extreme values of
f ( x, y , z ) x 2 y 2 z 2
g1 ( x, y, z ) x 2 y 2 1 0 ……..(1)
g 2 ( x, y, z ) x y z 1 0 ……..(2)
f Og1 Pg 2
wf wf wf
f i j k
wx wy wz
wf w 2
(x y 2 z 2 ) 2x
wx wx
wf w 2
(x y2 z2 ) 2y
wy wy
wf w 2
(x y2 z2 ) 2z
wz wz
91
? f 2 xi 2 yj 2 zk
g1 g g
g1 i 1 j 1k
wx wy wz
wg1 w 2
( x y 2 1) 2x
wx wx
wg1 w 2
( x y 2 1) 2y
wy wy
wg1 w 2
( x y 2 1) 0
wz wz
? g1 2 xi 2 yj
g 2 g g
g 2 i 2 j 2 k
wx wy wz
wg 2 w
( x y z 1) 1
wx wx
wg 2 w
( x y z 1) 1
wy wy
wg 2 w
( x y z 1) 1
wz wz
? g 2 i jk
? 2 xi 2 yj 2 zk O (2 xi 2 yj ) P (i j k )
2 xi 2 yj 2 zk (2Ox P )i (2Oy P ) j Pk
92
2x 2O x P
2y 2Oy P ……..(3)
2z P
2x 2O x 2 z 2z 2 x 2O x z x(1 O )
…..(4)
2y 2Oy 2 z 2z 2 y 2O y z y (1 O )
Equation (4) are satisfied simultaneously if either

O 1 and z 0
or
z
O z 1 and x y
(1 O )
If z 0 , then solving equations (1) and (2) simultaneously to find the

corresponding points on the ellipse gives the two points (1,0,0) and (0,1,0)
If x y , then equation (1) and (2) give:

1 1
x2 y2 1 0 2x2 1 x2 ? x r
2 2
2
x yz 1 z 1 2x z 1r z 1r 2
2
? the corresponding points on the ellipse are:

§ 1 1 ·
P1 ¨ , ,1 2 ¸
© 2 2 ¹
and
§ 1 1 ·
P2 ¨ , ,1 2 ¸
© 2 2 ¹
Have we need to be careful, however. Although P 1 and P 2 both give local R R R R
maxima of f on the ellipse, P 2 is farther from the origin than P 1 .

R R R R
The points on the ellipse closest to the origin are (1,0,0) and (0,1,0) .
The point on the ellipse farthest from the origin is P 2 R R
93

Chapter Three: Function of Two or More Variables

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Chapter Three: Function of Two or More Variables

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ΔϴϜϴϧΎϜϴϤϟ΍ΔγΪϨϬϟ΍Ϣδϗ IIΕΎϴοΎϳήϟ΍ϲϣΎγΪόγϡΩ΍Ϊϋ·

Function of two or more variables:

A real - valued function f on D is a rule that assigns a unique (single) real

To each element in D . The set D is the function's domain. The set of w –

In the function V Sr 2 h , the dependent variable is V, the independent

Example: Find value f ( x, y, z ) x 2  y 2  z 2 at the point (3,0,4):

Limit of a function of two variables:

Properties of limits of functions of two variables:

6. (where r and s are integers and )

Example: find the limit of the following:

2. lim x2  y2 (3) 2  (4) 2 9  16 25 5

Partial derivatives of a function of two variables:

The partial derivative of with respect to x at the point is:

Provided the limit exists

The partial derivative of with respect to y at the point is:

Provided the limit exists

( y  cos x)(0)  2 y ( sin x) 2 y sin x

with x held constant, we get:

( y  cos x)(2)  2 y (1) 2 y  2 cos x  2 y

functions of more than two variables:

x cos( y  3 z )(3) 3 x cos( y  3 z )

Example: Find f x , f y and f z if f ( x, y, z ) xy  yz  xz

H.W: Find f x , f y and f z if f ( x, y, z ) x  y2  z2

Second – order partial derivatives:

Example: Find f xx , f yy , f yx and f xy if f ( x, y ) x cos y  ye x

H.W: Find f xx , f yy , f yx and f xy if f ( x, y ) x  y  xy

Partial derivatives of higher order:

The chain Rule for functions of two variables:

If has continuous partial derivatives and and if

Example: Use the chain rule to find the derivative of w x 2  y 2 with

H.W: Use the chain rule to find the derivative of w x 2  y 2 with

The chain rule for function of three variables:

functions defined on surface

If f is a function two variables instead of three, the equations becomes:

If f is a function of x alone, the equations becomes:

Directional derivatives and gradient vectors:

arc length from P o in the direction of u , we find the rate of change of f

The derivative of f at in the direction of the unit

The directional derivative is also denoted by:

Example: find the derivative of f ( x, y ) x 2  xy at Po (1,2) in the

The rate of change of f ( x, y ) x 2  xy at Po (1,2) in the direction

The gradient vector (gradient) of at a point is

obtained by evaluating the partial derivatives of f at P o

The notation f is read ( grad f ) as well as ( gradient f ) and ( del f ).

The directional derivatives

If has continuous partial derivatives at and u is

Which is the scalar product of the gradient of f at P o and u

Example: find the derivative of f ( x, y, z ) x 3  xy 2  z at Po (1,1,0)

A (2) 2  (3) 2  (6) 2 4  9  36 49 7

The derivative of f at P o in the direction A is therefore:

Example: find the derivative of f ( x, y ) xe y  cos( xy ) at the point

Solution: the direction of v is the unit vector obtained by dividing v by its

? f y (2,0) (2)(e 0 )  (2) sin( 2)(0)) 2e 0  (2)(0) (2)(1)  0

The gradient of f at (2 , 0) is:

The derivative of f at (2 , 0) in the direction v is therefore:

Example: find the derivative of function f ( x, y ) 2 xy  3 y 2 at the point

The gradient of f at (5 , 5) is:

The derivative of f at (5 , 5) in the direction A is therefore:

2. find the derivative of the function g ( x, y, z ) 3e x cos yz ,at the point

Algebra rules for gradients:

Tangent planes and normal lines:

The normal line of the surface at P o is the line through P o parallel to f

Solution: the tangent plane is:

ΔϴϜϴϧΎϜϴϤϟ΍ΔγΪϨϬϟ΍Ϣδϗ IIΕΎϴοΎϳήϟ΍ϲϣΎγΪόγϡΩ΍Ϊϋ·

Example: Find value f ( x, y, z ) x 2 y 2 z 2 at the point (3,0,4):

2. lim x2 y2 (3) 2 (4) 2 9 16 25 5

( y cos x)(0) 2 y ( sin x) 2 y sin x

( y cos x)(2) 2 y (1) 2 y 2 cos x 2 y

x cos( y 3 z )(3) 3 x cos( y 3 z )

Example: Find f x , f y and f z if f ( x, y, z ) xy yz xz

H.W: Find f x , f y and f z if f ( x, y, z ) x y2 z2

Example: Find f xx , f yy , f yx and f xy if f ( x, y ) x cos y ye x

H.W: Find f xx , f yy , f yx and f xy if f ( x, y ) x y xy

Example: Use the chain rule to find the derivative of w x 2 y 2 with

H.W: Use the chain rule to find the derivative of w x 2 y 2 with

Example: find the derivative of f ( x, y ) x 2 xy at Po (1,2) in the

The rate of change of f ( x, y ) x 2 xy at Po (1,2) in the direction

The notation f is read ( grad f ) as well as ( gradient f ) and ( del f ).

Example: find the derivative of f ( x, y, z ) x 3 xy 2 z at Po (1,1,0)

A (2) 2 (3) 2 (6) 2 4 9 36 49 7

Example: find the derivative of f ( x, y ) xe y cos( xy ) at the point

? f y (2,0) (2)(e 0 ) (2) sin( 2)(0)) 2e 0 (2)(0) (2)(1) 0

Example: find the derivative of function f ( x, y ) 2 xy 3 y 2 at the point

The normal line of the surface at P o is the line through P o parallel to f

Example: find the tangent plane to the surface z x cos y ye x at (0,0,0)

f y ( xo , yo ) f y (0,0) (0) sin(0) e 0 (0)(0) 1

Example: find the tangent plane to the surface z 4 x 2 y 2 at point

2. if f xx > 0 and f xx f yy f xy > 0 at (a, b)

And f ( x, y ) 3 x 4 y has extreme values at the points:

g1 and g 2 are differentiable with g1 not parallel to g 2 , we find the

Example: the plane x y z 1 cuts the cylinder x 2 y 2 1 in an ellipse.