Nidhi Joshi

AP (Maths), Chandigarh University

 Taylor’s theorem for many-variables
functions
 Maxima and Minima of many-variables
functions
 Lagrange's Method of Undetermined
Multiplier
 Errors and Approximations

Nidhi Joshi
for two variables :
f f 1 2 f  2
f  2
f
f ( x , y )  f ( x 0 , y0 )  x  y  [ 2 x 2  2 xy  2 y 2 ]
x y 2! x xy y
x  x  x 0 , y  y  y 0
all the derivative s are to be evaluated at ( x0 , y0 )
* full Taylor' s series for two variables is :

1  
f ( x, y)   [( x  y ) n f ( x , y )]x0 , y0
n  0 n! x y

Nidhi Joshi
f / x  y 2 e xy , f / y  e xy  xye xy
 2 f / x 2  y 3 e xy ,  2 f / y 2  2 xe xy  x 2 ye xy ,  2 f / xy  2 ye xy  xy 2 e xy
 f ( x , y )  3e 6  9e 6 ( x  2)  7e 6 ( y  3)
1
 e 6 [27( x  2) 2  48( x  2)( y  3)  16( y  3) 2 ]
2!

Nidhi Joshi
Nidhi Joshi
 f x, y   x 2  2 xy  3 y 2  4 x  16 y  22

f f
 2x  2 y  4  2 x  6 y  16
x y

Now we set both partial derivatives equal to 0 and then solve each for
y and x

2x  2 y  4  0
 2 x  6 y  16  0

x 1 y  1 2  3
2
 f  f  f 
2 2 2
Dx, y   2  2    .
x y  xy 
Nidhi Joshi
 2 f   f  
    2 x  2 y  4  2
x 2 x  x  x

2 f   f  
     2 x  6 y  16  6
y 2 y  y  y

2 f   f  
     2 x  6 y  16  2
xy x  y  x
2
 f  f  f 
2 2 2
D  x, y            8
2
2 6 2
x 2 y 2  xy 

2 f
Since , x, y   0 and xy we
D 0 know, by the second-
derivative test,
that f (x, y) has a relative maximum at (1, 3).

Nidhi Joshi
 the maximum value of the differentiable function
subject to the constraint f ( x, y )

g( x , y )  c
f f g g
maximize f  df  dx  dy  0 and dg  dx  dy  0
x y x y
f g f g
 d ( f  g )  (   )dx  (   )dy  0
x x y y
 : Lagrange undetermined multiplier
dx and dy are dependent, we can choose  such that
f g
 0
x x
f g
  0  find  and the values of x and y at the stationary points
y y
g( x , y )  c
Nidhi Joshi
 f g h
( f  g  h)    0
x x x x
 f g h
( f  g  h)    0
y y y y
 f g h
( f  g  h)    0
z z z z

Nidhi Joshi
Ex: Find the stationary points
f ( xof
, y, z )  x 3  y 3  z 3
subject to the following constraints:

(i) g( x , y, z )  x 2  y 2  z 2  1
(ii) g( x , y, z )  x 2  y 2  z 2  1 and h( x , y, z )  x  y  z  0


(i) ( f  g )  3 x 2  2x  0
x

( f  g )  3 y 2  2y  0
y

( f  g )  3 z 2  2z  0
z
 x  y  z  2 / 3 put into x 2  y 2  z 2  1     3 / 2
stationary points occur at x  y  z  1 / 3
* note : another condition : for some of x , y and z is zero :
(a) x  0, y  0 and z  0
3 y 2  2y  0, 3 z 2  2z  0, y 2  z 2  1  y  z  2 / 3  1 / 2

Nidhi Joshi
 (b) x  y  0, z  0  3 z 2  2 λz  0, z 2  1  z  1
(c) x  z  0, y  0  3 y 2  2 λy  0, y 2  1  y  1
 stationary points : (0,1 / 2 ,1 / 2 ), (0,0,1), (0,1,0)
S imilarily, for the case y  0 and z  0
stationary points for y  0 : ( 1 / 2 ,0,1 / 2 ), (0,0,1), ( 1,0,0)
z  0 : ( 1 / 2 ,1 / 2 ,0), ( 1,0 ,0) , (0,1,0)


(ii) ( f  g  h)  3 x 2  2 x    0 - - - (1)
x

( f  g  h)  3 y 2  2y    0 - - - (2)
y

( f  g  h)  3 z 2  2z    0 - - - (3)
z
(1)  ( 2)  3( x 2  y 2 )  2 ( x  y )  0  3( x  y )  2 ( x  y )  0
(a) if x  y , from x  y  z  0  z  2 x
from x 2  y 2  z 2  1  6 x 2  1  x  1 / 6 , y  1 / 6 , z  2 / 6

Nidhi Joshi
 similarily, if x  z  x  1 / 6 , y  2 / 6 , z  1 / 6
if y  z  x  2 / 6 , y  1 / 6 , z  1 / 6
(b) if x  y  3( x  y )  2  0
y  z  3( y  z )  2  0
x  z  3( x  z )  2  0
included in condition (a)
(c) x  y  z prohibited by constraints
(d) x , y and z are all different  inconsistent

Nidhi Joshi
Let is a continuous functions of x and y. If represents the respective increments
In a and y, then

Nidhi Joshi