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Several Variable Differential Calculus

1

Motivations

The aim of studying the functions depending on several variables is to understand the
functions which has several input variables and one or more output variables. For example,
the following are Real valued functions of two variables x, y:
(1) f (x, y) = x2 + y 2 is a real valued function defined over IR2 .
(2) f (x, y) =

xy
x2 +y 2

is a real valued function defined over IR2 \{(0, 0)}

The real world problems like temperature distribution in a medium is a real valued function
with more than 2 variables. The temperature function at time t and at point (x, y) has
3 variables. For example, the temperature distribution in a plate, (unit square) with zero
temperature at the edges and initial temperature (at time t = 0)T0 (x, y) = sin πx sin πy, is
2
T (t, x, y) = e−π kt sin πx sin πy.
Another important problem of physics is Sound waves and water waves. The function
u(x, t) = A sin(kx − ωt) represents the traveling wave of the initial wave front sin kx.
The Optimal cost functions, for example a manufacturing company wants to optimize the
resources, for their produce, like man power, capital expenditure, raw materials etc. The
cost function depends on these variables. Earning per share for Apple company (20052010) has been modeled by z = 0.379x − 0.135y − 3.45 where x is the sales and y is the
share holders equity.

2

Limits

Let IR2 denote the set of all points (x, y) : x, y ∈ IR. The open ball of radius r with center
(x0 , y0 ) is denoted by
Br ((x0 , y0 )) = {(x, y) : 

(x − x0 )2 + (y − y0 )2 < r}.

Definition: A point (a, b) is said to be interior point of a subset A of IR2 if there exists r
such that Br ((a, b)) ⊂ A. A subset Ω is called open if each point of Ω is an interior point
of Ω. A subset is said to be closed in its compliment is an open subset of IR2 . For example
(1). The open ball of radius δ: Bδ ((0, 0)) = {(x, y) ∈ IR2 : x2 + y 2 < 1} is an open set
1

(2). Union of open balls is also an open set.
(3). The closed ball of radius r : Br ((0, 0)) = {(x, y) : 

|x|2 + |y|2 ≤ r} is closed.

A sequence {(xn , yn )} is said to converge to a point (x, y) in IR2 if for  > 0, there exists
N ∈ IN such that 

|xn − x|2 + |yn − y|2 < , for all n ≥ N.
Definition: Let Ω be a open set in IR2 , (a, b) ∈ Ω and let f be a real valued function
defined on Ω except possibly at (a, b). Then the limit lim f (x, y) = L if for any  > 0
(x,y)→(a,b)

there exists δ > 0 such that 

(x − a)2 + (y − b)2 < δ =⇒ |f (x, y) − L| < .

Using the triangle inequality (as in one variable limit), one can show that if limit exists,
then it is unique. That is, the limit is independent of choice path (xn , yn ) → (a, b).
1. Examples
4xy 2
. This function is defined in
x2 + y 2 
IR2 \{(0, 0)}. Let  > 0. Then 4|xy 2 | ≤ 2(x2 + y 2 )( x2 + y 2 ). Therefore δ = 
For such δ, |f (x, y) − 0| < .

(a) Consider the function f (x, y): f (x, y) =

(b) Finding limit through polar coordinates
x3
. This function is defined in IR2 \{(0, 0)}.
Consider the function f (x, y) = 2
x + y2
Taking x = r cos θ, y = r sin θ, we get
|f (r, θ)| = |r cos3 θ| ≤ r → 0 as r → 0.
2. Example of function which has different limits along different straight lines.
xy
. Then along the straight lines y =
Consider the function f (x, y) f (x, y) = 2
x + y2
m
mx, we get f (x, mx) = 1+m
2 . Hence limit does not exist.
3. Example function where polar coordinates seem to give wrong conclusions
2x2 y
Consider the function f (x, y) = 4
. Taking the path, y = mx2 , we see that the
x + y2
limit does not exist at (0, 0). Now taking x = r cos θ, y = r sin θ, we get
f (r, θ) =

2r cos2 θ sin θ
.
r2 cos4 θ + sin2 θ
2

f is continuous at (0. sin θ (i. b) = lim (f (a. Therefore.y)→(a. y) = xy x2 +y 2 ⎩0 (x.For any r > 0. b) is defined as ∂f 1 (a. So if we take the path r sin θ = r2 cos2 θ. b + k) − f (a. y) − 0| = |x| √ |y| 2 x +y 2 x2 +y 2 ≤ |x|. y) = f (a. y) = ⎧ ⎨ √ xy x2 + y 2 = 0 ⎩0 x=y=0 Let  > 0. b) is defined as ∂f 1 (a. then |f (x. θ) = = 1. b) Example: The function f (x. 0). the denominator is > 0. y)| ≤ . Then Definition: f is said to be continuous at (a. we get 2 sin2 θ f (r.b) f (x.. k→0 ∂y k Example: Consider the function ⎧ ⎨ f (x. b) − f (a. 2 sin2 θ 3 Continuity and Partial derivatives Let f be a real valued function defined in a ball around (a. h→0 h ∂x similarly. b)) . b) if lim (x. 0) (x. y) ≡ (0. So if we choose δ = . r = cos 2 θ ). Partial Derivatives: The partial derivative of f with respect to x at (a. we tend to think for a while that this limit goes to zero as r → 0.e. b) = lim (f (a + h. Since | cos2 θ sin θ| ≤ 1. y) ≡ (0. the partial derivative with respect to y at (a. Then |f (x. b). b)) . 0) 3 .

y) = |x| + |y|. but f (h. 0). 0) Sufficient condition for continuity: Theorem: Suppose one of the partial derivatives exist at (a. f (a + h. b). b + k) − f (a. for any  > 0. Indeed. y) at (a. we can show that fy (0. 0) 0−0 = lim = 0. b) =f (a + h. b) = lim Example f (x. b). Then the directional derivative of f (x. b). b + k) + f (a. 2 . b + k) − f (a. b) =hfx (a + θh. b) + 1 k ≤hM + k|fy (a. b) and the other partial derivative is bounded in a neighborhood of (a. we can take δ < /2. b + sp2 ) − f (a. Definition and examples Let pˆ = p1ˆi + p2ˆj be any unit vector. b)| + 1 k → 0 as h. y) = x2 + xy at P (1. But partial derivatives do not exist at (0. b) = kfy (a. b + k) − f (a. k → 0. This is a continuous function at (0. Proof: Let fy exists at (a. partial derivatives need not exist. b + k) − f (a. 0) − f (0. h→0 h→0 h h fx (0. b). b) + 1 k. Then f (x. For example f (x. Since fx exists and bounded in a neighborhood of at (a. Then f (a. Directional derivatives. 0) exists. 2) in the direction of unit vector u = 4 √1 ˆ i + √12 ˆj. this is not a continuous function. b) in the direction of pˆ is f (a + sp1 . y) is continuous at (a. b + k) + kfy (a. b) . Also for a continuous function. s→0 s Dpˆf (a. where 1 → 0 as k → 0.As noted earlier. 0) = lim Similarly.

r. For example take ⎧ ⎨ xy x2 + y 2 = 0 2 2 f (x. But this function is not continuous (y = mx2 and x → 0). f (x. sp2 ) − f (0. 0) s s3 p21 p2 = lim 2 2 s→0 s(s4 p4 1 + s p2 ) p2 p2 = 1 2 if p2 = 0 p2 Dpf (0. For example take ⎧ ⎨ x2 y (x. Then the directional derivative along p is f (hp1 . hp2 ) − f (0. 0) = lim exist if and only if p1 = 0 or p2 = 0. 2) = lim f (1 + s→0 1 = lim s→0 s  √s . we can compute the partial derivative w.Dpˆf (1. ⎩0 x=y=0 → Let − p = (p1 . Therefore all the directional derivatives exist. The existence of all directional derivatives does not guarantee the continuity of the function. y) = x +y . 2) s  √ √ 1 1 2 s + s(2 2 + √ ) = 2 2 + √ 2 2 The existence of partial derivatives does not guarantee the existence of directional derivatives in all directions. 2 2 + √s ) 2 − f (1. 0) 4 2 . p2 ) such that p21 + p22 = 1. 0) = lim s→0 In case of p2 = 0. p2 ) such that p21 + p22 = 1. y) = x +y ⎩0 x=y=0 → Let − p = (p1 . Then the directional derivative along p is f (sp1 .t y to be 0. 0) p 1 p2 = lim 2 h→0 h→0 h(p2 h 1 + p2 ) Dpf (0. y) ≡ (0. 5 .

2 such that fy (0. 2 → 0 as (h. Also f (h. 0).  Problem: Show that the function f (x. Then Definition: A function f (x. 0) ⎧ ⎨x sin 1 + y sin 1 .4 Differentiability Let D be an open subset of IR2 . 0) = 1 h + 2 k where 1 . Solution: Easy to check the continuity (take δ = ). 0). k) − f (0. then there exists 1 . fx (0. 0) = 0. h) = (1 + 2 )h =⇒ 2h sin 1 = h(1 + 2 ). 0) = 0. k). k) − f (0. k→0 k If f is differentiable. y) = |xy| is not differentiable at the origin. xy = 0 x y f (x. k) → (0. and similar calculation shows fy (0. h So as h → 0. b) of D if there exists 1 = (h. y) : D → IR is differentiable at a point (a. k → 0. y) is is not differentiable at (0. b) + h1 + k2 . 0) − f (0. k) = lim f (h. we get f (h. b) + kfy (a. b) = hfx (a. 2 = 2 (h. h→0 h fx (0. 0) = lim h→0 0−0 = 0. where 1 . 2 → 0 as h. a contradiction. k) such that f (a + hb + k) − f (a. y)| ≤ |x| + |y| ≤ 2  x2 + y 2 implies that f is continuous at (0. Now taking h = k.0) = 0 h 6 . 0) = lim f (0. y) = ⎩0 xy = 0 Solution: |f (x. we get sin h1 → 0. Problem: Show that the following function f (x.

2 such that f (h. ρ = h2 + k 2 Equivalent condition for differentiability: Theorem: f is differentiable at (a. k) = 1 h + 2 k. b + k) − f (a.  → 0 as h. if limρ→0 Δf −df ρ Δf − df = 0. b) = hfx (a. ρ = 0. then there exist. ρ ρ |h| + |k| |h| + |k| |h| + |k| ρ sgn(h) ρ sgn(k) = h+ k |h| + |k| |h| + |k| ρ = 7 . √ 3. Then. 0). we can write Δf − df h k = 1 ( ) + 2 ( ). the total variation of f 2. ρ ρ ρ √ where df = hfx (a. 0). k) → (0. b) + kfy (a. 2 such that f (a + h. Taking h = k. ρ Proof. b) + kfy (a. b) + kfy (a. b) and ρ = h2 + k 2 . b). where 1 . the total differential of f . we get |h| = (1 + 2 )h. Δf = f (a + h. This implies that (1 + 2 ) → 0. b) ⇐⇒ lim ρ→0 Δf − df = 0. df = hfx (a. there exists 1 . Now since | hρ | ≤ 1. b) + h1 + k2 . y) is differentiable. b + k) − f (a. k → 0. Notations: 1. 1 . Suppose f (x. Therefore. 2 → 0 as (h. then Δf = df + ρ. kρ ≤ 1 we get lim ρ→0 On the other hand.So if f is differentiable at (0. b).

b + k) − f (a + h. b) = {f (a + h. y). 0) = 0. b + k] and as such we can apply Lagrange’s Mean Value Theorem. y) ≡ (0. 0). Therefore f is NOT differentiable at (0. φ(y) is differentiable with respect to y in the closed interval [b. k = ρ sin θ. y) = x +y ⎩0 x=y=0 Example: Consider the function f (x. ρ ρ ρ3     Therefore. a point of this neighborhood so that (a + h. We take (a + h. b)} + {f (a + h. b) at Proof. there exists a neighborhood N (say) of (a. b). b). ⎧ ⎨ x2 y (x. Since ∂f ∂y every point of which fy exists. b). Since fy exists in N. 0). y) = ⎩0 Partial derivatives exist at (0.Therefore. k = ρ sin θ. b)}. x=y=0 Partial derivatives exist at (0. b) − f (a. for function of one variable y 8 . ρ ρ ρ3 The limit does not exist. b + k).  Δfρ−df  ≤ ρ → 0 as ρ → 0. 0) = 0. By taking h = ρ cos θ. we can take 1 = ρ sgn(h) |h|+|k| and 2 = ⎧ ⎨ ρ sgn(k) . By taking h = ρ cos θ. The following theorem is on Sufficient condition for differentiability: Theorem: Suppose fx (x. is continuous at (a. 0) and fx (0. we get Δf − df h2 k ρ3 cos2 θ sin θ = 3 = = cos2 θ sin θ. (a. 0) = 0. 0) = fy (. 0) and fx (0. b + k) − f (a. Consider a function of one variable φ(y) = f (a + h. we get Δf − df h2 k 2 ρ4 cos2 θ sin θ = 3 = = ρ cos2 θ sin θ. 0) . Example: Consider f (x. Therefore f is differentiable at (0. b). fy (0. |h|+|k| x2 y 2 x2 +y 2 (x. b) and both functions are continuous at (a. y) and fy (x. y) exist in an open neighborhood containing (a. y) ≡ 0 2 2 . Then f is differentiable at (a. b + k) also belongs to N . We write f (a + h.

b + k) − f (a. Again because fx exists at (a. k) and they tend to zero as (h. b) + 1 h. Now. where 1 → 0 as h → 0.b). b + θk) f (a + h. b + θk). b) = kfy (a + h. 2 are functions of (h. b) + 1 h + 2 k where 1 . 0). 0). Remark: The above proof still holds if fy is continuous and fx exists at (a. Combining all these we get f (a + h. we may obtain 2 → 0 as (h. k) → (0. This proves that f (x. b) = k[fy (a. b) = hfx (a. b) = 2 (a function of h. b) + 1 h = hfx (a.in this interval and thus obtain  φ(b + k) − φ(b) = kφ (b + θk). b) + 2 ] + hfx (a. 0 < θ < 1 = kfy (a + h. 0 < θ < 1. k) → (0. b) implies f (a + h. k) then from the fact that fy is continuous at (a. b) − f (a. For example. b) + kfy (a. y) is differentiable at (a. b + θk) − fy (a. b + k) − f (a + h. consider the function ⎧ ⎨x3 sin 1 + y 3 sin 1 xy = 0 x2 y2 f (x. b). There are functions which are Differentiable but the partial derivatives need not be continuous. b). if we write fy (a + h. 9 . y) = ⎩0 xy = 0.

y). keeping y constant.t x. So f is differentiable at (0. Example: Consider the function ⎧  ⎨ y x2 + y 2 y = 0 f (x. So partial derivatives are not continuous at (0. y) and similarly for v. Then z = F (φ(x.Then fx (x. y) = ∂F ∂F Δx u + Δx v + 1 Δ x u + 2 Δ x v ∂u ∂v Now dividing by Δx Δx u Δx v Δx z ∂F Δx u ∂F Δx v = + + 1 + 2 Δx ∂u Δx ∂v Δx Δx Δx 10 . It is easy to check that 1 .r. y + Δy) − z(x. y). Then the increment in u is Δx u = u(x + Δx. y) = Also fx (0. but the function is not differentiable. 0) = limh→0 f (h. There are functions for which directional derivatives exist in any direction. φ. ψ(x. ψ have continuous partial derivatives. y) = |y| ⎩0 y=0 (Exercise problem) Chain rule: Partial derivatives of composite functions: Let z = F (u. y)) as a function of x. 0). 0).0)−f (0. v ) Δx z := z(x + Δx. y). then we can find the partial derivatives of z w. v) and u = φ(x. v = ψ(x. 2 → 0. f (Δx.0) h ⎧ ⎨3x2 sin 1 x2 − 2 cos x12 ⎩0 xy = 0 xy = 0 = 0. y) − u(x. Then the increment in z is (as z is differentiable as a function of u. Δy) = (Δx)3 sin 1 1 + (Δy)3 sin 2 (Δx) (Δy)2 = 0 + 0 + 1 Δx + 2 Δy 1 1 2 where 1 = (Δx)2 sin (Δx) 2 and 2 = (Δy) sin (Δy)2 . Suppose F. y. y as follows: Let x be increased by Δx.

ux = ex+y . Fx . we get dy dx = − FFxy . y) is differentiable. y(s)) − f (x(0). Then from the definition. vx = 2x. b + sp2 ) − f (a. b) f (x(s). y0 ) and dy = − FFxy at (x0 . Fy are continuous at (x0 . Proof: Let pˆ = (p1 . zv = u21+v . b) = ∇f (a. Example: The function y = y(x) as ey − ex + xy = 0. b)is Dpˆf (a. y) = 0. 2 Then zu = u22u+v . one can show ∂z ∂F ∂u ∂F ∂v = + . y + Δy) = 0. then y receives Δy increment and F (x + Δx. x −y dy Then dx = eey +x . y0 ). b) · pˆ. Fy (x0 .Taking Δx → 0. v = x2 + y. This is same as Δy F x + 1 =− Δx F y + 2 Now taking limit Δx → 0. Proposition If f (x. Fy = ey + x. p2 ). y0 ) = 0. where F. y(0)) = lim s→0 s→0 s s lim 11 . then the directional derivative in the direction pˆ at (a. Also 0 = ΔF = Fx Δx + Fy Δy + 1 Δx + 2 Δy where 1 . 2 → 0 as Δx → 0. ∂y ∂u ∂y ∂v ∂y 2 Example: Let z = ln(u2 + v 2 ). Then Fx = −ex + y. we get ∂z ∂F ∂u ∂F ∂v ∂u ∂v = + + ( lim 1 ) + ( lim 2 ) Δx→0 Δx→0 ∂x ∂u ∂x ∂v ∂x ∂x ∂x ∂F ∂u ∂F ∂v = + ∂u ∂x ∂v ∂x similarly. f (a + sp1 . Then zx = 2u x+y2 2x e + 2 u2 + v u +v Derivative of Implicitly defined function Let y = y(x) be defined as F (x. Then dx Increase x by Δx. u = ex+y .

The derivative in the direction |∇f | Similarly. Finally. h→0 k→0 h k Dpˆf (a. when pˆ is the direction of ∇f . both Dpˆf (a. for example f (x. b)t. b) = 0. i. b) + (a. 1). t ∈ IR Equation of Tangent is (x − a)fx (a. The derivative in this direction is Dpˆf = −|∇f |. Tangents and Normal to Level curves → Let f (x. s→0 s |p2 | √ k k2 0−0 |k| fx (0. 0) = lim = 0. the direction of no change is when θ = π2 . y(t)) = a2 with respect to t. y = b + fy (a. Let − r (t) = g(t)ˆi + h(t)ˆj be its parametrization. b) · (p1 . Consider the function ⎧  ⎨ y x2 + y 2 . we can also find the Direction of maximum rate of change. y(s) = b + sp2 . y(s)) − f (x(0). 0) = lim = 1. f decreases most rapidly in the direction of −∇f . b) is x = a + fx (a. p2 ). fy (0. b) · pˆ exists but not equal. y) = x2 + y 2 has x(t) = a cos t. b) + (y − b)fy (a. Now differentiating the equation f (x(t). pˆ ⊥ ∇f . Problem: Find the direction in which f = x2 /2 + y 2 /2 increases and decreases most rapidly at the point (1. 1).. y = 0 f (x. From the chain rule. dt dt → Now since − r  (t) = x (t)ˆi + y  (t)ˆj is the tangent to the curve. we can infer from the above equation that ∇f is the direction of Normal. b)t. ∂f dx ∂f dy f (x(s). b) = lim In this case. b) and ∇f (a. we get fx dx dy + fy = 0. y(0)) = (a. b) = ∇f (a. So the function f increases most rapidly when cos θ = 1 or ∇f is equal to |∇f |.e. y) = |y| ⎩0 y=0 f (sp1 . 12 ..where x(s) = a + sp1 . sp2 ) − f (0. Example Functions for which all directional derivatives exist but not differentiable. Hence we have Equation of Normal at (a. s→0 s ∂x ds ∂y ds lim Using the directional derivatives. 0) p2 = . which is a circle of radius a. Properties of directional derivative for differentiable function Dpˆf = ∇f · pˆ = |∇f | cos θ. Also find the direction of zero change at (1. y(t) = a sin t as level curve x2 + y 2 = a2 . y) = c. y) be differentiable and consider the level curve f (x.

Solution: We find ∇f = x2 ˆi + 2yˆj (−2. E(x. y. 4). y  (t). Tangent plane: (x − a)fx + (y − b)fy + (z − c)fz = 0. Solution: The intersection of these two surfaces is an an ellipse on the plane g = 0. z) = 0 at (1. 1.2. Then normal line is x = 1 + 2t. z) = x2 + y 2 − 2 = 0. z ∈ R. y) = f (a. b. Linearization: Let f be a differentiable function in a rectangle containing (a. y) − L(x. y) is the standard linear approximation of f (x. z) = c. g(x. Then differentiating f (x(t).1) = −ˆi + 2ˆj. b. y.2 Example Find the normal and tangent to x4 + y 2 = 2 at (−2. 1) is −(x + 2) + 2(y − 1) = 0. y) = f (x. Problem: Find the tangent line to the curve of intersection of two surfaces f (x. The linearization of a function f (x. Example: Find the tangent plane and normal line of f (x. 2. 3) is x = 1 + 2t. z(t)) = c with respect to t and applying chain rule. 1. y. y = b + fy t. z = 4 + t. z) = x2 + y 2 + z − 9 = 0 at (1. Tangent through (1. b) + fx (a. b)(y − b). y) at a point (a. z = 3 − 2t. y = 2 + 4t. z) = 0 is 2ˆi + 2ˆj. b). The approximation f (x. y(t). c) is x = a + fx t. y. So the direction of tangent is ˆ v = ∇f × ∇g = 2ˆi − 2ˆj − 2k. The required tangent line is orthogonal to both these normals. y = 1 − 2t. y. we infer the following: Normal line at (a. y) at (a. 3) is ˆi + kˆ and normal to f (x. z) = x + z − 4 = 0. we get ∇f (a. b)(x − a) + fy (a.4) is = 2ˆi+4ˆj+ kˆ and tangent plane is 2(x−1)+4(y−2)(z−4) = 0. y. y) = 1 (x − a) + 2 (y − b) 13 . z  (t)) = 0 Now as in the above. 1). z = c + fz t. ∇f +2xˆi+2yˆj+ kˆ at (1. Since the function is differentiable. Tangent Plane and Normal lines − Let → r (t) = g(t)ˆi + h(t)ˆj + k(t)kˆ is a smooth level curve(space curve) of the level surface f (x. the Tangent line through (−2. b). Therefore. c) · (x (t). b) where f is differentiable is the function L(x. y) ∼ L(x. The direction of normal to g(x.

5 Taylor’s theorem Higher order mixed derivatives: ∂ ∂f ( ∂y ) and fyx = It is not always true that the second order mixed derivatives fxy = ∂x are equal.1. k) 1 hk(h2 − k 2 ) = lim = −k h→0 h→0 h h h2 + k 2 fx (0. fy (h. y. The error of this approximation is |E(x. |fyy |} = 2 and |E(x. 0) − fy (0. 2 → 0 as x → a. |y − 2| ≤ 0. 2) − 1. k) − f (h. y = 0 x2 +y 2 . y → b. |fxy |. 2). y) = 8 + 4(x − 3) − (y − 2) = 4x − y − 2 Also max{|fxx |. y) = ⎩0 x=y=0 Then f (h. So L(x. fx (3. Example: Find the linearization and error in the approximation of f (x. k) − f (0. Therefore. Example: f (x.1. z) = x2 − xy + 1 2 y + 3 at (3. 2 f (3. The following ⎧ is the example ⎨ xy(x2 −y2 ) . |fxy |. 2 where M = max{|fxx |. |fyy |}. 0) 1 hk(h2 − k 2 ) fy (h. y)| ≤ M (|x − a| + |y − b|)2 . k) = lim 14 ∂ ∂f ( ) ∂y ∂x . 0) = lim = lim =h k→0 k→0 k k h2 + k 2 Also fy (0. 2) = 8. 0) h→0 h h−0 =1 = lim h→0 h fxy (0. fy (3.where 1 . 2) = 4. 0) = lim Now f (h. x = 0. 0) = 0. y)| ≤ (|x − 3| + |y − 2|)2 If we take the rectangle R : |x − 3| ≤ 0.

The maximum 15 . 0) (Try!)..b) + 1 2 (h fxx + 2hkfxy + k 2 fyy ) (a. y + kt) at t = 0. b). b + k). h→0 k fyx (0. Proof. ⎨ x2 y2 x = 0. b + ck) is a point on the line segment joining (a. 3). Find a square |x − 2| < δ.and fx (0. b).b) + (h + k )n+1 f (a+ch. Then. b + k) =f (a. throughout R. the first order partial derivatives are not continuous at (0. |y3 | < δ such that the error of approximation is less than or equal to 0. b) + (hfx + kfy ) (a. fxx = −1. b) and (a + h. Indeed. b). b) = fyx (a. Proof follows by applying the Taylor’s theorem. Taylor’s Theorem: Theorem: Suppose f (x. y) = x +y ⎩0 x=y=0 Here fxy (0. 0) = fyx (0. fx . fxy = −1. Solution: We have fx = 2x − y. 0). + (h + k )n f (a.. y = 0 2 2 . 0) but they are not continuous at (0. fy = 2y − x. fxy . f (a + h.b+ck) n! ∂x ∂y (n + 1)! ∂x ∂y + where (a + ch. We omit the proof. fy . fyx not continuous ⎧ but mixed derivatives are equal.  The function f (x. fyy = 2.b) 3! 1 1 ∂ ∂ ∂ ∂ + .1.b) 2! 1 3 (h fxxx + 3h2 kfxxy + 3hk 2 fxyy + k 3 fyyy ) (a. Chain rule on the one dimensional function φ(t) = f (x + ht. Theorem: If f. k) − fx (0. Then fxy (a. But this is not a necessary condition as can be seen from the following example Example: fxy . y) = x2 − xy + y 2 is approximated by a first degree Taylor’s polynomial about (2. fyx are continuous in a neighbourhood of (a. y) and its partial derivatives through order n + 1 are continuous throughout an open rectangular region R centered at a point (a. Consider the function f (x. y) = |xy| does not satisfy the hypothesis of Taylor’s theorem around (0. 0) = −1. 0) = lim /// The following theorem is on the sufficient condition for equality of mixed derivatives. Error estimation: problem: The function f (x. 0).

Therefore. We use the notation A = fxx . b + Δy) − f (a. C = fyy In polar form.error in the first degree approximation is |R| ≤ B (|x − 2| + |y − 3|)2 2 where B = max{|fxx |. B = fxy . it is enough to determine the sign of Δf = f (a + Δx.1. 2 = 2. or δ < 0. Then (A cos φ + B sin φ)2 ≥ 0.1 or 4δ 2 < 0. b)(Δx)2 + 2fxy (a. Now by Taylor’s theorem. we want to determine δ such that √ 2 |R| ≤ (δ + δ)2 < 0. b)ΔxΔy + fyy (a. 2 Suppose A = 0. b). then 1 Δf = (Δρ)2 2  (A cos φ + B sin φ)2 + (AC − B 2 ) sin2 φ + 2αΔρ A  Now we consider the 4 possible cases: Case 1: Let AC − B 2 > 0. Δy = Δρ sin φ Then we have 1 Δf = (Δρ)2 A cos2 φ + 2B cos φ sin φ + C sin2 φ + 2αΔρ . 1. A < 0. Δx = Δρ cos φ. |fyy |} = max 2. b)(Δy)2 + α(Δρ)3 2  (Δx)2 + (Δy)2 . sin2 φ ≥ 0 implies 1 Δf = (Δρ)2 −m2 + 2αΔρ 2 16 . Δf = where Δρ = 1 fxx (a.025 2 6 Maxima and Minima Derivative test: From our discussion on one variable calculus. |fxy |.

b) is a point of local maximum Case 2: Let AC − B 2 > 0. Case 4: Let AC − B 2 = 0. A > 0. b) is a saddle point. Δf < 0. Again in this case it is difficult to decide the sign of Δf . In this case B = 0 and 1 Δf = (Δρ)2 (sin φ(2B cos φ + C sin φ) + 2αΔρ) 2 for small φ. For instance. Similar as above the sign along path φ = 0 is < 0 and tan φ0 = −A/B is > 0. Let AC − B 2 < 0. Hence for Δρ small. 1 Δf = (Δρ)2 2   (A cos φ + B sin φ)2 + 2αΔρ A When φ = arctan(−A/B). Again here (a. b) is a point of local minimum. Let AC − B 2 < 0. Such point (a. Hence (a. When we move along φ = 0. the sign of Δf is determined by the sign of α. b) is called Saddle point. Case 3: 1. A > 0. Hence the point (a. if A = 0. b) is neither a point of maximum nor a point of minimum. A = 0. 3. 2B cos φ + C sin φ is close to 2B. αΔρ → 0 as Δρ → 0.where m is independent of Δρ. So Additional investigation is required. Hence the point (a. then 1 Δf = (Δρ)2 2  AC − B 2 sin2 φ0 + 2αΔρ A  <0 for Δρ small. In this case 1 Δf = (Δρ)2 (m2 + αΔρ) 2 So Δf > 0. 17 . Let AC − B 2 < 0. 2. 2 for Δρ small. so we don’t have constant sign along all directions. A < 0. but sin φ changes sign for φ > 0 or φ < 0. No conclusion can be made with AC − B 2 = 0. When we move along tan φ0 = −A/B. we have 1 Δf = (Δρ)2 (A + 2αΔρ) > 0.

Example: Consider the function f (x. Example: Find the absolute maxima and minima of f (x. A < 0 local maximum AC − B 2 < 0 Saddle point 2 AC − B = 0 No conclusion Find critical points and their nature of f (x. y). Therefore.No. 3. Find the end points of these intervals I and evaluate f (x. the point (−2. y) at these points. 4. A > 0 local minimum AC − B 2 > 0. fy = x − 2y − 2 = 0 Therefore.We summarize the derivative test in two variables in the following table: S. −2) is the only critical point. Also. y) = 2 + 2x + 2y − x2 − y 2 on the triangular region in the first quadrant bounded by the lines x = 0. y) = (x − y)2 . fy = 0 implies x = y. y) = xy − x2 − y 2 − 2x − 2y + 4 fx = y − 2x − 2 = 0. all third order partial derivatives are zero. 1 2 3 4 Example: Condition Nature 2 AC − B > 0. Moreover. fyy = −2. 18 . so no further information can be expected from Taylor’s theorem. y = 0. Similarly for global minimum. fxy = 1. y = 9 − x. The global/Absolute maximum will be the maximum of f among all these points. This will be one variable function defined on closed interval I(say) and use the derivative test of one variable calculus to find the critical points that lie in the open interval and their nature. Find all critical points of f (x. The following is an example where the derivative test fails. 5. −2) is a point of local maximum. 2. AC − B 2 = 3 > 0 and A = −2 < 0. These are the interior points where partial derivatives can be defined. (−2. then fx = 0. Also fxx = −2. Therefore. AC − B 2 = 0. Restrict the function to the each piece of the boundary. Global/Absolute maxima and Minima on closed and bounded domains: 1.

y) = 2 + 2y − y 2 and fy = 2 − 2y = 0 implies y = 1 and f (0. This is minimizing f (x. We can check that AC − B 2 > 0 and A > 0. 0) = 3. 1) = 4. y) = f (x. 0) = −61 and the at the interior points where f  (x. Then z = 2x + y − 5 implies z = −5/6. y = 1 is the only critical point and f (1. At this point f (9/2. 9/2) = −41/2. f (x. fyy = −2. AC − B 2 = 4 > 0 and A < 0. y = 5/6. so the global maximum is 4 at (1. Then 19 . So this is local maximum. 1) = 3. case 1: On the segment y = 0. 0) and (0. −5/6) is a point of minimum. Here we minimize the function f (x. 0) = f (0. 0) = 2. Therefore. f (0. So the point (5/3. 2x + y − 5) = x2 + y 2 + (2x + y − 5)2 . 0) = 2. f (0. 9) = −61. z) = x2 + y 2 + z 2 subject to the constraint x2 − z 2 = 1. y. This leads to x = 5/3. y.Solution: fx = 2 − 2x = 0. 9). case 2: On the segment x = 0. f (9. So x = 1 is the only critical point and f (1. y) = f (x. The critical points of this function are hx = 2x + 2(2x + y − 5)(2) = 0. fy = 2 − 2y = 0 implies that x = 1. finally. Does this substitution method always work? The answer is NO. f (9. Substituting the constraint in the function. y. 0) = 2 − 2x = 0. 9]. 1) and minimum is −61 at (9. fxy = 0. 0) = 2 + 2x − x2 defined on I = [0. 7 Constrained minimization First. we have f (x. hy = 2y + 2(2x + y − 5) = 0. 5/6. fxx = −2. we describe the substitution method. 9 − x) = −61 + 18x − 2x2 and the critical point is x = 9/2. Case 3: On the segment y = 9 − x. The following example explains Example: The shortest distance from origin to x2 − z 2 = 1. Consider the problem of finding the shortest distance from origin to the plane z = 2x + y − 5. we get h(x. z) = x2 + y 2 + z 2 subject to the constraint 2x + y − z − 5 = 0. f (0.

substituting z 2 = x2 − 1 in f . Caution: The Method of Lagrange multiplies gives only the points of extremum. Keep increasing the radius of the sphere untill the sphere touches the hyperbolic cylinder. then the the domain of the function will be the domain of the minimizing function. we get 2x i + 2y j + 2z k = λ(2x i − 2z k) This implies.. we get x = ±1. we can substitute x2 = z 2 + 1 in f and find that z = y = 0 and x = ±1. the critical points are (x. hy = 2y = 0. y. That is z = 0. Hence the points of extrema are (±. Substituting this in the constraint equation. Method of Lagrange multipliers with many constraints in n variables 1. x2 − 1) = 2x2 + y 2 − 1 The critical points of the function are hx = 4x = 0. g2 = 0. taking f = x2 + y 2 + z 2 and g = x2 − z 2 − 1 = 0. This implies the points are of local minimum nature. The required smallest distance is the radius of that sphere which touches the cylinder. 0).gm = 0. both these surfaces has common tangent plane. This is overcome by the following: Lagrange Multiplier Method: Imagine a small sphere centered at the origin. Then the critical points can belong to this domain which may not be the domain of constraints. But this point is not on the hyperbolic cylinder. These points are on the hyperbolic cylinder and we can check that AC − B 2 > 0. When the sphere touches the cylinder. x = 0. and y = 0. both surfaces has normal proportional. 2y = 0 2z = −2λz. y) = f (x. So from first equation we get λ = 1. To overcome this difficulty. Now solving this equations along with g = 0 gives the points of extrema. That is ∇f = λ∇g for some λ. 0). x = 0 does not satisfy g = 0. 2x = 2λx. Therefore. Number of constraints m should be less than the number of independent variables n say g1 = 0. In the above example. we get h(x. 0.. 0. So at the point of touching. That is. A > 0. once we substitute the constraint in the minimizing function. 20 .. In the substitution method. y = 0. To find the maxima or minima one has to compare the function values at these extremum points. z 2 = −1. Then 2z = −2z. .

(a) Lagrange multipliers Figure 1: 2. Write the Lagrange multiplier equation: ∇f = m .

Solve the set of m + n equations to find the extremal points ∇f = m . λi ∇gi . i=1 3.

N. Refereces: 1. compare the values of f at these points to determine the maxima and minima. gi = 0.. 2. Once we have extremum points.m i=1 4.. Differential and Integral calculus 21 . . Thomas Calculus Chapter 14 2. Piskunov. λi ∇gi . i = 1.