Advanced Calculus Chapter 3 Applications of partial differentiation 37

3 Applications of partial differentiation

3.1 Stationary points

Higher derivatives

Let U ⊆ R2 and f : U → R. The partial derivatives fx and fy

are functions of x and y and so we can find their partial deriva-
tives. We write fxy to denote fy differentiated with respect to x.
Similarly fxx denotes fx differentiated with respect to x, and fyx
and fyy denote fx and fy , respectively, differentiated with respect
to y. The functions fxx , fxy , fyx and fyy are the second partial
derivativesµ of f¶. For the other notation for µ partial
¶ derivatives, we
∂ ∂f ∂ 2f ∂ ∂f ∂2f
write or just for fxx , or just for
∂xµ ∂x ¶ ∂x2 ∂x ∂yµ ¶ ∂x∂y
∂ ∂f ∂ 2f ∂ ∂f ∂ 2f
fxy , or just for fyx and or just for
∂y ∂x ∂y∂x ∂y ∂y ∂y 2
fyy .
We can also differentiate the second partial derivatives to get the
∂3f
third partial derivatives, and so on. For example, fxyy , or ∂x∂y 2 , is

the third partial derivative obtained from differentiating fyy with

respect to x.

Example 1 Let f (x, y) = 3x3 y + 2xy 2 − 4x2 y. Then

fx (x, y) = 9x2 y + 2y 2 − 8xy;

fy (x, y) = 3x3 + 4xy − 4x2 ;
fxx (x, y) = 18xy − 8y;
fyx (x, y) = 9x2 + 4y − 8x;
fyy (x, y) = 4x;
fxy (x, y) = 9x2 + 4y − 8x.

Note that, in Example 1, fyx = fxy . This is true for all well-behaved
functions. In particular, if fxy and fyx are both continuous on R2
(or an open subset U of R2 ) then fyx = fxy on R2 (U ).
Advanced Calculus Chapter 3 Applications of partial differentiation 38

Example 2 Let z = x cos 2y. Then

∂z
= cos 2y,
∂x
∂z
= −2x sin 2y,
∂y
∂ 2z
= 0,
∂x2
∂ 2z
= −2 sin 2y,
∂y∂x
∂ 2z
= −2 sin 2y,
∂x∂y
∂ 2z
= −4x cos 2y.
∂y 2

xe2x
Example 3 Let z = . Find all the possible values of n given
yn
that
∂ 2z 2
2∂ z
3x − xy = 12z.
∂x2 ∂y 2
xe2x
For z = we have
yn

∂z e2x + 2xe2x
= ,
∂x yn
e2x (1 + 2x)
= ,
yn
∂z nxe2x
= − n+1 ,
∂y y
2
∂ z 2e (1 + 2x) + e2x × 2
2x
= ,
∂x2 yn
4e2x (x + 1)
= ,
yn
∂ 2z n(n + 1)xe2x
= .
∂y 2 y n+2
Thus
∂ 2z 2
2∂ z 12xe2x (x + 1) n(n + 1)x2 e2x xe2x
3x −xy = − = (12(x + 1) − n(n + 1)x) ,
∂x2 ∂y 2 yn yn yn
Advanced Calculus Chapter 3 Applications of partial differentiation 39

and so
∂ 2z 2
2∂ z xe2x 12xe2x
3x − xy = 12z ⇔ (12(x + 1) − n(n + 1)x) = ,
∂x2 ∂y 2 yn yn
⇔ 12(x + 1) − n(n + 1)x = 12,
(Since the result is true for all x and y.)
⇔ 12x + 12 − n(n + 1)x = 12,
⇔ 12 − n(n + 1) = 0,
(Since the result is true for all x.)
⇔ n2 + n − 12 = 0,
⇔ (n + 4)(n − 3) = 0,
⇔ n = −4 or n = 3.

Stationary points

Let U ⊆ R2 , and let f : U → R. Then (a, b) is a stationary point

of f if the tangent plane at (a, b) is horizontal. That is, the tangent
plane is parallel to the (x, y)-plane, and so has the form z = c for
some constant c.
Since the tangent plane at (a, b) passes through the point (a, b, f (a, b)),
then if it is horizontal it has the form

z = f (a, b).

Recall from Chapter 1 that the equation of the tangent plane at

(a, b) is

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

Now, if (a, b) is a stationary point then f (a, b) − z = 0, and so

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

The last equation is true for all x and y. Putting x = a and y any
value other than b into this equation gives fy (a, b) = 0. Similarly,
putting y = b and x any value other than a into this equation
gives fx (a, b) = 0. Hence, if (a, b) is a stationary point of f then
fx (a, b) = 0 and fy (a, b) = 0. It is straightforward to establish the
converse of this result. Thus, to find the stationary points of f , we
have to find the solutions of the equations

fx (a, b) = 0,
fy (a, b) = 0.

Example 4 Find all of the stationary points of

f (x, y) = x2 y + 3xy 2 − 3xy.

Advanced Calculus Chapter 3 Applications of partial differentiation 40

The partial derivative of f are

fx (x, y) = 2xy + 3y 2 − 3y = y(2x + 3y − 3);
fy (x, y) = x2 + 6xy − 3x = x(x + 6y − 3).
Putting fx (x, y) = fy (x, y) = 0 gives
y(2x + 3y − 3) = 0, (1)
x(x + 6y − 3) = 0. (2)
From equation (1) either y = 0 or 2x + 3y = 3. If y = 0 then
equation 2 gives x(x − 3) = 0, and so x = 0, 3. If 2x + 3y = 3 then
6y = 6 − 4x. Thus, in this case, equation 2 gives x(3 − 3x) = 0, and
so x = 0, 1 and y = 1, 31 , respectively. Thus the stationary points
of f are (0, 0), (0, 3), (0, 1) and (1, 31 ).

Types of stationary points

There are three main types of stationary point: a local minimum,

a local maximum and a saddle point. The following diagrams show
a typical graph and contour-plot of these three types.
A local minimum

1
4

3
0 y
2 -2 -1 0 1
x
-2
1
-1 -1
00 y
2 1 0 -1 -2
1
x
2
-2

A local maximum

-2 -2
-1 xy -1
00 1
0
1 1
2 -1 2
x
-2 -2 -1 0 1
0 y
-3

-4

-5
-1

-2
Advanced Calculus Chapter 3 Applications of partial differentiation 41

A saddle point

1.5

-2 1 -2
0.5
-10.5 -1
x y
00 0 y 0
-1.5 -1 -0.5 0 0.5 1 1.5
1 -0.5 1
x
2 -1 2 -0.5

-1

-1.5

Classifying stationary points

To determine the nature of a stationary point (a, b) of f we first

find the Hessian matrix,
µ ¶
fxx fxy Here we are assuming that
.
fxy fyy
fxy = fyx .

We then evaluate the determinant ∆ of the Hessian matrix at the

point at (a, b). That is, we find the value, at (a, b), of
µ ¶
fxx fxy
∆ = det = fxx fyy − (fxy )2 .
fxy fyy

If ∆ > 0 and fxx > 0 then (a, b) is a local minimum;

If ∆ > 0 and fxx < 0 then (a, b) is a local maximum;

If ∆ < 0 then (a, b) is a saddle point.

If ∆ = 0 then this test provides no information about the nature

of the stationary point. Other methods are required to classify the
stationary point in this case.

Example 5 Find all of the stationary points of

f (x, y) = x2 y + 3xy 2 − 3xy,

and determine their nature.

From Example 4 the stationary points of f are (0, 0), (0, 3), (0, 1)
and (1, 13 ), fx (x, y) = 2xy + 3y 2 − 3y = y(2x + 3y − 3) and
Advanced Calculus Chapter 3 Applications of partial differentiation 42

fy (x, y) = x2 + 6xy − 3x = x(x + 6y − 3). Now

fxx = 2y,
fxy = 2x + 6y − 3(= fyx ),
fyy = 6x.
Thus
µ ¶
2y 2x + 6y − 3
∆ = det = 12xy − (2x + 6y − 3)2 .
2x + 6y − 3 6x
When x = y = 0, ∆ = −9 < 0, and so (0, 0) is a saddle point.
When x = 3 and y = 0, ∆ = −9 < 0, and so (3, 0) is a saddle point.
When x = 0 and y = 1, ∆ = −9 < 0, and so (0, 1) is a saddle point.
When x = 1 and y = 13 , ∆ = 3 > 0, fxx = 23 > 0, and so (1, 13 ) is a
local minimum.

Example 6 Find and classify the stationary points of

f (x, y) = xyex+y .

First we find the partial derivatives of f .

fx (x, y) = yex+y + xyex+y = y(x + 1)ex+y ,
fy (x, y) = x(y + 1)ex+y .
(Since f is symmetrical in x and y.)
Putting fx (x, y) = fy (x, y) = 0, and using the fact that ex+y 6= 0,
gives
y(x + 1) = 0, (3)
x(y + 1) = 0. (4)
From equation (3) either y = 0 or x = −1. If y = 0 then equa-
tion (4) gives x = 0. If x = −1 then equation (3) gives y = −1.
Thus the stationary points of f are (0, 0), and (−1, −1). Now
fxx = yex+1 + y(x + 1)ex+y = y(x + 2)ex+y ,
fxy = (y + 1)ex+y = x(y + 1)ex+y = (y + 1)(x + 1)ex+y ,
fyy = x(y + 2)ex+y .
Thus
µ ¶
y(x + 2)ex+y (y + 1)(x + 1)ex+y
∆ = det
(y + 1)(x + 1)ex+y x(y + 2)ex+y
¡ ¢
= e2(x+y) xy(x + 2)(y + 2) − (y + 1)2 (x + 1)2 .

When x = y = 0, ∆ = −1 < 0, and so (0, 0) is a saddle point.

When x = y = −1 , ∆ = e−4 > 0, fxx = −e−2 < 0, and so (−1, −1)

is a local maximum.
Advanced Calculus Chapter 3 Applications of partial differentiation 43

Examples when ∆ = 0

We now consider the problem of classifying a stationary point (a, b)

when ∆ = 0 at (a, b). There is no single method for determining
the nature of (a, b) in this case, although it is often useful to find
f (x, y)−f (a, b) in order to determine the behaviour of f near (a, b);
an alternative method is to consider how f varies along curves (nor-
mally straight lines) passing through (a, b).

Example 7 Find and classify the stationary points of

f (x, y) = x2 + y 4 + 1.

First we find the partial derivatives of f .

fx (x, y) = 2x,
fy (x, y) = 4y 3 .
Putting fx (x, y) = fy (x, y) = 0, gives x = 0, y = 0. Thus the only
stationary points of f is (0, 0). Now
fxx = 2,
fxy = 0,
fyy = 12y 2 .
Thus
µ ¶
2 0
∆ = det
0 12y 2
= 24y 2 .
Thus, at (0, 0), ∆ = 0, and so the Hessian gives us no information
about the nature of this stationary point. However, for (x, y) 6=
(0, 0), note that
f (x, y) − f (0, 0) = x4 + y 4 + 1 − 0 − 0 − 1,
= x2 + y 4 > 0.
Thus f (x, y) > f (0, 0) for all (x, y) 6= (0, 0). Hence (0, 0) is a local
minimum.

Example 8 Find and classify the stationary points of

f (x, y) = xy 2 − x2 y 2 + x4 + 3.

First we find the partial derivatives of f .

∂f
= y 2 − 2xy 2 + 4x3 ,
∂x
∂f
= 2xy − 2x2 y.
∂y
Advanced Calculus Chapter 3 Applications of partial differentiation 44

∂f ∂f
Putting = = 0 gives
∂x ∂y

y 2 − 2xy 2 + 4x3 = 0, (5)

2xy(1 − x) = 0. (6)

From equation (6) x = 0, y = 0 or x = 1. If either x = 0 or y = 0

then equation (5) gives y = 0 and x = 0, respectively. If x = 1
then equation (5) gives y 2 = 4, and so y = 2 or y = −2. Thus the
stationary points of f are (0, 0), (1, 2) and (1, −2). Now

∂ 2f
= −2y 2 + 12x2 ,
∂x2
∂ 2f
= 2y − 4xy,
∂x∂y
∂ 2f
2
= 2x − 2x2 .
∂y
At the stationary point (0, 0), each of the second derivatives is zero.
Thus ∆ = 0 at (0, 0), and so the Hessian gives no information about
the nature of this stationary point. However, for (x, y) 6= (0, 0),
note that
f (x, y) − f (0, 0) = xy 2 − x2 y 2 + x4 .
In particular, for x = y we get

f (x, x) − f (0, 0) = x3 − x4 + x4 = x3 .

Since the sign of x3 is the same as the sign of x, it follows that

f (x, x) − f (0, 0) > 0, when x > 0, and f (x, x) − f (0, 0) < 0, when
x < 0. Thus (0, 0) is a saddle point.
The nature of the other stationary points of f can be determined
using the Hessian. This is left as an exercise.

2 −y 2
Example 9 Find the stationary points of z = (x2 + y 2 )e−x ,
and determine their nature.
The partial derivatives of z are
∂z 2 2 2 2 2 2
= 2xe−x −y + (x2 + y 2 )(−2x)e−x −y = 2xe−x −y (1 − x2 − y 2 ),
∂x
∂z 2 2
= 2ye−x −y (1 − x2 − y 2 ).
∂y
(Since z is symmetrical in x and y.)
∂z ∂z 2 2
Putting = = 0, and using the fact that e−x −y 6= 0 gives
∂x ∂y

x(1 − x2 − y 2 ) = 0, (7)
y(1 − x2 − y 2 ) = 0. (8)
Advanced Calculus Chapter 3 Applications of partial differentiation 45

From equation (7) either x = 0 or x2 + y 2 = 1. If x = 0 then

equation (8) gives y(1 − y 2 ) = 0, and so y = 0, −1 or 1. Thus (0, 0),
(0, 1) and (0, −1) are all stationary points of z. If x2 + y 2 = 1 then
equation (8) always holds. Thus every point on the circle x2 +y 2 = 1
is stationary points of z.
From equation (8) either y = 0 or x2 + y 2 = 1. The second possi-
bility has already been covered above; if y = 0 then equation (7)
gives x(1 − x2 ) = 0, and so x = 0, −1 or 1. Thus (0, 0), (1, 0) and
(−1, 0) are all stationary points of z.
Note that all of the points (0, 1), (0, −1), (1, 0) and (−1, 0) lie on
the circle x2 + y 2 = 1. Thus the stationary points of z are (0, 0)
and every point on the circle x2 + y 2 = 1.
Finding the second derivatives of z we get:

∂ 2z 2 2 2 2 2 2

2
= (2e−x −y + 2x(−2x)e−x −y )(1 − x2 − y 2 ) + 2xe−x −y (−2x),
∂x
2 2 ¡ ¢
= 2e−x −y (1 − 2x2 )(1 − x2 − y 2 ) − 2x2 ,
2 2 ¡ ¢
= 2e−x −y 1 − x2 − y 2 − 2x2 + 2x4 + 2x2 y 2 − 2x2 ,
2 2 ¡ ¢
= 2e−x −y 1 − 5x2 − y 2 + 2x4 + 2x2 y 2 ,
2 2 ¡ ¢
= 2e−x −y 1 − 5x2 − y 2 + 2x4 + 2x2 y 2 ,
2 2 ¡ ¢
= 2e−x −y 1 − 4x2 − (x2 + y 2 ) + 2x2 (x2 + y 2 ) ,
∂ 2z 2 2 2 2
= (−2y)2xe−x −y (1 − x2 − y 2 ) + 2xe−x −y (−2y),
∂x∂y
2 2
= −4xye−x −y (2 − x2 − y 2 ),
∂2z −x2 −y 2
¡ 2 2 2 2 2 2
¢
= 2e 1 − 4y − (x + y ) + 2y (x + y ) ,
∂y 2
(Since z is symmetrical in x and y.)

If x2 + y 2 = 1 then

∂2z 2 −y 2 ¡ ¢
= 2e−x 1 − 4x2 − (x2 + y 2 ) + 2x2 (x2 + y 2 ) ,
∂x2 ¡ ¢
= 2e−1 1 − 4x2 − 1 + 2x2 ,
= −4x2 e−1 ,
2
∂ z 2 −y 2
= −4xye−x (2 − x2 − y 2 ),
∂x∂y
= −4xye−1 ,
2 ¡ ¢
2
∂ z 2
= 2e−x −y 1 − 4y 2 − (x2 + y 2 ) + 2y 2 (x2 + y 2 ) ,
∂y 2
¡ ¢
= 2e−1 1 − 4y 2 − 1 + 2y 2 ,
= −4y 2 e−1 .
Advanced Calculus Chapter 3 Applications of partial differentiation 46

Thus, in this case,

µ 2 ¶2
∂ 2z ∂ 2z ∂ z
∆ = 2 2
− ,
∂x ∂y ∂x∂y
¡ ¢¡ ¢ ¡ ¢2
= −4x2 e−1 −4y 2 e−1 − −4xye−1 ,
= 16x2 y 2 e−2 − 16x2 y 2 e−2 = 0.

Thus the Hessian gives us no information about the nature of the

stationary points on the circle x2 +y 2 = 1. To determine the nature
of these stationary points, we consider the behaviour of z on the
lines y = ax, where a ∈ R. On such a line

z(x, y) = z(x, ax),

2 −a2 x2
= (x2 + a2 x2 )e−x ,
−(a2 +1)x2
= (a2 + 1)x2 e .
2 +1)x2
Let g(x) = (a2 +1)x2 e−(a . We make the following observations
about g.

• Since g can be expressed as a function of x2 it is symmetrical

about x = 0. That is, g(x) = g(−x).
2 2
• Since a2 + 1 > 0, x2 ≥ 0 and e−(a +1)x > 0, g(x) ≥ 0 for all
x ∈ R. Furthermore, g(x) = 0 if and only if x = 0.
• As x → ±∞, g(x) → 0.

From these observations we can deduce that g(x) takes its minimum
value at x = 0. The value of g(x) then increases as we move away
from x = 0 until g reaches a maximum; the value then decreases
and approaches 0 as x approaches ±∞. The following diagram
shows g for a typical value of a.

From this we can see that every point on the circle x2 + y 2 = 1 is

a local maximum of z. We also get that (0, 0) is a local minimum.
Advanced Calculus Chapter 3 Applications of partial differentiation 47

The following diagram illustrates the graph of f that clearly shows

the local maxima on the circle x2 + y 2 = 1.

0.35

0.3

0.25
0.2
0.15

0.1
-2
0.05
-1
00 y -2
-1
0 1
1
2 x 2

Genralization to functions of several variables

We can generalize the idea of a stationary point to a function

of several variables. Let U ⊆ Rn , and let f : U → R. Then
(a1 , a2 , . . . , an ) ∈ U is a stationary point of f if

fx1 (a1 , a2 , . . . , an ) = fx2 (a1 , a2 , . . . , an ) = · · · = fxn (a1 , a2 , . . . , an ) = 0.

It is also possible to classify the stationary points, but this is beyond

the scope of the course.

Example 10 Find the stationary points of

f (x, y, z) = (x + y + z)2 − 6xyz.

The partial derivatives of f are

fx (x, y, z) = 2(x + y + z) − 6yz,

fy (x, y, z) = 2(x + y + z) − 6xz,
fz (x, y, z) = 2(x + y + z) − 6xy.

Putting fx (x, y, z) = fy (x, y, z) = fz (x, y, z) gives

x + y + z = 3yz, (9)
x + y + z = 3xz, (10)
x + y + z = 3xy. (11)

Combining equations (9) and 10) gives

3yz = 3xz.
Advanced Calculus Chapter 3 Applications of partial differentiation 48

Thus either z = 0 or x = y.
If z = 0 then equations (9)–(11) reduce to x+y = 0 and x+y = 3xy.
From this we get x = y = 0, and so (0, 0, 0) is a stationary point
of f .
If x = y then equations (9)–(11) reduce to 2x + z = 3xz and
2x + z = 3x2 . From this we get xz = x2 , and so either x = 0 or
x = z. If x = 0 we get x = y = z = 0, giving the stationary point
found earlier. If x = z and x 6= 0 then 2x+z = 3xz and 2x+z = 3x2
reduce to x = x2 , and so x = 1. This gives x = y = z = 1, and so
(1, 1, 1) is a stationary point of f .
Thus the stationary points of f are (0, 0, 0) and (1, 1, 1).

Exercises 3.1

∂2f
1. Let f (x, y) = 3x3 y 2 − 5xy 3 + 3x2 y 4 − y 5 . Find ∂x∂y
.

2. Determine all of the values of n such that z = 2xy + xn y 2n

satisfies
∂ 2z ∂2z
2x2 2 − y 2 2 + 18z = 36xy.
∂x ∂y
3. Find, and classify, the stationary points of
1 2
g(x, y) = x2 y − 2xy + y 3 .
2 3

4. Determine the nature of the non-zero stationary points of the

function f given in Example 8.

5. Find the stationary points of

f (x, y, z) = x3 − 3x + y 3 − 3yz + 2z 2 .

3.2 Lagrange multipliers

Let U ⊆ R2 and let f, g : U → R. We now consider the problem

of finding the maximum and minimum values of f subject to the
constraint g(x, y) = 0.

Method 1 Suppose we can rewrite g(x, y) = 0 in the form y =

h(x), for some function h. Then we can just find the maximum and
minimum values of F (x) = f (x, h(x)) using the method for calculus
of functions of one variable.
Advanced Calculus Chapter 3 Applications of partial differentiation 49

Example 11 Find the maximum and minimum values of

f (x, y) = x3 + 3xy 2 + 2xy,

subject to the constraint x + y = 4.

Here g(x, y) = x + y − 4, and g(x, y) = 0 gives y = 4 − x. (So
h(x) = 4 − x.) Thus

F (x) = f (x, 4 − x),

= x3 + 3x(4 − x)2 + 2x(4 − x),
= x3 + 3x(16 − 8x + x2 ) + 8x − 2x2 ,
= 4x3 − 26x2 + 56x.

Differentiating F with respect to x we get F 0 (x) = 12x2 − 52x + 56,

and so

F 0 (x) = 0 ⇔ 12x2 − 52x + 56 = 0,

⇔ 3x2 − 13x + 14 = 0,
⇔ (3x − 7)(x − 2) = 0,
⇔ x = 2, 73 .

For x = 2, y = 2 and F (2) = 40, and for x = 73 , y = 53 and

F ( 37 ) = 39 25
27
. Thus the maximum and minimum values of f (x, y) =
3 2
x + 3xy + 2xy, subject to the constraint x + y = 4, are 40 and
25
39 27 , respectively.

Method 2 The local maximum and minimum of f (x, y) subject

to the constraint g(x, y) = 0 correspond to the stationary points of

L(x, y, λ) = f (x, y) − λg(x, y).

The variable λ is call a Lagrange multiplier.

Example 12 Consider the problem from Example 11. Here

f (x, y) = x3 + 3xy 2 + 2xy and g(x, y) = x + y − 4. So we let

L(x, y, λ) = x3 + 3xy 2 + 2xy − λ(x + y − 4).

Now
∂L
= 3x2 + 3y 2 + 2y − λ,
∂x
∂L
= 6xy + 2x − λ,
∂y
∂L
= −(x + y − 4).
∂λ
Advanced Calculus Chapter 3 Applications of partial differentiation 50

∂L ∂L ∂L
Putting ∂x
= ∂y
= ∂λ
= 0 gives

3x2 + 3y 2 + 2y = λ, (12)
6xy + 2x = λ, (13)
x + y − 4 = 0. (14)

From equations (12) and (13) we get

3x2 + 3y 2 + 2y = 6xy + 2x.

We can now use equation (14) to eliminate y form the previous

equation. After simplification this gives

12x2 − 52x + 56 = 0

The solutions can now be found as in Example 11.

Note that in Example 12 we did not need to find λ in order to find

the solution to the problem.
Lagrange multipliers are particularly useful when it is difficult (or
just algebraically messy!) to rewrite g(x, y) = 0 in the form
y = h(x).

Example 13 Find the maximum and minimum values of

f (x, y) = xy 3 on the circle x2 + y 2 = a2 .
Let g(x, y) = x2 + y 2 − a2 . Then we want to find the maximum and
minimum values of f (x, y) subject to the constraint g(x, y) = 0.
Let
L(x, y, λ) = xy 3 − λ(x2 + y 2 − a2 ).
Then
∂L
= y 3 − 2λx,
∂x
∂L
= 3xy 2 − 2λy,
∂y
∂L
= −x2 − y 2 + a2 .
∂λ

∂L ∂L ∂L
Putting ∂x
= ∂y
= ∂λ
= 0 gives

y 3 − 2λx = 0, (15)
3xy 2 − 2λy = 0, (16)
x2 + y 2 = a 2 . (17)

Multiplying equation (15) by y, and equation (16) by x gives

y 4 − 2λxy = 0, (18)
3x2 y 2 − 2λxy = 0, (19)
Advanced Calculus Chapter 3 Applications of partial differentiation 51

and so subtracting equation (19) from equation (18) we get

y 4 − 3x2 y 2 = 0.

Thus
y 2 (y 2 − 3x2 ) = 0,
and so either y = 0 or y 2 = 3x2 .
If y = 0 then equation (17) gives x2 = a2 , and so x = ±a.
If y 2 = 3x2 then equation √(17) gives 4x2 = a2 . Thus x = ± a2 , and
for each value of x, y = ± 23a .
From the preceding calculations, the stationary points of L have
³ √ ´ ³ √ ´ ³ √ ´ ³ √ ´
(x, y) = (a, 0), (−a, 0), 2 , 2 , 2 , − 2 , − 2 , 2 or − 2 , − 23a .
a 3a a 3a a 3a a

³ √ ´ ³ √ ´ √ 4
Now f (a, 0) = f (−a, 0) = 0, f a2 , 23a = f − a2 , − 23a = 16
3
3a ,
³ √ ´ ³ √ ´ √
and f a2 , − 23a = f − a2 , 23a = − 16 3
3a4 .
3
Thus the maximum and √ minimum values
√ of4 f (x, y) = xy on the
2 2 2 3 4 3
circle x + y = a are 16 3a and − 16 3a , respectively.

Example 14 Find the point on the line 3x + 2y = 5 that is closest

to the point (3, 1).
The distance between a general point (x, y) and the point (3, 1) is
p
(x − 3)2 + (y − 1)2 .

We want to find the minimum value of this distance subject to the

constraint 3x+2y−5 = 0. In fact, it is easier to minimize the square
of the distance, and so we minimize f (x, y) = (x − 3)2 + (y − 1)2 ,
subject to the given constraint.
Let L(x, y, λ) = (x − 3)2 + (y − 1)2 − λ(3x + 2y − 5). Then

∂L
= 2(x − 3) + 3λ,
∂x
∂L
= 2(y − 1) + 2λ,
∂y
∂L
= −3x − 2y + 5.
∂λ

∂L ∂L ∂L
Putting ∂x
= ∂y
= ∂λ
= 0 gives

2(x − 3) + 3λ = 0, (20)
2(y − 1) + 2λ = 0, (21)
3x + 2y = 5. (22)
Advanced Calculus Chapter 3 Applications of partial differentiation 52

Multiplying equation (20) by 2, and equation (21) by 3 gives

4(x − 3) + 6λ = 0,
6(y − 1) + 6λ = 0.
Thus 4(x − 3) = 6(y − 1). Multiplying out the brackets in this
equation, and simplifying the result gives
2x − 3y = 3. (23)
Multiplying equation (22) by 3, and equation (23) by 2 gives
9x + 6y = 15,
4x − 6y = 6.
Adding the last two equations together we get 13x = 21, and so
21
x = 13 . Using equation (23) with x = 21 13
1
we get y = 13 . Thus the
21 1
point ( 13 , 13 ) on the line on the line 3x + 2y = 5 is closest to the
point (3, 1).
Although not required, the distance of the point ( 21 , 1 ) to the point
13 13
(3, 1) is
s µ ¶ sµ ¶2 µ ¶2
21 1 21 1
f , = −3 + −1 ,
13 13 13 13
r
324 144
= +
169 169
r
468
= ,
169
r
36 6
= =√ .
13 13

Lagrange multipliers with more than one constraint

Let U ⊆ Rn , and let f, g1 , g2 , . . . , gm : U → R. To find the maxi-

mum and minimum values of f (x1 , x2 , . . . , xn ), subject to the con-
straints
g1 (x1 , x2 , . . . , xn ) = 0,
g2 (x1 , x2 , . . . , xn ) = 0,
..
.
gm (x1 , x2 , . . . , xn ) = 0,
we find the stationary points of
L(x1 , x2 , . . . , xn , λ1 , λ2 , . . . , λm ) = f (x1 , x2 , . . . , xn ) − λ1 g1 (x1 , x2 , . . . , xn )
−λ2 g2 (x1 , x2 , . . . , xn ) − · · · − λm gm (x1 , x2 , . . . , xn ).
The introduced variables λ1 , λ2 , . . . , λm are called Lagrange mul-
tipliers.
Advanced Calculus Chapter 3 Applications of partial differentiation 53

Example 15 Find the maximum and minimum values of x + z

at the points where the plane 4x + y + z = 34 and the cylinder
x2 + y 2 = 40 intersect.
Here we want to find the maximum and minimum values of
f (x, y, z) = x + z, subject to the constraints g1 (x, y, z) = 0 and
g2 (x, y, z) = 0, where g1 (x, y, z) = 4x + y + z − 34 and
g2 (x, y, z) = x2 + y 2 − 40. Let

L(x, y, z, λ, µ) = x + z − λ(4x + y + z − 34) − µ(x2 + y 2 − 40).

Then
∂L
= 1 − 4λ − 2µx,
∂x
∂L
= −λ − 2µy,
∂y
∂L
= 1 − λ,
∂z
∂L
= −(4x + y + z − 34),
∂λ
∂L
= −(x2 + y 2 − 40).
∂µ
∂L ∂L ∂L ∂L ∂L
Putting ∂x
= ∂y
= ∂z
= ∂λ
= ∂µ
= 0 gives

4λ + 2µx = 1, (24)
λ + 2µy = 0, (25)
λ = 1, (26)
4x + y + z = 34, (27)
x2 + y 2 = 40. (28)

From equation (26), λ = 1. Substituting this value of λ into equa-

tions (24) and (25) gives 2µx = −3 and 2µy = −1, respectively.
Multiplying the second of these equations by 3 gives 6µy = −3, and
so
2µx = −3 = 6µy.
Now µ 6= 0 (otherwise equation (25) gives λ = 0, contrary to λ = 1)
and so x = 3y. Substituting x = 3y into equation (28) gives 10y 2 = 40.
Thus y 2 = 4, and so y = ±2. When y = 2, x = 6, and when y = −2,
x = −6. From equation (27),

z = 34 − 4x − y.

Thus when y = 2 and x = 6, z = 8, and when y = −2 and x = −6,

z = 60. Now f (6, 2, 8) = 14 and f (−6, −2, 60) = 54. Thus the
maximum and minimum values of x + z at the points where the
plane 4x + y + z = 34 and the cylinder x2 + y 2 = 40 intersect are
54 and 14, respectively.
Advanced Calculus Chapter 3 Applications of partial differentiation 54

Example 16 Find the maximum and minimum values of

f (x, y, z) = xy + 4z subject to the constraints x + y + z = 0 and
x2 + y 2 + z 2 = 24.
Let

L(x, y, z, λ, µ) = xy + 4z − λ(x + y + z) − µ(x2 + y 2 + z 2 − 24).

Then
∂L
= y − λ − 2µx,
∂x
∂L
= x − λ − 2µy,
∂y
∂L
= 4 − λ − 2µz,
∂z
∂L
= −(x + y + z),
∂λ
∂L
= −(x2 + y 2 + z 2 − 24).
∂µ
∂L ∂L ∂L ∂L ∂L
Putting ∂x
= ∂y
= ∂z
= ∂λ
= ∂µ
= 0 gives

y − 2µx = λ, (29)
x − 2µy = λ, (30)
4 − 2µz = λ, (31)
x+y+z = 0, (32)
x + y2 + z2
2
= 24. (33)

From equations (29) and (30) we get

y − 2µx = λ = x − 2µy.

Thus
y − x = 2µ(x − y),
and so either x = y or µ = − 12 . We now consider these two possi-
bilities separately.
If x = y then equation (32) gives 2x + z = 0, and so z = −2x.
Then equation (33) gives x2 + x2 + 4x2 = 24, and so x2 = 4. Hence
x = ±2, and so
x = ±2, y = ±2, z = ∓4.

If µ = − 12 then equations (29) and (31) give x+y = λ and z+4 = λ,

respectively. Thus
x + y = λ = z + 4,
and so

x + y − z = 4. (34)
Advanced Calculus Chapter 3 Applications of partial differentiation 55

Subtracting equation (34) from equation (32) gives 2z = −4, and

so z = −2. Adding equations (34) and (32) gives 2(x + y) = 4, and
so y = 2 − x. Putting y = 2 − x and z = −2 into equation (33) we
get

x2 + (2 − x)2 + (−2)2 = 24 ⇔ x2 + (4 − 4x + x2 ) + 4 = 24,

⇔ x2 − 2x − 8 = 0,
⇔ (x − 4)(x + 2) = 0,
⇔ x = −2, 4.

When x = −2, y = 4 and z = −2, and when x = 4, y = −2 and

z = −2.
From the preceding calculations we have found four stationary
points of L, namely (2, 2, −4), (−2, −2, 4), (−2, 4, −2) and (4, −2, −2).
Now f (2, 2, −4) = −12, f (−2, −2, 4) = 20, f (−2, 4, −2) = −16 and
f (4, −2, −2) = −16. Thus the maximum and minimum values of
f (x, y, z), subject to the given constraints, are 20 and −16, respec-
tively.

Exercises 3.2

1. Find the maximum and minimum values of f (x, y) = xy on

the ellipse 18x2 + 2y 2 = 25.

2. Find the maximum and minimum values of 2x + y on the

ellipse x2 + xy + 4y 2 + 2x + 16y + 7 = 0.

3. Find the maximum and minimum values of xy 2 on the circle

x2 + y 2 = 1.

4. Find the minimum distance from the origin to a point on the

curve where the plane 2y + 4z = 15 and the surface
z 2 = 4(x2 + y 2 ) intersect.

3.3 The chain rule

In this section we generalize the chain rule for functions of one

variable to functions of more than one variable. First we extend
our idea of a real function.

Multivariable functions

Let U ⊆ Rn . A (multivariable) function f : U → Rm deter-

mines for each point x = (x1 , x2 , . . . , xn ) of U a unique point
y = (y1 , y2 , . . . , ym ) of Rm . We write f (x1 , x2 , . . . , xn ) = (y1 , y2 , . . . , ym )
or f (x) = y.
Advanced Calculus Chapter 3 Applications of partial differentiation 56

Each coordinate of y is uniquely determined by (x1 , x2 , . . . , xn ).

That is, each coordinate of y can be thought of as a function of
(x1 , x2 , . . . , xn ). So there are functions f1 , f2 , . . . , fm : U → Rm
such that

f (x1 , x2 , . . . , xn ) = (f1 (x1 , x2 , . . . , xn ), f2 (x1 , x2 , . . . , xn ), . . . , fm (x1 , x2 , . . . , xn )),

or f (x) = (f1 (x), f2 (x), . . . , fm (x)).

Example 17 Let f : R2 → R2 , with f (x, y) = (x2 y, x + 3y). Here

f1 (x, y) = x2 y and f2 (x, y) = x +3y. An alternative way of defining
f is to write f (x, y) = (f1 , f2 ) where f1 (x, y) = x2 y and
f2 (x, y) = x + 3y.

Example 18 Let f : R → R3 , with f (t) = (t, cos t, sin t). Func-

tions of one variable from R to Rm , like this one (that has m = 3),
define a parametric curve in Rm . If we plot the function f as t
varies we obtain a spiral going round the x-axis, as illustrated in
the following diagram.

Example 19 Let f : R3 → R2 , with f (x, y, z) = (u, v), where

u = x + y − z and v = 2x − y − 2z.

Let U ⊆ Rn , and let f : U → Rm with f (x) = f1 (x), f2 (x), . . . , fm (x)).

df
Then the derivative of f at x, denoted by f 0 (x) or , is the m×n
dx
∂fi
matrix whose (i, j)th entry is . That is,
∂xj
 ∂f1 ∂f1 ∂f1

∂x ∂x
· · · ∂xn
 ∂f21 ∂f22 
 · · · ∂f2 
f (x) = 
0 ∂x1
 ..
∂x2
..
∂xn  .
.. 
 . . . 
∂fm ∂fm ∂fm
∂x1 ∂x2
· · · ∂xn

Example 20 Let f : R2 → R2 , with f (x, y) = (x2 y, x + 3y). Here

f1 (x, y) = x2 y and f2 (x, y) = x + 3y, and
à ∂f1 ∂f1 ! µ ¶
0 ∂x ∂y 2xy x2
f (x, y) = = .
∂f2 ∂f2 1 3
∂x ∂y

Example 21 Let f : R → R3 , with f (t) = (t, cos t, sin t). Then

 d   
dt
(t) 1
 d 
f 0 (t) =  dt (cos t)  =  − sin t  .
d
(sin t) cos t
dt
Advanced Calculus Chapter 3 Applications of partial differentiation 57

Example 22 Let f : R3 → R2 , with f (x, y) = (u, v), where u =

x + y − z and v = 2x − y − 2z. Then
à ! µ ¶
∂u ∂u ∂u
0 ∂x ∂y ∂z 1 1 −1
f (x, y, z) = ∂v ∂v ∂v = .
∂x ∂y ∂z
2 −1 −2

Simple cases of the chain rule

In this section we consider three simple cases of the chain rule, and
illustrate them with an example.

Case 1 For U ⊆ R2 and V ⊆ R, let g : U → R and f : V → R

and let F : U → R with
F (x, y) = (f ◦ g)(x, y) = f (g(x, y)).
Then
∂F df ∂g
= ,
∂x dg ∂x
∂F df ∂g
= .
∂y dg ∂y

Example 23 Let F (x, y) = (x2 + 3xy − y 2 )4 . Then F (x, y) = f (g)

where g = x2 + 3xy − y 2 and f = g 4 . Thus
∂F df ∂g
= ,
∂x dg ∂x
= 4g 3 (2x + 3y),
= 4(x2 + 3xy − y 2 )3 (2x + 3y).
∂F df ∂g
= ,
∂y dg ∂y
= 4g 3 (3x − 2y),
= 4(x2 + 3xy − y 2 )3 (3x − 2y).

Example 24 Let f : R → R and let z = f (x2 + y 2 ). Show that

∂z ∂z
y =x .
∂x ∂y
Let g(x, y) = x2 + y 2 . Then z(x, y) = f (g(x, y)). Thus
∂z df ∂g
= ,
∂x dg ∂x
df
= 2x .
dg
∂z df ∂g
= ,
∂y dg ∂y
df
= 2y .
dg
Advanced Calculus Chapter 3 Applications of partial differentiation 58

Hence
∂z df ∂z
y = 2xy =x .
∂x dg ∂y

Case 2 For U ⊆ R and V ⊆ R2 , let g : U → R2 , with g(t) =

(u(t), v(t)), and f : V → R and let F : U → R with
F (t) = (f ◦ g)(t) = f (g(t)).
Then
dF df ∂u df ∂v
= + .
dt du ∂t dv ∂t

Example 25 Let F (t) = u2 + v 2 , where u = t cos t and v = sin t.

Then F (t) = f (g(t)) where g(t) = (u(t), v(t)) and f (u, v) = u2 +v 2 .
Thus
dF df ∂u df ∂v
= + ,
dt du ∂t dv ∂t
= 2u(cos t − t sin t) + 2v cos t,
= 2t cos t(cos t − t sin t) + 2 sin t cos t,
= 2 cos t(t cos t − t2 sin t + 2 sin t).

Case 3 For U ⊆ R2 and V ⊆ R2 , let g : U → R2 , with g(x, y) =

(u(x, y), v(x, y)), and f : V → R, and let F : U → R with
F (x, y) = (f ◦ g)(x, y) = f (g(x, y)).
Then
∂F ∂f ∂u ∂f ∂v
= + ,
∂x du ∂x dv ∂x
∂F ∂f ∂u ∂f ∂v
= + .
∂y du ∂y dv ∂y

Example 26 Let u = x2 y and v = xy 3 and let F (x, y) = 2u + v 2 .

Then F (x, y) = f (g(x, y)) where f (u, v) = 2u + v 2 and g(x, y) =
(u, v) = (x2 y, xy 3 ). Thus
∂F ∂f ∂u ∂f ∂v
= + ,
∂x du ∂x dv ∂x
= 2(2xy) + 2vy 3 ,
= 4xy + 2xy 6 ,
= 2xy(2 + y 5 ).
∂F ∂f ∂u ∂f ∂v
= + ,
∂y du ∂y dv ∂y
= 2x2 + 2v(3xy 2 ),
= 2x2 + 6x2 y 5 ,
= 2x2 (1 + 3y 5 ).
Advanced Calculus Chapter 3 Applications of partial differentiation 59

Two general cases of the chain rule

Here we consider two general cases of the chain rule.

General case 1 Suppose u1 , u2 , . . . , un are functions of a single

variable t, and g is a function of n variables. Let
G(t) = g(u1 , u2 , . . . , un ). Then G is a function of t and
dG ∂g du1 ∂G du2 ∂g dun
= + + ··· + .
dt ∂u1 dt ∂u2 dt ∂un dt
√
Example 27 Let u = t2 , v = t and w = 1t , and let
G(t) = g(u, v, w) = uv
w
. Then

dG ∂g du ∂g dv ∂g dw
= + + ,
dt ∂u dt ∂v dt ∂w dt
³v´ ³u´ 1 1 ³ uv ´ µ 1 ¶
−2
= (2t) + ( t )+ − 2 − 2 ,
w w 2 w t
√ 1 5 √
= 2t2 t + t 2 + t2 t,
2
7 5
= t2 .
2

uv
√
t2 t
√ 7
Note that in Example 27, G(t) = w
= 1 = t3 t = t 2 , and so
t
dG 5
dt
= 72 t 2 . Thus, in this example, it is easier to find G as a function
of t and then differentiate it with respect to t, rather than use the
chain rule.

General case 2 Suppose u1 , u2 , . . . , un are functions of m vari-

ables x1 , x2 , . . . , xn , and h is a function of n variables. Let
H(x1 , x2 , . . . , xm ) = h(u1 , u2 , . . . , un ). Then H is a function of
x1 , x2 , . . . , xm and, for each i, with 1 ≤ i ≤ m,
∂H ∂h ∂u1 ∂h ∂u2 ∂h ∂un
= + + ··· +
∂xi ∂u1 ∂xi ∂u2 ∂xi ∂un ∂xi

Example 28 Let h = uv + uw + vw, where u = y 2 , v = x2 + 2xy

and w = x2 − 2xy. Then, using the chain rule, we get
∂h ∂h ∂u ∂h ∂v ∂h ∂w
= + + ,
∂x ∂u ∂x ∂v ∂x ∂w ∂x
= (v + w)(0) + (u + w)(2x + 2y) + (u + v)(2x − 2y),
= 2(x2 − 2xy + y 2 )(x + y) + 2(x2 + 2xy + y 2 )(x − y),
= 2(x − y)2 (x + y) + 2(x + y)2 (x − y),
= 2(x − y)(x + y)(x − y + x + y),
= 4x(x − y)(x + y).
Advanced Calculus Chapter 3 Applications of partial differentiation 60

Similarly,
∂h ∂h ∂u ∂h ∂v ∂h ∂w
= + + ,
∂y ∂u ∂y ∂v ∂y ∂w ∂y
= (v + w)(2y) + (u + w)(2x) + (u + v)(−2x),
= (2x2 )(2y) + (x2 − 2xy + y 2 )(2x) + (x2 + 2xy + y 2 )(−2x),
= 4x2 y + 2x(x − y)2 − 2x(x + y)2 ,
¡ ¢
= 4x2 y + 2x (x − y)2 − (x + y)2 , Here we have used the identity:
= 4x2 y + 2x ((2x)(−2y)) , A2 − B 2 = (A + B)(A − B).

= 4x2 y − 8x2 y,
= −4x2 y.

Example 29 Let f be a function of two variables x and y, with

x = r cos θ and y = r sin θ. Find ∂f
∂x
and ∂f
∂y
in terms of r, θ, ∂f
∂r
and
∂f
∂θ
.
Using the chain rule gives
∂f ∂f ∂x ∂f ∂y ∂f ∂f
= + = cos θ + sin θ .
∂r ∂x ∂r ∂y ∂r ∂x ∂y
Similarly,
∂f ∂f ∂x ∂f ∂y ∂f ∂f
= + = −r sin θ + r cos θ .
∂θ ∂x ∂θ ∂y ∂θ ∂x ∂y
Thus
∂f ∂f ∂f
= cos θ + sin θ , (35)
∂r ∂x ∂y
∂f ∂f ∂f
= −r sin θ + r cos θ . (36)
∂θ ∂x ∂y
Multiplying equation (35) by r cos θ and equation (36) by sin θ gives
∂f ∂f ∂f
r cos θ = r cos2 θ + r cos θ sin θ , (37)
∂r ∂x ∂y
∂f ∂f ∂f
sin θ = −r sin2 θ + r cos θ sin θ . (38)
∂θ ∂x ∂y
Subtracting equation (38) from equation (37) gives
∂f ∂f ∂f
r cos θ
− sin θ = r(cos2 θ + sin2 θ) .
∂r ∂θ ∂x
2 2
Now, since cos θ + sin θ = 1, we get
∂f ∂f sin θ ∂f
= cos θ − .
∂x ∂r r ∂θ
∂f
Using a similar method, or by substituting for ∂x
in either equa-
tion (35) or equation (36), we get
∂f ∂f cos θ ∂f
= sin θ + .
∂y ∂r r ∂θ
Advanced Calculus Chapter 3 Applications of partial differentiation 61

Example 30 (Euler’s Theorem on homogeneous functions.)

A function f : R2 → R is homogeneous of degree n if, for all
x, y, λ ∈ R,
f (λx, λy) = λn f (x, y).
For example, f (x, y) = xy is homogeneous of degree 2 since

f (λx, λy) = (λx)(λy) = λ2 xy = λ2 f (x, y).

Suppose that g : R2 → R is homogeneous of degree n. For x, y ∈ R,

let G : R → R where

G(λ) = g(λx, λy) = g(u, v),

u = λx and v = λy.
By the chain rule
dG ∂g du ∂g dv
= + ,
dλ ∂u dλ ∂v dλ
∂g ∂g
= x +y .
∂u ∂v
However, since g is homogeneous of degree n, G(λ) = λn g(x, y).
Thus
dG
= nλn−1 g(x, y).
dλ
Comparing the two expressions for dG
dλ
gives

∂g ∂g
nλn−1 g(x, y) = x +y . (39)
∂u ∂v
Equation (39) is true for all λ. If we put λ = 1 then u = x, v = y,
and equation (39) gives
∂g ∂g
ng(x, y) = x +y .
∂x ∂y
This result is known as Euler’s Theorem on homogeneous functions.

Exercises 3.3

1. Let g(x, y) = x2 + 2xy − y 2 , x = 3t − 1 and y = t2 . Use the

dg
chain rule to find .
dt
2. Let f : R → R, and let z = f (xy).
∂z ∂z
(a) Show that x −y = 0.
∂x ∂y
(b) Verify the result in part (a) for the particular case when
f (t) = 2t3 − t2 + 3t.
Advanced Calculus Chapter 3 Applications of partial differentiation 62

3. Let F be a function of u and v, where u = x2 +y 2 and v = xy.

∂F ∂F ∂F ∂F
Find and in terms of x, y, and .
∂u ∂v ∂x ∂y
3xy 3 − 2x2 y 2
4. Let g(x, y) = .
4x + 5y
(a) Show that g is homogeneous of degree 3.
(b) Verify Euler’s Theorem on homogeneous functions by
∂g ∂g
evaluating x ∂x + y ∂y directly.

3.4 Taylor series

Let U ⊆ R, and let f : U → R such that the derivative, and all the
higher derivatives, of f exist on U . For h ∈ U ,

(x − h)2 00 (x − h)n (n)

f (x) = f (h)+(x−h)f 0 (h)+ f (h)+· · ·+ f (h)+· · · .
2! n!
This is the Taylor series of f centred at h. If the series is trun-
cated after n + 1 terms we get the Taylor polynomial or Taylor
approximation of f , of degree n, centred at h.
If we replace x with x + h throughout in the Taylor series of f , we
get the following alternative way of expressing the Taylor series of
f centred at h:

x2 00 xn
f (x + h) = f (h) + xf 0 (h) + f (h) + · · · + f (n) (h) + · · · .
2! n!

The following are the Taylor series of some standard functions. The
first three are centred at 0, and are valid for all x ∈ R; the other
two are centred at 1, and are valid for x ∈ R with |x| < 1.

x x2 x3 xn
e = 1+x+ + + ··· + + ...,
2! 3! n!
x3 x5 x7 x2n+1
sin x = x− + − + · · · + (−1)n + ...,
3! 5! 7! (2n + 1)!
x2 x4 x6 x2n
cos x = 1− + − · · · + (−1)n + ...,
2! 4! 6! (2n)!
x2 x3 x4 xn
ln(x + 1) = x− + − + · · · + (−1)n+1 + · · · ,
2 3 4 n
2
α(α − 1)x α(α − 1)(α − 2)x3
(1 + x)α = 1 + αx + + + ···
2! 3!
α(α − 1) . . . (α − n + 1)xn
··· + + ··· .
n!
Advanced Calculus Chapter 3 Applications of partial differentiation 63

Now let U ⊆ R2 , and let f : U → R such that the partial deriva-

tives, and all the higher partial derivatives, of f exist and are con-
tinuous on U . For (X, Y ) ∈ U ,

f (X + h, Y + k) = f (X, Y ) + (hfx (X, Y ) + kfy (X, Y )) +

1 ¡ 2 ¢
+ h fxx (X, Y ) + 2hkfxy (X, Y ) + k 2 fyy (X, Y ) +
2!
1 ¡ 3
+ h fxxx (X, Y ) + 3h2 kfxxy (X, Y ) + 3hk 2 fxyy (X, Y )+
3! ¢
k 3 fyyy (X, Y ) + · · ·
n µ ¶
1 X n n−i i (n−i,i)
··· + h kf (X, Y ) + · · · ,
n! i=0 i
µ ¶
n n!
where = , and f (r,s) denotes the (r + s)th partial The notation f (r,s) is my own
i i!(n − i)! creation and maybe
derivative of f found by differentiating r times with respect to x non-standard. I have not found
and s times with respect to y. any standard notation in any
books!
This is the Taylor series of f centred at (X, Y ). If the series
is truncated after n + 1 terms we get the Taylor polynomial or
Taylor approximation of f , of degree n, centred at h.

Example 31 Expand x2 y + 3y − 2 in powers of x − 1 and y + 2.

Let f (x, y) = x2 y + 3y − 2. Putting x = 1 + h and y = −2 + k we
can obtain the required expansion by finding the Taylor series of f
centred at (1, −2). Now

fx (x, y) = 2xy,
fy (x, y) = x2 + 3,
fxx (x, y) = 2y,
fxy (x, y) = 2x,
fyy (x, y) = 0,
fxxx (x, y) = 0,
fxxy (x, y) = 2,
fxyy (x, y) = 0,
fyyy (x, y) = 0,
Advanced Calculus Chapter 3 Applications of partial differentiation 64

and all higher derivatives are 0. Thus

f (x, y) = f (1 + h, −2 + k),
= f (1, −2) + hfx (1, −2) + kfy (1, −2)
1 ¡ 2 ¢
+ h fxx (1, −2) + 2hkfxy (1, −2) + k 2 fyy (1, −2)
2!
1 ¡ 2 ¢
+ 3h kfxxy (1 − 2) ,
3!
1¡ ¢ 1
= −10 − 4h + 4k + −4h2 + 4hk + 0k 2 + (6h2 k),
2 6
2 2
= −10 − 4h + 4k − 2h + 2hk + h k,
= −10 − 4(x − 1) + 4(y + 2) − 2(x − 1)2 + 2(x − 1)(y + 2) + (x − 1)2 (y + 2),

since h = x − 1 and k = y + 2.

Example 32 Find the Taylor approximation of degree 1 for

12
f (x, y) =
x2 + xy + y 2
centred at (2,2). Use your answer to estimate f (2.1, 1.8).
The partial derivatives of f are
12(2x + y)
fx (x, y) = − ,
(x2
+ xy + y 2 )2
12(x + 2y)
fy (x, y) = − 2 .
(x + xy + y 2 )2

Now, f (2, 2) = 1, fx (2, 2) = − 21 and fy (2, 2) = − 21 . Thus

f (2 + h, 2 + k) = f (2, 2) + hfx (2, 2) + kfy (2, 2),

1 1
= 1 − h − k.
2 2
Using this Taylor approximation for f with h = 0.1 and k = −0.2
we get

f (2.1, 1.8) = f (2 + h, 2 + k),

1 1
≈ 1 − × 0.1 − × (−0.2),
2 2
= 1.05.

Note that f (2.1, 1.8) ≈ 1.04987, so the approximation given by the

Taylor is quite good in this case.

Exercises 3.4 1. Find the Taylor polynomial of degree 2 of

xy + 1
g(x, y) = centred at the point (0, 0). Use your an-
x+2
swer to estimate g(0.1, 0.2).