You are on page 1of 27

CO-1 Differential Calculus

Session-1:
Function of several variables:

Definition: Let D be a set of ordered pairs of real numbers. If to each ordered pair (x, y) in D there
corresponds a unique real number f(x, y), then f is called a function of x and y. The set D is the
domain of f and the corresponding set of values for f(x, y) is the range of f.
For the function given by z=f(x, y), x and y are called the independent variables and z is called
the dependent variable.
Similar definition can be given for function of three variables where the domain consists of triples
(x1, x2 , x3). The range is a set of real numbers.
As with functions of one variable, the most common way to describe a function of several
variables is with an equation and unless otherwise restricted, you can assume that the domain is the
set of all points for which the equation is defined.
For instance, the domain of the function given by f (x, y) = x2 + y2 is assumed to be the entire
xy -plane. Similarly, the domain of f(x, y) = ln xy is the set of all points (x, y)in the plane for which
xy > 0. This consists of all points in the first and third quadrants.

Example 1: An example of a function of two variables used in economics is the Cobb-Douglas


production function. This function is used as a model to represent the numbers of units produced by
varying amounts of labor and capital. If x measures the units of labor and y measures the units of
capital, the number of units produced is given by 𝑓(𝑥, 𝑦) = 𝐶𝑥 𝑎 𝑦1−𝑎 where C and a are constants
with 0 < a < 1.

Example 2: Evaluate the each function

x2  y 2  9
(a) f ( x, y ) 
x

x
(b) g ( x, y, z ) 
9  x2  y 2  z 2

Solution:
(a) The function f is defined for all points (x, y) such that x  0 and x 2  y 2  9 . So, the
domain is the set of all points lying on or outside the circle x 2  y 2  9 , except those points
on the y-axis, as shown in above figure.
(b) The function g is defined for all points (x, y, z) such that x 2  y 2  z 2  9 . Consequently, the
domain is the set of all points (x, y, z) lying inside a sphere of radius 3 that is centered at the
origin.
Example 3: A toy manufacturer estimates a production function to be 𝑓(𝑥, 𝑦) = 100𝑥 0.6 𝑦 0.4 ,
where x is the number of units of labor and y is the number of units of capital. Compare the
production level when x = 1000 and y = 500 with the production level when x = 2000 and y = 1000.
Solution: When x =1000 and y = 500, the production level is
f(1000, 500) = 100(10000.6)(5000.4) = 75,786.
When x = 2000 and y = 1000, the production level is
f(2000, 1000) = 100(20000.6)(10000.4) = 151,572.

Polynomial function: A function that can be written as a sum of functions of the form cx m y n
(where c is real number and m and n are non negative integers) is called a polynomial function of
two variables.
Example: f ( x, y)  x 2  y 2  2 xy  x  2 and g ( x, y)  3xy 2  x  2 are polynomial functions of
two variables.
Rational function: A rational function is the quotient of two polynomial functions. Similar
terminology is used for functions of more than two variables.
Example:

The Graph of a function of two variables:

The graph of a function f of two variables is the set


of all points (x, y, z) for which z  f ( x, y ) and (x, y)
is in the domain of f. This graph can be interpreted
geometrically as a surface in space.

In figure, note that the graph of z  f ( x, y ) is a


surface whose projection onto the xy- plane is D, the
domain of f. To each point (x, y) in D there
corresponds a point (x, y, z) on the surface and
conversely, to each point (x, y, z) on the surface there
corresponds a point(x, y) in D.

Example: Determine the range of


f ( x, y )  16  4 x 2  y 2 ? Describe the graph of f.

Solution: The domain D implied by the equation of f is the


set of all points (x, y) such that 16  4 x 2  y 2  0 . So D is the
set all points lying on or inside the ellipse given by
x2 y 2
  1 . The range of f is all values z  f ( x, y ) such
4 16
that 0  z  16 or 0  z  4 . A point (x, y, z) is on the
graph of f if and only if z  16  4 x 2  y 2 
z 2  16  4 x 2  y 2
x2 y 2 z 2
4 x 2  y 2  z 2  16    1 , 0  z  4.
4 16 16
The graph of f is the upper half of an ellipsoid, as shown in the
adjacent figure.
Sessions-2 & 3: Partial derivatives

Let 𝑧 = 𝑓(𝑥, 𝑦) be a function of two variables 𝑥 and 𝑦. If we keep 𝑦 as constant and vary
𝑥 alone then 𝑧 is the function of 𝑥 only. The derivative of 𝑧 with respect to 𝑥 treating 𝑦 as constant is
called the partial derivative of 𝑧 with respect to 𝑥 and is denoted by one of the symbols
𝜕𝑧 𝜕𝑓
, , 𝑓 (𝑥, 𝑦).
𝜕𝑥 𝜕𝑥 𝑥
Similarly, the derivative of 𝑧 with respect to 𝑦 treating 𝑥 as constant is called the partial
𝜕𝑧 𝜕𝑓
derivative of 𝑧 with respect to 𝑦 and is denoted by one of the symbols , , 𝑓𝑦 (𝑥, 𝑦).
𝜕𝑦 𝜕𝑦
The following notations also used to represents the partial derivatives:
𝜕𝑧 𝜕𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
𝜕𝑥
= 𝑝, 𝜕𝑦
= 𝑞, 𝜕𝑥 2
= 𝑟, 𝜕𝑥𝜕𝑦
= 𝑠, 𝜕𝑦 2
= 𝑡.

MATLAB Commands for Derivatives

The command diff(f) differentiate the function f w.r.t x.


Example 1:
>> syms x
>> f = sin(5 * x)
Ans = 5 * cos(5 * x)

Example 2:
>> syms x
>> g = exp(x) * cos(x)
>> y = diff(g)
y = exp(x) * cos(x) – exp(x) * sin(x)
To find the derivative of g at x = 2 use subs command
>>subs(y, x, 2)
To find the second order derivatives of g
>>z = diff(g, 2)
z = -2 * exp(x) * sin(x)

To find partial derivative


Example 3:
>>syms x y
>>f = sin(x * y)
>>diff(f, x)
f
Calculates the partial derivative .
x
>>diff(f, y)
f
Calculates the partial derivative .
y
>>diff(f, x, 2)
Calculate the 2nd order partial derivative of f w. r.t ‘x’.

Note: If you do not specify a variable to differentiate w.r.t MATLAB chooses a default
variable. The default variable is the letter closest to x in the alphabet.
Problems for discussion in class room:

1. a) Obtain the first and second order partial derivatives of the function 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑦 3 − 3𝑎𝑥𝑦.

x y
b) For a given two variable function z  ln , evaluate the first and second order partial
x y
derivatives.

c) If f(x, y, z) = ye x  x ln z determine all first and second ordered partial derivatives.

2. Determine the slope in the x-direction and in the y-direction of the surface given by 𝑓(𝑥, 𝑦) =
𝑥2 25 1
− 2 − 𝑦2 + 8
at the point (2 , 1, 2).

3. The area of a parallelogram with sides a and b and included angle  is given by A = ab sin  . (a)

Evaluate the rate of change of A w.r.t a for a =10, b = 20 and  = .
6

(b) Determine the rate of change of A w.r.t  for a = 10, b= 20 and  = .
6

4. Modeling data per capita consumptions (in gallons) of different types of milk in the
United States from 1999 through 2005 are shown in the table. Consumption of the flavored milk,
plain reduced-fat milk and plain light and skim milks are represented by the variables x, y, z
respectively.

A model for the data is given by 𝑧 = −0.92𝑥 + 1.03𝑦 + 0.02.


From the model data evaluate the first order partial derivatives of modeled function z and interpret the
partial derivatives in the context of the problem.
Home work problems:

1. Determine fx , fy, fxx and fyy each at the point (1, ln2) for f ( x, y)  xex y .
2

2. Consider the Cobb-Douglas production function f ( x, y)  200 x 0.7 y 0.3 . Where x represents
the capital and y represents the labor. Estimate (i) the marginal productivity of labor and (ii)
the marginal productivity of capital, Given that x = 1000 and y = 500.

3. A measure of how hot weather feels to an average person is the Apparent Temperature
Index. A model of this index is A= 0.885t-22.4h+1.20 th-0.554, where A is the apparent
temperature in degrees Celsius,t is the air temperature,and h is the relative humidity in
decimal form. Evaluate first partial derivative of A with respect to x and y,when t=300 and
h = 0.80. Which has a greater effect on A , air temparature or humidity ? Explain.

4. The Ideal Gas Law is modeled by pV = mRT, where R and m are constants and p and V are
functions of time . Determine the rate at which the temperature changes with respect to
time.

5. A company manufactures two types of wood-burning stoves: a freestanding model and a


fireplace-insert model . The cost function for the producing x freestanding and y fireplace-
insert stoves is C  32 xy  175x  205 y  1050. Then evaluate
 C C 
(i) The marginal costs  and  when x = 80 and y = 20.
 x y 
(ii) When additional production is requried, which model of stove results in the cost increasing
at a higher rate ? How can this be determined from the cost model?

Sessions-4 & 5: Total Derivatives and Chain rule Applications

Total Differential: If z  f ( x, y ) and x and y are increments of x and y, then the differentials
of the independent variables x and y are dx  x and dy  y
And the total differential of the dependent variable z is
z z
dz  dx  dy  f x ( x, y )dx  f y ( x, y )dx .
x y
This definition can be extended to function of three or more variables. For instance, if w
= f w  f ( x, y, z , u ), then dx  x , dy  y, dz  z, du  u, and the total differential of w is
w w w w
dw  dx  dy  dz  du .
x y z u
Example 1: Use the differential dz to approximate the change in z = 4  x 2  y 2 as (x, y) moves
from the point (1,1) to the point (1.01, 0.97). Compare this approximation with the exact change in z.
Solution: Letting
( x, y )  (1, 1) and ( x  x, y  y ) = (1.01, 0.97)
produce dx  x  0.01 and dy  y  0.03. So,
the change in z can be approximated by
z z
z  dz  dx  dy
x y
x  y
 x  y
4  x2  y2 4  x2  y2
When x = 1 and y = 1, we have
1 1
z   (0.01)  (0.03)
2 2
0.02
  2 (0.01)  0.0141.
2
In the adjacent figure we can see that the exact
change corresponds to the heights of two points on
the surface of a hemisphere. This difference is
given by z  f (1.01, 0.97)  f (1, 1)

 4  (1.01) 2  (0.97) 2  4  12  12  0.0137.

MATLAB Code for Example 1:


clc
syms x y
z = @(x, y) sqrt(4-x^2-y^2);
pzx= diff(z, 1, x);
pzy = diff(z, 1, y);
dx=0.01;
dy= -0.03;
dz=(pzx*dx+pzy*dy);
dz=subs(subs(dz,x,1),y,1)
delz =z(1.01, 0.97)-z(1,1)
fprintf(‘difference between the approximate change and exact change is %0.4f\n’,(delz-dz))

Output:
dz= 2^(1/2)/100
delz= 0.0137
difference between the approximate change and exact change is -0.0004.
Example 2: The possible error involved in measuring each dimension of a rectangular box is ±0.1
millimeter. The dimensions of the box are x = 50c.m, y = 20c.m and z = 15c.m, as shown in the
below figure. Use dV to estimate the propagated error and the relative error in the calculated volume
of the box.
Solution: The volume of the box is given by V= xyz, and
V V V
so dV  dx  dy  dz
x y z

 yz dx  xz dy  xy dz .

Using 0.1 millimeter =0.01 c.m, we have


dx = dy = dz =  0.01 , and the propagated error is
approximately

dV  (20)(15)( 0.01)  50(15)( 0.01)  (50)( 20)( 0.01)


 300(0.01)  750(0.01)  1000(0.01)
 2050(0.01)  20.5c.c
Because the measured volume is V = (50)(25)(15) = 15,000
c.c, the relative error, V V , is approximately
V dV 20.5
   0.14 %.
V V 15000

MATLAB code for Example 2:


clc
syms x y z
v=@(x, y, z) x*y*z;
pvx=diff(v,x);
pvy=diff(v,y);
pvz=diff(v,z);
dx=0.01;dy=0.01;dz=0.01;
dv=pvx*dx+pvy*dy+pvz*dz;
dv=subs(subs(subs(dv,x,50),y,20),z,15);
volume=v(50,20,15)
rel_volume=double(dv/volume)

Output:
volume=15000
rel_volume=0.0014
Chain Rule: One Independent Variable:
Let w = f(x,y) where f is a differentiable function of
x and y . If x = g(t) and y = h(t), where g and h are
differentiable functions of t, when w is a
differentiable function of t and
w w dx w dy
  .
t x dt y dt

dw
Example 3: Let w =x2y - y2, where x = sint and y = et. Determine when t = 0.
dt
Solution: By the chain rule for one independent variable,
w w dx w dy
 
t x dt y dt
=2xy (cost) + (x2- 2y)et
= 2(sint) (et)(cost) + (sin2t - 2et)et
= 2et sint cost +et sin2t - 2e2t.
When t = 0, it follows that
dw
 2.
dt

MATLAB code for Example 3:


clc
syms x y t
w = x^2 * y – y^2;
pwx = diff(w,x);
pwy = diff(w,y);
pwx = subs(subs(pwx, x, sin(t)), y, exp(t));
pwy = subs(subs(pwy, x, sin(t)), y, exp(t));
x = sin(t);
y = exp(t);
dwt = pwx*diff(x, t)+pwy*diff(y, t)
dwt_at_0=subs(dwt, t, 0)

OutPut:
Dwt = 2*exp(t)*cos(t)*sin(t)-exp(t)*(2*exp(t)-sin(t)^2)
Dwt_at_0=-2

Example 4: Two objects are travelling in elliptical paths given by the following parametric
equations

x1 =4cost and y1= 2 sint First objects


x2 =2 sin2t and y2= 3cos 2t Second objects
At what rate is the distance between the two objects changing when t   .
Solution: The distance between the two objects is given by s  ( x2  x1 ) 2  ( y2  y1 ) 2 . Here s
is a function of four variables x1, x2, y1and y2 each of which is a function of single variable t.
When t   you have x1 = -4, y1 = 0, x2= 0, y2= 3
s  (0  4) 2  (3  0) 2  5 .
When t   , the partial derivatives of s are as follows.
s  ( x2  x1 ) 1 4
   (0  4)  
x1 ( x2  x1 ) 2  ( y2  y1 ) 2 5 5
s  ( y2  y1 ) 1 3
  (3  0)  
y1 ( x2  x1 ) 2  ( y2  y1 ) 2 5 5
s ( x2  x1 ) 1 4
   (0  4) 
x2 ( x2  x1 ) 2  ( y2  y1 ) 2 5 5
s ( y2  y1 ) 1 3
  (3  0) 
y2 ( x2  x1 )  ( y2  y1 )
2 2 5 5
When t   , the derivatives of x1, x2, y1 and y2 are
dx1 dy1
 4 sin t  0  2 cos t  2
dt dt
dx2 dy2
 4 cos 2t  4  6 sin 2t  0
dt dt
So, using the appropriate chain rule, the distance is changing rate of
ds s dx1 s dy1 s dx2 s dy2
   
dt x1 dt y1 dt x2 dt y2 dt
 4  3 4 3
   (0)    (2)   (4)   (0)
 5  5 5 5
22
.
= 5
MATLAB codes for Example 4:
clc
syms s t x1 x2 y1 y2
s=sqrt((x1-x2)^2+(y1-y2)^2;
ps_x1=diff(s,x1);
ps_x2=diff(s,x2);
ps_y1=diff(s,y1);
ps_y2=diff(s,y2);
x1=4*cos(t);
y1=2*sin(t);
x2=2*sin(2*t);
y2=3*cos(2*t);

ds_t=ps_x1*diff(x1,t)+ps_y1*diff(y1,t)+ps_x2*diff(x2,t)+ps_y2*diff(y2,t)
v_x1=subs(x1, t, pi)
v_y1=subs(y1, t, pi)
v_x2=subs(x2, t, pi)
v_y2=subs(y2, t, pi)
ds_t=subs(subs(subs(subs(ds_t, ‘x1’, v_x1), ‘y1’, v_y1), ‘x2’, v_x2), ‘y2’, v_y2)
ds_t=subs(ds_t, t, pi)

Output:
ds_t = (cos(t)*(2*y1-2*y2)) / ((x1-x2)^2+(y1-y2)^2)^(1/2)-(2*sin(t)*(2*x2)) / ((x1-x2)^2+………
v_x1=-4
v_y1=0
v_x2=0
v_y2=3
ds_t=(16*cos(2*t)) / 5-(18*sin(2*t)) / 5-(6*cos(t)) / 5+(16*sin(t)) / 5
ds_t=22/5

Chain Rule: Two Independent Variables: Let


w = f(x,y) where f is a differentiable function of x and
y . If x = g(s, t) and y = h(s, t) such that the first
partials x s , x t , y s and y t all exist,
thenw s and w t exist and are given by
w w x w y w w x w y
  and  
s x s y s t x t y t

Example 5: Use the chain rule to determine w s and w t for w = 2xy where x = s2 + t2 and
y = s t.
Solution: Holding t constant and differentiate w.r.t s to obtain
w w x w y
 
s x s y s
1
 2 y ( 2 s )  2 x 
t 
Substitute (s/t) for y and s2 + t2 for x
s
 
1
 2 (2 s)  2 s 2  t 2  
t t 
4s 2
2s  2t
2 2
6s 2  2t 2
  
t t t
Similarly holding s constant gives
w w x w y
 
t x t y t
 s
 2 y (2t )  2 x  2 
 t 
Substitute (s/t) for y and s2 + t2 for x
s
 
 s
 2 (2t )  2 s 2  t 2   2 
t  t 
2s  2st
3 2
4st 2  2s 3  2st 2 2st 2  2s 3
 4s    .
t2 t2 t2

MATLAB code for Example 5:


clc
syms x y s t
w=2*x*y;
pw_x=diff(w,x);
pw_y=diff(w,y);
x=s^2+t^2;
y=s/t;
px_s=diff(x,s);
px_t=diff(x,t);
py_s=diff(y,s);
py_t=diff(y,t);
pw_s=pw_x*px_s+pw_y*py_s
pw_t=pw_x*px_t+pw_y*py_t
pw_s=simplify(subs(subs(pw_s, ‘x’, x), ‘y’, y))
pw_t=simplify(subs(subs(pw_t, ‘x’, x), ‘y’, y))

Output:
Pw_s=4*s*y+(2*x) / t
Pw_t=4*t*y-(2*s*x) / t^2
Pw_s=(2*(3*s^2+t^2)) / t
Pw_t=-(2*s*(s^2-t^2)) / t^2

Example 6: Determine w s and w t when s = 1 and t  2 for the function given by


w  xy  yz  xz where x = s cost, y = s sint and z = t.
Solution: By extending the result of chain rule three independent variables we have
w w x w y w z
  
s x s y s z s
 ( y  2)(cos t )  ( x  2)(sin t )  ( y  x)(0)
 ( y  2)(cos t )  ( x  2)(sin t )
When s = 1 and t = 2π we have x = 1, y = 0 and z = 2π. So,
w s  (0  2 )(1)  (1  2 )(0)  2 .
Further more,
w w x w y w z
  
t x t y t z t
 ( y  2)(  s sin t )  ( x  2)( s cos t )  ( y  x)(1)
And s = 1 and t = 2π it follows that
w t  (0  2 )(0)  (1  2 )(1)  (0  1)(1)  2  2 .

MATLAB code for Example 6:


clc
syms x y z s t
w=x*y+y*z+z*x;
pw_x=diff(w,x);
pw_y=diff(w,y);
pw_z=diff(w,z);

x=s*cos(t);
y=s*sin(t);
z = t;
px_s=diff(x,s);
px_t=diff(x,t);
py_s=diff(y,s);
py_t=diff(y,t);
pz_s=diff(z,s);
pz_t=diff(z,t);

pw_s=pw_x*px_s+pw_y*py_s+ pw_z*pz_s
pw_t=pw_x*px_t+pw_y*py_t+ pw_z*pz_t
pw_s=subs(subs(subs(pw_s, ‘x’, x), ‘y’, y), ‘z’, z)
pw_s=subs(subs(pw_s, s, 1), t, 2*pi)
pw_t=subs(subs(subs(pw_t, ‘x’, x), ‘y’, y) ,‘z’, z)
pw_t=subs(subs(pw_t, s, 1), t, 2*pi)

Output:
pw_s = cos(t)*(y+z)+sin(t)*(x+z)
pw_t= x+y-s*sin(t)*(y+z)+s*cos(t)*(x+z)
pw _s = cos(t)* (t+s*sin(t))+sin(t)*(t+s*cos(t))
pw_s=2*pi
pw_t=s*cos(t)+s*sin(t)+s*cos(t)*(t+s*cos(t))-s*sin(t)*(t+s*sin(t))
pw_t=2+2*pi.

Chain Rule: Implicit Differentiation: If the equation F ( x, y )  0 defines y implicitly as a


dy F ( x, y)
differentiable function of x, then  x , Fy ( x, y )  0. If the equation F ( x, y, z )  0
dx Fy ( x, y)
z F ( x, y , z )
defines z implicitly as a differentiable function of x and y, then  x and
x Fz ( x, y, z )
z F ( x, y, z )
 y , Fz ( x, y, z)  0.
y Fz ( x, y, z )

Example 7: Determine dy dx, given y 3  y 2  5 y  x 2  4  0 .


Solution: Given F ( x, y)  y 3  y 2  5 y  x 2  4
Then using chain rule implicit function we have
Fx ( x, y)  2 x and Fy ( x, y)  3 y 2  2 y  5 and follows that
dy F ( x, y)  (2 x) 2x
 x  2  2 .
dx Fy ( x, y) 3 y  2 y  5 3 y  2 y  5

MATLAB code for Example 7:


clc
syms x y
f = y^3+y^2-5*y-x^2+4;
pdf_x=diff(f, x);
pdf_y = diff(f, y);
dy_x= - pdf_x / pdf_y

Output: (2*x) / (3*y^2+2*y-5)


Example 8: Determine z x and z y , given 3x 2 z  x 2 y 2  2 z 3  3 yz  5  0.
Solution: Let F ( x, y, z )  3x 2 z  x 2 y 2  2 z 3  3 yz  5.
To apply the chain rule implicit function then,
Fx ( x, y, z )  6 xz  2 xy2
Fy ( x, y, z)  2xy2  3z
Fz ( x, y, z )  3x 2  6 z 2  3 y
and we obtain
z F ( x, y, z ) 2 xy2  6 xz
 x  2
x Fz ( x, y, z ) 3x  6 z 2  3 y
z F ( x, y, z ) 2 x 2 y  3z
 y  2 .
y Fz ( x, y, z ) 3x  6 z 2  3 y

MATLAB code for Example 8:


clc
syms x y z
f = 3*x^2*z-x^2*y^2+2*z^3+3*y*z-5;
pdf_x= diff(f, x);
pdf_y = diff(f, y);
pdf_z=diff(f, z);
pdz_x=simplify(-pdf_x/ pdf_z)
pdz_y= simplify (-pdf_y/ pdf_z)

Output:
Pdz_x= -(2*x*(-y^2+3*z))/ (3*(x^2+2*z^2+y))
Pdz_y = -(-2*y*x^2+3*z)/(3*(x^2+2*z^2+y))

Problems for discussion in class room:

1. Evaluate the total derivatives for the functions.

(𝑎). 𝑧 = 2𝑥𝑠𝑖𝑛𝑦 − 3𝑥 2 𝑦 2 (𝑏). 𝑤 = 𝑥 2 + 𝑦 2 + 𝑧 2

dy
2. Differentiate the function x 2  xy  y 2  x  y  0 implicitly to find .
dx
3. Differentiate implicitly to find the first ordered partial derivatives of z from
tan( x  y )  tan( y  z )  1 .
4. A triangle is measured and two adjacent sides are found to be 3 inches and 4 inches long,
1
with an included angle of  4 . The possible errors in measurement are inch for the sides
16
and 0.02 radian for the angle. Approximate the maximum possible error in the computation of
the area.
5. The radius r and height h of a right circular cylinder are measured with possible error of 4%
and 2%, respectively. Approximate the maximum possible percent error in measuring the
volume.

6. Determine the rate at which the area of the rectangle is increasing at a given instant
when the sides of the rectangle are 4 ft and 3ft and increasing at the rate of 1.5 ft/sec
and 0.5 ft /sec respectively.
7. The height of a tree increases at a rate of 2 ft per year and the radius of the trunk
increases at 0.1ft per year. At what rate is the volume of timber increasing when the height is
20ft and the radius is 1.5ft. (Assume the tree is a circular cylinder).

8. A cylindrical tank is of 1 m high and 0.3 m radius. If height increased by 5 cm and radius by
1cm, determine the effect of volume?

Home work problems:

1. If the angle of elevation of the top of a tower is found to be 30° ±0.5° at a point 300±0.1m
from the base. Estimate the towers height.

2. At what rate is the area of a rectangle changing if its length is 15m and decreasing at a rate of
3 ms-1 while its width is 6m and increasing at a rate of 2ms-1

3. The altitude of a right circular cone is 10cm and increasing at rate of 0.1cm/sec. The radius of
the base is 5cm and is decreasing at a rate of 0.2cm/sec. How fast is the volume changing.

4. The centripetal acceleration of a particle moving in a circle is a  v 2 r , where v is the


velocity and r is the radius of the circle. Approximate the maximum percent error in
measuring the acceleration due to errors of 3% in v and 2% in r.
5.

A baseball player in center field is playing


approximately 330 feet from a television camera that
is behind home plate. A batter hits a fly ball that
goes to the wall 420 feet from the camera (see figure)

(a) The camera turns 9 to follow the play. Approximate the number of feet that the center
fielder has to run to make the catch.
(b) The position of the center fielder could be in error by as much as 6 feet and the
maximum error in measuring the rotation of the camera is 1 . Approximate the maximum
possible error in the result of part (a)

Session: 6- Jacobian of transformation

An important application of the Jacobians is in connection with the change of variables in multiple
integrals. In order to change variables in double and triple integrals we will need the Jacobian of the
transformation.

𝑏
For the Single Integral ∫𝑎 𝑓(𝑥)𝑑𝑥

You can change variables by letting𝑥 = 𝑔(𝑢), so that = 𝑔′ (𝑢)𝑑𝑢 , and obtain
𝑏 𝑑
∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑐 𝑓(𝑔(𝑢))𝑔′ (𝑢)𝑑𝑢
Where 𝑎 = 𝑔(𝑐)𝑎𝑛𝑑 𝑏 = 𝑔(𝑑). Note that the change of variables process introduces an additional
factor 𝑔′ (𝑢)𝑑𝑢 into the integrand. This also occurs in the case of double integrals

x y y x
 f ( x, y)dA   f ( g (u, v), h(u, v)) u v  u v dudv
R S 
Jacobian

Where the change of variables 𝑥 = 𝑔(𝑢, 𝑣)𝑎𝑛𝑑 𝑦 = ℎ(𝑢, 𝑣) introduces a factor called the Jacobian of
x and y with respect to u and v. In defining the Jacobian, it is convenient to use the following
determinant notation.

Jacobian: If 𝑢 and 𝑣 are functions of two independent variables 𝑥 and 𝑦 then the determinant
𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕(𝑢,𝑣) 𝑢,𝑣
|𝜕𝑣 𝜕𝑣
| is called the jacobian of 𝑢, 𝑣 with respect to 𝑥, 𝑦 and is written as 𝑜𝑟 𝐽 ( ).
𝜕(𝑥,𝑦) 𝑥,𝑦
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢 𝜕𝑢
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝜕(𝑢,𝑣,𝑤) | 𝜕𝑣 𝜕𝑣 𝜕𝑣 |
Similarly, the Jacobian’s of 𝑢, 𝑣, 𝑤 with respect to 𝑥, 𝑦, 𝑧 is = .
𝜕(𝑥,𝑦,𝑧) | 𝜕𝑥 𝜕𝑦 𝜕𝑧 |
𝜕𝑤 𝜕𝑤 𝜕𝑤
𝜕𝑥 𝜕𝑦 𝜕𝑧
Properties:-
𝜕(𝑢,𝑣) 𝜕(𝑥,𝑦)
i. If 𝐽 = and 𝐽′ = then 𝐽𝐽′ = 1.
𝜕(𝑥,𝑦) 𝜕(𝑢,𝑣)
ii. Chain rule for Jacobian’s : If 𝑢, 𝑣 are functions of 𝑟, 𝜃 and 𝑟, 𝜃 are functions of 𝑥, 𝑦
then
𝜕(𝑢,𝑣) 𝜕(𝑢,𝑣) 𝜕(𝑟,𝜃)
𝜕(𝑥,𝑦)
= 𝜕(𝑟,𝜃) ∙ 𝜕(𝑥,𝑦).

MATLAB commands to find the Jacobian of transformations:

Example:
 (u , v )
Let u  x  y , v  2 xy to find the Jacobian
2 2
the MATLAB commands are
 ( x, y )
>>syms x y
>>u = x^2 + y^2;
>>v = 2 * x * y;
>>J = jacobian([u;v], [x y])
This command returns the jacobian matrix
2x 2 y
J  
2 y 2 x 

And the command


>>detJ = simplify(det(J))

detJ = 4*(x^2-y^2)

Note: Arrangement of the Jacobian function can be column or row vector.

Problems for discussion in class room:


𝑥,𝑦
1. Determine the Jacobian 𝐽 (𝑟,𝜃 ) , for polar coordinates 𝑥 = 𝑟 𝑐𝑜𝑠𝜃, 𝑦 = 𝑟 𝑠𝑖𝑛𝜃 .
𝜕(𝑢,𝑣,𝑤)
2. If 𝑢 = 𝑥 + 3𝑦 2 − 𝑧 3 , 𝑣 = 4𝑥 2 𝑦𝑧, 𝑤 = 2𝑧 2 − 𝑥𝑦 , Evaluate 𝜕(𝑥,𝑦,𝑧)
at (−1,1,0).

3. Determine 𝐽𝐽′ for 𝑥 = 𝑢(1 − 𝑣) 𝑎𝑛𝑑 𝑦 = 𝑢𝑣.


 (u , v)
4. Evaluate if u = 2axy , v = a(x2-y2) where x = r cosθ and y = r sinθ.
 (r ,  )
( x, y, z )
5. Determine the Jacobian for the function u  xyz, v  x 2  y 2  z 2, w  x  y  z .
(u, v, w)
Functional Relationship
If u1 , u 2 , u3 be functions of x1 , x2 , x3 then the necessary and sufficient condition for the existence
 u ,u ,u 
of a functional relationship of the form f (u1 , u 2 , u3 )  0 is J  1 2 3   0
 x1 , x2 , x3 

Problems for discussion in class room:


6. If u = x (1  y 2 ) + y (1  x 2 ) , v  sin 1 x  sin 1 y show that u, v are functionally related and
determine the relationship.

Home work problems:

1. In spherical polar coordinates x= 𝑟𝑠𝑖𝑛𝜃 cos ∅ , 𝑦 = 𝑟𝑠𝑖𝑛𝜃 𝑠𝑖𝑛∅ , 𝑧 = 𝑟𝑐𝑜𝑠𝜃 then


 ( x, y , z )
 r2sin𝜃.
 (r , ,  )

 ( x, y , z )
2. In cylindrical coordinates x = 𝜌𝑐𝑜𝑠∅ , 𝑦 = 𝜌𝑠𝑖𝑛∅ , 𝑧 = 𝑧 then 
(  , , z)
 (u, v, w)
3. If u  x  2 y, v  x  y  z, w  x  2 y  z then compute
2

 ( x, y , z )
4. Determine whether the following function is functionally dependent or not. If functionally
dependent find the relationship between them
x2  y2 2 xy
u 2 , v 2
x y 2
x  y2
5. Determine whether the following function is functionally dependent or not. If functionally
dependent find the relationship between them u  sin x  sin y , v  sin( x  y ) .

Mat lab problems:


, where w  x, y   sin  2x  3 y  , x  2  t , y  2t.
dw
1. Determine
dt
2. The radius of a right circular cylinder is increasing at a rate of 8 mm/s and the height is
decreasing at a rate of 15 mm/s. Obtain the rate at which the volume is changing in cm3/s
when the radius is 40mm and the height is 150 mm.
df
,
3. Determine dt where f  x, y, z   xyz, x  t , y  2t , z  e .
2 t
4. One side of a plane triangle is 8 feet long and increasing 4 inches per second, another side is 5
feet, and decreasing 2 inches per second. An included angle is 600 and increasing 20 per
second. At what rate is the area of triangle increasing?
dz
,
5. Determine dt where z ( x, y)  5x 2  y 2 , x  5 cos t and y  5 sin t
6. Determine the rate of change of z when x is 3 units and y is 2 units when x is decreasing at 5
units/s and y is increasing at 2.5 units/s for the function z  3x 2 y 5 .

Session-7:

Taylor’s theorem for functions of two variables.

A function f(x,y) and all its derivatives upto nth order are finite and continuous for all points (x,y)
then it can be expanded as an infinite power series in terms of (x-a) & (y-b) and is known as Taylor’s
series or Taylor’s expansion or Taylor’s series expansion of f(x,y) about the point (a,b). Which is
given by
1
f(x,y)=f(a,b)+[(x-a)𝑓𝑥 (a,b)+(y-b)𝑓𝑦 (𝑎, 𝑏)]+2![(𝑥 − 𝑎)2 𝑓𝑥𝑥 (𝑎, 𝑏) + 2(𝑥 − 𝑎)(𝑦 − 𝑏)𝑓𝑥𝑦 (𝑎, 𝑏) +
(𝑦 − 𝑏)2 𝑓𝑦𝑦 (𝑎, 𝑏)+---

Note: In the Taylor’s series when (a,b) → (0,0) then the series is called Maclaurin’s series.
Maclurin’s series of f(x,y) about the origin is
1
f(x,y) = f(0,0)+[x𝑓𝑥 (0,0)+y𝑓𝑦 (0,0)]+ [𝑥 2 𝑓𝑥𝑥 (0,0) + 2𝑥𝑦𝑓𝑥𝑦 (0,0) + 𝑦 2 𝑓𝑦𝑦 (0,0)]+---
2!

Taylor series expansion for function of single variable:


The command taylor (f, var) approximates f with the taylor series expansion of f up to the
fifth order (degree) at the point var = 0 (var is the variable name)
Taylor (f, var, a) approximates f with the taylor series expansion of f at the point var = a.

Example 1:
syms x
taylor(sin(x))

Output: x^5/120-x^3/6+x.

Example 2:
syms x
taylor(cos(x))

Output: x^4/24 - x^2/2+1.

Example 3:
syms x
taylor(log(x), x, 1)

Output: x-(x-1)^2/2+ (x-1)^3/3-(x-1)^4/4+ (x-1)^5/5.

Example 4:
syms x
taylor(a cot(x), x, 1)

Output: pi/4-x/2+(x-1)^2/4-(x-1)^3/12+(x-1)^5/40+1/2.

Truncation order: The default function order is 6. Transaction order can be controlled by
specifying the order in the command.

Example 5:
syms x
f= sin(x)/x;
t6 = taylor(f, x)

Output: t6= x^4/120+ x^2/6+1.

Example 6:
syms x
f= sin(x)/x;
t8 = taylor(f, x, ‘order’, 8)
t8= -x^6/5040+x^4/120-x^2/6+1
t9= taylor(f, x, ‘order’, 10)
t9= x^8/362880-x^6/5040+x^4/120-x^2/6+1.

Multivariate taylor series expansion:

Expansion point: By specifying both the vector of variables and the vector of values, taylor
series expansion can be obtained.
Example 7:
Syms x y
f= y*exp(x-1)-x*log(y);
taylor(f, [x, y],[1, 1], ‘order’ , 3);

Output: x+(x-1)^2+(y-1)^2/2.

Problems for discussion in class room:

1. Apply Taylor’s theorem to expand f(x, y) = x2+xy+y2 in powers of (x-1)and (y-2).


2. Expand the function f(x, y) = ex log(1+y) in terms of x and y up to the terms of second degree
by applying Taylor’s theorem.

Home work problems:

1. Apply Taylor’s theorem to expand the function f(x, y) = eax sin(by) in powers of x and y upto
third degree terms.
2. Expand f ( x, y)  e log( 1  x) in powers of x and y upto the terms of second degree by
y

applying Taylor’s theorem.

Sessions-8 & 9: Maxima and Minima of functions of two and three variables:
Consider the continuous function f of two variable,
defined on a closed bounded region R. The values
f (a, b) and f (c, d ) Such that
f ( a , b )  f ( x , y )  f ( c, d )
Where (a, b) and (c, d) are in R. For all (x, y) in R are
called minimum and maximum of f in the region R, as
shown in the adjacent figure.

Definition of Relative Extrema:


Let 𝑓 be a function defined on a region R containing (𝑥0 , 𝑦0 )

1. The function 𝑓 has a relative minimum at (𝑥0 , 𝑦0 ) if 𝑓(𝑥, 𝑦) ≥ 𝑓(𝑥0 , 𝑦0 ) for all (𝑥, 𝑦) in an
open disk containing (𝑥0 , 𝑦0 )
2. The function 𝑓 has relative maximum at (𝑥0 , 𝑦0 ) if 𝑓(𝑥, 𝑦) ≤ 𝑓(𝑥0 , 𝑦0 ) for all (𝑥, 𝑦) in an open
disk containing (𝑥0 , 𝑦0 ).

Critical Points:
Let 𝑓 be defined on an open region R containing (𝑥0 , 𝑦0 ). The point (𝑥0 , 𝑦0 ) is a critical point of f
if one of the following is true.
1. f x  ( x0 , y0 )  0 and f y  ( x0 , y0 )  0
2. f x ( x0 , y0 ) or f y ( x0 , y0 ) does not exist.

Note: If f has a relative extremum at ( x0 , y0 ) on an open region R, then ( x0 , y0 ) is a critical point


of f. i.e relative extrema occur only at critical points.

Saddle point: Some critical point yields saddle points, which are neither relative maxima nor
relative minima.
Example: As an example of a critical point that does
not yield a relative extremum, consider the surface
given by
f ( x, y)  y 2  x 2 Hyperbolic paraboloid as shown
in the adjacent figure.

At the point (0, 0), both partial derivatives are 0. The


function f does not, however, have a relative
extremum at this point because in any open disk
centered at (0, 0) the function takes on both negative
values (along the x- axis) and positive values (along
the y-axis). So the point (0, 0, 0) is a saddle point of
the surface. (The term “saddle point” comes from the
fact that surfaces such as the one shown in figure
resemble saddles).
Working rule to find the maximum and minimum values of 𝒇(𝒙, 𝒚)
𝜕𝑓 𝜕𝑓
1. Find 𝑝 = 𝑓𝑥 (𝑥, 𝑦) = and 𝑞 = 𝑓𝑦 (𝑥, 𝑦) = and equate each to zero. Solve the
𝜕𝑥 𝜕𝑦
𝜕𝑓 𝜕𝑓
equations 𝜕𝑥 = 0 and 𝜕𝑦 = 0 as simultaneous equations in 𝑥 and 𝑦.
Let the pairs of values (𝑎, 𝑏), (𝑐, 𝑑) --- be the solutions and are the critical points.
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
2. Calculate the values of 𝑟 = 𝑓𝑥𝑥 (𝑥, 𝑦) = , 𝑠 = 𝑓𝑥𝑦 (𝑥, 𝑦) = , 𝑡 = 𝑓𝑦𝑦 (𝑥, 𝑦) = for
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
each of the critical points.
3.
i. If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 < 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is maximum.
ii. If 𝑟𝑡 − 𝑠 2 > 0 and 𝑟 > 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is minimum.
iii. If 𝑟𝑡 − 𝑠 2 < 0 at (𝑎, 𝑏), 𝑓(𝑎, 𝑏) is not an extreme value i.e., (𝑎, 𝑏) is a saddle
point.
iv. If 𝑟𝑡 − 𝑠 2 = 0 at (𝑎, 𝑏) then the case is doubtful and needs further investigation.

Example 1: Determine the relative extrema of


f ( x, y)   x 3  4 xy  2 y 2  1.
Solution: Begin by finding the critical points of f. Because
f x ( x, y )  3x 2  4 y and f y ( x, y )  4 x  4 y exist for all x
and y, the only critical points are those for which both first partial
derivatives are 0. To locate these points, set
f x ( x, y ) and f y ( x, y ) equal to 0 to obtain
 3x 2  4 y  0 and 4 x  4 y  0.
From the second equation you know that x = y and, by
substitution into the first equation, you obtain two solutions: y = x
4
= 0 and y = x = .
3
Because f xx ( x, y )  6 x, f yy ( x, y )  4 and f xy ( x, y )  4

it follows that, for the critical point (0, 0),

d  f xx (0,0) f yy (0,0)  [ f xy (0,0)]2  0  16  0 and by the


second partial test, you can conclude that (0, 0, 1) is a saddle
4 4
point of f. Furthermore, for the critical point  , ,
3 3
2
 4 4   4 4    4 4 
d  f xx  ,  f yy  ,    f xy  , 
 3 3   3 3    3 3 

= -8(-4)-16 = 16 > 0

4 4 4 4
and because f xx  ,   8  0 you can conclude that f has a relative maximum at  , , as
3 3 3 3
shown in the above figure.
MATLAB code for Example 1:

clc
syms x y
f=@(x,y) –x^3+4*x*y-2*y^2+1;
pdf_x= diff(f, x);
pdf_y=diff(f, y);
[sol_x,sol_y]= solve(pdf_x, pdf_y);
sol_x=real(sol_x);
sol_y=real(sol_y);
[sol_x, sol_y]
r=diff(pdf_x,x);
s=diff(pdf_x,y);
t=diff(pdf_y,y);
n=length(sol_x)
for i = 1:n

Note: The second partials test can fail to find relative extrema in two ways. If either of the first
partial derivatives does not exist, you cannot use the test.

Also, if d  f xx (a, b) f yy (a, b)  [ f xy (a, b)]  0 the test fails.


2

In such cases, you can try a sketch or some other approach, as demonstrated in the following example.

Example 2: Determine the relative extrema of


f ( x, y)  x 2 y 2 .

Solution: Because f x ( x, y )  2 xy2 and


f y ( x, y)  2 x 2 y we know that both partial
derivatives are 0 if x = 0 or y = 0. i.e every point
along the x or y-axis is a critical point. Moreover,
because f xx ( x, y )  2 y 2 , f yy ( x, y)  2 x and
2

f xy ( x, y )  4 xy we know that if either x = 0 or y = 0,


then d  f xx ( x, y) f yy ( x, y)  [ f xy ( x, y)]
2

 4 x 2 y 2  16 x 2 y 2  12 x 2 y 2  0

So the second partial test fails. However, because f ( x, y )  0 for every point along the x- or y- axis
and f ( x, y)  x 2 y 2  0 for all other points, you can conclude that each of these critical points yields
an absolute minimum, as shown in the above figure.
Example 3: A rectangular box is resting on the xy- plane with one vertex at the origin. The opposite
vertex lies in the plane 6𝑥 + 4𝑦 + 3𝑧 = 24 as shown in below figure. Determine the maximum
volume of the box.

Solution: Let x, y and z represent the length, width and height


of the box. Because one vertex of the box lies in the plane

6 x  4 y  3z  24 , we know that z 
1
24  6 x  4 y  , and
3
we can write the volume xyz of the box as a function of two
1 
variables. V ( x, y )  ( x)( y )  (24  6 x  4 y )
3 


1
3

24 xy  6 x 2 y  4 xy2 
By setting the first partial derivatives equal to 0
1  y
Vx ( x, y )   (24 y  12 xy  4 y 2 )  (24  12 x  4 y )  0
3  3
1  x
V y ( x, y )   (24 x  6 x 2  8 xy)  (24  6 x  8 y )  0
3  3

4 
We obtain the critical point (0, 0) and  , 2  . At (0, 0) the volume is 0, so that point does not yield
3 
4 
a maximum volume. At the point  , 2  , we can apply the second partial test.
3 

 8x 1
Vxx ( x, y)  4 y ; V yy ( x, y )  ; Vxy ( x, y )  (24  12 x  8 y ) Because
3 3
2
 4   4    4 
2
 32   8  64 4 
Vxx  ,2 Vyy  ,2   Vxy  ,2   (8)         0 and Vxx  ,2   8  0
 3   3    3   9   3 3 3 

We can conclude from the second partials test that the maximum volume is
4  1  4  64
2
4 4
V  ,2   24 (2)  6  (2)  4 (2 2 )  cubic units.
 3  3   3  3 3  9

Example 4: An electronic manufacturer determines that the profit P (in dollars) obtained by
producing and selling x units of a DVD player and y units of a DVD recorder is approximated by the
model P( x, y)  8x  10 y  (0.001)( x 2  xy  y 2 )  10,000. Find the production level that
produces a maximum profit. What is the maximum profit?

Solution: The partial derivatives of the profit function are Px ( x, y)  8  (0.001)(2 x  y) and
Py ( x, y )  10  (0.001)( x  2 y ) . By setting these partial derivatives equal to 0, we obtain the
following system of equations.
8  (0.001)( 2 x  y )  0
10  (0.001)( x  2 y )  0
After simplifying, this system of linear equations can be written as
2 x  y  8000
x  2 y  10,000 . Solving this system produces x = 2000 and y = 4000.
The second partial derivatives of P are
Pxx (2000,4000)  0.002
Pyy (2000,4000)  0.002
Pxy (2000,4000)  0.001 . Because Pxx  0 and
 
Pxx (2000,4000) Pyy (2000,4000)  Pxy (2000,4000)  (0.002) 2  (0.001) 2  0
2

we can conclude that the production level of x = 2000 units and y = 4000 units yields a maximum
profit. The maximum profit is
P(2000,4000)  8(2000)  10(4000)  (0.001)[20002  2000(4000)  40002 )]  10,000  $18,000.

Lagrange’s method of undetermined multipliers to determine the extreme values of


function of three variables.

Working rule:
To find the maximum or minimum value of 𝑓(𝑥, 𝑦, 𝑧) subject to the constraint ∅(𝑥, 𝑦, 𝑧) = 𝑐
1. Write 𝐹(𝑥, 𝑦, 𝑧, 𝜆) = 𝑓(𝑥, 𝑦, 𝑧) + 𝜆(  (𝑥, 𝑦, 𝑧) − 𝑐).
𝜕𝐹 𝜕𝐹 𝜕𝐹
2. Obtain the equation 𝜕𝑥
= 0, 𝜕𝑦
= 0, 𝜕𝑧
= 0.
3. Solve the above equations together with ∅𝑓(𝑥, 𝑦, 𝑧) = 𝑐.
4. Evaluate f at each solution point obtained in the first step. The largest value yields the
maximum of f subject to the constraint ∅𝑓(𝑥, 𝑦, 𝑧) = 𝑐 and smallest value yields the
maximum of f subject to the constraint ∅𝑓(𝑥, 𝑦, 𝑧) = 𝑐.

Example 1: Determine the maximum value of f ( x, y )  4 xy where x  0 and y  0 , subject to


the constraint ( x 2 32 )  ( y 2 42 )  1 .
x2 y 2
Solution: Let  ( x, y)    1 and f ( x, y)  4 xy
32 42
F ( x, y,  )  f ( x, y )   ( ( x, y, )  c)
 x2 y 2 
F ( x, y,  )  4 xy      1
 9 16 
f 2
Differentiate w. r.t x, y and  , we get  4 y  x  0
x 9
f 1
 4 x  y  0
y 8
f x2 y2
  1  0
 9 16
From these equations we get
2 1 x2 y2
4 y   x ; 4 x   y ;  1
9 8 9 16
From the First equation, we obtain   18 y x , and substitution into the second equation produces
1  18 y  9 2
4x   y  x 
2
y
8 x  16
Substituting this value for x2 into the third equation produces
1 9 2 1 2
 y  y  1  y 2  8.
9  16  16

y  2 2
So, Because it is required that y > 0, choose the positive value and find that
9 2 9 9 3
x2  y  (8)   x  .
16 16 2 2
 3
f
  3 
,2 2   4 xy  4  2 2  24.  
So, the maximum value of f is  2   2
x2 y2 x2 y 2
 ( x, y )   1  ( x, y)   1  0
Note that writing the constraint as 32 4 2 or 32 42
does not affect the solution- the constant is eliminated when you form  ( x, y ) .

1. Example 2: The Cobb-Douglas production function for a software manufacturer is given by


f ( x, y)  100 x3 4 y1 4 . Where x represents the units of labor (at $ 150 per unit) and y represents the
units of capital (at $250 per unit). The total cost of labor and capital is limited to $ 50,000. Find the
maximum production level for this manufacturer.
Solution: From the given function, we have f ( x, y)  100 x 3 4 y1 4 .
The limit on the cost of labor and capital produces the constraint  ( x, y )  150 x  250 y  50,000.
So, F ( x, y,  )  100 x y 34 14
  (150 x  250 y  50,000)
Differentiate with respect to x, y and  , we get
f
 75 x 1 4 y1 4  150  0
x
f
 25 x 3 4 y 3 4  250  0
y
f
 150 x  250 y  50,000  0


From these equations we get


75 x 1 4 y1 4  150
25 x 3 4 y 3 4  250
150 x  250 y  50,000
75 x 1 4 y1 4 x 1 4 y1 4
By solving for  in the first equation    and substituting into the second
150 2
x y 
1 4 1 4
equation, we obtain 25 x 3 4 y 3 4  250   25x  125 y.
 2 
So, x = 5y. By substituting into the third equation, we have 150(5y)+250y = 50,000
1000y = 50,000
y = 50 units of capital
x = 250 units of labor.
So, the maximum production level is f (250,50)  100(250)3 4 (50)1 4  16,719 product units.
Economists call the Lagrange multiplier obtained in a production function the marginal
productivity of money. For instance, the marginal productivity of money at x = 250 and y = 50 is
x 1 4 y1 4 (250) 1 4 (50)1 4
   0.334 .
2 2
Which means that for each additional dollar spent on production, an additional 0.334 unit of the
product can be produced.

Example 3: Determine the minimum value of f ( x, y, z )  2 x 2  y 2  3z 2 subject to the


constraint 2 x  3 y  4 z  49 .
Solution: Let  ( x, y, z )  2 x  3 y  4 z  49.
Given f ( x, y, z )  2 x  y  3z
2 2 2

F ( x, y, z )  f ( x, y, z )   ( ( x, y, z )  c)
F ( x, y, z )  2 x 2  y 2  3z 2   (2 x  3 y  4 z  49)
Differentiate w.r.t x, y, z and  we get
f
 4 x  2  0
x
f
 2 y  3  0
y
f
 6 z  4  0
z
f
 2 x  3 y  4 z  49  0

From these equations we get
4 x  2
2 y  3
6 z  4
2 x  3 y  4 z  49
The solution of this system is x = 3, y = -9 and z = -4. So, the optimum value of f is
f (3,9,4)  2(3) 2  (9) 2  3(4) 2  147. From the original function and constraint, it is clear
that f(x, y, z) has no maximum. So, the optimum value of f determined above is a minimum.

For instance, the level surfaces of f are ellipsoids centered at the origin,
and the constraint 2 x  3 y  4 z  49 is a plane. The minimum value
of f is represented by the ellipsoid that is tangent to the constraint
plane, as shown in the adjacent figure.

Problems for discussion in class room:

1. Determine the maximum and minimum of 𝑓(𝑥, 𝑦) = 𝑥 2 + 𝑦 2 + 6𝑥 + 12.


2. A company manufactures two types of sneakers, running shoes and basketball shoes. The
total revenue from x1 units of running shoes and x2 units of basketball shoes is
R  5x12  8x22  2 x1 x2  42 x1  102 x2 , where x1 and x2 are in thousands of units.
Determine x1 and x2 so as to maximize the revenue.
3. A home improvement contractor is painting the walls and ceiling of a rectangular room. The
volume of the room is 668.25 cubic feet. The cost of wall paint is $0.06 per square foot and
the cost of ceiling paint is $0.11 per square foot. Determine the room dimensions that result
in a minimum cost for the paint. What is the minimum cost for the paint?
4. Show that the rectangular box of maximum volume inscribed in a sphere of radius r is a cube.
5. Show that a rectangular box of given volume and minimum surface area is cube.
6. An aquarium with rectangular sides and bottom (and no top) is to hold 32 liters. Determine
it’s dimensions so that it will use the least amount of material.
7. Determine the minimum distance from the point (2, 2, 0) to the surface z  x 2  y 2 .

Home work problem:

1. The sum of the length and the girth (perimeter of a cross section) of a package carried by a
delivery service cannot exceed 108 inches. Find the dimensions of the rectangular package of
largest volume that may be sent.
2. A cargo container (in the shape of a rectangular solid) must have a volume of 480 cubic feet.
The bottom will cost $5 per square foot to construct and the sides and the top will cost $3 per
square foot to construct. Use Lagrange multipliers to find the dimensions of the container of
this size that has minimum cost.
3. An oil drum in the form of a right circular cylinder with volume V0 cubic units is to be maid
form a metal sheet. Determine the least area of the sheet required.
4. Divide 24 into three parts such that the continued product of the first, square of second and
cube of third is Maximum.
5. Determine the point with in a triangle such that sum of squares of its distance from the three
vertices is least.
6. A rectangular box open at the top is to have volume of 64 cubic feet. Determine the
dimensions of the box requiring least material for its construction.

Mat lab problems:

1. A corporation manufacture digital cameras at two locations. The cost functions for producing
x1 units at location 1 and x2 units at location 2 are C1  0.05x12  15x1  5400
C2  0.03x22  15x2  6100 and the total revenue function is
R  [225  0.4( x1  x2 )]( x1  x2 ). Find the production levels at the two locations that will
maximize the profit P( x1 , x2 )  R  C1  C2 .
2. A manufacture has an order for 1000 units of wooden benches that can be produced at two
locations. Let x1 and x2 be the numbers of units produced at the two locations. The cost
function is C  0.25x1  10 x1  0.15x2  12 x2 . Find the number that should be produced at
2 2

each location to meet the order and minimize cost.


3. The production function for a candy manufacture is f ( x, y )  4 x  xy  2 y where x is the
number of units of labor and y is the number of units of capital. Assume that the total amount
available for labor and capital is $20, and $4, respectively. Find the maximum production
level for this manufacturer.
4. Determine the volume of the greatest rectangular parallelepiped that can be inscribed in the
ellipsoid 4 x 2  4 y 2  9 z 2  36
5. Determine the maximum and minimum distances of the point (1, 2, 3) from the sphere
x2  y 2  z 2  1
6. Obtain the shortest distance from the origin to the sphere xyz  2
2

7. Compute the extreme values of the function f  x, y   x  y  4xy  2 y , ( x  0, y  0) .


4 4 2

8. A rectangular box open at the top is to have volume of 64 cubic ft. Determine the dimensions
of box requiring least material for its construction.
9. Determine the dimensions of the rectangular box, open at the top, of maximum capacity
whose surface is 432 sq. cm.
10. A rectangular box is resting on the xy  plane with one vertex at the origin. The opposite
vertex lies in the plane 6 x  4 y  3z  24 . Determine the maximum volume of such a box.

You might also like