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AY2018-19 Semester 1 MA1511 Engineering Calculus

MA1511 Engineering Calculus

Chapter 1 Partial Derivatives

1.1 Functions of Several Variables

Function of 𝐓𝐰𝐨 variables

Let 𝐷 be a set of points (x, y) in the 𝑥 − 𝑦 plane.

A function 𝑓 defined on 𝐷 (the 𝐝𝐨𝐦𝐚𝐢𝐧 of 𝑓) is a rule that assigns , to each element (𝑥, 𝑦) of 𝐷, a
unique real number 𝑓(𝑥, 𝑦). x and 𝑦 are the independent variables. If we let 𝑧 = 𝑓(𝑥, 𝑦), then 𝑧 is
the dependent variable. The set { 𝑓(𝑥, 𝑦) : (𝑥, 𝑦) ∈ 𝐷} is the range of the function 𝑓.

Graphs of Function of 𝟐 variables

The graph of a function 𝑓(𝑥, 𝑦) defined for (𝑥, 𝑦) ∈ 𝐷 is the set of points ( 𝑥, 𝑦, 𝑓(𝑥, 𝑦 ) ) in the
three-dimensional space with three mutually perpendicular axes : 𝑥-axis, 𝑦-axis and 𝑧–axis.
We call this graph a surface.

Graph of 𝒛 = 𝒇(𝒙, 𝒚)
(a surface)

A familiar example of a surface is the graph of the linear function 𝑧 = 5 – 𝑥 − 𝑦 . In the

vector form, this equation can be written as 𝐫 • (𝐢 + 𝐣 + 𝐤) = 𝟓 where 𝐫 = 𝑥 𝐢 + 𝑦𝐣 + 𝑧𝐤,
showing that the graph is a plane perpendicular to the vector i + j + k.

Dr NG Wee Seng
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AY2018-19 Semester 1 MA1511 Engineering Calculus

Level Curves
Geometrically, for any constant 𝑘, the horizontal plane 𝑧 = 𝑘 intersects the surface 𝑧 = 𝑓(𝑥, 𝑦)
along a curve, called a contour curve of height 𝒌, whose equation is 𝑓(𝑥, 𝑦) = 𝑘.

The projection of the contour curve onto the 𝑥 − 𝑦 plane is a level curve of 𝑓. Hence, a level curve
consists of the set of points (𝑥, 𝑦) for which 𝑓(𝑥, 𝑦) has a constant value.

An example:

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Remark
Functions of three or more variables, 𝑧 = 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) can be defined on some domain, 𝐷 of
points (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) in a 𝑛 − dimensinal space . 𝑥1 , 𝑥2 , … , 𝑥𝑛 are the independent variables and z
is the dependent variable. The graph of 𝑓 is the set of points (𝑥1 , 𝑥2 , … , 𝑥𝑛 , 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) ) in a
(n+1) - dimensional space.

Video Example 1.1.1

Let 𝑓(𝑥, 𝑦) = 𝑦𝑥 2 (x > 0, y > 0) Find an equation for and sketch the graph of a typical level
curve of 𝑓 .

Dr NG Wee Seng
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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.2 First Order Partial Derivatives

Partial Derivatives of a Function of Two Variables

Consider a function 𝑓(𝑥, 𝑦) and a point (𝑎, 𝑏) in the domain of f.

Partial Derivatives with respect to 𝒙

The vertical plane whose equation is 𝑦 = 𝑏 intersects the surface 𝑧 = 𝑓(𝑥, 𝑦) along a curve on
the plane whose equation is 𝑧 = 𝑓(𝑥, 𝑏) (substitute 𝑦 = 𝑏 in = 𝑓(𝑥, 𝑦) ).

The gradient of the tangent line to this curve at the point 𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) is called the partial
derivative of 𝒇 at (𝑎, 𝑏) with respect to 𝒙.

We denote this quantity by 𝑓𝑥 (𝑎, 𝑏). The subscript 𝑥 indicates that 𝑥 is the variable.

Mathematically,
𝑓(𝑎 + ℎ, 𝑏) − 𝑓(𝑎, 𝑏)
𝑓𝑥 (𝑎, 𝑏) = lim
ℎ→0 ℎ

𝑓𝑥 (𝑎, 𝑏) gives the rate of change of 𝑓 at the point P (𝑎, 𝑏, 𝑓(𝑎, 𝑏)) in the direction of the 𝑥-axis.

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Partial Derivatives with respect to 𝒚

The vertical plane whose equation is 𝑥 = 𝑎 intersects the surface 𝑧 = 𝑓(𝑥, 𝑦) along a curve on
the plane whose equation is 𝑧 = 𝑓(𝑎, 𝑦) (substitute 𝑥 = 𝑎 in = 𝑓(𝑥, 𝑦) ).

The gradient of the tangent line to this curve at the point 𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) is called the partial
derivative of 𝒇 at (𝑎, 𝑏) with respect to 𝒚.

We denote this quantity by 𝑓𝑦 (𝑎, 𝑏). The subscript 𝑦 indicates that 𝑦 is the variable.

Mathematically,
𝑓(𝑎, 𝑏 + ℎ) − 𝑓(𝑎, 𝑏)
𝑓𝑦 (𝑎, 𝑏) = lim
ℎ→0 ℎ
𝑓𝑦 (𝑎, 𝑏) gives the rate of change of 𝑓 at the point where 𝑃 (𝑎, 𝑏, 𝑓(𝑎, 𝑏)) in the direction of the 𝑦-axis

Notations
𝜕𝑓
The partial derivatives , 𝑓𝑥 (𝑎, 𝑏) and 𝑓𝑦 (𝑎, 𝑏) are also commonly denoted by 𝜕𝑥 (𝑎, 𝑏) and
𝜕𝑓
(𝑎, 𝑏) respectively. As a function of 𝑥 and 𝑦, with no reference to any specific point, the partial
𝜕𝑦
𝜕𝑓 𝜕𝑓
derivatives can be written as 𝑓𝑥 , , 𝑓𝑦 , .
𝜕𝑥 𝜕𝑦

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Method of finding Partial Derivatives

From the definition of partial derivatives,
𝜕𝑓
• can be found by differentiating 𝑓(𝑥, 𝑦) with respect to 𝑥, treating 𝑦 as a constant
𝜕𝑥

𝜕𝑓
• can be found by differentiating 𝑓(𝑥, 𝑦) with respect to 𝑦, treating 𝑥 as a constant
𝜕𝑦

𝜕𝑓
For example, if 𝑓(𝑥, 𝑦) = 2𝑥 2 + 3𝑦 2 , then = 6𝑦 since the partial derivative of 3𝑦 2 with
𝜕𝑦
𝜕𝑓
respect to 𝑦 is 6𝑦 while the partial derivative of 2𝑥 2 with respect to y is zero. Similarly, = 4𝑥.
𝜕𝑥

Remarks
Partial derivatives for functions of three or more variables can be defined and determined in a similar
fashion.
For example, if 𝑓(𝑥, 𝑦, 𝑧) = 2𝑥 + 𝑦 2 𝑧, then 𝑓𝑥 = 2, 𝑓𝑦 = 2𝑦𝑧 and 𝑓𝑧 = 𝑦 2 .

Video Example 1.2.1

Find the first order partial derivatives of
(a) 𝑓(𝑥, 𝑦) = 𝑥 3 + 𝑐𝑜𝑠𝑦
(b) 𝑔(𝑥, 𝑦) = 𝑥 3 𝑐𝑜𝑠𝑦

Answers: (a) 𝑓𝑥 = 3𝑥 2 , 𝑓𝑦 = −𝑠𝑖𝑛𝑦 (𝑏)𝑔𝑥 = 3𝑥 2 𝑐𝑜𝑠𝑦 , 𝑔𝑦 = −𝑥 3 𝑠𝑖𝑛𝑦

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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.3 Higher Order Partial Derivatives

Given a function 𝑓(𝑥, 𝑦), 𝑓𝑦 (𝑎, 𝑏) and 𝑓𝑦 (𝑎, 𝑏) are both functions of 𝑥 and 𝑦.

Differentiation of these functions produces the so-called second order partial derivatives of f
Notations we use are:
𝜕2 𝑓 𝜕 𝜕𝑓 𝜕𝑓
or 𝑓𝑥𝑥 denotes ( ) the partial derivative of w.r.t. 𝑥
𝜕𝑥 2 𝜕𝑥 𝜕𝑥 𝜕𝑥

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕𝑓
or 𝑓𝑥𝑦 denotes ( ) the partial derivative of w.r.t. 𝑦
𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕𝑓
or 𝑓𝑦𝑥 denotes ( ) the partial derivative of w.r.t. 𝑥
𝜕𝑥𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦

𝜕2 𝑓 𝜕 𝜕𝑓 𝜕𝑓
or 𝑓𝑦𝑦 denotes ( ) the partial derivative of w.r.t. 𝑦
𝜕𝑦 2 𝜕𝑦 𝜕𝑦 𝜕𝑦

Video Example 1.3.1

Find the first and second order partial derivatives of
𝑓(𝑥, 𝑦) = 𝑐𝑜𝑠(2𝑥 + 𝑦 2 )
2
Answers: 𝑓𝑥 = −2𝑠𝑖𝑛(2𝑥 + 𝑦2 ) , 𝑓𝑦 = −2𝑦𝑠𝑖𝑛(2𝑥 + 𝑦2 ), 𝑓𝑦𝑥 = 𝑓𝑥𝑦 = −4𝑦 𝑐𝑜𝑠(2𝑥 + 𝑦 ),
𝑓𝑦𝑦 − 2 𝑠𝑖𝑛(2𝑥 + 𝑦 2 ) − 4𝑦 2 𝑐𝑜𝑠(2𝑥 + 𝑦 2 ) ; 𝑓𝑥𝑥 = −4𝑐𝑜𝑠(2𝑥 + 𝑦 2 )

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Result 1.3A (The Mixed Derivative Theorem)

If a function 𝑓 of two variables is defined on some open (see remark 3 below) region 𝐷 in R2 and
both 𝑓𝑥𝑦 and 𝑓𝑥𝑦 are continuous at every point in 𝐷, then
𝑓𝑥𝑦 = 𝑓𝑦𝑥
on 𝐷

Remarks
1. Repeated differentiation of second order partial derivatives will produce partial derivatives of
order 3 and above. For example,
𝜕3 𝑓 𝜕 𝜕2 𝑓 𝜕2 𝑓
or 𝑓𝑥𝑦𝑦 denotes ( ) , the partial derivative of w.r.t. 𝑦
𝜕𝑦𝜕𝑦𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑦𝜕𝑥

2. Higher order derivatives for functions of three or more variables can be defined in similar fashion.
For example, 𝑓(𝑥, 𝑦, 𝑧) = 2𝑥 + 𝑦 2 𝑧, then 𝑓𝑥 = 2, 𝑓𝑦 = 2𝑦𝑧 and 𝑓𝑧 = 𝑦 2 , so
𝜕 2𝑓 𝜕 𝜕𝑓 𝜕
or 𝑓𝑦𝑧 = ( )= ( 2𝑧𝑦) = 2𝑦
𝜕𝑧𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑧

and so on.

3. Remarks (On Interior Points)

A region D is said to be open if it contains only interior points – points that do not lie on the
boundary (if any) of D. For example, if D is the rectangle shown below (that is, D = {(𝑥, 𝑦): 0 ≤
𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1}, then an interior point is one that lies strictly within the rectangle, in the set
{(𝑥, 𝑦): 0 < 𝑥 < 1, 0 < 𝑦 < 1} . boundary of rectangle

Dr NG Wee Seng
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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.4 Normal Lines and Tangent Planes

𝑓𝑥 (𝑎, 𝑏)
Let 𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) be a point on the surface 𝑧 = 𝑓(𝑥, 𝑦). It can be shown that the vector (𝑓𝑦 (𝑎, 𝑏))
−1
is a normal to the tangent plane at P.

Result 1.4A
A vector equation of the tangent plane at 𝑃 is

𝑓𝑥 (𝑎, 𝑏) 𝑓𝑥 (𝑎, 𝑏) 𝑎
𝐫  (𝑓𝑦 (𝑎, 𝑏)) = (𝑓𝑦 (𝑎, 𝑏))  ( 𝑏 )
−1 −1 𝑓(𝑎, 𝑏)

𝑥
where 𝐫 = (𝑦).
𝑧
Equivalently, a Cartesian equation of the plane is
𝑧 = 𝑓𝑥 (𝑎, 𝑏) ∙ (𝑥 − 𝑎) + 𝑓𝑦 (𝑎, 𝑏) ∙ (𝑦 − 𝑏) + 𝑓(𝑎, 𝑏)

Result 1.4B
The equation of the normal line at 𝑃 (which is the line passing through P and perpendicular to the
tangent plane ) is

𝑥 𝑎 𝑓𝑥 (𝑎, 𝑏)
(𝑦) = ( 𝑏 ) + (𝑓𝑦 (𝑎, 𝑏)) 𝑡, 𝑡 ∈ 𝐑
𝑧 𝑓(𝑎, 𝑏) −1

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.4.1

Find an equation of (i) the tangent plane and (ii) the normal line to the surface
𝑧 = 32 − 3𝑥 2 − 4𝑦 2
at the point where 𝑥 = 2 and 𝑦 = 1.

𝑥 2 −12

Answers: tangent plane : 𝑧 = −12𝑥 − 8𝑦 + 48; Normal line : (𝑦) = ( 1 ) + ( −8 ) 𝑡 , 𝑡∈𝑹

𝑧 16 −1

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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.5 Chain Rule

For a function of a single variable 𝑦 = 𝑓(𝑥) where x is in turn a function of a third variable, , we
recall the chain rule:
𝑑𝑦 𝑑𝑦 𝑑𝑥
= ∙
𝑑𝑡 𝑑𝑥 𝑑𝑡
The multivariable counterparts of the above results are presented below.

Chain Rule with One Independent Variable

Result 1.5A
If 𝑧 is a function of 𝑥 and 𝑦, and both 𝑥 and 𝑦 are functions of an independent variable 𝑡,
then
𝑑𝑧 𝜕𝑧 𝑑𝑥 𝜕𝑧 𝑑𝑦
= × + ×
𝑑𝑡 𝜕𝑥 𝑑𝑡 𝜕𝑦 𝑑𝑡

One way to remember result 1.5A is to draw the following tree diagram :

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Chain Rule with Two Independent Variables

Result 1.5B
If 𝑧 is a function of 𝑥 and 𝑦, and both 𝑥 and 𝑦 are functions of two independent variables
s , 𝑡, then
𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= × + ×
𝜕𝑠 𝜕𝑥 𝜕𝑠 𝜕𝑦 𝜕𝑠

𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑦
= × + ×
𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑦 𝜕𝑡

One way to remember result 1.5B is to draw the following tree diagrams:

𝝏𝒛 𝝏𝒛
𝒅𝒔 𝒅𝒕

Video Example 1.5.1

Given that 𝑧 = 3𝑥 2 + 𝑦 2 , 𝑥 = 𝑡 3 −𝑒 𝑡 and 𝑦 = 𝑒 𝑡 + 𝑡 , use the chain rule to find the value of
𝑑𝑧
when 𝑡 = 0
𝑑𝑡

Answer: 10

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.5.2

𝜕𝑤 𝜕𝑤
Given that 𝑤 = 2𝑢𝑣, 𝑢 = 2𝑠 − 3𝑡 and 𝑣 = 𝑠𝑡, use the chain rule to find and in
𝜕𝑠 𝜕𝑡
terms of 𝑠 and 𝑡.

2 2
Answer: 8𝑠𝑡 − 6𝑡 ; 4𝑠 − 12𝑠𝑡

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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.6 Directional Derivatives

Directional Derivative

Given a surface 𝑧 = 𝑓(𝑥, 𝑦), a point 𝑃(𝑎, 𝑏, 𝑓(𝑎, 𝑏)) on the surface and a direction unit vector u =
𝑢1 i + 𝑢2 j , the vertical plane containing P and parallel to u intersects the surface along a curve . The
gradient of the tangent to this curve at 𝑃 is called the directional derivative of 𝑓(𝑥, 𝑦) at (𝑎, 𝑏) in
the direction of u. We denote this derivative by 𝐷𝐮 𝑓(𝑎, 𝑏). We can interpret 𝐷𝐮 𝑓(𝑎, 𝑏) as the rate of
change of the function 𝑓(𝑥, 𝑦) in the direction of the vector u.

tangent at P

Mathematically, for any unit vector u = 𝑢1 i + 𝑢2 j ,

f (a  hu1 , b  hu 2 )  f (a, b)
𝐷𝐮 𝑓(𝑎, 𝑏) = lim
h0 h

The following result provides us with an efficient way to compute directional derivatives.

Result 1.6A
For any unit vector u = 𝑢1 i + 𝑢2 j ,
𝑓𝑥 (𝑎, 𝑏) 𝑢1
𝐷𝐮 𝑓(𝑎, 𝑏) = 𝑢1 𝑓𝑥 (𝑎, 𝑏) + 𝑢2 𝑓𝑦 (𝑎, 𝑏) = ( )  (𝑢 )
𝑓𝑦 (𝑎, 𝑏) 2

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AY2018-19 Semester 1 MA1511 Engineering Calculus

Remarks
1. If the given direction vector 𝑢1 i + 𝑢2 j is not a unit vector, we can normalise the vector to
get a unit vector:
1
u= (𝑢1 i + 𝑢2 j )
√𝑢2 1 +𝑢 2
2
2. The gradient vector of 𝑓 , denoted by ∇𝑓, is the vector
𝑓𝑥
𝑓𝑥 𝐢 + 𝑓𝑦 𝐣 (= ( ))
𝑓𝑦

With this notation, we can write

𝐷𝐮 𝑓(𝑎, 𝑏) = ∇𝑓(𝑎, 𝑏)  𝐮

3. The first order partial derivatives of 𝑓 are special cases of directional derivatives. Specifically,

𝑓𝑥 = 𝐷𝐮 f when 𝐮 = 𝐢 (along the 𝑥 −axis)

𝑓𝑦 = 𝐷𝐮 f when 𝐮 = 𝐣 (along the 𝑦 −axis)

4. Directional derivatives for functions of three or more variables can be defined in a similar
fashion.

In particular, the directional derivative of a function 𝑓(𝑥, 𝑦, 𝑧) at the point 𝑥 = 𝑎, 𝑦 =

𝑏 , 𝑧 = 𝑐, in the direction of the unit vector u = 𝑢1 i + 𝑢2 j +𝑢3 𝐤 is given by

𝑓𝑥 (𝑎, 𝑏, 𝑐) 𝑢1
𝐷𝐮 𝑓(𝑎, 𝑏, 𝑐) = 𝑢1 𝑓𝑥 (𝑎, 𝑏, 𝑐) + 𝑢2 𝑓𝑦 (𝑎, 𝑏, 𝑐) + 𝑢3 𝑓𝑧 (𝑎, 𝑏, 𝑐) = (𝑓𝑦 (𝑎, 𝑏, 𝑐))  ( 2 )
𝑢
𝑓𝑧 (𝑎, 𝑏, 𝑐) 𝑢3

Dr NG Wee Seng
 Page 16
AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.6.1

Let 𝑓(𝑥, 𝑦) = 𝑥𝑒 𝑦−1 + 𝑦 2 .
(i) Find the directional derivative of 𝑓 at the point (𝑥, 𝑦) = (2, 1), in the direction of 3i – 4j
(ii) Find a unit vector w such that the directional derivative 𝐷𝐰 𝑓(2,1) is zero.

−4 4
13
Answers (i) − (ii) (√17 √17
1 ) , ( −1 )
5
√17 √17

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AY2018-19 Semester 1 MA1511 Engineering Calculus

1.7 Local Extrema

Let 𝑓(𝑥, 𝑦) be defined on a region 𝐷 containing the point (𝑎, 𝑏).

Local Maximum

𝑓 has a local maximum at (𝑎, 𝑏) if 𝑓(𝑎, 𝑏) ≥ 𝑓(𝑥, 𝑦) for all (𝑥, 𝑦) in some open subset of 𝐷
containing (𝑎, 𝑏)

Local Minimum

𝑓 has a local minimum at (𝑎, 𝑏) if 𝑓(𝑎, 𝑏) ≤ 𝑓(𝑥, 𝑦) for all (𝑥, 𝑦) in some open subset of 𝐷
containing (𝑎, 𝑏)

We recall from single−variable calculus that if a differentiable function 𝑓(𝑥) in one variable has a
local maximum/minimum at 𝑥 = 𝑐, then 𝑓 ′ (𝑐) = 0. An analogous result holds for functions in two
variables.

Result 1.7A
If 𝑓 has a local maximum/minimum at an interior point (𝑎, 𝑏) of its domain, then
𝑓𝑥 (𝑎, 𝑏) = 0 and 𝑓𝑦 (𝑎, 𝑏) = 0

Critical Point

𝑓 (𝑥, 𝑦) has a critical point at (a, b) if

𝑓𝑥 (𝑎, 𝑏) = 0 and 𝑓𝑦 (𝑎, 𝑏) = 0

Dr NG Wee Seng
 Page 18
AY2018-19 Semester 1 MA1511 Engineering Calculus

Result 1.7A says that a local maximum or a local minimum occurs only at a critical point. Hence, to
locate local maximum or local minimum of 𝑓(𝑥, 𝑦), we will solve the simultaneous equations
𝑓𝑥 = 0 and 𝑓𝑦 = 0

for all possible critical points. The nature (local maximum or local minimum, or neither) can be
determined using the following derivative test

Result 1.7B (Derivative Test for Nature of Critical Points)

Let (𝑎, 𝑏) be a critical point of f, that is

𝑓𝑥 (𝑎, 𝑏) = 0 and 𝑓𝑦 (𝑎, 𝑏) = 0 .

2
Let 𝐷 = 𝑓𝑥𝑥 (𝑎, 𝑏)𝑓𝑦𝑦 (𝑎, 𝑏) − (𝑓𝑥𝑦 (𝑎, 𝑏)) .

 𝑓 has a local maximum at (𝑎, 𝑏) if 𝐷 > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) < 0 .

 𝑓 has a local minimum at (𝑎, 𝑏) if 𝐷 > 0 and 𝑓𝑥𝑥 (𝑎, 𝑏) > 0 .
 𝑓 has neither a local maximum nor a local minimum point at (𝑎, 𝑏) if 𝐷 < 0.
(In this case, (𝑎, 𝑏) is known as a saddle point)

Remark
The above test is inconclusive if 𝐷 = 0

Dr NG Wee Seng
 Page 19
AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.7.1

Locate, if any, the local extrema and saddle points of
𝑓(𝑥, 𝑦) = 𝑦 2 + 3𝑥 2 − 2𝑥𝑦 − 8𝑦 + 7.
Answers : local minimum value at (2, 6)

Dr NG Wee Seng
 Page 20
AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.7.2

Locate and determine the nature of the critical points of
𝑔(𝑥, 𝑦) = 3𝑥 − 3𝑥𝑦 2 − 𝑥 3
Answers: saddle points at (0,1) , (0, -1); local max at (1, 0), local min at (-1, 0)

Dr NG Wee Seng
 Page 21
AY2018-19 Semester 1 MA1511 Engineering Calculus

1.8 Lagrange Multipliers

Method of Lagrange Multipliers

Given a function 𝑓(𝑥, 𝑦), we seek the extreme values of 𝑓 when (𝑥, 𝑦) is subject to one constraint
given by an equation of the form

𝑔(𝑥, 𝑦) = 0
Geometrically, we find the maximum/minimum values of 𝑓(𝑥, 𝑦) for points (𝑥, 𝑦) lying on the curve
whose equation is 𝑔(𝑥, 𝑦) = 0.

To find largest/smallest
value of f along this curve

A practical example of optimizing a function 𝑓(𝑥, 𝑦) subject to a constraint is the problem of

maximizing the area of a rectangle of dimensions 𝑥 cm by 𝑦 cm with a fixed perimeter, 𝑃 cm.
Specifically, we are maximizing 𝑓(𝑥, 𝑦) = 𝑥𝑦 when 2𝑥 + 2𝑦 = 𝑃 (a 𝐜𝐨𝐧𝐬𝐭𝐫𝐚𝐢𝐧𝐭).
𝑃
For this particular example, one can write 𝑦 = 2 − 𝑥 and express the area of the rectangle as
𝑃
(2 − 𝑥 ) 𝑥 , a function of one variable, 𝑥 . We can then apply the usual single-variable calculus
technique.
In practice, however, it can be difficult or even impossible to express the function 𝑓 in terms of a
single variable only. This occurs when the constraint equation is complicated (e.g. 𝑥 3 + 𝑥𝑦 + 𝑦 3 =
100). The following method of Lagrange multipliers is an alternative approach to solving
constrained optimization problems.

Result 1.8A

The maximum/minimum value of 𝑓(𝑥, 𝑦) subject to the constraint 𝑔(𝑥, 𝑦) = 0 occurs at a

point (𝑥, 𝑦) that satisfies the following three equations
𝑓𝑥 = λ𝑔𝑥
𝑓𝑦 = λ𝑔𝑦
𝑔(𝑥, 𝑦) = 0
for some constant λ , called a Lagrange multiplier.

Dr NG Wee Seng
 Page 22
AY2018-19 Semester 1 MA1511 Engineering Calculus

Remarks
Geometrically, the equations
𝑓𝑥 = λ𝑔𝑥 , 𝑓𝑦 = λ𝑔𝑦 ,

which can be expressed in vector form

𝑓𝑥 𝑔𝑥
( ) = λ (𝑔 )
𝑓𝑦 𝑦

indicate that the maximum or minimum occurs at a point where the gradient vector of 𝑓 is parallel to
the gradient vector of 𝑔, as depicted in the diagram below.

Dr NG Wee Seng
 Page 23
AY2018-19 Semester 1 MA1511 Engineering Calculus

Video Example 1.8.1

Use the method of Lagrange multipliers to find the maximum and minimum values of
𝑓(𝑥, 𝑦) = 𝑥𝑦
where (𝑥, 𝑦) lies on the circle
𝑥 2 + 𝑦 2 = 2.
Answer: minimum value of -1 occurring at (-1, 1) and (1, -1) ; maximum value of 1 occurring at
(1,1) and (-1,-1)

Dr NG Wee Seng
 Page 24
AY2018-19 Semester 1 MA1511 Engineering Calculus

Result 1.8A can be generalized to functions of three or more variables :

Result 1.8B

The maximum/minimum value of 𝑓(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) subject to the constraint 𝑔(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) = 0

occurs at a point (𝑥1 , 𝑥2 , … , 𝑥𝑛 ) that satisfies the following (𝑛 + 1) equations

𝑓𝑥𝑖 = λ𝑔𝑥𝑖 𝑖 = 1,2,3, … , 𝑛

𝑔(𝑥1 , 𝑥2 , … , 𝑥𝑛 ) = 0
for some constant λ , called the Lagrange multiplier

Video Example 1.8.2

Use the method of Lagrange multipliers to find the least distance between the origin and the plane
𝑥 − 2𝑦 − 2𝑧 = 3
1 2
Answer: 1 (occurring at 𝑥 = 3 , 𝑦 = 𝑧 = − 3 )

End of Chapter 1

“Mathematics is the art of giving the same name to different things.” – Henri Poincaré

Dr NG Wee Seng